******************************************************************************** Trades report report produced on 03/02/2023 21:35 from 02/02/2023 21:35 to 03/02/2023 21:35 ******************************************************************************** =================================================================================================================== Broker orders =================================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 1156 CAC caleb_strategy_v1 [20230200] 2023-02-03 08:00:04.000 [-1] 7143.000000 1198 CHF caleb_strategy_v1 [20230300] 2023-02-03 15:05:36.000 [-1] 1.083800 1230 CHF caleb_strategy_v1 [20230300] 2023-02-03 15:28:53.000 [-1] 1.087200 1243 CHF caleb_strategy_v1 [20230300] 2023-02-03 15:41:57.000 [-1] 1.087150 1217 CHF caleb_strategy_v1 [20230300] 2023-02-03 15:17:31.000 [-1] 1.086100 1186 COPPER caleb_strategy_v1 [20230300] 2023-02-03 14:00:19.000 [-1] 4.106000 1189 COPPER caleb_strategy_v1 [20230300] 2023-02-03 14:10:24.000 [-1] 4.091500 1254 CORN caleb_strategy_v1 [20231200] 2023-02-03 15:43:03.000 [1] 596.500000 1263 CORN caleb_strategy_v1 [20231200] 2023-02-03 15:55:06.000 [1] 594.500000 1157 DAX caleb_strategy_v1 [20230300] 2023-02-03 08:00:05.000 [-1] 15478.000000 1159 DAX caleb_strategy_v1 [20230300] 2023-02-03 08:00:10.000 [-1] 15476.000000 1346 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:56:50.000 [1] 34142.000000 1220 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:17:37.000 [1] 34037.000000 1348 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:58:23.000 [1] 34136.000000 1350 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:59:56.000 [1] 34091.000000 1233 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:29:04.000 [1] 34091.000000 1261 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:55:02.000 [1] 34113.000000 1344 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:55:16.000 [1] 34131.000000 1269 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:06:40.000 [1] 34135.000000 1273 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:08:09.000 [1] 34125.000000 1276 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:09:39.000 [1] 34121.000000 1279 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:11:06.000 [1] 34141.000000 1246 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:42:01.000 [1] 34146.000000 1342 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:53:41.000 [1] 34148.000000 1336 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:48:56.000 [1] 34169.000000 1338 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:50:32.000 [1] 34126.000000 1300 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:21:57.000 [1] 34149.000000 1303 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:23:23.000 [1] 34167.000000 1306 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:24:56.000 [1] 34174.000000 1308 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:26:24.000 [1] 34179.000000 1310 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:27:55.000 [1] 34170.000000 1312 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:29:25.000 [1] 34181.000000 1314 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:32:08.000 [1] 34207.000000 1316 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:33:38.000 [1] 34206.000000 1340 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:52:07.000 [1] 34152.000000 1318 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:35:08.000 [1] 34220.000000 1324 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:39:41.000 [1] 34152.000000 1326 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:41:14.000 [1] 34173.000000 1328 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:42:44.000 [1] 34190.000000 1201 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:05:39.000 [1] 33930.000000 1330 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:44:17.000 [1] 34147.000000 1332 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:45:50.000 [1] 34150.000000 1334 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:47:24.000 [1] 34158.000000 1281 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:12:35.000 [-1] 34139.000000 1322 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:38:11.000 [1] 34218.000000 1284 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:14:06.000 [-1] 34161.000000 1299 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:21:56.000 [-1] 34147.000000 1290 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:17:11.000 [-1] 34188.000000 1337 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:50:31.000 [-1] 34124.000000 1339 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:52:06.000 [-1] 34149.000000 1341 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:53:40.000 [-1] 34148.000000 1214 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:07:28.000 [-1] 33913.000000 1343 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:55:14.000 [-1] 34131.000000 1345 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:56:49.000 [-1] 34143.000000 1347 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:58:22.000 [-1] 34133.000000 1335 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:48:55.000 [-1] 34167.000000 1349 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:59:56.000 [-1] 34091.000000 1228 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:18:51.000 [-1] 34030.000000 1239 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:31:41.000 [-1] 34073.000000 1256 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:44:26.000 [-1] 34162.000000 1265 DOW caleb_strategy_v1 [20230300] 2023-02-03 15:56:31.000 [-1] 34110.000000 1271 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:08:07.000 [-1] 34124.000000 1275 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:09:38.000 [-1] 34118.000000 1278 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:11:06.000 [-1] 34141.000000 1351 DOW caleb_strategy_v1 [20230300] 2023-02-03 17:01:32.000 [-1] 34099.000000 1287 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:15:38.000 [-1] 34186.000000 1333 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:47:23.000 [-1] 34160.000000 1329 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:44:16.000 [-1] 34147.000000 1293 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:18:44.000 [-1] 34153.000000 1296 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:20:20.000 [-1] 34165.000000 1297 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:20:24.000 [1] 34166.000000 1302 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:23:23.000 [-1] 34167.000000 1305 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:24:55.000 [-1] 34176.000000 1307 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:26:23.000 [-1] 34176.000000 1309 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:27:53.000 [-1] 34167.000000 1331 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:45:49.000 [-1] 34150.000000 1311 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:29:23.000 [-1] 34181.000000 1315 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:33:37.000 [-1] 34204.000000 1317 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:35:07.000 [-1] 34220.000000 1319 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:36:38.000 [-1] 34220.000000 1321 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:38:10.000 [-1] 34218.000000 1323 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:39:40.000 [-1] 34147.000000 1325 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:41:12.000 [-1] 34174.000000 1327 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:42:43.000 [-1] 34190.000000 1313 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:32:06.000 [-1] 34208.000000 1294 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:18:45.000 [1] 34153.000000 1320 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:36:39.000 [1] 34223.000000 1288 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:15:39.000 [1] 34185.000000 1285 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:14:08.000 [1] 34164.000000 1282 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:12:36.000 [1] 34144.000000 1291 DOW caleb_strategy_v1 [20230300] 2023-02-03 16:17:12.000 [1] 34188.000000 1203 EUR caleb_strategy_v1 [20230300] 2023-02-03 15:05:43.000 [-1] 1.084650 1160 EUROSTX caleb_strategy_v1 [20230300] 2023-02-03 08:00:14.000 [-1] 4226.000000 1158 EUROSTX caleb_strategy_v1 [20230300] 2023-02-03 08:00:07.000 [-1] 4225.000000 1241 FEEDCOW caleb_strategy_v1 [20230500] 2023-02-03 15:31:55.000 [-1] 193.975000 1247 FEEDCOW caleb_strategy_v1 [20230500] 2023-02-03 15:42:02.000 [1] 193.925000 1161 GASOIL caleb_strategy_v1 [20230400] 2023-02-03 09:00:04.000 [-1] 818.000000 1185 GAS_US caleb_strategy_v1 [20230400] 2023-02-03 14:00:17.000 [-1] 2.521000 1188 GAS_US caleb_strategy_v1 [20230400] 2023-02-03 14:10:21.000 [-1] 2.516000 1213 GBP caleb_strategy_v1 [20230300] 2023-02-03 15:07:27.000 [1] 1.208400 1204 GBP caleb_strategy_v1 [20230300] 2023-02-03 15:05:44.000 [-1] 1.208700 1222 GBP caleb_strategy_v1 [20230300] 2023-02-03 15:17:39.000 [-1] 1.211800 1191 HEATOIL caleb_strategy_v1 [20230500] 2023-02-03 14:10:59.000 [-1] 2.762100 1215 JPY caleb_strategy_v1 [20230300] 2023-02-03 15:07:29.000 [-1] 0.007664 1202 JPY caleb_strategy_v1 [20230300] 2023-02-03 15:05:40.000 [1] 0.007667 1221 JPY caleb_strategy_v1 [20230300] 2023-02-03 15:17:38.000 [1] 0.007680 1234 JPY caleb_strategy_v1 [20230300] 2023-02-03 15:29:04.000 [1] 0.007677 1250 LEANHOG caleb_strategy_v1 [20230400] 2023-02-03 15:42:50.000 [-1] 86.350000 1211 NASDAQ caleb_strategy_v1 [20230300] 2023-02-03 15:07:24.000 [1] 12696.750000 1224 NZD caleb_strategy_v1 [20230300] 2023-02-03 15:17:41.000 [-1] 0.637900 1206 NZD caleb_strategy_v1 [20230300] 2023-02-03 15:05:47.000 [-1] 0.635900 1251 REDWHEAT caleb_strategy_v1 [20230500] 2023-02-03 15:42:58.000 [1] 880.250000 1258 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:24.263 [0, 0] NaN 1171 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:15.369 [0, 0] NaN 1170 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:14.986 [0, 0] NaN 1169 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:14.582 [0, 0] NaN 1168 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:14.206 [0, 0] NaN 1166 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:13.445 [0, 0] NaN 1173 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:16.154 [0, 0] NaN 1165 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:13.072 [0, 0] NaN 1164 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:12.680 [0, 0] NaN 1163 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:12.316 [0, 0] NaN 1162 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:11.948 [0, 0] NaN 1266 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:24.646 [0, 0] NaN 1167 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:13.816 [0, 0] NaN 1174 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:16.534 [0, 0] NaN 1172 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:15.776 [0, 0] NaN 1176 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:17.290 [0, 0] NaN 1242 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:23.882 [0, 0] NaN 1229 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:23.496 [0, 0] NaN 1216 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:23.123 [0, 0] NaN 1197 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:22.732 [0, 0] NaN 1196 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:22.351 [0, 0] NaN 1195 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:21.972 [0, 0] NaN 1175 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:16.912 [0, 0] NaN 1192 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:21.198 [0, 0] NaN 1187 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:20.810 [0, 0] NaN 1194 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:21.599 [0, 0] NaN 1183 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:20.015 [0, 0] NaN 1182 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:19.632 [0, 0] NaN 1181 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:19.245 [0, 0] NaN 1180 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:18.854 [0, 0] NaN 1179 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:18.430 [0, 0] NaN 1178 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:18.059 [0, 0] NaN 1177 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:17.661 [0, 0] NaN 1184 ROBUSTA _ROLL_PSEUDO_STRATEGY [20230300, 20230500] 2023-02-03 19:51:20.411 [0, 0] NaN 1277 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:11:05.000 [1] 2009.500000 1210 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:07:23.000 [1] 1994.100000 1304 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:24:54.000 [1] 2009.400000 1270 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:08:06.000 [1] 2007.600000 1301 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:23:22.000 [1] 2010.600000 1236 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:31:36.000 [1] 2005.200000 1298 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:21:55.000 [1] 2008.900000 1280 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:12:34.000 [1] 2010.000000 1289 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:17:10.000 [1] 2010.800000 1231 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:28:54.000 [1] 2004.900000 1199 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:05:37.000 [1] 1995.500000 1286 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:15:37.000 [1] 2012.200000 1255 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:44:24.000 [1] 2013.100000 1267 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:06:33.000 [1] 2009.100000 1259 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:54:34.000 [1] 2010.600000 1226 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:18:49.000 [1] 2004.800000 1218 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:17:32.000 [1] 2004.300000 1272 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:08:08.000 [1] 2007.700000 1244 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:41:58.000 [1] 2008.900000 1292 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:18:43.000 [1] 2009.700000 1295 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:20:19.000 [1] 2009.600000 1264 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 15:56:30.000 [1] 2007.500000 1283 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:14:05.000 [1] 2010.300000 1274 RUSSELL caleb_strategy_v1 [20230300] 2023-02-03 16:09:37.000 [1] 2007.800000 1240 SOYMEAL caleb_strategy_v1 [20230500] 2023-02-03 15:31:45.000 [1] 481.000000 1249 SOYMEAL caleb_strategy_v1 [20230500] 2023-02-03 15:42:42.000 [-1] 481.200000 1257 SOYMEAL caleb_strategy_v1 [20230500] 2023-02-03 15:44:32.000 [1] 481.000000 1262 SOYMEAL caleb_strategy_v1 [20230500] 2023-02-03 15:55:05.000 [-1] 479.500000 1253 SOYOIL caleb_strategy_v1 [20230500] 2023-02-03 15:43:02.000 [1] 59.900000 1212 SP500 caleb_strategy_v1 [20230300] 2023-02-03 15:07:25.000 [1] 4154.250000 1238 SP500 caleb_strategy_v1 [20230300] 2023-02-03 15:31:40.000 [1] 4175.000000 1227 SP500 caleb_strategy_v1 [20230300] 2023-02-03 15:18:50.000 [1] 4176.500000 1208 SP500 caleb_strategy_v1 [20230300] 2023-02-03 15:06:20.000 [-1] 4155.250000 1193 SUGAR11 caleb_strategy_v1 [20230500] 2023-02-03 14:21:49.000 [-1] 0.201100 1190 SUGAR11 caleb_strategy_v1 [20230500] 2023-02-03 14:10:50.000 [-1] 0.200900 1205 US10U caleb_strategy_v1 [20230300] 2023-02-03 15:05:46.000 [-1] 121.015625 1223 US10U caleb_strategy_v1 [20230300] 2023-02-03 15:17:40.000 [-1] 121.187500 1252 US10U caleb_strategy_v1 [20230300] 2023-02-03 15:43:01.000 [-1] 121.125000 1235 US10U caleb_strategy_v1 [20230300] 2023-02-03 15:29:10.000 [-1] 121.078125 1260 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:55:00.000 [1] 109.218750 1200 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:05:38.000 [1] 109.085938 1232 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:29:03.000 [1] 109.140625 1268 US5 caleb_strategy_v1 [20230300] 2023-02-03 16:06:39.000 [1] 109.187500 1245 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:41:59.000 [1] 109.164063 1219 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:17:36.000 [1] 109.164063 1209 US5 caleb_strategy_v1 [20230300] 2023-02-03 15:07:22.000 [-1] 109.085938 1207 VIX caleb_strategy_v1 [20230400] 2023-02-03 15:06:19.000 [1] 21.250000 1225 VIX caleb_strategy_v1 [20230400] 2023-02-03 15:17:41.000 [1] 21.150000 1248 WHEAT caleb_strategy_v1 [20231200] 2023-02-03 15:42:34.000 [1] 807.750000 1237 WHEAT caleb_strategy_v1 [20231200] 2023-02-03 15:31:40.000 [-1] 806.250000 ==================================================================================================================================================================== Delays ==================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 1156 CAC caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 08:00:03.275 2023-02-03 08:00:04.000 201603 0.725 1157 DAX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 08:00:04.952 2023-02-03 08:00:05.000 201605 0.048 1159 DAX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 08:00:09.612 2023-02-03 08:00:10.000 201610 0.388 1160 EUROSTX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 08:00:11.153 2023-02-03 08:00:14.000 201611 2.847 1158 EUROSTX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 08:00:06.638 2023-02-03 08:00:07.000 201607 0.362 1161 GASOIL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 09:00:03.581 2023-02-03 09:00:04.000 205204 0.419 1185 GAS_US caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:00:15.330 2023-02-03 14:00:17.000 223215 1.67 1186 COPPER caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:00:18.001 2023-02-03 14:00:19.000 223218 0.999 1188 GAS_US caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:10:20.635 2023-02-03 14:10:21.000 223821 0.365 1189 COPPER caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:10:22.011 2023-02-03 14:10:24.000 223822 1.989 1191 HEATOIL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:10:52.106 2023-02-03 14:10:59.000 223852 6.894 1193 SUGAR11 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:21:49.210 2023-02-03 14:21:49.000 224509 NaN 1190 SUGAR11 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 14:10:25.064 2023-02-03 14:10:50.000 223825 24.936 1203 EUR caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:41.458 2023-02-03 15:05:43.000 227141 1.542 1208 SP500 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:06:20.364 2023-02-03 15:06:20.000 227180 NaN 1209 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:21.452 2023-02-03 15:07:22.000 227241 0.548 1211 NASDAQ caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:24.498 2023-02-03 15:07:24.000 227244 NaN 1213 GBP caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:26.547 2023-02-03 15:07:27.000 227247 0.453 1215 JPY caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:28.748 2023-02-03 15:07:29.000 227249 0.252 1204 GBP caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:44.238 2023-02-03 15:05:44.000 227144 NaN 1222 GBP caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:39.291 2023-02-03 15:17:39.000 227859 NaN 1224 NZD caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:40.615 2023-02-03 15:17:41.000 227861 0.385 1206 NZD caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:47.135 2023-02-03 15:05:47.000 227147 NaN 1225 VIX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:41.788 2023-02-03 15:17:41.000 227862 NaN 1207 VIX caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:49.306 2023-02-03 15:06:19.000 227149 29.694 1234 JPY caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:29:04.898 2023-02-03 15:29:04.000 228545 NaN 1202 JPY caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:40.311 2023-02-03 15:05:40.000 227140 NaN 1221 JPY caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:38.592 2023-02-03 15:17:38.000 227859 NaN 1237 WHEAT caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:39.896 2023-02-03 15:31:40.000 228700 0.104 1227 SP500 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:18:50.444 2023-02-03 15:18:50.000 227930 NaN 1212 SP500 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:25.575 2023-02-03 15:07:25.000 227246 NaN 1238 SP500 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:40.829 2023-02-03 15:31:40.000 228701 NaN 1241 FEEDCOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:46.557 2023-02-03 15:31:55.000 228707 8.443 1217 CHF caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:31.495 2023-02-03 15:17:31.000 227851 NaN 1243 CHF caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:41:57.124 2023-02-03 15:41:57.000 229317 NaN 1230 CHF caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:28:52.816 2023-02-03 15:28:53.000 228533 0.184 1198 CHF caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:36.500 2023-02-03 15:05:36.000 227136 NaN 1247 FEEDCOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:01.776 2023-02-03 15:42:02.000 229322 0.224 1248 WHEAT caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:02.844 2023-02-03 15:42:34.000 229323 31.156 1250 LEANHOG caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:43.623 2023-02-03 15:42:50.000 229364 6.377 1251 REDWHEAT caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:51.559 2023-02-03 15:42:58.000 229372 6.441 1235 US10U caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:29:05.500 2023-02-03 15:29:10.000 228546 4.5 1252 US10U caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:59.072 2023-02-03 15:43:01.000 229379 1.928 1205 US10U caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:45.356 2023-02-03 15:05:46.000 227145 0.644 1223 US10U caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:40.061 2023-02-03 15:17:40.000 227860 NaN 1253 SOYOIL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:43:02.133 2023-02-03 15:43:02.000 229382 NaN 1240 SOYMEAL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:45.776 2023-02-03 15:31:45.000 228706 NaN 1257 SOYMEAL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:44:26.684 2023-02-03 15:44:32.000 229467 5.316 1249 SOYMEAL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:35.164 2023-02-03 15:42:42.000 229355 6.836 1262 SOYMEAL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:55:03.198 2023-02-03 15:55:05.000 230103 1.802 1254 CORN caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:43:03.209 2023-02-03 15:43:03.000 229383 NaN 1263 CORN caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:55:06.080 2023-02-03 15:55:06.000 230106 NaN 1219 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:33.060 2023-02-03 15:17:36.000 227853 2.94 1260 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:54:34.960 2023-02-03 15:55:00.000 230075 25.04 1200 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:38.475 2023-02-03 15:05:38.000 227138 NaN 1232 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:28:54.973 2023-02-03 15:29:03.000 228535 8.027 1268 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:06:33.636 2023-02-03 16:06:39.000 230794 5.364 1245 US5 caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:41:59.330 2023-02-03 15:41:59.000 229319 NaN 1218 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:32.183 2023-02-03 15:17:32.000 227852 NaN 1259 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:54:34.310 2023-02-03 15:54:34.000 230074 NaN 1231 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:28:53.816 2023-02-03 15:28:54.000 228534 0.184 1199 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:37.336 2023-02-03 15:05:37.000 227137 NaN 1267 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:06:33.014 2023-02-03 16:06:33.000 230793 NaN 1272 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:08:08.335 2023-02-03 16:08:08.000 230888 NaN 1244 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:41:58.557 2023-02-03 15:41:58.000 229319 NaN 1280 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:12:34.466 2023-02-03 16:12:34.000 231154 NaN 1283 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:14:05.218 2023-02-03 16:14:05.000 231245 NaN 1286 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:15:36.879 2023-02-03 16:15:37.000 231337 0.121 1255 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:44:23.650 2023-02-03 15:44:24.000 229464 0.35 1289 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:17:09.949 2023-02-03 16:17:10.000 231430 0.051 1226 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:18:49.656 2023-02-03 15:18:49.000 227930 NaN 1274 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:09:37.331 2023-02-03 16:09:37.000 230977 NaN 1292 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:18:42.424 2023-02-03 16:18:43.000 231522 0.576 1295 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:20:19.003 2023-02-03 16:20:19.000 231619 NaN 1264 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:56:29.265 2023-02-03 15:56:30.000 230189 0.735 1298 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:21:54.423 2023-02-03 16:21:55.000 231714 0.577 1236 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:35.725 2023-02-03 15:31:36.000 228696 0.275 1301 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:23:22.225 2023-02-03 16:23:22.000 231802 NaN 1270 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:08:06.395 2023-02-03 16:08:06.000 230886 NaN 1304 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:24:52.844 2023-02-03 16:24:54.000 231893 1.156 1210 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:23.454 2023-02-03 15:07:23.000 227243 NaN 1277 RUSSELL caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:11:05.024 2023-02-03 16:11:05.000 231065 NaN 1282 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:12:36.088 2023-02-03 16:12:36.000 231156 NaN 1285 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:14:06.947 2023-02-03 16:14:08.000 231247 1.053 1288 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:15:39.035 2023-02-03 16:15:39.000 231339 NaN 1291 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:17:11.887 2023-02-03 16:17:12.000 231432 0.113 1294 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:18:44.683 2023-02-03 16:18:45.000 231525 0.317 1297 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:20:21.439 2023-02-03 16:20:24.000 231621 2.561 1300 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:21:56.752 2023-02-03 16:21:57.000 231717 0.248 1303 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:23:23.808 2023-02-03 16:23:23.000 231804 NaN 1306 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:24:56.484 2023-02-03 16:24:56.000 231896 NaN 1308 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:26:23.990 2023-02-03 16:26:24.000 231984 0.01 1310 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:27:54.091 2023-02-03 16:27:55.000 232074 0.909 1312 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:29:23.761 2023-02-03 16:29:25.000 232164 1.239 1314 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:32:07.572 2023-02-03 16:32:08.000 232328 0.428 1316 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:33:38.523 2023-02-03 16:33:38.000 232419 NaN 1318 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:35:08.069 2023-02-03 16:35:08.000 232508 NaN 1320 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:36:38.965 2023-02-03 16:36:39.000 232599 0.035 1322 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:38:11.435 2023-02-03 16:38:11.000 232691 NaN 1324 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:39:40.946 2023-02-03 16:39:41.000 232781 0.054 1326 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:41:13.441 2023-02-03 16:41:14.000 232873 0.559 1328 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:42:44.249 2023-02-03 16:42:44.000 232964 NaN 1201 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:05:39.426 2023-02-03 15:05:39.000 227139 NaN 1330 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:44:17.063 2023-02-03 16:44:17.000 233057 NaN 1332 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:45:49.798 2023-02-03 16:45:50.000 233150 0.202 1334 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:47:23.823 2023-02-03 16:47:24.000 233244 0.177 1336 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:48:56.246 2023-02-03 16:48:56.000 233336 NaN 1338 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:50:32.110 2023-02-03 16:50:32.000 233432 NaN 1340 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:52:06.800 2023-02-03 16:52:07.000 233527 0.2 1342 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:53:40.881 2023-02-03 16:53:41.000 233621 0.119 1344 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:55:14.793 2023-02-03 16:55:16.000 233715 1.207 1346 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:56:49.750 2023-02-03 16:56:50.000 233810 0.25 1220 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:17:37.261 2023-02-03 15:17:37.000 227857 NaN 1348 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:58:22.957 2023-02-03 16:58:23.000 233903 0.043 1350 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:59:56.840 2023-02-03 16:59:56.000 233997 NaN 1233 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:29:04.004 2023-02-03 15:29:04.000 228544 NaN 1246 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:42:00.526 2023-02-03 15:42:01.000 229321 0.474 1261 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:55:01.152 2023-02-03 15:55:02.000 230101 0.848 1269 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:06:40.271 2023-02-03 16:06:40.000 230800 NaN 1273 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:08:09.277 2023-02-03 16:08:09.000 230889 NaN 1276 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:09:38.942 2023-02-03 16:09:39.000 230979 0.058 1279 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:11:06.860 2023-02-03 16:11:06.000 231067 NaN 1281 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:12:35.305 2023-02-03 16:12:35.000 231155 NaN 1284 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:14:06.007 2023-02-03 16:14:06.000 231246 NaN 1287 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:15:37.714 2023-02-03 16:15:38.000 231338 0.286 1290 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:17:10.823 2023-02-03 16:17:11.000 231431 0.177 1293 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:18:43.858 2023-02-03 16:18:44.000 231524 0.142 1296 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:20:20.409 2023-02-03 16:20:20.000 231620 NaN 1299 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:21:55.730 2023-02-03 16:21:56.000 231716 0.27 1302 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:23:22.983 2023-02-03 16:23:23.000 231803 0.017 1305 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:24:54.776 2023-02-03 16:24:55.000 231895 0.224 1307 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:26:22.992 2023-02-03 16:26:23.000 231983 0.008 1309 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:27:53.407 2023-02-03 16:27:53.000 232073 NaN 1311 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:29:23.168 2023-02-03 16:29:23.000 232163 NaN 1313 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:32:06.720 2023-02-03 16:32:06.000 232327 NaN 1315 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:33:37.053 2023-02-03 16:33:37.000 232417 NaN 1317 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:35:07.275 2023-02-03 16:35:07.000 232507 NaN 1319 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:36:37.712 2023-02-03 16:36:38.000 232598 0.288 1321 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:38:09.387 2023-02-03 16:38:10.000 232689 0.613 1323 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:39:40.228 2023-02-03 16:39:40.000 232780 NaN 1325 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:41:12.689 2023-02-03 16:41:12.000 232873 NaN 1327 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:42:43.415 2023-02-03 16:42:43.000 232963 NaN 1329 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:44:15.927 2023-02-03 16:44:16.000 233056 0.073 1331 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:45:48.223 2023-02-03 16:45:49.000 233148 0.777 1333 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:47:23.161 2023-02-03 16:47:23.000 233243 NaN 1335 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:48:55.100 2023-02-03 16:48:55.000 233335 NaN 1337 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:50:30.709 2023-02-03 16:50:31.000 233431 0.291 1339 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:52:06.223 2023-02-03 16:52:06.000 233526 NaN 1341 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:53:39.630 2023-02-03 16:53:40.000 233620 0.37 1214 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:07:27.895 2023-02-03 15:07:28.000 227248 0.105 1343 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:55:14.080 2023-02-03 16:55:14.000 233714 NaN 1345 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:56:48.826 2023-02-03 16:56:49.000 233809 0.174 1347 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:58:22.048 2023-02-03 16:58:22.000 233902 NaN 1349 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:59:56.023 2023-02-03 16:59:56.000 233996 NaN 1351 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 17:01:32.223 2023-02-03 17:01:32.000 234092 NaN 1228 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:18:51.368 2023-02-03 15:18:51.000 227931 NaN 1239 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:31:41.684 2023-02-03 15:31:41.000 228702 NaN 1256 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:44:24.915 2023-02-03 15:44:26.000 229465 1.085 1265 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 15:56:30.573 2023-02-03 15:56:31.000 230191 0.427 1271 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:08:07.051 2023-02-03 16:08:07.000 230887 NaN 1275 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:09:37.984 2023-02-03 16:09:38.000 230978 0.016 1278 DOW caleb_strategy_v1 2023-02-01 00:00:00 2023-02-03 16:11:05.785 2023-02-03 16:11:06.000 231066 0.215 1162 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:00:02.003 2023-02-03 19:51:11.948 147602 35469.9 1163 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:10:14.371 2023-02-03 19:51:12.316 148214 34857.9 1164 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:20:20.828 2023-02-03 19:51:12.680 148821 34251.9 1165 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:30:29.356 2023-02-03 19:51:13.072 149429 33643.7 1166 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:40:39.545 2023-02-03 19:51:13.445 150040 33033.9 1167 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 10:50:51.833 2023-02-03 19:51:13.816 150652 32422 1168 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:01:05.889 2023-02-03 19:51:14.206 151266 31808.3 1169 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:11:28.852 2023-02-03 19:51:14.582 151889 31185.7 1170 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:21:46.365 2023-02-03 19:51:14.986 152506 30568.6 1171 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:32:06.650 2023-02-03 19:51:15.369 153127 29948.7 1172 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:42:27.749 2023-02-03 19:51:15.776 153748 29328 1173 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 11:52:50.384 2023-02-03 19:51:16.154 154370 28705.8 1174 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:03:15.239 2023-02-03 19:51:16.534 154995 28081.3 1175 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:13:49.144 2023-02-03 19:51:16.912 155629 27447.8 1176 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:24:17.060 2023-02-03 19:51:17.290 156257 26820.2 1177 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:34:47.641 2023-02-03 19:51:17.661 156888 26190 1178 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:45:20.592 2023-02-03 19:51:18.059 157521 25557.5 1179 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 12:55:55.036 2023-02-03 19:51:18.430 158155 24923.4 1180 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 13:06:32.997 2023-02-03 19:51:18.854 158793 24285.9 1181 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 13:17:19.045 2023-02-03 19:51:19.245 159439 23640.2 1182 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 13:27:59.228 2023-02-03 19:51:19.632 160079 23000.4 1183 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 13:38:43.944 2023-02-03 19:51:20.015 160724 22356.1 1184 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 13:49:28.760 2023-02-03 19:51:20.411 161369 21711.7 1187 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:00:20.019 2023-02-03 19:51:20.810 162020 21060.8 1192 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:11:48.567 2023-02-03 19:51:21.198 162709 20372.6 1194 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:22:49.948 2023-02-03 19:51:21.599 163370 19711.7 1195 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:33:43.561 2023-02-03 19:51:21.972 164024 19058.4 1196 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:44:37.710 2023-02-03 19:51:22.351 164678 18404.6 1197 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 14:55:35.230 2023-02-03 19:51:22.732 165335 17747.5 1216 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 15:07:30.767 2023-02-03 19:51:23.123 166051 17032.4 1229 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 15:18:52.192 2023-02-03 19:51:23.496 166732 16351.3 1242 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 15:31:56.360 2023-02-03 19:51:23.882 167516 15567.5 1266 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 15:56:32.177 2023-02-03 19:51:24.646 168992 14092.5 1258 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-02-01 17:00:00 2023-02-03 15:44:33.615 2023-02-03 19:51:24.263 168274 14810.6 ================================================================================================================================================================================================================================================== 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 1156 CAC caleb_strategy_v1 [-1] 7127 None 7143.25 7143 7143.5 NaN 7143 16.25 -0.25 -0 NaN NaN -0.25 1157 DAX caleb_strategy_v1 [-1] 15320 None 15481 15480 15482 15482 15478 161 -1 -2 -4 NaN -3 1159 DAX caleb_strategy_v1 [-1] 15320 None 15475 15474 15476 15476 15476 155 -1 2 -0 NaN 1 1160 EUROSTX caleb_strategy_v1 [-1] 4208 None 4226.5 4226 4227 4227 4226 18.5 -0.5 -0 -1 NaN -0.5 1158 EUROSTX caleb_strategy_v1 [-1] 4208 None 4226.5 4226 4227 4227 4225 18.5 -0.5 -1 -2 NaN -1.5 1161 GASOIL caleb_strategy_v1 [-1] 834.5 None 818 817.75 818.25 818.25 818 -16.5 -0.25 0.25 -0.25 NaN 0 1185 GAS_US caleb_strategy_v1 [-1] 2.562 None 2.52 2.519 2.521 2.521 2.521 -0.042 -0.001 0.002 -0 NaN 0.001 1186 COPPER caleb_strategy_v1 [-1] 4.187 None 4.10575 4.1055 4.106 4.106 4.106 -0.08125 -0.00025 0.0005 -0 NaN 0.00025 1188 GAS_US caleb_strategy_v1 [-1] 2.562 None 2.522 2.521 2.523 2.523 2.516 -0.04 -0.001 -0.005 -0.007 NaN -0.006 1189 COPPER caleb_strategy_v1 [-1] 4.187 None 4.09175 4.0915 4.092 4.092 4.0915 -0.09525 -0.00025 -0 -0.0005 NaN -0.00025 1191 HEATOIL caleb_strategy_v1 [-1] 2.826 None 2.76255 2.7618 2.7633 2.7633 2.7621 -0.06345 -0.00075 0.0003 -0.0012 NaN -0.00045 1193 SUGAR11 caleb_strategy_v1 [-1] 0.2011 None 0.20095 0.2009 0.201 0.201 0.2011 -0.00015 -5e-05 0.0002 0.0001 NaN 0.00015 1190 SUGAR11 caleb_strategy_v1 [-1] 0.2011 None 0.20105 0.201 0.2011 0.2011 0.2009 -5e-05 -5e-05 -0.0001 -0.0002 NaN -0.00015 1203 EUR caleb_strategy_v1 [-1] 1.1021 None 1.08462 1.0846 1.08465 1.08465 1.08465 -0.017475 -2.5e-05 5e-05 -2.22045e-16 NaN 2.5e-05 1208 SP500 caleb_strategy_v1 [-1] 4133.75 None 4155.38 4155.25 4155.5 4155.5 4155.25 21.625 -0.125 -0 -0.25 NaN -0.125 1209 US5 caleb_strategy_v1 [-1] 109.805 None 109.098 109.094 109.102 109.102 109.086 -0.707031 -0.00390625 -0.007812 -0.0156245 NaN -0.0117183 1211 NASDAQ caleb_strategy_v1 [1] 12434 None 12692.1 12692.5 12691.8 12691.8 12696.8 -258.125 -0.375 -4.25 -5 NaN -4.625 1213 GBP caleb_strategy_v1 [1] 1.2392 None 1.2083 1.2084 1.2082 1.2082 1.2084 0.0309 -0.0001 0 -0.0002 NaN -0.0001 1215 JPY caleb_strategy_v1 [-1] 0.0077985 None 0.0076635 0.007663 0.007664 0.007664 0.007664 -0.000135 -5e-07 1e-06 -0 NaN 5e-07 1204 GBP caleb_strategy_v1 [-1] 1.2392 None 1.20885 1.2088 1.2089 1.2089 1.2087 -0.03035 -5e-05 -0.0001 -0.0002 NaN -0.00015 1222 GBP caleb_strategy_v1 [-1] 1.2392 None 1.21175 1.2117 1.2118 1.2118 1.2118 -0.02745 -5e-05 0.0001 -0 NaN 5e-05 1224 NZD caleb_strategy_v1 [-1] 0.649 None 0.63785 0.6378 0.6379 0.6379 0.6379 -0.01115 -5e-05 0.0001 -0 NaN 5e-05 1206 NZD caleb_strategy_v1 [-1] 0.649 None 0.63595 0.6359 0.636 0.636 0.6359 -0.01305 -5e-05 -0 -0.0001 NaN -5e-05 1225 VIX caleb_strategy_v1 [1] 20.85 None 21.225 21.25 21.2 NaN 21.15 -0.375 -0.025 0.1 NaN NaN 0.075 1207 VIX caleb_strategy_v1 [1] 20.85 None 21.275 21.3 21.25 21.25 21.25 -0.425 -0.025 0.05 0 NaN 0.025 1234 JPY caleb_strategy_v1 [1] 0.0077985 None 0.0076765 0.007677 0.007676 NaN 0.007677 0.000122 -5e-07 0 NaN NaN -5e-07 1202 JPY caleb_strategy_v1 [1] 0.0077985 None 0.00766675 0.007667 0.0076665 0.0076665 0.007667 0.00013175 -2.5e-07 0 -5e-07 NaN -2.5e-07 1221 JPY caleb_strategy_v1 [1] 0.0077985 None 0.00767925 0.0076795 0.007679 0.007679 0.00768 0.00011925 -2.5e-07 -5e-07 -1e-06 NaN -7.5e-07 1237 WHEAT caleb_strategy_v1 [-1] 791.25 None 806.5 806.25 806.75 806.75 806.25 15.25 -0.25 -0 -0.5 NaN -0.25 1227 SP500 caleb_strategy_v1 [1] 4133.75 None 4176.62 4176.75 4176.5 4176.5 4176.5 -42.875 -0.125 0.25 0 NaN 0.125 1212 SP500 caleb_strategy_v1 [1] 4133.75 None 4154.38 4154.5 4154.25 4154.25 4154.25 -20.625 -0.125 0.25 0 NaN 0.125 1238 SP500 caleb_strategy_v1 [1] 4133.75 None 4175.12 4175.25 4175 4175 4175 -41.375 -0.125 0.25 0 NaN 0.125 1241 FEEDCOW caleb_strategy_v1 [-1] 192.35 None 193.988 193.95 194.025 194.025 193.975 1.6375 -0.0375 0.025 -0.05 NaN -0.0125 1217 CHF caleb_strategy_v1 [-1] 1.10515 None 1.08387 1.0838 1.08395 1.08395 1.0861 -0.021275 -7.5e-05 0.0023 0.00215 NaN 0.002225 1243 CHF caleb_strategy_v1 [-1] 1.10515 None 1.08723 1.08715 1.0873 1.0873 1.08715 -0.017925 -7.5e-05 -0 -0.00015 NaN -7.5e-05 1230 CHF caleb_strategy_v1 [-1] 1.10515 None 1.0873 1.08725 1.08735 1.08735 1.0872 -0.01785 -5e-05 -5e-05 -0.00015 NaN -0.0001 1198 CHF caleb_strategy_v1 [-1] 1.10515 None 1.08393 1.08385 1.084 1.084 1.0838 -0.021225 -7.5e-05 -5e-05 -0.0002 NaN -0.000125 1247 FEEDCOW caleb_strategy_v1 [1] 192.35 None 193.9 193.925 193.875 193.875 193.925 -1.55 -0.025 0 -0.05 NaN -0.025 1248 WHEAT caleb_strategy_v1 [1] 791.25 None 807.5 807.75 807.25 807.25 807.75 -16.25 -0.25 0 -0.5 NaN -0.25 1250 LEANHOG caleb_strategy_v1 [-1] 84.525 None 86.375 86.35 86.4 86.4 86.35 1.85 -0.025 -0 -0.05 NaN -0.025 1251 REDWHEAT caleb_strategy_v1 [1] 875.75 None 880.25 880.5 880 880 880.25 -4.5 -0.25 0.25 -0.25 NaN 0 1235 US10U caleb_strategy_v1 [-1] 122.375 None 121.102 121.094 121.109 121.109 121.078 -1.27344 -0.0078125 -0.015625 -0.03125 NaN -0.0234375 1252 US10U caleb_strategy_v1 [-1] 122.375 None 121.117 121.109 121.125 121.125 121.125 -1.25781 -0.0078125 0.015625 -0 NaN 0.0078125 1205 US10U caleb_strategy_v1 [-1] 122.375 None 121.008 121 121.016 121.016 121.016 -1.36719 -0.0078125 0.015625 -0 NaN 0.0078125 1223 US10U caleb_strategy_v1 [-1] 122.375 None 121.195 121.188 121.203 NaN 121.188 -1.17969 -0.0078125 -0 NaN NaN -0.0078125 1253 SOYOIL caleb_strategy_v1 [1] 60.97 None 59.88 59.89 59.87 59.87 59.9 1.09 -0.01 -0.01 -0.03 NaN -0.02 1240 SOYMEAL caleb_strategy_v1 [1] 469.3 None 480.95 481 480.9 NaN 481 -11.65 -0.05 0 NaN NaN -0.05 1257 SOYMEAL caleb_strategy_v1 [1] 469.3 None 480.8 480.9 480.7 480.7 481 -11.5 -0.1 -0.1 -0.3 NaN -0.2 1249 SOYMEAL caleb_strategy_v1 [-1] 469.3 None 481.15 481.1 481.2 481.2 481.2 11.85 -0.05 0.1 -5.68434e-14 NaN 0.05 1262 SOYMEAL caleb_strategy_v1 [-1] 469.3 None 479.65 479.6 479.7 479.7 479.5 10.35 -0.05 -0.1 -0.2 NaN -0.15 1254 CORN caleb_strategy_v1 [1] 596.5 None 596.375 596.5 596.25 596.25 596.5 0.125 -0.125 0 -0.25 NaN -0.125 1263 CORN caleb_strategy_v1 [1] 596.5 None 600 600 600 600 594.5 -3.5 0 5.5 5.5 NaN 5.5 1219 US5 caleb_strategy_v1 [1] 109.805 None 109.168 109.172 109.164 109.164 109.164 0.636719 -0.00390625 0.007812 -5e-07 NaN 0.00390575 1260 US5 caleb_strategy_v1 [1] 109.805 None 109.207 109.211 109.203 109.203 109.219 0.597656 -0.00390625 -0.0078125 -0.015625 NaN -0.0117188 1200 US5 caleb_strategy_v1 [1] 109.805 None 109.09 109.094 109.086 109.086 109.086 0.714844 -0.00390625 0.007812 -5e-07 NaN 0.00390575 1232 US5 caleb_strategy_v1 [1] 109.805 None 109.145 109.148 109.141 109.141 109.141 0.660156 -0.00390625 0.0078125 0 NaN 0.00390625 1268 US5 caleb_strategy_v1 [1] 109.805 None 109.176 109.18 109.172 109.172 109.188 0.628906 -0.00390625 -0.0078125 -0.015625 NaN -0.0117188 1245 US5 caleb_strategy_v1 [1] 109.805 None 109.152 109.156 109.148 109.148 109.164 0.652344 -0.00390625 -0.007813 -0.0156255 NaN -0.0117192 1218 RUSSELL caleb_strategy_v1 [1] 1970.7 None 1994 1994.1 1993.9 1993.9 2004.3 -23.3 -0.1 -10.2 -10.4 NaN -10.3 1259 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2010.7 2010.8 2010.6 2010.6 2010.6 -40 -0.1 0.2 2.27374e-13 NaN 0.1 1231 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2004.8 2004.9 2004.7 2004.7 2004.9 -34.1 -0.1 0 -0.2 NaN -0.1 1199 RUSSELL caleb_strategy_v1 [1] 1970.7 None 1995.4 1995.5 1995.3 1995.3 1995.5 -24.7 -0.1 0 -0.2 NaN -0.1 1267 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2009.2 2009.3 2009.1 2009.1 2009.1 -38.5 -0.1 0.2 2.27374e-13 NaN 0.1 1272 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2007.55 2007.6 2007.5 2007.5 2007.7 -36.85 -0.05 -0.1 -0.2 NaN -0.15 1244 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2005.2 2005.3 2005.1 2005.1 2008.9 -34.5 -0.1 -3.6 -3.8 NaN -3.7 1280 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2010.1 2010.2 2010 2010 2010 -39.4 -0.1 0.2 0 NaN 0.1 1283 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2010.4 2010.5 2010.3 2010.3 2010.3 -39.7 -0.1 0.2 2.27374e-13 NaN 0.1 1286 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2012 2012.1 2011.9 2011.9 2012.2 -41.3 -0.1 -0.1 -0.3 NaN -0.2 1255 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2013.15 2013.2 2013.1 2013.1 2013.1 -42.45 -0.05 0.1 2.27374e-13 NaN 0.05 1289 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2010.7 2010.8 2010.6 2010.6 2010.8 -40 -0.1 0 -0.2 NaN -0.1 1226 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2004.9 2005 2004.8 2004.8 2004.8 -34.2 -0.1 0.2 2.27374e-13 NaN 0.1 1274 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2007.8 2007.9 2007.7 NaN 2007.8 -37.1 -0.1 0.1 NaN NaN 2.27374e-13 1292 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2009.6 2009.7 2009.5 2009.5 2009.7 -38.9 -0.1 0 -0.2 NaN -0.1 1295 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2009.65 2009.7 2009.6 2009.6 2009.6 -38.95 -0.05 0.1 2.27374e-13 NaN 0.05 1264 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2007.25 2007.3 2007.2 2007.2 2007.5 -36.55 -0.05 -0.2 -0.3 NaN -0.25 1298 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2008.7 2008.8 2008.6 2008.6 2008.9 -38 -0.1 -0.1 -0.3 NaN -0.2 1236 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2005.3 2005.4 2005.2 2005.2 2005.2 -34.6 -0.1 0.2 0 NaN 0.1 1301 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2010.5 2010.6 2010.4 2010.4 2010.6 -39.8 -0.1 0 -0.2 NaN -0.1 1270 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2007.5 2007.6 2007.4 2007.4 2007.6 -36.8 -0.1 0 -0.2 NaN -0.1 1304 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2009.25 2009.3 2009.2 2009.2 2009.4 -38.55 -0.05 -0.1 -0.2 NaN -0.15 1210 RUSSELL caleb_strategy_v1 [1] 1970.7 None 1993.9 1994 1993.8 1993.8 1994.1 -23.2 -0.1 -0.1 -0.3 NaN -0.2 1277 RUSSELL caleb_strategy_v1 [1] 1970.7 None 2009.5 2009.6 2009.4 2009.4 2009.5 -38.8 -0.1 0.1 -0.1 NaN 0 1282 DOW caleb_strategy_v1 [1] 34221 None 34141.5 34142 34141 34141 34144 79.5 -0.5 -2 -3 NaN -2.5 1285 DOW caleb_strategy_v1 [1] 34221 None 34163 34164 34162 34162 34164 58 -1 0 -2 NaN -1 1288 DOW caleb_strategy_v1 [1] 34221 None 34185.5 34186 34185 34185 34185 35.5 -0.5 1 0 NaN 0.5 1291 DOW caleb_strategy_v1 [1] 34221 None 34189 34190 34188 34188 34188 32 -1 2 0 NaN 1 1294 DOW caleb_strategy_v1 [1] 34221 None 34153.5 34154 34153 34153 34153 67.5 -0.5 1 0 NaN 0.5 1297 DOW caleb_strategy_v1 [1] 34221 None 34165.5 34166 34165 34165 34166 55.5 -0.5 0 -1 NaN -0.5 1300 DOW caleb_strategy_v1 [1] 34221 None 34147.5 34148 34147 34147 34149 73.5 -0.5 -1 -2 NaN -1.5 1303 DOW caleb_strategy_v1 [1] 34221 None 34167 34168 34166 34166 34167 54 -1 1 -1 NaN 0 1306 DOW caleb_strategy_v1 [1] 34221 None 34174.5 34175 34174 34174 34174 46.5 -0.5 1 0 NaN 0.5 1308 DOW caleb_strategy_v1 [1] 34221 None 34177 34178 34176 34176 34179 44 -1 -1 -3 NaN -2 1310 DOW caleb_strategy_v1 [1] 34221 None 34169 34170 34168 34168 34170 52 -1 0 -2 NaN -1 1312 DOW caleb_strategy_v1 [1] 34221 None 34182 34183 34181 34181 34181 39 -1 2 0 NaN 1 1314 DOW caleb_strategy_v1 [1] 34221 None 34207.5 34208 34207 34207 34207 13.5 -0.5 1 0 NaN 0.5 1316 DOW caleb_strategy_v1 [1] 34221 None 34204.5 34205 34204 34204 34206 16.5 -0.5 -1 -2 NaN -1.5 1318 DOW caleb_strategy_v1 [1] 34221 None 34219.5 34220 34219 34219 34220 1.5 -0.5 0 -1 NaN -0.5 1320 DOW caleb_strategy_v1 [1] 34221 None 34222 34223 34221 34221 34223 -1 -1 0 -2 NaN -1 1322 DOW caleb_strategy_v1 [1] 34221 None 34218.5 34219 34218 34218 34218 2.5 -0.5 1 0 NaN 0.5 1324 DOW caleb_strategy_v1 [1] 34221 None 34148.5 34149 34148 34148 34152 72.5 -0.5 -3 -4 NaN -3.5 1326 DOW caleb_strategy_v1 [1] 34221 None 34174 34175 34173 34173 34173 47 -1 2 0 NaN 1 1328 DOW caleb_strategy_v1 [1] 34221 None 34190.5 34191 34190 34190 34190 30.5 -0.5 1 0 NaN 0.5 1201 DOW caleb_strategy_v1 [1] 34221 None 33931 33932 33930 33930 33930 290 -1 2 0 NaN 1 1330 DOW caleb_strategy_v1 [1] 34221 None 34147.5 34148 34147 34147 34147 73.5 -0.5 1 0 NaN 0.5 1332 DOW caleb_strategy_v1 [1] 34221 None 34150.5 34151 34150 34150 34150 70.5 -0.5 1 0 NaN 0.5 1334 DOW caleb_strategy_v1 [1] 34221 None 34157.5 34158 34157 34157 34158 63.5 -0.5 0 -1 NaN -0.5 1336 DOW caleb_strategy_v1 [1] 34221 None 34168 34169 34167 34167 34169 53 -1 0 -2 NaN -1 1338 DOW caleb_strategy_v1 [1] 34221 None 34126.5 34127 34126 34126 34126 94.5 -0.5 1 0 NaN 0.5 1340 DOW caleb_strategy_v1 [1] 34221 None 34149 34150 34148 34148 34152 72 -1 -2 -4 NaN -3 1342 DOW caleb_strategy_v1 [1] 34221 None 34149 34150 34148 34148 34148 72 -1 2 0 NaN 1 1344 DOW caleb_strategy_v1 [1] 34221 None 34131.5 34132 34131 34131 34131 89.5 -0.5 1 0 NaN 0.5 1346 DOW caleb_strategy_v1 [1] 34221 None 34143 34144 34142 34142 34142 78 -1 2 0 NaN 1 1220 DOW caleb_strategy_v1 [1] 34221 None 34040 34041 34039 34039 34037 181 -1 4 2 NaN 3 1348 DOW caleb_strategy_v1 [1] 34221 None 34133.5 34134 34133 34133 34136 87.5 -0.5 -2 -3 NaN -2.5 1350 DOW caleb_strategy_v1 [1] 34221 None 34093 34094 34092 34092 34091 128 -1 3 1 NaN 2 1233 DOW caleb_strategy_v1 [1] 34221 None 34091 34092 34090 34090 34091 130 -1 1 -1 NaN 0 1246 DOW caleb_strategy_v1 [1] 34221 None 34143.5 34144 34143 34143 34146 77.5 -0.5 -2 -3 NaN -2.5 1261 DOW caleb_strategy_v1 [1] 34221 None 34113.5 34114 34113 34113 34113 107.5 -0.5 1 0 NaN 0.5 1269 DOW caleb_strategy_v1 [1] 34221 None 34135.5 34136 34135 NaN 34135 85.5 -0.5 1 NaN NaN 0.5 1273 DOW caleb_strategy_v1 [1] 34221 None 34125.5 34126 34125 34125 34125 95.5 -0.5 1 0 NaN 0.5 1276 DOW caleb_strategy_v1 [1] 34221 None 34119 34120 34118 34118 34121 102 -1 -1 -3 NaN -2 1279 DOW caleb_strategy_v1 [1] 34221 None 34141.5 34142 34141 34141 34141 79.5 -0.5 1 0 NaN 0.5 1281 DOW caleb_strategy_v1 [-1] 34221 None 34139.5 34139 34140 NaN 34139 -81.5 -0.5 -0 NaN NaN -0.5 1284 DOW caleb_strategy_v1 [-1] 34221 None 34160.5 34160 34161 34161 34161 -60.5 -0.5 1 -0 NaN 0.5 1287 DOW caleb_strategy_v1 [-1] 34221 None 34185.5 34185 34186 34186 34186 -35.5 -0.5 1 -0 NaN 0.5 1290 DOW caleb_strategy_v1 [-1] 34221 None 34187 34186 34188 34188 34188 -34 -1 2 -0 NaN 1 1293 DOW caleb_strategy_v1 [-1] 34221 None 34153.5 34153 34154 34154 34153 -67.5 -0.5 -0 -1 NaN -0.5 1296 DOW caleb_strategy_v1 [-1] 34221 None 34166 34165 34167 34167 34165 -55 -1 -0 -2 NaN -1 1299 DOW caleb_strategy_v1 [-1] 34221 None 34146.5 34146 34147 34147 34147 -74.5 -0.5 1 -0 NaN 0.5 1302 DOW caleb_strategy_v1 [-1] 34221 None 34168 34167 34169 34169 34167 -53 -1 -0 -2 NaN -1 1305 DOW caleb_strategy_v1 [-1] 34221 None 34177 34176 34178 34178 34176 -44 -1 -0 -2 NaN -1 1307 DOW caleb_strategy_v1 [-1] 34221 None 34178 34177 34179 34179 34176 -43 -1 -1 -3 NaN -2 1309 DOW caleb_strategy_v1 [-1] 34221 None 34166.5 34166 34167 34167 34167 -54.5 -0.5 1 -0 NaN 0.5 1311 DOW caleb_strategy_v1 [-1] 34221 None 34180 34179 34181 34181 34181 -41 -1 2 -0 NaN 1 1313 DOW caleb_strategy_v1 [-1] 34221 None 34207.5 34207 34208 34208 34208 -13.5 -0.5 1 -0 NaN 0.5 1315 DOW caleb_strategy_v1 [-1] 34221 None 34206 34205 34207 34207 34204 -15 -1 -1 -3 NaN -2 1317 DOW caleb_strategy_v1 [-1] 34221 None 34219.5 34219 34220 34220 34220 -1.5 -0.5 1 -0 NaN 0.5 1319 DOW caleb_strategy_v1 [-1] 34221 None 34222 34221 34223 34223 34220 1 -1 -1 -3 NaN -2 1321 DOW caleb_strategy_v1 [-1] 34221 None 34217 34216 34218 34218 34218 -4 -1 2 -0 NaN 1 1323 DOW caleb_strategy_v1 [-1] 34221 None 34146.5 34146 34147 34147 34147 -74.5 -0.5 1 -0 NaN 0.5 1325 DOW caleb_strategy_v1 [-1] 34221 None 34175 34174 34176 34176 34174 -46 -1 -0 -2 NaN -1 1327 DOW caleb_strategy_v1 [-1] 34221 None 34190 34189 34191 34191 34190 -31 -1 1 -1 NaN 0 1329 DOW caleb_strategy_v1 [-1] 34221 None 34148.5 34148 34149 34149 34147 -72.5 -0.5 -1 -2 NaN -1.5 1331 DOW caleb_strategy_v1 [-1] 34221 None 34153 34152 34154 34154 34150 -68 -1 -2 -4 NaN -3 1333 DOW caleb_strategy_v1 [-1] 34221 None 34159 34158 34160 34160 34160 -62 -1 2 -0 NaN 1 1335 DOW caleb_strategy_v1 [-1] 34221 None 34166 34165 34167 34167 34167 -55 -1 2 -0 NaN 1 1337 DOW caleb_strategy_v1 [-1] 34221 None 34123 34122 34124 34124 34124 -98 -1 2 -0 NaN 1 1339 DOW caleb_strategy_v1 [-1] 34221 None 34148.5 34148 34149 34149 34149 -72.5 -0.5 1 -0 NaN 0.5 1341 DOW caleb_strategy_v1 [-1] 34221 None 34149 34148 34150 34150 34148 -72 -1 -0 -2 NaN -1 1214 DOW caleb_strategy_v1 [-1] 34221 None 33914 33913 33915 33915 33913 -307 -1 -0 -2 NaN -1 1343 DOW caleb_strategy_v1 [-1] 34221 None 34134 34133 34135 34135 34131 -87 -1 -2 -4 NaN -3 1345 DOW caleb_strategy_v1 [-1] 34221 None 34142 34141 34143 34143 34143 -79 -1 2 -0 NaN 1 1347 DOW caleb_strategy_v1 [-1] 34221 None 34132 34131 34133 34133 34133 -89 -1 2 -0 NaN 1 1349 DOW caleb_strategy_v1 [-1] 34221 None 34094 34093 34095 34095 34091 -127 -1 -2 -4 NaN -3 1351 DOW caleb_strategy_v1 [-1] 34221 None 34101 34100 34102 34102 34099 -120 -1 -1 -3 NaN -2 1228 DOW caleb_strategy_v1 [-1] 34221 None 34034 34033 34035 34035 34030 -187 -1 -3 -5 NaN -4 1239 DOW caleb_strategy_v1 [-1] 34221 None 34031 34030 34032 34032 34073 -190 -1 43 41 NaN 42 1256 DOW caleb_strategy_v1 [-1] 34221 None 34161 34160 34162 34162 34162 -60 -1 2 -0 NaN 1 1265 DOW caleb_strategy_v1 [-1] 34221 None 34109 34108 34110 34110 34110 -112 -1 2 -0 NaN 1 1271 DOW caleb_strategy_v1 [-1] 34221 None 34123 34122 34124 34124 34124 -98 -1 2 -0 NaN 1 1275 DOW caleb_strategy_v1 [-1] 34221 None 34118 34117 34119 34119 34118 -103 -1 1 -1 NaN 0 1278 DOW caleb_strategy_v1 [-1] 34221 None 34141 34140 34142 34142 34141 -80 -1 1 -1 NaN 0 1162 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1163 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4 3 5 5 NaN -9 -1 NaN NaN NaN NaN 1164 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1165 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1166 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5.5 5 6 6 NaN -7.5 -0.5 NaN NaN NaN NaN 1167 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 8 7 9 9 NaN -5 -1 NaN NaN NaN NaN 1168 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 9.5 9 10 10 NaN -3.5 -0.5 NaN NaN NaN NaN 1169 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 9.5 9 10 10 NaN -3.5 -0.5 NaN NaN NaN NaN 1170 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 11.5 11 12 12 NaN -1.5 -0.5 NaN NaN NaN NaN 1171 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 9.5 9 10 10 NaN -3.5 -0.5 NaN NaN NaN NaN 1172 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 9.5 9 10 10 NaN -3.5 -0.5 NaN NaN NaN NaN 1173 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 8.5 8 9 9 NaN -4.5 -0.5 NaN NaN NaN NaN 1174 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 7.5 7 8 8 NaN -5.5 -0.5 NaN NaN NaN NaN 1175 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 7.5 7 8 8 NaN -5.5 -0.5 NaN NaN NaN NaN 1176 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5.5 5 6 6 NaN -7.5 -0.5 NaN NaN NaN NaN 1177 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1178 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5 4 6 6 NaN -8 -1 NaN NaN NaN NaN 1179 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5 4 6 6 NaN -8 -1 NaN NaN NaN NaN 1180 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1181 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5 4 6 6 NaN -8 -1 NaN NaN NaN NaN 1182 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 5.5 5 6 6 NaN -7.5 -0.5 NaN NaN NaN NaN 1183 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1184 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1187 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 4.5 4 5 5 NaN -8.5 -0.5 NaN NaN NaN NaN 1192 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1194 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1195 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1196 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1197 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1216 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1229 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 4 NaN -9.5 -0.5 NaN NaN NaN NaN 1242 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 NaN NaN -9.5 -0.5 NaN NaN NaN NaN 1266 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 NaN NaN -9.5 -0.5 NaN NaN NaN NaN 1258 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 13 None 3.5 3 4 NaN NaN -9.5 -0.5 NaN NaN NaN NaN ======================================================================================================================================================================= 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 1156 CAC caleb_strategy_v1 [-1] 986.861 164.664 -2.53328 -0 NaN NaN -2.53328 1157 DAX caleb_strategy_v1 [-1] 2140.77 752.067 -4.67122 -9.34244 -18.6849 NaN -14.0137 1159 DAX caleb_strategy_v1 [-1] 2140.77 724.039 -4.67122 9.34244 -0 NaN 4.67122 1160 EUROSTX caleb_strategy_v1 [-1] 634.827 291.418 -7.87616 -0 -15.7523 NaN -7.87616 1158 EUROSTX caleb_strategy_v1 [-1] 634.827 291.418 -7.87616 -15.7523 -31.5047 NaN -23.6285 1161 GASOIL caleb_strategy_v1 [-1] 376.132 -438.676 -6.64661 6.64661 -6.64661 NaN 0 1185 GAS_US caleb_strategy_v1 [-1] 3.27094 -128.403 -3.05722 6.11445 -0 NaN 3.05722 1186 COPPER caleb_strategy_v1 [-1] 0.867638 -936.45 -2.88139 5.76277 -0 NaN 2.88139 1188 GAS_US caleb_strategy_v1 [-1] 3.27094 -122.289 -3.05722 -15.2861 -21.4006 NaN -18.3433 1189 COPPER caleb_strategy_v1 [-1] 0.867638 -1097.81 -2.88139 -0 -5.76277 NaN -2.88139 1191 HEATOIL caleb_strategy_v1 [-1] 1.15193 -550.814 -6.5108 2.60432 -10.4173 NaN -3.90648 1193 SUGAR11 caleb_strategy_v1 [-1] 0.0433934 -34.5675 -11.5225 46.09 23.045 NaN 34.5675 1190 SUGAR11 caleb_strategy_v1 [-1] 0.0433934 -11.5225 -11.5225 -23.045 -46.09 NaN -34.5675 1203 EUR caleb_strategy_v1 [-1] 0.0848684 -2059.07 -2.94574 5.89148 -2.61634e-11 NaN 2.94574 1208 SP500 caleb_strategy_v1 [-1] 730.634 295.976 -1.71084 -0 -3.42169 NaN -1.71084 1209 US5 caleb_strategy_v1 [-1] 5.57427 -1268.38 -7.00764 -14.0144 -28.0297 NaN -21.022 1211 NASDAQ caleb_strategy_v1 [1] 3099.32 -832.845 -1.20994 -13.7127 -16.1326 NaN -14.9226 1213 GBP caleb_strategy_v1 [1] 0.113194 2729.84 -8.83442 0 -17.6688 NaN -8.83442 1215 JPY caleb_strategy_v1 [-1] 0.000976529 -1382.45 -5.12018 10.2404 -0 NaN 5.12018 1204 GBP caleb_strategy_v1 [-1] 0.113194 -2681.25 -4.41721 -8.83442 -17.6688 NaN -13.2516 1222 GBP caleb_strategy_v1 [-1] 0.113194 -2425.05 -4.41721 8.83442 -0 NaN 4.41721 1224 NZD caleb_strategy_v1 [-1] 0.0684444 -1629.06 -7.3052 14.6104 -0 NaN 7.3052 1206 NZD caleb_strategy_v1 [-1] 0.0684444 -1906.66 -7.3052 -0 -14.6104 NaN -7.3052 1225 VIX caleb_strategy_v1 [1] 7.79967 -480.789 -32.0526 128.21 NaN NaN 96.1579 1207 VIX caleb_strategy_v1 [1] 7.79967 -544.895 -32.0526 64.1052 0 NaN 32.0526 1234 JPY caleb_strategy_v1 [1] 0.000976529 1249.32 -5.12018 0 NaN NaN -5.12018 1202 JPY caleb_strategy_v1 [1] 0.000976529 1349.17 -2.56009 0 -5.12018 NaN -2.56009 1221 JPY caleb_strategy_v1 [1] 0.000976529 1221.16 -2.56009 -5.12018 -10.2404 NaN -7.68026 1237 WHEAT caleb_strategy_v1 [-1] 193.635 787.563 -12.9109 -0 -25.8217 NaN -12.9109 1227 SP500 caleb_strategy_v1 [1] 730.634 -586.819 -1.71084 3.42169 0 NaN 1.71084 1212 SP500 caleb_strategy_v1 [1] 730.634 -282.289 -1.71084 3.42169 0 NaN 1.71084 1238 SP500 caleb_strategy_v1 [1] 730.634 -566.289 -1.71084 3.42169 0 NaN 1.71084 1241 FEEDCOW caleb_strategy_v1 [-1] 20.3983 802.763 -18.3839 12.2559 -24.5118 NaN -6.12796 1217 CHF caleb_strategy_v1 [-1] 0.0954731 -2228.38 -7.85562 240.906 225.194 NaN 233.05 1243 CHF caleb_strategy_v1 [-1] 0.0954731 -1877.49 -7.85562 -0 -15.7112 NaN -7.85562 1230 CHF caleb_strategy_v1 [-1] 0.0954731 -1869.64 -5.23708 -5.23708 -15.7112 NaN -10.4742 1198 CHF caleb_strategy_v1 [-1] 0.0954731 -2223.14 -7.85562 -5.23708 -20.9483 NaN -13.0927 1247 FEEDCOW caleb_strategy_v1 [1] 20.3983 -759.867 -12.2559 0 -24.5118 NaN -12.2559 1248 WHEAT caleb_strategy_v1 [1] 193.635 -839.206 -12.9109 0 -25.8217 NaN -12.9109 1250 LEANHOG caleb_strategy_v1 [-1] 21.847 846.797 -11.4432 -0 -22.8864 NaN -11.4432 1251 REDWHEAT caleb_strategy_v1 [1] 242.385 -185.655 -10.3142 10.3142 -10.3142 NaN 0 1235 US10U caleb_strategy_v1 [-1] 11.6879 -1089.54 -6.68427 -13.3685 -26.7371 NaN -20.0528 1252 US10U caleb_strategy_v1 [-1] 11.6879 -1076.17 -6.68427 13.3685 -0 NaN 6.68427 1205 US10U caleb_strategy_v1 [-1] 11.6879 -1169.75 -6.68427 13.3685 -0 NaN 6.68427 1223 US10U caleb_strategy_v1 [-1] 11.6879 -1009.32 -6.68427 -0 NaN NaN -6.68427 1253 SOYOIL caleb_strategy_v1 [1] 16.4694 661.832 -6.07186 -6.07186 -18.2156 NaN -12.1437 1240 SOYMEAL caleb_strategy_v1 [1] 101.686 -1145.69 -4.91711 0 NaN NaN -4.91711 1257 SOYMEAL caleb_strategy_v1 [1] 101.686 -1130.94 -9.83422 -9.83422 -29.5027 NaN -19.6684 1249 SOYMEAL caleb_strategy_v1 [-1] 101.686 1165.35 -4.91711 9.83422 -5.59011e-12 NaN 4.91711 1262 SOYMEAL caleb_strategy_v1 [-1] 101.686 1017.84 -4.91711 -9.83422 -19.6684 NaN -14.7513 1254 CORN caleb_strategy_v1 [1] 89.3522 13.9896 -13.9896 0 -27.9792 NaN -13.9896 1263 CORN caleb_strategy_v1 [1] 89.3522 -391.708 0 615.542 615.542 NaN 615.542 1219 US5 caleb_strategy_v1 [1] 5.57427 1142.25 -7.00764 14.0144 -0.000896978 NaN 7.00675 1260 US5 caleb_strategy_v1 [1] 5.57427 1072.17 -7.00764 -14.0153 -28.0306 NaN -21.0229 1200 US5 caleb_strategy_v1 [1] 5.57427 1282.4 -7.00764 14.0144 -0.000896978 NaN 7.00675 1232 US5 caleb_strategy_v1 [1] 5.57427 1184.29 -7.00764 14.0153 0 NaN 7.00764 1268 US5 caleb_strategy_v1 [1] 5.57427 1128.23 -7.00764 -14.0153 -28.0306 NaN -21.0229 1245 US5 caleb_strategy_v1 [1] 5.57427 1170.28 -7.00764 -14.0162 -28.0315 NaN -21.0238 1218 RUSSELL caleb_strategy_v1 [1] 428.282 -544.034 -2.33491 -238.161 -242.831 NaN -240.496 1259 RUSSELL caleb_strategy_v1 [1] 428.282 -933.965 -2.33491 4.66982 5.30898e-12 NaN 2.33491 1231 RUSSELL caleb_strategy_v1 [1] 428.282 -796.205 -2.33491 0 -4.66982 NaN -2.33491 1199 RUSSELL caleb_strategy_v1 [1] 428.282 -576.723 -2.33491 0 -4.66982 NaN -2.33491 1267 RUSSELL caleb_strategy_v1 [1] 428.282 -898.941 -2.33491 4.66982 5.30898e-12 NaN 2.33491 1272 RUSSELL caleb_strategy_v1 [1] 428.282 -860.415 -1.16746 -2.33491 -4.66982 NaN -3.50237 1244 RUSSELL caleb_strategy_v1 [1] 428.282 -805.545 -2.33491 -84.0568 -88.7267 NaN -86.3917 1280 RUSSELL caleb_strategy_v1 [1] 428.282 -919.955 -2.33491 4.66982 0 NaN 2.33491 1283 RUSSELL caleb_strategy_v1 [1] 428.282 -926.96 -2.33491 4.66982 5.30898e-12 NaN 2.33491 1286 RUSSELL caleb_strategy_v1 [1] 428.282 -964.319 -2.33491 -2.33491 -7.00474 NaN -4.66982 1255 RUSSELL caleb_strategy_v1 [1] 428.282 -991.17 -1.16746 2.33491 5.30898e-12 NaN 1.16746 1289 RUSSELL caleb_strategy_v1 [1] 428.282 -933.965 -2.33491 0 -4.66982 NaN -2.33491 1226 RUSSELL caleb_strategy_v1 [1] 428.282 -798.54 -2.33491 4.66982 5.30898e-12 NaN 2.33491 1274 RUSSELL caleb_strategy_v1 [1] 428.282 -866.252 -2.33491 2.33491 NaN NaN 5.30898e-12 1292 RUSSELL caleb_strategy_v1 [1] 428.282 -908.281 -2.33491 0 -4.66982 NaN -2.33491 1295 RUSSELL caleb_strategy_v1 [1] 428.282 -909.448 -1.16746 2.33491 5.30898e-12 NaN 1.16746 1264 RUSSELL caleb_strategy_v1 [1] 428.282 -853.41 -1.16746 -4.66982 -7.00474 NaN -5.83728 1298 RUSSELL caleb_strategy_v1 [1] 428.282 -887.267 -2.33491 -2.33491 -7.00474 NaN -4.66982 1236 RUSSELL caleb_strategy_v1 [1] 428.282 -807.88 -2.33491 4.66982 0 NaN 2.33491 1301 RUSSELL caleb_strategy_v1 [1] 428.282 -929.295 -2.33491 0 -4.66982 NaN -2.33491 1270 RUSSELL caleb_strategy_v1 [1] 428.282 -859.248 -2.33491 0 -4.66982 NaN -2.33491 1304 RUSSELL caleb_strategy_v1 [1] 428.282 -900.109 -1.16746 -2.33491 -4.66982 NaN -3.50237 1210 RUSSELL caleb_strategy_v1 [1] 428.282 -541.7 -2.33491 -2.33491 -7.00474 NaN -4.66982 1277 RUSSELL caleb_strategy_v1 [1] 428.282 -905.946 -2.33491 2.33491 -2.33491 NaN 0 1282 DOW caleb_strategy_v1 [1] 5018.39 158.417 -0.996336 -3.98534 -5.97802 NaN -4.98168 1285 DOW caleb_strategy_v1 [1] 5018.39 115.575 -1.99267 0 -3.98534 NaN -1.99267 1288 DOW caleb_strategy_v1 [1] 5018.39 70.7399 -0.996336 1.99267 0 NaN 0.996336 1291 DOW caleb_strategy_v1 [1] 5018.39 63.7655 -1.99267 3.98534 0 NaN 1.99267 1294 DOW caleb_strategy_v1 [1] 5018.39 134.505 -0.996336 1.99267 0 NaN 0.996336 1297 DOW caleb_strategy_v1 [1] 5018.39 110.593 -0.996336 0 -1.99267 NaN -0.996336 1300 DOW caleb_strategy_v1 [1] 5018.39 146.461 -0.996336 -1.99267 -3.98534 NaN -2.98901 1303 DOW caleb_strategy_v1 [1] 5018.39 107.604 -1.99267 1.99267 -1.99267 NaN 0 1306 DOW caleb_strategy_v1 [1] 5018.39 92.6592 -0.996336 1.99267 0 NaN 0.996336 1308 DOW caleb_strategy_v1 [1] 5018.39 87.6776 -1.99267 -1.99267 -5.97802 NaN -3.98534 1310 DOW caleb_strategy_v1 [1] 5018.39 103.619 -1.99267 0 -3.98534 NaN -1.99267 1312 DOW caleb_strategy_v1 [1] 5018.39 77.7142 -1.99267 3.98534 0 NaN 1.99267 1314 DOW caleb_strategy_v1 [1] 5018.39 26.9011 -0.996336 1.99267 0 NaN 0.996336 1316 DOW caleb_strategy_v1 [1] 5018.39 32.8791 -0.996336 -1.99267 -3.98534 NaN -2.98901 1318 DOW caleb_strategy_v1 [1] 5018.39 2.98901 -0.996336 0 -1.99267 NaN -0.996336 1320 DOW caleb_strategy_v1 [1] 5018.39 -1.99267 -1.99267 0 -3.98534 NaN -1.99267 1322 DOW caleb_strategy_v1 [1] 5018.39 4.98168 -0.996336 1.99267 0 NaN 0.996336 1324 DOW caleb_strategy_v1 [1] 5018.39 144.469 -0.996336 -5.97802 -7.97069 NaN -6.97435 1326 DOW caleb_strategy_v1 [1] 5018.39 93.6556 -1.99267 3.98534 0 NaN 1.99267 1328 DOW caleb_strategy_v1 [1] 5018.39 60.7765 -0.996336 1.99267 0 NaN 0.996336 1201 DOW caleb_strategy_v1 [1] 5018.39 577.875 -1.99267 3.98534 0 NaN 1.99267 1330 DOW caleb_strategy_v1 [1] 5018.39 146.461 -0.996336 1.99267 0 NaN 0.996336 1332 DOW caleb_strategy_v1 [1] 5018.39 140.483 -0.996336 1.99267 0 NaN 0.996336 1334 DOW caleb_strategy_v1 [1] 5018.39 126.535 -0.996336 0 -1.99267 NaN -0.996336 1336 DOW caleb_strategy_v1 [1] 5018.39 105.612 -1.99267 0 -3.98534 NaN -1.99267 1338 DOW caleb_strategy_v1 [1] 5018.39 188.308 -0.996336 1.99267 0 NaN 0.996336 1340 DOW caleb_strategy_v1 [1] 5018.39 143.472 -1.99267 -3.98534 -7.97069 NaN -5.97802 1342 DOW caleb_strategy_v1 [1] 5018.39 143.472 -1.99267 3.98534 0 NaN 1.99267 1344 DOW caleb_strategy_v1 [1] 5018.39 178.344 -0.996336 1.99267 0 NaN 0.996336 1346 DOW caleb_strategy_v1 [1] 5018.39 155.428 -1.99267 3.98534 0 NaN 1.99267 1220 DOW caleb_strategy_v1 [1] 5018.39 360.674 -1.99267 7.97069 3.98534 NaN 5.97802 1348 DOW caleb_strategy_v1 [1] 5018.39 174.359 -0.996336 -3.98534 -5.97802 NaN -4.98168 1350 DOW caleb_strategy_v1 [1] 5018.39 255.062 -1.99267 5.97802 1.99267 NaN 3.98534 1233 DOW caleb_strategy_v1 [1] 5018.39 259.047 -1.99267 1.99267 -1.99267 NaN 0 1246 DOW caleb_strategy_v1 [1] 5018.39 154.432 -0.996336 -3.98534 -5.97802 NaN -4.98168 1261 DOW caleb_strategy_v1 [1] 5018.39 214.212 -0.996336 1.99267 0 NaN 0.996336 1269 DOW caleb_strategy_v1 [1] 5018.39 170.373 -0.996336 1.99267 NaN NaN 0.996336 1273 DOW caleb_strategy_v1 [1] 5018.39 190.3 -0.996336 1.99267 0 NaN 0.996336 1276 DOW caleb_strategy_v1 [1] 5018.39 203.253 -1.99267 -1.99267 -5.97802 NaN -3.98534 1279 DOW caleb_strategy_v1 [1] 5018.39 158.417 -0.996336 1.99267 0 NaN 0.996336 1281 DOW caleb_strategy_v1 [-1] 5018.39 -162.403 -0.996336 -0 NaN NaN -0.996336 1284 DOW caleb_strategy_v1 [-1] 5018.39 -120.557 -0.996336 1.99267 -0 NaN 0.996336 1287 DOW caleb_strategy_v1 [-1] 5018.39 -70.7399 -0.996336 1.99267 -0 NaN 0.996336 1290 DOW caleb_strategy_v1 [-1] 5018.39 -67.7508 -1.99267 3.98534 -0 NaN 1.99267 1293 DOW caleb_strategy_v1 [-1] 5018.39 -134.505 -0.996336 -0 -1.99267 NaN -0.996336 1296 DOW caleb_strategy_v1 [-1] 5018.39 -109.597 -1.99267 -0 -3.98534 NaN -1.99267 1299 DOW caleb_strategy_v1 [-1] 5018.39 -148.454 -0.996336 1.99267 -0 NaN 0.996336 1302 DOW caleb_strategy_v1 [-1] 5018.39 -105.612 -1.99267 -0 -3.98534 NaN -1.99267 1305 DOW caleb_strategy_v1 [-1] 5018.39 -87.6776 -1.99267 -0 -3.98534 NaN -1.99267 1307 DOW caleb_strategy_v1 [-1] 5018.39 -85.6849 -1.99267 -1.99267 -5.97802 NaN -3.98534 1309 DOW caleb_strategy_v1 [-1] 5018.39 -108.601 -0.996336 1.99267 -0 NaN 0.996336 1311 DOW caleb_strategy_v1 [-1] 5018.39 -81.6996 -1.99267 3.98534 -0 NaN 1.99267 1313 DOW caleb_strategy_v1 [-1] 5018.39 -26.9011 -0.996336 1.99267 -0 NaN 0.996336 1315 DOW caleb_strategy_v1 [-1] 5018.39 -29.8901 -1.99267 -1.99267 -5.97802 NaN -3.98534 1317 DOW caleb_strategy_v1 [-1] 5018.39 -2.98901 -0.996336 1.99267 -0 NaN 0.996336 1319 DOW caleb_strategy_v1 [-1] 5018.39 1.99267 -1.99267 -1.99267 -5.97802 NaN -3.98534 1321 DOW caleb_strategy_v1 [-1] 5018.39 -7.97069 -1.99267 3.98534 -0 NaN 1.99267 1323 DOW caleb_strategy_v1 [-1] 5018.39 -148.454 -0.996336 1.99267 -0 NaN 0.996336 1325 DOW caleb_strategy_v1 [-1] 5018.39 -91.6629 -1.99267 -0 -3.98534 NaN -1.99267 1327 DOW caleb_strategy_v1 [-1] 5018.39 -61.7728 -1.99267 1.99267 -1.99267 NaN 0 1329 DOW caleb_strategy_v1 [-1] 5018.39 -144.469 -0.996336 -1.99267 -3.98534 NaN -2.98901 1331 DOW caleb_strategy_v1 [-1] 5018.39 -135.502 -1.99267 -3.98534 -7.97069 NaN -5.97802 1333 DOW caleb_strategy_v1 [-1] 5018.39 -123.546 -1.99267 3.98534 -0 NaN 1.99267 1335 DOW caleb_strategy_v1 [-1] 5018.39 -109.597 -1.99267 3.98534 -0 NaN 1.99267 1337 DOW caleb_strategy_v1 [-1] 5018.39 -195.282 -1.99267 3.98534 -0 NaN 1.99267 1339 DOW caleb_strategy_v1 [-1] 5018.39 -144.469 -0.996336 1.99267 -0 NaN 0.996336 1341 DOW caleb_strategy_v1 [-1] 5018.39 -143.472 -1.99267 -0 -3.98534 NaN -1.99267 1214 DOW caleb_strategy_v1 [-1] 5018.39 -611.75 -1.99267 -0 -3.98534 NaN -1.99267 1343 DOW caleb_strategy_v1 [-1] 5018.39 -173.362 -1.99267 -3.98534 -7.97069 NaN -5.97802 1345 DOW caleb_strategy_v1 [-1] 5018.39 -157.421 -1.99267 3.98534 -0 NaN 1.99267 1347 DOW caleb_strategy_v1 [-1] 5018.39 -177.348 -1.99267 3.98534 -0 NaN 1.99267 1349 DOW caleb_strategy_v1 [-1] 5018.39 -253.069 -1.99267 -3.98534 -7.97069 NaN -5.97802 1351 DOW caleb_strategy_v1 [-1] 5018.39 -239.121 -1.99267 -1.99267 -5.97802 NaN -3.98534 1228 DOW caleb_strategy_v1 [-1] 5018.39 -372.63 -1.99267 -5.97802 -9.96336 NaN -7.97069 1239 DOW caleb_strategy_v1 [-1] 5018.39 -378.608 -1.99267 85.6849 81.6996 NaN 83.6922 1256 DOW caleb_strategy_v1 [-1] 5018.39 -119.56 -1.99267 3.98534 -0 NaN 1.99267 1265 DOW caleb_strategy_v1 [-1] 5018.39 -223.179 -1.99267 3.98534 -0 NaN 1.99267 1271 DOW caleb_strategy_v1 [-1] 5018.39 -195.282 -1.99267 3.98534 -0 NaN 1.99267 1275 DOW caleb_strategy_v1 [-1] 5018.39 -205.245 -1.99267 1.99267 -1.99267 NaN 0 1278 DOW caleb_strategy_v1 [-1] 5018.39 -159.414 -1.99267 1.99267 -1.99267 NaN 0 1162 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1163 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -182.19 -20.2433 NaN NaN NaN NaN 1164 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1165 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1166 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -151.825 -10.1217 NaN NaN NaN NaN 1167 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -101.217 -20.2433 NaN NaN NaN NaN 1168 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -70.8517 -10.1217 NaN NaN NaN NaN 1169 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -70.8517 -10.1217 NaN NaN NaN NaN 1170 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -30.365 -10.1217 NaN NaN NaN NaN 1171 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -70.8517 -10.1217 NaN NaN NaN NaN 1172 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -70.8517 -10.1217 NaN NaN NaN NaN 1173 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -91.0951 -10.1217 NaN NaN NaN NaN 1174 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -111.338 -10.1217 NaN NaN NaN NaN 1175 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -111.338 -10.1217 NaN NaN NaN NaN 1176 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -151.825 -10.1217 NaN NaN NaN NaN 1177 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1178 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -161.947 -20.2433 NaN NaN NaN NaN 1179 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -161.947 -20.2433 NaN NaN NaN NaN 1180 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1181 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -161.947 -20.2433 NaN NaN NaN NaN 1182 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -151.825 -10.1217 NaN NaN NaN NaN 1183 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1184 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1187 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -172.068 -10.1217 NaN NaN NaN NaN 1192 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1194 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1195 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1196 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1197 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1216 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1229 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1242 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1266 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN 1258 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 493.989 -192.312 -10.1217 NaN NaN NaN NaN ================================================================================================================================================================================== 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 1156 CAC caleb_strategy_v1 [-1] 10.9873 178.544 -2.74684 -0 NaN NaN -2.74684 1157 DAX caleb_strategy_v1 [-1] 1.09874 176.896 -1.09874 -2.19747 -4.39494 NaN -3.29621 1159 DAX caleb_strategy_v1 [-1] 1.09874 170.304 -1.09874 2.19747 -0 NaN 1.09874 1160 EUROSTX caleb_strategy_v1 [-1] 10.9873 203.266 -5.49367 -0 -10.9873 NaN -5.49367 1158 EUROSTX caleb_strategy_v1 [-1] 10.9873 203.266 -5.49367 -10.9873 -21.9747 NaN -16.481 1161 GASOIL caleb_strategy_v1 [-1] 100 -1650 -25 25 -25 NaN 0 1185 GAS_US caleb_strategy_v1 [-1] 10000 -420 -10 20 -0 NaN 10 1186 COPPER caleb_strategy_v1 [-1] 25000 -2031.25 -6.25 12.5 -0 NaN 6.25 1188 GAS_US caleb_strategy_v1 [-1] 10000 -400 -10 -50 -70 NaN -60 1189 COPPER caleb_strategy_v1 [-1] 25000 -2381.25 -6.25 -0 -12.5 NaN -6.25 1191 HEATOIL caleb_strategy_v1 [-1] 42000 -2664.9 -31.5 12.6 -50.4 NaN -18.9 1193 SUGAR11 caleb_strategy_v1 [-1] 112000 -16.8 -5.6 22.4 11.2 NaN 16.8 1190 SUGAR11 caleb_strategy_v1 [-1] 112000 -5.6 -5.6 -11.2 -22.4 NaN -16.8 1203 EUR caleb_strategy_v1 [-1] 125000 -2184.38 -3.125 6.25 -2.77556e-11 NaN 3.125 1208 SP500 caleb_strategy_v1 [-1] 50 1081.25 -6.25 -0 -12.5 NaN -6.25 1209 US5 caleb_strategy_v1 [-1] 1000 -707.031 -3.90625 -7.812 -15.6245 NaN -11.7183 1211 NASDAQ caleb_strategy_v1 [1] 20 -5162.5 -7.5 -85 -100 NaN -92.5 1213 GBP caleb_strategy_v1 [1] 62500 1931.25 -6.25 0 -12.5 NaN -6.25 1215 JPY caleb_strategy_v1 [-1] 1.25e+07 -1687.5 -6.25 12.5 -0 NaN 6.25 1204 GBP caleb_strategy_v1 [-1] 62500 -1896.88 -3.125 -6.25 -12.5 NaN -9.375 1222 GBP caleb_strategy_v1 [-1] 62500 -1715.63 -3.125 6.25 -0 NaN 3.125 1224 NZD caleb_strategy_v1 [-1] 100000 -1115 -5 10 -0 NaN 5 1206 NZD caleb_strategy_v1 [-1] 100000 -1305 -5 -0 -10 NaN -5 1225 VIX caleb_strategy_v1 [1] 1000 -375 -25 100 NaN NaN 75 1207 VIX caleb_strategy_v1 [1] 1000 -425 -25 50 0 NaN 25 1234 JPY caleb_strategy_v1 [1] 1.25e+07 1525 -6.25 0 NaN NaN -6.25 1202 JPY caleb_strategy_v1 [1] 1.25e+07 1646.87 -3.125 0 -6.25 NaN -3.125 1221 JPY caleb_strategy_v1 [1] 1.25e+07 1490.62 -3.125 -6.25 -12.5 NaN -9.375 1237 WHEAT caleb_strategy_v1 [-1] 50 762.5 -12.5 -0 -25 NaN -12.5 1227 SP500 caleb_strategy_v1 [1] 50 -2143.75 -6.25 12.5 0 NaN 6.25 1212 SP500 caleb_strategy_v1 [1] 50 -1031.25 -6.25 12.5 0 NaN 6.25 1238 SP500 caleb_strategy_v1 [1] 50 -2068.75 -6.25 12.5 0 NaN 6.25 1241 FEEDCOW caleb_strategy_v1 [-1] 500 818.75 -18.75 12.5 -25 NaN -6.25 1217 CHF caleb_strategy_v1 [-1] 125000 -2659.38 -9.375 287.5 268.75 NaN 278.125 1243 CHF caleb_strategy_v1 [-1] 125000 -2240.62 -9.375 -0 -18.75 NaN -9.375 1230 CHF caleb_strategy_v1 [-1] 125000 -2231.25 -6.25 -6.25 -18.75 NaN -12.5 1198 CHF caleb_strategy_v1 [-1] 125000 -2653.13 -9.375 -6.25 -25 NaN -15.625 1247 FEEDCOW caleb_strategy_v1 [1] 500 -775 -12.5 0 -25 NaN -12.5 1248 WHEAT caleb_strategy_v1 [1] 50 -812.5 -12.5 0 -25 NaN -12.5 1250 LEANHOG caleb_strategy_v1 [-1] 400 740 -10 -0 -20 NaN -10 1251 REDWHEAT caleb_strategy_v1 [1] 50 -225 -12.5 12.5 -12.5 NaN 0 1235 US10U caleb_strategy_v1 [-1] 1000 -1273.44 -7.8125 -15.625 -31.25 NaN -23.4375 1252 US10U caleb_strategy_v1 [-1] 1000 -1257.81 -7.8125 15.625 -0 NaN 7.8125 1205 US10U caleb_strategy_v1 [-1] 1000 -1367.19 -7.8125 15.625 -0 NaN 7.8125 1223 US10U caleb_strategy_v1 [-1] 1000 -1179.69 -7.8125 -0 NaN NaN -7.8125 1253 SOYOIL caleb_strategy_v1 [1] 600 654 -6 -6 -18 NaN -12 1240 SOYMEAL caleb_strategy_v1 [1] 100 -1165 -5 0 NaN NaN -5 1257 SOYMEAL caleb_strategy_v1 [1] 100 -1150 -10 -10 -30 NaN -20 1249 SOYMEAL caleb_strategy_v1 [-1] 100 1185 -5 10 -5.68434e-12 NaN 5 1262 SOYMEAL caleb_strategy_v1 [-1] 100 1035 -5 -10 -20 NaN -15 1254 CORN caleb_strategy_v1 [1] 50 6.25 -6.25 0 -12.5 NaN -6.25 1263 CORN caleb_strategy_v1 [1] 50 -175 0 275 275 NaN 275 1219 US5 caleb_strategy_v1 [1] 1000 636.719 -3.90625 7.812 -0.0005 NaN 3.90575 1260 US5 caleb_strategy_v1 [1] 1000 597.656 -3.90625 -7.8125 -15.625 NaN -11.7188 1200 US5 caleb_strategy_v1 [1] 1000 714.844 -3.90625 7.812 -0.0005 NaN 3.90575 1232 US5 caleb_strategy_v1 [1] 1000 660.156 -3.90625 7.8125 0 NaN 3.90625 1268 US5 caleb_strategy_v1 [1] 1000 628.906 -3.90625 -7.8125 -15.625 NaN -11.7188 1245 US5 caleb_strategy_v1 [1] 1000 652.344 -3.90625 -7.813 -15.6255 NaN -11.7192 1218 RUSSELL caleb_strategy_v1 [1] 5 -116.5 -0.5 -51 -52 NaN -51.5 1259 RUSSELL caleb_strategy_v1 [1] 5 -200 -0.5 1 1.13687e-12 NaN 0.5 1231 RUSSELL caleb_strategy_v1 [1] 5 -170.5 -0.5 0 -1 NaN -0.5 1199 RUSSELL caleb_strategy_v1 [1] 5 -123.5 -0.5 0 -1 NaN -0.5 1267 RUSSELL caleb_strategy_v1 [1] 5 -192.5 -0.5 1 1.13687e-12 NaN 0.5 1272 RUSSELL caleb_strategy_v1 [1] 5 -184.25 -0.25 -0.5 -1 NaN -0.75 1244 RUSSELL caleb_strategy_v1 [1] 5 -172.5 -0.5 -18 -19 NaN -18.5 1280 RUSSELL caleb_strategy_v1 [1] 5 -197 -0.5 1 0 NaN 0.5 1283 RUSSELL caleb_strategy_v1 [1] 5 -198.5 -0.5 1 1.13687e-12 NaN 0.5 1286 RUSSELL caleb_strategy_v1 [1] 5 -206.5 -0.5 -0.5 -1.5 NaN -1 1255 RUSSELL caleb_strategy_v1 [1] 5 -212.25 -0.25 0.5 1.13687e-12 NaN 0.25 1289 RUSSELL caleb_strategy_v1 [1] 5 -200 -0.5 0 -1 NaN -0.5 1226 RUSSELL caleb_strategy_v1 [1] 5 -171 -0.5 1 1.13687e-12 NaN 0.5 1274 RUSSELL caleb_strategy_v1 [1] 5 -185.5 -0.5 0.5 NaN NaN 1.13687e-12 1292 RUSSELL caleb_strategy_v1 [1] 5 -194.5 -0.5 0 -1 NaN -0.5 1295 RUSSELL caleb_strategy_v1 [1] 5 -194.75 -0.25 0.5 1.13687e-12 NaN 0.25 1264 RUSSELL caleb_strategy_v1 [1] 5 -182.75 -0.25 -1 -1.5 NaN -1.25 1298 RUSSELL caleb_strategy_v1 [1] 5 -190 -0.5 -0.5 -1.5 NaN -1 1236 RUSSELL caleb_strategy_v1 [1] 5 -173 -0.5 1 0 NaN 0.5 1301 RUSSELL caleb_strategy_v1 [1] 5 -199 -0.5 0 -1 NaN -0.5 1270 RUSSELL caleb_strategy_v1 [1] 5 -184 -0.5 0 -1 NaN -0.5 1304 RUSSELL caleb_strategy_v1 [1] 5 -192.75 -0.25 -0.5 -1 NaN -0.75 1210 RUSSELL caleb_strategy_v1 [1] 5 -116 -0.5 -0.5 -1.5 NaN -1 1277 RUSSELL caleb_strategy_v1 [1] 5 -194 -0.5 0.5 -0.5 NaN 0 1282 DOW caleb_strategy_v1 [1] 0.5 39.75 -0.25 -1 -1.5 NaN -1.25 1285 DOW caleb_strategy_v1 [1] 0.5 29 -0.5 0 -1 NaN -0.5 1288 DOW caleb_strategy_v1 [1] 0.5 17.75 -0.25 0.5 0 NaN 0.25 1291 DOW caleb_strategy_v1 [1] 0.5 16 -0.5 1 0 NaN 0.5 1294 DOW caleb_strategy_v1 [1] 0.5 33.75 -0.25 0.5 0 NaN 0.25 1297 DOW caleb_strategy_v1 [1] 0.5 27.75 -0.25 0 -0.5 NaN -0.25 1300 DOW caleb_strategy_v1 [1] 0.5 36.75 -0.25 -0.5 -1 NaN -0.75 1303 DOW caleb_strategy_v1 [1] 0.5 27 -0.5 0.5 -0.5 NaN 0 1306 DOW caleb_strategy_v1 [1] 0.5 23.25 -0.25 0.5 0 NaN 0.25 1308 DOW caleb_strategy_v1 [1] 0.5 22 -0.5 -0.5 -1.5 NaN -1 1310 DOW caleb_strategy_v1 [1] 0.5 26 -0.5 0 -1 NaN -0.5 1312 DOW caleb_strategy_v1 [1] 0.5 19.5 -0.5 1 0 NaN 0.5 1314 DOW caleb_strategy_v1 [1] 0.5 6.75 -0.25 0.5 0 NaN 0.25 1316 DOW caleb_strategy_v1 [1] 0.5 8.25 -0.25 -0.5 -1 NaN -0.75 1318 DOW caleb_strategy_v1 [1] 0.5 0.75 -0.25 0 -0.5 NaN -0.25 1320 DOW caleb_strategy_v1 [1] 0.5 -0.5 -0.5 0 -1 NaN -0.5 1322 DOW caleb_strategy_v1 [1] 0.5 1.25 -0.25 0.5 0 NaN 0.25 1324 DOW caleb_strategy_v1 [1] 0.5 36.25 -0.25 -1.5 -2 NaN -1.75 1326 DOW caleb_strategy_v1 [1] 0.5 23.5 -0.5 1 0 NaN 0.5 1328 DOW caleb_strategy_v1 [1] 0.5 15.25 -0.25 0.5 0 NaN 0.25 1201 DOW caleb_strategy_v1 [1] 0.5 145 -0.5 1 0 NaN 0.5 1330 DOW caleb_strategy_v1 [1] 0.5 36.75 -0.25 0.5 0 NaN 0.25 1332 DOW caleb_strategy_v1 [1] 0.5 35.25 -0.25 0.5 0 NaN 0.25 1334 DOW caleb_strategy_v1 [1] 0.5 31.75 -0.25 0 -0.5 NaN -0.25 1336 DOW caleb_strategy_v1 [1] 0.5 26.5 -0.5 0 -1 NaN -0.5 1338 DOW caleb_strategy_v1 [1] 0.5 47.25 -0.25 0.5 0 NaN 0.25 1340 DOW caleb_strategy_v1 [1] 0.5 36 -0.5 -1 -2 NaN -1.5 1342 DOW caleb_strategy_v1 [1] 0.5 36 -0.5 1 0 NaN 0.5 1344 DOW caleb_strategy_v1 [1] 0.5 44.75 -0.25 0.5 0 NaN 0.25 1346 DOW caleb_strategy_v1 [1] 0.5 39 -0.5 1 0 NaN 0.5 1220 DOW caleb_strategy_v1 [1] 0.5 90.5 -0.5 2 1 NaN 1.5 1348 DOW caleb_strategy_v1 [1] 0.5 43.75 -0.25 -1 -1.5 NaN -1.25 1350 DOW caleb_strategy_v1 [1] 0.5 64 -0.5 1.5 0.5 NaN 1 1233 DOW caleb_strategy_v1 [1] 0.5 65 -0.5 0.5 -0.5 NaN 0 1246 DOW caleb_strategy_v1 [1] 0.5 38.75 -0.25 -1 -1.5 NaN -1.25 1261 DOW caleb_strategy_v1 [1] 0.5 53.75 -0.25 0.5 0 NaN 0.25 1269 DOW caleb_strategy_v1 [1] 0.5 42.75 -0.25 0.5 NaN NaN 0.25 1273 DOW caleb_strategy_v1 [1] 0.5 47.75 -0.25 0.5 0 NaN 0.25 1276 DOW caleb_strategy_v1 [1] 0.5 51 -0.5 -0.5 -1.5 NaN -1 1279 DOW caleb_strategy_v1 [1] 0.5 39.75 -0.25 0.5 0 NaN 0.25 1281 DOW caleb_strategy_v1 [-1] 0.5 -40.75 -0.25 -0 NaN NaN -0.25 1284 DOW caleb_strategy_v1 [-1] 0.5 -30.25 -0.25 0.5 -0 NaN 0.25 1287 DOW caleb_strategy_v1 [-1] 0.5 -17.75 -0.25 0.5 -0 NaN 0.25 1290 DOW caleb_strategy_v1 [-1] 0.5 -17 -0.5 1 -0 NaN 0.5 1293 DOW caleb_strategy_v1 [-1] 0.5 -33.75 -0.25 -0 -0.5 NaN -0.25 1296 DOW caleb_strategy_v1 [-1] 0.5 -27.5 -0.5 -0 -1 NaN -0.5 1299 DOW caleb_strategy_v1 [-1] 0.5 -37.25 -0.25 0.5 -0 NaN 0.25 1302 DOW caleb_strategy_v1 [-1] 0.5 -26.5 -0.5 -0 -1 NaN -0.5 1305 DOW caleb_strategy_v1 [-1] 0.5 -22 -0.5 -0 -1 NaN -0.5 1307 DOW caleb_strategy_v1 [-1] 0.5 -21.5 -0.5 -0.5 -1.5 NaN -1 1309 DOW caleb_strategy_v1 [-1] 0.5 -27.25 -0.25 0.5 -0 NaN 0.25 1311 DOW caleb_strategy_v1 [-1] 0.5 -20.5 -0.5 1 -0 NaN 0.5 1313 DOW caleb_strategy_v1 [-1] 0.5 -6.75 -0.25 0.5 -0 NaN 0.25 1315 DOW caleb_strategy_v1 [-1] 0.5 -7.5 -0.5 -0.5 -1.5 NaN -1 1317 DOW caleb_strategy_v1 [-1] 0.5 -0.75 -0.25 0.5 -0 NaN 0.25 1319 DOW caleb_strategy_v1 [-1] 0.5 0.5 -0.5 -0.5 -1.5 NaN -1 1321 DOW caleb_strategy_v1 [-1] 0.5 -2 -0.5 1 -0 NaN 0.5 1323 DOW caleb_strategy_v1 [-1] 0.5 -37.25 -0.25 0.5 -0 NaN 0.25 1325 DOW caleb_strategy_v1 [-1] 0.5 -23 -0.5 -0 -1 NaN -0.5 1327 DOW caleb_strategy_v1 [-1] 0.5 -15.5 -0.5 0.5 -0.5 NaN 0 1329 DOW caleb_strategy_v1 [-1] 0.5 -36.25 -0.25 -0.5 -1 NaN -0.75 1331 DOW caleb_strategy_v1 [-1] 0.5 -34 -0.5 -1 -2 NaN -1.5 1333 DOW caleb_strategy_v1 [-1] 0.5 -31 -0.5 1 -0 NaN 0.5 1335 DOW caleb_strategy_v1 [-1] 0.5 -27.5 -0.5 1 -0 NaN 0.5 1337 DOW caleb_strategy_v1 [-1] 0.5 -49 -0.5 1 -0 NaN 0.5 1339 DOW caleb_strategy_v1 [-1] 0.5 -36.25 -0.25 0.5 -0 NaN 0.25 1341 DOW caleb_strategy_v1 [-1] 0.5 -36 -0.5 -0 -1 NaN -0.5 1214 DOW caleb_strategy_v1 [-1] 0.5 -153.5 -0.5 -0 -1 NaN -0.5 1343 DOW caleb_strategy_v1 [-1] 0.5 -43.5 -0.5 -1 -2 NaN -1.5 1345 DOW caleb_strategy_v1 [-1] 0.5 -39.5 -0.5 1 -0 NaN 0.5 1347 DOW caleb_strategy_v1 [-1] 0.5 -44.5 -0.5 1 -0 NaN 0.5 1349 DOW caleb_strategy_v1 [-1] 0.5 -63.5 -0.5 -1 -2 NaN -1.5 1351 DOW caleb_strategy_v1 [-1] 0.5 -60 -0.5 -0.5 -1.5 NaN -1 1228 DOW caleb_strategy_v1 [-1] 0.5 -93.5 -0.5 -1.5 -2.5 NaN -2 1239 DOW caleb_strategy_v1 [-1] 0.5 -95 -0.5 21.5 20.5 NaN 21 1256 DOW caleb_strategy_v1 [-1] 0.5 -30 -0.5 1 -0 NaN 0.5 1265 DOW caleb_strategy_v1 [-1] 0.5 -56 -0.5 1 -0 NaN 0.5 1271 DOW caleb_strategy_v1 [-1] 0.5 -49 -0.5 1 -0 NaN 0.5 1275 DOW caleb_strategy_v1 [-1] 0.5 -51.5 -0.5 0.5 -0.5 NaN 0 1278 DOW caleb_strategy_v1 [-1] 0.5 -40 -0.5 0.5 -0.5 NaN 0 1162 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1163 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -90 -10 NaN NaN NaN NaN 1164 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1165 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1166 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -75 -5 NaN NaN NaN NaN 1167 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -50 -10 NaN NaN NaN NaN 1168 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -35 -5 NaN NaN NaN NaN 1169 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -35 -5 NaN NaN NaN NaN 1170 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -15 -5 NaN NaN NaN NaN 1171 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -35 -5 NaN NaN NaN NaN 1172 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -35 -5 NaN NaN NaN NaN 1173 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -45 -5 NaN NaN NaN NaN 1174 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -55 -5 NaN NaN NaN NaN 1175 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -55 -5 NaN NaN NaN NaN 1176 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -75 -5 NaN NaN NaN NaN 1177 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1178 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -80 -10 NaN NaN NaN NaN 1179 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -80 -10 NaN NaN NaN NaN 1180 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1181 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -80 -10 NaN NaN NaN NaN 1182 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -75 -5 NaN NaN NaN NaN 1183 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1184 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1187 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -85 -5 NaN NaN NaN NaN 1192 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1194 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1195 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1196 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1197 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1216 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1229 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1242 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1266 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN 1258 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1, 1] 10 -95 -5 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA -2555.000000 caleb_strategy_v1 CAC 178.544437 CHF -9784.375000 COPPER -4412.500000 CORN -168.750000 DAX 347.200260 DOW -58.500000 EUR -2184.375000 EUROSTX 406.531950 FEEDCOW 43.750000 GASOIL -1650.000000 GAS_US -820.000000 GBP -1681.250000 HEATOIL -2664.900000 JPY 2975.000000 LEANHOG 740.000000 NASDAQ -5162.500000 NZD -2420.000000 REDWHEAT -225.000000 RUSSELL -4351.250000 SOYMEAL -95.000000 SOYOIL 654.000000 SP500 -4162.500000 SUGAR11 -22.400000 US10U -5078.125000 US5 3183.593750 VIX -800.000000 WHEAT -50.000000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -2555.000000 caleb_strategy_v1 -37262.804603 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA -195.000000 caleb_strategy_v1 CAC -2.746837 CHF -34.375000 COPPER -12.500000 CORN -6.250000 DAX -2.197470 DOW -31.500000 EUR -3.125000 EUROSTX -10.987350 FEEDCOW -31.250000 GASOIL -25.000000 GAS_US -20.000000 GBP -12.500000 HEATOIL -31.500000 JPY -18.750000 LEANHOG -10.000000 NASDAQ -7.500000 NZD -10.000000 REDWHEAT -12.500000 RUSSELL -10.750000 SOYMEAL -25.000000 SOYOIL -6.000000 SP500 -25.000000 SUGAR11 -11.200000 US10U -31.250000 US5 -27.343750 VIX -50.000000 WHEAT -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -195.000000 caleb_strategy_v1 -494.225407 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0.00000 caleb_strategy_v1 CAC -0.00000 CHF 275.00000 COPPER 12.50000 CORN 275.00000 DAX 0.00000 DOW 41.00000 EUR 6.25000 EUROSTX -10.98735 FEEDCOW 12.50000 GASOIL 25.00000 GAS_US -30.00000 GBP 0.00000 HEATOIL 12.60000 JPY 6.25000 LEANHOG -0.00000 NASDAQ -85.00000 NZD 10.00000 REDWHEAT 12.50000 RUSSELL -64.50000 SOYMEAL -10.00000 SOYOIL -6.00000 SP500 37.50000 SUGAR11 11.20000 US10U 15.62500 US5 -7.81350 VIX 150.00000 WHEAT 0.00000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.00000 caleb_strategy_v1 688.62415 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0.000000e+00 caleb_strategy_v1 CAC 0.000000e+00 CHF 2.062500e+02 COPPER -1.250000e+01 CORN 2.625000e+02 DAX -4.394940e+00 DOW -2.150000e+01 EUR -2.775558e-11 EUROSTX -3.296205e+01 FEEDCOW -5.000000e+01 GASOIL -2.500000e+01 GAS_US -7.000000e+01 GBP -2.500000e+01 HEATOIL -5.040000e+01 JPY -1.875000e+01 LEANHOG -2.000000e+01 NASDAQ -1.000000e+02 NZD -1.000000e+01 REDWHEAT -1.250000e+01 RUSSELL -8.550000e+01 SOYMEAL -5.000000e+01 SOYOIL -1.800000e+01 SP500 -1.250000e+01 SUGAR11 -1.120000e+01 US10U -3.125000e+01 US5 -6.250100e+01 VIX 0.000000e+00 WHEAT -5.000000e+01 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.00000 caleb_strategy_v1 -305.20799 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0 caleb_strategy_v1 CAC 0 CHF 0 COPPER 0 CORN 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GAS_US 0 GBP 0 HEATOIL 0 JPY 0 LEANHOG 0 NASDAQ 0 NZD 0 REDWHEAT 0 RUSSELL 0 SOYMEAL 0 SOYOIL 0 SP500 0 SUGAR11 0 US10U 0 US5 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0.000000e+00 caleb_strategy_v1 CAC -2.746837e+00 CHF 2.406250e+02 COPPER 0.000000e+00 CORN 2.687500e+02 DAX -2.197470e+00 DOW 9.500000e+00 EUR 3.125000e+00 EUROSTX -2.197470e+01 FEEDCOW -1.875000e+01 GASOIL 0.000000e+00 GAS_US -5.000000e+01 GBP -1.250000e+01 HEATOIL -1.890000e+01 JPY -1.250000e+01 LEANHOG -1.000000e+01 NASDAQ -9.250000e+01 NZD 0.000000e+00 REDWHEAT 0.000000e+00 RUSSELL -7.525000e+01 SOYMEAL -3.500000e+01 SOYOIL -1.200000e+01 SP500 1.250000e+01 SUGAR11 -3.108624e-12 US10U -1.562500e+01 US5 -3.515725e+01 VIX 1.000000e+02 WHEAT -2.500000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.000000 caleb_strategy_v1 194.398743 ******************************************************************************** END OF REPORT ********************************************************************************