******************************************************************************** Trades report report produced on 04/04/2023 21:37 from 03/04/2023 21:37 to 04/04/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 1997 BITCOIN caleb_strategy_v1 [20230400] 2023-04-04 14:00:05 [1] 28335.000000 2009 BITCOIN caleb_strategy_v1 [20230400] 2023-04-04 14:00:57 [1] 28365.000000 2016 BITCOIN caleb_strategy_v1 [20230400] 2023-04-04 14:02:16 [1] 28360.000000 1977 BOBL caleb_strategy_v1 [20230600] 2023-04-04 07:00:04 [-1] 118.030000 1980 BOBL caleb_strategy_v1 [20230600] 2023-04-04 07:00:12 [-1] 118.020000 1978 BUND caleb_strategy_v1 [20230600] 2023-04-04 07:00:06 [1] 136.180000 1981 BUND caleb_strategy_v1 [20230600] 2023-04-04 07:00:13 [1] 136.180000 1998 CHF caleb_strategy_v1 [20230600] 2023-04-04 14:00:06 [1] 1.107100 1983 COCOA caleb_strategy_v1 [20230700] 2023-04-04 13:00:06 [-1] 2859.000000 1989 COTTON2 caleb_strategy_v1 [20230700] 2023-04-04 13:00:59 [1] 82.990000 2034 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:56 [1] 33772.000000 2032 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:48 [1] 33781.000000 2030 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:45 [1] 33781.000000 2036 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:03:04 [1] 33760.000000 2026 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:39 [1] 33782.000000 2024 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:36 [1] 33784.000000 2003 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:00:12 [1] 33778.000000 2028 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:42 [1] 33779.000000 2023 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:34 [1] 33786.000000 2018 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:24 [1] 33794.000000 2038 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:03:07 [1] 33762.000000 2021 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:02:30 [1] 33787.000000 2011 DOW caleb_strategy_v1 [20230600] 2023-04-04 14:01:02 [1] 33815.000000 2002 EUR caleb_strategy_v1 [20230600] 2023-04-04 14:00:11 [1] 1.096300 1979 EUROSTX caleb_strategy_v1 [20230600] 2023-04-04 07:00:11 [1] 4271.000000 1976 EUROSTX caleb_strategy_v1 [20230600] 2023-04-04 07:00:02 [1] 4269.000000 1982 GASOIL caleb_strategy_v1 [20230600] 2023-04-04 08:00:07 [-1] 776.500000 1990 GASOILINE caleb_strategy_v1 [20230700] 2023-04-04 13:01:01 [1] 2.657100 2001 GBP caleb_strategy_v1 [20230600] 2023-04-04 14:00:10 [-1] 1.251200 1988 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-04 13:00:29 [-1] 2000.900000 1992 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-04 13:01:18 [-1] 2001.500000 2013 JPY caleb_strategy_v1 [20230600] 2023-04-04 14:01:35 [-1] 0.007656 2005 JPY caleb_strategy_v1 [20230600] 2023-04-04 14:00:52 [-1] 0.007648 2083 LEANHOG caleb_strategy_v1 [20230600] 2023-04-04 14:30:07 [-1] 91.650000 2087 LEANHOG caleb_strategy_v1 [20230600] 2023-04-04 14:30:42 [-1] 91.650000 2091 LIVECOW caleb_strategy_v1 [20230600] 2023-04-04 14:30:48 [1] 161.350000 2089 LIVECOW caleb_strategy_v1 [20230600] 2023-04-04 14:30:43 [1] 161.400000 2085 LIVECOW caleb_strategy_v1 [20230600] 2023-04-04 14:30:09 [1] 161.275000 1993 MXP caleb_strategy_v1 [20230600] 2023-04-04 14:00:01 [-1] 0.054670 2007 NASDAQ caleb_strategy_v1 [20230600] 2023-04-04 14:00:55 [-1] 13308.500000 1995 NASDAQ caleb_strategy_v1 [20230600] 2023-04-04 14:00:02 [-1] 13299.750000 1985 PALLAD caleb_strategy_v1 [20230600] 2023-04-04 13:00:19 [1] 1482.000000 1987 PLAT caleb_strategy_v1 [20230700] 2023-04-04 13:00:28 [-1] 1019.000000 1991 PLAT caleb_strategy_v1 [20230700] 2023-04-04 13:01:18 [-1] 1020.300000 2082 REDWHEAT caleb_strategy_v1 [20230700] 2023-04-04 14:30:06 [-1] 859.250000 2072 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:31 [-1] 1804.400000 2025 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:37 [-1] 1803.900000 2022 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:31 [-1] 1804.200000 2019 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:24 [-1] 1804.900000 2014 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:01:36 [-1] 1804.600000 2006 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:00:53 [-1] 1805.500000 2079 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:50 [-1] 1804.800000 2078 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:47 [-1] 1805.100000 2077 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:45 [-1] 1804.900000 2076 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:42 [-1] 1805.000000 2075 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:39 [-1] 1805.000000 2074 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:36 [-1] 1805.000000 2080 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:52 [-1] 1804.900000 2027 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:40 [-1] 1803.700000 2033 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:50 [-1] 1803.500000 2031 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:46 [-1] 1803.700000 2073 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:33 [-1] 1804.900000 2035 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:02 [-1] 1803.300000 2037 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:04 [-1] 1802.700000 2039 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:07 [-1] 1802.800000 2040 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:09 [-1] 1802.400000 2041 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:11 [-1] 1802.600000 2042 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:14 [-1] 1802.300000 2043 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:16 [-1] 1802.100000 2044 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:18 [-1] 1802.300000 2045 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:21 [-1] 1802.500000 2046 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:23 [-1] 1802.500000 2047 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:26 [-1] 1802.500000 2029 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:02:42 [-1] 1803.600000 2071 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:28 [-1] 1804.400000 2053 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:42 [-1] 1802.800000 2050 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:34 [-1] 1801.900000 2048 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:28 [-1] 1802.400000 2049 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:31 [-1] 1802.300000 2070 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:25 [-1] 1804.200000 2051 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:37 [-1] 1802.300000 2052 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:39 [-1] 1803.000000 2054 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:46 [-1] 1802.800000 2055 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:48 [-1] 1802.900000 2056 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:51 [-1] 1803.300000 2058 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:55 [-1] 1803.100000 2059 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:58 [-1] 1803.200000 2057 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:03:53 [-1] 1803.400000 2061 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:03 [-1] 1803.600000 2062 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:06 [-1] 1803.600000 2063 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:08 [-1] 1803.800000 2064 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:10 [-1] 1803.900000 2065 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:13 [-1] 1803.200000 2066 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:16 [-1] 1803.800000 2067 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:18 [-1] 1803.800000 2068 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:20 [-1] 1803.900000 2069 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:23 [-1] 1804.300000 2060 RUSSELL caleb_strategy_v1 [20230600] 2023-04-04 14:04:01 [-1] 1803.400000 1986 SILVER-mini caleb_strategy_v1 [20230700] 2023-04-04 13:00:25 [1] 24.362500 2084 SOYMEAL caleb_strategy_v1 [20230700] 2023-04-04 14:30:09 [-1] 453.100000 2090 SOYMEAL caleb_strategy_v1 [20230700] 2023-04-04 14:30:48 [-1] 453.700000 2088 SOYMEAL caleb_strategy_v1 [20230700] 2023-04-04 14:30:42 [-1] 453.600000 2017 SP400 caleb_strategy_v1 [20230600] 2023-04-04 14:02:23 [1] 2519.000000 2000 SP400 caleb_strategy_v1 [20230600] 2023-04-04 14:00:08 [1] 2517.100000 2010 SP400 caleb_strategy_v1 [20230600] 2023-04-04 14:01:01 [1] 2520.800000 2020 SP400 caleb_strategy_v1 [20230600] 2023-04-04 14:02:30 [1] 2518.100000 1994 SP500 caleb_strategy_v1 [20230600] 2023-04-04 14:00:01 [-1] 4158.500000 1984 SUGAR11 caleb_strategy_v1 [20230700] 2023-04-04 13:00:06 [-1] 22.070000 1999 US20 caleb_strategy_v1 [20230600] 2023-04-04 14:00:07 [1] 131.750000 1996 US5 caleb_strategy_v1 [20230600] 2023-04-04 14:00:03 [1] 110.031250 2008 US5 caleb_strategy_v1 [20230600] 2023-04-04 14:00:56 [1] 110.125000 2015 US5 caleb_strategy_v1 [20230600] 2023-04-04 14:02:11 [1] 110.156250 2004 VIX caleb_strategy_v1 [20230600] 2023-04-04 14:00:51 [-1] 22.700000 2012 VIX caleb_strategy_v1 [20230600] 2023-04-04 14:01:35 [-1] 22.750000 2081 WHEAT caleb_strategy_v1 [20231200] 2023-04-04 14:30:04 [1] 736.000000 2086 WHEAT caleb_strategy_v1 [20231200] 2023-04-04 14:30:12 [1] 736.000000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 1976 EUROSTX caleb_strategy_v1 2023-04-03 2023-04-04 08:00:02.295 2023-04-04 07:00:02 115202 NaN 1979 EUROSTX caleb_strategy_v1 2023-04-03 2023-04-04 08:00:08.173 2023-04-04 07:00:11 115208 NaN 1977 BOBL caleb_strategy_v1 2023-04-03 2023-04-04 08:00:03.668 2023-04-04 07:00:04 115204 NaN 1980 BOBL caleb_strategy_v1 2023-04-03 2023-04-04 08:00:11.704 2023-04-04 07:00:12 115212 NaN 1978 BUND caleb_strategy_v1 2023-04-03 2023-04-04 08:00:05.657 2023-04-04 07:00:06 115206 NaN 1981 BUND caleb_strategy_v1 2023-04-03 2023-04-04 08:00:12.512 2023-04-04 07:00:13 115213 NaN 1982 GASOIL caleb_strategy_v1 2023-04-03 2023-04-04 09:00:02.182 2023-04-04 08:00:07 118802 NaN 1983 COCOA caleb_strategy_v1 2023-04-03 2023-04-04 14:00:01.757 2023-04-04 13:00:06 136802 NaN 1984 SUGAR11 caleb_strategy_v1 2023-04-03 2023-04-04 14:00:06.480 2023-04-04 13:00:06 136806 NaN 1985 PALLAD caleb_strategy_v1 2023-04-03 2023-04-04 14:00:07.540 2023-04-04 13:00:19 136808 NaN 1986 SILVER-mini caleb_strategy_v1 2023-04-03 2023-04-04 14:00:20.584 2023-04-04 13:00:25 136821 NaN 1989 COTTON2 caleb_strategy_v1 2023-04-03 2023-04-04 14:00:30.428 2023-04-04 13:00:59 136830 NaN 1990 GASOILINE caleb_strategy_v1 2023-04-03 2023-04-04 14:01:00.188 2023-04-04 13:01:01 136860 NaN 1987 PLAT caleb_strategy_v1 2023-04-03 2023-04-04 14:00:26.008 2023-04-04 13:00:28 136826 NaN 1991 PLAT caleb_strategy_v1 2023-04-03 2023-04-04 14:01:17.443 2023-04-04 13:01:18 136877 NaN 1992 GOLD_micro caleb_strategy_v1 2023-04-03 2023-04-04 14:01:18.783 2023-04-04 13:01:18 136879 NaN 1988 GOLD_micro caleb_strategy_v1 2023-04-03 2023-04-04 14:00:29.152 2023-04-04 13:00:29 136829 NaN 1993 MXP caleb_strategy_v1 2023-04-03 2023-04-04 15:00:00.759 2023-04-04 14:00:01 140401 NaN 1994 SP500 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:01.739 2023-04-04 14:00:01 140402 NaN 1998 CHF caleb_strategy_v1 2023-04-03 2023-04-04 15:00:05.784 2023-04-04 14:00:06 140406 NaN 1999 US20 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:07.672 2023-04-04 14:00:07 140408 NaN 2001 GBP caleb_strategy_v1 2023-04-03 2023-04-04 15:00:09.336 2023-04-04 14:00:10 140409 NaN 2002 EUR caleb_strategy_v1 2023-04-03 2023-04-04 15:00:10.852 2023-04-04 14:00:11 140411 NaN 1995 NASDAQ caleb_strategy_v1 2023-04-03 2023-04-04 15:00:02.476 2023-04-04 14:00:02 140402 NaN 2007 NASDAQ caleb_strategy_v1 2023-04-03 2023-04-04 15:00:55.832 2023-04-04 14:00:55 140456 NaN 2012 VIX caleb_strategy_v1 2023-04-03 2023-04-04 15:01:02.905 2023-04-04 14:01:35 140463 NaN 2004 VIX caleb_strategy_v1 2023-04-03 2023-04-04 15:00:13.410 2023-04-04 14:00:51 140413 NaN 2013 JPY caleb_strategy_v1 2023-04-03 2023-04-04 15:01:35.669 2023-04-04 14:01:35 140496 NaN 2005 JPY caleb_strategy_v1 2023-04-03 2023-04-04 15:00:52.488 2023-04-04 14:00:52 140452 NaN 2008 US5 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:56.425 2023-04-04 14:00:56 140456 NaN 1996 US5 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:03.407 2023-04-04 14:00:03 140403 NaN 2015 US5 caleb_strategy_v1 2023-04-03 2023-04-04 15:02:10.134 2023-04-04 14:02:11 140530 NaN 2016 BITCOIN caleb_strategy_v1 2023-04-03 2023-04-04 15:02:11.715 2023-04-04 14:02:16 140532 NaN 2009 BITCOIN caleb_strategy_v1 2023-04-03 2023-04-04 15:00:56.904 2023-04-04 14:00:57 140457 NaN 1997 BITCOIN caleb_strategy_v1 2023-04-03 2023-04-04 15:00:04.381 2023-04-04 14:00:05 140404 NaN 2000 SP400 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:08.460 2023-04-04 14:00:08 140408 NaN 2017 SP400 caleb_strategy_v1 2023-04-03 2023-04-04 15:02:17.157 2023-04-04 14:02:23 140537 NaN 2010 SP400 caleb_strategy_v1 2023-04-03 2023-04-04 15:00:57.632 2023-04-04 14:01:01 140458 NaN 2020 SP400 caleb_strategy_v1 2023-04-03 2023-04-04 15:02:26.733 2023-04-04 14:02:30 140547 NaN 2018 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:23.597 2023-04-04 14:02:24 140544 NaN 2021 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:30.521 2023-04-04 14:02:30 140551 NaN 2023 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:33.757 2023-04-04 14:02:34 140554 NaN 2024 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:36.345 2023-04-04 14:02:36 140556 NaN 2026 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:39.163 2023-04-04 14:02:39 140559 NaN 2028 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:41.983 2023-04-04 14:02:42 140562 NaN 2030 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:45.022 2023-04-04 14:02:45 140565 NaN 2032 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:48.181 2023-04-04 14:02:48 140568 NaN 2034 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:02:56.381 2023-04-04 14:02:56 140576 NaN 2003 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:00:12.415 2023-04-04 14:00:12 140412 NaN 2036 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:03:04.445 2023-04-04 14:03:04 140584 NaN 2038 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:03:07.105 2023-04-04 14:03:07 140587 NaN 2011 DOW caleb_strategy_v1 2023-04-03 2023-04-04 15:01:02.309 2023-04-04 14:01:02 140462 NaN 2048 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:28.526 2023-04-04 14:03:28 140609 NaN 2049 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:30.722 2023-04-04 14:03:31 140611 NaN 2050 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:33.185 2023-04-04 14:03:34 140613 NaN 2051 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:36.574 2023-04-04 14:03:37 140617 NaN 2052 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:39.565 2023-04-04 14:03:39 140620 NaN 2053 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:42.009 2023-04-04 14:03:42 140622 NaN 2054 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:44.569 2023-04-04 14:03:46 140625 NaN 2055 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:47.890 2023-04-04 14:03:48 140628 NaN 2056 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:51.046 2023-04-04 14:03:51 140631 NaN 2057 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:53.297 2023-04-04 14:03:53 140633 NaN 2058 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:55.635 2023-04-04 14:03:55 140636 NaN 2059 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:57.655 2023-04-04 14:03:58 140638 NaN 2060 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:01.111 2023-04-04 14:04:01 140641 NaN 2061 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:03.473 2023-04-04 14:04:03 140643 NaN 2062 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:05.958 2023-04-04 14:04:06 140646 NaN 2063 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:08.069 2023-04-04 14:04:08 140648 NaN 2064 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:10.459 2023-04-04 14:04:10 140650 NaN 2065 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:12.898 2023-04-04 14:04:13 140653 NaN 2066 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:15.757 2023-04-04 14:04:16 140656 NaN 2067 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:18.065 2023-04-04 14:04:18 140658 NaN 2068 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:20.859 2023-04-04 14:04:20 140661 NaN 2069 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:23.202 2023-04-04 14:04:23 140663 NaN 2070 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:25.561 2023-04-04 14:04:25 140666 NaN 2071 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:28.121 2023-04-04 14:04:28 140668 NaN 2072 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:30.589 2023-04-04 14:04:31 140671 NaN 2073 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:33.609 2023-04-04 14:04:33 140674 NaN 2074 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:36.089 2023-04-04 14:04:36 140676 NaN 2075 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:39.085 2023-04-04 14:04:39 140679 NaN 2076 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:41.877 2023-04-04 14:04:42 140682 NaN 2077 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:44.590 2023-04-04 14:04:45 140685 NaN 2078 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:47.365 2023-04-04 14:04:47 140687 NaN 2079 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:49.725 2023-04-04 14:04:50 140690 NaN 2080 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:04:52.341 2023-04-04 14:04:52 140692 NaN 2006 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:00:53.314 2023-04-04 14:00:53 140453 NaN 2014 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:01:36.430 2023-04-04 14:01:36 140496 NaN 2019 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:24.392 2023-04-04 14:02:24 140544 NaN 2022 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:31.360 2023-04-04 14:02:31 140551 NaN 2025 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:36.849 2023-04-04 14:02:37 140557 NaN 2027 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:39.977 2023-04-04 14:02:40 140560 NaN 2029 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:42.685 2023-04-04 14:02:42 140563 NaN 2031 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:46.389 2023-04-04 14:02:46 140566 NaN 2033 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:02:50.136 2023-04-04 14:02:50 140570 NaN 2035 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:02.383 2023-04-04 14:03:02 140582 NaN 2037 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:04.871 2023-04-04 14:03:04 140585 NaN 2039 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:07.797 2023-04-04 14:03:07 140588 NaN 2040 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:09.890 2023-04-04 14:03:09 140590 NaN 2041 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:11.766 2023-04-04 14:03:11 140592 NaN 2042 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:13.909 2023-04-04 14:03:14 140594 NaN 2043 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:15.901 2023-04-04 14:03:16 140596 NaN 2044 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:18.089 2023-04-04 14:03:18 140598 NaN 2045 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:21.143 2023-04-04 14:03:21 140601 NaN 2046 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:23.123 2023-04-04 14:03:23 140603 NaN 2047 RUSSELL caleb_strategy_v1 2023-04-03 2023-04-04 15:03:25.687 2023-04-04 14:03:26 140606 NaN 2082 REDWHEAT caleb_strategy_v1 2023-04-03 2023-04-04 15:30:05.048 2023-04-04 14:30:06 142205 NaN 2081 WHEAT caleb_strategy_v1 2023-04-03 2023-04-04 15:30:00.725 2023-04-04 14:30:04 142201 NaN 2086 WHEAT caleb_strategy_v1 2023-04-03 2023-04-04 15:30:11.887 2023-04-04 14:30:12 142212 NaN 2083 LEANHOG caleb_strategy_v1 2023-04-03 2023-04-04 15:30:06.945 2023-04-04 14:30:07 142207 NaN 2087 LEANHOG caleb_strategy_v1 2023-04-03 2023-04-04 15:30:12.507 2023-04-04 14:30:42 142213 NaN 2088 SOYMEAL caleb_strategy_v1 2023-04-03 2023-04-04 15:30:42.690 2023-04-04 14:30:42 142243 NaN 2090 SOYMEAL caleb_strategy_v1 2023-04-03 2023-04-04 15:30:45.509 2023-04-04 14:30:48 142246 NaN 2084 SOYMEAL caleb_strategy_v1 2023-04-03 2023-04-04 15:30:08.348 2023-04-04 14:30:09 142208 NaN 2089 LIVECOW caleb_strategy_v1 2023-04-03 2023-04-04 15:30:43.129 2023-04-04 14:30:43 142243 NaN 2091 LIVECOW caleb_strategy_v1 2023-04-03 2023-04-04 15:30:48.487 2023-04-04 14:30:48 142248 NaN 2085 LIVECOW caleb_strategy_v1 2023-04-03 2023-04-04 15:30:09.789 2023-04-04 14:30:09 142210 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 1976 EUROSTX caleb_strategy_v1 [1] 4264 None 4269.5 4270 4269 4269 4269 -5.5 -0.5 1 0 NaN 0.5 1979 EUROSTX caleb_strategy_v1 [1] 4264 None 4271.5 4272 4271 4271 4271 -7.5 -0.5 1 0 NaN 0.5 1977 BOBL caleb_strategy_v1 [-1] 118.17 None 118.045 118.04 118.05 118.05 118.03 -0.125 -0.005 -0.01 -0.02 NaN -0.015 1980 BOBL caleb_strategy_v1 [-1] 118.17 None 118.035 118.03 118.04 118.04 118.02 -0.135 -0.005 -0.01 -0.02 NaN -0.015 1978 BUND caleb_strategy_v1 [1] 136.45 None 136.185 136.19 136.18 136.18 136.18 0.265 -0.005 0.01 0 NaN 0.005 1981 BUND caleb_strategy_v1 [1] 136.45 None 136.185 136.19 136.18 136.18 136.18 0.265 -0.005 0.01 0 NaN 0.005 1982 GASOIL caleb_strategy_v1 [-1] 767.25 None 776.25 776 776.5 776.5 776.5 9 -0.25 0.5 -0 NaN 0.25 1983 COCOA caleb_strategy_v1 [-1] 2829 None 2860 2859 2861 2861 2859 31 -1 -0 -2 NaN -1 1984 SUGAR11 caleb_strategy_v1 [-1] 22 None 22.075 22.07 22.08 NaN 22.07 0.075 -0.005 -0 NaN NaN -0.005 1985 PALLAD caleb_strategy_v1 [1] 1458 None 1479.75 1481 1478.5 1478.5 1482 -21.75 -1.25 -1 -3.5 NaN -2.25 1986 SILVER-mini caleb_strategy_v1 [1] 24.35 None 24.3375 24.3625 24.3125 24.3125 24.3625 0.0125 -0.025 0 -0.05 NaN -0.025 1989 COTTON2 caleb_strategy_v1 [1] 82.53 None 83.005 83.02 82.99 82.99 82.99 -0.475 -0.015 0.03 1.42109e-14 NaN 0.015 1990 GASOILINE caleb_strategy_v1 [1] 2.6586 None 2.65685 2.6572 2.6565 2.6565 2.6571 0.00175 -0.00035 0.0001 -0.0006 NaN -0.00025 1987 PLAT caleb_strategy_v1 [-1] 998 None 1019.2 1019.1 1019.3 1019.3 1019 21.2 -0.1 -0.1 -0.3 NaN -0.2 1991 PLAT caleb_strategy_v1 [-1] 998 None 1020.5 1020.4 1020.6 1020.6 1020.3 22.5 -0.1 -0.1 -0.3 NaN -0.2 1992 GOLD_micro caleb_strategy_v1 [-1] 2000.7 None 2000.95 2000.9 2001 NaN 2001.5 0.25 -0.05 0.6 NaN NaN 0.55 1988 GOLD_micro caleb_strategy_v1 [-1] 2000.7 None 2000.85 2000.8 2000.9 2000.9 2000.9 0.15 -0.05 0.1 -0 NaN 0.05 1993 MXP caleb_strategy_v1 [-1] 0.0545 None 0.05466 0.05465 0.05467 0.05467 0.05467 0.00016 -1e-05 2e-05 -0 NaN 1e-05 1994 SP500 caleb_strategy_v1 [-1] 4150.75 None 4158.38 4158.25 4158.5 4158.5 4158.5 7.625 -0.125 0.25 -0 NaN 0.125 1998 CHF caleb_strategy_v1 [1] 1.10435 None 1.10728 1.10745 1.1071 1.1071 1.1071 -0.002925 -0.000175 0.00035 0 NaN 0.000175 1999 US20 caleb_strategy_v1 [1] 131.938 None 131.766 131.781 131.75 131.75 131.75 0.171875 -0.015625 0.03125 0 NaN 0.015625 2001 GBP caleb_strategy_v1 [-1] 1.2431 None 1.2513 1.2512 1.2514 1.2514 1.2512 0.0082 -0.0001 -0 -0.0002 NaN -0.0001 2002 EUR caleb_strategy_v1 [1] 1.09425 None 1.09632 1.09635 1.0963 1.0963 1.0963 -0.002075 -2.5e-05 5e-05 0 NaN 2.5e-05 1995 NASDAQ caleb_strategy_v1 [-1] 13233.5 None 13299 13298.2 13299.8 13299.8 13299.8 65.5 -0.75 1.5 -0 NaN 0.75 2007 NASDAQ caleb_strategy_v1 [-1] 13233.5 None 13308.1 13307.8 13308.5 13308.5 13308.5 74.625 -0.375 0.75 -0 NaN 0.375 2012 VIX caleb_strategy_v1 [-1] 22.6 None 22.725 22.7 22.75 22.75 22.75 0.125 -0.025 0.05 -0 NaN 0.025 2004 VIX caleb_strategy_v1 [-1] 22.6 None 22.775 22.75 22.8 22.8 22.7 0.175 -0.025 -0.05 -0.1 NaN -0.075 2013 JPY caleb_strategy_v1 [-1] 0.007642 None 0.00765575 0.0076555 0.007656 0.007656 0.007656 1.375e-05 -2.5e-07 5e-07 -0 NaN 2.5e-07 2005 JPY caleb_strategy_v1 [-1] 0.007642 None 0.007647 0.0076465 0.0076475 0.0076475 0.007648 5e-06 -5e-07 1.5e-06 5e-07 NaN 1e-06 2008 US5 caleb_strategy_v1 [1] 109.906 None 110.129 110.133 110.125 110.125 110.125 -0.222656 -0.00390625 0.0078125 0 NaN 0.00390625 1996 US5 caleb_strategy_v1 [1] 109.906 None 110.012 110.016 110.008 110.008 110.031 -0.105469 -0.00390625 -0.015625 -0.0234375 NaN -0.0195312 2015 US5 caleb_strategy_v1 [1] 109.906 None 110.145 110.148 110.141 110.141 110.156 -0.238281 -0.00390625 -0.0078125 -0.015625 NaN -0.0117188 2016 BITCOIN caleb_strategy_v1 [1] 28390 None 28355 28360 28350 28350 28360 35 -5 0 -10 NaN -5 2009 BITCOIN caleb_strategy_v1 [1] 28390 None 28370 28375 28365 28365 28365 20 -5 10 0 NaN 5 1997 BITCOIN caleb_strategy_v1 [1] 28390 None 28342.5 28350 28335 28335 28335 47.5 -7.5 15 0 NaN 7.5 2000 SP400 caleb_strategy_v1 [1] 2523.6 None 2516.2 2517.1 2515.3 NaN 2517.1 7.4 -0.9 0 NaN NaN -0.9 2017 SP400 caleb_strategy_v1 [1] 2523.6 None 2518.6 2518.9 2518.3 2518.3 2519 5 -0.3 -0.1 -0.7 NaN -0.4 2010 SP400 caleb_strategy_v1 [1] 2523.6 None 2520.2 2520.6 2519.8 2519.8 2520.8 3.4 -0.4 -0.2 -1 NaN -0.6 2020 SP400 caleb_strategy_v1 [1] 2523.6 None 2518.45 2518.8 2518.1 2518.1 2518.1 5.15 -0.35 0.7 4.54747e-13 NaN 0.35 2018 DOW caleb_strategy_v1 [1] 33766 None 33793 33794 33792 33792 33794 -27 -1 0 -2 NaN -1 2021 DOW caleb_strategy_v1 [1] 33766 None 33787.5 33788 33787 33787 33787 -21.5 -0.5 1 0 NaN 0.5 2023 DOW caleb_strategy_v1 [1] 33766 None 33784.5 33785 33784 33784 33786 -18.5 -0.5 -1 -2 NaN -1.5 2024 DOW caleb_strategy_v1 [1] 33766 None 33784.5 33785 33784 33784 33784 -18.5 -0.5 1 0 NaN 0.5 2026 DOW caleb_strategy_v1 [1] 33766 None 33780 33781 33779 33779 33782 -14 -1 -1 -3 NaN -2 2028 DOW caleb_strategy_v1 [1] 33766 None 33780 33781 33779 33779 33779 -14 -1 2 0 NaN 1 2030 DOW caleb_strategy_v1 [1] 33766 None 33779.5 33780 33779 33779 33781 -13.5 -0.5 -1 -2 NaN -1.5 2032 DOW caleb_strategy_v1 [1] 33766 None 33778.5 33779 33778 33778 33781 -12.5 -0.5 -2 -3 NaN -2.5 2034 DOW caleb_strategy_v1 [1] 33766 None 33772.5 33773 33772 33772 33772 -6.5 -0.5 1 0 NaN 0.5 2003 DOW caleb_strategy_v1 [1] 33766 None 33780 33782 33778 33778 33778 -14 -2 4 0 NaN 2 2036 DOW caleb_strategy_v1 [1] 33766 None 33761 33762 33760 33760 33760 5 -1 2 0 NaN 1 2038 DOW caleb_strategy_v1 [1] 33766 None 33762.5 33763 33762 33762 33762 3.5 -0.5 1 0 NaN 0.5 2011 DOW caleb_strategy_v1 [1] 33766 None 33816 33817 33815 33815 33815 -50 -1 2 0 NaN 1 2048 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.35 1802.3 1802.4 NaN 1802.4 -6.95 -0.05 0.1 NaN NaN 0.05 2049 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.25 1802.2 1802.3 1802.3 1802.3 -7.05 -0.05 0.1 -2.27374e-13 NaN 0.05 2050 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1801.95 1801.9 1802 1802 1801.9 -7.35 -0.05 -0 -0.1 NaN -0.05 2051 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.25 1802.2 1802.3 1802.3 1802.3 -7.05 -0.05 0.1 -2.27374e-13 NaN 0.05 2052 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.2 1803.1 1803.3 1803.3 1803 -6.1 -0.1 -0.1 -0.3 NaN -0.2 2053 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.1 1803 1803.2 1803.2 1802.8 -6.2 -0.1 -0.2 -0.4 NaN -0.3 2054 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.8 1802.7 1802.9 1802.9 1802.8 -6.5 -0.1 0.1 -0.1 NaN -2.27374e-13 2055 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.95 1802.9 1803 1803 1802.9 -6.35 -0.05 -0 -0.1 NaN -0.05 2056 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.25 1803.2 1803.3 1803.3 1803.3 -6.05 -0.05 0.1 -2.27374e-13 NaN 0.05 2057 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.4 1803.3 1803.5 1803.5 1803.4 -5.9 -0.1 0.1 -0.1 NaN 0 2058 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.05 1803 1803.1 1803.1 1803.1 -6.25 -0.05 0.1 -2.27374e-13 NaN 0.05 2059 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.1 1803 1803.2 1803.2 1803.2 -6.2 -0.1 0.2 -0 NaN 0.1 2060 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.35 1803.3 1803.4 1803.4 1803.4 -5.95 -0.05 0.1 -0 NaN 0.05 2061 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.55 1803.5 1803.6 1803.6 1803.6 -5.75 -0.05 0.1 -2.27374e-13 NaN 0.05 2062 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.7 1803.6 1803.8 1803.8 1803.6 -5.6 -0.1 -0 -0.2 NaN -0.1 2063 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.7 1803.6 1803.8 1803.8 1803.8 -5.6 -0.1 0.2 -2.27374e-13 NaN 0.1 2064 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.95 1803.9 1804 NaN 1803.9 -5.35 -0.05 -0 NaN NaN -0.05 2065 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.65 1803.6 1803.7 1803.7 1803.2 -5.65 -0.05 -0.4 -0.5 NaN -0.45 2066 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.7 1803.6 1803.8 1803.8 1803.8 -5.6 -0.1 0.2 -2.27374e-13 NaN 0.1 2067 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.85 1803.8 1803.9 NaN 1803.8 -5.45 -0.05 -0 NaN NaN -0.05 2068 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.85 1803.8 1803.9 1803.9 1803.9 -5.45 -0.05 0.1 -0 NaN 0.05 2069 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.35 1804.3 1804.4 NaN 1804.3 -4.95 -0.05 -0 NaN NaN -0.05 2070 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.4 1804.3 1804.5 1804.5 1804.2 -4.9 -0.1 -0.1 -0.3 NaN -0.2 2071 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.5 1804.4 1804.6 1804.6 1804.4 -4.8 -0.1 -0 -0.2 NaN -0.1 2072 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.35 1804.3 1804.4 1804.4 1804.4 -4.95 -0.05 0.1 -0 NaN 0.05 2073 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.8 1804.7 1804.9 1804.9 1804.9 -4.5 -0.1 0.2 -0 NaN 0.1 2074 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.9 1804.8 1805 1805 1805 -4.4 -0.1 0.2 -0 NaN 0.1 2075 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.25 1805.2 1805.3 1805.3 1805 -4.05 -0.05 -0.2 -0.3 NaN -0.25 2076 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.1 1805 1805.2 1805.2 1805 -4.2 -0.1 -0 -0.2 NaN -0.1 2077 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.2 1805.1 1805.3 1805.3 1804.9 -4.1 -0.1 -0.2 -0.4 NaN -0.3 2078 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.05 1805 1805.1 1805.1 1805.1 -4.25 -0.05 0.1 -2.27374e-13 NaN 0.05 2079 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.95 1804.9 1805 1805 1804.8 -4.35 -0.05 -0.1 -0.2 NaN -0.15 2080 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.85 1804.8 1804.9 1804.9 1804.9 -4.45 -0.05 0.1 -0 NaN 0.05 2006 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.4 1805.3 1805.5 1805.5 1805.5 -3.9 -0.1 0.2 -0 NaN 0.1 2014 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.25 1805.1 1805.4 1805.4 1804.6 -4.05 -0.15 -0.5 -0.8 NaN -0.65 2019 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1805.1 1805 1805.2 1805.2 1804.9 -4.2 -0.1 -0.1 -0.3 NaN -0.2 2022 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.2 1804.1 1804.3 1804.3 1804.2 -5.1 -0.1 0.1 -0.1 NaN 2.27374e-13 2025 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1804.1 1804 1804.2 1804.2 1803.9 -5.2 -0.1 -0.1 -0.3 NaN -0.2 2027 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.8 1803.7 1803.9 1803.9 1803.7 -5.5 -0.1 -0 -0.2 NaN -0.1 2029 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.8 1803.7 1803.9 1803.9 1803.6 -5.5 -0.1 -0.1 -0.3 NaN -0.2 2031 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.65 1803.6 1803.7 1803.7 1803.7 -5.65 -0.05 0.1 -0 NaN 0.05 2033 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.75 1803.7 1803.8 NaN 1803.5 -5.55 -0.05 -0.2 NaN NaN -0.25 2035 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1803.25 1803.2 1803.3 1803.3 1803.3 -6.05 -0.05 0.1 -2.27374e-13 NaN 0.05 2037 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.95 1802.9 1803 NaN 1802.7 -6.35 -0.05 -0.2 NaN NaN -0.25 2039 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.75 1802.7 1802.8 1802.8 1802.8 -6.55 -0.05 0.1 -2.27374e-13 NaN 0.05 2040 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.35 1802.3 1802.4 1802.4 1802.4 -6.95 -0.05 0.1 -0 NaN 0.05 2041 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.4 1802.3 1802.5 1802.5 1802.6 -6.9 -0.1 0.3 0.1 NaN 0.2 2042 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.45 1802.4 1802.5 1802.5 1802.3 -6.85 -0.05 -0.1 -0.2 NaN -0.15 2043 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.15 1802.1 1802.2 1802.2 1802.1 -7.15 -0.05 -0 -0.1 NaN -0.05 2044 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.55 1802.5 1802.6 1802.6 1802.3 -6.75 -0.05 -0.2 -0.3 NaN -0.25 2045 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.65 1802.6 1802.7 1802.7 1802.5 -6.65 -0.05 -0.1 -0.2 NaN -0.15 2046 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.4 1802.3 1802.5 1802.5 1802.5 -6.9 -0.1 0.2 -0 NaN 0.1 2047 RUSSELL caleb_strategy_v1 [-1] 1809.3 None 1802.6 1802.5 1802.7 1802.7 1802.5 -6.7 -0.1 -0 -0.2 NaN -0.1 2082 REDWHEAT caleb_strategy_v1 [-1] 863.5 None 859.5 859.25 859.75 859.75 859.25 -4 -0.25 -0 -0.5 NaN -0.25 2081 WHEAT caleb_strategy_v1 [1] 740.5 None 736.25 736.5 736 736 736 4.25 -0.25 0.5 0 NaN 0.25 2086 WHEAT caleb_strategy_v1 [1] 740.5 None 725 725 725 725 736 15.5 0 -11 -11 NaN -11 2083 LEANHOG caleb_strategy_v1 [-1] 91.6 None 91.625 91.6 91.65 91.65 91.65 0.025 -0.025 0.05 -0 NaN 0.025 2087 LEANHOG caleb_strategy_v1 [-1] 91.6 None 91.675 91.65 91.7 91.7 91.65 0.075 -0.025 -0 -0.05 NaN -0.025 2088 SOYMEAL caleb_strategy_v1 [-1] 459.4 None 453.15 453.1 453.2 NaN 453.6 -6.25 -0.05 0.5 NaN NaN 0.45 2090 SOYMEAL caleb_strategy_v1 [-1] 459.4 None 453.7 453.6 453.8 453.8 453.7 -5.7 -0.1 0.1 -0.1 NaN -5.68434e-14 2084 SOYMEAL caleb_strategy_v1 [-1] 459.4 None 453.1 453 453.2 453.2 453.1 -6.3 -0.1 0.1 -0.1 NaN 0 2089 LIVECOW caleb_strategy_v1 [1] 161.225 None 161.387 161.4 161.375 161.375 161.4 -0.1625 -0.0125 0 -0.025 NaN -0.0125 2091 LIVECOW caleb_strategy_v1 [1] 161.225 None 161.337 161.35 161.325 161.325 161.35 -0.1125 -0.0125 0 -0.025 NaN -0.0125 2085 LIVECOW caleb_strategy_v1 [1] 161.225 None 161.262 161.275 161.25 161.25 161.275 -0.0375 -0.0125 0 -0.025 NaN -0.0125 ================================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ================================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol order_id 1976 EUROSTX caleb_strategy_v1 [1] 822.927 -66.8346 -6.07587 12.1517 0 NaN 6.07587 1979 EUROSTX caleb_strategy_v1 [1] 822.927 -91.1381 -6.07587 12.1517 0 NaN 6.07587 1977 BOBL caleb_strategy_v1 [-1] 9.46134 -132.117 -5.28467 -10.5693 -21.1387 NaN -15.854 1980 BOBL caleb_strategy_v1 [-1] 9.46134 -142.686 -5.28467 -10.5693 -21.1387 NaN -15.854 1978 BUND caleb_strategy_v1 [1] 17.0099 155.791 -2.93946 5.87892 0 NaN 2.93946 1981 BUND caleb_strategy_v1 [1] 17.0099 155.791 -2.93946 5.87892 0 NaN 2.93946 1982 GASOIL caleb_strategy_v1 [-1] 312.597 287.91 -7.99751 15.995 -0 NaN 7.99751 1983 COCOA caleb_strategy_v1 [-1] 569.836 544.016 -17.5489 -0 -35.0978 NaN -17.5489 1984 SUGAR11 caleb_strategy_v1 [-1] 4.53607 165.341 -11.0228 -0 NaN NaN -11.0228 1985 PALLAD caleb_strategy_v1 [1] 651.35 -333.922 -19.1909 -15.3527 -53.7346 NaN -34.5437 1986 SILVER-mini caleb_strategy_v1 [1] 6.79744 18.3893 -36.7786 0 -73.5572 NaN -36.7786 1989 COTTON2 caleb_strategy_v1 [1] 27.2275 -174.456 -5.50914 11.0183 5.21931e-12 NaN 5.50914 1990 GASOILINE caleb_strategy_v1 [1] 0.857398 20.4106 -4.08212 1.16632 -6.99792 NaN -2.9158 1987 PLAT caleb_strategy_v1 [-1] 293.975 721.151 -3.40165 -3.40165 -10.205 NaN -6.80331 1991 PLAT caleb_strategy_v1 [-1] 293.975 765.372 -3.40165 -3.40165 -10.205 NaN -6.80331 1992 GOLD_micro caleb_strategy_v1 [-1] 338.735 7.38039 -1.47608 17.7129 NaN NaN 16.2369 1988 GOLD_micro caleb_strategy_v1 [-1] 338.735 4.42824 -1.47608 2.95216 -0 NaN 1.47608 1993 MXP caleb_strategy_v1 [-1] 0.00683583 234.061 -14.6288 29.2576 -0 NaN 14.6288 1994 SP500 caleb_strategy_v1 [-1] 683.892 111.494 -1.82777 3.65555 -0 NaN 1.82777 1998 CHF caleb_strategy_v1 [1] 0.098692 -296.377 -17.7319 35.4639 0 NaN 17.7319 1999 US20 caleb_strategy_v1 [1] 18.7164 91.8311 -8.34828 16.6966 0 NaN 8.34828 2001 GBP caleb_strategy_v1 [-1] 0.120645 679.682 -8.28881 -0 -16.5776 NaN -8.28881 2002 EUR caleb_strategy_v1 [1] 0.0937947 -221.228 -2.6654 5.33079 0 NaN 2.6654 1995 NASDAQ caleb_strategy_v1 [-1] 2672.69 245.072 -2.80616 5.61233 -0 NaN 2.80616 2007 NASDAQ caleb_strategy_v1 [-1] 2672.69 279.213 -1.40308 2.80616 -0 NaN 1.40308 2012 VIX caleb_strategy_v1 [-1] 12.8613 97.191 -19.4382 38.8764 -0 NaN 19.4382 2004 VIX caleb_strategy_v1 [-1] 12.8613 136.067 -19.4382 -38.8764 -77.7528 NaN -58.3146 2013 JPY caleb_strategy_v1 [-1] 0.000829697 165.723 -3.01315 6.0263 -0 NaN 3.01315 2005 JPY caleb_strategy_v1 [-1] 0.000829697 60.263 -6.0263 18.0789 6.0263 NaN 12.0526 2008 US5 caleb_strategy_v1 [1] 8.25824 -269.617 -4.73012 9.46024 0 NaN 4.73012 1996 US5 caleb_strategy_v1 [1] 8.25824 -127.713 -4.73012 -18.9205 -28.3807 NaN -23.6506 2015 US5 caleb_strategy_v1 [1] 8.25824 -288.537 -4.73012 -9.46024 -18.9205 NaN -14.1904 2016 BITCOIN caleb_strategy_v1 [1] 19064.2 18.359 -2.62271 0 -5.24543 NaN -2.62271 2009 BITCOIN caleb_strategy_v1 [1] 19064.2 10.4909 -2.62271 5.24543 0 NaN 2.62271 1997 BITCOIN caleb_strategy_v1 [1] 19064.2 24.9158 -3.93407 7.86814 0 NaN 3.93407 2000 SP400 caleb_strategy_v1 [1] 564.439 131.104 -15.945 0 NaN NaN -15.945 2017 SP400 caleb_strategy_v1 [1] 564.439 88.5836 -5.31502 -1.77167 -12.4017 NaN -7.08669 2010 SP400 caleb_strategy_v1 [1] 564.439 60.2368 -7.08669 -3.54334 -17.7167 NaN -10.63 2020 SP400 caleb_strategy_v1 [1] 564.439 91.2411 -6.20085 12.4017 8.05663e-12 NaN 6.20085 2018 DOW caleb_strategy_v1 [1] 4996.64 -54.0364 -2.00135 0 -4.00269 NaN -2.00135 2021 DOW caleb_strategy_v1 [1] 4996.64 -43.0289 -1.00067 2.00135 0 NaN 1.00067 2023 DOW caleb_strategy_v1 [1] 4996.64 -37.0249 -1.00067 -2.00135 -4.00269 NaN -3.00202 2024 DOW caleb_strategy_v1 [1] 4996.64 -37.0249 -1.00067 2.00135 0 NaN 1.00067 2026 DOW caleb_strategy_v1 [1] 4996.64 -28.0189 -2.00135 -2.00135 -6.00404 NaN -4.00269 2028 DOW caleb_strategy_v1 [1] 4996.64 -28.0189 -2.00135 4.00269 0 NaN 2.00135 2030 DOW caleb_strategy_v1 [1] 4996.64 -27.0182 -1.00067 -2.00135 -4.00269 NaN -3.00202 2032 DOW caleb_strategy_v1 [1] 4996.64 -25.0168 -1.00067 -4.00269 -6.00404 NaN -5.00337 2034 DOW caleb_strategy_v1 [1] 4996.64 -13.0088 -1.00067 2.00135 0 NaN 1.00067 2003 DOW caleb_strategy_v1 [1] 4996.64 -28.0189 -4.00269 8.00539 0 NaN 4.00269 2036 DOW caleb_strategy_v1 [1] 4996.64 10.0067 -2.00135 4.00269 0 NaN 2.00135 2038 DOW caleb_strategy_v1 [1] 4996.64 7.00471 -1.00067 2.00135 0 NaN 1.00067 2011 DOW caleb_strategy_v1 [1] 4996.64 -100.067 -2.00135 4.00269 0 NaN 2.00135 2048 RUSSELL caleb_strategy_v1 [-1] 446.12 -155.788 -1.12077 2.24155 NaN NaN 1.12077 2049 RUSSELL caleb_strategy_v1 [-1] 446.12 -158.029 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2050 RUSSELL caleb_strategy_v1 [-1] 446.12 -164.754 -1.12077 -0 -2.24155 NaN -1.12077 2051 RUSSELL caleb_strategy_v1 [-1] 446.12 -158.029 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2052 RUSSELL caleb_strategy_v1 [-1] 446.12 -136.734 -2.24155 -2.24155 -6.72464 NaN -4.4831 2053 RUSSELL caleb_strategy_v1 [-1] 446.12 -138.976 -2.24155 -4.4831 -8.96619 NaN -6.72464 2054 RUSSELL caleb_strategy_v1 [-1] 446.12 -145.701 -2.24155 2.24155 -2.24155 NaN -5.09669e-12 2055 RUSSELL caleb_strategy_v1 [-1] 446.12 -142.338 -1.12077 -0 -2.24155 NaN -1.12077 2056 RUSSELL caleb_strategy_v1 [-1] 446.12 -135.614 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2057 RUSSELL caleb_strategy_v1 [-1] 446.12 -132.251 -2.24155 2.24155 -2.24155 NaN 0 2058 RUSSELL caleb_strategy_v1 [-1] 446.12 -140.097 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2059 RUSSELL caleb_strategy_v1 [-1] 446.12 -138.976 -2.24155 4.4831 -0 NaN 2.24155 2060 RUSSELL caleb_strategy_v1 [-1] 446.12 -133.372 -1.12077 2.24155 -0 NaN 1.12077 2061 RUSSELL caleb_strategy_v1 [-1] 446.12 -128.889 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2062 RUSSELL caleb_strategy_v1 [-1] 446.12 -125.527 -2.24155 -0 -4.4831 NaN -2.24155 2063 RUSSELL caleb_strategy_v1 [-1] 446.12 -125.527 -2.24155 4.4831 -5.09669e-12 NaN 2.24155 2064 RUSSELL caleb_strategy_v1 [-1] 446.12 -119.923 -1.12077 -0 NaN NaN -1.12077 2065 RUSSELL caleb_strategy_v1 [-1] 446.12 -126.647 -1.12077 -8.96619 -11.2077 NaN -10.087 2066 RUSSELL caleb_strategy_v1 [-1] 446.12 -125.527 -2.24155 4.4831 -5.09669e-12 NaN 2.24155 2067 RUSSELL caleb_strategy_v1 [-1] 446.12 -122.164 -1.12077 -0 NaN NaN -1.12077 2068 RUSSELL caleb_strategy_v1 [-1] 446.12 -122.164 -1.12077 2.24155 -0 NaN 1.12077 2069 RUSSELL caleb_strategy_v1 [-1] 446.12 -110.957 -1.12077 -0 NaN NaN -1.12077 2070 RUSSELL caleb_strategy_v1 [-1] 446.12 -109.836 -2.24155 -2.24155 -6.72464 NaN -4.4831 2071 RUSSELL caleb_strategy_v1 [-1] 446.12 -107.594 -2.24155 -0 -4.4831 NaN -2.24155 2072 RUSSELL caleb_strategy_v1 [-1] 446.12 -110.957 -1.12077 2.24155 -0 NaN 1.12077 2073 RUSSELL caleb_strategy_v1 [-1] 446.12 -100.87 -2.24155 4.4831 -0 NaN 2.24155 2074 RUSSELL caleb_strategy_v1 [-1] 446.12 -98.6281 -2.24155 4.4831 -0 NaN 2.24155 2075 RUSSELL caleb_strategy_v1 [-1] 446.12 -90.7827 -1.12077 -4.4831 -6.72464 NaN -5.60387 2076 RUSSELL caleb_strategy_v1 [-1] 446.12 -94.145 -2.24155 -0 -4.4831 NaN -2.24155 2077 RUSSELL caleb_strategy_v1 [-1] 446.12 -91.9035 -2.24155 -4.4831 -8.96619 NaN -6.72464 2078 RUSSELL caleb_strategy_v1 [-1] 446.12 -95.2658 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2079 RUSSELL caleb_strategy_v1 [-1] 446.12 -97.5073 -1.12077 -2.24155 -4.4831 NaN -3.36232 2080 RUSSELL caleb_strategy_v1 [-1] 446.12 -99.7489 -1.12077 2.24155 -0 NaN 1.12077 2006 RUSSELL caleb_strategy_v1 [-1] 446.12 -87.4204 -2.24155 4.4831 -0 NaN 2.24155 2014 RUSSELL caleb_strategy_v1 [-1] 446.12 -90.7827 -3.36232 -11.2077 -17.9324 NaN -14.5701 2019 RUSSELL caleb_strategy_v1 [-1] 446.12 -94.145 -2.24155 -2.24155 -6.72464 NaN -4.4831 2022 RUSSELL caleb_strategy_v1 [-1] 446.12 -114.319 -2.24155 2.24155 -2.24155 NaN 5.09669e-12 2025 RUSSELL caleb_strategy_v1 [-1] 446.12 -116.561 -2.24155 -2.24155 -6.72464 NaN -4.4831 2027 RUSSELL caleb_strategy_v1 [-1] 446.12 -123.285 -2.24155 -0 -4.4831 NaN -2.24155 2029 RUSSELL caleb_strategy_v1 [-1] 446.12 -123.285 -2.24155 -2.24155 -6.72464 NaN -4.4831 2031 RUSSELL caleb_strategy_v1 [-1] 446.12 -126.647 -1.12077 2.24155 -0 NaN 1.12077 2033 RUSSELL caleb_strategy_v1 [-1] 446.12 -124.406 -1.12077 -4.4831 NaN NaN -5.60387 2035 RUSSELL caleb_strategy_v1 [-1] 446.12 -135.614 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2037 RUSSELL caleb_strategy_v1 [-1] 446.12 -142.338 -1.12077 -4.4831 NaN NaN -5.60387 2039 RUSSELL caleb_strategy_v1 [-1] 446.12 -146.821 -1.12077 2.24155 -5.09669e-12 NaN 1.12077 2040 RUSSELL caleb_strategy_v1 [-1] 446.12 -155.788 -1.12077 2.24155 -0 NaN 1.12077 2041 RUSSELL caleb_strategy_v1 [-1] 446.12 -154.667 -2.24155 6.72464 2.24155 NaN 4.4831 2042 RUSSELL caleb_strategy_v1 [-1] 446.12 -153.546 -1.12077 -2.24155 -4.4831 NaN -3.36232 2043 RUSSELL caleb_strategy_v1 [-1] 446.12 -160.271 -1.12077 -0 -2.24155 NaN -1.12077 2044 RUSSELL caleb_strategy_v1 [-1] 446.12 -151.305 -1.12077 -4.4831 -6.72464 NaN -5.60387 2045 RUSSELL caleb_strategy_v1 [-1] 446.12 -149.063 -1.12077 -2.24155 -4.4831 NaN -3.36232 2046 RUSSELL caleb_strategy_v1 [-1] 446.12 -154.667 -2.24155 4.4831 -0 NaN 2.24155 2047 RUSSELL caleb_strategy_v1 [-1] 446.12 -150.184 -2.24155 -0 -4.4831 NaN -2.24155 2082 REDWHEAT caleb_strategy_v1 [-1] 220.303 -181.568 -11.348 -0 -22.6961 NaN -11.348 2081 WHEAT caleb_strategy_v1 [1] 195.515 217.374 -12.7867 25.5734 0 NaN 12.7867 2086 WHEAT caleb_strategy_v1 [1] 195.515 792.777 0 -562.616 -562.616 NaN -562.616 2083 LEANHOG caleb_strategy_v1 [-1] 24.2053 10.3283 -10.3283 20.6567 -0 NaN 10.3283 2087 LEANHOG caleb_strategy_v1 [-1] 24.2053 30.985 -10.3283 -0 -20.6567 NaN -10.3283 2088 SOYMEAL caleb_strategy_v1 [-1] 97.0385 -644.074 -5.1526 51.526 NaN NaN 46.3734 2090 SOYMEAL caleb_strategy_v1 [-1] 97.0385 -587.396 -10.3052 10.3052 -10.3052 NaN -5.85782e-12 2084 SOYMEAL caleb_strategy_v1 [-1] 97.0385 -649.227 -10.3052 10.3052 -10.3052 NaN 0 2089 LIVECOW caleb_strategy_v1 [1] 14.9164 -108.941 -8.38005 0 -16.7601 NaN -8.38005 2091 LIVECOW caleb_strategy_v1 [1] 14.9164 -75.4204 -8.38005 0 -16.7601 NaN -8.38005 2085 LIVECOW caleb_strategy_v1 [1] 14.9164 -25.1401 -8.38005 0 -16.7601 NaN -8.38005 =========================================================================================================================================================================== 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 1976 EUROSTX caleb_strategy_v1 [1] 10.8273 -59.5504 -5.41367 10.8273 0 NaN 5.41367 1979 EUROSTX caleb_strategy_v1 [1] 10.8273 -81.2051 -5.41367 10.8273 0 NaN 5.41367 1977 BOBL caleb_strategy_v1 [-1] 1082.73 -135.342 -5.41367 -10.8274 -21.6547 NaN -16.241 1980 BOBL caleb_strategy_v1 [-1] 1082.73 -146.169 -5.41367 -10.8274 -21.6547 NaN -16.241 1978 BUND caleb_strategy_v1 [1] 1082.73 286.925 -5.41367 10.8273 0 NaN 5.41367 1981 BUND caleb_strategy_v1 [1] 1082.73 286.925 -5.41367 10.8273 0 NaN 5.41367 1982 GASOIL caleb_strategy_v1 [-1] 100 900 -25 50 -0 NaN 25 1983 COCOA caleb_strategy_v1 [-1] 10 310 -10 -0 -20 NaN -10 1984 SUGAR11 caleb_strategy_v1 [-1] 1120 84 -5.6 -0 NaN NaN -5.6 1985 PALLAD caleb_strategy_v1 [1] 100 -2175 -125 -100 -350 NaN -225 1986 SILVER-mini caleb_strategy_v1 [1] 2500 31.25 -62.5 0 -125 NaN -62.5 1989 COTTON2 caleb_strategy_v1 [1] 500 -237.5 -7.5 15 7.10543e-12 NaN 7.5 1990 GASOILINE caleb_strategy_v1 [1] 42000 73.5 -14.7 4.2 -25.2 NaN -10.5 1987 PLAT caleb_strategy_v1 [-1] 50 1060 -5 -5 -15 NaN -10 1991 PLAT caleb_strategy_v1 [-1] 50 1125 -5 -5 -15 NaN -10 1992 GOLD_micro caleb_strategy_v1 [-1] 10 2.5 -0.5 6 NaN NaN 5.5 1988 GOLD_micro caleb_strategy_v1 [-1] 10 1.5 -0.5 1 -0 NaN 0.5 1993 MXP caleb_strategy_v1 [-1] 500000 80 -5 10 -0 NaN 5 1994 SP500 caleb_strategy_v1 [-1] 50 381.25 -6.25 12.5 -0 NaN 6.25 1998 CHF caleb_strategy_v1 [1] 125000 -365.625 -21.875 43.75 0 NaN 21.875 1999 US20 caleb_strategy_v1 [1] 1000 171.875 -15.625 31.25 0 NaN 15.625 2001 GBP caleb_strategy_v1 [-1] 62500 512.5 -6.25 -0 -12.5 NaN -6.25 2002 EUR caleb_strategy_v1 [1] 125000 -259.375 -3.125 6.25 0 NaN 3.125 1995 NASDAQ caleb_strategy_v1 [-1] 20 1310 -15 30 -0 NaN 15 2007 NASDAQ caleb_strategy_v1 [-1] 20 1492.5 -7.5 15 -0 NaN 7.5 2012 VIX caleb_strategy_v1 [-1] 1000 125 -25 50 -0 NaN 25 2004 VIX caleb_strategy_v1 [-1] 1000 175 -25 -50 -100 NaN -75 2013 JPY caleb_strategy_v1 [-1] 1.25e+07 171.875 -3.125 6.25 -0 NaN 3.125 2005 JPY caleb_strategy_v1 [-1] 1.25e+07 62.5 -6.25 18.75 6.25 NaN 12.5 2008 US5 caleb_strategy_v1 [1] 1000 -222.656 -3.90625 7.8125 0 NaN 3.90625 1996 US5 caleb_strategy_v1 [1] 1000 -105.469 -3.90625 -15.625 -23.4375 NaN -19.5312 2015 US5 caleb_strategy_v1 [1] 1000 -238.281 -3.90625 -7.8125 -15.625 NaN -11.7188 2016 BITCOIN caleb_strategy_v1 [1] 0.1 3.5 -0.5 0 -1 NaN -0.5 2009 BITCOIN caleb_strategy_v1 [1] 0.1 2 -0.5 1 0 NaN 0.5 1997 BITCOIN caleb_strategy_v1 [1] 0.1 4.75 -0.75 1.5 0 NaN 0.75 2000 SP400 caleb_strategy_v1 [1] 100 740 -90 0 NaN NaN -90 2017 SP400 caleb_strategy_v1 [1] 100 500 -30 -10 -70 NaN -40 2010 SP400 caleb_strategy_v1 [1] 100 340 -40 -20 -100 NaN -60 2020 SP400 caleb_strategy_v1 [1] 100 515 -35 70 4.54747e-11 NaN 35 2018 DOW caleb_strategy_v1 [1] 0.5 -13.5 -0.5 0 -1 NaN -0.5 2021 DOW caleb_strategy_v1 [1] 0.5 -10.75 -0.25 0.5 0 NaN 0.25 2023 DOW caleb_strategy_v1 [1] 0.5 -9.25 -0.25 -0.5 -1 NaN -0.75 2024 DOW caleb_strategy_v1 [1] 0.5 -9.25 -0.25 0.5 0 NaN 0.25 2026 DOW caleb_strategy_v1 [1] 0.5 -7 -0.5 -0.5 -1.5 NaN -1 2028 DOW caleb_strategy_v1 [1] 0.5 -7 -0.5 1 0 NaN 0.5 2030 DOW caleb_strategy_v1 [1] 0.5 -6.75 -0.25 -0.5 -1 NaN -0.75 2032 DOW caleb_strategy_v1 [1] 0.5 -6.25 -0.25 -1 -1.5 NaN -1.25 2034 DOW caleb_strategy_v1 [1] 0.5 -3.25 -0.25 0.5 0 NaN 0.25 2003 DOW caleb_strategy_v1 [1] 0.5 -7 -1 2 0 NaN 1 2036 DOW caleb_strategy_v1 [1] 0.5 2.5 -0.5 1 0 NaN 0.5 2038 DOW caleb_strategy_v1 [1] 0.5 1.75 -0.25 0.5 0 NaN 0.25 2011 DOW caleb_strategy_v1 [1] 0.5 -25 -0.5 1 0 NaN 0.5 2048 RUSSELL caleb_strategy_v1 [-1] 5 -34.75 -0.25 0.5 NaN NaN 0.25 2049 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2050 RUSSELL caleb_strategy_v1 [-1] 5 -36.75 -0.25 -0 -0.5 NaN -0.25 2051 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2052 RUSSELL caleb_strategy_v1 [-1] 5 -30.5 -0.5 -0.5 -1.5 NaN -1 2053 RUSSELL caleb_strategy_v1 [-1] 5 -31 -0.5 -1 -2 NaN -1.5 2054 RUSSELL caleb_strategy_v1 [-1] 5 -32.5 -0.5 0.5 -0.5 NaN -1.13687e-12 2055 RUSSELL caleb_strategy_v1 [-1] 5 -31.75 -0.25 -0 -0.5 NaN -0.25 2056 RUSSELL caleb_strategy_v1 [-1] 5 -30.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2057 RUSSELL caleb_strategy_v1 [-1] 5 -29.5 -0.5 0.5 -0.5 NaN 0 2058 RUSSELL caleb_strategy_v1 [-1] 5 -31.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2059 RUSSELL caleb_strategy_v1 [-1] 5 -31 -0.5 1 -0 NaN 0.5 2060 RUSSELL caleb_strategy_v1 [-1] 5 -29.75 -0.25 0.5 -0 NaN 0.25 2061 RUSSELL caleb_strategy_v1 [-1] 5 -28.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2062 RUSSELL caleb_strategy_v1 [-1] 5 -28 -0.5 -0 -1 NaN -0.5 2063 RUSSELL caleb_strategy_v1 [-1] 5 -28 -0.5 1 -1.13687e-12 NaN 0.5 2064 RUSSELL caleb_strategy_v1 [-1] 5 -26.75 -0.25 -0 NaN NaN -0.25 2065 RUSSELL caleb_strategy_v1 [-1] 5 -28.25 -0.25 -2 -2.5 NaN -2.25 2066 RUSSELL caleb_strategy_v1 [-1] 5 -28 -0.5 1 -1.13687e-12 NaN 0.5 2067 RUSSELL caleb_strategy_v1 [-1] 5 -27.25 -0.25 -0 NaN NaN -0.25 2068 RUSSELL caleb_strategy_v1 [-1] 5 -27.25 -0.25 0.5 -0 NaN 0.25 2069 RUSSELL caleb_strategy_v1 [-1] 5 -24.75 -0.25 -0 NaN NaN -0.25 2070 RUSSELL caleb_strategy_v1 [-1] 5 -24.5 -0.5 -0.5 -1.5 NaN -1 2071 RUSSELL caleb_strategy_v1 [-1] 5 -24 -0.5 -0 -1 NaN -0.5 2072 RUSSELL caleb_strategy_v1 [-1] 5 -24.75 -0.25 0.5 -0 NaN 0.25 2073 RUSSELL caleb_strategy_v1 [-1] 5 -22.5 -0.5 1 -0 NaN 0.5 2074 RUSSELL caleb_strategy_v1 [-1] 5 -22 -0.5 1 -0 NaN 0.5 2075 RUSSELL caleb_strategy_v1 [-1] 5 -20.25 -0.25 -1 -1.5 NaN -1.25 2076 RUSSELL caleb_strategy_v1 [-1] 5 -21 -0.5 -0 -1 NaN -0.5 2077 RUSSELL caleb_strategy_v1 [-1] 5 -20.5 -0.5 -1 -2 NaN -1.5 2078 RUSSELL caleb_strategy_v1 [-1] 5 -21.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2079 RUSSELL caleb_strategy_v1 [-1] 5 -21.75 -0.25 -0.5 -1 NaN -0.75 2080 RUSSELL caleb_strategy_v1 [-1] 5 -22.25 -0.25 0.5 -0 NaN 0.25 2006 RUSSELL caleb_strategy_v1 [-1] 5 -19.5 -0.5 1 -0 NaN 0.5 2014 RUSSELL caleb_strategy_v1 [-1] 5 -20.25 -0.75 -2.5 -4 NaN -3.25 2019 RUSSELL caleb_strategy_v1 [-1] 5 -21 -0.5 -0.5 -1.5 NaN -1 2022 RUSSELL caleb_strategy_v1 [-1] 5 -25.5 -0.5 0.5 -0.5 NaN 1.13687e-12 2025 RUSSELL caleb_strategy_v1 [-1] 5 -26 -0.5 -0.5 -1.5 NaN -1 2027 RUSSELL caleb_strategy_v1 [-1] 5 -27.5 -0.5 -0 -1 NaN -0.5 2029 RUSSELL caleb_strategy_v1 [-1] 5 -27.5 -0.5 -0.5 -1.5 NaN -1 2031 RUSSELL caleb_strategy_v1 [-1] 5 -28.25 -0.25 0.5 -0 NaN 0.25 2033 RUSSELL caleb_strategy_v1 [-1] 5 -27.75 -0.25 -1 NaN NaN -1.25 2035 RUSSELL caleb_strategy_v1 [-1] 5 -30.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2037 RUSSELL caleb_strategy_v1 [-1] 5 -31.75 -0.25 -1 NaN NaN -1.25 2039 RUSSELL caleb_strategy_v1 [-1] 5 -32.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2040 RUSSELL caleb_strategy_v1 [-1] 5 -34.75 -0.25 0.5 -0 NaN 0.25 2041 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 1.5 0.5 NaN 1 2042 RUSSELL caleb_strategy_v1 [-1] 5 -34.25 -0.25 -0.5 -1 NaN -0.75 2043 RUSSELL caleb_strategy_v1 [-1] 5 -35.75 -0.25 -0 -0.5 NaN -0.25 2044 RUSSELL caleb_strategy_v1 [-1] 5 -33.75 -0.25 -1 -1.5 NaN -1.25 2045 RUSSELL caleb_strategy_v1 [-1] 5 -33.25 -0.25 -0.5 -1 NaN -0.75 2046 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 1 -0 NaN 0.5 2047 RUSSELL caleb_strategy_v1 [-1] 5 -33.5 -0.5 -0 -1 NaN -0.5 2082 REDWHEAT caleb_strategy_v1 [-1] 50 -200 -12.5 -0 -25 NaN -12.5 2081 WHEAT caleb_strategy_v1 [1] 50 212.5 -12.5 25 0 NaN 12.5 2086 WHEAT caleb_strategy_v1 [1] 50 775 0 -550 -550 NaN -550 2083 LEANHOG caleb_strategy_v1 [-1] 400 10 -10 20 -0 NaN 10 2087 LEANHOG caleb_strategy_v1 [-1] 400 30 -10 -0 -20 NaN -10 2088 SOYMEAL caleb_strategy_v1 [-1] 100 -625 -5 50 NaN NaN 45 2090 SOYMEAL caleb_strategy_v1 [-1] 100 -570 -10 10 -10 NaN -5.68434e-12 2084 SOYMEAL caleb_strategy_v1 [-1] 100 -630 -10 10 -10 NaN 0 2089 LIVECOW caleb_strategy_v1 [1] 400 -65 -5 0 -10 NaN -5 2091 LIVECOW caleb_strategy_v1 [1] 400 -45 -5 0 -10 NaN -5 2085 LIVECOW caleb_strategy_v1 [1] 400 -15 -5 0 -10 NaN -5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 10.25000 BOBL -281.51110 BUND 573.84955 CHF -365.62500 COCOA 310.00000 COTTON2 -237.50000 DOW -100.75000 EUR -259.37500 EUROSTX -140.75555 GASOIL 900.00000 GASOILINE 73.50000 GBP 512.50000 GOLD_micro 4.00000 JPY 234.37500 LEANHOG 40.00000 LIVECOW -125.00000 MXP 80.00000 NASDAQ 2802.50000 PALLAD -2175.00000 PLAT 2185.00000 REDWHEAT -200.00000 RUSSELL -1503.50000 SILVER-mini 31.25000 SOYMEAL -1825.00000 SP400 2095.00000 SP500 381.25000 SUGAR11 84.00000 US20 171.87500 US5 -566.40625 VIX 300.00000 WHEAT 987.50000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 3996.42665 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -1.75000 BOBL -10.82735 BUND -10.82735 CHF -21.87500 COCOA -10.00000 COTTON2 -7.50000 DOW -5.25000 EUR -3.12500 EUROSTX -10.82735 GASOIL -25.00000 GASOILINE -14.70000 GBP -6.25000 GOLD_micro -1.00000 JPY -9.37500 LEANHOG -20.00000 LIVECOW -15.00000 MXP -5.00000 NASDAQ -22.50000 PALLAD -125.00000 PLAT -10.00000 REDWHEAT -12.50000 RUSSELL -19.50000 SILVER-mini -62.50000 SOYMEAL -25.00000 SP400 -195.00000 SP500 -6.25000 SUGAR11 -5.60000 US20 -15.62500 US5 -11.71875 VIX -50.00000 WHEAT -12.50000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -752.0008 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 2.5000 BOBL -21.6547 BUND 21.6547 CHF 43.7500 COCOA -0.0000 COTTON2 15.0000 DOW 4.5000 EUR 6.2500 EUROSTX 21.6547 GASOIL 50.0000 GASOILINE 4.2000 GBP -0.0000 GOLD_micro 7.0000 JPY 25.0000 LEANHOG 20.0000 LIVECOW 0.0000 MXP 10.0000 NASDAQ 45.0000 PALLAD -100.0000 PLAT -10.0000 REDWHEAT -0.0000 RUSSELL 3.0000 SILVER-mini 0.0000 SOYMEAL 70.0000 SP400 40.0000 SP500 12.5000 SUGAR11 -0.0000 US20 31.2500 US5 -15.6250 VIX 0.0000 WHEAT -525.0000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 -239.0203 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -1.000000e+00 BOBL -4.330940e+01 BUND 0.000000e+00 CHF 0.000000e+00 COCOA -2.000000e+01 COTTON2 7.105427e-12 DOW -6.000000e+00 EUR 0.000000e+00 EUROSTX 0.000000e+00 GASOIL -0.000000e+00 GASOILINE -2.520000e+01 GBP -1.250000e+01 GOLD_micro 0.000000e+00 JPY 6.250000e+00 LEANHOG -2.000000e+01 LIVECOW -3.000000e+01 MXP -0.000000e+00 NASDAQ -0.000000e+00 PALLAD -3.500000e+02 PLAT -3.000000e+01 REDWHEAT -2.500000e+01 RUSSELL -3.150000e+01 SILVER-mini -1.250000e+02 SOYMEAL -2.000000e+01 SP400 -1.700000e+02 SP500 -0.000000e+00 SUGAR11 0.000000e+00 US20 0.000000e+00 US5 -3.906250e+01 VIX -1.000000e+02 WHEAT -5.500000e+02 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -1592.3219 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 0 BOBL 0 BUND 0 CHF 0 COCOA 0 COTTON2 0 DOW 0 EUR 0 EUROSTX 0 GASOIL 0 GASOILINE 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ 0 PALLAD 0 PLAT 0 REDWHEAT 0 RUSSELL 0 SILVER-mini 0 SOYMEAL 0 SP400 0 SP500 0 SUGAR11 0 US20 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 BITCOIN 0.75000 BOBL -32.48205 BUND 10.82735 CHF 21.87500 COCOA -10.00000 COTTON2 7.50000 DOW -0.75000 EUR 3.12500 EUROSTX 10.82735 GASOIL 25.00000 GASOILINE -10.50000 GBP -6.25000 GOLD_micro 6.00000 JPY 15.62500 LEANHOG 0.00000 LIVECOW -15.00000 MXP 5.00000 NASDAQ 22.50000 PALLAD -225.00000 PLAT -20.00000 REDWHEAT -12.50000 RUSSELL -16.50000 SILVER-mini -62.50000 SOYMEAL 45.00000 SP400 -155.00000 SP500 6.25000 SUGAR11 -5.60000 US20 15.62500 US5 -27.34375 VIX -50.00000 WHEAT -537.50000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -991.0211 ******************************************************************************** END OF REPORT ********************************************************************************