******************************************************************************** Trades report report produced on 02/05/2023 21:37 from 01/05/2023 21:37 to 02/05/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 2462 BITCOIN caleb_strategy_v1 [20230500] 2023-05-02 15:00:01 [-1] 28100.000000 2467 BITCOIN caleb_strategy_v1 [20230500] 2023-05-02 15:00:22 [-1] 28140.000000 2455 BUND caleb_strategy_v1 [20230600] 2023-05-02 08:00:05 [-1] 134.760000 2452 CAC caleb_strategy_v1 [20230500] 2023-05-02 08:00:02 [-1] 7457.500000 2459 CRUDE_W caleb_strategy_v1 [20231200] 2023-05-02 14:00:01 [-1] 72.580000 2456 DAX caleb_strategy_v1 [20230600] 2023-05-02 08:00:07 [-1] 16059.000000 2457 DAX caleb_strategy_v1 [20230600] 2023-05-02 08:00:10 [-1] 16059.000000 2453 DAX caleb_strategy_v1 [20230600] 2023-05-02 08:00:03 [-1] 16062.000000 2454 EUROSTX caleb_strategy_v1 [20230600] 2023-05-02 08:00:04 [-1] 4328.000000 2464 GBP caleb_strategy_v1 [20230600] 2023-05-02 15:00:02 [-1] 1.245800 2461 GOLD_micro caleb_strategy_v1 [20230600] 2023-05-02 14:00:07 [-1] 1994.600000 2460 GOLD_micro caleb_strategy_v1 [20230600] 2023-05-02 14:00:04 [-1] 1994.500000 2516 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:05 [1] 1751.200000 2517 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:07 [1] 1750.800000 2515 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:02 [1] 1751.000000 2514 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:00 [1] 1751.000000 2513 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:58 [1] 1751.400000 2512 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:56 [1] 1751.800000 2511 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:54 [1] 1751.300000 2505 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:41 [1] 1752.500000 2509 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:49 [1] 1751.700000 2508 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:47 [1] 1752.300000 2507 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:45 [1] 1752.300000 2506 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:43 [1] 1752.500000 2518 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:10 [1] 1750.900000 2504 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:39 [1] 1752.200000 2503 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:37 [1] 1752.300000 2510 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:52 [1] 1751.300000 2519 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:12 [1] 1750.700000 2525 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:27 [1] 1751.100000 2521 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:17 [1] 1750.500000 2537 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:55 [1] 1751.200000 2536 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:53 [1] 1751.700000 2535 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:51 [1] 1751.600000 2534 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:48 [1] 1751.800000 2533 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:46 [1] 1751.700000 2532 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:43 [1] 1752.000000 2531 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:41 [1] 1751.700000 2520 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:14 [1] 1750.700000 2530 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:38 [1] 1751.700000 2528 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:34 [1] 1751.700000 2527 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:31 [1] 1751.900000 2526 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:29 [1] 1751.400000 2502 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:35 [1] 1752.000000 2524 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:24 [1] 1750.800000 2523 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:22 [1] 1750.700000 2522 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:19 [1] 1750.200000 2529 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:03:36 [1] 1751.900000 2501 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:33 [1] 1752.000000 2495 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:18 [1] 1751.300000 2499 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:28 [1] 1751.900000 2463 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:00:02 [1] 1753.900000 2468 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:00:23 [1] 1754.400000 2470 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:12 [1] 1753.500000 2472 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:23 [1] 1753.400000 2473 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:25 [1] 1752.200000 2474 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:27 [1] 1752.300000 2475 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:29 [1] 1752.200000 2476 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:31 [1] 1752.100000 2477 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:33 [1] 1752.200000 2478 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:36 [1] 1751.700000 2479 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:38 [1] 1751.900000 2480 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:40 [1] 1751.300000 2500 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:31 [1] 1752.400000 2482 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:44 [1] 1750.800000 2483 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:46 [1] 1750.600000 2481 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:41 [1] 1750.700000 2485 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:50 [1] 1751.000000 2486 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:54 [1] 1751.200000 2487 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:00 [1] 1750.500000 2488 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:03 [1] 1751.200000 2489 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:05 [1] 1751.100000 2490 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:07 [1] 1751.300000 2491 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:09 [1] 1751.300000 2492 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:12 [1] 1751.700000 2493 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:14 [1] 1751.700000 2494 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:16 [1] 1751.700000 2484 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:01:47 [1] 1751.000000 2496 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:21 [1] 1751.300000 2497 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:23 [1] 1751.700000 2498 RUSSELL caleb_strategy_v1 [20230600] 2023-05-02 15:02:26 [1] 1751.600000 2538 SOYMEAL caleb_strategy_v1 [20230800] 2023-05-02 15:30:07 [-1] 426.000000 2458 SUGAR11 caleb_strategy_v1 [20230700] 2023-05-02 14:00:00 [1] 25.960000 2465 US5 caleb_strategy_v1 [20230600] 2023-05-02 15:00:03 [-1] 109.640625 2469 VIX caleb_strategy_v1 [20230700] 2023-05-02 15:00:23 [1] 22.800000 2466 VIX caleb_strategy_v1 [20230700] 2023-05-02 15:00:19 [1] 22.800000 2471 VIX caleb_strategy_v1 [20230700] 2023-05-02 15:01:19 [1] 22.900000 2539 WHEAT caleb_strategy_v1 [20231200] 2023-05-02 15:30:24 [-1] 644.250000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 2452 CAC caleb_strategy_v1 2023-04-28 2023-05-02 08:00:02.136 2023-05-02 08:00:02 374402 NaN 2454 EUROSTX caleb_strategy_v1 2023-04-28 2023-05-02 08:00:04.484 2023-05-02 08:00:04 374404 NaN 2455 BUND caleb_strategy_v1 2023-04-28 2023-05-02 08:00:05.539 2023-05-02 08:00:05 374406 NaN 2456 DAX caleb_strategy_v1 2023-04-28 2023-05-02 08:00:07.374 2023-05-02 08:00:07 374407 NaN 2457 DAX caleb_strategy_v1 2023-04-28 2023-05-02 08:00:09.633 2023-05-02 08:00:10 374410 0.367 2453 DAX caleb_strategy_v1 2023-04-28 2023-05-02 08:00:03.433 2023-05-02 08:00:03 374403 NaN 2458 SUGAR11 caleb_strategy_v1 2023-05-01 2023-05-02 14:00:00.776 2023-05-02 14:00:00 136801 NaN 2459 CRUDE_W caleb_strategy_v1 2023-05-01 2023-05-02 14:00:01.709 2023-05-02 14:00:01 136802 NaN 2460 GOLD_micro caleb_strategy_v1 2023-05-01 2023-05-02 14:00:04.000 2023-05-02 14:00:04 136804 0 2461 GOLD_micro caleb_strategy_v1 2023-05-01 2023-05-02 14:00:06.574 2023-05-02 14:00:07 136807 0.426 2464 GBP caleb_strategy_v1 2023-05-01 2023-05-02 15:00:02.579 2023-05-02 15:00:02 140403 NaN 2465 US5 caleb_strategy_v1 2023-05-01 2023-05-02 15:00:03.333 2023-05-02 15:00:03 140403 NaN 2467 BITCOIN caleb_strategy_v1 2023-05-01 2023-05-02 15:00:20.717 2023-05-02 15:00:22 140421 1.283 2462 BITCOIN caleb_strategy_v1 2023-05-01 2023-05-02 15:00:00.744 2023-05-02 15:00:01 140401 0.256 2466 VIX caleb_strategy_v1 2023-05-01 2023-05-02 15:00:04.377 2023-05-02 15:00:19 140404 14.623 2469 VIX caleb_strategy_v1 2023-05-01 2023-05-02 15:00:23.480 2023-05-02 15:00:23 140423 NaN 2471 VIX caleb_strategy_v1 2023-05-01 2023-05-02 15:01:13.056 2023-05-02 15:01:19 140473 5.944 2463 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:00:01.845 2023-05-02 15:00:02 140402 0.155 2468 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:00:22.637 2023-05-02 15:00:23 140423 0.363 2470 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:12.601 2023-05-02 15:01:12 140473 NaN 2472 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:21.616 2023-05-02 15:01:23 140482 1.384 2473 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:25.021 2023-05-02 15:01:25 140485 NaN 2474 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:27.050 2023-05-02 15:01:27 140487 NaN 2475 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:29.257 2023-05-02 15:01:29 140489 NaN 2476 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:31.625 2023-05-02 15:01:31 140492 NaN 2477 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:33.763 2023-05-02 15:01:33 140494 NaN 2478 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:35.729 2023-05-02 15:01:36 140496 0.271 2479 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:37.853 2023-05-02 15:01:38 140498 0.147 2480 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:40.061 2023-05-02 15:01:40 140500 NaN 2481 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:41.825 2023-05-02 15:01:41 140502 NaN 2482 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:43.847 2023-05-02 15:01:44 140504 0.153 2483 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:45.870 2023-05-02 15:01:46 140506 0.13 2484 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:47.717 2023-05-02 15:01:47 140508 NaN 2485 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:50.049 2023-05-02 15:01:50 140510 NaN 2486 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:01:54.553 2023-05-02 15:01:54 140515 NaN 2487 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:00.536 2023-05-02 15:02:00 140521 NaN 2488 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:02.650 2023-05-02 15:02:03 140523 0.35 2489 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:05.373 2023-05-02 15:02:05 140525 NaN 2490 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:07.309 2023-05-02 15:02:07 140527 NaN 2491 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:09.594 2023-05-02 15:02:09 140530 NaN 2492 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:11.957 2023-05-02 15:02:12 140532 0.043 2493 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:14.210 2023-05-02 15:02:14 140534 NaN 2494 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:16.123 2023-05-02 15:02:16 140536 NaN 2495 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:18.195 2023-05-02 15:02:18 140538 NaN 2496 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:20.352 2023-05-02 15:02:21 140540 0.648 2497 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:23.405 2023-05-02 15:02:23 140543 NaN 2498 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:25.938 2023-05-02 15:02:26 140546 0.062 2499 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:28.286 2023-05-02 15:02:28 140548 NaN 2500 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:30.349 2023-05-02 15:02:31 140550 0.651 2501 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:33.009 2023-05-02 15:02:33 140553 NaN 2502 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:35.025 2023-05-02 15:02:35 140555 NaN 2503 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:37.089 2023-05-02 15:02:37 140557 NaN 2504 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:39.413 2023-05-02 15:02:39 140559 NaN 2505 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:41.245 2023-05-02 15:02:41 140561 NaN 2506 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:43.185 2023-05-02 15:02:43 140563 NaN 2507 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:45.058 2023-05-02 15:02:45 140565 NaN 2508 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:47.720 2023-05-02 15:02:47 140568 NaN 2509 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:49.822 2023-05-02 15:02:49 140570 NaN 2510 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:51.812 2023-05-02 15:02:52 140572 0.188 2511 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:54.013 2023-05-02 15:02:54 140574 NaN 2512 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:56.310 2023-05-02 15:02:56 140576 NaN 2513 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:02:58.637 2023-05-02 15:02:58 140579 NaN 2514 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:00.757 2023-05-02 15:03:00 140581 NaN 2515 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:02.781 2023-05-02 15:03:02 140583 NaN 2516 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:05.203 2023-05-02 15:03:05 140585 NaN 2517 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:07.552 2023-05-02 15:03:07 140588 NaN 2518 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:09.922 2023-05-02 15:03:10 140590 0.078 2519 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:12.081 2023-05-02 15:03:12 140592 NaN 2520 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:14.424 2023-05-02 15:03:14 140594 NaN 2521 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:16.861 2023-05-02 15:03:17 140597 0.139 2522 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:19.041 2023-05-02 15:03:19 140599 NaN 2523 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:21.425 2023-05-02 15:03:22 140601 0.575 2524 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:24.554 2023-05-02 15:03:24 140605 NaN 2525 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:26.832 2023-05-02 15:03:27 140607 0.168 2526 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:28.854 2023-05-02 15:03:29 140609 0.146 2527 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:31.588 2023-05-02 15:03:31 140612 NaN 2528 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:33.972 2023-05-02 15:03:34 140614 0.028 2529 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:36.245 2023-05-02 15:03:36 140616 NaN 2530 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:38.439 2023-05-02 15:03:38 140618 NaN 2531 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:40.558 2023-05-02 15:03:41 140621 0.442 2532 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:43.091 2023-05-02 15:03:43 140623 NaN 2533 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:45.514 2023-05-02 15:03:46 140626 0.486 2534 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:48.342 2023-05-02 15:03:48 140628 NaN 2535 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:50.810 2023-05-02 15:03:51 140631 0.19 2536 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:53.059 2023-05-02 15:03:53 140633 NaN 2537 RUSSELL caleb_strategy_v1 2023-05-01 2023-05-02 15:03:55.346 2023-05-02 15:03:55 140635 NaN 2538 SOYMEAL caleb_strategy_v1 2023-05-01 2023-05-02 15:30:01.088 2023-05-02 15:30:07 142201 5.912 2539 WHEAT caleb_strategy_v1 2023-05-01 2023-05-02 15:30:08.493 2023-05-02 15:30:24 142208 15.507 ======================================================================================================================================================================================================================================= 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 2452 CAC caleb_strategy_v1 [-1] 7464 None 7456.75 7456.5 7457 7457 7457.5 -7.25 -0.25 1 0.5 NaN 0.75 2454 EUROSTX caleb_strategy_v1 [-1] 4320 None 4327.5 4327 4328 4328 4328 7.5 -0.5 1 -0 NaN 0.5 2455 BUND caleb_strategy_v1 [-1] 135.56 None 134.755 134.75 134.76 134.76 134.76 -0.805 -0.005 0.01 -0 NaN 0.005 2456 DAX caleb_strategy_v1 [-1] 16022 None 16062 16061 16063 16063 16059 40 -1 -2 -4 NaN -3 2457 DAX caleb_strategy_v1 [-1] 16022 None 16058 16057 16059 16059 16059 36 -1 2 -0 NaN 1 2453 DAX caleb_strategy_v1 [-1] 16022 None 16064 16063 16065 16065 16062 42 -1 -1 -3 NaN -2 2458 SUGAR11 caleb_strategy_v1 [1] 25.52 None 25.955 25.96 25.95 25.95 25.96 -0.435 -0.005 0 -0.01 NaN -0.005 2459 CRUDE_W caleb_strategy_v1 [-1] 73.14 None 72.59 72.58 72.6 NaN 72.58 -0.55 -0.01 -0 NaN NaN -0.01 2460 GOLD_micro caleb_strategy_v1 [-1] 1989.4 None 1994.65 1994.6 1994.7 1994.7 1994.5 5.25 -0.05 -0.1 -0.2 NaN -0.15 2461 GOLD_micro caleb_strategy_v1 [-1] 1989.4 None 1994.65 1994.6 1994.7 1994.7 1994.6 5.25 -0.05 -0 -0.1 NaN -0.05 2464 GBP caleb_strategy_v1 [-1] 1.2499 None 1.2457 1.2456 1.2458 1.2458 1.2458 -0.0042 -0.0001 0.0002 -0 NaN 0.0001 2465 US5 caleb_strategy_v1 [-1] 109.312 None 109.637 109.633 109.641 109.641 109.641 0.324219 -0.00390625 0.0078125 -0 NaN 0.00390625 2467 BITCOIN caleb_strategy_v1 [-1] 28210 None 28152.5 28150 28155 28155 28140 -57.5 -2.5 -10 -15 NaN -12.5 2462 BITCOIN caleb_strategy_v1 [-1] 28210 None 28095 28090 28100 28100 28100 -115 -5 10 -0 NaN 5 2466 VIX caleb_strategy_v1 [1] 22.4 None 22.825 22.85 22.8 22.8 22.8 -0.425 -0.025 0.05 0 NaN 0.025 2469 VIX caleb_strategy_v1 [1] 22.4 None 22.775 22.8 22.75 22.75 22.8 -0.375 -0.025 0 -0.05 NaN -0.025 2471 VIX caleb_strategy_v1 [1] 22.4 None 22.825 22.85 22.8 22.8 22.9 -0.425 -0.025 -0.05 -0.1 NaN -0.075 2463 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1754.05 1754.2 1753.9 1753.9 1753.9 18.45 -0.15 0.3 0 NaN 0.15 2468 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1754.55 1754.7 1754.4 1754.4 1754.4 17.95 -0.15 0.3 0 NaN 0.15 2470 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1753.6 1753.7 1753.5 1753.5 1753.5 18.9 -0.1 0.2 0 NaN 0.1 2472 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1753.45 1753.5 1753.4 1753.4 1753.4 19.05 -0.05 0.1 0 NaN 0.05 2473 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.3 1752.4 1752.2 1752.2 1752.2 20.2 -0.1 0.2 0 NaN 0.1 2474 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752 1752.1 1751.9 1751.9 1752.3 20.5 -0.1 -0.2 -0.4 NaN -0.3 2475 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.95 1752 1751.9 1751.9 1752.2 20.55 -0.05 -0.2 -0.3 NaN -0.25 2476 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.2 1752.3 1752.1 1752.1 1752.1 20.3 -0.1 0.2 2.27374e-13 NaN 0.1 2477 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.25 1752.3 1752.2 1752.2 1752.2 20.25 -0.05 0.1 0 NaN 0.05 2478 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.8 1751.9 1751.7 1751.7 1751.7 20.7 -0.1 0.2 0 NaN 0.1 2479 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.55 1751.6 1751.5 1751.5 1751.9 20.95 -0.05 -0.3 -0.4 NaN -0.35 2480 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.35 1751.4 1751.3 1751.3 1751.3 21.15 -0.05 0.1 2.27374e-13 NaN 0.05 2481 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.8 1750.9 1750.7 1750.7 1750.7 21.7 -0.1 0.2 0 NaN 0.1 2482 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.7 1750.8 1750.6 1750.6 1750.8 21.8 -0.1 0 -0.2 NaN -0.1 2483 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.65 1750.7 1750.6 1750.6 1750.6 21.85 -0.05 0.1 2.27374e-13 NaN 0.05 2484 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.05 1751.1 1751 1751 1751 21.45 -0.05 0.1 0 NaN 0.05 2485 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.85 1750.9 1750.8 1750.8 1751 21.65 -0.05 -0.1 -0.2 NaN -0.15 2486 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.25 1751.3 1751.2 1751.2 1751.2 21.25 -0.05 0.1 0 NaN 0.05 2487 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.25 1750.3 1750.2 1750.2 1750.5 22.25 -0.05 -0.2 -0.3 NaN -0.25 2488 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.9 1751 1750.8 1750.8 1751.2 21.6 -0.1 -0.2 -0.4 NaN -0.3 2489 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.15 1751.2 1751.1 1751.1 1751.1 21.35 -0.05 0.1 2.27374e-13 NaN 0.05 2490 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.4 1751.5 1751.3 1751.3 1751.3 21.1 -0.1 0.2 2.27374e-13 NaN 0.1 2491 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.2 1751.3 1751.1 1751.1 1751.3 21.3 -0.1 0 -0.2 NaN -0.1 2492 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.75 1751.8 1751.7 1751.7 1751.7 20.75 -0.05 0.1 0 NaN 0.05 2493 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.8 1751.9 1751.7 1751.7 1751.7 20.7 -0.1 0.2 0 NaN 0.1 2494 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.55 1751.6 1751.5 NaN 1751.7 20.95 -0.05 -0.1 NaN NaN -0.15 2495 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.4 1751.5 1751.3 1751.3 1751.3 21.1 -0.1 0.2 2.27374e-13 NaN 0.1 2496 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.2 1751.3 1751.1 1751.1 1751.3 21.3 -0.1 0 -0.2 NaN -0.1 2497 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.55 1751.6 1751.5 1751.5 1751.7 20.95 -0.05 -0.1 -0.2 NaN -0.15 2498 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.25 1751.3 1751.2 1751.2 1751.6 21.25 -0.05 -0.3 -0.4 NaN -0.35 2499 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.75 1751.8 1751.7 1751.7 1751.9 20.75 -0.05 -0.1 -0.2 NaN -0.15 2500 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.2 1752.3 1752.1 1752.1 1752.4 20.3 -0.1 -0.1 -0.3 NaN -0.2 2501 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.1 1752.2 1752 1752 1752 20.4 -0.1 0.2 0 NaN 0.1 2502 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.85 1751.9 1751.8 1751.8 1752 20.65 -0.05 -0.1 -0.2 NaN -0.15 2503 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752 1752.1 1751.9 1751.9 1752.3 20.5 -0.1 -0.2 -0.4 NaN -0.3 2504 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.3 1752.4 1752.2 1752.2 1752.2 20.2 -0.1 0.2 0 NaN 0.1 2505 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.6 1752.7 1752.5 1752.5 1752.5 19.9 -0.1 0.2 0 NaN 0.1 2506 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.4 1752.5 1752.3 1752.3 1752.5 20.1 -0.1 0 -0.2 NaN -0.1 2507 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.15 1752.2 1752.1 1752.1 1752.3 20.35 -0.05 -0.1 -0.2 NaN -0.15 2508 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1752.35 1752.4 1752.3 1752.3 1752.3 20.15 -0.05 0.1 2.27374e-13 NaN 0.05 2509 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.75 1751.8 1751.7 1751.7 1751.7 20.75 -0.05 0.1 0 NaN 0.05 2510 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.4 1751.5 1751.3 1751.3 1751.3 21.1 -0.1 0.2 2.27374e-13 NaN 0.1 2511 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.1 1751.2 1751 1751 1751.3 21.4 -0.1 -0.1 -0.3 NaN -0.2 2512 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.5 1751.6 1751.4 1751.4 1751.8 21 -0.1 -0.2 -0.4 NaN -0.3 2513 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.45 1751.5 1751.4 1751.4 1751.4 21.05 -0.05 0.1 0 NaN 0.05 2514 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.15 1751.2 1751.1 1751.1 1751 21.35 -0.05 0.2 0.1 NaN 0.15 2515 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.05 1751.1 1751 1751 1751 21.45 -0.05 0.1 0 NaN 0.05 2516 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.25 1751.3 1751.2 1751.2 1751.2 21.25 -0.05 0.1 0 NaN 0.05 2517 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.9 1751 1750.8 1750.8 1750.8 21.6 -0.1 0.2 2.27374e-13 NaN 0.1 2518 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.65 1750.7 1750.6 1750.6 1750.9 21.85 -0.05 -0.2 -0.3 NaN -0.25 2519 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.4 1750.5 1750.3 1750.3 1750.7 22.1 -0.1 -0.2 -0.4 NaN -0.3 2520 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.7 1750.8 1750.6 1750.6 1750.7 21.8 -0.1 0.1 -0.1 NaN -2.27374e-13 2521 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.55 1750.6 1750.5 1750.5 1750.5 21.95 -0.05 0.1 0 NaN 0.05 2522 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.25 1750.3 1750.2 1750.2 1750.2 22.25 -0.05 0.1 0 NaN 0.05 2523 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.25 1750.3 1750.2 1750.2 1750.7 22.25 -0.05 -0.4 -0.5 NaN -0.45 2524 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.85 1750.9 1750.8 1750.8 1750.8 21.65 -0.05 0.1 2.27374e-13 NaN 0.05 2525 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1750.9 1751 1750.8 1750.8 1751.1 21.6 -0.1 -0.1 -0.3 NaN -0.2 2526 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751 1751.1 1750.9 1750.9 1751.4 21.5 -0.1 -0.3 -0.5 NaN -0.4 2527 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.95 1752 1751.9 1751.9 1751.9 20.55 -0.05 0.1 0 NaN 0.05 2528 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.5 1751.6 1751.4 1751.4 1751.7 21 -0.1 -0.1 -0.3 NaN -0.2 2529 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.95 1752 1751.9 1751.9 1751.9 20.55 -0.05 0.1 0 NaN 0.05 2530 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.55 1751.6 1751.5 1751.5 1751.7 20.95 -0.05 -0.1 -0.2 NaN -0.15 2531 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.8 1751.9 1751.7 1751.7 1751.7 20.7 -0.1 0.2 0 NaN 0.1 2532 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.9 1752 1751.8 1751.8 1752 20.6 -0.1 0 -0.2 NaN -0.1 2533 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.75 1751.8 1751.7 1751.7 1751.7 20.75 -0.05 0.1 0 NaN 0.05 2534 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.6 1751.7 1751.5 1751.5 1751.8 20.9 -0.1 -0.1 -0.3 NaN -0.2 2535 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.5 1751.6 1751.4 1751.4 1751.6 21 -0.1 0 -0.2 NaN -0.1 2536 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.6 1751.7 1751.5 1751.5 1751.7 20.9 -0.1 0 -0.2 NaN -0.1 2537 RUSSELL caleb_strategy_v1 [1] 1772.5 None 1751.3 1751.4 1751.2 1751.2 1751.2 21.2 -0.1 0.2 0 NaN 0.1 2538 SOYMEAL caleb_strategy_v1 [-1] 427.3 None 426.15 426.1 426.2 426.2 426 -1.15 -0.05 -0.1 -0.2 NaN -0.15 2539 WHEAT caleb_strategy_v1 [-1] 647.5 None 644.625 644.5 644.75 644.75 644.25 -2.875 -0.125 -0.25 -0.5 NaN -0.375 ================================================================================================================================================================ 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 2452 CAC caleb_strategy_v1 [-1] 1017.37 -71.2625 -2.45733 9.8293 4.91465 NaN 7.37198 2454 EUROSTX caleb_strategy_v1 [-1] 632.089 118.654 -7.91028 15.8206 -0 NaN 7.91028 2455 BUND caleb_strategy_v1 [-1] 14.6075 -551.086 -3.42289 6.84579 -0 NaN 3.42289 2456 DAX caleb_strategy_v1 [-1] 2231.35 179.264 -4.48159 -8.96318 -17.9264 NaN -13.4448 2457 DAX caleb_strategy_v1 [-1] 2231.35 161.337 -4.48159 8.96318 -0 NaN 4.48159 2453 DAX caleb_strategy_v1 [-1] 2231.35 188.227 -4.48159 -4.48159 -13.4448 NaN -8.96318 2458 SUGAR11 caleb_strategy_v1 [1] 6.46826 -672.514 -7.73005 0 -15.4601 NaN -7.73005 2459 CRUDE_W caleb_strategy_v1 [-1] 25.651 -214.417 -3.89849 -0 NaN NaN -3.89849 2460 GOLD_micro caleb_strategy_v1 [-1] 286.176 183.454 -1.74718 -3.49435 -6.98871 NaN -5.24153 2461 GOLD_micro caleb_strategy_v1 [-1] 286.176 183.454 -1.74718 -0 -3.49435 NaN -1.74718 2464 GBP caleb_strategy_v1 [-1] 0.104635 -401.397 -9.55708 19.1142 -0 NaN 9.55708 2465 US5 caleb_strategy_v1 [-1] 7.02549 461.489 -5.56011 11.1202 -0 NaN 5.56011 2467 BITCOIN caleb_strategy_v1 [-1] 17858.2 -32.1981 -1.39992 -5.59967 -8.39951 NaN -6.99959 2462 BITCOIN caleb_strategy_v1 [-1] 17858.2 -64.3963 -2.79984 5.59967 -0 NaN 2.79984 2466 VIX caleb_strategy_v1 [1] 9.79503 -433.893 -25.5231 51.0463 0 NaN 25.5231 2469 VIX caleb_strategy_v1 [1] 9.79503 -382.847 -25.5231 0 -51.0463 NaN -25.5231 2471 VIX caleb_strategy_v1 [1] 9.79503 -433.893 -25.5231 -51.0463 -102.093 NaN -76.5694 2463 RUSSELL caleb_strategy_v1 [1] 385.415 478.705 -3.89191 7.78382 0 NaN 3.89191 2468 RUSSELL caleb_strategy_v1 [1] 385.415 465.732 -3.89191 7.78382 0 NaN 3.89191 2470 RUSSELL caleb_strategy_v1 [1] 385.415 490.38 -2.59461 5.18921 0 NaN 2.59461 2472 RUSSELL caleb_strategy_v1 [1] 385.415 494.272 -1.2973 2.59461 0 NaN 1.2973 2473 RUSSELL caleb_strategy_v1 [1] 385.415 524.11 -2.59461 5.18921 0 NaN 2.59461 2474 RUSSELL caleb_strategy_v1 [1] 385.415 531.894 -2.59461 -5.18921 -10.3784 NaN -7.78382 2475 RUSSELL caleb_strategy_v1 [1] 385.415 533.191 -1.2973 -5.18921 -7.78382 NaN -6.48651 2476 RUSSELL caleb_strategy_v1 [1] 385.415 526.705 -2.59461 5.18921 5.89945e-12 NaN 2.59461 2477 RUSSELL caleb_strategy_v1 [1] 385.415 525.408 -1.2973 2.59461 0 NaN 1.2973 2478 RUSSELL caleb_strategy_v1 [1] 385.415 537.083 -2.59461 5.18921 0 NaN 2.59461 2479 RUSSELL caleb_strategy_v1 [1] 385.415 543.57 -1.2973 -7.78382 -10.3784 NaN -9.08112 2480 RUSSELL caleb_strategy_v1 [1] 385.415 548.759 -1.2973 2.59461 5.89945e-12 NaN 1.2973 2481 RUSSELL caleb_strategy_v1 [1] 385.415 563.029 -2.59461 5.18921 0 NaN 2.59461 2482 RUSSELL caleb_strategy_v1 [1] 385.415 565.624 -2.59461 0 -5.18921 NaN -2.59461 2483 RUSSELL caleb_strategy_v1 [1] 385.415 566.921 -1.2973 2.59461 5.89945e-12 NaN 1.2973 2484 RUSSELL caleb_strategy_v1 [1] 385.415 556.543 -1.2973 2.59461 0 NaN 1.2973 2485 RUSSELL caleb_strategy_v1 [1] 385.415 561.732 -1.2973 -2.59461 -5.18921 NaN -3.89191 2486 RUSSELL caleb_strategy_v1 [1] 385.415 551.354 -1.2973 2.59461 0 NaN 1.2973 2487 RUSSELL caleb_strategy_v1 [1] 385.415 577.3 -1.2973 -5.18921 -7.78382 NaN -6.48651 2488 RUSSELL caleb_strategy_v1 [1] 385.415 560.435 -2.59461 -5.18921 -10.3784 NaN -7.78382 2489 RUSSELL caleb_strategy_v1 [1] 385.415 553.948 -1.2973 2.59461 5.89945e-12 NaN 1.2973 2490 RUSSELL caleb_strategy_v1 [1] 385.415 547.462 -2.59461 5.18921 5.89945e-12 NaN 2.59461 2491 RUSSELL caleb_strategy_v1 [1] 385.415 552.651 -2.59461 0 -5.18921 NaN -2.59461 2492 RUSSELL caleb_strategy_v1 [1] 385.415 538.381 -1.2973 2.59461 0 NaN 1.2973 2493 RUSSELL caleb_strategy_v1 [1] 385.415 537.083 -2.59461 5.18921 0 NaN 2.59461 2494 RUSSELL caleb_strategy_v1 [1] 385.415 543.57 -1.2973 -2.59461 NaN NaN -3.89191 2495 RUSSELL caleb_strategy_v1 [1] 385.415 547.462 -2.59461 5.18921 5.89945e-12 NaN 2.59461 2496 RUSSELL caleb_strategy_v1 [1] 385.415 552.651 -2.59461 0 -5.18921 NaN -2.59461 2497 RUSSELL caleb_strategy_v1 [1] 385.415 543.57 -1.2973 -2.59461 -5.18921 NaN -3.89191 2498 RUSSELL caleb_strategy_v1 [1] 385.415 551.354 -1.2973 -7.78382 -10.3784 NaN -9.08112 2499 RUSSELL caleb_strategy_v1 [1] 385.415 538.381 -1.2973 -2.59461 -5.18921 NaN -3.89191 2500 RUSSELL caleb_strategy_v1 [1] 385.415 526.705 -2.59461 -2.59461 -7.78382 NaN -5.18921 2501 RUSSELL caleb_strategy_v1 [1] 385.415 529.299 -2.59461 5.18921 0 NaN 2.59461 2502 RUSSELL caleb_strategy_v1 [1] 385.415 535.786 -1.2973 -2.59461 -5.18921 NaN -3.89191 2503 RUSSELL caleb_strategy_v1 [1] 385.415 531.894 -2.59461 -5.18921 -10.3784 NaN -7.78382 2504 RUSSELL caleb_strategy_v1 [1] 385.415 524.11 -2.59461 5.18921 0 NaN 2.59461 2505 RUSSELL caleb_strategy_v1 [1] 385.415 516.326 -2.59461 5.18921 0 NaN 2.59461 2506 RUSSELL caleb_strategy_v1 [1] 385.415 521.516 -2.59461 0 -5.18921 NaN -2.59461 2507 RUSSELL caleb_strategy_v1 [1] 385.415 528.002 -1.2973 -2.59461 -5.18921 NaN -3.89191 2508 RUSSELL caleb_strategy_v1 [1] 385.415 522.813 -1.2973 2.59461 5.89945e-12 NaN 1.2973 2509 RUSSELL caleb_strategy_v1 [1] 385.415 538.381 -1.2973 2.59461 0 NaN 1.2973 2510 RUSSELL caleb_strategy_v1 [1] 385.415 547.462 -2.59461 5.18921 5.89945e-12 NaN 2.59461 2511 RUSSELL caleb_strategy_v1 [1] 385.415 555.245 -2.59461 -2.59461 -7.78382 NaN -5.18921 2512 RUSSELL caleb_strategy_v1 [1] 385.415 544.867 -2.59461 -5.18921 -10.3784 NaN -7.78382 2513 RUSSELL caleb_strategy_v1 [1] 385.415 546.164 -1.2973 2.59461 0 NaN 1.2973 2514 RUSSELL caleb_strategy_v1 [1] 385.415 553.948 -1.2973 5.18921 2.59461 NaN 3.89191 2515 RUSSELL caleb_strategy_v1 [1] 385.415 556.543 -1.2973 2.59461 0 NaN 1.2973 2516 RUSSELL caleb_strategy_v1 [1] 385.415 551.354 -1.2973 2.59461 0 NaN 1.2973 2517 RUSSELL caleb_strategy_v1 [1] 385.415 560.435 -2.59461 5.18921 5.89945e-12 NaN 2.59461 2518 RUSSELL caleb_strategy_v1 [1] 385.415 566.921 -1.2973 -5.18921 -7.78382 NaN -6.48651 2519 RUSSELL caleb_strategy_v1 [1] 385.415 573.408 -2.59461 -5.18921 -10.3784 NaN -7.78382 2520 RUSSELL caleb_strategy_v1 [1] 385.415 565.624 -2.59461 2.59461 -2.59461 NaN -5.89945e-12 2521 RUSSELL caleb_strategy_v1 [1] 385.415 569.516 -1.2973 2.59461 0 NaN 1.2973 2522 RUSSELL caleb_strategy_v1 [1] 385.415 577.3 -1.2973 2.59461 0 NaN 1.2973 2523 RUSSELL caleb_strategy_v1 [1] 385.415 577.3 -1.2973 -10.3784 -12.973 NaN -11.6757 2524 RUSSELL caleb_strategy_v1 [1] 385.415 561.732 -1.2973 2.59461 5.89945e-12 NaN 1.2973 2525 RUSSELL caleb_strategy_v1 [1] 385.415 560.435 -2.59461 -2.59461 -7.78382 NaN -5.18921 2526 RUSSELL caleb_strategy_v1 [1] 385.415 557.84 -2.59461 -7.78382 -12.973 NaN -10.3784 2527 RUSSELL caleb_strategy_v1 [1] 385.415 533.191 -1.2973 2.59461 0 NaN 1.2973 2528 RUSSELL caleb_strategy_v1 [1] 385.415 544.867 -2.59461 -2.59461 -7.78382 NaN -5.18921 2529 RUSSELL caleb_strategy_v1 [1] 385.415 533.191 -1.2973 2.59461 0 NaN 1.2973 2530 RUSSELL caleb_strategy_v1 [1] 385.415 543.57 -1.2973 -2.59461 -5.18921 NaN -3.89191 2531 RUSSELL caleb_strategy_v1 [1] 385.415 537.083 -2.59461 5.18921 0 NaN 2.59461 2532 RUSSELL caleb_strategy_v1 [1] 385.415 534.489 -2.59461 0 -5.18921 NaN -2.59461 2533 RUSSELL caleb_strategy_v1 [1] 385.415 538.381 -1.2973 2.59461 0 NaN 1.2973 2534 RUSSELL caleb_strategy_v1 [1] 385.415 542.272 -2.59461 -2.59461 -7.78382 NaN -5.18921 2535 RUSSELL caleb_strategy_v1 [1] 385.415 544.867 -2.59461 0 -5.18921 NaN -2.59461 2536 RUSSELL caleb_strategy_v1 [1] 385.415 542.272 -2.59461 0 -5.18921 NaN -2.59461 2537 RUSSELL caleb_strategy_v1 [1] 385.415 550.056 -2.59461 5.18921 0 NaN 2.59461 2538 SOYMEAL caleb_strategy_v1 [-1] 83.9226 -137.031 -5.95787 -11.9157 -23.8315 NaN -17.8736 2539 WHEAT caleb_strategy_v1 [-1] 189.231 -151.931 -6.60568 -13.2114 -26.4227 NaN -19.8171 =========================================================================================================================================================================== 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 2452 CAC caleb_strategy_v1 [-1] 10.986 -79.6485 -2.7465 10.986 5.493 NaN 8.2395 2454 EUROSTX caleb_strategy_v1 [-1] 10.986 82.395 -5.493 10.986 -0 NaN 5.493 2455 BUND caleb_strategy_v1 [-1] 1098.6 -884.373 -5.493 10.986 -0 NaN 5.493 2456 DAX caleb_strategy_v1 [-1] 1.0986 43.944 -1.0986 -2.1972 -4.3944 NaN -3.2958 2457 DAX caleb_strategy_v1 [-1] 1.0986 39.5496 -1.0986 2.1972 -0 NaN 1.0986 2453 DAX caleb_strategy_v1 [-1] 1.0986 46.1412 -1.0986 -1.0986 -3.2958 NaN -2.1972 2458 SUGAR11 caleb_strategy_v1 [1] 1120 -487.2 -5.6 0 -11.2 NaN -5.6 2459 CRUDE_W caleb_strategy_v1 [-1] 1000 -550 -10 -0 NaN NaN -10 2460 GOLD_micro caleb_strategy_v1 [-1] 10 52.5 -0.5 -1 -2 NaN -1.5 2461 GOLD_micro caleb_strategy_v1 [-1] 10 52.5 -0.5 -0 -1 NaN -0.5 2464 GBP caleb_strategy_v1 [-1] 62500 -262.5 -6.25 12.5 -0 NaN 6.25 2465 US5 caleb_strategy_v1 [-1] 1000 324.219 -3.90625 7.8125 -0 NaN 3.90625 2467 BITCOIN caleb_strategy_v1 [-1] 0.1 -5.75 -0.25 -1 -1.5 NaN -1.25 2462 BITCOIN caleb_strategy_v1 [-1] 0.1 -11.5 -0.5 1 -0 NaN 0.5 2466 VIX caleb_strategy_v1 [1] 1000 -425 -25 50 0 NaN 25 2469 VIX caleb_strategy_v1 [1] 1000 -375 -25 0 -50 NaN -25 2471 VIX caleb_strategy_v1 [1] 1000 -425 -25 -50 -100 NaN -75 2463 RUSSELL caleb_strategy_v1 [1] 5 92.25 -0.75 1.5 0 NaN 0.75 2468 RUSSELL caleb_strategy_v1 [1] 5 89.75 -0.75 1.5 0 NaN 0.75 2470 RUSSELL caleb_strategy_v1 [1] 5 94.5 -0.5 1 0 NaN 0.5 2472 RUSSELL caleb_strategy_v1 [1] 5 95.25 -0.25 0.5 0 NaN 0.25 2473 RUSSELL caleb_strategy_v1 [1] 5 101 -0.5 1 0 NaN 0.5 2474 RUSSELL caleb_strategy_v1 [1] 5 102.5 -0.5 -1 -2 NaN -1.5 2475 RUSSELL caleb_strategy_v1 [1] 5 102.75 -0.25 -1 -1.5 NaN -1.25 2476 RUSSELL caleb_strategy_v1 [1] 5 101.5 -0.5 1 1.13687e-12 NaN 0.5 2477 RUSSELL caleb_strategy_v1 [1] 5 101.25 -0.25 0.5 0 NaN 0.25 2478 RUSSELL caleb_strategy_v1 [1] 5 103.5 -0.5 1 0 NaN 0.5 2479 RUSSELL caleb_strategy_v1 [1] 5 104.75 -0.25 -1.5 -2 NaN -1.75 2480 RUSSELL caleb_strategy_v1 [1] 5 105.75 -0.25 0.5 1.13687e-12 NaN 0.25 2481 RUSSELL caleb_strategy_v1 [1] 5 108.5 -0.5 1 0 NaN 0.5 2482 RUSSELL caleb_strategy_v1 [1] 5 109 -0.5 0 -1 NaN -0.5 2483 RUSSELL caleb_strategy_v1 [1] 5 109.25 -0.25 0.5 1.13687e-12 NaN 0.25 2484 RUSSELL caleb_strategy_v1 [1] 5 107.25 -0.25 0.5 0 NaN 0.25 2485 RUSSELL caleb_strategy_v1 [1] 5 108.25 -0.25 -0.5 -1 NaN -0.75 2486 RUSSELL caleb_strategy_v1 [1] 5 106.25 -0.25 0.5 0 NaN 0.25 2487 RUSSELL caleb_strategy_v1 [1] 5 111.25 -0.25 -1 -1.5 NaN -1.25 2488 RUSSELL caleb_strategy_v1 [1] 5 108 -0.5 -1 -2 NaN -1.5 2489 RUSSELL caleb_strategy_v1 [1] 5 106.75 -0.25 0.5 1.13687e-12 NaN 0.25 2490 RUSSELL caleb_strategy_v1 [1] 5 105.5 -0.5 1 1.13687e-12 NaN 0.5 2491 RUSSELL caleb_strategy_v1 [1] 5 106.5 -0.5 0 -1 NaN -0.5 2492 RUSSELL caleb_strategy_v1 [1] 5 103.75 -0.25 0.5 0 NaN 0.25 2493 RUSSELL caleb_strategy_v1 [1] 5 103.5 -0.5 1 0 NaN 0.5 2494 RUSSELL caleb_strategy_v1 [1] 5 104.75 -0.25 -0.5 NaN NaN -0.75 2495 RUSSELL caleb_strategy_v1 [1] 5 105.5 -0.5 1 1.13687e-12 NaN 0.5 2496 RUSSELL caleb_strategy_v1 [1] 5 106.5 -0.5 0 -1 NaN -0.5 2497 RUSSELL caleb_strategy_v1 [1] 5 104.75 -0.25 -0.5 -1 NaN -0.75 2498 RUSSELL caleb_strategy_v1 [1] 5 106.25 -0.25 -1.5 -2 NaN -1.75 2499 RUSSELL caleb_strategy_v1 [1] 5 103.75 -0.25 -0.5 -1 NaN -0.75 2500 RUSSELL caleb_strategy_v1 [1] 5 101.5 -0.5 -0.5 -1.5 NaN -1 2501 RUSSELL caleb_strategy_v1 [1] 5 102 -0.5 1 0 NaN 0.5 2502 RUSSELL caleb_strategy_v1 [1] 5 103.25 -0.25 -0.5 -1 NaN -0.75 2503 RUSSELL caleb_strategy_v1 [1] 5 102.5 -0.5 -1 -2 NaN -1.5 2504 RUSSELL caleb_strategy_v1 [1] 5 101 -0.5 1 0 NaN 0.5 2505 RUSSELL caleb_strategy_v1 [1] 5 99.5 -0.5 1 0 NaN 0.5 2506 RUSSELL caleb_strategy_v1 [1] 5 100.5 -0.5 0 -1 NaN -0.5 2507 RUSSELL caleb_strategy_v1 [1] 5 101.75 -0.25 -0.5 -1 NaN -0.75 2508 RUSSELL caleb_strategy_v1 [1] 5 100.75 -0.25 0.5 1.13687e-12 NaN 0.25 2509 RUSSELL caleb_strategy_v1 [1] 5 103.75 -0.25 0.5 0 NaN 0.25 2510 RUSSELL caleb_strategy_v1 [1] 5 105.5 -0.5 1 1.13687e-12 NaN 0.5 2511 RUSSELL caleb_strategy_v1 [1] 5 107 -0.5 -0.5 -1.5 NaN -1 2512 RUSSELL caleb_strategy_v1 [1] 5 105 -0.5 -1 -2 NaN -1.5 2513 RUSSELL caleb_strategy_v1 [1] 5 105.25 -0.25 0.5 0 NaN 0.25 2514 RUSSELL caleb_strategy_v1 [1] 5 106.75 -0.25 1 0.5 NaN 0.75 2515 RUSSELL caleb_strategy_v1 [1] 5 107.25 -0.25 0.5 0 NaN 0.25 2516 RUSSELL caleb_strategy_v1 [1] 5 106.25 -0.25 0.5 0 NaN 0.25 2517 RUSSELL caleb_strategy_v1 [1] 5 108 -0.5 1 1.13687e-12 NaN 0.5 2518 RUSSELL caleb_strategy_v1 [1] 5 109.25 -0.25 -1 -1.5 NaN -1.25 2519 RUSSELL caleb_strategy_v1 [1] 5 110.5 -0.5 -1 -2 NaN -1.5 2520 RUSSELL caleb_strategy_v1 [1] 5 109 -0.5 0.5 -0.5 NaN -1.13687e-12 2521 RUSSELL caleb_strategy_v1 [1] 5 109.75 -0.25 0.5 0 NaN 0.25 2522 RUSSELL caleb_strategy_v1 [1] 5 111.25 -0.25 0.5 0 NaN 0.25 2523 RUSSELL caleb_strategy_v1 [1] 5 111.25 -0.25 -2 -2.5 NaN -2.25 2524 RUSSELL caleb_strategy_v1 [1] 5 108.25 -0.25 0.5 1.13687e-12 NaN 0.25 2525 RUSSELL caleb_strategy_v1 [1] 5 108 -0.5 -0.5 -1.5 NaN -1 2526 RUSSELL caleb_strategy_v1 [1] 5 107.5 -0.5 -1.5 -2.5 NaN -2 2527 RUSSELL caleb_strategy_v1 [1] 5 102.75 -0.25 0.5 0 NaN 0.25 2528 RUSSELL caleb_strategy_v1 [1] 5 105 -0.5 -0.5 -1.5 NaN -1 2529 RUSSELL caleb_strategy_v1 [1] 5 102.75 -0.25 0.5 0 NaN 0.25 2530 RUSSELL caleb_strategy_v1 [1] 5 104.75 -0.25 -0.5 -1 NaN -0.75 2531 RUSSELL caleb_strategy_v1 [1] 5 103.5 -0.5 1 0 NaN 0.5 2532 RUSSELL caleb_strategy_v1 [1] 5 103 -0.5 0 -1 NaN -0.5 2533 RUSSELL caleb_strategy_v1 [1] 5 103.75 -0.25 0.5 0 NaN 0.25 2534 RUSSELL caleb_strategy_v1 [1] 5 104.5 -0.5 -0.5 -1.5 NaN -1 2535 RUSSELL caleb_strategy_v1 [1] 5 105 -0.5 0 -1 NaN -0.5 2536 RUSSELL caleb_strategy_v1 [1] 5 104.5 -0.5 0 -1 NaN -0.5 2537 RUSSELL caleb_strategy_v1 [1] 5 106 -0.5 1 0 NaN 0.5 2538 SOYMEAL caleb_strategy_v1 [-1] 100 -115 -5 -10 -20 NaN -15 2539 WHEAT caleb_strategy_v1 [-1] 50 -143.75 -6.25 -12.5 -25 NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -17.25000 BUND -884.37300 CAC -79.64850 CRUDE_W -550.00000 DAX 129.63480 EUROSTX 82.39500 GBP -262.50000 GOLD_micro 105.00000 RUSSELL 7217.75000 SOYMEAL -115.00000 SUGAR11 -487.20000 US5 324.21875 VIX -1225.00000 WHEAT -143.75000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 4094.27705 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -0.75000 BUND -5.49300 CAC -2.74650 CRUDE_W -10.00000 DAX -3.29580 EUROSTX -5.49300 GBP -6.25000 GOLD_micro -1.00000 RUSSELL -26.75000 SOYMEAL -5.00000 SUGAR11 -5.60000 US5 -3.90625 VIX -75.00000 WHEAT -6.25000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -157.53455 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 0.000000e+00 BUND 1.098600e+01 CAC 1.098600e+01 CRUDE_W -0.000000e+00 DAX -1.098600e+00 EUROSTX 1.098600e+01 GBP 1.250000e+01 GOLD_micro -1.000000e+00 RUSSELL 8.500000e+00 SOYMEAL -1.000000e+01 SUGAR11 0.000000e+00 US5 7.812500e+00 VIX 3.552714e-12 WHEAT -1.250000e+01 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 37.1719 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -1.5000 BUND -0.0000 CAC 5.4930 CRUDE_W 0.0000 DAX -7.6902 EUROSTX -0.0000 GBP -0.0000 GOLD_micro -3.0000 RUSSELL -44.0000 SOYMEAL -20.0000 SUGAR11 -11.2000 US5 -0.0000 VIX -150.0000 WHEAT -25.0000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -256.8972 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 0 BUND 0 CAC 0 CRUDE_W 0 DAX 0 EUROSTX 0 GBP 0 GOLD_micro 0 RUSSELL 0 SOYMEAL 0 SUGAR11 0 US5 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -0.75000 BUND 5.49300 CAC 8.23950 CRUDE_W -10.00000 DAX -4.39440 EUROSTX 5.49300 GBP 6.25000 GOLD_micro -2.00000 RUSSELL -18.25000 SOYMEAL -15.00000 SUGAR11 -5.60000 US5 3.90625 VIX -75.00000 WHEAT -18.75000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -120.36265 ******************************************************************************** END OF REPORT ********************************************************************************