******************************************************************************** Trades report report produced on 24/10/2022 21:34 from 23/10/2022 21:34 to 24/10/2022 21:34 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 78 CHF caleb_strategy_v1 [20221200] 2022-10-24 14:00:05 [1] 1.008050 77 CHF caleb_strategy_v1 [20221200] 2022-10-24 14:00:05 [-1] 1.007800 100 CORN caleb_strategy_v1 [20231200] 2022-10-24 14:30:06 [1] 621.750000 96 CORN caleb_strategy_v1 [20231200] 2022-10-24 14:30:00 [1] 622.000000 94 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:24 [-1] 31435.000000 92 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:21 [-1] 31440.000000 90 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:18 [-1] 31473.000000 88 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:15 [-1] 31472.000000 86 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:13 [-1] 31469.000000 81 DOW caleb_strategy_v1 [20221200] 2022-10-24 14:00:08 [-1] 31506.000000 68 FTSE100 caleb_strategy_v1 [20221200] 2022-10-24 08:00:03 [-1] 6955.500000 71 GAS_US caleb_strategy_v1 [20230100] 2022-10-24 13:00:04 [-1] 5.778000 79 GBP caleb_strategy_v1 [20221200] 2022-10-24 14:00:06 [1] 1.134200 70 GOLD_micro caleb_strategy_v1 [20221200] 2022-10-24 13:00:03 [1] 1653.500000 72 GOLD_micro caleb_strategy_v1 [20221200] 2022-10-24 13:00:04 [-1] 1653.100000 76 JPY caleb_strategy_v1 [20221200] 2022-10-24 14:00:03 [-1] 0.006760 99 LEANHOG caleb_strategy_v1 [20230200] 2022-10-24 14:30:06 [1] 90.450000 82 NASDAQ caleb_strategy_v1 [20221200] 2022-10-24 14:00:09 [1] 11355.500000 74 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:02 [1] 1752.800000 95 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:25 [-1] 1748.300000 91 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:19 [-1] 1749.800000 84 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:10 [-1] 1751.300000 87 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:13 [-1] 1750.700000 89 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:16 [-1] 1750.000000 93 RUSSELL caleb_strategy_v1 [20221200] 2022-10-24 14:00:22 [-1] 1748.100000 97 SOYMEAL caleb_strategy_v1 [20230300] 2022-10-24 14:30:02 [1] 394.000000 98 SOYOIL caleb_strategy_v1 [20230300] 2022-10-24 14:30:04 [1] 66.300000 69 SUGAR11 caleb_strategy_v1 [20230300] 2022-10-24 13:00:01 [1] 0.183100 80 US10U caleb_strategy_v1 [20221200] 2022-10-24 14:00:07 [1] 114.562500 85 US30 caleb_strategy_v1 [20221200] 2022-10-24 14:00:11 [-1] 124.156250 75 US30 caleb_strategy_v1 [20221200] 2022-10-24 14:00:02 [-1] 124.218750 83 US5 caleb_strategy_v1 [20221200] 2022-10-24 14:00:09 [1] 106.226563 73 US5 caleb_strategy_v1 [20221200] 2022-10-24 14:00:01 [-1] 106.203125 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 68 FTSE100 caleb_strategy_v1 2022-10-19 2022-10-24 09:00:02.958 2022-10-24 08:00:03 464403 NaN 69 SUGAR11 caleb_strategy_v1 2022-10-19 2022-10-24 14:00:01.602 2022-10-24 13:00:01 482402 NaN 70 GOLD_micro caleb_strategy_v1 2022-10-19 2022-10-24 14:00:03.039 2022-10-24 13:00:03 482403 NaN 71 GAS_US caleb_strategy_v1 2022-10-21 2022-10-24 14:00:03.988 2022-10-24 13:00:04 309604 NaN 72 GOLD_micro caleb_strategy_v1 2022-10-21 2022-10-24 14:00:04.728 2022-10-24 13:00:04 309605 NaN 73 US5 caleb_strategy_v1 2022-10-19 2022-10-24 15:00:01.287 2022-10-24 14:00:01 486001 NaN 74 RUSSELL caleb_strategy_v1 2022-10-19 2022-10-24 15:00:01.982 2022-10-24 14:00:02 486002 NaN 75 US30 caleb_strategy_v1 2022-10-19 2022-10-24 15:00:02.869 2022-10-24 14:00:02 486003 NaN 76 JPY caleb_strategy_v1 2022-10-19 2022-10-24 15:00:03.574 2022-10-24 14:00:03 486004 NaN 77 CHF caleb_strategy_v1 2022-10-19 2022-10-24 15:00:05.084 2022-10-24 14:00:05 486005 NaN 78 CHF caleb_strategy_v1 2022-10-21 2022-10-24 15:00:05.744 2022-10-24 14:00:05 313206 NaN 79 GBP caleb_strategy_v1 2022-10-21 2022-10-24 15:00:06.458 2022-10-24 14:00:06 313206 NaN 80 US10U caleb_strategy_v1 2022-10-21 2022-10-24 15:00:07.216 2022-10-24 14:00:07 313207 NaN 82 NASDAQ caleb_strategy_v1 2022-10-21 2022-10-24 15:00:08.997 2022-10-24 14:00:09 313209 NaN 83 US5 caleb_strategy_v1 2022-10-21 2022-10-24 15:00:09.693 2022-10-24 14:00:09 313210 NaN 85 US30 caleb_strategy_v1 2022-10-21 2022-10-24 15:00:10.996 2022-10-24 14:00:11 313211 NaN 81 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:08.165 2022-10-24 14:00:08 313208 NaN 86 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:13.054 2022-10-24 14:00:13 313213 NaN 88 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:15.884 2022-10-24 14:00:15 313216 NaN 90 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:18.519 2022-10-24 14:00:18 313219 NaN 92 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:21.230 2022-10-24 14:00:21 313221 NaN 94 DOW caleb_strategy_v1 2022-10-21 2022-10-24 15:00:24.396 2022-10-24 14:00:24 313224 NaN 84 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:10.360 2022-10-24 14:00:10 313210 NaN 87 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:13.904 2022-10-24 14:00:13 313214 NaN 89 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:16.528 2022-10-24 14:00:16 313217 NaN 91 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:19.184 2022-10-24 14:00:19 313219 NaN 93 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:22.214 2022-10-24 14:00:22 313222 NaN 95 RUSSELL caleb_strategy_v1 2022-10-21 2022-10-24 15:00:25.157 2022-10-24 14:00:25 313225 NaN 97 SOYMEAL caleb_strategy_v1 2022-10-21 2022-10-24 15:30:01.424 2022-10-24 14:30:02 315001 NaN 98 SOYOIL caleb_strategy_v1 2022-10-21 2022-10-24 15:30:03.368 2022-10-24 14:30:04 315003 NaN 99 LEANHOG caleb_strategy_v1 2022-10-19 2022-10-24 15:30:05.969 2022-10-24 14:30:06 487806 NaN 96 CORN caleb_strategy_v1 2022-10-21 2022-10-24 15:30:00.669 2022-10-24 14:30:00 315001 NaN 100 CORN caleb_strategy_v1 2022-10-21 2022-10-24 15:30:06.636 2022-10-24 14:30:06 315007 NaN ========================================================================================================================================================================================================================================= Slippage (ticks per lot) ========================================================================================================================================================================================================================================= instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading order_id 68 FTSE100 caleb_strategy_v1 [-1] 6922 None 6955 6954.5 6955.5 None 6955.5 33 -0.5 1 NaN NaN 0.5 69 SUGAR11 caleb_strategy_v1 [1] 0.1862 None 0.18305 0.1831 0.183 None 0.1831 0.00315 -5e-05 0 NaN NaN -5e-05 70 GOLD_micro caleb_strategy_v1 [1] 1632.9 None 1653.6 1653.7 1653.5 None 1653.5 -20.7 -0.1 0.2 NaN NaN 0.1 71 GAS_US caleb_strategy_v1 [-1] 5.752 None 5.78 5.778 5.782 None 5.778 0.028 -0.002 -0 NaN NaN -0.002 72 GOLD_micro caleb_strategy_v1 [-1] 1659.1 None 1653.45 1653.4 1653.5 None 1653.1 -5.65 -0.05 -0.3 NaN NaN -0.35 73 US5 caleb_strategy_v1 [-1] 106.102 None 106.215 106.211 106.219 None 106.203 0.113281 -0.00390625 -0.0078125 NaN NaN -0.0117188 74 RUSSELL caleb_strategy_v1 [1] 1725.4 None 1753 1753.1 1752.9 None 1752.8 -27.6 -0.1 0.3 NaN NaN 0.2 75 US30 caleb_strategy_v1 [-1] 129.125 None 124.234 124.219 124.25 None 124.219 -4.89062 -0.015625 -0 NaN NaN -0.015625 76 JPY caleb_strategy_v1 [-1] 0.006717 None 0.0067605 0.00676 0.006761 None 0.00676 4.35e-05 -5e-07 -0 NaN NaN -5e-07 77 CHF caleb_strategy_v1 [-1] 1.0009 None 1.00785 1.0078 1.0079 None 1.0078 0.00695 -5e-05 -0 NaN NaN -5e-05 78 CHF caleb_strategy_v1 [1] 1.0073 None 1.00785 1.0079 1.0078 None 1.00805 -0.00055 -5e-05 -0.00015 NaN NaN -0.0002 79 GBP caleb_strategy_v1 [1] 1.1308 None 1.13415 1.1342 1.1341 None 1.1342 -0.00335 -5e-05 0 NaN NaN -5e-05 80 US10U caleb_strategy_v1 [1] 114.672 None 114.555 114.562 114.547 None 114.562 0.117188 -0.0078125 0 NaN NaN -0.0078125 82 NASDAQ caleb_strategy_v1 [1] 11313.8 None 11355.9 11356.2 11355.5 None 11355.5 -42.125 -0.375 0.75 NaN NaN 0.375 83 US5 caleb_strategy_v1 [1] 106.164 None 106.207 106.211 106.203 None 106.227 -0.0429688 -0.00390625 -0.0156255 NaN NaN -0.0195317 85 US30 caleb_strategy_v1 [-1] 125.125 None 124.234 124.219 124.25 None 124.156 -0.890625 -0.015625 -0.0625 NaN NaN -0.078125 81 DOW caleb_strategy_v1 [-1] 31038 None 31507 31506 31508 None 31506 469 -1 -0 NaN NaN -1 86 DOW caleb_strategy_v1 [-1] 31038 None 31507 31506 31508 None 31469 469 -1 -37 NaN NaN -38 88 DOW caleb_strategy_v1 [-1] 31038 None 31470 31469 31471 None 31472 432 -1 3 NaN NaN 2 90 DOW caleb_strategy_v1 [-1] 31038 None 31473 31472 31474 None 31473 435 -1 1 NaN NaN 0 92 DOW caleb_strategy_v1 [-1] 31038 None 31471.5 31470 31473 None 31440 433.5 -1.5 -30 NaN NaN -31.5 94 DOW caleb_strategy_v1 [-1] 31038 None 31442 31441 31443 None 31435 404 -1 -6 NaN NaN -7 84 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1752.7 1752.6 1752.8 None 1751.3 7.8 -0.1 -1.3 NaN NaN -1.4 87 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1751.6 1751.5 1751.7 None 1750.7 6.7 -0.1 -0.8 NaN NaN -0.9 89 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1750.8 1750.7 1750.9 None 1750 5.9 -0.1 -0.7 NaN NaN -0.8 91 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1750.1 1750 1750.2 None 1749.8 5.2 -0.1 -0.2 NaN NaN -0.3 93 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1750 1749.9 1750.1 None 1748.1 5.1 -0.1 -1.8 NaN NaN -1.9 95 RUSSELL caleb_strategy_v1 [-1] 1744.9 None 1748.3 1748.2 1748.4 None 1748.3 3.4 -0.1 0.1 NaN NaN -2.27374e-13 97 SOYMEAL caleb_strategy_v1 [1] 401.3 None 393.95 394 393.9 None 394 7.35 -0.05 0 NaN NaN -0.05 98 SOYOIL caleb_strategy_v1 [1] 66.42 None 66.27 66.28 66.26 None 66.3 0.15 -0.01 -0.02 NaN NaN -0.03 99 LEANHOG caleb_strategy_v1 [1] 88.9 None 90.425 90.45 90.4 None 90.45 -1.525 -0.025 0 NaN NaN -0.025 96 CORN caleb_strategy_v1 [1] 623.75 None 621.875 622 621.75 None 622 1.875 -0.125 0 NaN NaN -0.125 100 CORN caleb_strategy_v1 [1] 623.75 None 623.375 625 621.75 None 621.75 0.375 -1.625 3.25 NaN NaN 1.625 ================================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ================================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol order_id 68 FTSE100 caleb_strategy_v1 [-1] 1025.91 321.666 -4.87373 9.74746 NaN NaN 4.87373 69 SUGAR11 caleb_strategy_v1 [1] 0.0361856 870.513 -13.8177 0 NaN NaN -13.8177 70 GOLD_micro caleb_strategy_v1 [1] 276.053 -749.856 -3.62249 7.24498 NaN NaN 3.62249 71 GAS_US caleb_strategy_v1 [-1] 3.80724 73.544 -5.25315 -0 NaN NaN -5.25315 72 GOLD_micro caleb_strategy_v1 [-1] 276.053 -204.671 -1.81125 -10.8675 NaN NaN -12.6787 73 US5 caleb_strategy_v1 [-1] 5.91199 191.613 -6.60733 -13.2147 NaN NaN -19.822 74 RUSSELL caleb_strategy_v1 [1] 522.424 -528.307 -1.91415 5.74246 NaN NaN 3.82831 75 US30 caleb_strategy_v1 [-1] 24.3661 -2007.15 -6.4126 -0 NaN NaN -6.4126 76 JPY caleb_strategy_v1 [-1] 0.000734395 592.324 -6.80832 -0 NaN NaN -6.80832 77 CHF caleb_strategy_v1 [-1] 0.0981342 708.214 -5.09506 -0 NaN NaN -5.09506 78 CHF caleb_strategy_v1 [1] 0.0981342 -56.0457 -5.09506 -15.2852 NaN NaN -20.3802 79 GBP caleb_strategy_v1 [1] 0.168673 -198.609 -2.96432 0 NaN NaN -2.96432 80 US10U caleb_strategy_v1 [1] 12.1263 96.639 -6.4426 0 NaN NaN -6.4426 82 NASDAQ caleb_strategy_v1 [1] 3551.4 -118.615 -1.05592 2.11184 NaN NaN 1.05592 83 US5 caleb_strategy_v1 [1] 5.91199 -72.6807 -6.60733 -26.4302 NaN NaN -33.0375 85 US30 caleb_strategy_v1 [-1] 24.3661 -365.518 -6.4126 -25.6504 NaN NaN -32.063 81 DOW caleb_strategy_v1 [-1] 6636.67 706.68 -1.50678 -0 NaN NaN -1.50678 86 DOW caleb_strategy_v1 [-1] 6636.67 706.68 -1.50678 -55.7509 NaN NaN -57.2576 88 DOW caleb_strategy_v1 [-1] 6636.67 650.929 -1.50678 4.52034 NaN NaN 3.01356 90 DOW caleb_strategy_v1 [-1] 6636.67 655.449 -1.50678 1.50678 NaN NaN 0 92 DOW caleb_strategy_v1 [-1] 6636.67 653.189 -2.26017 -45.2034 NaN NaN -47.4636 94 DOW caleb_strategy_v1 [-1] 6636.67 608.739 -1.50678 -9.04068 NaN NaN -10.5475 84 RUSSELL caleb_strategy_v1 [-1] 522.424 149.304 -1.91415 -24.884 NaN NaN -26.7982 87 RUSSELL caleb_strategy_v1 [-1] 522.424 128.248 -1.91415 -15.3132 NaN NaN -17.2274 89 RUSSELL caleb_strategy_v1 [-1] 522.424 112.935 -1.91415 -13.3991 NaN NaN -15.3132 91 RUSSELL caleb_strategy_v1 [-1] 522.424 99.536 -1.91415 -3.82831 NaN NaN -5.74246 93 RUSSELL caleb_strategy_v1 [-1] 522.424 97.6219 -1.91415 -34.4548 NaN NaN -36.3689 95 RUSSELL caleb_strategy_v1 [-1] 522.424 65.0812 -1.91415 1.91415 NaN NaN -4.35228e-12 97 SOYMEAL caleb_strategy_v1 [1] 98.3804 747.1 -5.08231 0 NaN NaN -5.08231 98 SOYOIL caleb_strategy_v1 [1] 18.2804 82.055 -5.47033 -10.9407 NaN NaN -16.411 99 LEANHOG caleb_strategy_v1 [1] 24.9397 -611.476 -10.0242 0 NaN NaN -10.0242 96 CORN caleb_strategy_v1 [1] 111.669 167.906 -11.1937 0 NaN NaN -11.1937 100 CORN caleb_strategy_v1 [1] 111.669 33.5812 -145.519 291.037 NaN NaN 145.519 =========================================================================================================================================================================== Slippage (In base currency) =========================================================================================================================================================================== instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash order_id 68 FTSE100 caleb_strategy_v1 [-1] 11.281 372.273 -5.6405 11.281 NaN NaN 5.6405 69 SUGAR11 caleb_strategy_v1 [1] 112000 352.8 -5.6 0 NaN NaN -5.6 70 GOLD_micro caleb_strategy_v1 [1] 10 -207 -1 2 NaN NaN 1 71 GAS_US caleb_strategy_v1 [-1] 10000 280 -20 -0 NaN NaN -20 72 GOLD_micro caleb_strategy_v1 [-1] 10 -56.5 -0.5 -3 NaN NaN -3.5 73 US5 caleb_strategy_v1 [-1] 1000 113.281 -3.90625 -7.8125 NaN NaN -11.7188 74 RUSSELL caleb_strategy_v1 [1] 5 -138 -0.5 1.5 NaN NaN 1 75 US30 caleb_strategy_v1 [-1] 1000 -4890.62 -15.625 -0 NaN NaN -15.625 76 JPY caleb_strategy_v1 [-1] 1.25e+07 543.75 -6.25 -0 NaN NaN -6.25 77 CHF caleb_strategy_v1 [-1] 125000 868.75 -6.25 -0 NaN NaN -6.25 78 CHF caleb_strategy_v1 [1] 125000 -68.75 -6.25 -18.75 NaN NaN -25 79 GBP caleb_strategy_v1 [1] 62500 -209.375 -3.125 0 NaN NaN -3.125 80 US10U caleb_strategy_v1 [1] 1000 117.188 -7.8125 0 NaN NaN -7.8125 82 NASDAQ caleb_strategy_v1 [1] 20 -842.5 -7.5 15 NaN NaN 7.5 83 US5 caleb_strategy_v1 [1] 1000 -42.9688 -3.90625 -15.6255 NaN NaN -19.5317 85 US30 caleb_strategy_v1 [-1] 1000 -890.625 -15.625 -62.5 NaN NaN -78.125 81 DOW caleb_strategy_v1 [-1] 0.5 234.5 -0.5 -0 NaN NaN -0.5 86 DOW caleb_strategy_v1 [-1] 0.5 234.5 -0.5 -18.5 NaN NaN -19 88 DOW caleb_strategy_v1 [-1] 0.5 216 -0.5 1.5 NaN NaN 1 90 DOW caleb_strategy_v1 [-1] 0.5 217.5 -0.5 0.5 NaN NaN 0 92 DOW caleb_strategy_v1 [-1] 0.5 216.75 -0.75 -15 NaN NaN -15.75 94 DOW caleb_strategy_v1 [-1] 0.5 202 -0.5 -3 NaN NaN -3.5 84 RUSSELL caleb_strategy_v1 [-1] 5 39 -0.5 -6.5 NaN NaN -7 87 RUSSELL caleb_strategy_v1 [-1] 5 33.5 -0.5 -4 NaN NaN -4.5 89 RUSSELL caleb_strategy_v1 [-1] 5 29.5 -0.5 -3.5 NaN NaN -4 91 RUSSELL caleb_strategy_v1 [-1] 5 26 -0.5 -1 NaN NaN -1.5 93 RUSSELL caleb_strategy_v1 [-1] 5 25.5 -0.5 -9 NaN NaN -9.5 95 RUSSELL caleb_strategy_v1 [-1] 5 17 -0.5 0.5 NaN NaN -1.13687e-12 97 SOYMEAL caleb_strategy_v1 [1] 100 735 -5 0 NaN NaN -5 98 SOYOIL caleb_strategy_v1 [1] 600 90 -6 -12 NaN NaN -18 99 LEANHOG caleb_strategy_v1 [1] 400 -610 -10 0 NaN NaN -10 96 CORN caleb_strategy_v1 [1] 50 93.75 -6.25 0 NaN NaN -6.25 100 CORN caleb_strategy_v1 [1] 50 18.75 -81.25 162.5 NaN NaN 81.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 CHF 800.0000 CORN 112.5000 DOW 1321.2500 FTSE100 372.2730 GAS_US 280.0000 GBP -209.3750 GOLD_micro -263.5000 JPY 543.7500 LEANHOG -610.0000 NASDAQ -842.5000 RUSSELL 32.5000 SOYMEAL 735.0000 SOYOIL 90.0000 SUGAR11 352.8000 US10U 117.1875 US30 -5781.2500 US5 70.3125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 -2879.052 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 CHF -12.5000 CORN -87.5000 DOW -3.2500 FTSE100 -5.6405 GAS_US -20.0000 GBP -3.1250 GOLD_micro -1.5000 JPY -6.2500 LEANHOG -10.0000 NASDAQ -7.5000 RUSSELL -3.5000 SOYMEAL -5.0000 SOYOIL -6.0000 SUGAR11 -5.6000 US10U -7.8125 US30 -31.2500 US5 -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -224.2405 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 CHF -18.750 CORN 162.500 DOW -34.500 FTSE100 11.281 GAS_US -0.000 GBP 0.000 GOLD_micro -1.000 JPY -0.000 LEANHOG 0.000 NASDAQ 15.000 RUSSELL -22.000 SOYMEAL 0.000 SOYOIL -12.000 SUGAR11 0.000 US10U 0.000 US30 -62.500 US5 -23.438 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 14.593 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 CHF 0 CORN 0 DOW 0 FTSE100 0 GAS_US 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 NASDAQ 0 RUSSELL 0 SOYMEAL 0 SOYOIL 0 SUGAR11 0 US10U 0 US30 0 US5 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 CHF 0 CORN 0 DOW 0 FTSE100 0 GAS_US 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 NASDAQ 0 RUSSELL 0 SOYMEAL 0 SOYOIL 0 SUGAR11 0 US10U 0 US30 0 US5 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v1 CHF -31.2500 CORN 75.0000 DOW -37.7500 FTSE100 5.6405 GAS_US -20.0000 GBP -3.1250 GOLD_micro -2.5000 JPY -6.2500 LEANHOG -10.0000 NASDAQ 7.5000 RUSSELL -25.5000 SOYMEAL -5.0000 SOYOIL -18.0000 SUGAR11 -5.6000 US10U -7.8125 US30 -93.7500 US5 -31.2505 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -209.6475 ******************************************************************************** END OF REPORT ********************************************************************************