******************************************************************************** Trades report report produced on 07/03/2023 21:36 from 06/03/2023 21:36 to 07/03/2023 21:36 ******************************************************************************** ==================================================================================================================== Broker orders ==================================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 1635 CHF _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:01:40.000 [1, -1] -0.011000 1640 CHF _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:04:27.000 [1, -1] -0.011000 1644 CHF _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:07:06.000 [1, -1] -0.011050 1648 CHF _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:12:10.000 [1, -1] -0.011100 1651 CHF _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:13:41.000 [1, -1] -0.011150 1630 CRUDE_W caleb_strategy_v1 [20231200] 2023-03-07 14:00:02.000 [-1] 77.330000 1633 EUR _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:00:28.000 [1, -1] -0.006000 1638 EUR _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:03:57.000 [1, -1] -0.006080 1653 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:18:46.000 [-1, 1] -0.002800 1650 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:13:33.000 [-1, 1] -0.002800 1647 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:12:09.000 [-1, 1] -0.002800 1643 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:07:05.000 [-1, 1] -0.002700 1639 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:04:20.000 [-1, 1] -0.002750 1634 GBP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:01:35.000 [-1, 1] -0.002600 1655 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:23:49.000 [1, -1] -0.000108 1632 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:00:07.000 [1, -1] -0.000107 1637 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:03:57.000 [1, -1] -0.000107 1642 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 19:45:00.395 [0, 0] NaN 1646 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 19:45:00.458 [0, 0] NaN 1649 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:13:19.000 [1, -1] -0.000108 1652 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:13:45.000 [1, -1] -0.000108 1654 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:18:47.000 [1, -1] -0.000108 1656 JPY _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:28:51.000 [1, -1] -0.000108 1645 MXP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:12:07.000 [-1, 1] 0.000980 1636 MXP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:02:48.000 [-1, 1] 0.000980 1641 MXP _ROLL_PSEUDO_STRATEGY [20230300, 20230600] 2023-03-07 15:06:25.000 [-1, 1] 0.000990 1631 SP400 caleb_strategy_v1 [20230300] 2023-03-07 15:00:01.000 [-1] 2625.200000 ==================================================================================================================================================================== Delays ==================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 1630 CRUDE_W caleb_strategy_v1 2023-03-06 00:00:00 2023-03-07 14:00:01.223 2023-03-07 14:00:02.000 136801 0.777 1631 SP400 caleb_strategy_v1 2023-03-06 00:00:00 2023-03-07 15:00:00.917 2023-03-07 15:00:01.000 140401 0.083 1633 EUR _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:00:08.811 2023-03-07 15:00:28.000 68408.8 19.189 1638 EUR _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:03:57.549 2023-03-07 15:03:57.000 68637.5 NaN 1641 MXP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:04:27.881 2023-03-07 15:06:25.000 68667.9 117.119 1636 MXP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:01:41.369 2023-03-07 15:02:48.000 68501.4 66.631 1645 MXP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:07:06.898 2023-03-07 15:12:07.000 68826.9 300.102 1635 CHF _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:01:36.680 2023-03-07 15:01:40.000 68496.7 3.32 1640 CHF _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:04:21.452 2023-03-07 15:04:27.000 68661.5 5.548 1644 CHF _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:07:06.413 2023-03-07 15:07:06.000 68826.4 NaN 1648 CHF _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:12:09.977 2023-03-07 15:12:10.000 69130 0.023 1651 CHF _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:13:34.461 2023-03-07 15:13:41.000 69214.5 6.539 1634 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:00:29.570 2023-03-07 15:01:35.000 68429.6 65.43 1639 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:03:58.203 2023-03-07 15:04:20.000 68638.2 21.797 1643 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:06:27.513 2023-03-07 15:07:05.000 68787.5 37.487 1647 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:12:09.161 2023-03-07 15:12:09.000 69129.2 NaN 1650 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:13:19.910 2023-03-07 15:13:33.000 69199.9 13.09 1653 GBP _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:13:45.992 2023-03-07 15:18:46.000 69226 300.008 1632 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:00:03.333 2023-03-07 15:00:07.000 68403.3 3.667 1637 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:03:54.585 2023-03-07 15:03:57.000 68634.6 2.415 1642 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:06:27.013 2023-03-07 19:45:00.395 68787 16713.4 1646 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:12:08.585 2023-03-07 19:45:00.458 69128.6 16371.9 1649 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:12:11.482 2023-03-07 15:13:19.000 69131.5 67.518 1652 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:13:42.531 2023-03-07 15:13:45.000 69222.5 2.469 1654 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:18:47.698 2023-03-07 15:18:47.000 69527.7 NaN 1655 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:18:49.351 2023-03-07 15:23:49.000 69529.4 299.649 1656 JPY _ROLL_PSEUDO_STRATEGY 2023-03-06 20:00:00 2023-03-07 15:23:51.011 2023-03-07 15:28:51.000 69831 299.989 ================================================================================================================================================================================================================================================= 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 1630 CRUDE_W caleb_strategy_v1 [-1] 77.94 None 77.32 77.31 77.33 77.33 77.33 -0.62 -0.01 0.02 -0 NaN 0.01 1631 SP400 caleb_strategy_v1 [-1] 2616 None 2625.9 2625.2 2626.6 NaN 2625.2 9.9 -0.7 -0 NaN NaN -0.7 1633 EUR _ROLL_PSEUDO_STRATEGY [1, -1] -0.006 None -0.00599 -0.00598 -0.006 -0.006 -0.006 -1e-05 -1e-05 2e-05 5.20417e-18 NaN 1e-05 1638 EUR _ROLL_PSEUDO_STRATEGY [1, -1] -0.006 None -0.006 -0.006 -0.006 NaN -0.00608 -5.20417e-18 0 8e-05 NaN NaN 8e-05 1641 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00101 None 0.000985 0.00098 0.00099 0.00099 0.00099 -2.5e-05 -5e-06 1e-05 4.77049e-18 NaN 5e-06 1636 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00101 None 0.000995 0.00099 0.001 0.001 0.00098 -1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 1645 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00101 None 0.000985 0.00098 0.00099 0.00099 0.00098 -2.5e-05 -5e-06 1.73472e-18 -1e-05 NaN -5e-06 1635 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.0111 None -0.010975 -0.01095 -0.011 -0.011 -0.011 -0.000125 -2.5e-05 5e-05 1.19696e-16 NaN 2.5e-05 1640 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.0111 None -0.010975 -0.01095 -0.011 -0.011 -0.011 -0.000125 -2.5e-05 5e-05 -1.02349e-16 NaN 2.5e-05 1644 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.0111 None -0.010975 -0.01095 -0.011 -0.011 -0.01105 -0.000125 -2.5e-05 0.0001 5e-05 NaN 7.5e-05 1648 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.0111 None -0.011075 -0.01105 -0.0111 -0.0111 -0.0111 -2.5e-05 -2.5e-05 5e-05 1.09288e-16 NaN 2.5e-05 1651 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.0111 None -0.011125 -0.0111 -0.01115 -0.01115 -0.01115 2.5e-05 -2.5e-05 5e-05 -6.93889e-18 NaN 2.5e-05 1634 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002625 -0.00265 -0.0026 -0.0026 -0.0026 -0.000125 -2.5e-05 5e-05 -1.57426e-16 NaN 2.5e-05 1639 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002675 -0.0027 -0.00265 -0.0026 -0.00275 -0.000175 -2.5e-05 -5e-05 -0.00015 NaN -7.5e-05 1643 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002725 -0.00275 -0.0027 -0.0027 -0.0027 -0.000225 -2.5e-05 5e-05 7.54605e-17 NaN 2.5e-05 1647 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002725 -0.00275 -0.0027 -0.0027 -0.0028 -0.000225 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 1650 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002775 -0.0028 -0.00275 -0.0027 -0.0028 -0.000275 -2.5e-05 8.63025e-17 -0.0001 NaN -2.5e-05 1653 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0025 None -0.002775 -0.0028 -0.00275 -0.0027 -0.0028 -0.000275 -2.5e-05 8.63025e-17 -0.0001 NaN -2.5e-05 1632 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001069 -0.0001068 -0.000107 -0.000107 -0.000107 4e-07 -1e-07 2e-07 3.25261e-19 NaN 1e-07 1637 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001069 -0.0001068 -0.000107 -0.000107 -0.00010725 4e-07 -1e-07 4.5e-07 2.5e-07 NaN 3.5e-07 1642 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001073 -0.0001072 -0.0001074 -0.0001075 NaN 8e-07 -1e-07 NaN NaN NaN NaN 1646 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001075 -0.0001074 -0.0001076 -0.0001075 NaN 1e-06 -1e-07 NaN NaN NaN NaN 1649 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001077 -0.0001076 -0.0001078 -0.000108 -0.000108 1.2e-06 -1e-07 4e-07 4.60786e-19 NaN 3e-07 1652 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001079 -0.0001078 -0.000108 -0.000108 -0.000108 1.4e-06 -1e-07 2e-07 4.60786e-19 NaN 1e-07 1654 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001081 -0.000108 -0.0001082 -0.000108 -0.0001076 1.6e-06 -1e-07 -4e-07 -4e-07 NaN -5e-07 1655 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001077 -0.0001076 -0.0001078 -0.000108 -0.0001076 1.2e-06 -1e-07 2.30393e-19 -4e-07 NaN -1e-07 1656 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.0001065 None -0.0001077 -0.0001076 -0.0001078 -0.000108 -0.0001078 1.2e-06 -1e-07 2e-07 -2e-07 NaN 1e-07 ========================================================================================================================================================================== 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 1630 CRUDE_W caleb_strategy_v1 [-1] 23.1807 -267.464 -4.31394 8.62788 -0 NaN 4.31394 1631 SP400 caleb_strategy_v1 [-1] 441.055 224.462 -15.871 -0 NaN NaN -15.871 1633 EUR _ROLL_PSEUDO_STRATEGY [1, -1] 0.0892845 -1.12002 -1.12002 2.24003 5.82875e-13 NaN 1.12002 1638 EUR _ROLL_PSEUDO_STRATEGY [1, -1] 0.0892845 -5.82875e-13 0 8.96012 NaN NaN 8.96012 1641 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00494066 -50.6006 -10.1201 20.2402 9.65558e-12 NaN 10.1201 1636 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00494066 -30.3603 -10.1201 -20.2402 -40.4805 NaN -30.3603 1645 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00494066 -50.6006 -10.1201 3.51112e-12 -20.2402 NaN -10.1201 1635 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.0889885 -14.0468 -2.80935 5.6187 1.34507e-11 NaN 2.80935 1640 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.0889885 -14.0468 -2.80935 5.6187 -1.15013e-11 NaN 2.80935 1644 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.0889885 -14.0468 -2.80935 11.2374 5.6187 NaN 8.42806 1648 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.0889885 -2.80935 -2.80935 5.6187 1.22811e-11 NaN 2.80935 1651 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.0889885 2.80935 -2.80935 5.6187 -7.79752e-13 NaN 2.80935 1634 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -10.6123 -2.12246 4.24492 -1.33652e-11 NaN 2.12246 1639 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -14.8572 -2.12246 -4.24492 -12.7348 NaN -6.36738 1643 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -19.1021 -2.12246 4.24492 6.40647e-12 NaN 2.12246 1647 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -19.1021 -2.12246 -4.24492 -8.48984 NaN -6.36738 1650 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -23.3471 -2.12246 7.32694e-12 -8.48984 NaN -2.12246 1653 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.117788 -23.3471 -2.12246 7.32694e-12 -8.48984 NaN -2.12246 1632 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 4.97618 -1.24404 2.48809 4.04639e-12 NaN 1.24404 1637 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 4.97618 -1.24404 5.5982 3.11011 NaN 4.35415 1642 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 9.95235 -1.24404 NaN NaN NaN NaN 1646 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 12.4404 -1.24404 NaN NaN NaN NaN 1649 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 14.9285 -1.24404 4.97618 5.73238e-12 NaN 3.73213 1652 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 17.4166 -1.24404 2.48809 5.73238e-12 NaN 1.24404 1654 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 19.9047 -1.24404 -4.97618 -4.97618 NaN -6.22022 1655 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 14.9285 -1.24404 2.86619e-12 -4.97618 NaN -1.24404 1656 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.00080383 14.9285 -1.24404 2.48809 -2.48809 NaN 1.24404 ==================================================================================================================================================================================== 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 1630 CRUDE_W caleb_strategy_v1 [-1] 1000 -620 -10 20 -0 NaN 10 1631 SP400 caleb_strategy_v1 [-1] 100 990 -70 -0 NaN NaN -70 1633 EUR _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -1.25 -1.25 2.5 6.50521e-13 NaN 1.25 1638 EUR _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -6.50521e-13 0 10 NaN NaN 10 1641 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000 -12.5 -2.5 5 2.38524e-12 NaN 2.5 1636 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000 -7.5 -2.5 -5 -10 NaN -7.5 1645 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000 -12.5 -2.5 8.67362e-13 -5 NaN -2.5 1635 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -15.625 -3.125 6.25 1.4962e-11 NaN 3.125 1640 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -15.625 -3.125 6.25 -1.27936e-11 NaN 3.125 1644 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -15.625 -3.125 12.5 6.25 NaN 9.375 1648 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000 -3.125 -3.125 6.25 1.36609e-11 NaN 3.125 1651 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000 3.125 -3.125 6.25 -8.67362e-13 NaN 3.125 1634 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -7.8125 -1.5625 3.125 -9.83913e-12 NaN 1.5625 1639 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -10.9375 -1.5625 -3.125 -9.375 NaN -4.6875 1643 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -14.0625 -1.5625 3.125 4.71628e-12 NaN 1.5625 1647 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -14.0625 -1.5625 -3.125 -6.25 NaN -4.6875 1650 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -17.1875 -1.5625 5.39391e-12 -6.25 NaN -1.5625 1653 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500 -17.1875 -1.5625 5.39391e-12 -6.25 NaN -1.5625 1632 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 5 -1.25 2.5 4.06576e-12 NaN 1.25 1637 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 5 -1.25 5.625 3.125 NaN 4.375 1642 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 10 -1.25 NaN NaN NaN NaN 1646 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 12.5 -1.25 NaN NaN NaN NaN 1649 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 15 -1.25 5 5.75982e-12 NaN 3.75 1652 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 17.5 -1.25 2.5 5.75982e-12 NaN 1.25 1654 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 20 -1.25 -5 -5 NaN -6.25 1655 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 15 -1.25 2.87991e-12 -5 NaN -1.25 1656 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 1.25e+07 15 -1.25 2.5 -2.5 NaN 1.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF -46.875 EUR -1.250 GBP -81.250 JPY 115.000 MXP -32.500 caleb_strategy_v1 CRUDE_W -620.000 SP400 990.000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -46.875 caleb_strategy_v1 370.000 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF -15.625 EUR -1.250 GBP -9.375 JPY -11.250 MXP -7.500 caleb_strategy_v1 CRUDE_W -10.000 SP400 -70.000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -45.0 caleb_strategy_v1 -80.0 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF 3.750000e+01 EUR 1.250000e+01 GBP 9.134912e-12 JPY 1.312500e+01 MXP 4.119871e-12 caleb_strategy_v1 CRUDE_W 2.000000e+01 SP400 -0.000000e+00 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 63.125 caleb_strategy_v1 20.000 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF 6.250000e+00 EUR 6.505213e-13 GBP -2.812500e+01 JPY -9.375000e+00 MXP -1.500000e+01 caleb_strategy_v1 CRUDE_W -0.000000e+00 SP400 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -46.25 caleb_strategy_v1 0.00 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF 0 EUR 0 GBP 0 JPY 0 MXP 0 caleb_strategy_v1 CRUDE_W 0 SP400 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 CHF 21.875 EUR 11.250 GBP -9.375 JPY 4.375 MXP -7.500 caleb_strategy_v1 CRUDE_W 10.000 SP400 -70.000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 20.625 caleb_strategy_v1 -60.000 ******************************************************************************** END OF REPORT ********************************************************************************