******************************************************************************** Trades report produced on 20/02/2026 21:35 from 19/02/2026 21:35 to 20/02/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21253 BUXL caleb_strategy_v3 [20260300] 2026-02-20 08:00:44.000 [1] 112.100000 21255 CANOLA caleb_strategy_v3 [20260500] 2026-02-20 14:03:12.000 [-1] 679.700000 21264 EUR caleb_strategy_v3 [20260300] 2026-02-20 15:11:15.000 [-1] 1.179400 21270 FEEDCOW caleb_strategy_v3 [20260500] 2026-02-20 15:40:40.000 [1] 360.550000 21254 GASOLINE caleb_strategy_v3 [20260500] 2026-02-20 14:03:11.000 [1] 2.251700 21261 GBP caleb_strategy_v3 [20260300] 2026-02-20 15:03:05.000 [1] 1.347800 21256 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-20 14:03:13.000 [1] 5063.200000 21257 JPY caleb_strategy_v3 [20260300] 2026-02-20 15:00:43.000 [-1] 0.006446 21265 JPY caleb_strategy_v3 [20260300] 2026-02-20 15:11:18.000 [-1] 0.006456 21271 LEANHOG caleb_strategy_v3 [20260400] 2026-02-20 15:40:44.000 [-1] 93.600000 21260 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-20 15:00:46.000 [-1] 24912.750000 21262 SP500_micro caleb_strategy_v3 [20260300] 2026-02-20 15:11:14.000 [1] 6906.500000 21263 US10U caleb_strategy_v3 [20260300] 2026-02-20 15:11:15.000 [1] 115.625000 21258 US5 caleb_strategy_v3 [20260300] 2026-02-20 15:00:44.000 [1] 109.484375 21268 VIX caleb_strategy_v3 [20260400] 2026-02-20 19:45:00.666 [0] NaN 21259 VIX caleb_strategy_v3 [20260400] 2026-02-20 15:00:45.000 [1] 21.100000 21266 VIX caleb_strategy_v3 [20260400] 2026-02-20 19:45:00.622 [0] NaN 21267 VIX caleb_strategy_v3 [20260400] 2026-02-20 15:21:44.000 [1] 20.950000 21272 VIX caleb_strategy_v3 [20260400] 2026-02-20 15:40:47.000 [1] 20.950000 21269 WHEAT caleb_strategy_v3 [20261200] 2026-02-20 15:32:25.000 [1] 605.250000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21253 BUXL caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 08:00:30.869000 2026-02-20 08:00:44 115230.869 13.131 21254 GASOLINE caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 14:00:40.597000 2026-02-20 14:03:11 136840.597 150.403 21255 CANOLA caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 14:03:12.589000 2026-02-20 14:03:12 136992.589 NaN 21256 GOLD_micro caleb_strategy_v3 2026-02-18 00:00:00 2026-02-20 14:03:13.521000 2026-02-20 14:03:13 223393.521 NaN 21258 US5 caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:00:43.953000 2026-02-20 15:00:44 140443.953 0.047 21260 NASDAQ_micro caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:00:46.257000 2026-02-20 15:00:46 140446.257 NaN 21261 GBP caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:00:47.457000 2026-02-20 15:03:05 140447.457 137.543 21262 SP500_micro caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:03:06.145000 2026-02-20 15:11:14 140586.145 487.855 21263 US10U caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:11:14.949000 2026-02-20 15:11:15 141074.949 0.051 21264 EUR caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:11:15.745000 2026-02-20 15:11:15 141075.745 NaN 21257 JPY caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:00:42.849000 2026-02-20 15:00:43 140442.849 0.151 21265 JPY caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:11:18.809000 2026-02-20 15:11:18 141078.809 NaN 21269 WHEAT caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:32:25.073000 2026-02-20 15:32:25 142345.073 NaN 21270 FEEDCOW caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:32:26.321000 2026-02-20 15:40:40 142346.321 493.679 21271 LEANHOG caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:40:41.990000 2026-02-20 15:40:44 142841.99 2.01 21259 VIX caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:00:45.225000 2026-02-20 15:00:45 140445.225 NaN 21266 VIX caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:11:19.436000 2026-02-20 19:45:00.622000 141079.436 16421.186 21267 VIX caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:21:23.121000 2026-02-20 15:21:44 141683.121 20.879 21268 VIX caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:22:23.593000 2026-02-20 19:45:00.666000 141743.593 15757.073 21272 VIX caleb_strategy_v3 2026-02-19 00:00:00 2026-02-20 15:40:47.514000 2026-02-20 15:40:47 142847.514 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 21253 BUXL caleb_strategy_v3 [1] 111.98 None 112.07 112.08 112.06 112.06 112.1 -0.09 -0.01 -0.02 -0.04 NaN -0.03 21254 GASOLINE caleb_strategy_v3 [1] 2.2507 None 2.2499 2.2501 2.2497 2.2497 2.2517 0.0008 -0.0002 -0.0016 -0.002 NaN -0.0018 21255 CANOLA caleb_strategy_v3 [-1] 685.5 None 678.8 678.7 678.9 678.9 679.7 -6.7 -0.1 1.0 0.8 NaN 0.9 21256 GOLD_micro caleb_strategy_v3 [1] 4996.2 None 5064.35 5064.5 5064.2 5064.2 5063.2 -68.15 -0.15 1.3 1.0 NaN 1.15 21258 US5 caleb_strategy_v3 [1] 109.507812 None 109.488281 109.492188 109.484375 109.484375 109.484375 0.019531 -0.003906 0.007812 0.0 NaN 0.003906 21260 NASDAQ_micro caleb_strategy_v3 [-1] 24784.75 None 24884.0 24883.75 24884.25 24884.25 24912.75 99.25 -0.25 29.0 28.5 NaN 28.75 21261 GBP caleb_strategy_v3 [1] 1.345 None 1.3473 1.3474 1.3472 1.3472 1.3478 -0.0023 -0.0001 -0.0004 -0.0006 NaN -0.0005 21262 SP500_micro caleb_strategy_v3 [1] 6865.25 None 6867.125 6867.25 6867.0 6867.0 6906.5 -1.875 -0.125 -39.25 -39.5 NaN -39.375 21263 US10U caleb_strategy_v3 [1] 115.78125 None 115.648438 115.65625 115.640625 115.640625 115.625 0.132812 -0.007812 0.03125 0.015625 NaN 0.023438 21264 EUR caleb_strategy_v3 [-1] 1.17765 None 1.178475 1.17845 1.1785 1.1785 1.1794 0.000825 -0.000025 0.00095 0.0009 NaN 0.000925 21257 JPY caleb_strategy_v3 [-1] 0.006459 None 0.006445 0.006445 0.006445 0.006445 0.006446 -0.000014 -0.0 0.000001 0.000001 NaN 0.000001 21265 JPY caleb_strategy_v3 [-1] 0.006459 None 0.006445 0.006445 0.006445 0.006445 0.006456 -0.000014 -0.0 0.000011 0.000011 NaN 0.000011 21269 WHEAT caleb_strategy_v3 [1] 605.25 None 609.75 610.0 609.5 609.5 605.25 -4.5 -0.25 4.75 4.25 NaN 4.5 21270 FEEDCOW caleb_strategy_v3 [1] 363.8 None 359.2375 359.3 359.175 359.175 360.55 4.5625 -0.0625 -1.25 -1.375 NaN -1.3125 21271 LEANHOG caleb_strategy_v3 [-1] 93.5 None 93.7625 93.75 93.775 93.775 93.6 0.2625 -0.0125 -0.15 -0.175 NaN -0.1625 21259 VIX caleb_strategy_v3 [1] 21.3 None 21.175 21.2 21.15 21.15 21.1 0.125 -0.025 0.1 0.05 NaN 0.075 21266 VIX caleb_strategy_v3 [1] 21.3 None 10.6 21.2 0.0 0.0 NaN 10.7 -10.6 NaN NaN NaN NaN 21267 VIX caleb_strategy_v3 [1] 21.3 None 20.875 20.9 20.85 20.85 20.95 0.425 -0.025 -0.05 -0.1 NaN -0.075 21268 VIX caleb_strategy_v3 [1] 21.3 None 10.475 20.95 0.0 0.0 NaN 10.825 -10.475 NaN NaN NaN NaN 21272 VIX caleb_strategy_v3 [1] 21.3 None 20.875 20.9 20.85 20.85 20.95 0.425 -0.025 -0.05 -0.1 NaN -0.075 =================================================================================================================================================================== 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 21253 BUXL caleb_strategy_v3 [1] 9.777375 -92.049249 -10.227694 -20.455389 -40.910777 NaN -30.683083 21254 GASOLINE caleb_strategy_v3 [1] 0.5532 14.461314 -3.615328 -28.922627 -36.153284 NaN -32.537955 21255 CANOLA caleb_strategy_v3 [-1] 98.994036 -676.808447 -10.101619 101.016186 80.812949 NaN 90.914567 21256 GOLD_micro caleb_strategy_v3 [1] 1824.810319 -373.463473 -0.822003 7.124028 5.480022 NaN 6.302025 21258 US5 caleb_strategy_v3 [1] 2.82146 69.223906 -13.844781 27.689562 0.0 NaN 13.844781 21260 NASDAQ_micro caleb_strategy_v3 [-1] 4130.160628 240.305424 -0.605303 70.215187 69.00458 NaN 69.609883 21261 GBP caleb_strategy_v3 [1] 0.098378 -233.792424 -10.164888 -40.659552 -60.989328 NaN -50.82444 21262 SP500_micro caleb_strategy_v3 [1] 833.068266 -22.507159 -1.500477 -471.149864 -474.150818 NaN -472.650341 21263 US10U caleb_strategy_v3 [1] 5.557653 238.972267 -14.057192 56.228769 28.114384 NaN 42.171577 21264 EUR caleb_strategy_v3 [-1] 0.082401 100.120173 -3.033945 115.289896 109.222007 NaN 112.255951 21257 JPY caleb_strategy_v3 [-1] 0.000662 -215.399291 -3.778935 15.11574 7.55787 NaN 11.336805 21265 JPY caleb_strategy_v3 [-1] 0.000662 -215.399291 -3.778935 166.273137 158.715267 NaN 162.494202 21269 WHEAT caleb_strategy_v3 [1] 113.333961 -397.056625 -22.058701 419.115326 374.997924 NaN 397.056625 21270 FEEDCOW caleb_strategy_v3 [1] 51.008326 894.461826 -12.252902 -245.058034 -269.563838 NaN -257.310936 21271 LEANHOG caleb_strategy_v3 [-1] 17.337745 151.403776 -7.209704 -86.516444 -100.935851 NaN -93.726147 21259 VIX caleb_strategy_v3 [1] 8.534086 146.47146 -29.294292 117.177168 58.588584 NaN 87.882876 21266 VIX caleb_strategy_v3 [1] 8.534086 12537.956988 -12420.77982 NaN NaN NaN NaN 21267 VIX caleb_strategy_v3 [1] 8.534086 498.002964 -29.294292 -58.588584 -117.177168 NaN -87.882876 21268 VIX caleb_strategy_v3 [1] 8.534086 12684.428448 -12274.308359 NaN NaN NaN NaN 21272 VIX caleb_strategy_v3 [1] 8.534086 498.002964 -29.294292 -58.588584 -117.177168 NaN -87.882876 ======================================================================================================================================================================== 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 21253 BUXL caleb_strategy_v3 [1] 1175.795 -105.82155 -11.75795 -23.5159 -47.0318 NaN -35.27385 21254 GASOLINE caleb_strategy_v3 [1] 42000.0 33.6 -8.4 -67.2 -84.0 NaN -75.6 21255 CANOLA caleb_strategy_v3 [-1] 14.613794 -97.91242 -1.461379 14.613794 11.691035 NaN 13.152415 21256 GOLD_micro caleb_strategy_v3 [1] 10.0 -681.5 -1.5 13.0 10.0 NaN 11.5 21258 US5 caleb_strategy_v3 [1] 1000.0 19.53125 -3.90625 7.8125 0.0 NaN 3.90625 21260 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 198.5 -0.5 58.0 57.0 NaN 57.5 21261 GBP caleb_strategy_v3 [1] 62500.0 -143.75 -6.25 -25.0 -37.5 NaN -31.25 21262 SP500_micro caleb_strategy_v3 [1] 5.0 -9.375 -0.625 -196.25 -197.5 NaN -196.875 21263 US10U caleb_strategy_v3 [1] 1000.0 132.8125 -7.8125 31.25 15.625 NaN 23.4375 21264 EUR caleb_strategy_v3 [-1] 125000.0 103.125 -3.125 118.75 112.5 NaN 115.625 21257 JPY caleb_strategy_v3 [-1] 12500000.0 -178.125 -3.125 12.5 6.25 NaN 9.375 21265 JPY caleb_strategy_v3 [-1] 12500000.0 -178.125 -3.125 137.5 131.25 NaN 134.375 21269 WHEAT caleb_strategy_v3 [1] 50.0 -225.0 -12.5 237.5 212.5 NaN 225.0 21270 FEEDCOW caleb_strategy_v3 [1] 500.0 2281.25 -31.25 -625.0 -687.5 NaN -656.25 21271 LEANHOG caleb_strategy_v3 [-1] 400.0 105.0 -5.0 -60.0 -70.0 NaN -65.0 21259 VIX caleb_strategy_v3 [1] 1000.0 125.0 -25.0 100.0 50.0 NaN 75.0 21266 VIX caleb_strategy_v3 [1] 1000.0 10700.0 -10600.0 NaN NaN NaN NaN 21267 VIX caleb_strategy_v3 [1] 1000.0 425.0 -25.0 -50.0 -100.0 NaN -75.0 21268 VIX caleb_strategy_v3 [1] 1000.0 10825.0 -10475.0 NaN NaN NaN NaN 21272 VIX caleb_strategy_v3 [1] 1000.0 425.0 -25.0 -50.0 -100.0 NaN -75.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -105.82155 CANOLA -97.91242 EUR 103.125 FEEDCOW 2281.25 GASOLINE 33.6 GBP -143.75 GOLD_micro -681.5 JPY -356.25 LEANHOG 105.0 NASDAQ_micro 198.5 SP500_micro -9.375 US10U 132.8125 US5 19.53125 VIX 22500.0 WHEAT -225.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 23754.20978 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.75795 CANOLA -1.461379 EUR -3.125 FEEDCOW -31.25 GASOLINE -8.4 GBP -6.25 GOLD_micro -1.5 JPY -6.25 LEANHOG -5.0 NASDAQ_micro -0.5 SP500_micro -0.625 US10U -7.8125 US5 -3.90625 VIX -21150.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -21250.338079 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL -23.5159 CANOLA 14.613794 EUR 118.75 FEEDCOW -625.0 GASOLINE -67.2 GBP -25.0 GOLD_micro 13.0 JPY 150.0 LEANHOG -60.0 NASDAQ_micro 58.0 SP500_micro -196.25 US10U 31.25 US5 7.8125 VIX -0.0 WHEAT 237.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -366.039606 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL -47.0318 CANOLA 11.691035 EUR 112.5 FEEDCOW -687.5 GASOLINE -84.0 GBP -37.5 GOLD_micro 10.0 JPY 137.5 LEANHOG -70.0 NASDAQ_micro 57.0 SP500_micro -197.5 US10U 15.625 US5 0.0 VIX -150.0 WHEAT 212.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -716.715765 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CANOLA 0 EUR 0 FEEDCOW 0 GASOLINE 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 SP500_micro 0 US10U 0 US5 0 VIX 0 WHEAT 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 BUXL -35.27385 CANOLA 13.152415 EUR 115.625 FEEDCOW -656.25 GASOLINE -75.6 GBP -31.25 GOLD_micro 11.5 JPY 143.75 LEANHOG -65.0 NASDAQ_micro 57.5 SP500_micro -196.875 US10U 23.4375 US5 3.90625 VIX -75.0 WHEAT 225.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -541.377685 ******************************************************************************** END OF REPORT ********************************************************************************