******************************************************************************** Trades report report produced on 26/04/2023 21:37 from 25/04/2023 21:37 to 26/04/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 2331 BTP caleb_strategy_v1 [20230600] 2023-04-26 08:00:13 [1] 114.090000 2332 CAC caleb_strategy_v1 [20230500] 2023-04-26 08:00:14 [1] 7452.500000 2334 CAC caleb_strategy_v1 [20230500] 2023-04-26 08:00:18 [1] 7453.000000 2330 DAX caleb_strategy_v1 [20230600] 2023-04-26 08:00:13 [1] 15925.000000 2333 DAX caleb_strategy_v1 [20230600] 2023-04-26 08:00:17 [1] 15920.000000 2346 EUR caleb_strategy_v1 [20230600] 2023-04-26 15:00:15 [1] 1.111950 2336 GASOILINE caleb_strategy_v1 [20230700] 2023-04-26 14:00:04 [-1] 2.502000 2347 GBP caleb_strategy_v1 [20230600] 2023-04-26 15:00:18 [1] 1.251000 2351 GBP caleb_strategy_v1 [20230600] 2023-04-26 15:00:40 [1] 1.250900 2339 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:10 [-1] 2008.400000 2340 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:12 [-1] 2008.600000 2341 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:14 [-1] 2008.300000 2342 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:17 [-1] 2008.200000 2337 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:05 [-1] 2008.000000 2338 GOLD_micro caleb_strategy_v1 [20230600] 2023-04-26 14:00:07 [-1] 2008.200000 2345 JPY caleb_strategy_v1 [20230600] 2023-04-26 15:00:09 [-1] 0.007570 2335 PLAT caleb_strategy_v1 [20230700] 2023-04-26 14:00:02 [1] 1107.400000 2398 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:19 [-1] 1751.200000 2397 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:17 [-1] 1751.400000 2396 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:15 [-1] 1751.300000 2395 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:13 [-1] 1751.700000 2394 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:11 [-1] 1751.700000 2393 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:09 [-1] 1751.500000 2392 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:06 [-1] 1751.600000 2388 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:57 [-1] 1750.200000 2390 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:02 [-1] 1750.500000 2389 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:59 [-1] 1750.300000 2387 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:55 [-1] 1750.100000 2399 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:21 [-1] 1751.200000 2386 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:53 [-1] 1750.000000 2385 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:51 [-1] 1750.000000 2391 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:04 [-1] 1751.100000 2400 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:23 [-1] 1751.200000 2409 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:45 [-1] 1751.500000 2402 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:29 [-1] 1751.700000 2417 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:04:04 [-1] 1751.400000 2416 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:04:01 [-1] 1751.800000 2415 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:59 [-1] 1751.800000 2414 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:56 [-1] 1751.900000 2413 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:54 [-1] 1751.800000 2412 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:52 [-1] 1751.700000 2411 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:50 [-1] 1751.200000 2410 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:47 [-1] 1751.600000 2384 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:49 [-1] 1750.000000 2408 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:42 [-1] 1751.500000 2407 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:40 [-1] 1751.500000 2406 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:38 [-1] 1751.400000 2405 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:36 [-1] 1751.700000 2404 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:34 [-1] 1751.600000 2403 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:31 [-1] 1751.700000 2401 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:03:26 [-1] 1751.700000 2383 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:46 [-1] 1750.300000 2374 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:25 [-1] 1749.200000 2381 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:42 [-1] 1749.800000 2348 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:00:19 [-1] 1746.600000 2352 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:00:40 [-1] 1747.600000 2354 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:00:43 [-1] 1748.500000 2356 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:00:58 [-1] 1747.800000 2358 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:01:46 [-1] 1747.700000 2359 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:01:50 [-1] 1747.600000 2360 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:01:52 [-1] 1747.800000 2361 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:01:54 [-1] 1748.400000 2362 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:01:57 [-1] 1748.700000 2382 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:44 [-1] 1750.200000 2364 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:03 [-1] 1748.400000 2365 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:05 [-1] 1748.400000 2366 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:07 [-1] 1748.300000 2363 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:01 [-1] 1748.200000 2368 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:12 [-1] 1748.700000 2380 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:39 [-1] 1749.600000 2379 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:37 [-1] 1749.600000 2367 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:09 [-1] 1748.600000 2377 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:33 [-1] 1749.500000 2376 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:31 [-1] 1749.500000 2375 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:29 [-1] 1749.400000 2378 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:35 [-1] 1749.400000 2373 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:23 [-1] 1749.200000 2372 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:20 [-1] 1748.600000 2371 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:18 [-1] 1748.500000 2370 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:16 [-1] 1748.200000 2369 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:02:14 [-1] 1748.400000 2418 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:04:05 [-1] 1751.600000 2419 RUSSELL caleb_strategy_v1 [20230600] 2023-04-26 15:04:07 [-1] 1751.500000 2343 SP400 caleb_strategy_v1 [20230600] 2023-04-26 15:00:01 [1] 2457.400000 2350 US10U caleb_strategy_v1 [20230600] 2023-04-26 15:00:37 [-1] 122.078125 2344 US5 caleb_strategy_v1 [20230600] 2023-04-26 15:00:07 [1] 110.273438 2349 VIX caleb_strategy_v1 [20230700] 2023-04-26 15:00:34 [-1] 23.600000 2355 VIX caleb_strategy_v1 [20230700] 2023-04-26 15:00:56 [-1] 23.600000 2357 VIX caleb_strategy_v1 [20230700] 2023-04-26 15:01:45 [-1] 23.600000 2353 VIX caleb_strategy_v1 [20230700] 2023-04-26 15:00:41 [-1] 23.600000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 2331 BTP caleb_strategy_v1 2023-04-25 2023-04-26 08:00:13.723 2023-04-26 08:00:13 115214 NaN 2330 DAX caleb_strategy_v1 2023-04-25 2023-04-26 08:00:02.491 2023-04-26 08:00:13 115202 10.509 2333 DAX caleb_strategy_v1 2023-04-25 2023-04-26 08:00:16.609 2023-04-26 08:00:17 115217 0.391 2332 CAC caleb_strategy_v1 2023-04-25 2023-04-26 08:00:14.463 2023-04-26 08:00:14 115214 NaN 2334 CAC caleb_strategy_v1 2023-04-25 2023-04-26 08:00:17.937 2023-04-26 08:00:18 115218 0.063 2335 PLAT caleb_strategy_v1 2023-04-25 2023-04-26 14:00:01.476 2023-04-26 14:00:02 136801 0.524 2336 GASOILINE caleb_strategy_v1 2023-04-25 2023-04-26 14:00:02.952 2023-04-26 14:00:04 136803 1.048 2337 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:05.037 2023-04-26 14:00:05 136805 NaN 2338 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:07.389 2023-04-26 14:00:07 136807 NaN 2339 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:09.574 2023-04-26 14:00:10 136810 0.426 2340 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:12.376 2023-04-26 14:00:12 136812 NaN 2341 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:14.846 2023-04-26 14:00:14 136815 NaN 2342 GOLD_micro caleb_strategy_v1 2023-04-25 2023-04-26 14:00:16.708 2023-04-26 14:00:17 136817 0.292 2343 SP400 caleb_strategy_v1 2023-04-25 2023-04-26 15:00:01.290 2023-04-26 15:00:01 140401 NaN 2344 US5 caleb_strategy_v1 2023-04-25 2023-04-26 15:00:02.220 2023-04-26 15:00:07 140402 4.78 2345 JPY caleb_strategy_v1 2023-04-25 2023-04-26 15:00:08.127 2023-04-26 15:00:09 140408 0.873 2346 EUR caleb_strategy_v1 2023-04-25 2023-04-26 15:00:10.159 2023-04-26 15:00:15 140410 4.841 2350 US10U caleb_strategy_v1 2023-04-25 2023-04-26 15:00:34.703 2023-04-26 15:00:37 140435 2.297 2347 GBP caleb_strategy_v1 2023-04-25 2023-04-26 15:00:16.172 2023-04-26 15:00:18 140416 1.828 2351 GBP caleb_strategy_v1 2023-04-25 2023-04-26 15:00:39.438 2023-04-26 15:00:40 140439 0.562 2353 VIX caleb_strategy_v1 2023-04-25 2023-04-26 15:00:41.130 2023-04-26 15:00:41 140441 NaN 2357 VIX caleb_strategy_v1 2023-04-25 2023-04-26 15:00:59.142 2023-04-26 15:01:45 140459 45.858 2355 VIX caleb_strategy_v1 2023-04-25 2023-04-26 15:00:43.657 2023-04-26 15:00:56 140444 12.343 2349 VIX caleb_strategy_v1 2023-04-25 2023-04-26 15:00:20.623 2023-04-26 15:00:34 140421 13.377 2348 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:00:19.320 2023-04-26 15:00:19 140419 NaN 2352 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:00:40.753 2023-04-26 15:00:40 140441 NaN 2354 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:00:43.266 2023-04-26 15:00:43 140443 NaN 2356 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:00:58.261 2023-04-26 15:00:58 140458 NaN 2358 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:46.732 2023-04-26 15:01:46 140507 NaN 2359 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:49.514 2023-04-26 15:01:50 140510 0.486 2360 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:51.965 2023-04-26 15:01:52 140512 0.035 2361 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:53.926 2023-04-26 15:01:54 140514 0.074 2362 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:56.609 2023-04-26 15:01:57 140517 0.391 2363 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:01:58.837 2023-04-26 15:02:01 140519 2.163 2364 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:03.056 2023-04-26 15:02:03 140523 NaN 2365 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:05.040 2023-04-26 15:02:05 140525 NaN 2366 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:07.209 2023-04-26 15:02:07 140527 NaN 2367 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:09.170 2023-04-26 15:02:09 140529 NaN 2368 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:11.243 2023-04-26 15:02:12 140531 0.757 2369 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:14.118 2023-04-26 15:02:14 140534 NaN 2370 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:16.262 2023-04-26 15:02:16 140536 NaN 2371 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:18.217 2023-04-26 15:02:18 140538 NaN 2372 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:20.406 2023-04-26 15:02:20 140540 NaN 2373 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:22.377 2023-04-26 15:02:23 140542 0.623 2374 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:24.683 2023-04-26 15:02:25 140545 0.317 2375 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:27.927 2023-04-26 15:02:29 140548 1.073 2376 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:31.125 2023-04-26 15:02:31 140551 NaN 2377 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:33.105 2023-04-26 15:02:33 140553 NaN 2378 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:35.170 2023-04-26 15:02:35 140555 NaN 2379 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:37.182 2023-04-26 15:02:37 140557 NaN 2380 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:39.127 2023-04-26 15:02:39 140559 NaN 2381 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:41.446 2023-04-26 15:02:42 140561 0.554 2382 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:44.096 2023-04-26 15:02:44 140564 NaN 2383 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:46.645 2023-04-26 15:02:46 140567 NaN 2384 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:48.777 2023-04-26 15:02:49 140569 0.223 2385 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:51.221 2023-04-26 15:02:51 140571 NaN 2386 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:53.549 2023-04-26 15:02:53 140574 NaN 2387 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:55.503 2023-04-26 15:02:55 140576 NaN 2388 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:57.366 2023-04-26 15:02:57 140577 NaN 2389 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:02:59.261 2023-04-26 15:02:59 140579 NaN 2390 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:01.369 2023-04-26 15:03:02 140581 0.631 2391 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:04.244 2023-04-26 15:03:04 140584 NaN 2392 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:06.392 2023-04-26 15:03:06 140586 NaN 2393 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:08.927 2023-04-26 15:03:09 140589 0.073 2394 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:10.887 2023-04-26 15:03:11 140591 0.113 2395 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:13.104 2023-04-26 15:03:13 140593 NaN 2396 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:14.941 2023-04-26 15:03:15 140595 0.059 2397 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:17.241 2023-04-26 15:03:17 140597 NaN 2398 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:19.098 2023-04-26 15:03:19 140599 NaN 2399 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:21.105 2023-04-26 15:03:21 140601 NaN 2400 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:23.189 2023-04-26 15:03:23 140603 NaN 2401 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:25.917 2023-04-26 15:03:26 140606 0.083 2402 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:28.285 2023-04-26 15:03:29 140608 0.715 2403 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:31.544 2023-04-26 15:03:31 140612 NaN 2404 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:34.033 2023-04-26 15:03:34 140614 NaN 2405 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:35.856 2023-04-26 15:03:36 140616 0.144 2406 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:37.933 2023-04-26 15:03:38 140618 0.067 2407 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:40.566 2023-04-26 15:03:40 140621 NaN 2408 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:42.593 2023-04-26 15:03:42 140623 NaN 2409 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:44.693 2023-04-26 15:03:45 140625 0.307 2410 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:47.532 2023-04-26 15:03:47 140628 NaN 2411 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:49.932 2023-04-26 15:03:50 140630 0.068 2412 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:52.414 2023-04-26 15:03:52 140632 NaN 2413 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:54.501 2023-04-26 15:03:54 140635 NaN 2414 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:56.377 2023-04-26 15:03:56 140636 NaN 2415 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:03:58.705 2023-04-26 15:03:59 140639 0.295 2416 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:04:01.085 2023-04-26 15:04:01 140641 NaN 2417 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:04:03.222 2023-04-26 15:04:04 140643 0.778 2418 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:04:05.709 2023-04-26 15:04:05 140646 NaN 2419 RUSSELL caleb_strategy_v1 2023-04-25 2023-04-26 15:04:07.649 2023-04-26 15:04:07 140648 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 2331 BTP caleb_strategy_v1 [1] 114.07 None 114.085 114.09 114.08 NaN 114.09 -0.015 -0.005 0 NaN NaN -0.005 2330 DAX caleb_strategy_v1 [1] 15930 None 15931.5 15933 15930 15930 15925 -1.5 -1.5 8 5 NaN 6.5 2333 DAX caleb_strategy_v1 [1] 15930 None 15918 15919 15917 15917 15920 12 -1 -1 -3 NaN -2 2332 CAC caleb_strategy_v1 [1] 7444.5 None 7452.25 7452.5 7452 NaN 7452.5 -7.75 -0.25 0 NaN NaN -0.25 2334 CAC caleb_strategy_v1 [1] 7444.5 None 7451.5 7452 7451 7451 7453 -7 -0.5 -1 -2 NaN -1.5 2335 PLAT caleb_strategy_v1 [1] 1103.5 None 1106.9 1107.2 1106.6 1106.6 1107.4 -3.4 -0.3 -0.2 -0.8 NaN -0.5 2336 GASOILINE caleb_strategy_v1 [-1] 2.5261 None 2.50145 2.5009 2.502 2.502 2.502 -0.02465 -0.00055 0.0011 -4.44089e-16 NaN 0.00055 2337 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.2 2008.1 2008.3 2008.3 2008 0.6 -0.1 -0.1 -0.3 NaN -0.2 2338 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.25 2008.2 2008.3 2008.3 2008.2 0.65 -0.05 -0 -0.1 NaN -0.05 2339 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.35 2008.3 2008.4 2008.4 2008.4 0.75 -0.05 0.1 -0 NaN 0.05 2340 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.65 2008.6 2008.7 2008.7 2008.6 1.05 -0.05 -0 -0.1 NaN -0.05 2341 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.65 2008.6 2008.7 NaN 2008.3 1.05 -0.05 -0.3 NaN NaN -0.35 2342 GOLD_micro caleb_strategy_v1 [-1] 2007.6 None 2008.35 2008.3 2008.4 2008.4 2008.2 0.75 -0.05 -0.1 -0.2 NaN -0.15 2343 SP400 caleb_strategy_v1 [1] 2470.7 None 2457.65 2457.9 2457.4 2457.4 2457.4 13.05 -0.25 0.5 0 NaN 0.25 2344 US5 caleb_strategy_v1 [1] 110.234 None 110.262 110.266 110.258 110.258 110.273 -0.0273438 -0.00390625 -0.007813 -0.0156255 NaN -0.0117192 2345 JPY caleb_strategy_v1 [-1] 0.007548 None 0.0075705 0.00757 0.007571 0.007571 0.00757 2.25e-05 -5e-07 -0 -1e-06 NaN -5e-07 2346 EUR caleb_strategy_v1 [1] 1.10095 None 1.11198 1.112 1.11195 1.11195 1.11195 -0.011025 -2.5e-05 5e-05 0 NaN 2.5e-05 2350 US10U caleb_strategy_v1 [-1] 121.969 None 122.07 122.062 122.078 122.078 122.078 0.101562 -0.0078125 0.015625 -0 NaN 0.0078125 2347 GBP caleb_strategy_v1 [1] 1.2424 None 1.25085 1.2509 1.2508 1.2508 1.251 -0.00845 -5e-05 -0.0001 -0.0002 NaN -0.00015 2351 GBP caleb_strategy_v1 [1] 1.2424 None 1.25095 1.251 1.2509 1.2509 1.2509 -0.00855 -5e-05 0.0001 2.22045e-16 NaN 5e-05 2353 VIX caleb_strategy_v1 [-1] 23.7 None 23.625 23.6 23.65 NaN 23.6 -0.075 -0.025 -0 NaN NaN -0.025 2357 VIX caleb_strategy_v1 [-1] 23.7 None 23.575 23.55 23.6 23.6 23.6 -0.125 -0.025 0.05 -0 NaN 0.025 2355 VIX caleb_strategy_v1 [-1] 23.7 None 23.575 23.55 23.6 23.6 23.6 -0.125 -0.025 0.05 -0 NaN 0.025 2349 VIX caleb_strategy_v1 [-1] 23.7 None 23.625 23.6 23.65 23.65 23.6 -0.075 -0.025 -0 -0.05 NaN -0.025 2348 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1746.8 1746.7 1746.9 1746.9 1746.6 -11.9 -0.1 -0.1 -0.3 NaN -0.2 2352 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1747.5 1747.4 1747.6 1747.6 1747.6 -11.2 -0.1 0.2 -2.27374e-13 NaN 0.1 2354 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1747.55 1747.5 1747.6 1747.6 1748.5 -11.15 -0.05 1 0.9 NaN 0.95 2356 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748 1747.9 1748.1 1748.1 1747.8 -10.7 -0.1 -0.1 -0.3 NaN -0.2 2358 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1747.65 1747.6 1747.7 1747.7 1747.7 -11.05 -0.05 0.1 -0 NaN 0.05 2359 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1747.85 1747.8 1747.9 1747.9 1747.6 -10.85 -0.05 -0.2 -0.3 NaN -0.25 2360 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1747.7 1747.6 1747.8 1747.8 1747.8 -11 -0.1 0.2 -2.27374e-13 NaN 0.1 2361 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.35 1748.3 1748.4 1748.4 1748.4 -10.35 -0.05 0.1 -0 NaN 0.05 2362 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.6 1748.5 1748.7 1748.7 1748.7 -10.1 -0.1 0.2 -0 NaN 0.1 2363 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.3 1748.2 1748.4 1748.4 1748.2 -10.4 -0.1 -0 -0.2 NaN -0.1 2364 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.35 1748.3 1748.4 1748.4 1748.4 -10.35 -0.05 0.1 -0 NaN 0.05 2365 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.35 1748.3 1748.4 1748.4 1748.4 -10.35 -0.05 0.1 -0 NaN 0.05 2366 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.25 1748.2 1748.3 1748.3 1748.3 -10.45 -0.05 0.1 -2.27374e-13 NaN 0.05 2367 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.5 1748.4 1748.6 1748.6 1748.6 -10.2 -0.1 0.2 -2.27374e-13 NaN 0.1 2368 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.8 1748.7 1748.9 1748.9 1748.7 -9.9 -0.1 -0 -0.2 NaN -0.1 2369 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.55 1748.5 1748.6 1748.6 1748.4 -10.15 -0.05 -0.1 -0.2 NaN -0.15 2370 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.5 1748.4 1748.6 1748.6 1748.2 -10.2 -0.1 -0.2 -0.4 NaN -0.3 2371 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.45 1748.4 1748.5 1748.5 1748.5 -10.25 -0.05 0.1 -0 NaN 0.05 2372 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1748.55 1748.5 1748.6 1748.6 1748.6 -10.15 -0.05 0.1 -2.27374e-13 NaN 0.05 2373 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.1 1749 1749.2 1749.2 1749.2 -9.6 -0.1 0.2 -0 NaN 0.1 2374 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.15 1749.1 1749.2 1749.2 1749.2 -9.55 -0.05 0.1 -0 NaN 0.05 2375 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.55 1749.5 1749.6 1749.6 1749.4 -9.15 -0.05 -0.1 -0.2 NaN -0.15 2376 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.6 1749.5 1749.7 1749.7 1749.5 -9.1 -0.1 -0 -0.2 NaN -0.1 2377 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.6 1749.5 1749.7 1749.7 1749.5 -9.1 -0.1 -0 -0.2 NaN -0.1 2378 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.7 1749.6 1749.8 1749.8 1749.4 -9 -0.1 -0.2 -0.4 NaN -0.3 2379 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.75 1749.7 1749.8 1749.8 1749.6 -8.95 -0.05 -0.1 -0.2 NaN -0.15 2380 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.75 1749.7 1749.8 1749.8 1749.6 -8.95 -0.05 -0.1 -0.2 NaN -0.15 2381 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1749.7 1749.6 1749.8 1749.8 1749.8 -9 -0.1 0.2 -2.27374e-13 NaN 0.1 2382 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.3 1750.2 1750.4 1750.4 1750.2 -8.4 -0.1 -0 -0.2 NaN -0.1 2383 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.25 1750.2 1750.3 1750.3 1750.3 -8.45 -0.05 0.1 -2.27374e-13 NaN 0.05 2384 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.4 1750.3 1750.5 1750.5 1750 -8.3 -0.1 -0.3 -0.5 NaN -0.4 2385 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.1 1750 1750.2 1750.2 1750 -8.6 -0.1 -0 -0.2 NaN -0.1 2386 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.15 1750.1 1750.2 1750.2 1750 -8.55 -0.05 -0.1 -0.2 NaN -0.15 2387 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.25 1750.2 1750.3 1750.3 1750.1 -8.45 -0.05 -0.1 -0.2 NaN -0.15 2388 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.3 1750.2 1750.4 1750.4 1750.2 -8.4 -0.1 -0 -0.2 NaN -0.1 2389 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.2 1750.1 1750.3 1750.3 1750.3 -8.5 -0.1 0.2 -2.27374e-13 NaN 0.1 2390 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1750.6 1750.5 1750.7 1750.7 1750.5 -8.1 -0.1 -0 -0.2 NaN -0.1 2391 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.05 1751 1751.1 1751.1 1751.1 -7.65 -0.05 0.1 -2.27374e-13 NaN 0.05 2392 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.5 1751.4 1751.6 1751.6 1751.6 -7.2 -0.1 0.2 -2.27374e-13 NaN 0.1 2393 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.4 1751.3 1751.5 1751.5 1751.5 -7.3 -0.1 0.2 -0 NaN 0.1 2394 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.8 1751.7 1751.9 1751.9 1751.7 -6.9 -0.1 -0 -0.2 NaN -0.1 2395 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.8 1751.7 1751.9 1751.9 1751.7 -6.9 -0.1 -0 -0.2 NaN -0.1 2396 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.65 1751.6 1751.7 1751.7 1751.3 -7.05 -0.05 -0.3 -0.4 NaN -0.35 2397 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.5 1751.4 1751.6 1751.6 1751.4 -7.2 -0.1 -0 -0.2 NaN -0.1 2398 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.4 1751.3 1751.5 1751.5 1751.2 -7.3 -0.1 -0.1 -0.3 NaN -0.2 2399 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.3 1751.2 1751.4 1751.4 1751.2 -7.4 -0.1 -0 -0.2 NaN -0.1 2400 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.1 1751 1751.2 1751.2 1751.2 -7.6 -0.1 0.2 -0 NaN 0.1 2401 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.65 1751.6 1751.7 1751.7 1751.7 -7.05 -0.05 0.1 -0 NaN 0.05 2402 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.65 1751.6 1751.7 1751.7 1751.7 -7.05 -0.05 0.1 -0 NaN 0.05 2403 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.8 1751.7 1751.9 1751.9 1751.7 -6.9 -0.1 -0 -0.2 NaN -0.1 2404 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.55 1751.5 1751.6 1751.6 1751.6 -7.15 -0.05 0.1 -2.27374e-13 NaN 0.05 2405 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.75 1751.7 1751.8 1751.8 1751.7 -6.95 -0.05 -0 -0.1 NaN -0.05 2406 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.55 1751.5 1751.6 1751.6 1751.4 -7.15 -0.05 -0.1 -0.2 NaN -0.15 2407 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.45 1751.4 1751.5 1751.5 1751.5 -7.25 -0.05 0.1 -0 NaN 0.05 2408 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.6 1751.5 1751.7 1751.7 1751.5 -7.1 -0.1 -0 -0.2 NaN -0.1 2409 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.45 1751.4 1751.5 1751.5 1751.5 -7.25 -0.05 0.1 -0 NaN 0.05 2410 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.5 1751.4 1751.6 1751.6 1751.6 -7.2 -0.1 0.2 -2.27374e-13 NaN 0.1 2411 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.2 1751.1 1751.3 1751.3 1751.2 -7.5 -0.1 0.1 -0.1 NaN 2.27374e-13 2412 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.65 1751.6 1751.7 1751.7 1751.7 -7.05 -0.05 0.1 -0 NaN 0.05 2413 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.65 1751.6 1751.7 1751.7 1751.8 -7.05 -0.05 0.2 0.1 NaN 0.15 2414 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1752.05 1752 1752.1 1752.1 1751.9 -6.65 -0.05 -0.1 -0.2 NaN -0.15 2415 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.95 1751.9 1752 1752 1751.8 -6.75 -0.05 -0.1 -0.2 NaN -0.15 2416 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.8 1751.7 1751.9 1751.9 1751.8 -6.9 -0.1 0.1 -0.1 NaN -2.27374e-13 2417 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.5 1751.4 1751.6 1751.6 1751.4 -7.2 -0.1 -0 -0.2 NaN -0.1 2418 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.8 1751.7 1751.9 1751.9 1751.6 -6.9 -0.1 -0.1 -0.3 NaN -0.2 2419 RUSSELL caleb_strategy_v1 [-1] 1758.7 None 1751.6 1751.5 1751.7 1751.7 1751.5 -7.1 -0.1 -0 -0.2 NaN -0.1 ================================================================================================================================================================ 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 2331 BTP caleb_strategy_v1 [1] 11.8016 -12.7101 -4.23671 0 NaN NaN -4.23671 2330 DAX caleb_strategy_v1 [1] 2345.48 -6.39527 -6.39527 34.1081 21.3176 NaN 27.7128 2333 DAX caleb_strategy_v1 [1] 2345.48 51.1622 -4.26351 -4.26351 -12.7905 NaN -8.52703 2332 CAC caleb_strategy_v1 [1] 1094.62 -70.8006 -2.28389 0 NaN NaN -2.28389 2334 CAC caleb_strategy_v1 [1] 1094.62 -63.9489 -4.56778 -9.13556 -18.2711 NaN -13.7033 2335 PLAT caleb_strategy_v1 [1] 315.618 -107.725 -9.50515 -6.33677 -25.3471 NaN -15.8419 2336 GASOILINE caleb_strategy_v1 [-1] 0.810395 -304.173 -6.78681 13.5736 -5.47991e-12 NaN 6.78681 2337 GOLD_micro caleb_strategy_v1 [-1] 302.912 19.8077 -3.30129 -3.30129 -9.90386 NaN -6.60257 2338 GOLD_micro caleb_strategy_v1 [-1] 302.912 21.4584 -1.65064 -0 -3.30129 NaN -1.65064 2339 GOLD_micro caleb_strategy_v1 [-1] 302.912 24.7596 -1.65064 3.30129 -0 NaN 1.65064 2340 GOLD_micro caleb_strategy_v1 [-1] 302.912 34.6635 -1.65064 -0 -3.30129 NaN -1.65064 2341 GOLD_micro caleb_strategy_v1 [-1] 302.912 34.6635 -1.65064 -9.90386 NaN NaN -11.5545 2342 GOLD_micro caleb_strategy_v1 [-1] 302.912 24.7596 -1.65064 -3.30129 -6.60257 NaN -4.95193 2343 SP400 caleb_strategy_v1 [1] 467.539 279.121 -5.34714 10.6943 0 NaN 5.34714 2344 US5 caleb_strategy_v1 [1] 6.73764 -40.5836 -5.79766 -11.5961 -23.1914 NaN -17.3937 2345 JPY caleb_strategy_v1 [-1] 0.00070004 321.41 -7.14245 -0 -14.2849 NaN -7.14245 2346 EUR caleb_strategy_v1 [1] 0.0881495 -1250.72 -2.83609 5.67218 0 NaN 2.83609 2350 US10U caleb_strategy_v1 [-1] 11.7497 86.4387 -6.64913 13.2983 -0 NaN 6.64913 2347 GBP caleb_strategy_v1 [1] 0.106248 -795.306 -4.70595 -9.41191 -18.8238 NaN -14.1179 2351 GBP caleb_strategy_v1 [1] 0.106248 -804.718 -4.70595 9.41191 2.08986e-11 NaN 4.70595 2353 VIX caleb_strategy_v1 [-1] 10.1772 -73.6944 -24.5648 -0 NaN NaN -24.5648 2357 VIX caleb_strategy_v1 [-1] 10.1772 -122.824 -24.5648 49.1296 -0 NaN 24.5648 2355 VIX caleb_strategy_v1 [-1] 10.1772 -122.824 -24.5648 49.1296 -0 NaN 24.5648 2349 VIX caleb_strategy_v1 [-1] 10.1772 -73.6944 -24.5648 -0 -49.1296 NaN -24.5648 2348 RUSSELL caleb_strategy_v1 [-1] 383.583 -310.233 -2.607 -2.607 -7.82099 NaN -5.21399 2352 RUSSELL caleb_strategy_v1 [-1] 383.583 -291.984 -2.607 5.21399 -5.92762e-12 NaN 2.607 2354 RUSSELL caleb_strategy_v1 [-1] 383.583 -290.68 -1.3035 26.07 23.463 NaN 24.7665 2356 RUSSELL caleb_strategy_v1 [-1] 383.583 -278.949 -2.607 -2.607 -7.82099 NaN -5.21399 2358 RUSSELL caleb_strategy_v1 [-1] 383.583 -288.073 -1.3035 2.607 -0 NaN 1.3035 2359 RUSSELL caleb_strategy_v1 [-1] 383.583 -282.859 -1.3035 -5.21399 -7.82099 NaN -6.51749 2360 RUSSELL caleb_strategy_v1 [-1] 383.583 -286.77 -2.607 5.21399 -5.92762e-12 NaN 2.607 2361 RUSSELL caleb_strategy_v1 [-1] 383.583 -269.824 -1.3035 2.607 -0 NaN 1.3035 2362 RUSSELL caleb_strategy_v1 [-1] 383.583 -263.307 -2.607 5.21399 -0 NaN 2.607 2363 RUSSELL caleb_strategy_v1 [-1] 383.583 -271.128 -2.607 -0 -5.21399 NaN -2.607 2364 RUSSELL caleb_strategy_v1 [-1] 383.583 -269.824 -1.3035 2.607 -0 NaN 1.3035 2365 RUSSELL caleb_strategy_v1 [-1] 383.583 -269.824 -1.3035 2.607 -0 NaN 1.3035 2366 RUSSELL caleb_strategy_v1 [-1] 383.583 -272.431 -1.3035 2.607 -5.92762e-12 NaN 1.3035 2367 RUSSELL caleb_strategy_v1 [-1] 383.583 -265.914 -2.607 5.21399 -5.92762e-12 NaN 2.607 2368 RUSSELL caleb_strategy_v1 [-1] 383.583 -258.093 -2.607 -0 -5.21399 NaN -2.607 2369 RUSSELL caleb_strategy_v1 [-1] 383.583 -264.61 -1.3035 -2.607 -5.21399 NaN -3.91049 2370 RUSSELL caleb_strategy_v1 [-1] 383.583 -265.914 -2.607 -5.21399 -10.428 NaN -7.82099 2371 RUSSELL caleb_strategy_v1 [-1] 383.583 -267.217 -1.3035 2.607 -0 NaN 1.3035 2372 RUSSELL caleb_strategy_v1 [-1] 383.583 -264.61 -1.3035 2.607 -5.92762e-12 NaN 1.3035 2373 RUSSELL caleb_strategy_v1 [-1] 383.583 -250.272 -2.607 5.21399 -0 NaN 2.607 2374 RUSSELL caleb_strategy_v1 [-1] 383.583 -248.968 -1.3035 2.607 -0 NaN 1.3035 2375 RUSSELL caleb_strategy_v1 [-1] 383.583 -238.54 -1.3035 -2.607 -5.21399 NaN -3.91049 2376 RUSSELL caleb_strategy_v1 [-1] 383.583 -237.237 -2.607 -0 -5.21399 NaN -2.607 2377 RUSSELL caleb_strategy_v1 [-1] 383.583 -237.237 -2.607 -0 -5.21399 NaN -2.607 2378 RUSSELL caleb_strategy_v1 [-1] 383.583 -234.63 -2.607 -5.21399 -10.428 NaN -7.82099 2379 RUSSELL caleb_strategy_v1 [-1] 383.583 -233.326 -1.3035 -2.607 -5.21399 NaN -3.91049 2380 RUSSELL caleb_strategy_v1 [-1] 383.583 -233.326 -1.3035 -2.607 -5.21399 NaN -3.91049 2381 RUSSELL caleb_strategy_v1 [-1] 383.583 -234.63 -2.607 5.21399 -5.92762e-12 NaN 2.607 2382 RUSSELL caleb_strategy_v1 [-1] 383.583 -218.988 -2.607 -0 -5.21399 NaN -2.607 2383 RUSSELL caleb_strategy_v1 [-1] 383.583 -220.291 -1.3035 2.607 -5.92762e-12 NaN 1.3035 2384 RUSSELL caleb_strategy_v1 [-1] 383.583 -216.381 -2.607 -7.82099 -13.035 NaN -10.428 2385 RUSSELL caleb_strategy_v1 [-1] 383.583 -224.202 -2.607 -0 -5.21399 NaN -2.607 2386 RUSSELL caleb_strategy_v1 [-1] 383.583 -222.898 -1.3035 -2.607 -5.21399 NaN -3.91049 2387 RUSSELL caleb_strategy_v1 [-1] 383.583 -220.291 -1.3035 -2.607 -5.21399 NaN -3.91049 2388 RUSSELL caleb_strategy_v1 [-1] 383.583 -218.988 -2.607 -0 -5.21399 NaN -2.607 2389 RUSSELL caleb_strategy_v1 [-1] 383.583 -221.595 -2.607 5.21399 -5.92762e-12 NaN 2.607 2390 RUSSELL caleb_strategy_v1 [-1] 383.583 -211.167 -2.607 -0 -5.21399 NaN -2.607 2391 RUSSELL caleb_strategy_v1 [-1] 383.583 -199.435 -1.3035 2.607 -5.92762e-12 NaN 1.3035 2392 RUSSELL caleb_strategy_v1 [-1] 383.583 -187.704 -2.607 5.21399 -5.92762e-12 NaN 2.607 2393 RUSSELL caleb_strategy_v1 [-1] 383.583 -190.311 -2.607 5.21399 -0 NaN 2.607 2394 RUSSELL caleb_strategy_v1 [-1] 383.583 -179.883 -2.607 -0 -5.21399 NaN -2.607 2395 RUSSELL caleb_strategy_v1 [-1] 383.583 -179.883 -2.607 -0 -5.21399 NaN -2.607 2396 RUSSELL caleb_strategy_v1 [-1] 383.583 -183.793 -1.3035 -7.82099 -10.428 NaN -9.12449 2397 RUSSELL caleb_strategy_v1 [-1] 383.583 -187.704 -2.607 -0 -5.21399 NaN -2.607 2398 RUSSELL caleb_strategy_v1 [-1] 383.583 -190.311 -2.607 -2.607 -7.82099 NaN -5.21399 2399 RUSSELL caleb_strategy_v1 [-1] 383.583 -192.918 -2.607 -0 -5.21399 NaN -2.607 2400 RUSSELL caleb_strategy_v1 [-1] 383.583 -198.132 -2.607 5.21399 -0 NaN 2.607 2401 RUSSELL caleb_strategy_v1 [-1] 383.583 -183.793 -1.3035 2.607 -0 NaN 1.3035 2402 RUSSELL caleb_strategy_v1 [-1] 383.583 -183.793 -1.3035 2.607 -0 NaN 1.3035 2403 RUSSELL caleb_strategy_v1 [-1] 383.583 -179.883 -2.607 -0 -5.21399 NaN -2.607 2404 RUSSELL caleb_strategy_v1 [-1] 383.583 -186.4 -1.3035 2.607 -5.92762e-12 NaN 1.3035 2405 RUSSELL caleb_strategy_v1 [-1] 383.583 -181.186 -1.3035 -0 -2.607 NaN -1.3035 2406 RUSSELL caleb_strategy_v1 [-1] 383.583 -186.4 -1.3035 -2.607 -5.21399 NaN -3.91049 2407 RUSSELL caleb_strategy_v1 [-1] 383.583 -189.007 -1.3035 2.607 -0 NaN 1.3035 2408 RUSSELL caleb_strategy_v1 [-1] 383.583 -185.097 -2.607 -0 -5.21399 NaN -2.607 2409 RUSSELL caleb_strategy_v1 [-1] 383.583 -189.007 -1.3035 2.607 -0 NaN 1.3035 2410 RUSSELL caleb_strategy_v1 [-1] 383.583 -187.704 -2.607 5.21399 -5.92762e-12 NaN 2.607 2411 RUSSELL caleb_strategy_v1 [-1] 383.583 -195.525 -2.607 2.607 -2.607 NaN 5.92762e-12 2412 RUSSELL caleb_strategy_v1 [-1] 383.583 -183.793 -1.3035 2.607 -0 NaN 1.3035 2413 RUSSELL caleb_strategy_v1 [-1] 383.583 -183.793 -1.3035 5.21399 2.607 NaN 3.91049 2414 RUSSELL caleb_strategy_v1 [-1] 383.583 -173.365 -1.3035 -2.607 -5.21399 NaN -3.91049 2415 RUSSELL caleb_strategy_v1 [-1] 383.583 -175.972 -1.3035 -2.607 -5.21399 NaN -3.91049 2416 RUSSELL caleb_strategy_v1 [-1] 383.583 -179.883 -2.607 2.607 -2.607 NaN -5.92762e-12 2417 RUSSELL caleb_strategy_v1 [-1] 383.583 -187.704 -2.607 -0 -5.21399 NaN -2.607 2418 RUSSELL caleb_strategy_v1 [-1] 383.583 -179.883 -2.607 -2.607 -7.82099 NaN -5.21399 2419 RUSSELL caleb_strategy_v1 [-1] 383.583 -185.097 -2.607 -0 -5.21399 NaN -2.607 =========================================================================================================================================================================== 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 2331 BTP caleb_strategy_v1 [1] 1098.75 -16.4813 -5.49375 0 NaN NaN -5.49375 2330 DAX caleb_strategy_v1 [1] 1.09875 -1.64812 -1.64812 8.79 5.49375 NaN 7.14187 2333 DAX caleb_strategy_v1 [1] 1.09875 13.185 -1.09875 -1.09875 -3.29625 NaN -2.1975 2332 CAC caleb_strategy_v1 [1] 10.9875 -85.1531 -2.74687 0 NaN NaN -2.74687 2334 CAC caleb_strategy_v1 [1] 10.9875 -76.9125 -5.49375 -10.9875 -21.975 NaN -16.4812 2335 PLAT caleb_strategy_v1 [1] 50 -170 -15 -10 -40 NaN -25 2336 GASOILINE caleb_strategy_v1 [-1] 42000 -1035.3 -23.1 46.2 -1.86517e-11 NaN 23.1 2337 GOLD_micro caleb_strategy_v1 [-1] 10 6 -1 -1 -3 NaN -2 2338 GOLD_micro caleb_strategy_v1 [-1] 10 6.5 -0.5 -0 -1 NaN -0.5 2339 GOLD_micro caleb_strategy_v1 [-1] 10 7.5 -0.5 1 -0 NaN 0.5 2340 GOLD_micro caleb_strategy_v1 [-1] 10 10.5 -0.5 -0 -1 NaN -0.5 2341 GOLD_micro caleb_strategy_v1 [-1] 10 10.5 -0.5 -3 NaN NaN -3.5 2342 GOLD_micro caleb_strategy_v1 [-1] 10 7.5 -0.5 -1 -2 NaN -1.5 2343 SP400 caleb_strategy_v1 [1] 100 1305 -25 50 0 NaN 25 2344 US5 caleb_strategy_v1 [1] 1000 -27.3438 -3.90625 -7.813 -15.6255 NaN -11.7192 2345 JPY caleb_strategy_v1 [-1] 1.25e+07 281.25 -6.25 -0 -12.5 NaN -6.25 2346 EUR caleb_strategy_v1 [1] 125000 -1378.13 -3.125 6.25 0 NaN 3.125 2350 US10U caleb_strategy_v1 [-1] 1000 101.562 -7.8125 15.625 -0 NaN 7.8125 2347 GBP caleb_strategy_v1 [1] 62500 -528.125 -3.125 -6.25 -12.5 NaN -9.375 2351 GBP caleb_strategy_v1 [1] 62500 -534.375 -3.125 6.25 1.38778e-11 NaN 3.125 2353 VIX caleb_strategy_v1 [-1] 1000 -75 -25 -0 NaN NaN -25 2357 VIX caleb_strategy_v1 [-1] 1000 -125 -25 50 -0 NaN 25 2355 VIX caleb_strategy_v1 [-1] 1000 -125 -25 50 -0 NaN 25 2349 VIX caleb_strategy_v1 [-1] 1000 -75 -25 -0 -50 NaN -25 2348 RUSSELL caleb_strategy_v1 [-1] 5 -59.5 -0.5 -0.5 -1.5 NaN -1 2352 RUSSELL caleb_strategy_v1 [-1] 5 -56 -0.5 1 -1.13687e-12 NaN 0.5 2354 RUSSELL caleb_strategy_v1 [-1] 5 -55.75 -0.25 5 4.5 NaN 4.75 2356 RUSSELL caleb_strategy_v1 [-1] 5 -53.5 -0.5 -0.5 -1.5 NaN -1 2358 RUSSELL caleb_strategy_v1 [-1] 5 -55.25 -0.25 0.5 -0 NaN 0.25 2359 RUSSELL caleb_strategy_v1 [-1] 5 -54.25 -0.25 -1 -1.5 NaN -1.25 2360 RUSSELL caleb_strategy_v1 [-1] 5 -55 -0.5 1 -1.13687e-12 NaN 0.5 2361 RUSSELL caleb_strategy_v1 [-1] 5 -51.75 -0.25 0.5 -0 NaN 0.25 2362 RUSSELL caleb_strategy_v1 [-1] 5 -50.5 -0.5 1 -0 NaN 0.5 2363 RUSSELL caleb_strategy_v1 [-1] 5 -52 -0.5 -0 -1 NaN -0.5 2364 RUSSELL caleb_strategy_v1 [-1] 5 -51.75 -0.25 0.5 -0 NaN 0.25 2365 RUSSELL caleb_strategy_v1 [-1] 5 -51.75 -0.25 0.5 -0 NaN 0.25 2366 RUSSELL caleb_strategy_v1 [-1] 5 -52.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2367 RUSSELL caleb_strategy_v1 [-1] 5 -51 -0.5 1 -1.13687e-12 NaN 0.5 2368 RUSSELL caleb_strategy_v1 [-1] 5 -49.5 -0.5 -0 -1 NaN -0.5 2369 RUSSELL caleb_strategy_v1 [-1] 5 -50.75 -0.25 -0.5 -1 NaN -0.75 2370 RUSSELL caleb_strategy_v1 [-1] 5 -51 -0.5 -1 -2 NaN -1.5 2371 RUSSELL caleb_strategy_v1 [-1] 5 -51.25 -0.25 0.5 -0 NaN 0.25 2372 RUSSELL caleb_strategy_v1 [-1] 5 -50.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2373 RUSSELL caleb_strategy_v1 [-1] 5 -48 -0.5 1 -0 NaN 0.5 2374 RUSSELL caleb_strategy_v1 [-1] 5 -47.75 -0.25 0.5 -0 NaN 0.25 2375 RUSSELL caleb_strategy_v1 [-1] 5 -45.75 -0.25 -0.5 -1 NaN -0.75 2376 RUSSELL caleb_strategy_v1 [-1] 5 -45.5 -0.5 -0 -1 NaN -0.5 2377 RUSSELL caleb_strategy_v1 [-1] 5 -45.5 -0.5 -0 -1 NaN -0.5 2378 RUSSELL caleb_strategy_v1 [-1] 5 -45 -0.5 -1 -2 NaN -1.5 2379 RUSSELL caleb_strategy_v1 [-1] 5 -44.75 -0.25 -0.5 -1 NaN -0.75 2380 RUSSELL caleb_strategy_v1 [-1] 5 -44.75 -0.25 -0.5 -1 NaN -0.75 2381 RUSSELL caleb_strategy_v1 [-1] 5 -45 -0.5 1 -1.13687e-12 NaN 0.5 2382 RUSSELL caleb_strategy_v1 [-1] 5 -42 -0.5 -0 -1 NaN -0.5 2383 RUSSELL caleb_strategy_v1 [-1] 5 -42.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2384 RUSSELL caleb_strategy_v1 [-1] 5 -41.5 -0.5 -1.5 -2.5 NaN -2 2385 RUSSELL caleb_strategy_v1 [-1] 5 -43 -0.5 -0 -1 NaN -0.5 2386 RUSSELL caleb_strategy_v1 [-1] 5 -42.75 -0.25 -0.5 -1 NaN -0.75 2387 RUSSELL caleb_strategy_v1 [-1] 5 -42.25 -0.25 -0.5 -1 NaN -0.75 2388 RUSSELL caleb_strategy_v1 [-1] 5 -42 -0.5 -0 -1 NaN -0.5 2389 RUSSELL caleb_strategy_v1 [-1] 5 -42.5 -0.5 1 -1.13687e-12 NaN 0.5 2390 RUSSELL caleb_strategy_v1 [-1] 5 -40.5 -0.5 -0 -1 NaN -0.5 2391 RUSSELL caleb_strategy_v1 [-1] 5 -38.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2392 RUSSELL caleb_strategy_v1 [-1] 5 -36 -0.5 1 -1.13687e-12 NaN 0.5 2393 RUSSELL caleb_strategy_v1 [-1] 5 -36.5 -0.5 1 -0 NaN 0.5 2394 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 -0 -1 NaN -0.5 2395 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 -0 -1 NaN -0.5 2396 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 -1.5 -2 NaN -1.75 2397 RUSSELL caleb_strategy_v1 [-1] 5 -36 -0.5 -0 -1 NaN -0.5 2398 RUSSELL caleb_strategy_v1 [-1] 5 -36.5 -0.5 -0.5 -1.5 NaN -1 2399 RUSSELL caleb_strategy_v1 [-1] 5 -37 -0.5 -0 -1 NaN -0.5 2400 RUSSELL caleb_strategy_v1 [-1] 5 -38 -0.5 1 -0 NaN 0.5 2401 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 0.5 -0 NaN 0.25 2402 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 0.5 -0 NaN 0.25 2403 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 -0 -1 NaN -0.5 2404 RUSSELL caleb_strategy_v1 [-1] 5 -35.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2405 RUSSELL caleb_strategy_v1 [-1] 5 -34.75 -0.25 -0 -0.5 NaN -0.25 2406 RUSSELL caleb_strategy_v1 [-1] 5 -35.75 -0.25 -0.5 -1 NaN -0.75 2407 RUSSELL caleb_strategy_v1 [-1] 5 -36.25 -0.25 0.5 -0 NaN 0.25 2408 RUSSELL caleb_strategy_v1 [-1] 5 -35.5 -0.5 -0 -1 NaN -0.5 2409 RUSSELL caleb_strategy_v1 [-1] 5 -36.25 -0.25 0.5 -0 NaN 0.25 2410 RUSSELL caleb_strategy_v1 [-1] 5 -36 -0.5 1 -1.13687e-12 NaN 0.5 2411 RUSSELL caleb_strategy_v1 [-1] 5 -37.5 -0.5 0.5 -0.5 NaN 1.13687e-12 2412 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 0.5 -0 NaN 0.25 2413 RUSSELL caleb_strategy_v1 [-1] 5 -35.25 -0.25 1 0.5 NaN 0.75 2414 RUSSELL caleb_strategy_v1 [-1] 5 -33.25 -0.25 -0.5 -1 NaN -0.75 2415 RUSSELL caleb_strategy_v1 [-1] 5 -33.75 -0.25 -0.5 -1 NaN -0.75 2416 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 0.5 -0.5 NaN -1.13687e-12 2417 RUSSELL caleb_strategy_v1 [-1] 5 -36 -0.5 -0 -1 NaN -0.5 2418 RUSSELL caleb_strategy_v1 [-1] 5 -34.5 -0.5 -0.5 -1.5 NaN -1 2419 RUSSELL caleb_strategy_v1 [-1] 5 -35.5 -0.5 -0 -1 NaN -0.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BTP -16.481250 CAC -162.065625 DAX 11.536875 EUR -1378.125000 GASOILINE -1035.300000 GBP -1062.500000 GOLD_micro 48.500000 JPY 281.250000 PLAT -170.000000 RUSSELL -2827.500000 SP400 1305.000000 US10U 101.562500 US5 -27.343750 VIX -400.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 -5331.46625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BTP -5.493750 CAC -8.240625 DAX -2.746875 EUR -3.125000 GASOILINE -23.100000 GBP -6.250000 GOLD_micro -3.500000 JPY -6.250000 PLAT -15.000000 RUSSELL -25.500000 SP400 -25.000000 US10U -7.812500 US5 -3.906250 VIX -100.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -235.925 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BTP 0.00000 CAC -10.98750 DAX 7.69125 EUR 6.25000 GASOILINE 46.20000 GBP 0.00000 GOLD_micro -4.00000 JPY -0.00000 PLAT -10.00000 RUSSELL 13.50000 SP400 50.00000 US10U 15.62500 US5 -7.81300 VIX 100.00000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 206.46575 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BTP 0.000000e+00 CAC -2.197500e+01 DAX 2.197500e+00 EUR 0.000000e+00 GASOILINE -1.865175e-11 GBP -1.250000e+01 GOLD_micro -7.000000e+00 JPY -1.250000e+01 PLAT -4.000000e+01 RUSSELL -3.750000e+01 SP400 0.000000e+00 US10U -0.000000e+00 US5 -1.562550e+01 VIX -5.000000e+01 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -194.903 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BTP 0 CAC 0 DAX 0 EUR 0 GASOILINE 0 GBP 0 GOLD_micro 0 JPY 0 PLAT 0 RUSSELL 0 SP400 0 US10U 0 US5 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v1 BTP -5.493750 CAC -19.228125 DAX 4.944375 EUR 3.125000 GASOILINE 23.100000 GBP -6.250000 GOLD_micro -7.500000 JPY -6.250000 PLAT -25.000000 RUSSELL -12.000000 SP400 25.000000 US10U 7.812500 US5 -11.719250 VIX 0.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -29.45925 ******************************************************************************** END OF REPORT ********************************************************************************