******************************************************************************** Trades report report produced on 10/03/2023 21:35 from 09/03/2023 21:35 to 10/03/2023 21:35 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 1665 BTP caleb_strategy_v1 [20230600] 2023-03-10 08:00:04 [1] 113.580000 1669 COCOA caleb_strategy_v1 [20230500] 2023-03-10 14:01:37 [-1] 2702.000000 1697 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:48 [-1] 32520.000000 1696 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:47 [-1] 32512.000000 1695 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:45 [-1] 32504.000000 1694 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:44 [-1] 32501.000000 1693 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:43 [-1] 32499.000000 1692 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:41 [-1] 32496.000000 1691 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:40 [-1] 32495.000000 1690 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:38 [-1] 32494.000000 1689 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:37 [-1] 32497.000000 1688 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:35 [-1] 32496.000000 1687 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:34 [-1] 32493.000000 1686 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:32 [-1] 32493.000000 1685 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:31 [-1] 32477.000000 1684 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:29 [-1] 32474.000000 1675 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:15 [-1] 32488.000000 1682 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:26 [-1] 32482.000000 1681 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:24 [-1] 32490.000000 1680 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:22 [-1] 32488.000000 1679 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:20 [-1] 32485.000000 1678 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:19 [-1] 32481.000000 1677 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:18 [-1] 32481.000000 1676 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:16 [-1] 32484.000000 1683 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:28 [-1] 32483.000000 1672 DOW caleb_strategy_v1 [20230600] 2023-03-10 15:00:00 [-1] 32453.000000 1699 FEEDCOW caleb_strategy_v1 [20230800] 2023-03-10 15:30:05 [1] 217.475000 1671 PALLAD caleb_strategy_v1 [20230600] 2023-03-10 14:01:41 [-1] 1375.000000 1670 ROBUSTA caleb_strategy_v1 [20230500] 2023-03-10 14:01:39 [-1] 2164.000000 1698 SOYMEAL caleb_strategy_v1 [20230700] 2023-03-10 15:30:03 [1] 475.600000 1673 US5 caleb_strategy_v1 [20230600] 2023-03-10 15:00:04 [-1] 107.929688 1674 VIX caleb_strategy_v1 [20230500] 2023-03-10 15:00:14 [-1] 22.850000 1700 WHEAT caleb_strategy_v1 [20231200] 2023-03-10 15:30:06 [-1] 711.000000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 1665 BTP caleb_strategy_v1 2023-03-09 2023-03-10 08:00:02.871 2023-03-10 08:00:04 115203 1.129 1669 COCOA caleb_strategy_v1 2023-03-09 2023-03-10 14:01:31.879 2023-03-10 14:01:37 136892 5.121 1670 ROBUSTA caleb_strategy_v1 2023-03-09 2023-03-10 14:01:38.594 2023-03-10 14:01:39 136899 0.406 1671 PALLAD caleb_strategy_v1 2023-03-09 2023-03-10 14:01:40.510 2023-03-10 14:01:41 136901 0.49 1673 US5 caleb_strategy_v1 2023-03-09 2023-03-10 15:00:01.571 2023-03-10 15:00:04 140402 2.429 1674 VIX caleb_strategy_v1 2023-03-09 2023-03-10 15:00:05.436 2023-03-10 15:00:14 140405 8.564 1672 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:00.887 2023-03-10 15:00:00 140401 NaN 1675 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:15.296 2023-03-10 15:00:15 140415 NaN 1676 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:16.614 2023-03-10 15:00:16 140417 NaN 1677 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:17.868 2023-03-10 15:00:18 140418 0.132 1678 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:19.192 2023-03-10 15:00:19 140419 NaN 1679 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:20.778 2023-03-10 15:00:20 140421 NaN 1680 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:22.165 2023-03-10 15:00:22 140422 NaN 1681 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:23.898 2023-03-10 15:00:24 140424 0.102 1682 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:25.497 2023-03-10 15:00:26 140425 0.503 1683 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:27.436 2023-03-10 15:00:28 140427 0.564 1684 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:29.464 2023-03-10 15:00:29 140429 NaN 1685 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:30.797 2023-03-10 15:00:31 140431 0.203 1686 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:32.481 2023-03-10 15:00:32 140432 NaN 1687 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:33.708 2023-03-10 15:00:34 140434 0.292 1688 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:35.547 2023-03-10 15:00:35 140436 NaN 1689 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:37.033 2023-03-10 15:00:37 140437 NaN 1690 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:38.301 2023-03-10 15:00:38 140438 NaN 1691 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:39.833 2023-03-10 15:00:40 140440 0.167 1692 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:41.683 2023-03-10 15:00:41 140442 NaN 1693 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:43.052 2023-03-10 15:00:43 140443 NaN 1694 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:44.375 2023-03-10 15:00:44 140444 NaN 1695 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:45.836 2023-03-10 15:00:45 140446 NaN 1696 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:47.082 2023-03-10 15:00:47 140447 NaN 1697 DOW caleb_strategy_v1 2023-03-09 2023-03-10 15:00:48.414 2023-03-10 15:00:48 140448 NaN 1698 SOYMEAL caleb_strategy_v1 2023-03-09 2023-03-10 15:30:01.166 2023-03-10 15:30:03 142201 1.834 1699 FEEDCOW caleb_strategy_v1 2023-03-09 2023-03-10 15:30:04.169 2023-03-10 15:30:05 142204 0.831 1700 WHEAT caleb_strategy_v1 2023-03-09 2023-03-10 15:30:06.016 2023-03-10 15:30:06 142206 NaN ===================================================================================================================================================================================================================================== Slippage (ticks per lot) ===================================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading order_id 1665 BTP caleb_strategy_v1 [1] 112.95 None 113.555 113.56 113.55 113.55 113.58 -0.605 -0.005 -0.02 -0.03 NaN -0.025 1669 COCOA caleb_strategy_v1 [-1] 2722 None 2701.5 2701 2702 2702 2702 -20.5 -0.5 1 -0 NaN 0.5 1670 ROBUSTA caleb_strategy_v1 [-1] 2168 None 2164.5 2164 2165 2165 2164 -3.5 -0.5 -0 -1 NaN -0.5 1671 PALLAD caleb_strategy_v1 [-1] 1375 None 1379 1378 1380 1380 1375 4 -1 -3 -5 NaN -4 1673 US5 caleb_strategy_v1 [-1] 106.844 None 107.926 107.922 107.93 107.93 107.93 1.08203 -0.00390625 0.007813 5e-07 NaN 0.00390675 1674 VIX caleb_strategy_v1 [-1] 22.25 None 22.925 22.9 22.95 22.95 22.85 0.675 -0.025 -0.05 -0.1 NaN -0.075 1672 DOW caleb_strategy_v1 [-1] 32619 None 32451.5 32450 32453 32453 32453 -167.5 -1.5 3 -0 NaN 1.5 1675 DOW caleb_strategy_v1 [-1] 32619 None 32453.5 32453 32454 NaN 32488 -165.5 -0.5 35 NaN NaN 34.5 1676 DOW caleb_strategy_v1 [-1] 32619 None 32485 32484 32486 32486 32484 -134 -1 -0 -2 NaN -1 1677 DOW caleb_strategy_v1 [-1] 32619 None 32484.5 32483 32486 32486 32481 -134.5 -1.5 -2 -5 NaN -3.5 1678 DOW caleb_strategy_v1 [-1] 32619 None 32488 32487 32489 32489 32481 -131 -1 -6 -8 NaN -7 1679 DOW caleb_strategy_v1 [-1] 32619 None 32484 32483 32485 32485 32485 -135 -1 2 -0 NaN 1 1680 DOW caleb_strategy_v1 [-1] 32619 None 32491 32490 32492 32492 32488 -128 -1 -2 -4 NaN -3 1681 DOW caleb_strategy_v1 [-1] 32619 None 32488.5 32487 32490 32490 32490 -130.5 -1.5 3 -0 NaN 1.5 1682 DOW caleb_strategy_v1 [-1] 32619 None 32486.5 32485 32488 32488 32482 -132.5 -1.5 -3 -6 NaN -4.5 1683 DOW caleb_strategy_v1 [-1] 32619 None 32482 32481 32483 32483 32483 -137 -1 2 -0 NaN 1 1684 DOW caleb_strategy_v1 [-1] 32619 None 32477.5 32476 32479 32479 32474 -141.5 -1.5 -2 -5 NaN -3.5 1685 DOW caleb_strategy_v1 [-1] 32619 None 32478.5 32477 32480 32480 32477 -140.5 -1.5 -0 -3 NaN -1.5 1686 DOW caleb_strategy_v1 [-1] 32619 None 32492 32491 32493 32493 32493 -127 -1 2 -0 NaN 1 1687 DOW caleb_strategy_v1 [-1] 32619 None 32498 32497 32499 32499 32493 -121 -1 -4 -6 NaN -5 1688 DOW caleb_strategy_v1 [-1] 32619 None 32495 32494 32496 32496 32496 -124 -1 2 -0 NaN 1 1689 DOW caleb_strategy_v1 [-1] 32619 None 32495.5 32494 32497 32497 32497 -123.5 -1.5 3 -0 NaN 1.5 1690 DOW caleb_strategy_v1 [-1] 32619 None 32498 32497 32499 32499 32494 -121 -1 -3 -5 NaN -4 1691 DOW caleb_strategy_v1 [-1] 32619 None 32495.5 32494 32497 32497 32495 -123.5 -1.5 1 -2 NaN -0.5 1692 DOW caleb_strategy_v1 [-1] 32619 None 32496.5 32495 32498 32498 32496 -122.5 -1.5 1 -2 NaN -0.5 1693 DOW caleb_strategy_v1 [-1] 32619 None 32498 32497 32499 32499 32499 -121 -1 2 -0 NaN 1 1694 DOW caleb_strategy_v1 [-1] 32619 None 32499.5 32498 32501 32501 32501 -119.5 -1.5 3 -0 NaN 1.5 1695 DOW caleb_strategy_v1 [-1] 32619 None 32506 32505 32507 32507 32504 -113 -1 -1 -3 NaN -2 1696 DOW caleb_strategy_v1 [-1] 32619 None 32511.5 32511 32512 32512 32512 -107.5 -0.5 1 -0 NaN 0.5 1697 DOW caleb_strategy_v1 [-1] 32619 None 32519 32518 32520 32520 32520 -100 -1 2 -0 NaN 1 1698 SOYMEAL caleb_strategy_v1 [1] 478.6 None 475.55 475.6 475.5 475.5 475.6 3.05 -0.05 0 -0.1 NaN -0.05 1699 FEEDCOW caleb_strategy_v1 [1] 218.65 None 217.462 217.475 217.45 217.45 217.475 1.1875 -0.0125 0 -0.025 NaN -0.0125 1700 WHEAT caleb_strategy_v1 [-1] 705 None 711.25 711 711.5 711.5 711 6.25 -0.25 -0 -0.5 NaN -0.25 ================================================================================================================================================================ 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 1665 BTP caleb_strategy_v1 [1] 14.2491 -424.587 -3.50898 -14.0359 -21.0539 NaN -17.5449 1669 COCOA caleb_strategy_v1 [-1] 523.449 -391.633 -9.55203 19.1041 -0 NaN 9.55203 1670 ROBUSTA caleb_strategy_v1 [-1] 422.761 -82.789 -11.827 -0 -23.654 NaN -11.827 1671 PALLAD caleb_strategy_v1 [-1] 688.577 58.0908 -14.5227 -43.5681 -72.6136 NaN -58.0908 1673 US5 caleb_strategy_v1 [-1] 6.17805 1751.41 -6.32279 12.6464 0.000809317 NaN 6.3236 1674 VIX caleb_strategy_v1 [-1] 10.0996 668.345 -24.7535 -49.507 -99.014 NaN -74.2605 1672 DOW caleb_strategy_v1 [-1] 4949.36 -338.427 -3.03069 6.06138 -0 NaN 3.03069 1675 DOW caleb_strategy_v1 [-1] 4949.36 -334.386 -1.01023 70.7161 NaN NaN 69.7059 1676 DOW caleb_strategy_v1 [-1] 4949.36 -270.742 -2.02046 -0 -4.04092 NaN -2.02046 1677 DOW caleb_strategy_v1 [-1] 4949.36 -271.752 -3.03069 -4.04092 -10.1023 NaN -7.07161 1678 DOW caleb_strategy_v1 [-1] 4949.36 -264.68 -2.02046 -12.1228 -16.1637 NaN -14.1432 1679 DOW caleb_strategy_v1 [-1] 4949.36 -272.762 -2.02046 4.04092 -0 NaN 2.02046 1680 DOW caleb_strategy_v1 [-1] 4949.36 -258.619 -2.02046 -4.04092 -8.08185 NaN -6.06138 1681 DOW caleb_strategy_v1 [-1] 4949.36 -263.67 -3.03069 6.06138 -0 NaN 3.03069 1682 DOW caleb_strategy_v1 [-1] 4949.36 -267.711 -3.03069 -6.06138 -12.1228 NaN -9.09208 1683 DOW caleb_strategy_v1 [-1] 4949.36 -276.803 -2.02046 4.04092 -0 NaN 2.02046 1684 DOW caleb_strategy_v1 [-1] 4949.36 -285.895 -3.03069 -4.04092 -10.1023 NaN -7.07161 1685 DOW caleb_strategy_v1 [-1] 4949.36 -283.875 -3.03069 -0 -6.06138 NaN -3.03069 1686 DOW caleb_strategy_v1 [-1] 4949.36 -256.599 -2.02046 4.04092 -0 NaN 2.02046 1687 DOW caleb_strategy_v1 [-1] 4949.36 -244.476 -2.02046 -8.08185 -12.1228 NaN -10.1023 1688 DOW caleb_strategy_v1 [-1] 4949.36 -250.537 -2.02046 4.04092 -0 NaN 2.02046 1689 DOW caleb_strategy_v1 [-1] 4949.36 -249.527 -3.03069 6.06138 -0 NaN 3.03069 1690 DOW caleb_strategy_v1 [-1] 4949.36 -244.476 -2.02046 -6.06138 -10.1023 NaN -8.08185 1691 DOW caleb_strategy_v1 [-1] 4949.36 -249.527 -3.03069 2.02046 -4.04092 NaN -1.01023 1692 DOW caleb_strategy_v1 [-1] 4949.36 -247.507 -3.03069 2.02046 -4.04092 NaN -1.01023 1693 DOW caleb_strategy_v1 [-1] 4949.36 -244.476 -2.02046 4.04092 -0 NaN 2.02046 1694 DOW caleb_strategy_v1 [-1] 4949.36 -241.445 -3.03069 6.06138 -0 NaN 3.03069 1695 DOW caleb_strategy_v1 [-1] 4949.36 -228.312 -2.02046 -2.02046 -6.06138 NaN -4.04092 1696 DOW caleb_strategy_v1 [-1] 4949.36 -217.2 -1.01023 2.02046 -0 NaN 1.01023 1697 DOW caleb_strategy_v1 [-1] 4949.36 -202.046 -2.02046 4.04092 -0 NaN 2.02046 1698 SOYMEAL caleb_strategy_v1 [1] 93.1384 327.47 -5.36835 0 -10.7367 NaN -5.36835 1699 FEEDCOW caleb_strategy_v1 [1] 20.8314 570.053 -6.00056 0 -12.0011 NaN -6.00056 1700 WHEAT caleb_strategy_v1 [-1] 200.244 312.119 -12.4848 -0 -24.9696 NaN -12.4848 =========================================================================================================================================================================== 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 1665 BTP caleb_strategy_v1 [1] 1059.37 -640.919 -5.29685 -21.1874 -31.7811 NaN -26.4842 1669 COCOA caleb_strategy_v1 [-1] 10 -205 -5 10 -0 NaN 5 1670 ROBUSTA caleb_strategy_v1 [-1] 10 -35 -5 -0 -10 NaN -5 1671 PALLAD caleb_strategy_v1 [-1] 100 400 -100 -300 -500 NaN -400 1673 US5 caleb_strategy_v1 [-1] 1000 1082.03 -3.90625 7.813 0.0005 NaN 3.90675 1674 VIX caleb_strategy_v1 [-1] 1000 675 -25 -50 -100 NaN -75 1672 DOW caleb_strategy_v1 [-1] 0.5 -83.75 -0.75 1.5 -0 NaN 0.75 1675 DOW caleb_strategy_v1 [-1] 0.5 -82.75 -0.25 17.5 NaN NaN 17.25 1676 DOW caleb_strategy_v1 [-1] 0.5 -67 -0.5 -0 -1 NaN -0.5 1677 DOW caleb_strategy_v1 [-1] 0.5 -67.25 -0.75 -1 -2.5 NaN -1.75 1678 DOW caleb_strategy_v1 [-1] 0.5 -65.5 -0.5 -3 -4 NaN -3.5 1679 DOW caleb_strategy_v1 [-1] 0.5 -67.5 -0.5 1 -0 NaN 0.5 1680 DOW caleb_strategy_v1 [-1] 0.5 -64 -0.5 -1 -2 NaN -1.5 1681 DOW caleb_strategy_v1 [-1] 0.5 -65.25 -0.75 1.5 -0 NaN 0.75 1682 DOW caleb_strategy_v1 [-1] 0.5 -66.25 -0.75 -1.5 -3 NaN -2.25 1683 DOW caleb_strategy_v1 [-1] 0.5 -68.5 -0.5 1 -0 NaN 0.5 1684 DOW caleb_strategy_v1 [-1] 0.5 -70.75 -0.75 -1 -2.5 NaN -1.75 1685 DOW caleb_strategy_v1 [-1] 0.5 -70.25 -0.75 -0 -1.5 NaN -0.75 1686 DOW caleb_strategy_v1 [-1] 0.5 -63.5 -0.5 1 -0 NaN 0.5 1687 DOW caleb_strategy_v1 [-1] 0.5 -60.5 -0.5 -2 -3 NaN -2.5 1688 DOW caleb_strategy_v1 [-1] 0.5 -62 -0.5 1 -0 NaN 0.5 1689 DOW caleb_strategy_v1 [-1] 0.5 -61.75 -0.75 1.5 -0 NaN 0.75 1690 DOW caleb_strategy_v1 [-1] 0.5 -60.5 -0.5 -1.5 -2.5 NaN -2 1691 DOW caleb_strategy_v1 [-1] 0.5 -61.75 -0.75 0.5 -1 NaN -0.25 1692 DOW caleb_strategy_v1 [-1] 0.5 -61.25 -0.75 0.5 -1 NaN -0.25 1693 DOW caleb_strategy_v1 [-1] 0.5 -60.5 -0.5 1 -0 NaN 0.5 1694 DOW caleb_strategy_v1 [-1] 0.5 -59.75 -0.75 1.5 -0 NaN 0.75 1695 DOW caleb_strategy_v1 [-1] 0.5 -56.5 -0.5 -0.5 -1.5 NaN -1 1696 DOW caleb_strategy_v1 [-1] 0.5 -53.75 -0.25 0.5 -0 NaN 0.25 1697 DOW caleb_strategy_v1 [-1] 0.5 -50 -0.5 1 -0 NaN 0.5 1698 SOYMEAL caleb_strategy_v1 [1] 100 305 -5 0 -10 NaN -5 1699 FEEDCOW caleb_strategy_v1 [1] 500 593.75 -6.25 0 -12.5 NaN -6.25 1700 WHEAT caleb_strategy_v1 [-1] 50 312.5 -12.5 -0 -25 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BTP -640.91885 COCOA -205.00000 DOW -1550.50000 FEEDCOW 593.75000 PALLAD 400.00000 ROBUSTA -35.00000 SOYMEAL 305.00000 US5 1082.03125 VIX 675.00000 WHEAT 312.50000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 936.8624 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BTP -5.29685 COCOA -5.00000 DOW -14.00000 FEEDCOW -6.25000 PALLAD -100.00000 ROBUSTA -5.00000 SOYMEAL -5.00000 US5 -3.90625 VIX -25.00000 WHEAT -12.50000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -181.9531 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BTP -21.1874 COCOA 10.0000 DOW 19.5000 FEEDCOW 0.0000 PALLAD -300.0000 ROBUSTA -0.0000 SOYMEAL 0.0000 US5 7.8130 VIX -50.0000 WHEAT -0.0000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 -333.8744 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BTP -31.7811 COCOA -0.0000 DOW -25.5000 FEEDCOW -12.5000 PALLAD -500.0000 ROBUSTA -10.0000 SOYMEAL -10.0000 US5 0.0005 VIX -100.0000 WHEAT -25.0000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -714.7806 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BTP 0 COCOA 0 DOW 0 FEEDCOW 0 PALLAD 0 ROBUSTA 0 SOYMEAL 0 US5 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v1 BTP -26.48425 COCOA 5.00000 DOW 5.50000 FEEDCOW -6.25000 PALLAD -400.00000 ROBUSTA -5.00000 SOYMEAL -5.00000 US5 3.90675 VIX -75.00000 WHEAT -12.50000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -515.8275 ******************************************************************************** END OF REPORT ********************************************************************************