******************************************************************************** Trades report produced on 19/02/2026 21:35 from 18/02/2026 21:35 to 19/02/2026 21:35 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21251 DOW caleb_strategy_v3 [20260300] 2026-02-19 15:00:53 [-1] 49519.000 21252 LEANHOG caleb_strategy_v3 [20260400] 2026-02-19 15:30:50 [-1] 92.875 21250 OAT caleb_strategy_v3 [20260300] 2026-02-19 08:00:35 [1] 122.900 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21250 OAT caleb_strategy_v3 2026-02-18 00:00:00 2026-02-19 08:00:34.529000 2026-02-19 08:00:35 115234.529 0.471 21251 DOW caleb_strategy_v3 2026-02-18 00:00:00 2026-02-19 15:00:48.173000 2026-02-19 15:00:53 140448.173 4.827 21252 LEANHOG caleb_strategy_v3 2026-02-18 00:00:00 2026-02-19 15:30:50.117000 2026-02-19 15:30:50 142250.117 NaN ============================================================================================================================================================================================================================= 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 21250 OAT caleb_strategy_v3 [1] 123.08 None 122.945 122.95 122.94 122.94 122.9 0.135 -0.005 0.05 0.04 NaN 0.045 21251 DOW caleb_strategy_v3 [-1] 49603.0 None 49523.5 49523.0 49524.0 49524.0 49519.0 -79.5 -0.5 -4.0 -5.0 NaN -4.5 21252 LEANHOG caleb_strategy_v3 [-1] 92.55 None 92.6875 92.675 92.7 92.7 92.875 0.1375 -0.0125 0.2 0.175 NaN 0.1875 =============================================================================================================================================================== 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 21250 OAT caleb_strategy_v3 [1] 4.132815 326.653866 -12.098291 120.982913 96.786331 NaN 108.884622 21251 DOW caleb_strategy_v3 [-1] 6343.851502 -125.318192 -0.788165 -6.305318 -7.881647 NaN -7.093483 21252 LEANHOG caleb_strategy_v3 [-1] 17.728149 77.560268 -7.050933 112.814936 98.713069 NaN 105.764002 ======================================================================================================================================================================== 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 21250 OAT caleb_strategy_v3 [1] 1179.55 159.23925 -5.89775 58.9775 47.182 NaN 53.07975 21251 DOW caleb_strategy_v3 [-1] 0.5 -39.75 -0.25 -2.0 -2.5 NaN -2.25 21252 LEANHOG caleb_strategy_v3 [-1] 400.0 55.0 -5.0 80.0 70.0 NaN 75.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW -39.75 LEANHOG 55.0 OAT 159.23925 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 174.48925 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -0.25 LEANHOG -5.0 OAT -5.89775 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -11.14775 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW -2.0 LEANHOG 80.0 OAT 58.9775 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 136.9775 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW -2.5 LEANHOG 70.0 OAT 47.182 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 114.682 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 LEANHOG 0 OAT 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 DOW -2.25 LEANHOG 75.0 OAT 53.07975 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 125.82975 ******************************************************************************** END OF REPORT ********************************************************************************