******************************************************************************** Trades report produced on 17/02/2026 21:35 from 16/02/2026 21:35 to 17/02/2026 21:35 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21221 JPY caleb_strategy_v3 [20260300] 2026-02-17 15:02:01 [1] 0.006527 21222 LEANHOG caleb_strategy_v3 [20260400] 2026-02-17 15:31:12 [-1] 92.200000 21220 VIX caleb_strategy_v3 [20260400] 2026-02-17 15:02:00 [1] 21.450000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21220 VIX caleb_strategy_v3 2026-02-13 00:00:00 2026-02-17 15:00:51.202000 2026-02-17 15:02:00 399651.202 68.798 21221 JPY caleb_strategy_v3 2026-02-13 00:00:00 2026-02-17 15:02:01.253000 2026-02-17 15:02:01 399721.253 NaN 21222 LEANHOG caleb_strategy_v3 2026-02-13 00:00:00 2026-02-17 15:30:12.233000 2026-02-17 15:31:12 401412.233 59.767 =============================================================================================================================================================================================================================== Slippage (ticks per lot) =============================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 21220 VIX caleb_strategy_v3 [1] 21.05 None 21.375 21.4 21.35 21.35 21.45 -0.325 -0.025 -0.05 -0.1 NaN -0.075 21221 JPY caleb_strategy_v3 [1] 0.006567 None 0.006532 0.006533 0.006532 0.006532 0.006527 0.000034 -0.0 0.000006 0.000005 NaN 0.000005 21222 LEANHOG caleb_strategy_v3 [-1] 91.325 None 92.2875 92.275 92.3 92.3 92.2 0.9625 -0.0125 -0.075 -0.1 NaN -0.0875 =============================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =============================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 21220 VIX caleb_strategy_v3 [1] 8.803095 -369.188349 -28.399104 -56.798208 -113.596415 NaN -85.197311 21221 JPY caleb_strategy_v3 [1] 0.000661 518.183081 -3.782358 83.211882 75.647165 NaN 79.429523 21222 LEANHOG caleb_strategy_v3 [-1] 18.10172 531.717425 -6.905421 -41.432527 -55.243369 NaN -48.337948 ======================================================================================================================================================================== Slippage (In base currency) ======================================================================================================================================================================== instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 21220 VIX caleb_strategy_v3 [1] 1000.0 -325.0 -25.0 -50.0 -100.0 NaN -75.0 21221 JPY caleb_strategy_v3 [1] 12500000.0 428.125 -3.125 68.75 62.5 NaN 65.625 21222 LEANHOG caleb_strategy_v3 [-1] 400.0 385.0 -5.0 -30.0 -40.0 NaN -35.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 JPY 428.125 LEANHOG 385.0 VIX -325.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 488.125 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 JPY -3.125 LEANHOG -5.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -33.125 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 JPY 68.75 LEANHOG -30.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -11.25 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 JPY 62.5 LEANHOG -40.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -77.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 JPY 0 LEANHOG 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 JPY 65.625 LEANHOG -35.0 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -44.375 ******************************************************************************** END OF REPORT ********************************************************************************