******************************************************************************** Trades report report produced on 31/10/2022 21:35 from 30/10/2022 21:35 to 31/10/2022 21:35 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 150 BUND caleb_strategy_v1 [20221200] 2022-10-31 08:00:03 [1] 138.930000 151 BUND caleb_strategy_v1 [20221200] 2022-10-31 08:00:06 [1] 138.950000 149 BUXL caleb_strategy_v1 [20221200] 2022-10-31 08:00:02 [-1] 146.440000 166 CAD caleb_strategy_v1 [20221200] 2022-10-31 15:00:07 [1] 0.732850 163 CAD caleb_strategy_v1 [20221200] 2022-10-31 15:00:05 [1] 0.732850 159 CHF caleb_strategy_v1 [20221200] 2022-10-31 15:00:02 [-1] 1.002500 170 CORN caleb_strategy_v1 [20231200] 2022-10-31 15:30:03 [-1] 622.000000 154 CRUDE_W caleb_strategy_v1 [20231200] 2022-10-31 14:00:02 [-1] 76.760000 167 DOW caleb_strategy_v1 [20221200] 2022-10-31 15:00:09 [-1] 32736.000000 158 DOW caleb_strategy_v1 [20221200] 2022-10-31 15:00:01 [-1] 32739.000000 165 DOW caleb_strategy_v1 [20221200] 2022-10-31 15:00:07 [-1] 32735.000000 160 EUR caleb_strategy_v1 [20221200] 2022-10-31 15:00:02 [1] 0.992500 171 FEEDCOW caleb_strategy_v1 [20230300] 2022-10-31 15:30:04 [-1] 181.600000 152 FTSE100 caleb_strategy_v1 [20221200] 2022-10-31 09:00:00 [1] 7042.500000 155 GAS_US caleb_strategy_v1 [20230100] 2022-10-31 14:00:03 [-1] 6.532000 157 GBP caleb_strategy_v1 [20221200] 2022-10-31 15:00:00 [-1] 1.151400 156 GOLD_micro caleb_strategy_v1 [20221200] 2022-10-31 14:00:05 [-1] 1640.400000 153 GOLD_micro caleb_strategy_v1 [20221200] 2022-10-31 14:00:02 [-1] 1640.300000 164 NASDAQ caleb_strategy_v1 [20221200] 2022-10-31 15:00:06 [1] 11413.750000 148 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:02:58 [1] 27545.000000 147 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:02:29 [1] 27545.000000 146 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:01:54 [1] 27540.000000 145 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:01:01 [1] 27535.000000 144 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:00:55 [1] 27530.000000 143 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:00:53 [1] 27535.000000 142 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:00:34 [1] 27530.000000 141 NIKKEI caleb_strategy_v1 [20221200] 2022-10-31 03:00:21 [1] 27535.000000 169 SOYBEAN caleb_strategy_v1 [20231100] 2022-10-31 15:30:02 [1] 1359.000000 168 SOYMEAL caleb_strategy_v1 [20230300] 2022-10-31 15:30:02 [1] 404.400000 162 US30 caleb_strategy_v1 [20221200] 2022-10-31 15:00:04 [1] 129.031250 161 US5 caleb_strategy_v1 [20221200] 2022-10-31 15:00:03 [-1] 106.648438 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 141 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:00:19.393 2022-10-31 03:00:21 2.68922e+06 1.607 142 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:00:34.731 2022-10-31 03:00:34 2.68923e+06 NaN 143 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:00:37.326 2022-10-31 03:00:53 2.68924e+06 15.674 144 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:00:55.705 2022-10-31 03:00:55 2.68926e+06 NaN 145 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:00:58.189 2022-10-31 03:01:01 2.68926e+06 2.811 146 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:01:04.081 2022-10-31 03:01:54 2.68926e+06 49.919 147 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:01:57.142 2022-10-31 03:02:29 2.68932e+06 31.858 148 NIKKEI caleb_strategy_v1 2022-09-30 2022-10-31 03:02:32.252 2022-10-31 03:02:58 2.68935e+06 25.748 149 BUXL caleb_strategy_v1 2022-10-28 2022-10-31 08:00:02.005 2022-10-31 08:00:02 288002 NaN 150 BUND caleb_strategy_v1 2022-10-28 2022-10-31 08:00:03.681 2022-10-31 08:00:03 288004 NaN 151 BUND caleb_strategy_v1 2022-10-28 2022-10-31 08:00:06.120 2022-10-31 08:00:06 288006 NaN 152 FTSE100 caleb_strategy_v1 2022-10-28 2022-10-31 09:00:00.531 2022-10-31 09:00:00 291601 NaN 154 CRUDE_W caleb_strategy_v1 2022-10-28 2022-10-31 14:00:02.813 2022-10-31 14:00:02 309603 NaN 155 GAS_US caleb_strategy_v1 2022-10-28 2022-10-31 14:00:03.852 2022-10-31 14:00:03 309604 NaN 153 GOLD_micro caleb_strategy_v1 2022-10-28 2022-10-31 14:00:02.065 2022-10-31 14:00:02 309602 NaN 156 GOLD_micro caleb_strategy_v1 2022-10-28 2022-10-31 14:00:05.732 2022-10-31 14:00:05 309606 NaN 157 GBP caleb_strategy_v1 2022-10-28 2022-10-31 15:00:00.727 2022-10-31 15:00:00 313201 NaN 159 CHF caleb_strategy_v1 2022-10-28 2022-10-31 15:00:02.134 2022-10-31 15:00:02 313202 NaN 160 EUR caleb_strategy_v1 2022-10-28 2022-10-31 15:00:02.912 2022-10-31 15:00:02 313203 NaN 161 US5 caleb_strategy_v1 2022-10-28 2022-10-31 15:00:03.749 2022-10-31 15:00:03 313204 NaN 162 US30 caleb_strategy_v1 2022-10-28 2022-10-31 15:00:04.525 2022-10-31 15:00:04 313205 NaN 164 NASDAQ caleb_strategy_v1 2022-10-28 2022-10-31 15:00:05.941 2022-10-31 15:00:06 313206 0.059 163 CAD caleb_strategy_v1 2022-10-28 2022-10-31 15:00:05.307 2022-10-31 15:00:05 313205 NaN 166 CAD caleb_strategy_v1 2022-10-28 2022-10-31 15:00:07.889 2022-10-31 15:00:07 313208 NaN 165 DOW caleb_strategy_v1 2022-10-28 2022-10-31 15:00:07.302 2022-10-31 15:00:07 313207 NaN 158 DOW caleb_strategy_v1 2022-10-28 2022-10-31 15:00:01.340 2022-10-31 15:00:01 313201 NaN 167 DOW caleb_strategy_v1 2022-10-28 2022-10-31 15:00:09.318 2022-10-31 15:00:09 313209 NaN 168 SOYMEAL caleb_strategy_v1 2022-10-28 2022-10-31 15:30:01.120 2022-10-31 15:30:02 315001 0.88 169 SOYBEAN caleb_strategy_v1 2022-10-28 2022-10-31 15:30:02.890 2022-10-31 15:30:02 315003 NaN 170 CORN caleb_strategy_v1 2022-10-28 2022-10-31 15:30:03.775 2022-10-31 15:30:03 315004 NaN 171 FEEDCOW caleb_strategy_v1 2022-10-28 2022-10-31 15:30:04.373 2022-10-31 15:30:04 315004 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 141 NIKKEI caleb_strategy_v1 [1] 25975 None 27527.5 27530 27525 27525 27535 -1552.5 -2.5 -5 -10 NaN -7.5 142 NIKKEI caleb_strategy_v1 [1] 25975 None 27532.5 27535 27530 27530 27530 -1557.5 -2.5 5 0 NaN 2.5 143 NIKKEI caleb_strategy_v1 [1] 25975 None 27527.5 27530 27525 27525 27535 -1552.5 -2.5 -5 -10 NaN -7.5 144 NIKKEI caleb_strategy_v1 [1] 25975 None 27532.5 27535 27530 27530 27530 -1557.5 -2.5 5 0 NaN 2.5 145 NIKKEI caleb_strategy_v1 [1] 25975 None 27527.5 27530 27525 27525 27535 -1552.5 -2.5 -5 -10 NaN -7.5 146 NIKKEI caleb_strategy_v1 [1] 25975 None 27532.5 27535 27530 27530 27540 -1557.5 -2.5 -5 -10 NaN -7.5 147 NIKKEI caleb_strategy_v1 [1] 25975 None 27537.5 27540 27535 27535 27545 -1562.5 -2.5 -5 -10 NaN -7.5 148 NIKKEI caleb_strategy_v1 [1] 25975 None 27542.5 27545 27540 27540 27545 -1567.5 -2.5 0 -5 NaN -2.5 149 BUXL caleb_strategy_v1 [-1] 146.4 None 146.4 146.38 146.42 NaN 146.44 -2.84217e-14 -0.02 0.06 NaN NaN 0.04 150 BUND caleb_strategy_v1 [1] 138.93 None 138.92 138.93 138.91 NaN 138.93 0.01 -0.01 0 NaN NaN -0.01 151 BUND caleb_strategy_v1 [1] 138.93 None 138.925 138.93 138.92 NaN 138.95 0.005 -0.005 -0.02 NaN NaN -0.025 152 FTSE100 caleb_strategy_v1 [1] 7068.5 None 7042.5 7043 7042 NaN 7042.5 26 -0.5 0.5 NaN NaN 0 154 CRUDE_W caleb_strategy_v1 [-1] 77 None 76.765 76.74 76.79 NaN 76.76 -0.235 -0.025 0.02 NaN NaN -0.005 155 GAS_US caleb_strategy_v1 [-1] 6.057 None 6.538 6.536 6.54 NaN 6.532 0.481 -0.002 -0.004 NaN NaN -0.006 153 GOLD_micro caleb_strategy_v1 [-1] 1646.9 None 1640.4 1640.3 1640.5 NaN 1640.3 -6.5 -0.1 -0 NaN NaN -0.1 156 GOLD_micro caleb_strategy_v1 [-1] 1646.9 None 1640.4 1640.3 1640.5 NaN 1640.4 -6.5 -0.1 0.1 NaN NaN 0 157 GBP caleb_strategy_v1 [-1] 1.1628 None 1.15145 1.1514 1.1515 NaN 1.1514 -0.01135 -5e-05 -0 NaN NaN -5e-05 159 CHF caleb_strategy_v1 [-1] 1.00895 None 1.0026 1.00255 1.00265 NaN 1.0025 -0.00635 -5e-05 -5e-05 NaN NaN -0.0001 160 EUR caleb_strategy_v1 [1] 0.9994 None 0.992475 0.9925 0.99245 NaN 0.9925 0.006925 -2.5e-05 0 NaN NaN -2.5e-05 161 US5 caleb_strategy_v1 [-1] 106.898 None 106.652 106.648 106.656 NaN 106.648 -0.246094 -0.00390625 5e-07 NaN NaN -0.00390575 162 US30 caleb_strategy_v1 [1] 129.312 None 129.016 129.031 129 NaN 129.031 0.296875 -0.015625 0 NaN NaN -0.015625 164 NASDAQ caleb_strategy_v1 [1] 11562 None 11413 11413.2 11412.8 NaN 11413.8 149 -0.25 -0.5 NaN NaN -0.75 163 CAD caleb_strategy_v1 [1] 0.7348 None 0.732825 0.73285 0.7328 NaN 0.73285 0.001975 -2.5e-05 0 NaN NaN -2.5e-05 166 CAD caleb_strategy_v1 [1] 0.7348 None 0.732825 0.73285 0.7328 NaN 0.73285 0.001975 -2.5e-05 0 NaN NaN -2.5e-05 165 DOW caleb_strategy_v1 [-1] 32850 None 32739.5 32739 32740 NaN 32735 -110.5 -0.5 -4 NaN NaN -4.5 158 DOW caleb_strategy_v1 [-1] 32850 None 32740 32739 32741 NaN 32739 -110 -1 -0 NaN NaN -1 167 DOW caleb_strategy_v1 [-1] 32850 None 32736 32735 32737 NaN 32736 -114 -1 1 NaN NaN 0 168 SOYMEAL caleb_strategy_v1 [1] 405.5 None 404.3 404.4 404.2 NaN 404.4 1.2 -0.1 0 NaN NaN -0.1 169 SOYBEAN caleb_strategy_v1 [1] 1358.75 None 1358.62 1359 1358.25 NaN 1359 0.125 -0.375 0 NaN NaN -0.375 170 CORN caleb_strategy_v1 [-1] 619.25 None 622.125 622 622.25 NaN 622 2.875 -0.125 -0 NaN NaN -0.125 171 FEEDCOW caleb_strategy_v1 [-1] 182.6 None 181.637 181.6 181.675 NaN 181.6 -0.9625 -0.0375 -0 NaN NaN -0.0375 ================================================================================================================================================================== 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 141 NIKKEI caleb_strategy_v1 [1] 4957.13 -3131.85 -5.04324 -10.0865 -20.173 NaN -15.1297 142 NIKKEI caleb_strategy_v1 [1] 4957.13 -3141.94 -5.04324 10.0865 0 NaN 5.04324 143 NIKKEI caleb_strategy_v1 [1] 4957.13 -3131.85 -5.04324 -10.0865 -20.173 NaN -15.1297 144 NIKKEI caleb_strategy_v1 [1] 4957.13 -3141.94 -5.04324 10.0865 0 NaN 5.04324 145 NIKKEI caleb_strategy_v1 [1] 4957.13 -3131.85 -5.04324 -10.0865 -20.173 NaN -15.1297 146 NIKKEI caleb_strategy_v1 [1] 4957.13 -3141.94 -5.04324 -10.0865 -20.173 NaN -15.1297 147 NIKKEI caleb_strategy_v1 [1] 4957.13 -3152.02 -5.04324 -10.0865 -20.173 NaN -15.1297 148 NIKKEI caleb_strategy_v1 [1] 4957.13 -3162.11 -5.04324 0 -10.0865 NaN -5.04324 149 BUXL caleb_strategy_v1 [-1] 40.2113 -7.0681e-12 -4.97373 14.9212 NaN NaN 9.94746 150 BUND caleb_strategy_v1 [1] 15.2422 6.56075 -6.56075 0 NaN NaN -6.56075 151 BUND caleb_strategy_v1 [1] 15.2422 3.28037 -3.28037 -13.1215 NaN NaN -16.4019 152 FTSE100 caleb_strategy_v1 [1] 942.999 275.716 -5.30224 5.30224 NaN NaN 0 154 CRUDE_W caleb_strategy_v1 [-1] 27.6051 -85.1292 -9.0563 7.24504 NaN NaN -1.81126 155 GAS_US caleb_strategy_v1 [-1] 4.26169 1128.66 -4.69297 -9.38594 NaN NaN -14.0789 153 GOLD_micro caleb_strategy_v1 [-1] 260.016 -249.985 -3.84592 -0 NaN NaN -3.84592 156 GOLD_micro caleb_strategy_v1 [-1] 260.016 -249.985 -3.84592 3.84592 NaN NaN 0 157 GBP caleb_strategy_v1 [-1] 0.171812 -660.607 -2.91016 -0 NaN NaN -2.91016 159 CHF caleb_strategy_v1 [-1] 0.0973724 -652.135 -5.13492 -5.13492 NaN NaN -10.2698 160 EUR caleb_strategy_v1 [1] 0.112728 614.309 -2.21772 0 NaN NaN -2.21772 161 US5 caleb_strategy_v1 [-1] 6.12113 -402.04 -6.38158 0.000816843 NaN NaN -6.38077 162 US30 caleb_strategy_v1 [1] 26.3582 112.631 -5.92795 0 NaN NaN -5.92795 164 NASDAQ caleb_strategy_v1 [1] 3831.37 388.895 -0.652509 -1.30502 NaN NaN -1.95753 163 CAD caleb_strategy_v1 [1] 0.0684637 288.474 -3.65157 0 NaN NaN -3.65157 166 CAD caleb_strategy_v1 [1] 0.0684637 288.474 -3.65157 0 NaN NaN -3.65157 165 DOW caleb_strategy_v1 [-1] 6573.13 -168.109 -0.760673 -6.08538 NaN NaN -6.84606 158 DOW caleb_strategy_v1 [-1] 6573.13 -167.348 -1.52135 -0 NaN NaN -1.52135 167 DOW caleb_strategy_v1 [-1] 6573.13 -173.433 -1.52135 1.52135 NaN NaN 0 168 SOYMEAL caleb_strategy_v1 [1] 95.0417 126.26 -10.5217 0 NaN NaN -10.5217 169 SOYBEAN caleb_strategy_v1 [1] 225.751 5.53707 -16.6112 0 NaN NaN -16.6112 170 CORN caleb_strategy_v1 [-1] 103.835 276.88 -12.0383 -0 NaN NaN -12.0383 171 FEEDCOW caleb_strategy_v1 [-1] 22.9907 -418.647 -16.3109 -0 NaN NaN -16.3109 ============================================================================================================================================================================= 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 141 NIKKEI caleb_strategy_v1 [1] 0.672423 -1043.94 -1.68106 -3.36211 -6.72423 NaN -5.04317 142 NIKKEI caleb_strategy_v1 [1] 0.672423 -1047.3 -1.68106 3.36211 0 NaN 1.68106 143 NIKKEI caleb_strategy_v1 [1] 0.672423 -1043.94 -1.68106 -3.36211 -6.72423 NaN -5.04317 144 NIKKEI caleb_strategy_v1 [1] 0.672423 -1047.3 -1.68106 3.36211 0 NaN 1.68106 145 NIKKEI caleb_strategy_v1 [1] 0.672423 -1043.94 -1.68106 -3.36211 -6.72423 NaN -5.04317 146 NIKKEI caleb_strategy_v1 [1] 0.672423 -1047.3 -1.68106 -3.36211 -6.72423 NaN -5.04317 147 NIKKEI caleb_strategy_v1 [1] 0.672423 -1050.66 -1.68106 -3.36211 -6.72423 NaN -5.04317 148 NIKKEI caleb_strategy_v1 [1] 0.672423 -1054.02 -1.68106 0 -3.36211 NaN -1.68106 149 BUXL caleb_strategy_v1 [-1] 988.17 -2.80855e-11 -19.7634 59.2902 NaN NaN 39.5268 150 BUND caleb_strategy_v1 [1] 988.17 9.8817 -9.8817 0 NaN NaN -9.8817 151 BUND caleb_strategy_v1 [1] 988.17 4.94085 -4.94085 -19.7634 NaN NaN -24.7042 152 FTSE100 caleb_strategy_v1 [1] 11.4663 298.123 -5.73313 5.73313 NaN NaN 0 154 CRUDE_W caleb_strategy_v1 [-1] 1000 -235 -25 20 NaN NaN -5 155 GAS_US caleb_strategy_v1 [-1] 10000 4810 -20 -40 NaN NaN -60 153 GOLD_micro caleb_strategy_v1 [-1] 10 -65 -1 -0 NaN NaN -1 156 GOLD_micro caleb_strategy_v1 [-1] 10 -65 -1 1 NaN NaN 0 157 GBP caleb_strategy_v1 [-1] 62500 -709.375 -3.125 -0 NaN NaN -3.125 159 CHF caleb_strategy_v1 [-1] 125000 -793.75 -6.25 -6.25 NaN NaN -12.5 160 EUR caleb_strategy_v1 [1] 125000 865.625 -3.125 0 NaN NaN -3.125 161 US5 caleb_strategy_v1 [-1] 1000 -246.094 -3.90625 0.0005 NaN NaN -3.90575 162 US30 caleb_strategy_v1 [1] 1000 296.875 -15.625 0 NaN NaN -15.625 164 NASDAQ caleb_strategy_v1 [1] 20 2980 -5 -10 NaN NaN -15 163 CAD caleb_strategy_v1 [1] 100000 197.5 -2.5 0 NaN NaN -2.5 166 CAD caleb_strategy_v1 [1] 100000 197.5 -2.5 0 NaN NaN -2.5 165 DOW caleb_strategy_v1 [-1] 0.5 -55.25 -0.25 -2 NaN NaN -2.25 158 DOW caleb_strategy_v1 [-1] 0.5 -55 -0.5 -0 NaN NaN -0.5 167 DOW caleb_strategy_v1 [-1] 0.5 -57 -0.5 0.5 NaN NaN 0 168 SOYMEAL caleb_strategy_v1 [1] 100 120 -10 0 NaN NaN -10 169 SOYBEAN caleb_strategy_v1 [1] 50 6.25 -18.75 0 NaN NaN -18.75 170 CORN caleb_strategy_v1 [-1] 50 143.75 -6.25 -0 NaN NaN -6.25 171 FEEDCOW caleb_strategy_v1 [-1] 500 -481.25 -18.75 -0 NaN NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BUND 1.482255e+01 BUXL -2.808548e-11 CAD 3.950000e+02 CHF -7.937500e+02 CORN 1.437500e+02 CRUDE_W -2.350000e+02 DOW -1.672500e+02 EUR 8.656250e+02 FEEDCOW -4.812500e+02 FTSE100 2.981225e+02 GAS_US 4.810000e+03 GBP -7.093750e+02 GOLD_micro -1.300000e+02 NASDAQ 2.980000e+03 NIKKEI -8.378386e+03 SOYBEAN 6.250000e+00 SOYMEAL 1.200000e+02 US30 2.968750e+02 US5 -2.460938e+02 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 -1210.659348 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BUND -14.822550 BUXL -19.763400 CAD -5.000000 CHF -6.250000 CORN -6.250000 CRUDE_W -25.000000 DOW -1.250000 EUR -3.125000 FEEDCOW -18.750000 FTSE100 -5.733125 GAS_US -20.000000 GBP -3.125000 GOLD_micro -2.000000 NASDAQ -5.000000 NIKKEI -13.448452 SOYBEAN -18.750000 SOYMEAL -10.000000 US30 -15.625000 US5 -3.906250 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -197.798777 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BUND -19.763400 BUXL 59.290200 CAD 0.000000 CHF -6.250000 CORN -0.000000 CRUDE_W 20.000000 DOW -1.500000 EUR 0.000000 FEEDCOW -0.000000 FTSE100 5.733125 GAS_US -40.000000 GBP -0.000000 GOLD_micro 1.000000 NASDAQ -10.000000 NIKKEI -10.086339 SOYBEAN 0.000000 SOYMEAL 0.000000 US30 0.000000 US5 0.000500 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 -1.575914 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BUND 0.000000 BUXL 0.000000 CAD 0.000000 CHF 0.000000 CORN 0.000000 CRUDE_W 0.000000 DOW 0.000000 EUR 0.000000 FEEDCOW 0.000000 FTSE100 0.000000 GAS_US 0.000000 GBP 0.000000 GOLD_micro 0.000000 NASDAQ 0.000000 NIKKEI -36.983243 SOYBEAN 0.000000 SOYMEAL 0.000000 US30 0.000000 US5 0.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -36.983243 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BUND 0 BUXL 0 CAD 0 CHF 0 CORN 0 CRUDE_W 0 DOW 0 EUR 0 FEEDCOW 0 FTSE100 0 GAS_US 0 GBP 0 GOLD_micro 0 NASDAQ 0 NIKKEI 0 SOYBEAN 0 SOYMEAL 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 BUND -34.585950 BUXL 39.526800 CAD -5.000000 CHF -12.500000 CORN -6.250000 CRUDE_W -5.000000 DOW -2.750000 EUR -3.125000 FEEDCOW -18.750000 FTSE100 0.000000 GAS_US -60.000000 GBP -3.125000 GOLD_micro -1.000000 NASDAQ -15.000000 NIKKEI -23.534791 SOYBEAN -18.750000 SOYMEAL -10.000000 US30 -15.625000 US5 -3.905750 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -199.374691 ******************************************************************************** END OF REPORT ********************************************************************************