******************************************************************************** Trades report report produced on 08/12/2022 21:35 from 07/12/2022 21:35 to 08/12/2022 21:35 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 514 BOBL caleb_strategy_v1 [20230300] 2022-12-08 08:00:02 [1] 119.900000 515 BUXL caleb_strategy_v1 [20230300] 2022-12-08 08:00:03 [-1] 163.000000 516 CAC caleb_strategy_v1 [20221200] 2022-12-08 08:00:05 [1] 6675.500000 517 CAC caleb_strategy_v1 [20221200] 2022-12-08 08:00:08 [1] 6677.000000 524 CAD caleb_strategy_v1 [20221200] 2022-12-08 15:00:20 [-1] 0.736350 518 COPPER caleb_strategy_v1 [20230300] 2022-12-08 14:00:01 [1] 3.899000 526 DOW caleb_strategy_v1 [20221200] 2022-12-08 15:00:41 [1] 33876.000000 533 DOW caleb_strategy_v1 [20221200] 2022-12-08 15:05:21 [1] 33879.000000 530 DOW caleb_strategy_v1 [20221200] 2022-12-08 15:05:09 [1] 33887.000000 521 GBP caleb_strategy_v1 [20221200] 2022-12-08 15:00:06 [-1] 1.223100 519 JPY caleb_strategy_v1 [20221200] 2022-12-08 15:00:02 [-1] 0.007332 551 LEANHOG caleb_strategy_v1 [20230200] 2022-12-08 15:30:17 [1] 84.375000 523 NASDAQ caleb_strategy_v1 [20221200] 2022-12-08 15:00:09 [1] 11609.750000 512 NIKKEI caleb_strategy_v1 [20221200] 2022-12-08 03:04:04 [-1] 27495.000000 511 NIKKEI caleb_strategy_v1 [20221200] 2022-12-08 03:00:32 [-1] 27495.000000 513 NIKKEI caleb_strategy_v1 [20221200] 2022-12-08 03:04:09 [-1] 27490.000000 527 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:00:42 [1] 1841.500000 537 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:30 [1] 1845.700000 536 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:24 [1] 1846.000000 534 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:05:22 [1] 1842.900000 531 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:05:12 [1] 1842.300000 548 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:11:11 [1] 1846.800000 547 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:11:07 [1] 1846.700000 546 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:11:04 [1] 1846.800000 545 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:11:02 [1] 1846.800000 544 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:11:00 [1] 1846.600000 540 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:41 [1] 1846.400000 541 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:42 [1] 1846.400000 542 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:48 [1] 1846.800000 543 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:55 [1] 1846.600000 538 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:35 [1] 1846.300000 539 RUSSELL caleb_strategy_v1 [20230300] 2022-12-08 15:10:36 [1] 1846.800000 550 SOYBEAN caleb_strategy_v1 [20231100] 2022-12-08 15:30:16 [-1] 1393.000000 522 SP400 caleb_strategy_v1 [20221200] 2022-12-08 15:00:08 [-1] 2505.200000 528 SP500 caleb_strategy_v1 [20230300] 2022-12-08 15:00:43 [-1] 3997.750000 520 US5 caleb_strategy_v1 [20230300] 2022-12-08 15:00:04 [1] 109.140625 532 VIX caleb_strategy_v1 [20230200] 2022-12-08 15:05:21 [-1] 25.550000 529 VIX caleb_strategy_v1 [20230200] 2022-12-08 15:05:08 [-1] 25.500000 535 VIX caleb_strategy_v1 [20230200] 2022-12-08 15:10:24 [-1] 25.500000 525 VIX caleb_strategy_v1 [20230200] 2022-12-08 15:00:40 [-1] 25.550000 549 WHEAT caleb_strategy_v1 [20231200] 2022-12-08 15:30:02 [-1] 776.000000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 512 NIKKEI caleb_strategy_v1 2022-12-05 2022-12-08 03:02:52.765 2022-12-08 03:04:04 270173 71.235 513 NIKKEI caleb_strategy_v1 2022-12-05 2022-12-08 03:04:06.178 2022-12-08 03:04:09 270246 2.822 511 NIKKEI caleb_strategy_v1 2022-12-05 2022-12-08 03:00:17.856 2022-12-08 03:00:32 270018 14.144 514 BOBL caleb_strategy_v1 2022-12-06 2022-12-08 08:00:02.097 2022-12-08 08:00:02 201602 NaN 515 BUXL caleb_strategy_v1 2022-12-06 2022-12-08 08:00:03.753 2022-12-08 08:00:03 201604 NaN 516 CAC caleb_strategy_v1 2022-12-06 2022-12-08 08:00:04.802 2022-12-08 08:00:05 201605 0.198 517 CAC caleb_strategy_v1 2022-12-06 2022-12-08 08:00:06.748 2022-12-08 08:00:08 201607 1.252 518 COPPER caleb_strategy_v1 2022-12-06 2022-12-08 14:00:01.005 2022-12-08 14:00:01 223201 NaN 519 JPY caleb_strategy_v1 2022-12-06 2022-12-08 15:00:01.186 2022-12-08 15:00:02 226801 0.814 520 US5 caleb_strategy_v1 2022-12-06 2022-12-08 15:00:03.294 2022-12-08 15:00:04 226803 0.706 521 GBP caleb_strategy_v1 2022-12-06 2022-12-08 15:00:05.018 2022-12-08 15:00:06 226805 0.982 522 SP400 caleb_strategy_v1 2022-12-06 2022-12-08 15:00:07.026 2022-12-08 15:00:08 226807 0.974 523 NASDAQ caleb_strategy_v1 2022-12-06 2022-12-08 15:00:09.320 2022-12-08 15:00:09 226809 NaN 524 CAD caleb_strategy_v1 2022-12-06 2022-12-08 15:00:10.242 2022-12-08 15:00:20 226810 9.758 528 SP500 caleb_strategy_v1 2022-12-06 2022-12-08 15:00:43.725 2022-12-08 15:00:43 226844 NaN 530 DOW caleb_strategy_v1 2022-12-06 2022-12-08 15:05:09.576 2022-12-08 15:05:09 227110 NaN 533 DOW caleb_strategy_v1 2022-12-06 2022-12-08 15:05:21.791 2022-12-08 15:05:21 227122 NaN 526 DOW caleb_strategy_v1 2022-12-06 2022-12-08 15:00:41.349 2022-12-08 15:00:41 226841 NaN 529 VIX caleb_strategy_v1 2022-12-06 2022-12-08 15:03:24.072 2022-12-08 15:05:08 227004 103.928 532 VIX caleb_strategy_v1 2022-12-06 2022-12-08 15:05:13.847 2022-12-08 15:05:21 227114 7.153 525 VIX caleb_strategy_v1 2022-12-06 2022-12-08 15:00:22.207 2022-12-08 15:00:40 226822 17.793 535 VIX caleb_strategy_v1 2022-12-06 2022-12-08 15:05:24.124 2022-12-08 15:10:24 227124 299.876 544 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:56.871 2022-12-08 15:11:00 227457 3.129 545 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:11:02.228 2022-12-08 15:11:02 227462 NaN 546 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:11:04.138 2022-12-08 15:11:04 227464 NaN 547 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:11:05.747 2022-12-08 15:11:07 227466 1.253 548 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:11:09.334 2022-12-08 15:11:11 227469 1.666 527 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:00:42.257 2022-12-08 15:00:42 226842 NaN 531 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:05:10.400 2022-12-08 15:05:12 227110 1.6 534 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:05:22.529 2022-12-08 15:05:22 227123 NaN 536 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:24.841 2022-12-08 15:10:24 227425 NaN 537 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:26.312 2022-12-08 15:10:30 227426 3.688 538 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:32.327 2022-12-08 15:10:35 227432 2.673 539 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:36.448 2022-12-08 15:10:36 227436 NaN 540 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:38.426 2022-12-08 15:10:41 227438 2.574 541 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:42.684 2022-12-08 15:10:42 227443 NaN 542 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:44.420 2022-12-08 15:10:48 227444 3.58 543 RUSSELL caleb_strategy_v1 2022-12-06 2022-12-08 15:10:50.040 2022-12-08 15:10:55 227450 4.96 549 WHEAT caleb_strategy_v1 2022-12-06 2022-12-08 15:30:01.421 2022-12-08 15:30:02 228601 0.579 550 SOYBEAN caleb_strategy_v1 2022-12-06 2022-12-08 15:30:03.531 2022-12-08 15:30:16 228604 12.469 551 LEANHOG caleb_strategy_v1 2022-12-05 2022-12-08 15:30:16.778 2022-12-08 15:30:17 315017 0.222 ========================================================================================================================================================================================================================================== 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 512 NIKKEI caleb_strategy_v1 [-1] 27840 None 27497.5 27495 27500 27500 27495 -342.5 -2.5 -0 -5 NaN -2.5 513 NIKKEI caleb_strategy_v1 [-1] 27840 None 27497.5 27495 27500 27500 27490 -342.5 -2.5 -5 -10 NaN -7.5 511 NIKKEI caleb_strategy_v1 [-1] 27840 None 27492.5 27490 27495 27495 27495 -347.5 -2.5 5 -0 NaN 2.5 514 BOBL caleb_strategy_v1 [1] 119.87 None 119.895 119.9 119.89 119.89 119.9 -0.025 -0.005 0 -0.01 NaN -0.005 515 BUXL caleb_strategy_v1 [-1] 164.3 None 162.98 162.96 163 163 163 -1.32 -0.02 0.04 -0 NaN 0.02 516 CAC caleb_strategy_v1 [1] 6688 None 6675.5 6676 6675 6675 6675.5 12.5 -0.5 0.5 -0.5 NaN 0 517 CAC caleb_strategy_v1 [1] 6688 None 6675.5 6676 6675 6675 6677 12.5 -0.5 -1 -2 NaN -1.5 518 COPPER caleb_strategy_v1 [1] 3.8185 None 3.89925 3.8995 3.899 3.899 3.899 -0.08075 -0.00025 0.0005 0 NaN 0.00025 519 JPY caleb_strategy_v1 [-1] 0.0073135 None 0.00733225 0.007332 0.0073325 0.0073325 0.007332 1.875e-05 -2.5e-07 -0 -5e-07 NaN -2.5e-07 520 US5 caleb_strategy_v1 [1] 108.906 None 109.145 109.148 109.141 109.141 109.141 -0.238281 -0.00390625 0.0078125 0 NaN 0.00390625 521 GBP caleb_strategy_v1 [-1] 1.2144 None 1.22325 1.2232 1.2233 1.2233 1.2231 0.00885 -5e-05 -0.0001 -0.0002 NaN -0.00015 522 SP400 caleb_strategy_v1 [-1] 2480.6 None 2504.95 2504.7 2505.2 2505.2 2505.2 24.35 -0.25 0.5 -4.54747e-13 NaN 0.25 523 NASDAQ caleb_strategy_v1 [1] 11563.8 None 11610.2 11610.5 11610 NaN 11609.8 -46.5 -0.25 0.75 NaN NaN 0.5 524 CAD caleb_strategy_v1 [-1] 0.7321 None 0.736325 0.7363 0.73635 0.73635 0.73635 0.004225 -2.5e-05 5e-05 -1.11022e-16 NaN 2.5e-05 528 SP500 caleb_strategy_v1 [-1] 3975.75 None 3997.88 3997.75 3998 3998 3997.75 22.125 -0.125 -0 -0.25 NaN -0.125 530 DOW caleb_strategy_v1 [1] 33540 None 33875 33876 33874 33874 33887 -335 -1 -11 -13 NaN -12 533 DOW caleb_strategy_v1 [1] 33540 None 33877 33878 33876 NaN 33879 -337 -1 -1 NaN NaN -2 526 DOW caleb_strategy_v1 [1] 33540 None 33877 33878 33876 33876 33876 -337 -1 2 0 NaN 1 529 VIX caleb_strategy_v1 [-1] 25.55 None 25.575 25.55 25.6 25.6 25.5 0.025 -0.025 -0.05 -0.1 NaN -0.075 532 VIX caleb_strategy_v1 [-1] 25.55 None 25.525 25.5 25.55 25.55 25.55 -0.025 -0.025 0.05 -0 NaN 0.025 525 VIX caleb_strategy_v1 [-1] 25.55 None 25.525 25.5 25.55 25.55 25.55 -0.025 -0.025 0.05 -0 NaN 0.025 535 VIX caleb_strategy_v1 [-1] 25.55 None 25.525 25.5 25.55 25.55 25.5 -0.025 -0.025 -0 -0.05 NaN -0.025 544 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.3 1846.4 1846.2 1846.2 1846.6 -17.1 -0.1 -0.2 -0.4 NaN -0.3 545 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.55 1846.7 1846.4 1846.4 1846.8 -17.35 -0.15 -0.1 -0.4 NaN -0.25 546 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.6 1846.8 1846.4 NaN 1846.8 -17.4 -0.2 0 NaN NaN -0.2 547 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.6 1846.8 1846.4 1846.4 1846.7 -17.4 -0.2 0.1 -0.3 NaN -0.1 548 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.65 1846.9 1846.4 1846.4 1846.8 -17.45 -0.25 0.1 -0.4 NaN -0.15 527 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1841.15 1841.3 1841 1841 1841.5 -11.95 -0.15 -0.2 -0.5 NaN -0.35 531 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1842.4 1842.5 1842.3 1842.3 1842.3 -13.2 -0.1 0.2 2.27374e-13 NaN 0.1 534 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1842.75 1842.9 1842.6 1842.6 1842.9 -13.55 -0.15 0 -0.3 NaN -0.15 536 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1845.7 1845.8 1845.6 1845.6 1846 -16.5 -0.1 -0.2 -0.4 NaN -0.3 537 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1845.85 1846 1845.7 1845.7 1845.7 -16.65 -0.15 0.3 0 NaN 0.15 538 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1845.9 1846.1 1845.7 1845.7 1846.3 -16.7 -0.2 -0.2 -0.6 NaN -0.4 539 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.1 1846.3 1845.9 1845.9 1846.8 -16.9 -0.2 -0.5 -0.9 NaN -0.7 540 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.65 1846.9 1846.4 1846.4 1846.4 -17.45 -0.25 0.5 0 NaN 0.25 541 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.25 1846.4 1846.1 1846.1 1846.4 -17.05 -0.15 0 -0.3 NaN -0.15 542 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.55 1846.7 1846.4 1846.4 1846.8 -17.35 -0.15 -0.1 -0.4 NaN -0.25 543 RUSSELL caleb_strategy_v1 [1] 1829.2 None 1846.7 1846.8 1846.6 1846.6 1846.6 -17.5 -0.1 0.2 2.27374e-13 NaN 0.1 549 WHEAT caleb_strategy_v1 [-1] 767 None 776.375 776 776.75 776.75 776 9.375 -0.375 -0 -0.75 NaN -0.375 550 SOYBEAN caleb_strategy_v1 [-1] 1388 None 1392.62 1392.25 1393 1393 1393 4.625 -0.375 0.75 -0 NaN 0.375 551 LEANHOG caleb_strategy_v1 [1] 90.525 None 84.3625 84.375 84.35 84.35 84.375 6.1625 -0.0125 0 -0.025 NaN -0.0125 ================================================================================================================================================================ 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 512 NIKKEI caleb_strategy_v1 [-1] 4418.87 -775.085 -5.65755 -0 -11.3151 NaN -5.65755 513 NIKKEI caleb_strategy_v1 [-1] 4418.87 -775.085 -5.65755 -11.3151 -22.6302 NaN -16.9727 511 NIKKEI caleb_strategy_v1 [-1] 4418.87 -786.4 -5.65755 11.3151 -0 NaN 5.65755 514 BOBL caleb_strategy_v1 [1] 6.5783 -38.0037 -7.60075 0 -15.2015 NaN -7.60075 515 BUXL caleb_strategy_v1 [-1] 33.2129 -397.436 -6.02175 12.0435 -0 NaN 6.02175 516 CAC caleb_strategy_v1 [1] 941.108 132.822 -5.31289 5.31289 -5.31289 NaN 0 517 CAC caleb_strategy_v1 [1] 941.108 132.822 -5.31289 -10.6258 -21.2516 NaN -15.9387 518 COPPER caleb_strategy_v1 [1] 1.12713 -716.424 -2.21803 4.43606 0 NaN 2.21803 519 JPY caleb_strategy_v1 [-1] 0.000968325 193.633 -2.58178 -0 -5.16355 NaN -2.58178 520 US5 caleb_strategy_v1 [1] 6.20605 -383.95 -6.29426 12.5885 0 NaN 6.29426 521 GBP caleb_strategy_v1 [-1] 0.166772 530.663 -2.9981 -5.9962 -11.9924 NaN -8.9943 522 SP400 caleb_strategy_v1 [-1] 616.361 395.061 -4.05606 8.11213 -7.37794e-12 NaN 4.05606 523 NASDAQ caleb_strategy_v1 [1] 3684.46 -126.206 -0.678525 2.03558 NaN NaN 1.35705 524 CAD caleb_strategy_v1 [-1] 0.0691276 611.188 -3.6165 7.233 -1.60605e-11 NaN 3.6165 528 SP500 caleb_strategy_v1 [-1] 913.287 242.257 -1.36868 -0 -2.73737 NaN -1.36868 530 DOW caleb_strategy_v1 [1] 5955.86 -562.471 -1.67902 -18.4692 -21.8272 NaN -20.1482 533 DOW caleb_strategy_v1 [1] 5955.86 -565.829 -1.67902 -1.67902 NaN NaN -3.35804 526 DOW caleb_strategy_v1 [1] 5955.86 -565.829 -1.67902 3.35804 0 NaN 1.67902 529 VIX caleb_strategy_v1 [-1] 8.30859 30.0894 -30.0894 -60.1787 -120.357 NaN -90.2681 532 VIX caleb_strategy_v1 [-1] 8.30859 -30.0894 -30.0894 60.1787 -0 NaN 30.0894 525 VIX caleb_strategy_v1 [-1] 8.30859 -30.0894 -30.0894 60.1787 -0 NaN 30.0894 535 VIX caleb_strategy_v1 [-1] 8.30859 -30.0894 -30.0894 -0 -60.1787 NaN -30.0894 544 RUSSELL caleb_strategy_v1 [1] 511.945 -334.02 -1.95333 -3.90667 -7.81334 NaN -5.86 545 RUSSELL caleb_strategy_v1 [1] 511.945 -338.904 -2.93 -1.95333 -7.81334 NaN -4.88334 546 RUSSELL caleb_strategy_v1 [1] 511.945 -339.88 -3.90667 0 NaN NaN -3.90667 547 RUSSELL caleb_strategy_v1 [1] 511.945 -339.88 -3.90667 1.95333 -5.86 NaN -1.95333 548 RUSSELL caleb_strategy_v1 [1] 511.945 -340.857 -4.88334 1.95333 -7.81334 NaN -2.93 527 RUSSELL caleb_strategy_v1 [1] 511.945 -233.423 -2.93 -3.90667 -9.76667 NaN -6.83667 531 RUSSELL caleb_strategy_v1 [1] 511.945 -257.84 -1.95333 3.90667 4.44137e-12 NaN 1.95333 534 RUSSELL caleb_strategy_v1 [1] 511.945 -264.677 -2.93 0 -5.86 NaN -2.93 536 RUSSELL caleb_strategy_v1 [1] 511.945 -322.3 -1.95333 -3.90667 -7.81334 NaN -5.86 537 RUSSELL caleb_strategy_v1 [1] 511.945 -325.23 -2.93 5.86 0 NaN 2.93 538 RUSSELL caleb_strategy_v1 [1] 511.945 -326.207 -3.90667 -3.90667 -11.72 NaN -7.81334 539 RUSSELL caleb_strategy_v1 [1] 511.945 -330.114 -3.90667 -9.76667 -17.58 NaN -13.6733 540 RUSSELL caleb_strategy_v1 [1] 511.945 -340.857 -4.88334 9.76667 0 NaN 4.88334 541 RUSSELL caleb_strategy_v1 [1] 511.945 -333.044 -2.93 0 -5.86 NaN -2.93 542 RUSSELL caleb_strategy_v1 [1] 511.945 -338.904 -2.93 -1.95333 -7.81334 NaN -4.88334 543 RUSSELL caleb_strategy_v1 [1] 511.945 -341.834 -1.95333 3.90667 4.44137e-12 NaN 1.95333 549 WHEAT caleb_strategy_v1 [-1] 228.853 409.652 -16.3861 -0 -32.7721 NaN -16.3861 550 SOYBEAN caleb_strategy_v1 [-1] 222.431 207.93 -16.8592 33.7184 -0 NaN 16.8592 551 LEANHOG caleb_strategy_v1 [1] 27.1742 2267.78 -4.59995 0 -9.1999 NaN -4.59995 =========================================================================================================================================================================== 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 512 NIKKEI caleb_strategy_v1 [-1] 0.731617 -250.579 -1.82904 -0 -3.65809 NaN -1.82904 513 NIKKEI caleb_strategy_v1 [-1] 0.731617 -250.579 -1.82904 -3.65809 -7.31617 NaN -5.48713 511 NIKKEI caleb_strategy_v1 [-1] 0.731617 -254.237 -1.82904 3.65809 -0 NaN 1.82904 514 BOBL caleb_strategy_v1 [1] 1055.69 -26.3923 -5.27845 0 -10.5569 NaN -5.27845 515 BUXL caleb_strategy_v1 [-1] 1055.69 -1393.51 -21.1138 42.2276 -0 NaN 21.1138 516 CAC caleb_strategy_v1 [1] 10.5569 131.961 -5.27845 5.27845 -5.27845 NaN 0 517 CAC caleb_strategy_v1 [1] 10.5569 131.961 -5.27845 -10.5569 -21.1138 NaN -15.8354 518 COPPER caleb_strategy_v1 [1] 25000 -2018.75 -6.25 12.5 0 NaN 6.25 519 JPY caleb_strategy_v1 [-1] 1.25e+07 234.375 -3.125 -0 -6.25 NaN -3.125 520 US5 caleb_strategy_v1 [1] 1000 -238.281 -3.90625 7.8125 0 NaN 3.90625 521 GBP caleb_strategy_v1 [-1] 62500 553.125 -3.125 -6.25 -12.5 NaN -9.375 522 SP400 caleb_strategy_v1 [-1] 100 2435 -25 50 -4.54747e-11 NaN 25 523 NASDAQ caleb_strategy_v1 [1] 20 -930 -5 15 NaN NaN 10 524 CAD caleb_strategy_v1 [-1] 100000 422.5 -2.5 5 -1.11022e-11 NaN 2.5 528 SP500 caleb_strategy_v1 [-1] 50 1106.25 -6.25 -0 -12.5 NaN -6.25 530 DOW caleb_strategy_v1 [1] 0.5 -167.5 -0.5 -5.5 -6.5 NaN -6 533 DOW caleb_strategy_v1 [1] 0.5 -168.5 -0.5 -0.5 NaN NaN -1 526 DOW caleb_strategy_v1 [1] 0.5 -168.5 -0.5 1 0 NaN 0.5 529 VIX caleb_strategy_v1 [-1] 1000 25 -25 -50 -100 NaN -75 532 VIX caleb_strategy_v1 [-1] 1000 -25 -25 50 -0 NaN 25 525 VIX caleb_strategy_v1 [-1] 1000 -25 -25 50 -0 NaN 25 535 VIX caleb_strategy_v1 [-1] 1000 -25 -25 -0 -50 NaN -25 544 RUSSELL caleb_strategy_v1 [1] 5 -85.5 -0.5 -1 -2 NaN -1.5 545 RUSSELL caleb_strategy_v1 [1] 5 -86.75 -0.75 -0.5 -2 NaN -1.25 546 RUSSELL caleb_strategy_v1 [1] 5 -87 -1 0 NaN NaN -1 547 RUSSELL caleb_strategy_v1 [1] 5 -87 -1 0.5 -1.5 NaN -0.5 548 RUSSELL caleb_strategy_v1 [1] 5 -87.25 -1.25 0.5 -2 NaN -0.75 527 RUSSELL caleb_strategy_v1 [1] 5 -59.75 -0.75 -1 -2.5 NaN -1.75 531 RUSSELL caleb_strategy_v1 [1] 5 -66 -0.5 1 1.13687e-12 NaN 0.5 534 RUSSELL caleb_strategy_v1 [1] 5 -67.75 -0.75 0 -1.5 NaN -0.75 536 RUSSELL caleb_strategy_v1 [1] 5 -82.5 -0.5 -1 -2 NaN -1.5 537 RUSSELL caleb_strategy_v1 [1] 5 -83.25 -0.75 1.5 0 NaN 0.75 538 RUSSELL caleb_strategy_v1 [1] 5 -83.5 -1 -1 -3 NaN -2 539 RUSSELL caleb_strategy_v1 [1] 5 -84.5 -1 -2.5 -4.5 NaN -3.5 540 RUSSELL caleb_strategy_v1 [1] 5 -87.25 -1.25 2.5 0 NaN 1.25 541 RUSSELL caleb_strategy_v1 [1] 5 -85.25 -0.75 0 -1.5 NaN -0.75 542 RUSSELL caleb_strategy_v1 [1] 5 -86.75 -0.75 -0.5 -2 NaN -1.25 543 RUSSELL caleb_strategy_v1 [1] 5 -87.5 -0.5 1 1.13687e-12 NaN 0.5 549 WHEAT caleb_strategy_v1 [-1] 50 468.75 -18.75 -0 -37.5 NaN -18.75 550 SOYBEAN caleb_strategy_v1 [-1] 50 231.25 -18.75 37.5 -0 NaN 18.75 551 LEANHOG caleb_strategy_v1 [1] 400 2465 -5 0 -10 NaN -5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BOBL -26.392250 BUXL -1393.510800 CAC 263.922500 CAD 422.500000 COPPER -2018.750000 DOW -504.500000 GBP 553.125000 JPY 234.375000 LEANHOG 2465.000000 NASDAQ -930.000000 NIKKEI -755.394762 RUSSELL -1307.500000 SOYBEAN 231.250000 SP400 2435.000000 SP500 1106.250000 US5 -238.281250 VIX -50.000000 WHEAT 468.750000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 955.843438 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BOBL -5.278450 BUXL -21.113800 CAC -10.556900 CAD -2.500000 COPPER -6.250000 DOW -1.500000 GBP -3.125000 JPY -3.125000 LEANHOG -5.000000 NASDAQ -5.000000 NIKKEI -5.487129 RUSSELL -13.000000 SOYBEAN -18.750000 SP400 -25.000000 SP500 -6.250000 US5 -3.906250 VIX -100.000000 WHEAT -18.750000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -254.592529 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BOBL 0.00000 BUXL 42.22760 CAC -5.27845 CAD 5.00000 COPPER 12.50000 DOW -5.00000 GBP -6.25000 JPY -0.00000 LEANHOG 0.00000 NASDAQ 15.00000 NIKKEI 0.00000 RUSSELL -0.50000 SOYBEAN 37.50000 SP400 50.00000 SP500 -0.00000 US5 7.81250 VIX 50.00000 WHEAT -0.00000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 203.01165 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BOBL -1.055690e+01 BUXL -0.000000e+00 CAC -2.639225e+01 CAD -1.110223e-11 COPPER 0.000000e+00 DOW -6.500000e+00 GBP -1.250000e+01 JPY -6.250000e+00 LEANHOG -1.000000e+01 NASDAQ 0.000000e+00 NIKKEI -1.097426e+01 RUSSELL -2.450000e+01 SOYBEAN -0.000000e+00 SP400 -4.547474e-11 SP500 -1.250000e+01 US5 0.000000e+00 VIX -1.500000e+02 WHEAT -3.750000e+01 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -307.673408 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BOBL 0 BUXL 0 CAC 0 CAD 0 COPPER 0 DOW 0 GBP 0 JPY 0 LEANHOG 0 NASDAQ 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SP400 0 SP500 0 US5 0 VIX 0 WHEAT 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 BOBL -5.278450 BUXL 21.113800 CAC -15.835350 CAD 2.500000 COPPER 6.250000 DOW -6.500000 GBP -9.375000 JPY -3.125000 LEANHOG -5.000000 NASDAQ 10.000000 NIKKEI -5.487129 RUSSELL -13.500000 SOYBEAN 18.750000 SP400 25.000000 SP500 -6.250000 US5 3.906250 VIX -50.000000 WHEAT -18.750000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -51.580879 ******************************************************************************** END OF REPORT ********************************************************************************