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Reconcile report produced on 23/12/2025 21:35
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Breaks Optimal vs actual ['caleb_strategy_v3 CANOLA', 'caleb_strategy_v3 DX', 'caleb_strategy_v3 GASOIL', 'caleb_strategy_v3 GBP', 'caleb_strategy_v3 JPY', 'caleb_strategy_v3 MXP', 'caleb_strategy_v3 NASDAQ_micro', 'caleb_strategy_v3 OAT', 'caleb_strategy_v3 PLAT', 'caleb_strategy_v3 SILVER-mini', 'caleb_strategy_v3 SOYMEAL', 'caleb_strategy_v3 SOYOIL', 'caleb_strategy_v3 SP500_micro']
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 -7.0
1 BUXL 20260306 2026-03-06 00:00:00 -4.0
2 CANOLA 20260313 2026-03-13 00:00:00 -1.0
3 CHF 20260316 2026-03-16 00:00:00 -2.0
4 COCOA 20260513 2026-05-13 00:00:00 -1.0
5 COPPER 20260327 2026-03-27 00:00:00 5.0
6 COTTON2 20260309 2026-03-09 00:00:00 -5.0
7 EUROSTX 20260320 2026-03-20 00:00:00 5.0
8 FEEDCOW 20260430 2026-04-30 00:00:00 1.0
9 GASOIL 20260312 2026-03-12 00:00:00 1.0
10 GASOLINE 20260331 2026-03-31 00:00:00 -1.0
11 GBP 20260316 2026-03-16 00:00:00 1.0
12 HEATOIL 20260331 2026-03-31 00:00:00 -1.0
13 JPY 20260316 2026-03-16 00:00:00 -2.0
14 LEANHOG 20260415 2026-04-15 00:00:00 2.0
15 MXP 20260316 2026-03-16 00:00:00 45.0
16 NASDAQ_micro 20260320 2026-03-20 00:00:00 -5.0
17 NIKKEI 20260312 2026-03-12 00:00:00 11.0
18 OAT 20260306 2026-03-06 00:00:00 2.0
19 OJ 20260311 2026-03-11 00:00:00 -2.0
20 PLAT 20260428 2026-04-28 00:00:00 1.0
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 20260225 2026-02-25 00:00:00 3.0
24 SOYBEAN 20261113 2026-11-13 00:00:00 -1.0
25 SOYOIL 20260514 2026-05-14 00:00:00 -8.0
26 SP400 20260320 2026-03-20 00:00:00 2.0
27 SP500_micro 20260320 2026-03-20 00:00:00 -7.0
28 SUGAR11 20260430 2026-04-30 00:00:00 -4.0
29 US30 20260320 2026-03-20 00:00:00 -3.0
30 VIX 20260318 2026-03-18 00:00:00 -25.0
31 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
18 BUND 20260306 2026-03-06 00:00:00 -7.0
7 BUXL 20260306 2026-03-06 00:00:00 -4.0
13 CANOLA 20260313 2026-03-13 00:00:00 -1.0
27 CHF 20260316 2026-03-16 00:00:00 -2.0
14 COCOA 20260513 2026-05-13 00:00:00 -1.0
19 COPPER 20260327 2026-03-27 00:00:00 5.0
24 COTTON2 20260309 2026-03-09 00:00:00 -5.0
5 EUROSTX 20260320 2026-03-20 00:00:00 5.0
15 FEEDCOW 20260430 2026-04-30 00:00:00 1.0
25 GASOIL 20260312 2026-03-12 00:00:00 1.0
30 GASOLINE 20260331 2026-03-31 00:00:00 -1.0
3 GBP 20260316 2026-03-16 00:00:00 1.0
2 HEATOIL 20260331 2026-03-31 00:00:00 -1.0
6 JPY 20260316 2026-03-16 00:00:00 -2.0
8 LEANHOG 20260415 2026-04-15 00:00:00 2.0
26 MXP 20260316 2026-03-16 00:00:00 45.0
10 NASDAQ_micro 20260320 2026-03-20 00:00:00 -5.0
0 NIKKEI 20260312 2026-03-12 00:00:00 11.0
21 OAT 20260306 2026-03-06 00:00:00 2.0
22 OJ 20260311 2026-03-11 00:00:00 -2.0
31 PLAT 20260428 2026-04-28 00:00:00 1.0
17 REDWHEAT 20260514 2026-05-14 00:00:00 -3.0
20 RICE 20260313 2026-03-13 00:00:00 -3.0
4 SILVER-mini 20260225 2026-02-25 00:00:00 3.0
29 SOYBEAN 20261113 2026-11-13 00:00:00 -1.0
11 SOYOIL 20260514 2026-05-14 00:00:00 -8.0
9 SP400 20260320 2026-03-20 00:00:00 2.0
1 SP500_micro 20260320 2026-03-20 00:00:00 -7.0
16 SUGAR11 20260430 2026-04-30 00:00:00 -4.0
28 US30 20260320 2026-03-20 00:00:00 -3.0
12 VIX 20260318 2026-03-18 00:00:00 -25.0
23 WHEAT 20261214 2026-12-14 00:00:00 -3.0
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Trades in DB
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strategy_name contract_date fill_datetime fill filled_price
NIKKEI caleb_strategy_v3 [20260300] 2025-12-23 03:06:27.000 [1] 50415.00000
EUROSTX caleb_strategy_v3 [20260300] 2025-12-23 08:04:23.000 [-1] 5768.00000
GASOLINE caleb_strategy_v3 [20260400] 2025-12-23 14:00:44.000 [1] 1.98870
PLAT caleb_strategy_v3 [20260400] 2025-12-23 14:00:45.000 [1] 2267.40000
DOW caleb_strategy_v3 [20260300] 2025-12-23 15:01:47.000 [-1] 48680.00000
WHEAT caleb_strategy_v3 [20261200] 2025-12-23 15:32:01.000 [-1] 569.25000
MXP caleb_strategy_v3 [20260300] 2025-12-23 15:32:10.000 [1] 0.05536
MXP caleb_strategy_v3 [20260300] 2025-12-23 15:01:46.000 [1] 0.05530
MXP caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.385 [0] NaN
SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 15:32:11.000 [-1] 6935.50000
SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.332 [0] NaN
SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.430 [0] NaN
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Trades from broker
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strategy_name contract_date fill_datetime fill filled_price
DOW [20260320] 2025-12-23 15:01:47 [-1] 48680.00000
MXP [20260316] 2025-12-23 15:01:46 [1] 0.05530
MXP [20260316] NaT [0] NaN
SP500_micro [20260320] NaT [0] NaN
EUROSTX [20260320] 2025-12-23 08:04:23 [-1] 5768.00000
PLAT [20260428] 2025-12-23 14:00:45 [1] 2267.40000
GASOLINE [20260331] 2025-12-23 14:00:44 [1] 1.98870
WHEAT [20261214] 2025-12-23 15:32:01 [-1] 569.25000
SP500_micro [20260320] NaT [0] NaN
SP500_micro [20260320] 2025-12-23 15:32:11 [-1] 6935.50000
MXP [20260316] 2025-12-23 15:32:10 [1] 0.05536
NIKKEI [20260312] 2025-12-23 03:06:27 [1] 50415.00000
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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 -7 -7 False
caleb_strategy_v3 BUXL -4 -4 False
caleb_strategy_v3 CAC 0 0 False
caleb_strategy_v3 CAD 0 0 False
caleb_strategy_v3 CANOLA -1 0 True
caleb_strategy_v3 CHF -2 -2 False
caleb_strategy_v3 COCOA -1 -1 False
caleb_strategy_v3 COFFEE 0 0 False
caleb_strategy_v3 COPPER 5 5 False
caleb_strategy_v3 CORN 0 0 False
caleb_strategy_v3 COTTON2 -5 -5 False
caleb_strategy_v3 CRUDE_W 0 0 False
caleb_strategy_v3 DAX 0 0 False
caleb_strategy_v3 DOW 0 0 False
caleb_strategy_v3 DX 0 -1 True
caleb_strategy_v3 EUR 0 0 False
caleb_strategy_v3 EURIBOR-ICE 0 0 False
caleb_strategy_v3 EUROSTX 5 5 False
caleb_strategy_v3 FEEDCOW 1 1 False
caleb_strategy_v3 GASOIL 1 0 True
caleb_strategy_v3 GASOLINE -1 -1 False
caleb_strategy_v3 GAS_US_mini 0 0 False
caleb_strategy_v3 GBP 1 2 True
caleb_strategy_v3 GOLD_micro 0 0 False
caleb_strategy_v3 HEATOIL -1 -1 False
caleb_strategy_v3 JGB-SGX-mini 0 0 False
caleb_strategy_v3 JPY -2 -3 True
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 45 46 True
caleb_strategy_v3 NASDAQ_micro -5 -4 True
caleb_strategy_v3 NIKKEI 11 11 False
caleb_strategy_v3 NZD 0 0 False
caleb_strategy_v3 OAT 2 3 True
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 1 0 True
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 0 False
caleb_strategy_v3 SHATZ 0 0 False
caleb_strategy_v3 SILVER-mini 3 4 True
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 0 -1 True
caleb_strategy_v3 SOYOIL -8 -7 True
caleb_strategy_v3 SP400 2 2 False
caleb_strategy_v3 SP500_micro -7 -3 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 -3 -3 False
caleb_strategy_v3 US5 0 0 False
caleb_strategy_v3 VIX -25 -25 False
caleb_strategy_v3 WHEAT -3 -3 False
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END OF REPORT
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