Delta Exchange filled my take-profit far below my trigger

I set a BANKUSD trigger at 0.47 while the position was showing more than $24 in profit. When the trigger fired, the order was executed around 0.417 instead, turning the trade into a loss of more than $80.

The charts did not appear to show exceptional volatility at that point, so I could not understand the size of the execution gap. I wanted the order logs reviewed and the loss investigated rather than being left with an unexplained fill.