********************************************************************************
Reconcile report produced on 23/03/2026 21:32
********************************************************************************
Breaks Optimal vs actual ['caleb_strategy_v3 SUGAR11', 'caleb_strategy_v3 HEATOIL', 'caleb_strategy_v3 COTTON2', 'caleb_strategy_v3 NASDAQ_micro', 'caleb_strategy_v3 RUSSELL', 'caleb_strategy_v3 SOYBEAN', 'caleb_strategy_v3 GOLD_micro', 'caleb_strategy_v3 NIKKEI', 'caleb_strategy_v3 US5', 'caleb_strategy_v3 GAS_US_mini', 'caleb_strategy_v3 EUROSTX', 'caleb_strategy_v3 EUR']
Breaks Instrument vs Contract []
Breaks Broker vs Contract []
===============================================================
Positions in DB
===============================================================
instrument_code contract_date expiry_date position
21 AUD 20260615 2026-06-15 00:00:00 1.0
3 BOBL 20260608 2026-06-08 00:00:00 -1.0
22 BUXL 20260608 2026-06-08 00:00:00 -2.0
27 CHF 20260615 2026-06-15 00:00:00 -2.0
12 COCOA 20260716 2026-07-16 00:00:00 -2.0
14 CORN 20261214 2026-12-14 00:00:00 4.0
24 COTTON2 20260709 2026-07-09 00:00:00 -3.0
11 CRUDE_W 20261120 2026-11-20 00:00:00 1.0
16 DAX 20260619 2026-06-19 00:00:00 -2.0
20 EUR 20260615 2026-06-15 00:00:00 -2.0
6 EUROSTX 20260619 2026-06-19 00:00:00 3.0
23 GASOLINE 20260529 2026-05-29 00:00:00 1.0
18 GAS_US_mini 20260427 2026-04-27 00:00:00 1.0
8 GBP 20260615 2026-06-15 00:00:00 -2.0
29 HEATOIL 20260529 2026-05-29 00:00:00 2.0
28 HEATOIL 20260630 2026-06-30 00:00:00 1.0
0 JPY 20260615 2026-06-15 00:00:00 -1.0
1 MXP 20260615 2026-06-15 00:00:00 13.0
19 NASDAQ_micro 20260618 2026-06-18 00:00:00 -2.0
15 NIKKEI 20260611 2026-06-11 00:00:00 -1.0
13 NZD 20260615 2026-06-15 00:00:00 1.0
17 OAT 20260608 2026-06-08 00:00:00 3.0
2 OJ 20260508 2026-05-08 00:00:00 -1.0
10 REDWHEAT 20260714 2026-07-14 00:00:00 1.0
25 RUSSELL 20260618 2026-06-18 00:00:00 -2.0
5 SOYBEAN 20261113 2026-11-13 00:00:00 1.0
7 SP400 20260618 2026-06-18 00:00:00 -2.0
26 US10U 20260618 2026-06-18 00:00:00 -1.0
4 US30 20260618 2026-06-18 00:00:00 -2.0
9 US5 20260630 2026-06-30 00:00:00 -2.0
===============================================================
Positions broker
===============================================================
instrument_code contract_date expiry_date position
5 AUD 20260615 2026-06-15 00:00:00 1.0
21 BOBL 20260608 2026-06-08 00:00:00 -1.0
28 BUXL 20260608 2026-06-08 00:00:00 -2.0
18 CHF 20260615 2026-06-15 00:00:00 -2.0
16 COCOA 20260716 2026-07-16 00:00:00 -2.0
27 CORN 20261214 2026-12-14 00:00:00 4.0
4 COTTON2 20260709 2026-07-09 00:00:00 -3.0
25 CRUDE_W 20261120 2026-11-20 00:00:00 1.0
6 DAX 20260619 2026-06-19 00:00:00 -2.0
13 EUR 20260615 2026-06-15 00:00:00 -2.0
22 EUROSTX 20260619 2026-06-19 00:00:00 3.0
10 GASOLINE 20260529 2026-05-29 00:00:00 1.0
0 GAS_US_mini 20260427 2026-04-27 00:00:00 1.0
29 GBP 20260615 2026-06-15 00:00:00 -2.0
11 HEATOIL 20260529 2026-05-29 00:00:00 2.0
3 HEATOIL 20260630 2026-06-30 00:00:00 1.0
26 JPY 20260615 2026-06-15 00:00:00 -1.0
17 MXP 20260615 2026-06-15 00:00:00 13.0
8 NASDAQ_micro 20260618 2026-06-18 00:00:00 -2.0
1 NIKKEI 20260611 2026-06-11 00:00:00 -1.0
20 NZD 20260615 2026-06-15 00:00:00 1.0
2 OAT 20260608 2026-06-08 00:00:00 3.0
14 OJ 20260508 2026-05-08 00:00:00 -1.0
24 REDWHEAT 20260714 2026-07-14 00:00:00 1.0
7 RUSSELL 20260618 2026-06-18 00:00:00 -2.0
15 SOYBEAN 20261113 2026-11-13 00:00:00 1.0
9 SP400 20260618 2026-06-18 00:00:00 -2.0
19 US10U 20260618 2026-06-18 00:00:00 -1.0
23 US30 20260618 2026-06-18 00:00:00 -2.0
12 US5 20260630 2026-06-30 00:00:00 -2.0
=========================================================================================
Trades in DB
=========================================================================================
strategy_name contract_date fill_datetime fill filled_price
NIKKEI caleb_strategy_v3 [20260600] 2026-03-23 03:01:21.000 [-1] 51200.000000
OAT caleb_strategy_v3 [20260600] 2026-03-23 08:02:14.000 [-1] 117.950000
ROBUSTA caleb_strategy_v3 [20260700] 2026-03-23 10:00:53.000 [1] 3541.000000
CRUDE_W caleb_strategy_v3 [20261200] 2026-03-23 14:00:47.000 [-1] 74.080000
SUGAR11 caleb_strategy_v3 [20260700] 2026-03-23 14:07:46.000 [1] 15.810000
CHF caleb_strategy_v3 [20260600] 2026-03-23 15:00:39.000 [-1] 1.285350
MXP caleb_strategy_v3 [20260600] 2026-03-23 15:01:17.000 [-1] 0.055960
SP400 caleb_strategy_v3 [20260600] 2026-03-23 15:16:32.000 [-1] 3431.200000
JPY caleb_strategy_v3 [20260600] 2026-03-23 15:00:05.000 [1] 0.006358
JPY caleb_strategy_v3 [20260600] 2026-03-23 15:16:52.000 [1] 0.006361
US5 caleb_strategy_v3 [20260600] 2026-03-23 15:16:53.000 [-1] 108.132813
US5 caleb_strategy_v3 [20260600] 2026-03-23 15:01:15.000 [-1] 108.070313
NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-23 15:16:53.000 [-1] 24651.500000
NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-23 15:01:16.000 [-1] 24626.000000
RUSSELL caleb_strategy_v3 [20260600] 2026-03-23 15:16:04.000 [1] 2545.000000
RUSSELL caleb_strategy_v3 [20260600] 2026-03-23 15:22:54.000 [1] 2543.100000
RUSSELL caleb_strategy_v3 [20260600] 2026-03-23 15:23:54.000 [1] 2545.700000
RUSSELL caleb_strategy_v3 [20260600] 2026-03-23 15:24:54.000 [1] 2544.600000
RUSSELL caleb_strategy_v3 [20260600] 2026-03-23 15:25:54.000 [1] 2544.700000
GBP caleb_strategy_v3 [20260600] 2026-03-23 15:31:44.000 [-1] 1.342600
GBP caleb_strategy_v3 [20260600] 2026-03-23 15:01:14.000 [-1] 1.344200
REDWHEAT caleb_strategy_v3 [20260700] 2026-03-23 15:31:49.000 [-1] 611.750000
DOW caleb_strategy_v3 [20260600] 2026-03-23 15:48:54.000 [1] 46766.000000
DOW caleb_strategy_v3 [20260600] 2026-03-23 19:45:00.210 [0] NaN
================================================================================
Trades from broker
================================================================================
strategy_name contract_date fill_datetime fill filled_price
DOW [20260618] 2026-03-23 15:48:54 [1] 46766.000000
REDWHEAT [20260714] 2026-03-23 15:31:49 [-1] 611.750000
GBP [20260615] 2026-03-23 15:31:44 [-1] 1.342600
RUSSELL [20260618] 2026-03-23 15:25:54 [1] 2544.700000
RUSSELL [20260618] 2026-03-23 15:24:54 [1] 2544.600000
RUSSELL [20260618] 2026-03-23 15:23:54 [1] 2545.700000
RUSSELL [20260618] 2026-03-23 15:22:54 [1] 2543.100000
NASDAQ_micro [20260618] 2026-03-23 15:16:53 [-1] 24651.500000
US5 [20260630] 2026-03-23 15:16:53 [-1] 108.132813
JPY [20260615] 2026-03-23 15:16:52 [1] 0.006361
SP400 [20260618] 2026-03-23 15:16:32 [-1] 3431.200000
RUSSELL [20260618] 2026-03-23 15:16:04 [1] 2545.000000
DOW [20260618] NaT [0] NaN
MXP [20260615] 2026-03-23 15:01:17 [-1] 0.055960
NASDAQ_micro [20260618] 2026-03-23 15:01:16 [-1] 24626.000000
US5 [20260630] 2026-03-23 15:01:15 [-1] 108.070313
GBP [20260615] 2026-03-23 15:01:14 [-1] 1.344200
CHF [20260615] 2026-03-23 15:00:39 [-1] 1.285350
JPY [20260615] 2026-03-23 15:00:05 [1] 0.006358
SUGAR11 [20260630] 2026-03-23 14:07:46 [1] 15.810000
CRUDE_W [20261120] 2026-03-23 14:00:47 [-1] 74.080000
ROBUSTA [20260727] 2026-03-23 10:00:53 [1] 3541.000000
OAT [20260608] 2026-03-23 08:02:14 [-1] 117.950000
NIKKEI [20260611] 2026-03-23 03:01:21 [-1] 51200.000000
=======================================================
Optimal versus actual positions
=======================================================
current optimal breaks
caleb_strategy_v3 CANOLA 0 0 False
caleb_strategy_v3 RICE 0 0 False
caleb_strategy_v3 US10 0 0 False
caleb_strategy_v3 SUGAR11 0 1 True
caleb_strategy_v3 HEATOIL 3 2 True
caleb_strategy_v3 PALLAD 0 0 False
caleb_strategy_v3 COTTON2 -3 -1 True
caleb_strategy_v3 DAX -2 -2 False
caleb_strategy_v3 BITCOIN 0 0 False
caleb_strategy_v3 SHATZ 0 0 False
caleb_strategy_v3 AUD 1 1 False
caleb_strategy_v3 SOYMEAL 0 0 False
caleb_strategy_v3 JPY -1 -1 False
caleb_strategy_v3 LEANHOG 0 0 False
caleb_strategy_v3 REDWHEAT 1 1 False
caleb_strategy_v3 SOYOIL 0 0 False
caleb_strategy_v3 US30 -2 -2 False
caleb_strategy_v3 BTP 0 0 False
caleb_strategy_v3 BOBL -1 -1 False
caleb_strategy_v3 JGB-SGX-mini 0 0 False
caleb_strategy_v3 OJ -1 -1 False
caleb_strategy_v3 COCOA -2 -2 False
caleb_strategy_v3 US20 0 0 False
caleb_strategy_v3 EURIBOR-ICE 0 0 False
caleb_strategy_v3 NASDAQ_micro -2 -5 True
caleb_strategy_v3 WHEAT 0 0 False
caleb_strategy_v3 RUSSELL -2 -1 True
caleb_strategy_v3 SOYBEAN 1 0 True
caleb_strategy_v3 DOW 0 0 False
caleb_strategy_v3 BUXL -2 -2 False
caleb_strategy_v3 LIVECOW 0 0 False
caleb_strategy_v3 BUND 0 0 False
caleb_strategy_v3 DX 0 0 False
caleb_strategy_v3 COPPER 0 0 False
caleb_strategy_v3 SP400 -2 -2 False
caleb_strategy_v3 CRUDE_W 1 1 False
caleb_strategy_v3 NZD 1 1 False
caleb_strategy_v3 GOLD_micro 0 -1 True
caleb_strategy_v3 FEEDCOW 0 0 False
caleb_strategy_v3 NIKKEI -1 0 True
caleb_strategy_v3 SOFR 0 0 False
caleb_strategy_v3 SP500_micro 0 0 False
caleb_strategy_v3 MXP 13 13 False
caleb_strategy_v3 VIX 0 0 False
caleb_strategy_v3 OAT 3 3 False
caleb_strategy_v3 PLAT 0 0 False
caleb_strategy_v3 US2 0 0 False
caleb_strategy_v3 US5 -2 -4 True
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 1 0 True
caleb_strategy_v3 CHF -2 -2 False
caleb_strategy_v3 US10U -1 -1 False
caleb_strategy_v3 GASOLINE 1 1 False
caleb_strategy_v3 EUROSTX 3 2 True
caleb_strategy_v3 CORN 4 4 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 -2 -1 True
caleb_strategy_v3 CAD 0 0 False
********************************************************************************
END OF REPORT
********************************************************************************