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Reconcile report produced on 21/05/2026 21:32
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Breaks Optimal vs actual ['caleb_strategy_v3 CANOLA', 'caleb_strategy_v3 COTTON2', 'caleb_strategy_v3 DAX', 'caleb_strategy_v3 REDWHEAT', 'caleb_strategy_v3 NASDAQ_micro', 'caleb_strategy_v3 SOYBEAN', 'caleb_strategy_v3 LIVECOW', 'caleb_strategy_v3 COPPER', 'caleb_strategy_v3 SP400', 'caleb_strategy_v3 GAS_US_mini', 'caleb_strategy_v3 EUROSTX', 'caleb_strategy_v3 CAD']
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
32 BTP 20260608 2026-06-08 00:00:00 -2.0
26 BUXL 20260608 2026-06-08 00:00:00 -1.0
9 CAD 20260616 2026-06-16 00:00:00 -1.0
17 CANOLA 20261113 2026-11-13 00:00:00 6.0
28 CHF 20260615 2026-06-15 00:00:00 -2.0
10 COCOA 20260915 2026-09-15 00:00:00 -1.0
6 COPPER 20260729 2026-07-29 00:00:00 3.0
14 CRUDE_W 20261120 2026-11-20 00:00:00 3.0
20 DAX 20260619 2026-06-19 00:00:00 -2.0
4 DOW 20260618 2026-06-18 00:00:00 -2.0
11 EUROSTX 20260619 2026-06-19 00:00:00 3.0
22 FEEDCOW 20260827 2026-08-27 00:00:00 1.0
29 GASOLINE 20260831 2026-08-31 00:00:00 1.0
7 GASOLINE 20260731 2026-07-31 00:00:00 2.0
30 GAS_US_mini 20260625 2026-06-25 00:00:00 -3.0
12 GBP 20260615 2026-06-15 00:00:00 -2.0
31 GOLD_micro 20260827 2026-08-27 00:00:00 -2.0
0 JPY 20260615 2026-06-15 00:00:00 -1.0
2 LEANHOG 20260814 2026-08-14 00:00:00 -7.0
23 LIVECOW 20260831 2026-08-31 00:00:00 1.0
1 MXP 20260615 2026-06-15 00:00:00 38.0
24 NASDAQ_micro 20260618 2026-06-18 00:00:00 3.0
18 NIKKEI 20260611 2026-06-11 00:00:00 2.0
21 OAT 20260608 2026-06-08 00:00:00 2.0
15 OJ 20260713 2026-07-13 00:00:00 -1.0
5 SOYBEAN 20261113 2026-11-13 00:00:00 3.0
25 SP500_micro 20260618 2026-06-18 00:00:00 1.0
19 SUGAR11 20260930 2026-09-30 00:00:00 -1.0
27 US10 20260921 2026-09-21 00:00:00 -1.0
8 US10U 20260921 2026-09-21 00:00:00 -1.0
3 US30 20260618 2026-06-18 00:00:00 -5.0
13 US5 20260630 2026-06-30 00:00:00 -8.0
16 VIX 20260819 2026-08-19 00:00:00 -8.0
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Positions broker
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instrument_code contract_date expiry_date position
4 BTP 20260608 2026-06-08 00:00:00 -2.0
29 BUXL 20260608 2026-06-08 00:00:00 -1.0
31 CAD 20260616 2026-06-16 00:00:00 -1.0
8 CANOLA 20261113 2026-11-13 00:00:00 6.0
14 CHF 20260615 2026-06-15 00:00:00 -2.0
17 COCOA 20260915 2026-09-15 00:00:00 -1.0
13 COPPER 20260729 2026-07-29 00:00:00 3.0
5 CRUDE_W 20261120 2026-11-20 00:00:00 3.0
15 DAX 20260619 2026-06-19 00:00:00 -2.0
26 DOW 20260618 2026-06-18 00:00:00 -2.0
16 EUROSTX 20260619 2026-06-19 00:00:00 3.0
3 FEEDCOW 20260827 2026-08-27 00:00:00 1.0
6 GASOLINE 20260831 2026-08-31 00:00:00 1.0
1 GASOLINE 20260731 2026-07-31 00:00:00 2.0
23 GAS_US_mini 20260625 2026-06-25 00:00:00 -3.0
22 GBP 20260615 2026-06-15 00:00:00 -2.0
21 GOLD_micro 20260827 2026-08-27 00:00:00 -2.0
2 JPY 20260615 2026-06-15 00:00:00 -1.0
32 LEANHOG 20260814 2026-08-14 00:00:00 -7.0
11 LIVECOW 20260831 2026-08-31 00:00:00 1.0
19 MXP 20260615 2026-06-15 00:00:00 38.0
9 NASDAQ_micro 20260618 2026-06-18 00:00:00 3.0
7 NIKKEI 20260611 2026-06-11 00:00:00 2.0
18 OAT 20260608 2026-06-08 00:00:00 2.0
10 OJ 20260713 2026-07-13 00:00:00 -1.0
27 SOYBEAN 20261113 2026-11-13 00:00:00 3.0
30 SP500_micro 20260618 2026-06-18 00:00:00 1.0
24 SUGAR11 20260930 2026-09-30 00:00:00 -1.0
25 US10 20260921 2026-09-21 00:00:00 -1.0
0 US10U 20260921 2026-09-21 00:00:00 -1.0
28 US30 20260618 2026-06-18 00:00:00 -5.0
12 US5 20260630 2026-06-30 00:00:00 -8.0
20 VIX 20260819 2026-08-19 00:00:00 -8.0
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Trades in DB
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strategy_name contract_date fill_datetime fill filled_price
NIKKEI caleb_strategy_v3 [20260600] 2026-05-21 02:01:16.000 [-1] 61915.00000
BTP caleb_strategy_v3 [20260600] 2026-05-21 07:01:00.000 [-1] 117.15000
EUROSTX caleb_strategy_v3 [20260600] 2026-05-21 07:15:12.000 [1] 5963.00000
GOLD_micro caleb_strategy_v3 [20260800] 2026-05-21 13:02:16.000 [-1] 4543.50000
COCOA caleb_strategy_v3 [20260900] 2026-05-21 13:06:49.000 [-1] 3940.00000
CRUDE_W caleb_strategy_v3 [20261200] 2026-05-21 13:06:49.000 [-1] 83.82000
SP400 caleb_strategy_v3 [20260600] 2026-05-21 14:00:08.000 [-1] 3632.60000
VIX caleb_strategy_v3 [20260800] 2026-05-21 14:05:11.000 [-1] 22.00000
US5 caleb_strategy_v3 [20260600] 2026-05-21 14:05:13.000 [1] 106.71875
CAD caleb_strategy_v3 [20260600] 2026-05-21 14:21:05.000 [-1] 0.72570
SP500_micro caleb_strategy_v3 [20260600] 2026-05-21 14:05:12.000 [-1] 7438.00000
SP500_micro caleb_strategy_v3 [20260600] 2026-05-21 14:29:44.000 [-1] 7423.00000
SOYBEAN caleb_strategy_v3 [20261100] 2026-05-21 14:39:05.000 [1] 1191.25000
LIVECOW caleb_strategy_v3 [20260800] 2026-05-21 14:39:26.000 [-1] 243.45000
NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-21 14:05:10.000 [1] 29309.25000
NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-21 14:52:13.000 [1] 29200.25000
DOW caleb_strategy_v3 [20260600] 2026-05-21 15:09:17.000 [1] 49946.00000
DOW caleb_strategy_v3 [20260600] 2026-05-21 14:12:29.000 [1] 50105.00000
DOW caleb_strategy_v3 [20260600] 2026-05-21 14:36:44.000 [1] 50069.00000
DAX caleb_strategy_v3 [20260600] 2026-05-21 19:45:29.208 [0] NaN
DAX caleb_strategy_v3 [20260600] 2026-05-21 07:17:17.000 [1] 24691.00000
DAX caleb_strategy_v3 [20260600] 2026-05-21 07:18:17.000 [1] 24695.00000
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Trades from broker
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strategy_name contract_date fill_datetime fill filled_price
NASDAQ_micro [20260618] 2026-05-21 14:05:10 [1] 29309.25000
SP400 [20260618] 2026-05-21 14:00:08 [-1] 3632.60000
SP500_micro [20260618] 2026-05-21 14:05:12 [-1] 7438.00000
VIX [20260819] 2026-05-21 14:05:11 [-1] 22.00000
DOW [20260618] 2026-05-21 14:12:29 [1] 50105.00000
US5 [20260630] 2026-05-21 14:05:13 [1] 106.71875
SP500_micro [20260618] 2026-05-21 14:29:44 [-1] 7423.00000
CAD [20260616] 2026-05-21 14:21:05 [-1] 0.72570
SOYBEAN [20261113] 2026-05-21 14:39:05 [1] 1191.25000
DOW [20260618] 2026-05-21 14:36:44 [1] 50069.00000
NASDAQ_micro [20260618] 2026-05-21 14:52:13 [1] 29200.25000
LIVECOW [20260831] 2026-05-21 14:39:26 [-1] 243.45000
DOW [20260618] 2026-05-21 15:09:17 [1] 49946.00000
NIKKEI [20260611] 2026-05-21 02:01:16 [-1] 61915.00000
DAX [20260619] NaT [0] NaN
BTP [20260608] 2026-05-21 07:01:00 [-1] 117.15000
DAX [20260619] 2026-05-21 07:17:17 [1] 24691.00000
EUROSTX [20260619] 2026-05-21 07:15:12 [1] 5963.00000
GOLD_micro [20260827] 2026-05-21 13:02:16 [-1] 4543.50000
DAX [20260619] 2026-05-21 07:18:17 [1] 24695.00000
CRUDE_W [20261120] 2026-05-21 13:06:49 [-1] 83.82000
COCOA [20260915] 2026-05-21 13:06:49 [-1] 3940.00000
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Optimal versus actual positions
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current optimal breaks
caleb_strategy_v3 CANOLA 6 2 True
caleb_strategy_v3 RICE 0 0 False
caleb_strategy_v3 US10 -1 -1 False
caleb_strategy_v3 SUGAR11 -1 -1 False
caleb_strategy_v3 HEATOIL 0 0 False
caleb_strategy_v3 PALLAD 0 0 False
caleb_strategy_v3 COTTON2 0 -2 True
caleb_strategy_v3 DAX -2 -1 True
caleb_strategy_v3 BITCOIN 0 0 False
caleb_strategy_v3 SHATZ 0 0 False
caleb_strategy_v3 AUD 0 0 False
caleb_strategy_v3 SOYMEAL 0 0 False
caleb_strategy_v3 JPY -1 -1 False
caleb_strategy_v3 LEANHOG -7 -7 False
caleb_strategy_v3 REDWHEAT 0 1 True
caleb_strategy_v3 SOYOIL 0 0 False
caleb_strategy_v3 US30 -5 -5 False
caleb_strategy_v3 BTP -2 -2 False
caleb_strategy_v3 BOBL 0 0 False
caleb_strategy_v3 JGB-SGX-mini 0 0 False
caleb_strategy_v3 OJ -1 -1 False
caleb_strategy_v3 COCOA -1 -1 False
caleb_strategy_v3 US20 0 0 False
caleb_strategy_v3 EURIBOR-ICE 0 0 False
caleb_strategy_v3 NASDAQ_micro 3 2 True
caleb_strategy_v3 WHEAT 0 0 False
caleb_strategy_v3 RUSSELL 0 0 False
caleb_strategy_v3 SOYBEAN 3 2 True
caleb_strategy_v3 DOW -2 -2 False
caleb_strategy_v3 BUXL -1 -1 False
caleb_strategy_v3 LIVECOW 1 0 True
caleb_strategy_v3 BUND 0 0 False
caleb_strategy_v3 DX 0 0 False
caleb_strategy_v3 COPPER 3 2 True
caleb_strategy_v3 SP400 0 1 True
caleb_strategy_v3 CRUDE_W 3 3 False
caleb_strategy_v3 NZD 0 0 False
caleb_strategy_v3 GOLD_micro -2 -2 False
caleb_strategy_v3 FEEDCOW 1 1 False
caleb_strategy_v3 NIKKEI 2 2 False
caleb_strategy_v3 SOFR 0 0 False
caleb_strategy_v3 SP500_micro 1 1 False
caleb_strategy_v3 MXP 38 38 False
caleb_strategy_v3 VIX -8 -8 False
caleb_strategy_v3 OAT 2 2 False
caleb_strategy_v3 PLAT 0 0 False
caleb_strategy_v3 US2 0 0 False
caleb_strategy_v3 US5 -8 -8 False
caleb_strategy_v3 SMI 0 0 False
caleb_strategy_v3 OATIES 0 0 False
caleb_strategy_v3 GBP -2 -2 False
caleb_strategy_v3 GAS_US_mini -3 -2 True
caleb_strategy_v3 CHF -2 -2 False
caleb_strategy_v3 US10U -1 -1 False
caleb_strategy_v3 GASOLINE 3 3 False
caleb_strategy_v3 EUROSTX 3 4 True
caleb_strategy_v3 CORN 0 0 False
caleb_strategy_v3 SILVER-mini 0 0 False
caleb_strategy_v3 ROBUSTA 0 0 False
caleb_strategy_v3 LUMBER-new 0 0 False
caleb_strategy_v3 GASOIL 0 0 False
caleb_strategy_v3 CAC 0 0 False
caleb_strategy_v3 COFFEE 0 0 False
caleb_strategy_v3 EUR 0 0 False
caleb_strategy_v3 CAD -1 -3 True
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END OF REPORT
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