******************************************************************************** Trades report produced on 26/02/2026 21:36 from 25/02/2026 21:36 to 26/02/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21286 CRUDE_W caleb_strategy_v3 [20261200] 2026-02-26 14:00:35 [1] 62.100000 21287 GASOLINE caleb_strategy_v3 [20260500] 2026-02-26 14:00:36 [1] 2.241000 21291 JPY caleb_strategy_v3 [20260300] 2026-02-26 15:01:10 [-1] 0.006422 21293 LEANHOG caleb_strategy_v3 [20260400] 2026-02-26 15:30:19 [1] 96.175000 21292 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-26 15:11:09 [-1] 25169.250000 21284 NIKKEI caleb_strategy_v3 [20260300] 2026-02-26 03:02:23 [1] 58930.000000 21285 OAT caleb_strategy_v3 [20260300] 2026-02-26 08:01:20 [1] 123.580000 21290 SP500_micro caleb_strategy_v3 [20260300] 2026-02-26 15:01:09 [1] 6931.000000 21288 US30 caleb_strategy_v3 [20260300] 2026-02-26 15:00:54 [1] 121.156250 21289 US5 caleb_strategy_v3 [20260300] 2026-02-26 15:01:08 [1] 109.734375 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21284 NIKKEI caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 03:01:15.577000 2026-02-26 03:02:23 97275.577 67.423 21285 OAT caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 08:00:51.769000 2026-02-26 08:01:20 115251.769 28.231 21286 CRUDE_W caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 14:00:35.686000 2026-02-26 14:00:35 136835.686 NaN 21287 GASOLINE caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 14:00:36.901000 2026-02-26 14:00:36 136836.901 NaN 21288 US30 caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:00:40.026000 2026-02-26 15:00:54 140440.026 13.974 21289 US5 caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:00:54.961000 2026-02-26 15:01:08 140454.961 13.039 21290 SP500_micro caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:01:09.394000 2026-02-26 15:01:09 140469.394 NaN 21291 JPY caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:01:10.251000 2026-02-26 15:01:10 140470.251 NaN 21292 NASDAQ_micro caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:01:11.198000 2026-02-26 15:11:09 140471.198 597.802 21293 LEANHOG caleb_strategy_v3 2026-02-25 00:00:00 2026-02-26 15:30:19.029000 2026-02-26 15:30:19 142219.029 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 21284 NIKKEI caleb_strategy_v3 [1] 59675.0 None 58917.5 58920.0 58915.0 58915.0 58930.0 757.5 -2.5 -10.0 -15.0 NaN -12.5 21285 OAT caleb_strategy_v3 [1] 123.56 None 123.585 123.59 123.58 123.58 123.58 -0.025 -0.005 0.01 0.0 NaN 0.005 21286 CRUDE_W caleb_strategy_v3 [1] 63.25 None 62.11 62.12 62.1 62.1 62.1 1.14 -0.01 0.02 0.0 NaN 0.01 21287 GASOLINE caleb_strategy_v3 [1] 2.2613 None 2.2449 2.245 2.2448 2.2448 2.241 0.0164 -0.0001 0.004 0.0038 NaN 0.0039 21288 US30 caleb_strategy_v3 [1] 120.75 None 121.140625 121.15625 121.125 121.125 121.15625 -0.390625 -0.015625 0.0 -0.03125 NaN -0.015625 21289 US5 caleb_strategy_v3 [1] 109.625 None 109.722656 109.726562 109.71875 109.71875 109.734375 -0.097656 -0.003906 -0.007812 -0.015625 NaN -0.011719 21290 SP500_micro caleb_strategy_v3 [1] 6960.0 None 6937.375 6937.5 6937.25 6937.25 6931.0 22.625 -0.125 6.5 6.25 NaN 6.375 21291 JPY caleb_strategy_v3 [-1] 0.006403 None 0.006421 0.006421 0.006422 0.006422 0.006422 0.000018 -0.0 0.000001 0.0 NaN 0.000001 21292 NASDAQ_micro caleb_strategy_v3 [-1] 25368.5 None 25221.75 25221.5 25222.0 25222.0 25169.25 -146.75 -0.25 -52.25 -52.75 NaN -52.5 21293 LEANHOG caleb_strategy_v3 [1] 96.2 None 96.2875 96.3 96.275 96.275 96.175 -0.0875 -0.0125 0.125 0.1 NaN 0.1125 =============================================================================================================================================================== 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 21284 NIKKEI caleb_strategy_v3 [1] 14061.078289 538.721131 -1.777958 -7.11183 -10.667745 NaN -8.889788 21285 OAT caleb_strategy_v3 [1] 3.873243 -64.545394 -12.909079 25.818158 0.0 NaN 12.909079 21286 CRUDE_W caleb_strategy_v3 [1] 14.275124 798.592015 -7.005193 14.010386 0.0 NaN 7.005193 21287 GASOLINE caleb_strategy_v3 [1] 0.506179 323.99584 -1.975584 79.023376 75.072207 NaN 77.047791 21288 US30 caleb_strategy_v3 [1] 10.941885 -356.999729 -14.279989 0.0 -28.559978 NaN -14.279989 21289 US5 caleb_strategy_v3 [1] 2.824816 -345.708398 -13.828336 -27.656672 -55.313344 NaN -41.485008 21290 SP500_micro caleb_strategy_v3 [1] 847.720647 266.892166 -1.474542 76.676203 73.727118 NaN 75.20166 21291 JPY caleb_strategy_v3 [-1] 0.000636 286.756481 -3.928171 15.712684 7.856342 NaN 11.784513 21292 NASDAQ_micro caleb_strategy_v3 [-1] 4320.939236 -339.625234 -0.578578 -120.922784 -122.079939 NaN -121.501361 21293 LEANHOG caleb_strategy_v3 [1] 17.40412 -50.275451 -7.182207 71.822073 57.457659 NaN 64.639866 ========================================================================================================================================================================= 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 21284 NIKKEI caleb_strategy_v3 [1] 0.640685 485.318709 -1.601712 -6.406848 -9.610271 NaN -8.00856 21285 OAT caleb_strategy_v3 [1] 1181.315 -29.532875 -5.906575 11.81315 0.0 NaN 5.906575 21286 CRUDE_W caleb_strategy_v3 [1] 1000.0 1140.0 -10.0 20.0 0.0 NaN 10.0 21287 GASOLINE caleb_strategy_v3 [1] 42000.0 688.8 -4.2 168.0 159.6 NaN 163.8 21288 US30 caleb_strategy_v3 [1] 1000.0 -390.625 -15.625 0.0 -31.25 NaN -15.625 21289 US5 caleb_strategy_v3 [1] 1000.0 -97.65625 -3.90625 -7.8125 -15.625 NaN -11.71875 21290 SP500_micro caleb_strategy_v3 [1] 5.0 113.125 -0.625 32.5 31.25 NaN 31.875 21291 JPY caleb_strategy_v3 [-1] 12500000.0 228.125 -3.125 12.5 6.25 NaN 9.375 21292 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -293.5 -0.5 -104.5 -105.5 NaN -105.0 21293 LEANHOG caleb_strategy_v3 [1] 400.0 -35.0 -5.0 50.0 40.0 NaN 45.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 1140.0 GASOLINE 688.8 JPY 228.125 LEANHOG -35.0 NASDAQ_micro -293.5 NIKKEI 485.318709 OAT -29.532875 SP500_micro 113.125 US30 -390.625 US5 -97.65625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1809.054584 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W -10.0 GASOLINE -4.2 JPY -3.125 LEANHOG -5.0 NASDAQ_micro -0.5 NIKKEI -1.601712 OAT -5.906575 SP500_micro -0.625 US30 -15.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -50.489537 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 20.0 GASOLINE 168.0 JPY 12.5 LEANHOG 50.0 NASDAQ_micro -104.5 NIKKEI -6.406848 OAT 11.81315 SP500_micro 32.5 US30 0.0 US5 -7.8125 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 176.093802 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 0.0 GASOLINE 159.6 JPY 6.25 LEANHOG 40.0 NASDAQ_micro -105.5 NIKKEI -9.610271 OAT 0.0 SP500_micro 31.25 US30 -31.25 US5 -15.625 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 75.114729 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 0 GASOLINE 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 SP500_micro 0 US30 0 US5 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 CRUDE_W 10.0 GASOLINE 163.8 JPY 9.375 LEANHOG 45.0 NASDAQ_micro -105.0 NIKKEI -8.00856 OAT 5.906575 SP500_micro 31.875 US30 -15.625 US5 -11.71875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 125.604265 ******************************************************************************** END OF REPORT ********************************************************************************