******************************************************************************** Trades report report produced on 18/04/2023 21:37 from 17/04/2023 21:37 to 18/04/2023 21:37 ******************************************************************************** ===================================================================================================== Broker orders ===================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 2192 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:21 [-1] 30595.000000 2204 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:47 [-1] 30570.000000 2202 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:44 [-1] 30580.000000 2200 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:35 [-1] 30580.000000 2198 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:30 [-1] 30590.000000 2196 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:26 [-1] 30595.000000 2194 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:23 [-1] 30590.000000 2188 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:02:09 [-1] 30610.000000 2182 BITCOIN caleb_strategy_v1 [20230500] 2023-04-18 15:00:04 [-1] 30605.000000 2170 BOBL caleb_strategy_v1 [20230600] 2023-04-18 08:00:02 [-1] 116.890000 2173 BOBL caleb_strategy_v1 [20230600] 2023-04-18 08:00:18 [-1] 116.890000 2176 CAC caleb_strategy_v1 [20230500] 2023-04-18 08:54:57 [-1] 7450.000000 2175 DAX caleb_strategy_v1 [20230600] 2023-04-18 08:00:21 [-1] 15967.000000 2172 DAX caleb_strategy_v1 [20230600] 2023-04-18 08:00:04 [-1] 15960.000000 2186 DOW caleb_strategy_v1 [20230600] 2023-04-18 15:02:06 [-1] 34021.000000 2180 DOW caleb_strategy_v1 [20230600] 2023-04-18 15:00:02 [-1] 34026.000000 2171 EUROSTX caleb_strategy_v1 [20230600] 2023-04-18 08:00:03 [-1] 4321.000000 2174 EUROSTX caleb_strategy_v1 [20230600] 2023-04-18 08:00:20 [-1] 4323.000000 2178 GAS_US caleb_strategy_v1 [20230700] 2023-04-18 14:00:15 [-1] 2.637000 2179 GBP caleb_strategy_v1 [20230600] 2023-04-18 15:00:01 [-1] 1.243900 2189 JPY caleb_strategy_v1 [20230600] 2023-04-18 15:02:09 [-1] 0.007520 2183 JPY caleb_strategy_v1 [20230600] 2023-04-18 15:00:07 [-1] 0.007522 2264 LEANHOG caleb_strategy_v1 [20230700] 2023-04-18 15:34:52 [-1] 89.125000 2240 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:07 [1] 1807.700000 2241 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:09 [1] 1807.800000 2242 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:11 [1] 1808.000000 2243 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:14 [1] 1808.100000 2244 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:16 [1] 1807.900000 2239 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:04 [1] 1807.600000 2238 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:02 [1] 1807.700000 2230 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:45 [1] 1808.100000 2236 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:57 [1] 1807.800000 2235 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:55 [1] 1807.900000 2234 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:53 [1] 1807.900000 2245 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:18 [1] 1807.600000 2233 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:50 [1] 1808.200000 2231 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:46 [1] 1808.100000 2237 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:59 [1] 1807.900000 2246 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:20 [1] 1807.500000 2258 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:47 [1] 1806.100000 2248 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:25 [1] 1807.300000 2263 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:05:00 [1] 1806.500000 2262 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:57 [1] 1806.700000 2261 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:56 [1] 1806.600000 2260 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:52 [1] 1806.400000 2259 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:49 [1] 1806.600000 2229 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:42 [1] 1808.000000 2257 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:44 [1] 1806.400000 2256 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:42 [1] 1806.300000 2255 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:40 [1] 1806.400000 2254 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:38 [1] 1806.400000 2253 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:36 [1] 1806.400000 2252 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:34 [1] 1806.100000 2251 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:30 [1] 1806.200000 2250 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:28 [1] 1806.100000 2249 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:26 [1] 1806.900000 2247 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:04:22 [1] 1807.200000 2228 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:40 [1] 1807.900000 2232 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:48 [1] 1808.000000 2226 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:36 [1] 1807.600000 2227 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:38 [1] 1807.700000 2181 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:00:02 [1] 1808.600000 2187 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:08 [1] 1808.700000 2191 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:20 [1] 1809.200000 2193 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:23 [1] 1808.900000 2195 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:26 [1] 1809.000000 2197 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:28 [1] 1808.800000 2199 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:32 [1] 1809.200000 2203 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:46 [1] 1808.600000 2205 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:49 [1] 1808.600000 2206 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:52 [1] 1808.400000 2207 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:54 [1] 1808.300000 2208 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:56 [1] 1808.400000 2209 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:58 [1] 1808.300000 2210 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:00 [1] 1807.900000 2201 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:02:37 [1] 1809.000000 2212 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:04 [1] 1808.200000 2211 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:02 [1] 1808.000000 2224 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:31 [1] 1807.500000 2223 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:29 [1] 1807.500000 2222 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:28 [1] 1807.600000 2221 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:25 [1] 1807.500000 2220 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:23 [1] 1807.700000 2219 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:21 [1] 1807.800000 2225 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:33 [1] 1807.600000 2218 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:19 [1] 1807.900000 2217 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:15 [1] 1808.100000 2216 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:13 [1] 1807.700000 2215 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:10 [1] 1807.600000 2214 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:08 [1] 1807.900000 2213 RUSSELL caleb_strategy_v1 [20230600] 2023-04-18 15:03:06 [1] 1807.900000 2265 SOYMEAL caleb_strategy_v1 [20230800] 2023-04-18 15:35:00 [1] 447.400000 2185 SP400 caleb_strategy_v1 [20230600] 2023-04-18 15:01:01 [1] 2522.600000 2177 SUGAR11 caleb_strategy_v1 [20230700] 2023-04-18 14:00:13 [-1] 23.590000 2281 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:45:46 [-1] 22.450000 2282 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:48:23 [1] 21.300000 2283 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:51:04 [-1] 22.450000 2284 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:51:31 [1] 21.350000 2285 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:51:57 [-1] 22.450000 2286 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:53:03 [1] 21.400000 2291 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 17:01:59 [-1] 22.350000 2288 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:54:41 [1] 21.300000 2289 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:59:42 [-1] 22.400000 2290 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 17:01:37 [1] 21.300000 2280 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:42:00 [1] 21.300000 2292 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 17:07:01 [1] 21.300000 2293 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 17:11:45 [-1] 22.400000 2287 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:54:06 [-1] 22.400000 2279 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:41:25 [-1] 22.400000 2184 VIX caleb_strategy_v1 [20230600] 2023-04-18 15:01:00 [1] 21.200000 2277 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:40:36 [-1] 22.500000 2276 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:39:12 [1] 21.350000 2275 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:39:05 [-1] 22.450000 2274 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:38:32 [1] 21.300000 2273 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:38:22 [-1] 22.400000 2272 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:38:22 [1] 21.350000 2271 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:36:25 [-1] 22.400000 2270 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:36:19 [1] 21.300000 2269 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:31:17 [-1] 22.350000 2268 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:29:39 [1] 21.300000 2267 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 16:25:01 [-1] 22.400000 2190 VIX caleb_strategy_v1 [20230600] 2023-04-18 15:02:18 [1] 21.250000 2294 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 17:16:47 [1] 21.300000 2278 VIX _ROLL_PSEUDO_STRATEGY [20230600] 2023-04-18 16:41:05 [1] 21.350000 2295 VIX _ROLL_PSEUDO_STRATEGY [20230700] 2023-04-18 17:18:44 [-1] 22.450000 2266 WHEAT caleb_strategy_v1 [20231200] 2023-04-18 15:35:02 [-1] 732.000000 ================================================================================================================================================================ Delays ================================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 2170 BOBL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:02.095 2023-04-18 08:00:02 115202 NaN 2173 BOBL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:06.633 2023-04-18 08:00:18 115207 11.367 2171 EUROSTX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:03.479 2023-04-18 08:00:03 115203 NaN 2174 EUROSTX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:19.103 2023-04-18 08:00:20 115219 0.897 2172 DAX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:04.472 2023-04-18 08:00:04 115204 NaN 2175 DAX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:00:21.113 2023-04-18 08:00:21 115221 NaN 2176 CAC caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 08:54:57.236 2023-04-18 08:54:57 118497 NaN 2177 SUGAR11 caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 14:00:01.840 2023-04-18 14:00:13 136802 11.16 2178 GAS_US caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 14:00:14.320 2023-04-18 14:00:15 136814 0.68 2179 GBP caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:01.536 2023-04-18 15:00:01 140402 NaN 2185 SP400 caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:01:00.915 2023-04-18 15:01:01 140461 0.085 2186 DOW caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:04.753 2023-04-18 15:02:06 140525 1.247 2180 DOW caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:02.101 2023-04-18 15:00:02 140402 NaN 2189 JPY caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:09.367 2023-04-18 15:02:09 140529 NaN 2183 JPY caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:04.927 2023-04-18 15:00:07 140405 2.073 2184 VIX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:08.369 2023-04-18 15:01:00 140408 51.631 2190 VIX caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:10.085 2023-04-18 15:02:18 140530 7.915 2182 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:03.480 2023-04-18 15:00:04 140403 0.52 2188 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:08.443 2023-04-18 15:02:09 140528 0.557 2192 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:20.719 2023-04-18 15:02:21 140541 0.281 2194 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:23.565 2023-04-18 15:02:23 140544 NaN 2196 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:26.601 2023-04-18 15:02:26 140547 NaN 2198 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:29.269 2023-04-18 15:02:30 140549 0.731 2200 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:32.894 2023-04-18 15:02:35 140553 2.106 2202 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:37.419 2023-04-18 15:02:44 140557 6.581 2204 BITCOIN caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:46.607 2023-04-18 15:02:47 140567 0.393 2181 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:00:02.837 2023-04-18 15:00:02 140403 NaN 2187 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:07.841 2023-04-18 15:02:08 140528 0.159 2191 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:19.903 2023-04-18 15:02:20 140540 0.097 2193 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:23.084 2023-04-18 15:02:23 140543 NaN 2195 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:25.321 2023-04-18 15:02:26 140545 0.679 2197 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:28.537 2023-04-18 15:02:28 140549 NaN 2199 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:32.040 2023-04-18 15:02:32 140552 NaN 2201 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:36.921 2023-04-18 15:02:37 140557 0.079 2203 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:46.073 2023-04-18 15:02:46 140566 NaN 2205 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:49.609 2023-04-18 15:02:49 140570 NaN 2206 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:51.732 2023-04-18 15:02:52 140572 0.268 2207 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:54.151 2023-04-18 15:02:54 140574 NaN 2208 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:55.969 2023-04-18 15:02:56 140576 0.031 2209 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:02:57.817 2023-04-18 15:02:58 140578 0.183 2210 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:00.212 2023-04-18 15:03:00 140580 NaN 2211 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:02.248 2023-04-18 15:03:02 140582 NaN 2212 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:04.297 2023-04-18 15:03:04 140584 NaN 2213 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:06.341 2023-04-18 15:03:06 140586 NaN 2214 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:08.354 2023-04-18 15:03:08 140588 NaN 2215 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:10.600 2023-04-18 15:03:10 140591 NaN 2216 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:12.796 2023-04-18 15:03:13 140593 0.204 2217 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:15.412 2023-04-18 15:03:15 140595 NaN 2218 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:17.929 2023-04-18 15:03:19 140598 1.071 2219 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:21.353 2023-04-18 15:03:21 140601 NaN 2220 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:23.615 2023-04-18 15:03:23 140604 NaN 2221 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:25.596 2023-04-18 15:03:25 140606 NaN 2222 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:27.375 2023-04-18 15:03:28 140607 0.625 2223 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:29.636 2023-04-18 15:03:29 140610 NaN 2224 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:31.364 2023-04-18 15:03:31 140611 NaN 2225 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:33.587 2023-04-18 15:03:33 140614 NaN 2226 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:35.529 2023-04-18 15:03:36 140616 0.471 2227 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:37.651 2023-04-18 15:03:38 140618 0.349 2228 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:39.809 2023-04-18 15:03:40 140620 0.191 2229 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:42.361 2023-04-18 15:03:42 140622 NaN 2230 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:44.681 2023-04-18 15:03:45 140625 0.319 2231 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:46.711 2023-04-18 15:03:46 140627 NaN 2232 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:48.537 2023-04-18 15:03:48 140629 NaN 2233 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:50.554 2023-04-18 15:03:50 140631 NaN 2234 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:52.604 2023-04-18 15:03:53 140633 0.396 2235 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:54.892 2023-04-18 15:03:55 140635 0.108 2236 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:57.153 2023-04-18 15:03:57 140637 NaN 2237 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:03:59.053 2023-04-18 15:03:59 140639 NaN 2238 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:01.412 2023-04-18 15:04:02 140641 0.588 2239 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:04.054 2023-04-18 15:04:04 140644 NaN 2240 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:05.981 2023-04-18 15:04:07 140646 1.019 2241 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:09.512 2023-04-18 15:04:09 140650 NaN 2242 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:11.349 2023-04-18 15:04:11 140651 NaN 2243 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:13.812 2023-04-18 15:04:14 140654 0.188 2244 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:16.309 2023-04-18 15:04:16 140656 NaN 2245 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:18.502 2023-04-18 15:04:18 140659 NaN 2246 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:20.669 2023-04-18 15:04:20 140661 NaN 2247 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:22.488 2023-04-18 15:04:22 140662 NaN 2248 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:24.919 2023-04-18 15:04:25 140665 0.081 2249 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:26.840 2023-04-18 15:04:26 140667 NaN 2250 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:28.897 2023-04-18 15:04:28 140669 NaN 2251 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:30.773 2023-04-18 15:04:30 140671 NaN 2252 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:32.905 2023-04-18 15:04:34 140673 1.095 2253 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:36.032 2023-04-18 15:04:36 140676 NaN 2254 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:38.141 2023-04-18 15:04:38 140678 NaN 2255 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:40.441 2023-04-18 15:04:40 140680 NaN 2256 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:42.393 2023-04-18 15:04:42 140682 NaN 2257 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:44.448 2023-04-18 15:04:44 140684 NaN 2258 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:47.065 2023-04-18 15:04:47 140687 NaN 2259 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:49.664 2023-04-18 15:04:49 140690 NaN 2260 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:52.070 2023-04-18 15:04:52 140692 NaN 2261 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:54.381 2023-04-18 15:04:56 140694 1.619 2262 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:57.828 2023-04-18 15:04:57 140698 NaN 2263 RUSSELL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:04:59.722 2023-04-18 15:05:00 140700 0.278 2264 LEANHOG caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:34:47.052 2023-04-18 15:34:52 142487 4.948 2265 SOYMEAL caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:34:53.488 2023-04-18 15:35:00 142493 6.512 2266 WHEAT caleb_strategy_v1 2023-04-17 00:00:00 2023-04-18 15:35:01.008 2023-04-18 15:35:02 142501 0.992 2267 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:24:58.161 2023-04-18 16:25:01 73498.2 2.839 2268 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:26:16.742 2023-04-18 16:29:39 73576.7 202.258 2269 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:29:40.184 2023-04-18 16:31:17 73780.2 96.816 2270 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:31:19.288 2023-04-18 16:36:19 73879.3 299.712 2271 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:36:19.701 2023-04-18 16:36:25 74179.7 5.299 2272 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:36:26.538 2023-04-18 16:38:22 74186.5 115.462 2273 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:38:22.736 2023-04-18 16:38:22 74302.7 NaN 2274 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:38:24.534 2023-04-18 16:38:32 74304.5 7.466 2275 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:38:33.006 2023-04-18 16:39:05 74313 31.994 2276 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:39:07.385 2023-04-18 16:39:12 74347.4 4.615 2277 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:39:12.480 2023-04-18 16:40:36 74352.5 83.52 2278 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:40:38.198 2023-04-18 16:41:05 74438.2 26.802 2279 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:41:05.461 2023-04-18 16:41:25 74465.5 19.539 2280 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:41:26.956 2023-04-18 16:42:00 74487 33.044 2281 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:42:00.573 2023-04-18 16:45:46 74520.6 225.427 2282 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:45:48.390 2023-04-18 16:48:23 74748.4 154.61 2283 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:48:23.346 2023-04-18 16:51:04 74903.3 160.654 2284 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:51:06.636 2023-04-18 16:51:31 75066.6 24.364 2285 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:51:31.722 2023-04-18 16:51:57 75091.7 25.278 2286 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:51:59.685 2023-04-18 16:53:03 75119.7 63.315 2287 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:53:03.597 2023-04-18 16:54:06 75183.6 62.403 2288 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:54:08.046 2023-04-18 16:54:41 75248 32.954 2289 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:54:42.000 2023-04-18 16:59:42 75282 300 2290 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 16:59:43.576 2023-04-18 17:01:37 75583.6 113.424 2291 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 17:01:38.373 2023-04-18 17:01:59 75698.4 20.627 2292 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 17:02:01.754 2023-04-18 17:07:01 75721.8 299.246 2293 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 17:07:02.110 2023-04-18 17:11:45 76022.1 282.89 2294 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 17:11:47.501 2023-04-18 17:16:47 76307.5 299.499 2295 VIX _ROLL_PSEUDO_STRATEGY 2023-04-17 20:00:00 2023-04-18 17:16:47.893 2023-04-18 17:18:44 76607.9 116.107 ========================================================================================================================================================================================================================================== 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 2170 BOBL caleb_strategy_v1 [-1] 116.96 None 116.905 116.9 116.91 116.91 116.89 -0.055 -0.005 -0.01 -0.02 NaN -0.015 2173 BOBL caleb_strategy_v1 [-1] 116.96 None 116.905 116.9 116.91 116.91 116.89 -0.055 -0.005 -0.01 -0.02 NaN -0.015 2171 EUROSTX caleb_strategy_v1 [-1] 4319 None 4320.5 4320 4321 4321 4321 1.5 -0.5 1 -0 NaN 0.5 2174 EUROSTX caleb_strategy_v1 [-1] 4319 None 4322.5 4322 4323 4323 4323 3.5 -0.5 1 -0 NaN 0.5 2172 DAX caleb_strategy_v1 [-1] 15949 None 15960 15959 15961 NaN 15960 11 -1 1 NaN NaN 0 2175 DAX caleb_strategy_v1 [-1] 15949 None 15967 15966 15968 15968 15967 18 -1 1 -1 NaN 0 2176 CAC caleb_strategy_v1 [-1] 7436.5 None 7450.5 7450 7451 NaN 7450 14 -0.5 -0 NaN NaN -0.5 2177 SUGAR11 caleb_strategy_v1 [-1] 23.79 None 23.605 23.6 23.61 23.61 23.59 -0.185 -0.005 -0.01 -0.02 NaN -0.015 2178 GAS_US caleb_strategy_v1 [-1] 2.643 None 2.638 2.637 2.639 NaN 2.637 -0.005 -0.001 -0 NaN NaN -0.001 2179 GBP caleb_strategy_v1 [-1] 1.2392 None 1.24395 1.2439 1.244 NaN 1.2439 0.00475 -5e-05 -0 NaN NaN -5e-05 2185 SP400 caleb_strategy_v1 [1] 2520.4 None 2522.6 2522.9 2522.3 2522.3 2522.6 -2.2 -0.3 0.3 -0.3 NaN 4.54747e-13 2186 DOW caleb_strategy_v1 [-1] 34085 None 34020.5 34020 34021 34021 34021 -64.5 -0.5 1 -0 NaN 0.5 2180 DOW caleb_strategy_v1 [-1] 34085 None 34025.5 34025 34026 34026 34026 -59.5 -0.5 1 -0 NaN 0.5 2189 JPY caleb_strategy_v1 [-1] 0.007509 None 0.0075205 0.00752 0.007521 0.007521 0.00752 1.15e-05 -5e-07 -0 -1e-06 NaN -5e-07 2183 JPY caleb_strategy_v1 [-1] 0.007509 None 0.00752225 0.007522 0.0075225 0.0075225 0.007522 1.325e-05 -2.5e-07 -0 -5e-07 NaN -2.5e-07 2184 VIX caleb_strategy_v1 [1] 21.05 None 21.225 21.25 21.2 21.2 21.2 -0.175 -0.025 0.05 3.55271e-15 NaN 0.025 2190 VIX caleb_strategy_v1 [1] 21.05 None 21.175 21.2 21.15 21.15 21.25 -0.125 -0.025 -0.05 -0.1 NaN -0.075 2182 BITCOIN caleb_strategy_v1 [-1] 29790 None 30637.5 30610 30665 30665 30605 847.5 -27.5 -5 -60 NaN -32.5 2188 BITCOIN caleb_strategy_v1 [-1] 29790 None 30632.5 30610 30655 30655 30610 842.5 -22.5 -0 -45 NaN -22.5 2192 BITCOIN caleb_strategy_v1 [-1] 29790 None 30622.5 30595 30650 30650 30595 832.5 -27.5 -0 -55 NaN -27.5 2194 BITCOIN caleb_strategy_v1 [-1] 29790 None 30612.5 30590 30635 30635 30590 822.5 -22.5 -0 -45 NaN -22.5 2196 BITCOIN caleb_strategy_v1 [-1] 29790 None 30612.5 30590 30635 NaN 30595 822.5 -22.5 5 NaN NaN -17.5 2198 BITCOIN caleb_strategy_v1 [-1] 29790 None 30615 30590 30640 30640 30590 825 -25 -0 -50 NaN -25 2200 BITCOIN caleb_strategy_v1 [-1] 29790 None 30610 30590 30630 30630 30580 820 -20 -10 -50 NaN -30 2202 BITCOIN caleb_strategy_v1 [-1] 29790 None 30600 30575 30625 30625 30580 810 -25 5 -45 NaN -20 2204 BITCOIN caleb_strategy_v1 [-1] 29790 None 30597.5 30575 30620 30620 30570 807.5 -22.5 -5 -50 NaN -27.5 2181 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.3 1808.4 1808.2 1808.2 1808.6 4.6 -0.1 -0.2 -0.4 NaN -0.3 2187 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.75 1808.8 1808.7 1808.7 1808.7 4.15 -0.05 0.1 0 NaN 0.05 2191 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1809.05 1809.1 1809 1809 1809.2 3.85 -0.05 -0.1 -0.2 NaN -0.15 2193 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.95 1809 1808.9 1808.9 1808.9 3.95 -0.05 0.1 0 NaN 0.05 2195 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.75 1808.8 1808.7 1808.7 1809 4.15 -0.05 -0.2 -0.3 NaN -0.25 2197 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.65 1808.7 1808.6 1808.6 1808.8 4.25 -0.05 -0.1 -0.2 NaN -0.15 2199 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1809.25 1809.3 1809.2 1809.2 1809.2 3.65 -0.05 0.1 0 NaN 0.05 2201 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.85 1808.9 1808.8 1808.8 1809 4.05 -0.05 -0.1 -0.2 NaN -0.15 2203 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.5 1808.6 1808.4 1808.4 1808.6 4.4 -0.1 0 -0.2 NaN -0.1 2205 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.6 1808.7 1808.5 1808.5 1808.6 4.3 -0.1 0.1 -0.1 NaN 0 2206 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.45 1808.5 1808.4 1808.4 1808.4 4.45 -0.05 0.1 0 NaN 0.05 2207 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.15 1808.2 1808.1 1808.1 1808.3 4.75 -0.05 -0.1 -0.2 NaN -0.15 2208 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.2 1808.3 1808.1 1808.1 1808.4 4.7 -0.1 -0.1 -0.3 NaN -0.2 2209 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.35 1808.4 1808.3 1808.3 1808.3 4.55 -0.05 0.1 2.27374e-13 NaN 0.05 2210 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.25 1808.3 1808.2 1808.2 1807.9 4.65 -0.05 0.4 0.3 NaN 0.35 2211 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.05 1808.1 1808 1808 1808 4.85 -0.05 0.1 0 NaN 0.05 2212 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.25 1808.3 1808.2 1808.2 1808.2 4.65 -0.05 0.1 0 NaN 0.05 2213 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.95 1808 1807.9 1807.9 1807.9 4.95 -0.05 0.1 0 NaN 0.05 2214 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.8 1807.9 1807.7 1807.7 1807.9 5.1 -0.1 0 -0.2 NaN -0.1 2215 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.7 1807.8 1807.6 1807.6 1807.6 5.2 -0.1 0.2 2.27374e-13 NaN 0.1 2216 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.55 1807.6 1807.5 1807.5 1807.7 5.35 -0.05 -0.1 -0.2 NaN -0.15 2217 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808 1808.1 1807.9 1807.9 1808.1 4.9 -0.1 0 -0.2 NaN -0.1 2218 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.95 1808 1807.9 1807.9 1807.9 4.95 -0.05 0.1 0 NaN 0.05 2219 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.75 1807.8 1807.7 1807.7 1807.8 5.15 -0.05 0 -0.1 NaN -0.05 2220 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.55 1807.6 1807.5 1807.5 1807.7 5.35 -0.05 -0.1 -0.2 NaN -0.15 2221 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.55 1807.6 1807.5 1807.5 1807.5 5.35 -0.05 0.1 0 NaN 0.05 2222 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.5 1807.6 1807.4 1807.4 1807.6 5.4 -0.1 0 -0.2 NaN -0.1 2223 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.55 1807.6 1807.5 1807.5 1807.5 5.35 -0.05 0.1 0 NaN 0.05 2224 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.4 1807.5 1807.3 1807.3 1807.5 5.5 -0.1 0 -0.2 NaN -0.1 2225 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.65 1807.7 1807.6 1807.6 1807.6 5.25 -0.05 0.1 2.27374e-13 NaN 0.05 2226 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.5 1807.6 1807.4 1807.4 1807.6 5.4 -0.1 0 -0.2 NaN -0.1 2227 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.6 1807.7 1807.5 1807.5 1807.7 5.3 -0.1 0 -0.2 NaN -0.1 2228 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.95 1808 1807.9 1807.9 1807.9 4.95 -0.05 0.1 0 NaN 0.05 2229 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.85 1807.9 1807.8 1807.8 1808 5.05 -0.05 -0.1 -0.2 NaN -0.15 2230 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.95 1808 1807.9 1807.9 1808.1 4.95 -0.05 -0.1 -0.2 NaN -0.15 2231 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.05 1808.1 1808 1808 1808.1 4.85 -0.05 0 -0.1 NaN -0.05 2232 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.05 1808.1 1808 NaN 1808 4.85 -0.05 0.1 NaN NaN 0.05 2233 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.05 1808.1 1808 1808 1808.2 4.85 -0.05 -0.1 -0.2 NaN -0.15 2234 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.95 1808 1807.9 1807.9 1807.9 4.95 -0.05 0.1 0 NaN 0.05 2235 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808 1808.1 1807.9 1807.9 1807.9 4.9 -0.1 0.2 0 NaN 0.1 2236 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.85 1807.9 1807.8 1807.8 1807.8 5.05 -0.05 0.1 2.27374e-13 NaN 0.05 2237 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.75 1807.8 1807.7 1807.7 1807.9 5.15 -0.05 -0.1 -0.2 NaN -0.15 2238 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.8 1807.9 1807.7 1807.7 1807.7 5.1 -0.1 0.2 0 NaN 0.1 2239 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.65 1807.7 1807.6 1807.6 1807.6 5.25 -0.05 0.1 2.27374e-13 NaN 0.05 2240 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.6 1807.7 1807.5 1807.5 1807.7 5.3 -0.1 0 -0.2 NaN -0.1 2241 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.85 1807.9 1807.8 1807.8 1807.8 5.05 -0.05 0.1 2.27374e-13 NaN 0.05 2242 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.9 1808 1807.8 1807.8 1808 5 -0.1 0 -0.2 NaN -0.1 2243 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1808.15 1808.2 1808.1 1808.1 1808.1 4.75 -0.05 0.1 2.27374e-13 NaN 0.05 2244 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.8 1807.9 1807.7 1807.7 1807.9 5.1 -0.1 0 -0.2 NaN -0.1 2245 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.7 1807.8 1807.6 1807.6 1807.6 5.2 -0.1 0.2 2.27374e-13 NaN 0.1 2246 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.55 1807.6 1807.5 1807.5 1807.5 5.35 -0.05 0.1 0 NaN 0.05 2247 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.25 1807.3 1807.2 1807.2 1807.2 5.65 -0.05 0.1 0 NaN 0.05 2248 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.35 1807.4 1807.3 1807.3 1807.3 5.55 -0.05 0.1 2.27374e-13 NaN 0.05 2249 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1807.45 1807.5 1807.4 1807.4 1806.9 5.45 -0.05 0.6 0.5 NaN 0.55 2250 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.15 1806.2 1806.1 1806.1 1806.1 6.75 -0.05 0.1 2.27374e-13 NaN 0.05 2251 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.3 1806.4 1806.2 1806.2 1806.2 6.6 -0.1 0.2 0 NaN 0.1 2252 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.2 1806.3 1806.1 1806.1 1806.1 6.7 -0.1 0.2 2.27374e-13 NaN 0.1 2253 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.3 1806.4 1806.2 1806.2 1806.4 6.6 -0.1 0 -0.2 NaN -0.1 2254 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.5 1806.6 1806.4 1806.4 1806.4 6.4 -0.1 0.2 0 NaN 0.1 2255 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.5 1806.6 1806.4 1806.4 1806.4 6.4 -0.1 0.2 0 NaN 0.1 2256 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.2 1806.3 1806.1 1806.1 1806.3 6.7 -0.1 0 -0.2 NaN -0.1 2257 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.2 1806.3 1806.1 1806.1 1806.4 6.7 -0.1 -0.1 -0.3 NaN -0.2 2258 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.15 1806.2 1806.1 1806.1 1806.1 6.75 -0.05 0.1 2.27374e-13 NaN 0.05 2259 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.4 1806.5 1806.3 1806.3 1806.6 6.5 -0.1 -0.1 -0.3 NaN -0.2 2260 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.3 1806.4 1806.2 1806.2 1806.4 6.6 -0.1 0 -0.2 NaN -0.1 2261 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.45 1806.5 1806.4 1806.4 1806.6 6.45 -0.05 -0.1 -0.2 NaN -0.15 2262 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.55 1806.6 1806.5 1806.5 1806.7 6.35 -0.05 -0.1 -0.2 NaN -0.15 2263 RUSSELL caleb_strategy_v1 [1] 1812.9 None 1806.5 1806.6 1806.4 1806.4 1806.5 6.4 -0.1 0.1 -0.1 NaN 0 2264 LEANHOG caleb_strategy_v1 [-1] 90.4 None 89.1625 89.125 89.2 89.2 89.125 -1.2375 -0.0375 -0 -0.075 NaN -0.0375 2265 SOYMEAL caleb_strategy_v1 [1] 450.8 None 447.5 447.6 447.4 447.4 447.4 3.3 -0.1 0.2 5.68434e-14 NaN 0.1 2266 WHEAT caleb_strategy_v1 [-1] 731.5 None 732.25 732 732.5 732.5 732 0.75 -0.25 -0 -0.5 NaN -0.25 2267 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.475 22.45 22.5 22.5 22.4 0.325 -0.025 -0.05 -0.1 NaN -0.075 2268 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2269 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.35 0.275 -0.025 -0.05 -0.1 NaN -0.075 2270 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.275 21.3 21.25 21.25 21.3 -0.225 -0.025 0 -0.05 NaN -0.025 2271 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.4 0.275 -0.025 -0 -0.05 NaN -0.025 2272 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.275 21.3 21.25 21.25 21.35 -0.225 -0.025 -0.05 -0.1 NaN -0.075 2273 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 NaN 22.4 0.275 -0.025 -0 NaN NaN -0.025 2274 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2275 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.45 0.275 -0.025 0.05 -3.55271e-15 NaN 0.025 2276 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.35 -0.275 -0.025 0 -0.05 NaN -0.025 2277 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.475 22.45 22.5 22.5 22.5 0.325 -0.025 0.05 -0 NaN 0.025 2278 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.375 21.4 21.35 21.35 21.35 -0.325 -0.025 0.05 0 NaN 0.025 2279 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.475 22.45 22.5 22.5 22.4 0.325 -0.025 -0.05 -0.1 NaN -0.075 2280 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2281 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.45 0.275 -0.025 0.05 -3.55271e-15 NaN 0.025 2282 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2283 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.45 0.275 -0.025 0.05 -3.55271e-15 NaN 0.025 2284 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.35 -0.275 -0.025 0 -0.05 NaN -0.025 2285 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.475 22.45 22.5 22.5 22.45 0.325 -0.025 -0 -0.05 NaN -0.025 2286 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.4 -0.275 -0.025 -0.05 -0.1 NaN -0.075 2287 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.475 22.45 22.5 22.5 22.4 0.325 -0.025 -0.05 -0.1 NaN -0.075 2288 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2289 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.4 0.275 -0.025 -0 -0.05 NaN -0.025 2290 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.325 21.35 21.3 21.3 21.3 -0.275 -0.025 0.05 0 NaN 0.025 2291 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.35 0.275 -0.025 -0.05 -0.1 NaN -0.075 2292 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.275 21.3 21.25 21.25 21.3 -0.225 -0.025 0 -0.05 NaN -0.025 2293 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.4 0.275 -0.025 -0 -0.05 NaN -0.025 2294 VIX _ROLL_PSEUDO_STRATEGY [1] 21.05 None 21.275 21.3 21.25 21.25 21.3 -0.225 -0.025 0 -0.05 NaN -0.025 2295 VIX _ROLL_PSEUDO_STRATEGY [-1] 22.15 None 22.425 22.4 22.45 22.45 22.45 0.275 -0.025 0.05 -3.55271e-15 NaN 0.025 ==================================================================================================================================================================== 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 2170 BOBL caleb_strategy_v1 [-1] 8.32865 -66.0371 -6.00337 -12.0067 -24.0135 NaN -18.0101 2173 BOBL caleb_strategy_v1 [-1] 8.32865 -66.0371 -6.00337 -12.0067 -24.0135 NaN -18.0101 2171 EUROSTX caleb_strategy_v1 [-1] 724.321 20.709 -6.90302 13.806 -0 NaN 6.90302 2174 EUROSTX caleb_strategy_v1 [-1] 724.321 48.3211 -6.90302 13.806 -0 NaN 6.90302 2172 DAX caleb_strategy_v1 [-1] 2540.61 43.2966 -3.93606 3.93606 NaN NaN 0 2175 DAX caleb_strategy_v1 [-1] 2540.61 70.849 -3.93606 3.93606 -3.93606 NaN 0 2176 CAC caleb_strategy_v1 [-1] 1159.7 120.721 -4.31147 -0 NaN NaN -4.31147 2177 SUGAR11 caleb_strategy_v1 [-1] 4.66526 -396.548 -10.7175 -21.435 -42.8701 NaN -32.1525 2178 GAS_US caleb_strategy_v1 [-1] 2.37104 -21.0878 -4.21755 -0 NaN NaN -4.21755 2179 GBP caleb_strategy_v1 [-1] 0.114063 416.436 -4.38354 -0 NaN NaN -4.38354 2185 SP400 caleb_strategy_v1 [1] 489.997 -44.8982 -6.12249 6.12249 -6.12249 NaN 9.28062e-12 2186 DOW caleb_strategy_v1 [-1] 4419.37 -145.948 -1.13138 2.26277 -0 NaN 1.13138 2180 DOW caleb_strategy_v1 [-1] 4419.37 -134.635 -1.13138 2.26277 -0 NaN 1.13138 2189 JPY caleb_strategy_v1 [-1] 0.000772214 148.923 -6.47489 -0 -12.9498 NaN -6.47489 2183 JPY caleb_strategy_v1 [-1] 0.000772214 171.585 -3.23745 -0 -6.47489 NaN -3.23745 2184 VIX caleb_strategy_v1 [1] 10.9461 -159.875 -22.8393 45.6786 3.24566e-12 NaN 22.8393 2190 VIX caleb_strategy_v1 [1] 10.9461 -114.196 -22.8393 -45.6786 -91.3571 NaN -68.5178 2182 BITCOIN caleb_strategy_v1 [-1] 17331.5 488.995 -15.8671 -2.88492 -34.6191 NaN -18.752 2188 BITCOIN caleb_strategy_v1 [-1] 17331.5 486.11 -12.9822 -0 -25.9643 NaN -12.9822 2192 BITCOIN caleb_strategy_v1 [-1] 17331.5 480.34 -15.8671 -0 -31.7342 NaN -15.8671 2194 BITCOIN caleb_strategy_v1 [-1] 17331.5 474.57 -12.9822 -0 -25.9643 NaN -12.9822 2196 BITCOIN caleb_strategy_v1 [-1] 17331.5 474.57 -12.9822 2.88492 NaN NaN -10.0972 2198 BITCOIN caleb_strategy_v1 [-1] 17331.5 476.013 -14.4246 -0 -28.8492 NaN -14.4246 2200 BITCOIN caleb_strategy_v1 [-1] 17331.5 473.128 -11.5397 -5.76985 -28.8492 NaN -17.3095 2202 BITCOIN caleb_strategy_v1 [-1] 17331.5 467.358 -14.4246 2.88492 -25.9643 NaN -11.5397 2204 BITCOIN caleb_strategy_v1 [-1] 17331.5 465.915 -12.9822 -2.88492 -28.8492 NaN -15.8671 2181 RUSSELL caleb_strategy_v1 [1] 401.054 114.698 -2.49343 -4.98686 -9.97372 NaN -7.48029 2187 RUSSELL caleb_strategy_v1 [1] 401.054 103.477 -1.24671 2.49343 0 NaN 1.24671 2191 RUSSELL caleb_strategy_v1 [1] 401.054 95.9971 -1.24671 -2.49343 -4.98686 NaN -3.74014 2193 RUSSELL caleb_strategy_v1 [1] 401.054 98.4905 -1.24671 2.49343 0 NaN 1.24671 2195 RUSSELL caleb_strategy_v1 [1] 401.054 103.477 -1.24671 -4.98686 -7.48029 NaN -6.23357 2197 RUSSELL caleb_strategy_v1 [1] 401.054 105.971 -1.24671 -2.49343 -4.98686 NaN -3.74014 2199 RUSSELL caleb_strategy_v1 [1] 401.054 91.0102 -1.24671 2.49343 0 NaN 1.24671 2201 RUSSELL caleb_strategy_v1 [1] 401.054 100.984 -1.24671 -2.49343 -4.98686 NaN -3.74014 2203 RUSSELL caleb_strategy_v1 [1] 401.054 109.711 -2.49343 0 -4.98686 NaN -2.49343 2205 RUSSELL caleb_strategy_v1 [1] 401.054 107.217 -2.49343 2.49343 -2.49343 NaN 0 2206 RUSSELL caleb_strategy_v1 [1] 401.054 110.958 -1.24671 2.49343 0 NaN 1.24671 2207 RUSSELL caleb_strategy_v1 [1] 401.054 118.438 -1.24671 -2.49343 -4.98686 NaN -3.74014 2208 RUSSELL caleb_strategy_v1 [1] 401.054 117.191 -2.49343 -2.49343 -7.48029 NaN -4.98686 2209 RUSSELL caleb_strategy_v1 [1] 401.054 113.451 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2210 RUSSELL caleb_strategy_v1 [1] 401.054 115.944 -1.24671 9.97372 7.48029 NaN 8.727 2211 RUSSELL caleb_strategy_v1 [1] 401.054 120.931 -1.24671 2.49343 0 NaN 1.24671 2212 RUSSELL caleb_strategy_v1 [1] 401.054 115.944 -1.24671 2.49343 0 NaN 1.24671 2213 RUSSELL caleb_strategy_v1 [1] 401.054 123.425 -1.24671 2.49343 0 NaN 1.24671 2214 RUSSELL caleb_strategy_v1 [1] 401.054 127.165 -2.49343 0 -4.98686 NaN -2.49343 2215 RUSSELL caleb_strategy_v1 [1] 401.054 129.658 -2.49343 4.98686 5.6694e-12 NaN 2.49343 2216 RUSSELL caleb_strategy_v1 [1] 401.054 133.399 -1.24671 -2.49343 -4.98686 NaN -3.74014 2217 RUSSELL caleb_strategy_v1 [1] 401.054 122.178 -2.49343 0 -4.98686 NaN -2.49343 2218 RUSSELL caleb_strategy_v1 [1] 401.054 123.425 -1.24671 2.49343 0 NaN 1.24671 2219 RUSSELL caleb_strategy_v1 [1] 401.054 128.412 -1.24671 0 -2.49343 NaN -1.24671 2220 RUSSELL caleb_strategy_v1 [1] 401.054 133.399 -1.24671 -2.49343 -4.98686 NaN -3.74014 2221 RUSSELL caleb_strategy_v1 [1] 401.054 133.399 -1.24671 2.49343 0 NaN 1.24671 2222 RUSSELL caleb_strategy_v1 [1] 401.054 134.645 -2.49343 0 -4.98686 NaN -2.49343 2223 RUSSELL caleb_strategy_v1 [1] 401.054 133.399 -1.24671 2.49343 0 NaN 1.24671 2224 RUSSELL caleb_strategy_v1 [1] 401.054 137.139 -2.49343 0 -4.98686 NaN -2.49343 2225 RUSSELL caleb_strategy_v1 [1] 401.054 130.905 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2226 RUSSELL caleb_strategy_v1 [1] 401.054 134.645 -2.49343 0 -4.98686 NaN -2.49343 2227 RUSSELL caleb_strategy_v1 [1] 401.054 132.152 -2.49343 0 -4.98686 NaN -2.49343 2228 RUSSELL caleb_strategy_v1 [1] 401.054 123.425 -1.24671 2.49343 0 NaN 1.24671 2229 RUSSELL caleb_strategy_v1 [1] 401.054 125.918 -1.24671 -2.49343 -4.98686 NaN -3.74014 2230 RUSSELL caleb_strategy_v1 [1] 401.054 123.425 -1.24671 -2.49343 -4.98686 NaN -3.74014 2231 RUSSELL caleb_strategy_v1 [1] 401.054 120.931 -1.24671 0 -2.49343 NaN -1.24671 2232 RUSSELL caleb_strategy_v1 [1] 401.054 120.931 -1.24671 2.49343 NaN NaN 1.24671 2233 RUSSELL caleb_strategy_v1 [1] 401.054 120.931 -1.24671 -2.49343 -4.98686 NaN -3.74014 2234 RUSSELL caleb_strategy_v1 [1] 401.054 123.425 -1.24671 2.49343 0 NaN 1.24671 2235 RUSSELL caleb_strategy_v1 [1] 401.054 122.178 -2.49343 4.98686 0 NaN 2.49343 2236 RUSSELL caleb_strategy_v1 [1] 401.054 125.918 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2237 RUSSELL caleb_strategy_v1 [1] 401.054 128.412 -1.24671 -2.49343 -4.98686 NaN -3.74014 2238 RUSSELL caleb_strategy_v1 [1] 401.054 127.165 -2.49343 4.98686 0 NaN 2.49343 2239 RUSSELL caleb_strategy_v1 [1] 401.054 130.905 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2240 RUSSELL caleb_strategy_v1 [1] 401.054 132.152 -2.49343 0 -4.98686 NaN -2.49343 2241 RUSSELL caleb_strategy_v1 [1] 401.054 125.918 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2242 RUSSELL caleb_strategy_v1 [1] 401.054 124.671 -2.49343 0 -4.98686 NaN -2.49343 2243 RUSSELL caleb_strategy_v1 [1] 401.054 118.438 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2244 RUSSELL caleb_strategy_v1 [1] 401.054 127.165 -2.49343 0 -4.98686 NaN -2.49343 2245 RUSSELL caleb_strategy_v1 [1] 401.054 129.658 -2.49343 4.98686 5.6694e-12 NaN 2.49343 2246 RUSSELL caleb_strategy_v1 [1] 401.054 133.399 -1.24671 2.49343 0 NaN 1.24671 2247 RUSSELL caleb_strategy_v1 [1] 401.054 140.879 -1.24671 2.49343 0 NaN 1.24671 2248 RUSSELL caleb_strategy_v1 [1] 401.054 138.385 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2249 RUSSELL caleb_strategy_v1 [1] 401.054 135.892 -1.24671 14.9606 12.4671 NaN 13.7139 2250 RUSSELL caleb_strategy_v1 [1] 401.054 168.307 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2251 RUSSELL caleb_strategy_v1 [1] 401.054 164.566 -2.49343 4.98686 0 NaN 2.49343 2252 RUSSELL caleb_strategy_v1 [1] 401.054 167.06 -2.49343 4.98686 5.6694e-12 NaN 2.49343 2253 RUSSELL caleb_strategy_v1 [1] 401.054 164.566 -2.49343 0 -4.98686 NaN -2.49343 2254 RUSSELL caleb_strategy_v1 [1] 401.054 159.58 -2.49343 4.98686 0 NaN 2.49343 2255 RUSSELL caleb_strategy_v1 [1] 401.054 159.58 -2.49343 4.98686 0 NaN 2.49343 2256 RUSSELL caleb_strategy_v1 [1] 401.054 167.06 -2.49343 0 -4.98686 NaN -2.49343 2257 RUSSELL caleb_strategy_v1 [1] 401.054 167.06 -2.49343 -2.49343 -7.48029 NaN -4.98686 2258 RUSSELL caleb_strategy_v1 [1] 401.054 168.307 -1.24671 2.49343 5.6694e-12 NaN 1.24671 2259 RUSSELL caleb_strategy_v1 [1] 401.054 162.073 -2.49343 -2.49343 -7.48029 NaN -4.98686 2260 RUSSELL caleb_strategy_v1 [1] 401.054 164.566 -2.49343 0 -4.98686 NaN -2.49343 2261 RUSSELL caleb_strategy_v1 [1] 401.054 160.826 -1.24671 -2.49343 -4.98686 NaN -3.74014 2262 RUSSELL caleb_strategy_v1 [1] 401.054 158.333 -1.24671 -2.49343 -4.98686 NaN -3.74014 2263 RUSSELL caleb_strategy_v1 [1] 401.054 159.58 -2.49343 2.49343 -2.49343 NaN 0 2264 LEANHOG caleb_strategy_v1 [-1] 22.6876 -545.453 -16.5289 -0 -33.0578 NaN -16.5289 2265 SOYMEAL caleb_strategy_v1 [1] 91.2687 361.57 -10.9567 21.9133 6.22814e-12 NaN 10.9567 2266 WHEAT caleb_strategy_v1 [-1] 195.328 38.3969 -12.799 -0 -25.5979 NaN -12.799 2267 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 296.911 -22.8393 -45.6786 -91.3571 NaN -68.5178 2268 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2269 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -45.6786 -91.3571 NaN -68.5178 2270 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -205.554 -22.8393 0 -45.6786 NaN -22.8393 2271 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -0 -45.6786 NaN -22.8393 2272 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -205.554 -22.8393 -45.6786 -91.3571 NaN -68.5178 2273 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -0 NaN NaN -22.8393 2274 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2275 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 45.6786 -3.24566e-12 NaN 22.8393 2276 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 0 -45.6786 NaN -22.8393 2277 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 296.911 -22.8393 45.6786 -0 NaN 22.8393 2278 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -296.911 -22.8393 45.6786 0 NaN 22.8393 2279 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 296.911 -22.8393 -45.6786 -91.3571 NaN -68.5178 2280 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2281 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 45.6786 -3.24566e-12 NaN 22.8393 2282 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2283 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 45.6786 -3.24566e-12 NaN 22.8393 2284 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 0 -45.6786 NaN -22.8393 2285 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 296.911 -22.8393 -0 -45.6786 NaN -22.8393 2286 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 -45.6786 -91.3571 NaN -68.5178 2287 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 296.911 -22.8393 -45.6786 -91.3571 NaN -68.5178 2288 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2289 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -0 -45.6786 NaN -22.8393 2290 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -251.232 -22.8393 45.6786 0 NaN 22.8393 2291 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -45.6786 -91.3571 NaN -68.5178 2292 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -205.554 -22.8393 0 -45.6786 NaN -22.8393 2293 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 -0 -45.6786 NaN -22.8393 2294 VIX _ROLL_PSEUDO_STRATEGY [1] 10.9461 -205.554 -22.8393 0 -45.6786 NaN -22.8393 2295 VIX _ROLL_PSEUDO_STRATEGY [-1] 10.9461 251.232 -22.8393 45.6786 -3.24566e-12 NaN 22.8393 =============================================================================================================================================================================== 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 2170 BOBL caleb_strategy_v1 [-1] 1094.15 -60.1782 -5.47075 -10.9415 -21.883 NaN -16.4123 2173 BOBL caleb_strategy_v1 [-1] 1094.15 -60.1782 -5.47075 -10.9415 -21.883 NaN -16.4123 2171 EUROSTX caleb_strategy_v1 [-1] 10.9415 16.4123 -5.47075 10.9415 -0 NaN 5.47075 2174 EUROSTX caleb_strategy_v1 [-1] 10.9415 38.2952 -5.47075 10.9415 -0 NaN 5.47075 2172 DAX caleb_strategy_v1 [-1] 1.09415 12.0357 -1.09415 1.09415 NaN NaN 0 2175 DAX caleb_strategy_v1 [-1] 1.09415 19.6947 -1.09415 1.09415 -1.09415 NaN 0 2176 CAC caleb_strategy_v1 [-1] 10.9415 153.181 -5.47075 -0 NaN NaN -5.47075 2177 SUGAR11 caleb_strategy_v1 [-1] 1120 -207.2 -5.6 -11.2 -22.4 NaN -16.8 2178 GAS_US caleb_strategy_v1 [-1] 10000 -50 -10 -0 NaN NaN -10 2179 GBP caleb_strategy_v1 [-1] 62500 296.875 -3.125 -0 NaN NaN -3.125 2185 SP400 caleb_strategy_v1 [1] 100 -220 -30 30 -30 NaN 4.54747e-11 2186 DOW caleb_strategy_v1 [-1] 0.5 -32.25 -0.25 0.5 -0 NaN 0.25 2180 DOW caleb_strategy_v1 [-1] 0.5 -29.75 -0.25 0.5 -0 NaN 0.25 2189 JPY caleb_strategy_v1 [-1] 1.25e+07 143.75 -6.25 -0 -12.5 NaN -6.25 2183 JPY caleb_strategy_v1 [-1] 1.25e+07 165.625 -3.125 -0 -6.25 NaN -3.125 2184 VIX caleb_strategy_v1 [1] 1000 -175 -25 50 3.55271e-12 NaN 25 2190 VIX caleb_strategy_v1 [1] 1000 -125 -25 -50 -100 NaN -75 2182 BITCOIN caleb_strategy_v1 [-1] 0.1 84.75 -2.75 -0.5 -6 NaN -3.25 2188 BITCOIN caleb_strategy_v1 [-1] 0.1 84.25 -2.25 -0 -4.5 NaN -2.25 2192 BITCOIN caleb_strategy_v1 [-1] 0.1 83.25 -2.75 -0 -5.5 NaN -2.75 2194 BITCOIN caleb_strategy_v1 [-1] 0.1 82.25 -2.25 -0 -4.5 NaN -2.25 2196 BITCOIN caleb_strategy_v1 [-1] 0.1 82.25 -2.25 0.5 NaN NaN -1.75 2198 BITCOIN caleb_strategy_v1 [-1] 0.1 82.5 -2.5 -0 -5 NaN -2.5 2200 BITCOIN caleb_strategy_v1 [-1] 0.1 82 -2 -1 -5 NaN -3 2202 BITCOIN caleb_strategy_v1 [-1] 0.1 81 -2.5 0.5 -4.5 NaN -2 2204 BITCOIN caleb_strategy_v1 [-1] 0.1 80.75 -2.25 -0.5 -5 NaN -2.75 2181 RUSSELL caleb_strategy_v1 [1] 5 23 -0.5 -1 -2 NaN -1.5 2187 RUSSELL caleb_strategy_v1 [1] 5 20.75 -0.25 0.5 0 NaN 0.25 2191 RUSSELL caleb_strategy_v1 [1] 5 19.25 -0.25 -0.5 -1 NaN -0.75 2193 RUSSELL caleb_strategy_v1 [1] 5 19.75 -0.25 0.5 0 NaN 0.25 2195 RUSSELL caleb_strategy_v1 [1] 5 20.75 -0.25 -1 -1.5 NaN -1.25 2197 RUSSELL caleb_strategy_v1 [1] 5 21.25 -0.25 -0.5 -1 NaN -0.75 2199 RUSSELL caleb_strategy_v1 [1] 5 18.25 -0.25 0.5 0 NaN 0.25 2201 RUSSELL caleb_strategy_v1 [1] 5 20.25 -0.25 -0.5 -1 NaN -0.75 2203 RUSSELL caleb_strategy_v1 [1] 5 22 -0.5 0 -1 NaN -0.5 2205 RUSSELL caleb_strategy_v1 [1] 5 21.5 -0.5 0.5 -0.5 NaN 0 2206 RUSSELL caleb_strategy_v1 [1] 5 22.25 -0.25 0.5 0 NaN 0.25 2207 RUSSELL caleb_strategy_v1 [1] 5 23.75 -0.25 -0.5 -1 NaN -0.75 2208 RUSSELL caleb_strategy_v1 [1] 5 23.5 -0.5 -0.5 -1.5 NaN -1 2209 RUSSELL caleb_strategy_v1 [1] 5 22.75 -0.25 0.5 1.13687e-12 NaN 0.25 2210 RUSSELL caleb_strategy_v1 [1] 5 23.25 -0.25 2 1.5 NaN 1.75 2211 RUSSELL caleb_strategy_v1 [1] 5 24.25 -0.25 0.5 0 NaN 0.25 2212 RUSSELL caleb_strategy_v1 [1] 5 23.25 -0.25 0.5 0 NaN 0.25 2213 RUSSELL caleb_strategy_v1 [1] 5 24.75 -0.25 0.5 0 NaN 0.25 2214 RUSSELL caleb_strategy_v1 [1] 5 25.5 -0.5 0 -1 NaN -0.5 2215 RUSSELL caleb_strategy_v1 [1] 5 26 -0.5 1 1.13687e-12 NaN 0.5 2216 RUSSELL caleb_strategy_v1 [1] 5 26.75 -0.25 -0.5 -1 NaN -0.75 2217 RUSSELL caleb_strategy_v1 [1] 5 24.5 -0.5 0 -1 NaN -0.5 2218 RUSSELL caleb_strategy_v1 [1] 5 24.75 -0.25 0.5 0 NaN 0.25 2219 RUSSELL caleb_strategy_v1 [1] 5 25.75 -0.25 0 -0.5 NaN -0.25 2220 RUSSELL caleb_strategy_v1 [1] 5 26.75 -0.25 -0.5 -1 NaN -0.75 2221 RUSSELL caleb_strategy_v1 [1] 5 26.75 -0.25 0.5 0 NaN 0.25 2222 RUSSELL caleb_strategy_v1 [1] 5 27 -0.5 0 -1 NaN -0.5 2223 RUSSELL caleb_strategy_v1 [1] 5 26.75 -0.25 0.5 0 NaN 0.25 2224 RUSSELL caleb_strategy_v1 [1] 5 27.5 -0.5 0 -1 NaN -0.5 2225 RUSSELL caleb_strategy_v1 [1] 5 26.25 -0.25 0.5 1.13687e-12 NaN 0.25 2226 RUSSELL caleb_strategy_v1 [1] 5 27 -0.5 0 -1 NaN -0.5 2227 RUSSELL caleb_strategy_v1 [1] 5 26.5 -0.5 0 -1 NaN -0.5 2228 RUSSELL caleb_strategy_v1 [1] 5 24.75 -0.25 0.5 0 NaN 0.25 2229 RUSSELL caleb_strategy_v1 [1] 5 25.25 -0.25 -0.5 -1 NaN -0.75 2230 RUSSELL caleb_strategy_v1 [1] 5 24.75 -0.25 -0.5 -1 NaN -0.75 2231 RUSSELL caleb_strategy_v1 [1] 5 24.25 -0.25 0 -0.5 NaN -0.25 2232 RUSSELL caleb_strategy_v1 [1] 5 24.25 -0.25 0.5 NaN NaN 0.25 2233 RUSSELL caleb_strategy_v1 [1] 5 24.25 -0.25 -0.5 -1 NaN -0.75 2234 RUSSELL caleb_strategy_v1 [1] 5 24.75 -0.25 0.5 0 NaN 0.25 2235 RUSSELL caleb_strategy_v1 [1] 5 24.5 -0.5 1 0 NaN 0.5 2236 RUSSELL caleb_strategy_v1 [1] 5 25.25 -0.25 0.5 1.13687e-12 NaN 0.25 2237 RUSSELL caleb_strategy_v1 [1] 5 25.75 -0.25 -0.5 -1 NaN -0.75 2238 RUSSELL caleb_strategy_v1 [1] 5 25.5 -0.5 1 0 NaN 0.5 2239 RUSSELL caleb_strategy_v1 [1] 5 26.25 -0.25 0.5 1.13687e-12 NaN 0.25 2240 RUSSELL caleb_strategy_v1 [1] 5 26.5 -0.5 0 -1 NaN -0.5 2241 RUSSELL caleb_strategy_v1 [1] 5 25.25 -0.25 0.5 1.13687e-12 NaN 0.25 2242 RUSSELL caleb_strategy_v1 [1] 5 25 -0.5 0 -1 NaN -0.5 2243 RUSSELL caleb_strategy_v1 [1] 5 23.75 -0.25 0.5 1.13687e-12 NaN 0.25 2244 RUSSELL caleb_strategy_v1 [1] 5 25.5 -0.5 0 -1 NaN -0.5 2245 RUSSELL caleb_strategy_v1 [1] 5 26 -0.5 1 1.13687e-12 NaN 0.5 2246 RUSSELL caleb_strategy_v1 [1] 5 26.75 -0.25 0.5 0 NaN 0.25 2247 RUSSELL caleb_strategy_v1 [1] 5 28.25 -0.25 0.5 0 NaN 0.25 2248 RUSSELL caleb_strategy_v1 [1] 5 27.75 -0.25 0.5 1.13687e-12 NaN 0.25 2249 RUSSELL caleb_strategy_v1 [1] 5 27.25 -0.25 3 2.5 NaN 2.75 2250 RUSSELL caleb_strategy_v1 [1] 5 33.75 -0.25 0.5 1.13687e-12 NaN 0.25 2251 RUSSELL caleb_strategy_v1 [1] 5 33 -0.5 1 0 NaN 0.5 2252 RUSSELL caleb_strategy_v1 [1] 5 33.5 -0.5 1 1.13687e-12 NaN 0.5 2253 RUSSELL caleb_strategy_v1 [1] 5 33 -0.5 0 -1 NaN -0.5 2254 RUSSELL caleb_strategy_v1 [1] 5 32 -0.5 1 0 NaN 0.5 2255 RUSSELL caleb_strategy_v1 [1] 5 32 -0.5 1 0 NaN 0.5 2256 RUSSELL caleb_strategy_v1 [1] 5 33.5 -0.5 0 -1 NaN -0.5 2257 RUSSELL caleb_strategy_v1 [1] 5 33.5 -0.5 -0.5 -1.5 NaN -1 2258 RUSSELL caleb_strategy_v1 [1] 5 33.75 -0.25 0.5 1.13687e-12 NaN 0.25 2259 RUSSELL caleb_strategy_v1 [1] 5 32.5 -0.5 -0.5 -1.5 NaN -1 2260 RUSSELL caleb_strategy_v1 [1] 5 33 -0.5 0 -1 NaN -0.5 2261 RUSSELL caleb_strategy_v1 [1] 5 32.25 -0.25 -0.5 -1 NaN -0.75 2262 RUSSELL caleb_strategy_v1 [1] 5 31.75 -0.25 -0.5 -1 NaN -0.75 2263 RUSSELL caleb_strategy_v1 [1] 5 32 -0.5 0.5 -0.5 NaN 0 2264 LEANHOG caleb_strategy_v1 [-1] 400 -495 -15 -0 -30 NaN -15 2265 SOYMEAL caleb_strategy_v1 [1] 100 330 -10 20 5.68434e-12 NaN 10 2266 WHEAT caleb_strategy_v1 [-1] 50 37.5 -12.5 -0 -25 NaN -12.5 2267 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 325 -25 -50 -100 NaN -75 2268 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2269 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -50 -100 NaN -75 2270 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -225 -25 0 -50 NaN -25 2271 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -0 -50 NaN -25 2272 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -225 -25 -50 -100 NaN -75 2273 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -0 NaN NaN -25 2274 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2275 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 50 -3.55271e-12 NaN 25 2276 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 0 -50 NaN -25 2277 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 325 -25 50 -0 NaN 25 2278 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -325 -25 50 0 NaN 25 2279 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 325 -25 -50 -100 NaN -75 2280 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2281 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 50 -3.55271e-12 NaN 25 2282 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2283 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 50 -3.55271e-12 NaN 25 2284 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 0 -50 NaN -25 2285 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 325 -25 -0 -50 NaN -25 2286 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 -50 -100 NaN -75 2287 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 325 -25 -50 -100 NaN -75 2288 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2289 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -0 -50 NaN -25 2290 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -275 -25 50 0 NaN 25 2291 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -50 -100 NaN -75 2292 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -225 -25 0 -50 NaN -25 2293 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 -0 -50 NaN -25 2294 VIX _ROLL_PSEUDO_STRATEGY [1] 1000 -225 -25 0 -50 NaN -25 2295 VIX _ROLL_PSEUDO_STRATEGY [-1] 1000 275 -25 50 -3.55271e-12 NaN 25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 675.00000 caleb_strategy_v1 BITCOIN 743.00000 BOBL -120.35650 CAC 153.18100 DAX 31.73035 DOW -62.00000 EUROSTX 54.70750 GAS_US -50.00000 GBP 296.87500 JPY 309.37500 LEANHOG -495.00000 RUSSELL 1783.25000 SOYMEAL 330.00000 SP400 -220.00000 SUGAR11 -207.20000 VIX -300.00000 WHEAT 37.50000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 675.00000 caleb_strategy_v1 2285.06235 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -725.00000 caleb_strategy_v1 BITCOIN -21.50000 BOBL -10.94150 CAC -5.47075 DAX -2.18830 DOW -0.50000 EUROSTX -10.94150 GAS_US -10.00000 GBP -3.12500 JPY -9.37500 LEANHOG -15.00000 RUSSELL -23.75000 SOYMEAL -10.00000 SP400 -30.00000 SUGAR11 -5.60000 VIX -50.00000 WHEAT -12.50000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -725.00000 caleb_strategy_v1 -220.89205 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 250.0000 caleb_strategy_v1 BITCOIN -1.0000 BOBL -21.8830 CAC -0.0000 DAX 2.1883 DOW 1.0000 EUROSTX 21.8830 GAS_US -0.0000 GBP -0.0000 JPY -0.0000 LEANHOG -0.0000 RUSSELL 16.5000 SOYMEAL 20.0000 SP400 30.0000 SUGAR11 -11.2000 VIX 0.0000 WHEAT -0.0000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 250.0000 caleb_strategy_v1 57.4883 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -1.150000e+03 caleb_strategy_v1 BITCOIN -4.000000e+01 BOBL -4.376600e+01 CAC 0.000000e+00 DAX -1.094150e+00 DOW -0.000000e+00 EUROSTX -0.000000e+00 GAS_US 0.000000e+00 GBP 0.000000e+00 JPY -1.875000e+01 LEANHOG -3.000000e+01 RUSSELL -3.100000e+01 SOYMEAL 5.684342e-12 SP400 -3.000000e+01 SUGAR11 -2.240000e+01 VIX -1.000000e+02 WHEAT -2.500000e+01 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -1150.00000 caleb_strategy_v1 -342.01015 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 0 caleb_strategy_v1 BITCOIN 0 BOBL 0 CAC 0 DAX 0 DOW 0 EUROSTX 0 GAS_US 0 GBP 0 JPY 0 LEANHOG 0 RUSSELL 0 SOYMEAL 0 SP400 0 SUGAR11 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -4.750000e+02 caleb_strategy_v1 BITCOIN -2.250000e+01 BOBL -3.282450e+01 CAC -5.470750e+00 DAX 0.000000e+00 DOW 5.000000e-01 EUROSTX 1.094150e+01 GAS_US -1.000000e+01 GBP -3.125000e+00 JPY -9.375000e+00 LEANHOG -1.500000e+01 RUSSELL -7.250000e+00 SOYMEAL 1.000000e+01 SP400 4.547474e-11 SUGAR11 -1.680000e+01 VIX -5.000000e+01 WHEAT -1.250000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -475.00000 caleb_strategy_v1 -163.40375 ******************************************************************************** END OF REPORT ********************************************************************************