******************************************************************************** Trades report report produced on 14/03/2023 21:36 from 13/03/2023 21:36 to 14/03/2023 21:36 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 1772 CHF caleb_strategy_v1 [20230600] 2023-03-14 15:00:01 [1] 1.103450 1768 COCOA caleb_strategy_v1 [20230500] 2023-03-14 14:00:08 [-1] 2630.000000 1760 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:03 [1] 15195.000000 1761 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:04 [1] 15200.000000 1762 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:06 [1] 15200.000000 1763 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:13 [1] 15200.000000 1764 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:14 [1] 15241.000000 1765 DAX caleb_strategy_v1 [20230600] 2023-03-14 08:00:18 [1] 15242.000000 1774 GBP caleb_strategy_v1 [20230600] 2023-03-14 15:00:04 [-1] 1.218500 1770 GOLD_micro caleb_strategy_v1 [20230400] 2023-03-14 14:00:44 [1] 1906.900000 1771 GOLD_micro caleb_strategy_v1 [20230400] 2023-03-14 14:00:46 [1] 1907.000000 1767 GOLD_micro caleb_strategy_v1 [20230400] 2023-03-14 14:00:06 [1] 1907.000000 1778 JPY caleb_strategy_v1 [20230600] 2023-03-14 15:00:11 [1] 0.007543 1775 MXP caleb_strategy_v1 [20230600] 2023-03-14 15:00:07 [-1] 0.052670 1766 PLAT caleb_strategy_v1 [20230400] 2023-03-14 14:00:04 [1] 989.000000 1788 REDWHEAT caleb_strategy_v1 [20230700] 2023-03-14 15:30:03 [1] 805.500000 1787 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:25 [-1] 1806.100000 1773 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:02 [-1] 1806.600000 1779 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:12 [-1] 1805.900000 1780 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:13 [-1] 1806.100000 1781 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:15 [-1] 1806.600000 1782 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:17 [-1] 1806.500000 1783 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:18 [-1] 1806.500000 1784 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:20 [-1] 1806.700000 1785 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:22 [-1] 1806.600000 1786 RUSSELL caleb_strategy_v1 [20230600] 2023-03-14 15:00:23 [-1] 1805.800000 1769 SILVER-mini caleb_strategy_v1 [20230700] 2023-03-14 14:00:35 [-1] 21.975000 1776 SP500 caleb_strategy_v1 [20230600] 2023-03-14 15:00:08 [-1] 3958.750000 1777 US10U caleb_strategy_v1 [20230600] 2023-03-14 15:00:09 [1] 119.890625 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 1760 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:02.649 2023-03-14 08:00:03 374403 0.351 1761 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:04.539 2023-03-14 08:00:04 374405 NaN 1762 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:05.899 2023-03-14 08:00:06 374406 0.101 1763 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:07.210 2023-03-14 08:00:13 374407 5.79 1764 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:14.569 2023-03-14 08:00:14 374415 NaN 1765 DAX caleb_strategy_v1 2023-03-10 2023-03-14 08:00:15.867 2023-03-14 08:00:18 374416 2.133 1766 PLAT caleb_strategy_v1 2023-03-13 2023-03-14 14:00:00.893 2023-03-14 14:00:04 136801 3.107 1768 COCOA caleb_strategy_v1 2023-03-13 2023-03-14 14:00:07.311 2023-03-14 14:00:08 136807 0.689 1769 SILVER-mini caleb_strategy_v1 2023-03-13 2023-03-14 14:00:08.886 2023-03-14 14:00:35 136809 26.114 1770 GOLD_micro caleb_strategy_v1 2023-03-13 2023-03-14 14:00:43.974 2023-03-14 14:00:44 136844 0.026 1771 GOLD_micro caleb_strategy_v1 2023-03-13 2023-03-14 14:00:45.766 2023-03-14 14:00:46 136846 0.234 1767 GOLD_micro caleb_strategy_v1 2023-03-13 2023-03-14 14:00:05.137 2023-03-14 14:00:06 136805 0.863 1772 CHF caleb_strategy_v1 2023-03-13 2023-03-14 15:00:01.049 2023-03-14 15:00:01 140401 NaN 1774 GBP caleb_strategy_v1 2023-03-13 2023-03-14 15:00:02.729 2023-03-14 15:00:04 140403 1.271 1775 MXP caleb_strategy_v1 2023-03-13 2023-03-14 15:00:04.862 2023-03-14 15:00:07 140405 2.138 1776 SP500 caleb_strategy_v1 2023-03-13 2023-03-14 15:00:08.369 2023-03-14 15:00:08 140408 NaN 1777 US10U caleb_strategy_v1 2023-03-10 2023-03-14 15:00:09.390 2023-03-14 15:00:09 399609 NaN 1778 JPY caleb_strategy_v1 2023-03-13 2023-03-14 15:00:10.250 2023-03-14 15:00:11 140410 0.75 1773 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:01.934 2023-03-14 15:00:02 140402 0.066 1779 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:12.565 2023-03-14 15:00:12 140413 NaN 1780 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:13.874 2023-03-14 15:00:13 140414 NaN 1781 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:15.081 2023-03-14 15:00:15 140415 NaN 1782 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:16.500 2023-03-14 15:00:17 140416 0.5 1783 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:18.379 2023-03-14 15:00:18 140418 NaN 1784 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:20.025 2023-03-14 15:00:20 140420 NaN 1785 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:22.096 2023-03-14 15:00:22 140422 NaN 1786 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:23.455 2023-03-14 15:00:23 140423 NaN 1787 RUSSELL caleb_strategy_v1 2023-03-13 2023-03-14 15:00:25.144 2023-03-14 15:00:25 140425 NaN 1788 REDWHEAT caleb_strategy_v1 2023-03-13 2023-03-14 15:30:01.531 2023-03-14 15:30:03 142202 1.469 ===================================================================================================================================================================================================================================== 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 1760 DAX caleb_strategy_v1 [1] 15567 None 15172.5 15185 15160 NaN 15195 394.5 -12.5 -10 NaN NaN -22.5 1761 DAX caleb_strategy_v1 [1] 15567 None 15177.5 15195 15160 NaN 15200 389.5 -17.5 -5 NaN NaN -22.5 1762 DAX caleb_strategy_v1 [1] 15567 None 15180 15200 15160 NaN 15200 387 -20 0 NaN NaN -20 1763 DAX caleb_strategy_v1 [1] 15567 None 15180 15200 15160 NaN 15200 387 -20 0 NaN NaN -20 1764 DAX caleb_strategy_v1 [1] 15567 None 15200.5 15241 15160 NaN 15241 366.5 -40.5 0 NaN NaN -40.5 1765 DAX caleb_strategy_v1 [1] 15567 None 15200.5 15241 15160 NaN 15242 366.5 -40.5 -1 NaN NaN -41.5 1766 PLAT caleb_strategy_v1 [1] 1007.9 None 988.75 989 988.5 988.5 989 19.15 -0.25 0 -0.5 NaN -0.25 1768 COCOA caleb_strategy_v1 [-1] 2652 None 2630.5 2630 2631 2631 2630 -21.5 -0.5 -0 -1 NaN -0.5 1769 SILVER-mini caleb_strategy_v1 [-1] 22.05 None 22 21.9875 22.0125 22.0125 21.975 -0.05 -0.0125 -0.0125 -0.0375 NaN -0.025 1770 GOLD_micro caleb_strategy_v1 [1] 1917.7 None 1906.75 1906.8 1906.7 1906.7 1906.9 10.95 -0.05 -0.1 -0.2 NaN -0.15 1771 GOLD_micro caleb_strategy_v1 [1] 1917.7 None 1906.85 1906.9 1906.8 1906.8 1907 10.85 -0.05 -0.1 -0.2 NaN -0.15 1767 GOLD_micro caleb_strategy_v1 [1] 1917.7 None 1907.05 1907.1 1907 1907 1907 10.65 -0.05 0.1 0 NaN 0.05 1772 CHF caleb_strategy_v1 [1] 1.10945 None 1.10345 1.1035 1.1034 1.1034 1.10345 0.006 -5e-05 5e-05 -5e-05 NaN 0 1774 GBP caleb_strategy_v1 [-1] 1.2211 None 1.21845 1.2184 1.2185 1.2185 1.2185 -0.00265 -5e-05 0.0001 -2.22045e-16 NaN 5e-05 1775 MXP caleb_strategy_v1 [-1] 0.05175 None 0.052695 0.05269 0.0527 0.0527 0.05267 0.000945 -5e-06 -2e-05 -3e-05 NaN -2.5e-05 1776 SP500 caleb_strategy_v1 [-1] 3895.5 None 3958.62 3958.5 3958.75 3958.75 3958.75 63.125 -0.125 0.25 -0 NaN 0.125 1777 US10U caleb_strategy_v1 [1] 119.234 None 119.898 119.906 119.891 119.891 119.891 -0.664062 -0.0078125 0.015625 0 NaN 0.0078125 1778 JPY caleb_strategy_v1 [1] 0.0076065 None 0.007542 0.0075425 0.0075415 0.0075415 0.007543 6.45e-05 -5e-07 -5e-07 -1.5e-06 NaN -1e-06 1773 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.5 1806.4 1806.6 1806.6 1806.6 43.7 -0.1 0.2 -2.27374e-13 NaN 0.1 1779 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1805.85 1805.8 1805.9 1805.9 1805.9 43.05 -0.05 0.1 -0 NaN 0.05 1780 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.05 1806 1806.1 1806.1 1806.1 43.25 -0.05 0.1 -2.27374e-13 NaN 0.05 1781 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.55 1806.5 1806.6 1806.6 1806.6 43.75 -0.05 0.1 -2.27374e-13 NaN 0.05 1782 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.75 1806.7 1806.8 1806.8 1806.5 43.95 -0.05 -0.2 -0.3 NaN -0.25 1783 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.45 1806.4 1806.5 1806.5 1806.5 43.65 -0.05 0.1 -0 NaN 0.05 1784 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.6 1806.5 1806.7 1806.7 1806.7 43.8 -0.1 0.2 -0 NaN 0.1 1785 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.8 1806.7 1806.9 1806.9 1806.6 44 -0.1 -0.1 -0.3 NaN -0.2 1786 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.35 1806.3 1806.4 1806.4 1805.8 43.55 -0.05 -0.5 -0.6 NaN -0.55 1787 RUSSELL caleb_strategy_v1 [-1] 1762.8 None 1806.05 1806 1806.1 1806.1 1806.1 43.25 -0.05 0.1 -2.27374e-13 NaN 0.05 1788 REDWHEAT caleb_strategy_v1 [1] 789.75 None 805 805.25 804.75 804.75 805.5 -15.25 -0.25 -0.25 -0.75 NaN -0.5 ================================================================================================================================================================ 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 1760 DAX caleb_strategy_v1 [1] 2673.87 1475.39 -46.7487 -37.399 NaN NaN -84.1477 1761 DAX caleb_strategy_v1 [1] 2673.87 1456.69 -65.4482 -18.6995 NaN NaN -84.1477 1762 DAX caleb_strategy_v1 [1] 2673.87 1447.34 -74.7979 0 NaN NaN -74.7979 1763 DAX caleb_strategy_v1 [1] 2673.87 1447.34 -74.7979 0 NaN NaN -74.7979 1764 DAX caleb_strategy_v1 [1] 2673.87 1370.67 -151.466 0 NaN NaN -151.466 1765 DAX caleb_strategy_v1 [1] 2673.87 1370.67 -151.466 -3.7399 NaN NaN -155.206 1766 PLAT caleb_strategy_v1 [1] 336.901 568.416 -7.42057 0 -14.8411 NaN -7.42057 1768 COCOA caleb_strategy_v1 [-1] 525.113 -409.436 -9.52176 -0 -19.0435 NaN -9.52176 1769 SILVER-mini caleb_strategy_v1 [-1] 7.04789 -70.9433 -17.7358 -17.7358 -53.2074 NaN -35.4716 1770 GOLD_micro caleb_strategy_v1 [1] 309.165 354.18 -1.61726 -3.23452 -6.46904 NaN -4.85178 1771 GOLD_micro caleb_strategy_v1 [1] 309.165 350.945 -1.61726 -3.23452 -6.46904 NaN -4.85178 1767 GOLD_micro caleb_strategy_v1 [1] 309.165 344.476 -1.61726 3.23452 0 NaN 1.61726 1772 CHF caleb_strategy_v1 [1] 0.10699 560.801 -4.67334 4.67334 -4.67334 NaN 0 1774 GBP caleb_strategy_v1 [-1] 0.134748 -196.664 -3.71064 7.42127 -1.64785e-11 NaN 3.71064 1775 MXP caleb_strategy_v1 [-1] 0.00784567 1204.49 -6.37294 -25.4918 -38.2377 NaN -31.8647 1776 SP500 caleb_strategy_v1 [-1] 691.641 912.685 -1.8073 3.61459 -0 NaN 1.8073 1777 US10U caleb_strategy_v1 [1] 12.6301 -525.777 -6.18561 12.3712 0 NaN 6.18561 1778 JPY caleb_strategy_v1 [1] 0.000839989 767.867 -5.95246 -5.95246 -17.8574 NaN -11.9049 1773 RUSSELL caleb_strategy_v1 [-1] 436.65 1000.8 -2.29016 4.58032 -5.20723e-12 NaN 2.29016 1779 RUSSELL caleb_strategy_v1 [-1] 436.65 985.915 -1.14508 2.29016 -0 NaN 1.14508 1780 RUSSELL caleb_strategy_v1 [-1] 436.65 990.495 -1.14508 2.29016 -5.20723e-12 NaN 1.14508 1781 RUSSELL caleb_strategy_v1 [-1] 436.65 1001.95 -1.14508 2.29016 -5.20723e-12 NaN 1.14508 1782 RUSSELL caleb_strategy_v1 [-1] 436.65 1006.53 -1.14508 -4.58032 -6.87049 NaN -5.72541 1783 RUSSELL caleb_strategy_v1 [-1] 436.65 999.656 -1.14508 2.29016 -0 NaN 1.14508 1784 RUSSELL caleb_strategy_v1 [-1] 436.65 1003.09 -2.29016 4.58032 -0 NaN 2.29016 1785 RUSSELL caleb_strategy_v1 [-1] 436.65 1007.67 -2.29016 -2.29016 -6.87049 NaN -4.58032 1786 RUSSELL caleb_strategy_v1 [-1] 436.65 997.366 -1.14508 -11.4508 -13.741 NaN -12.5959 1787 RUSSELL caleb_strategy_v1 [-1] 436.65 990.495 -1.14508 2.29016 -5.20723e-12 NaN 1.14508 1788 REDWHEAT caleb_strategy_v1 [1] 239.696 -636.222 -10.4299 -10.4299 -31.2896 NaN -20.8597 =========================================================================================================================================================================== 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 1760 DAX caleb_strategy_v1 [1] 1.06991 422.079 -13.3739 -10.6991 NaN NaN -24.073 1761 DAX caleb_strategy_v1 [1] 1.06991 416.73 -18.7234 -5.34955 NaN NaN -24.073 1762 DAX caleb_strategy_v1 [1] 1.06991 414.055 -21.3982 0 NaN NaN -21.3982 1763 DAX caleb_strategy_v1 [1] 1.06991 414.055 -21.3982 0 NaN NaN -21.3982 1764 DAX caleb_strategy_v1 [1] 1.06991 392.122 -43.3314 0 NaN NaN -43.3314 1765 DAX caleb_strategy_v1 [1] 1.06991 392.122 -43.3314 -1.06991 NaN NaN -44.4013 1766 PLAT caleb_strategy_v1 [1] 50 957.5 -12.5 0 -25 NaN -12.5 1768 COCOA caleb_strategy_v1 [-1] 10 -215 -5 -0 -10 NaN -5 1769 SILVER-mini caleb_strategy_v1 [-1] 2500 -125 -31.25 -31.25 -93.75 NaN -62.5 1770 GOLD_micro caleb_strategy_v1 [1] 10 109.5 -0.5 -1 -2 NaN -1.5 1771 GOLD_micro caleb_strategy_v1 [1] 10 108.5 -0.5 -1 -2 NaN -1.5 1767 GOLD_micro caleb_strategy_v1 [1] 10 106.5 -0.5 1 0 NaN 0.5 1772 CHF caleb_strategy_v1 [1] 125000 750 -6.25 6.25 -6.25 NaN 0 1774 GBP caleb_strategy_v1 [-1] 62500 -165.625 -3.125 6.25 -1.38778e-11 NaN 3.125 1775 MXP caleb_strategy_v1 [-1] 500000 472.5 -2.5 -10 -15 NaN -12.5 1776 SP500 caleb_strategy_v1 [-1] 50 3156.25 -6.25 12.5 -0 NaN 6.25 1777 US10U caleb_strategy_v1 [1] 1000 -664.062 -7.8125 15.625 0 NaN 7.8125 1778 JPY caleb_strategy_v1 [1] 1.25e+07 806.25 -6.25 -6.25 -18.75 NaN -12.5 1773 RUSSELL caleb_strategy_v1 [-1] 5 218.5 -0.5 1 -1.13687e-12 NaN 0.5 1779 RUSSELL caleb_strategy_v1 [-1] 5 215.25 -0.25 0.5 -0 NaN 0.25 1780 RUSSELL caleb_strategy_v1 [-1] 5 216.25 -0.25 0.5 -1.13687e-12 NaN 0.25 1781 RUSSELL caleb_strategy_v1 [-1] 5 218.75 -0.25 0.5 -1.13687e-12 NaN 0.25 1782 RUSSELL caleb_strategy_v1 [-1] 5 219.75 -0.25 -1 -1.5 NaN -1.25 1783 RUSSELL caleb_strategy_v1 [-1] 5 218.25 -0.25 0.5 -0 NaN 0.25 1784 RUSSELL caleb_strategy_v1 [-1] 5 219 -0.5 1 -0 NaN 0.5 1785 RUSSELL caleb_strategy_v1 [-1] 5 220 -0.5 -0.5 -1.5 NaN -1 1786 RUSSELL caleb_strategy_v1 [-1] 5 217.75 -0.25 -2.5 -3 NaN -2.75 1787 RUSSELL caleb_strategy_v1 [-1] 5 216.25 -0.25 0.5 -1.13687e-12 NaN 0.25 1788 REDWHEAT caleb_strategy_v1 [1] 50 -762.5 -12.5 -12.5 -37.5 NaN -25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 CHF 750.00000 COCOA -215.00000 DAX 2451.16381 GBP -165.62500 GOLD_micro 324.50000 JPY 806.25000 MXP 472.50000 PLAT 957.50000 REDWHEAT -762.50000 RUSSELL 2179.75000 SILVER-mini -125.00000 SP500 3156.25000 US10U -664.06250 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 9165.72631 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 CHF -6.25000 COCOA -5.00000 DAX -161.55641 GBP -3.12500 GOLD_micro -1.50000 JPY -6.25000 MXP -2.50000 PLAT -12.50000 REDWHEAT -12.50000 RUSSELL -3.25000 SILVER-mini -31.25000 SP500 -6.25000 US10U -7.81250 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -259.74391 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 CHF 6.25000 COCOA -0.00000 DAX -17.11856 GBP 6.25000 GOLD_micro -1.00000 JPY -6.25000 MXP -10.00000 PLAT 0.00000 REDWHEAT -12.50000 RUSSELL 0.50000 SILVER-mini -31.25000 SP500 12.50000 US10U 15.62500 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 -36.99356 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 CHF -6.250000e+00 COCOA -1.000000e+01 DAX 0.000000e+00 GBP -1.387779e-11 GOLD_micro -4.000000e+00 JPY -1.875000e+01 MXP -1.500000e+01 PLAT -2.500000e+01 REDWHEAT -3.750000e+01 RUSSELL -6.000000e+00 SILVER-mini -9.375000e+01 SP500 -0.000000e+00 US10U 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -216.25 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 CHF 0 COCOA 0 DAX 0 GBP 0 GOLD_micro 0 JPY 0 MXP 0 PLAT 0 REDWHEAT 0 RUSSELL 0 SILVER-mini 0 SP500 0 US10U 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 CHF 0.00000 COCOA -5.00000 DAX -178.67497 GBP 3.12500 GOLD_micro -2.50000 JPY -12.50000 MXP -12.50000 PLAT -12.50000 REDWHEAT -25.00000 RUSSELL -2.75000 SILVER-mini -62.50000 SP500 6.25000 US10U 7.81250 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -296.73747 ******************************************************************************** END OF REPORT ********************************************************************************