******************************************************************************** Trades report produced on 18/02/2026 21:36 from 17/02/2026 21:36 to 18/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21229 COCOA caleb_strategy_v3 [20260500] 2026-02-18 14:00:20.000 [-1] 3282.00000 21247 DOW caleb_strategy_v3 [20260300] 2026-02-18 15:50:54.000 [-1] 49917.00000 21245 DOW caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.388 [0] NaN 21243 DOW caleb_strategy_v3 [20260300] 2026-02-18 15:34:18.000 [-1] 49895.00000 21240 DOW caleb_strategy_v3 [20260300] 2026-02-18 15:24:11.000 [-1] 49887.00000 21238 DOW caleb_strategy_v3 [20260300] 2026-02-18 15:21:00.000 [-1] 49903.00000 21235 DOW caleb_strategy_v3 [20260300] 2026-02-18 15:10:37.000 [-1] 49880.00000 21227 EUROSTX caleb_strategy_v3 [20260300] 2026-02-18 08:21:25.000 [1] 6064.00000 21225 EUROSTX caleb_strategy_v3 [20260300] 2026-02-18 19:45:02.981 [0] NaN 21226 EUROSTX caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.070 [0] NaN 21232 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-18 14:11:24.000 [1] 4974.00000 21230 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-18 14:01:05.000 [1] 4974.90000 21231 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-18 19:45:03.140 [0] NaN 21223 NIKKEI caleb_strategy_v3 [20260300] 2026-02-18 03:03:09.000 [-1] 57245.00000 21224 OAT caleb_strategy_v3 [20260300] 2026-02-18 08:00:36.000 [1] 122.98000 21242 REDWHEAT caleb_strategy_v3 [20260500] 2026-02-18 15:34:17.000 [1] 558.00000 21228 SILVER-mini caleb_strategy_v3 [20260500] 2026-02-18 14:00:19.000 [-1] 77.28750 21239 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 15:24:11.000 [1] 6910.75000 21241 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.327 [0] NaN 21244 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 15:34:21.000 [1] 6908.75000 21246 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 15:50:54.000 [1] 6917.25000 21249 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 16:03:34.000 [1] 6918.00000 21248 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.454 [0] NaN 21234 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.191 [0] NaN 21237 SP500_micro caleb_strategy_v3 [20260300] 2026-02-18 19:45:03.256 [0] NaN 21233 US30 caleb_strategy_v3 [20260300] 2026-02-18 15:00:35.000 [1] 120.65625 21236 VIX caleb_strategy_v3 [20260400] 2026-02-18 15:10:39.000 [1] 20.55000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21223 NIKKEI caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 03:01:16.193000 2026-02-18 03:03:09 97276.193 112.807 21224 OAT caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 08:00:35.894000 2026-02-18 08:00:36 115235.894 0.106 21228 SILVER-mini caleb_strategy_v3 2026-01-29 00:00:00 2026-02-18 14:00:19.202000 2026-02-18 14:00:19 1778419.202 NaN 21229 COCOA caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 14:00:20.758000 2026-02-18 14:00:20 136820.758 NaN 21233 US30 caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:00:35.114000 2026-02-18 15:00:35 140435.114 NaN 21236 VIX caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:10:39.089000 2026-02-18 15:10:39 141039.089 NaN 21242 REDWHEAT caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:34:16.281000 2026-02-18 15:34:17 142456.281 0.719 21232 GOLD_micro caleb_strategy_v3 2026-02-13 00:00:00 2026-02-18 14:11:24.669000 2026-02-18 14:11:24 483084.669 NaN 21230 GOLD_micro caleb_strategy_v3 2026-02-13 00:00:00 2026-02-18 14:00:22.017000 2026-02-18 14:01:05 482422.017 42.983 21231 GOLD_micro caleb_strategy_v3 2026-02-13 00:00:00 2026-02-18 14:01:21.619000 2026-02-18 19:45:03.140000 482481.619 20621.521 21248 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:50:58.213000 2026-02-18 19:45:03.454000 143458.213 14045.241 21249 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 16:01:01.944000 2026-02-18 16:03:34 144061.944 152.056 21234 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:00:36.341000 2026-02-18 19:45:03.191000 140436.341 17066.85 21237 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:11:00.500000 2026-02-18 19:45:03.256000 141060.5 16442.756 21239 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:21:05.261000 2026-02-18 15:24:11 141665.261 185.739 21241 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:24:15.149000 2026-02-18 19:45:03.327000 141855.149 15648.178 21244 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:34:21.449000 2026-02-18 15:34:21 142461.449 NaN 21246 SP500_micro caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:44:25.533000 2026-02-18 15:50:54 143065.533 388.467 21235 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:10:37.553000 2026-02-18 15:10:37 141037.553 NaN 21238 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:21:00.824000 2026-02-18 15:21:00 141660.824 NaN 21240 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:24:11.865000 2026-02-18 15:24:11 141851.865 NaN 21243 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:34:17.916000 2026-02-18 15:34:18 142457.916 0.084 21245 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:34:22.049000 2026-02-18 19:45:03.388000 142462.049 15041.339 21247 DOW caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 15:50:54.619000 2026-02-18 15:50:54 143454.619 NaN 21225 EUROSTX caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 08:00:37.301000 2026-02-18 19:45:02.981000 115237.301 42265.68 21226 EUROSTX caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 08:10:40.612000 2026-02-18 19:45:03.070000 115840.612 41662.458 21227 EUROSTX caleb_strategy_v3 2026-02-17 00:00:00 2026-02-18 08:20:43.879000 2026-02-18 08:21:25 116443.879 41.121 =================================================================================================================================================================================================================================== 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 21223 NIKKEI caleb_strategy_v3 [-1] 57120.0 None 57257.5 57255.0 57260.0 57260.0 57245.0 137.5 -2.5 -10.0 -15.0 NaN -12.5 21224 OAT caleb_strategy_v3 [1] 123.06 None 122.925 122.93 122.92 NaN 122.98 0.135 -0.005 -0.05 NaN NaN -0.055 21228 SILVER-mini caleb_strategy_v3 [-1] 116.275 None 77.13125 77.1125 77.15 77.15 77.2875 -39.14375 -0.01875 0.175 0.1375 NaN 0.15625 21229 COCOA caleb_strategy_v3 [-1] 3500.0 None 3260.5 3259.0 3262.0 3262.0 3282.0 -239.5 -1.5 23.0 20.0 NaN 21.5 21233 US30 caleb_strategy_v3 [1] 120.9375 None 120.734375 120.75 120.71875 120.71875 120.65625 0.203125 -0.015625 0.09375 0.0625 NaN 0.078125 21236 VIX caleb_strategy_v3 [1] 20.75 None 20.575 20.6 20.55 20.55 20.55 0.175 -0.025 0.05 0.0 NaN 0.025 21242 REDWHEAT caleb_strategy_v3 [1] 551.0 None 558.875 559.0 558.75 558.75 558.0 -7.875 -0.125 1.0 0.75 NaN 0.875 21232 GOLD_micro caleb_strategy_v3 [1] 5064.0 None 4975.95 4976.1 4975.8 4975.8 4974.0 88.05 -0.15 2.1 1.8 NaN 1.95 21230 GOLD_micro caleb_strategy_v3 [1] 5064.0 None 4972.65 4972.8 4972.5 4972.5 4974.9 91.35 -0.15 -2.1 -2.4 NaN -2.25 21231 GOLD_micro caleb_strategy_v3 [1] 5064.0 None 2487.45 4974.9 0.0 0.0 NaN 2576.55 -2487.45 NaN NaN NaN NaN 21248 SP500_micro caleb_strategy_v3 [1] 6872.0 None 3459.0 6918.0 0.0 0.0 NaN 3413.0 -3459.0 NaN NaN NaN NaN 21249 SP500_micro caleb_strategy_v3 [1] 6872.0 None 6916.875 6917.0 6916.75 6916.75 6918.0 -44.875 -0.125 -1.0 -1.25 NaN -1.125 21234 SP500_micro caleb_strategy_v3 [1] 6872.0 None 6873.875 6874.0 6873.75 6873.75 NaN -1.875 -0.125 NaN NaN NaN NaN 21237 SP500_micro caleb_strategy_v3 [1] 6872.0 None 3449.125 6898.25 0.0 0.0 NaN 3422.875 -3449.125 NaN NaN NaN NaN 21239 SP500_micro caleb_strategy_v3 [1] 6872.0 None 6908.875 6909.0 6908.75 6908.75 6910.75 -36.875 -0.125 -1.75 -2.0 NaN -1.875 21241 SP500_micro caleb_strategy_v3 [1] 6872.0 None 3455.375 6910.75 0.0 0.0 NaN 3416.625 -3455.375 NaN NaN NaN NaN 21244 SP500_micro caleb_strategy_v3 [1] 6872.0 None 6910.875 6911.0 6910.75 6910.75 6908.75 -38.875 -0.125 2.25 2.0 NaN 2.125 21246 SP500_micro caleb_strategy_v3 [1] 6872.0 None 6910.875 6911.0 6910.75 6910.75 6917.25 -38.875 -0.125 -6.25 -6.5 NaN -6.375 21235 DOW caleb_strategy_v3 [-1] 49684.0 None 49836.0 49835.0 49837.0 49837.0 49880.0 152.0 -1.0 45.0 43.0 NaN 44.0 21238 DOW caleb_strategy_v3 [-1] 49684.0 None 49836.0 49835.0 49837.0 49837.0 49903.0 152.0 -1.0 68.0 66.0 NaN 67.0 21240 DOW caleb_strategy_v3 [-1] 49684.0 None 49836.0 49835.0 49837.0 49837.0 49887.0 152.0 -1.0 52.0 50.0 NaN 51.0 21243 DOW caleb_strategy_v3 [-1] 49684.0 None 49901.0 49900.0 49902.0 49902.0 49895.0 217.0 -1.0 -5.0 -7.0 NaN -6.0 21245 DOW caleb_strategy_v3 [-1] 49684.0 None 24944.5 49889.0 0.0 0.0 NaN -24739.5 24944.5 NaN NaN NaN NaN 21247 DOW caleb_strategy_v3 [-1] 49684.0 None 49894.0 49893.0 49895.0 49895.0 49917.0 210.0 -1.0 24.0 22.0 NaN 23.0 21225 EUROSTX caleb_strategy_v3 [1] 6045.0 None 6049.5 6050.0 6049.0 6049.0 NaN -4.5 -0.5 NaN NaN NaN NaN 21226 EUROSTX caleb_strategy_v3 [1] 6045.0 None 3023.0 6046.0 0.0 0.0 NaN 3022.0 -3023.0 NaN NaN NaN NaN 21227 EUROSTX caleb_strategy_v3 [1] 6045.0 None 6064.5 6065.0 6064.0 6064.0 6064.0 -19.5 -0.5 1.0 0.0 NaN 0.5 =================================================================================================================================================================== 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 21223 NIKKEI caleb_strategy_v3 [-1] 14735.727389 93.31063 -1.696557 -6.786228 -10.179341 NaN -8.482785 21224 OAT caleb_strategy_v3 [1] 4.18311 322.726365 -11.952828 -119.528283 NaN NaN -131.481112 21228 SILVER-mini caleb_strategy_v3 [-1] 43.854991 -8925.72304 -4.275454 39.904238 31.35333 NaN 35.628784 21229 COCOA caleb_strategy_v3 [-1] 3169.306333 -755.685866 -4.732897 72.571085 63.105292 NaN 67.838188 21233 US30 caleb_strategy_v3 [1] 11.938777 170.138865 -13.087605 78.52563 52.35042 NaN 65.438025 21236 VIX caleb_strategy_v3 [1] 8.604441 203.38334 -29.054763 58.109526 0.0 NaN 29.054763 21242 REDWHEAT caleb_strategy_v3 [1] 128.811875 -611.356677 -9.704074 77.632594 58.224445 NaN 67.92852 21232 GOLD_micro caleb_strategy_v3 [1] 1915.119914 459.762333 -0.783241 10.965371 9.398889 NaN 10.18213 21230 GOLD_micro caleb_strategy_v3 [1] 1915.119914 476.99363 -0.783241 -10.965371 -12.531852 NaN -11.748612 21231 GOLD_micro caleb_strategy_v3 [1] 1915.119914 13453.726742 -12988.481723 NaN NaN NaN NaN 21248 SP500_micro caleb_strategy_v3 [1] 851.673793 40074.028695 -40614.141593 NaN NaN NaN NaN 21249 SP500_micro caleb_strategy_v3 [1] 851.673793 -526.903615 -1.467698 -11.741585 -14.676981 NaN -13.209283 21234 SP500_micro caleb_strategy_v3 [1] 851.673793 -22.015471 -1.467698 NaN NaN NaN NaN 21237 SP500_micro caleb_strategy_v3 [1] 851.673793 40189.976845 -40498.193444 NaN NaN NaN NaN 21239 SP500_micro caleb_strategy_v3 [1] 851.673793 -432.970937 -1.467698 -20.547773 -23.483169 NaN -22.015471 21241 SP500_micro caleb_strategy_v3 [1] 851.673793 40116.59194 -40571.578349 NaN NaN NaN NaN 21244 SP500_micro caleb_strategy_v3 [1] 851.673793 -456.454107 -1.467698 26.418566 23.483169 NaN 24.950868 21246 SP500_micro caleb_strategy_v3 [1] 851.673793 -456.454107 -1.467698 -73.384905 -76.320301 NaN -74.852603 21235 DOW caleb_strategy_v3 [-1] 6347.166905 239.476923 -1.575506 70.897773 67.746761 NaN 69.322267 21238 DOW caleb_strategy_v3 [-1] 6347.166905 239.476923 -1.575506 107.134413 103.983401 NaN 105.558907 21240 DOW caleb_strategy_v3 [-1] 6347.166905 239.476923 -1.575506 81.926316 78.775304 NaN 80.35081 21243 DOW caleb_strategy_v3 [-1] 6347.166905 341.884818 -1.575506 -7.87753 -11.028543 NaN -9.453036 21245 DOW caleb_strategy_v3 [-1] 6347.166905 -38977.232474 39300.211219 NaN NaN NaN NaN 21247 DOW caleb_strategy_v3 [-1] 6347.166905 330.856275 -1.575506 37.812146 34.661134 NaN 36.23664 21225 EUROSTX caleb_strategy_v3 [1] 737.61864 -61.007135 -6.778571 NaN NaN NaN NaN 21226 EUROSTX caleb_strategy_v3 [1] 737.61864 40969.680511 -40983.237652 NaN NaN NaN NaN 21227 EUROSTX caleb_strategy_v3 [1] 737.61864 -264.364252 -6.778571 13.557141 0.0 NaN 6.778571 ========================================================================================================================================================================= 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 21223 NIKKEI caleb_strategy_v3 [-1] 0.651485 89.579173 -1.628712 -6.514849 -9.772273 NaN -8.143561 21224 OAT caleb_strategy_v3 [1] 1184.56 159.9156 -5.9228 -59.228 NaN NaN -65.1508 21228 SILVER-mini caleb_strategy_v3 [-1] 2500.0 -97859.375 -46.875 437.5 343.75 NaN 390.625 21229 COCOA caleb_strategy_v3 [-1] 10.0 -2395.0 -15.0 230.0 200.0 NaN 215.0 21233 US30 caleb_strategy_v3 [1] 1000.0 203.125 -15.625 93.75 62.5 NaN 78.125 21236 VIX caleb_strategy_v3 [1] 1000.0 175.0 -25.0 50.0 0.0 NaN 25.0 21242 REDWHEAT caleb_strategy_v3 [1] 50.0 -393.75 -6.25 50.0 37.5 NaN 43.75 21232 GOLD_micro caleb_strategy_v3 [1] 10.0 880.5 -1.5 21.0 18.0 NaN 19.5 21230 GOLD_micro caleb_strategy_v3 [1] 10.0 913.5 -1.5 -21.0 -24.0 NaN -22.5 21231 GOLD_micro caleb_strategy_v3 [1] 10.0 25765.5 -24874.5 NaN NaN NaN NaN 21248 SP500_micro caleb_strategy_v3 [1] 5.0 17065.0 -17295.0 NaN NaN NaN NaN 21249 SP500_micro caleb_strategy_v3 [1] 5.0 -224.375 -0.625 -5.0 -6.25 NaN -5.625 21234 SP500_micro caleb_strategy_v3 [1] 5.0 -9.375 -0.625 NaN NaN NaN NaN 21237 SP500_micro caleb_strategy_v3 [1] 5.0 17114.375 -17245.625 NaN NaN NaN NaN 21239 SP500_micro caleb_strategy_v3 [1] 5.0 -184.375 -0.625 -8.75 -10.0 NaN -9.375 21241 SP500_micro caleb_strategy_v3 [1] 5.0 17083.125 -17276.875 NaN NaN NaN NaN 21244 SP500_micro caleb_strategy_v3 [1] 5.0 -194.375 -0.625 11.25 10.0 NaN 10.625 21246 SP500_micro caleb_strategy_v3 [1] 5.0 -194.375 -0.625 -31.25 -32.5 NaN -31.875 21235 DOW caleb_strategy_v3 [-1] 0.5 76.0 -0.5 22.5 21.5 NaN 22.0 21238 DOW caleb_strategy_v3 [-1] 0.5 76.0 -0.5 34.0 33.0 NaN 33.5 21240 DOW caleb_strategy_v3 [-1] 0.5 76.0 -0.5 26.0 25.0 NaN 25.5 21243 DOW caleb_strategy_v3 [-1] 0.5 108.5 -0.5 -2.5 -3.5 NaN -3.0 21245 DOW caleb_strategy_v3 [-1] 0.5 -12369.75 12472.25 NaN NaN NaN NaN 21247 DOW caleb_strategy_v3 [-1] 0.5 105.0 -0.5 12.0 11.0 NaN 11.5 21225 EUROSTX caleb_strategy_v3 [1] 11.8456 -53.3052 -5.9228 NaN NaN NaN NaN 21226 EUROSTX caleb_strategy_v3 [1] 11.8456 35797.4032 -35809.2488 NaN NaN NaN NaN 21227 EUROSTX caleb_strategy_v3 [1] 11.8456 -230.9892 -5.9228 11.8456 0.0 NaN 5.9228 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COCOA -2395.0 DOW -11928.25 EUROSTX 35513.1088 GOLD_micro 27559.5 NIKKEI 89.579173 OAT 159.9156 REDWHEAT -393.75 SILVER-mini -97859.375 SP500_micro 50455.625 US30 203.125 VIX 175.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1579.478573 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COCOA -15.0 DOW 12469.75 EUROSTX -35821.0944 GOLD_micro -24877.5 NIKKEI -1.628712 OAT -5.9228 REDWHEAT -6.25 SILVER-mini -46.875 SP500_micro -51820.625 US30 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -100165.770912 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COCOA 230.0 DOW 92.0 EUROSTX 11.8456 GOLD_micro 0.0 NIKKEI -6.514849 OAT -59.228 REDWHEAT 50.0 SILVER-mini 437.5 SP500_micro -33.75 US30 93.75 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 865.602751 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA 200.0 DOW 87.0 EUROSTX 0.0 GOLD_micro -6.0 NIKKEI -9.772273 OAT 0 REDWHEAT 37.5 SILVER-mini 343.75 SP500_micro -38.75 US30 62.5 VIX 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 676.227727 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA 0 DOW 0 EUROSTX 0 GOLD_micro 0 NIKKEI 0 OAT 0 REDWHEAT 0 SILVER-mini 0 SP500_micro 0 US30 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 COCOA 215.0 DOW 89.5 EUROSTX 5.9228 GOLD_micro -3.0 NIKKEI -8.143561 OAT -65.1508 REDWHEAT 43.75 SILVER-mini 390.625 SP500_micro -36.25 US30 78.125 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 735.378439 ******************************************************************************** END OF REPORT ********************************************************************************