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Reconcile report produced on 01/01/2026 21:36
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Breaks Optimal vs actual ['caleb_strategy_v3 BUND', 'caleb_strategy_v3 DOW', 'caleb_strategy_v3 EUROSTX', 'caleb_strategy_v3 GBP', 'caleb_strategy_v3 GOLD_micro', 'caleb_strategy_v3 NASDAQ_micro', 'caleb_strategy_v3 NIKKEI', 'caleb_strategy_v3 RUSSELL', 'caleb_strategy_v3 SOYMEAL', 'caleb_strategy_v3 SOYOIL', 'caleb_strategy_v3 SP400', 'caleb_strategy_v3 SP500_micro', 'caleb_strategy_v3 US30', 'caleb_strategy_v3 VIX']
Breaks Instrument vs Contract []
Breaks Broker vs Contract []
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Positions in DB
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instrument_code contract_date expiry_date position
0 BUND 20260306 2026-03-06 00:00:00 -5.0
1 BUXL 20260306 2026-03-06 00:00:00 -4.0
2 CAD 20260317 2026-03-17 00:00:00 1.0
3 CHF 20260316 2026-03-16 00:00:00 -3.0
4 COCOA 20260513 2026-05-13 00:00:00 -1.0
5 COPPER 20260327 2026-03-27 00:00:00 3.0
6 COTTON2 20260309 2026-03-09 00:00:00 -6.0
7 EUROSTX 20260320 2026-03-20 00:00:00 5.0
8 FEEDCOW 20260430 2026-04-30 00:00:00 1.0
9 GASOIL 20260410 2026-04-10 00:00:00 1.0
10 GAS_US_mini 20260224 2026-02-24 00:00:00 -3.0
11 GBP 20260316 2026-03-16 00:00:00 7.0
12 GOLD_micro 20260428 2026-04-28 00:00:00 -5.0
13 HEATOIL 20260331 2026-03-31 00:00:00 -1.0
14 JPY 20260316 2026-03-16 00:00:00 -3.0
15 LEANHOG 20260415 2026-04-15 00:00:00 2.0
16 MXP 20260316 2026-03-16 00:00:00 48.0
17 NASDAQ_micro 20260320 2026-03-20 00:00:00 -3.0
18 NIKKEI 20260312 2026-03-12 00:00:00 11.0
19 OAT 20260306 2026-03-06 00:00:00 2.0
20 OJ 20260311 2026-03-11 00:00:00 -2.0
21 REDWHEAT 20260514 2026-05-14 00:00:00 -3.0
22 RICE 20260313 2026-03-13 00:00:00 -3.0
23 SILVER-mini 20260428 2026-04-28 00:00:00 2.0
24 SOYBEAN 20261113 2026-11-13 00:00:00 -1.0
25 SOYMEAL 20260514 2026-05-14 00:00:00 -1.0
26 SOYOIL 20260514 2026-05-14 00:00:00 -7.0
27 SP400 20260320 2026-03-20 00:00:00 2.0
28 SP500_micro 20260320 2026-03-20 00:00:00 -2.0
29 SUGAR11 20260430 2026-04-30 00:00:00 -4.0
30 US30 20260320 2026-03-20 00:00:00 -2.0
31 VIX 20260318 2026-03-18 00:00:00 -25.0
32 WHEAT 20261214 2026-12-14 00:00:00 -3.0
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Positions broker
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instrument_code contract_date expiry_date position
13 BUND 20260306 2026-03-06 00:00:00 -5.0
10 BUXL 20260306 2026-03-06 00:00:00 -4.0
7 CAD 20260317 2026-03-17 00:00:00 1.0
17 CHF 20260316 2026-03-16 00:00:00 -3.0
0 COCOA 20260513 2026-05-13 00:00:00 -1.0
29 COPPER 20260327 2026-03-27 00:00:00 3.0
21 COTTON2 20260309 2026-03-09 00:00:00 -6.0
18 EUROSTX 20260320 2026-03-20 00:00:00 5.0
1 FEEDCOW 20260430 2026-04-30 00:00:00 1.0
16 GASOIL 20260410 2026-04-10 00:00:00 1.0
9 GAS_US_mini 20260224 2026-02-24 00:00:00 -3.0
27 GBP 20260316 2026-03-16 00:00:00 7.0
19 GOLD_micro 20260428 2026-04-28 00:00:00 -5.0
22 HEATOIL 20260331 2026-03-31 00:00:00 -1.0
20 JPY 20260316 2026-03-16 00:00:00 -3.0
15 LEANHOG 20260415 2026-04-15 00:00:00 2.0
8 MXP 20260316 2026-03-16 00:00:00 48.0
14 NASDAQ_micro 20260320 2026-03-20 00:00:00 -3.0
5 NIKKEI 20260312 2026-03-12 00:00:00 11.0
6 OAT 20260306 2026-03-06 00:00:00 2.0
4 OJ 20260311 2026-03-11 00:00:00 -2.0
3 REDWHEAT 20260514 2026-05-14 00:00:00 -3.0
28 RICE 20260313 2026-03-13 00:00:00 -3.0
2 SILVER-mini 20260428 2026-04-28 00:00:00 2.0
30 SOYBEAN 20261113 2026-11-13 00:00:00 -1.0
24 SOYMEAL 20260514 2026-05-14 00:00:00 -1.0
23 SOYOIL 20260514 2026-05-14 00:00:00 -7.0
26 SP400 20260320 2026-03-20 00:00:00 2.0
11 SP500_micro 20260320 2026-03-20 00:00:00 -2.0
32 SUGAR11 20260430 2026-04-30 00:00:00 -4.0
31 US30 20260320 2026-03-20 00:00:00 -2.0
25 VIX 20260318 2026-03-18 00:00:00 -25.0
12 WHEAT 20261214 2026-12-14 00:00:00 -3.0
===============
Trades in DB
===============
Empty DataFrame
Columns: [strategy_name, contract_date, fill_datetime, fill, filled_price]
Index: []
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Trades from broker
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Empty DataFrame
Columns: [strategy_name, contract_date, fill_datetime, fill, filled_price]
Index: []
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Optimal versus actual positions
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current optimal breaks
caleb_strategy_v3 AUD 0 0 False
caleb_strategy_v3 BITCOIN 0 0 False
caleb_strategy_v3 BOBL 0 0 False
caleb_strategy_v3 BTP 0 0 False
caleb_strategy_v3 BUND -5 -3 True
caleb_strategy_v3 BUXL -4 -4 False
caleb_strategy_v3 CAC 0 0 False
caleb_strategy_v3 CAD 1 1 False
caleb_strategy_v3 CANOLA 0 0 False
caleb_strategy_v3 CHF -3 -3 False
caleb_strategy_v3 COCOA -1 -1 False
caleb_strategy_v3 COFFEE 0 0 False
caleb_strategy_v3 COPPER 3 3 False
caleb_strategy_v3 CORN 0 0 False
caleb_strategy_v3 COTTON2 -6 -6 False
caleb_strategy_v3 CRUDE_W 0 0 False
caleb_strategy_v3 DAX 0 0 False
caleb_strategy_v3 DOW 0 9 True
caleb_strategy_v3 DX 0 0 False
caleb_strategy_v3 EUR 0 0 False
caleb_strategy_v3 EURIBOR-ICE 0 0 False
caleb_strategy_v3 EUROSTX 5 7 True
caleb_strategy_v3 FEEDCOW 1 1 False
caleb_strategy_v3 GASOIL 1 1 False
caleb_strategy_v3 GASOLINE 0 0 False
caleb_strategy_v3 GAS_US_mini -3 -3 False
caleb_strategy_v3 GBP 7 8 True
caleb_strategy_v3 GOLD_micro -5 -8 True
caleb_strategy_v3 HEATOIL -1 -1 False
caleb_strategy_v3 JGB-SGX-mini 0 0 False
caleb_strategy_v3 JPY -3 -3 False
caleb_strategy_v3 LEANHOG 2 2 False
caleb_strategy_v3 LIVECOW 0 0 False
caleb_strategy_v3 LUMBER-new 0 0 False
caleb_strategy_v3 MXP 48 48 False
caleb_strategy_v3 NASDAQ_micro -3 -2 True
caleb_strategy_v3 NIKKEI 11 10 True
caleb_strategy_v3 NZD 0 0 False
caleb_strategy_v3 OAT 2 2 False
caleb_strategy_v3 OATIES 0 0 False
caleb_strategy_v3 OJ -2 -2 False
caleb_strategy_v3 PALLAD 0 0 False
caleb_strategy_v3 PLAT 0 0 False
caleb_strategy_v3 REDWHEAT -3 -3 False
caleb_strategy_v3 RICE -3 -3 False
caleb_strategy_v3 ROBUSTA 0 0 False
caleb_strategy_v3 RUSSELL 0 1 True
caleb_strategy_v3 SHATZ 0 0 False
caleb_strategy_v3 SILVER-mini 2 2 False
caleb_strategy_v3 SMI 0 0 False
caleb_strategy_v3 SOFR 0 0 False
caleb_strategy_v3 SOYBEAN -1 -1 False
caleb_strategy_v3 SOYMEAL -1 -3 True
caleb_strategy_v3 SOYOIL -7 -6 True
caleb_strategy_v3 SP400 2 1 True
caleb_strategy_v3 SP500_micro -2 -1 True
caleb_strategy_v3 SUGAR11 -4 -4 False
caleb_strategy_v3 US10 0 0 False
caleb_strategy_v3 US10U 0 0 False
caleb_strategy_v3 US2 0 0 False
caleb_strategy_v3 US20 0 0 False
caleb_strategy_v3 US30 -2 -3 True
caleb_strategy_v3 US5 0 0 False
caleb_strategy_v3 VIX -25 -26 True
caleb_strategy_v3 WHEAT -3 -3 False
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END OF REPORT
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