******************************************************************************** Trades report report produced on 03/05/2023 21:37 from 02/05/2023 21:37 to 03/05/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 2551 BITCOIN caleb_strategy_v1 [20230500] 2023-05-03 15:00:19 [1] 28470.000000 2541 BUND caleb_strategy_v1 [20230600] 2023-05-03 08:00:05 [1] 136.280000 2540 CAC caleb_strategy_v1 [20230500] 2023-05-03 08:00:03 [1] 7385.500000 2543 CAC caleb_strategy_v1 [20230500] 2023-05-03 08:00:08 [1] 7384.000000 2542 DAX caleb_strategy_v1 [20230600] 2023-05-03 08:00:06 [1] 15890.000000 2550 DOW caleb_strategy_v1 [20230600] 2023-05-03 15:00:12 [1] 33803.000000 2555 DOW caleb_strategy_v1 [20230600] 2023-05-03 15:00:34 [1] 33805.000000 2545 EUR caleb_strategy_v1 [20230600] 2023-05-03 15:00:02 [1] 1.107300 2601 FEEDCOW caleb_strategy_v1 [20230800] 2023-05-03 15:30:01 [1] 224.225000 2546 GBP caleb_strategy_v1 [20230600] 2023-05-03 15:00:02 [1] 1.252700 2544 GOLD_micro caleb_strategy_v1 [20230600] 2023-05-03 14:00:01 [-1] 2022.700000 2580 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:00 [-1] 1756.000000 2583 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:07 [-1] 1755.600000 2584 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:09 [-1] 1755.700000 2585 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:12 [-1] 1755.700000 2586 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:14 [-1] 1756.100000 2587 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:16 [-1] 1756.100000 2588 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:19 [-1] 1755.700000 2589 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:21 [-1] 1755.500000 2590 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:23 [-1] 1755.400000 2591 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:25 [-1] 1755.500000 2592 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:27 [-1] 1755.600000 2593 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:29 [-1] 1755.200000 2594 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:31 [-1] 1755.300000 2595 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:33 [-1] 1755.600000 2596 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:35 [-1] 1755.800000 2597 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:37 [-1] 1755.800000 2598 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:39 [-1] 1756.100000 2599 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:41 [-1] 1756.300000 2600 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:43 [-1] 1756.700000 2549 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:00:07 [-1] 1756.800000 2554 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:00:34 [-1] 1757.400000 2557 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:01 [-1] 1758.200000 2558 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:03 [-1] 1758.300000 2582 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:05 [-1] 1755.700000 2581 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:03:03 [-1] 1756.100000 2575 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:50 [-1] 1757.500000 2579 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:58 [-1] 1756.600000 2560 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:07 [-1] 1758.400000 2561 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:10 [-1] 1757.700000 2562 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:12 [-1] 1758.100000 2563 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:22 [-1] 1757.600000 2564 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:25 [-1] 1757.600000 2565 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:27 [-1] 1757.800000 2566 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:29 [-1] 1758.200000 2568 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:33 [-1] 1758.400000 2569 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:36 [-1] 1758.100000 2567 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:31 [-1] 1758.300000 2571 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:40 [-1] 1757.300000 2572 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:42 [-1] 1757.800000 2573 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:45 [-1] 1757.600000 2574 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:47 [-1] 1757.600000 2559 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:05 [-1] 1758.400000 2576 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:52 [-1] 1757.100000 2577 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:54 [-1] 1756.900000 2578 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:55 [-1] 1756.700000 2570 RUSSELL caleb_strategy_v1 [20230600] 2023-05-03 15:02:38 [-1] 1757.600000 2547 US10U caleb_strategy_v1 [20230600] 2023-05-03 15:00:03 [-1] 122.093750 2552 US5 caleb_strategy_v1 [20230600] 2023-05-03 15:00:20 [-1] 110.304688 2556 VIX caleb_strategy_v1 [20230700] 2023-05-03 15:02:01 [-1] 22.950000 2548 VIX caleb_strategy_v1 [20230700] 2023-05-03 15:00:04 [-1] 23.000000 2553 VIX caleb_strategy_v1 [20230700] 2023-05-03 15:00:33 [-1] 22.950000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 2541 BUND caleb_strategy_v1 2023-05-02 2023-05-03 08:00:04.185 2023-05-03 08:00:05 115204 0.815 2542 DAX caleb_strategy_v1 2023-05-02 2023-05-03 08:00:05.661 2023-05-03 08:00:06 115206 0.339 2540 CAC caleb_strategy_v1 2023-05-02 2023-05-03 08:00:02.513 2023-05-03 08:00:03 115203 0.487 2543 CAC caleb_strategy_v1 2023-05-02 2023-05-03 08:00:07.965 2023-05-03 08:00:08 115208 0.035 2544 GOLD_micro caleb_strategy_v1 2023-05-01 2023-05-03 14:00:01.417 2023-05-03 14:00:01 223201 NaN 2545 EUR caleb_strategy_v1 2023-05-02 2023-05-03 15:00:01.804 2023-05-03 15:00:02 140402 0.196 2546 GBP caleb_strategy_v1 2023-05-02 2023-05-03 15:00:02.569 2023-05-03 15:00:02 140403 NaN 2547 US10U caleb_strategy_v1 2023-05-01 2023-05-03 15:00:03.297 2023-05-03 15:00:03 226803 NaN 2551 BITCOIN caleb_strategy_v1 2023-05-02 2023-05-03 15:00:12.839 2023-05-03 15:00:19 140413 6.161 2552 US5 caleb_strategy_v1 2023-05-01 2023-05-03 15:00:20.548 2023-05-03 15:00:20 226821 NaN 2555 DOW caleb_strategy_v1 2023-05-02 2023-05-03 15:00:34.414 2023-05-03 15:00:34 140434 NaN 2550 DOW caleb_strategy_v1 2023-05-02 2023-05-03 15:00:08.400 2023-05-03 15:00:12 140408 3.6 2553 VIX caleb_strategy_v1 2023-05-01 2023-05-03 15:00:22.621 2023-05-03 15:00:33 226823 10.379 2548 VIX caleb_strategy_v1 2023-05-01 2023-05-03 15:00:04.296 2023-05-03 15:00:04 226804 NaN 2556 VIX caleb_strategy_v1 2023-05-01 2023-05-03 15:01:15.366 2023-05-03 15:02:01 226875 45.634 2560 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:07.586 2023-05-03 15:02:07 140528 NaN 2561 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:09.847 2023-05-03 15:02:10 140530 0.153 2562 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:12.106 2023-05-03 15:02:12 140532 NaN 2563 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:14.358 2023-05-03 15:02:22 140534 7.642 2564 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:24.345 2023-05-03 15:02:25 140544 0.655 2565 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:26.968 2023-05-03 15:02:27 140547 0.032 2566 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:28.903 2023-05-03 15:02:29 140549 0.097 2567 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:31.017 2023-05-03 15:02:31 140551 NaN 2568 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:32.892 2023-05-03 15:02:33 140553 0.108 2569 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:35.182 2023-05-03 15:02:36 140555 0.818 2570 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:38.130 2023-05-03 15:02:38 140558 NaN 2571 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:40.405 2023-05-03 15:02:40 140560 NaN 2572 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:42.163 2023-05-03 15:02:42 140562 NaN 2573 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:44.839 2023-05-03 15:02:45 140565 0.161 2574 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:47.478 2023-05-03 15:02:47 140567 NaN 2575 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:49.587 2023-05-03 15:02:50 140570 0.413 2576 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:52.300 2023-05-03 15:02:52 140572 NaN 2577 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:54.213 2023-05-03 15:02:54 140574 NaN 2578 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:55.830 2023-05-03 15:02:55 140576 NaN 2579 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:57.721 2023-05-03 15:02:58 140578 0.279 2580 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:00.510 2023-05-03 15:03:00 140581 NaN 2581 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:02.798 2023-05-03 15:03:03 140583 0.202 2582 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:04.949 2023-05-03 15:03:05 140585 0.051 2583 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:07.595 2023-05-03 15:03:07 140588 NaN 2584 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:09.612 2023-05-03 15:03:09 140590 NaN 2585 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:11.757 2023-05-03 15:03:12 140592 0.243 2586 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:13.769 2023-05-03 15:03:14 140594 0.231 2587 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:16.013 2023-05-03 15:03:16 140596 NaN 2588 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:18.403 2023-05-03 15:03:19 140598 0.597 2589 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:21.147 2023-05-03 15:03:21 140601 NaN 2590 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:23.202 2023-05-03 15:03:23 140603 NaN 2591 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:24.885 2023-05-03 15:03:25 140605 0.115 2592 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:26.973 2023-05-03 15:03:27 140607 0.027 2593 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:29.559 2023-05-03 15:03:29 140610 NaN 2594 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:31.630 2023-05-03 15:03:31 140612 NaN 2595 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:33.557 2023-05-03 15:03:33 140614 NaN 2596 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:35.318 2023-05-03 15:03:35 140615 NaN 2597 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:37.274 2023-05-03 15:03:37 140617 NaN 2598 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:39.377 2023-05-03 15:03:39 140619 NaN 2599 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:41.118 2023-05-03 15:03:41 140621 NaN 2600 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:03:43.253 2023-05-03 15:03:43 140623 NaN 2549 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:00:05.108 2023-05-03 15:00:07 140405 1.892 2554 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:00:33.813 2023-05-03 15:00:34 140434 0.187 2557 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:01.580 2023-05-03 15:02:01 140522 NaN 2558 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:03.625 2023-05-03 15:02:03 140524 NaN 2559 RUSSELL caleb_strategy_v1 2023-05-02 2023-05-03 15:02:05.421 2023-05-03 15:02:05 140525 NaN 2601 FEEDCOW caleb_strategy_v1 2023-05-02 2023-05-03 15:30:01.651 2023-05-03 15:30:01 142202 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 2541 BUND caleb_strategy_v1 [1] 136.24 None 136.285 136.29 136.28 136.28 136.28 -0.045 -0.005 0.01 0 NaN 0.005 2542 DAX caleb_strategy_v1 [1] 15874 None 15892.5 15893 15892 15892 15890 -18.5 -0.5 3 2 NaN 2.5 2540 CAC caleb_strategy_v1 [1] 7384.5 None 7382.75 7383 7382.5 7382.5 7385.5 1.75 -0.25 -2.5 -3 NaN -2.75 2543 CAC caleb_strategy_v1 [1] 7384.5 None 7384.25 7384.5 7384 7384 7384 0.25 -0.25 0.5 0 NaN 0.25 2544 GOLD_micro caleb_strategy_v1 [-1] 1991.1 None 2022.6 2022.5 2022.7 2022.7 2022.7 31.5 -0.1 0.2 -0 NaN 0.1 2545 EUR caleb_strategy_v1 [1] 1.10325 None 1.1071 1.10715 1.10705 1.10705 1.1073 -0.00385 -5e-05 -0.00015 -0.00025 NaN -0.0002 2546 GBP caleb_strategy_v1 [1] 1.2485 None 1.2528 1.2529 1.2527 1.2527 1.2527 -0.0043 -0.0001 0.0002 2.22045e-16 NaN 0.0001 2547 US10U caleb_strategy_v1 [-1] 120.328 None 122.109 122.094 122.125 122.125 122.094 1.78125 -0.015625 -0 -0.03125 NaN -0.015625 2551 BITCOIN caleb_strategy_v1 [1] 28845 None 28457.5 28465 28450 28450 28470 387.5 -7.5 -5 -20 NaN -12.5 2552 US5 caleb_strategy_v1 [-1] 109.32 None 110.301 110.297 110.305 110.305 110.305 0.980469 -0.00390625 0.007813 5e-07 NaN 0.00390675 2555 DOW caleb_strategy_v1 [1] 33748 None 33803 33804 33802 33802 33805 -55 -1 -1 -3 NaN -2 2550 DOW caleb_strategy_v1 [1] 33748 None 33797.5 33801 33794 33794 33803 -49.5 -3.5 -2 -9 NaN -5.5 2553 VIX caleb_strategy_v1 [-1] 22.4 None 23.025 23 23.05 23.05 22.95 0.625 -0.025 -0.05 -0.1 NaN -0.075 2548 VIX caleb_strategy_v1 [-1] 22.4 None 22.975 22.95 23 23 23 0.575 -0.025 0.05 -0 NaN 0.025 2556 VIX caleb_strategy_v1 [-1] 22.4 None 23.025 23 23.05 23.05 22.95 0.625 -0.025 -0.05 -0.1 NaN -0.075 2560 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.6 1758.5 1758.7 1758.7 1758.4 19.9 -0.1 -0.1 -0.3 NaN -0.2 2561 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.6 1757.5 1757.7 1757.7 1757.7 18.9 -0.1 0.2 -0 NaN 0.1 2562 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758 1757.9 1758.1 1758.1 1758.1 19.3 -0.1 0.2 -2.27374e-13 NaN 0.1 2563 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.15 1758.1 1758.2 1758.2 1757.6 19.45 -0.05 -0.5 -0.6 NaN -0.55 2564 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.75 1757.7 1757.8 1757.8 1757.6 19.05 -0.05 -0.1 -0.2 NaN -0.15 2565 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.75 1757.7 1757.8 1757.8 1757.8 19.05 -0.05 0.1 -2.27374e-13 NaN 0.05 2566 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.4 1758.3 1758.5 1758.5 1758.2 19.7 -0.1 -0.1 -0.3 NaN -0.2 2567 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.35 1758.3 1758.4 1758.4 1758.3 19.65 -0.05 -0 -0.1 NaN -0.05 2568 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.55 1758.5 1758.6 1758.6 1758.4 19.85 -0.05 -0.1 -0.2 NaN -0.15 2569 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.2 1758.1 1758.3 1758.3 1758.1 19.5 -0.1 -0 -0.2 NaN -0.1 2570 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.7 1757.6 1757.8 1757.8 1757.6 19 -0.1 -0 -0.2 NaN -0.1 2571 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.25 1757.2 1757.3 1757.3 1757.3 18.55 -0.05 0.1 -2.27374e-13 NaN 0.05 2572 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.7 1757.6 1757.8 1757.8 1757.8 19 -0.1 0.2 -2.27374e-13 NaN 0.1 2573 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.8 1757.7 1757.9 1757.9 1757.6 19.1 -0.1 -0.1 -0.3 NaN -0.2 2574 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.75 1757.7 1757.8 1757.8 1757.6 19.05 -0.05 -0.1 -0.2 NaN -0.15 2575 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.65 1757.6 1757.7 1757.7 1757.5 18.95 -0.05 -0.1 -0.2 NaN -0.15 2576 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757 1756.9 1757.1 1757.1 1757.1 18.3 -0.1 0.2 -2.27374e-13 NaN 0.1 2577 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.85 1756.8 1756.9 1756.9 1756.9 18.15 -0.05 0.1 -0 NaN 0.05 2578 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.9 1756.8 1757 1757 1756.7 18.2 -0.1 -0.1 -0.3 NaN -0.2 2579 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.75 1756.7 1756.8 1756.8 1756.6 18.05 -0.05 -0.1 -0.2 NaN -0.15 2580 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.3 1756.2 1756.4 1756.4 1756 17.6 -0.1 -0.2 -0.4 NaN -0.3 2581 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.05 1756 1756.1 1756.1 1756.1 17.35 -0.05 0.1 -2.27374e-13 NaN 0.05 2582 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.9 1755.8 1756 1756 1755.7 17.2 -0.1 -0.1 -0.3 NaN -0.2 2583 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.8 1755.7 1755.9 1755.9 1755.6 17.1 -0.1 -0.1 -0.3 NaN -0.2 2584 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.85 1755.8 1755.9 1755.9 1755.7 17.15 -0.05 -0.1 -0.2 NaN -0.15 2585 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.85 1755.8 1755.9 1755.9 1755.7 17.15 -0.05 -0.1 -0.2 NaN -0.15 2586 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756 1755.9 1756.1 1756.1 1756.1 17.3 -0.1 0.2 -2.27374e-13 NaN 0.1 2587 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.05 1756 1756.1 1756.1 1756.1 17.35 -0.05 0.1 -2.27374e-13 NaN 0.05 2588 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.05 1756 1756.1 1756.1 1755.7 17.35 -0.05 -0.3 -0.4 NaN -0.35 2589 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.75 1755.7 1755.8 1755.8 1755.5 17.05 -0.05 -0.2 -0.3 NaN -0.25 2590 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.5 1755.4 1755.6 1755.6 1755.4 16.8 -0.1 -0 -0.2 NaN -0.1 2591 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.65 1755.6 1755.7 1755.7 1755.5 16.95 -0.05 -0.1 -0.2 NaN -0.15 2592 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.55 1755.5 1755.6 1755.6 1755.6 16.85 -0.05 0.1 -2.27374e-13 NaN 0.05 2593 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.4 1755.3 1755.5 1755.5 1755.2 16.7 -0.1 -0.1 -0.3 NaN -0.2 2594 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.3 1755.2 1755.4 1755.4 1755.3 16.6 -0.1 0.1 -0.1 NaN -2.27374e-13 2595 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.35 1755.3 1755.4 1755.4 1755.6 16.65 -0.05 0.3 0.2 NaN 0.25 2596 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.95 1755.9 1756 1756 1755.8 17.25 -0.05 -0.1 -0.2 NaN -0.15 2597 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1755.7 1755.6 1755.8 1755.8 1755.8 17 -0.1 0.2 -2.27374e-13 NaN 0.1 2598 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756 1755.9 1756.1 1756.1 1756.1 17.3 -0.1 0.2 -2.27374e-13 NaN 0.1 2599 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.4 1756.3 1756.5 1756.5 1756.3 17.7 -0.1 -0 -0.2 NaN -0.1 2600 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.7 1756.6 1756.8 1756.8 1756.7 18 -0.1 0.1 -0.1 NaN 2.27374e-13 2549 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1756.65 1756.5 1756.8 1756.8 1756.8 17.95 -0.15 0.3 -2.27374e-13 NaN 0.15 2554 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1757.3 1757.2 1757.4 1757.4 1757.4 18.6 -0.1 0.2 -0 NaN 0.1 2557 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.75 1758.7 1758.8 1758.8 1758.2 20.05 -0.05 -0.5 -0.6 NaN -0.55 2558 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.3 1758.2 1758.4 1758.4 1758.3 19.6 -0.1 0.1 -0.1 NaN -2.27374e-13 2559 RUSSELL caleb_strategy_v1 [-1] 1738.7 None 1758.5 1758.4 1758.6 1758.6 1758.4 19.8 -0.1 -0 -0.2 NaN -0.1 2601 FEEDCOW caleb_strategy_v1 [1] 226.075 None 224.2 224.225 224.175 224.175 224.225 1.875 -0.025 0 -0.05 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 2541 BUND caleb_strategy_v1 [1] 14.2827 -31.5067 -3.50074 7.00148 0 NaN 3.50074 2542 DAX caleb_strategy_v1 [1] 2221.65 -83.2716 -2.25058 13.5035 9.00234 NaN 11.2529 2540 CAC caleb_strategy_v1 [1] 1006.06 17.3945 -2.48493 -24.8493 -29.8192 NaN -27.3343 2543 CAC caleb_strategy_v1 [1] 1006.06 2.48493 -2.48493 4.96987 0 NaN 2.48493 2544 GOLD_micro caleb_strategy_v1 [-1] 293.719 1072.45 -3.40461 6.80922 -0 NaN 3.40461 2545 EUR caleb_strategy_v1 [1] 0.082917 -464.32 -6.03013 -18.0904 -30.1506 NaN -24.1205 2546 GBP caleb_strategy_v1 [1] 0.105437 -407.827 -9.48435 18.9687 2.10595e-11 NaN 9.48435 2547 US10U caleb_strategy_v1 [-1] 12.8359 1387.71 -12.1729 -0 -24.3458 NaN -12.1729 2551 BITCOIN caleb_strategy_v1 [1] 17545.3 220.857 -4.27464 -2.84976 -11.3991 NaN -7.12441 2552 US5 caleb_strategy_v1 [-1] 7.17722 1366.08 -5.44257 10.8858 0.000696649 NaN 5.44326 2555 DOW caleb_strategy_v1 [1] 4435.18 -124.008 -2.2547 -2.2547 -6.7641 NaN -4.5094 2550 DOW caleb_strategy_v1 [1] 4435.18 -111.608 -7.89145 -4.5094 -20.2923 NaN -12.4008 2553 VIX caleb_strategy_v1 [-1] 9.66868 646.417 -25.8567 -51.7134 -103.427 NaN -77.57 2548 VIX caleb_strategy_v1 [-1] 9.66868 594.704 -25.8567 51.7134 -0 NaN 25.8567 2556 VIX caleb_strategy_v1 [-1] 9.66868 646.417 -25.8567 -51.7134 -103.427 NaN -77.57 2560 RUSSELL caleb_strategy_v1 [-1] 386.538 514.826 -2.58707 -2.58707 -7.7612 NaN -5.17413 2561 RUSSELL caleb_strategy_v1 [-1] 386.538 488.956 -2.58707 5.17413 -0 NaN 2.58707 2562 RUSSELL caleb_strategy_v1 [-1] 386.538 499.304 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2563 RUSSELL caleb_strategy_v1 [-1] 386.538 503.185 -1.29353 -12.9353 -15.5224 NaN -14.2289 2564 RUSSELL caleb_strategy_v1 [-1] 386.538 492.836 -1.29353 -2.58707 -5.17413 NaN -3.8806 2565 RUSSELL caleb_strategy_v1 [-1] 386.538 492.836 -1.29353 2.58707 -5.88231e-12 NaN 1.29353 2566 RUSSELL caleb_strategy_v1 [-1] 386.538 509.652 -2.58707 -2.58707 -7.7612 NaN -5.17413 2567 RUSSELL caleb_strategy_v1 [-1] 386.538 508.359 -1.29353 -0 -2.58707 NaN -1.29353 2568 RUSSELL caleb_strategy_v1 [-1] 386.538 513.533 -1.29353 -2.58707 -5.17413 NaN -3.8806 2569 RUSSELL caleb_strategy_v1 [-1] 386.538 504.478 -2.58707 -0 -5.17413 NaN -2.58707 2570 RUSSELL caleb_strategy_v1 [-1] 386.538 491.543 -2.58707 -0 -5.17413 NaN -2.58707 2571 RUSSELL caleb_strategy_v1 [-1] 386.538 479.901 -1.29353 2.58707 -5.88231e-12 NaN 1.29353 2572 RUSSELL caleb_strategy_v1 [-1] 386.538 491.543 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2573 RUSSELL caleb_strategy_v1 [-1] 386.538 494.13 -2.58707 -2.58707 -7.7612 NaN -5.17413 2574 RUSSELL caleb_strategy_v1 [-1] 386.538 492.836 -1.29353 -2.58707 -5.17413 NaN -3.8806 2575 RUSSELL caleb_strategy_v1 [-1] 386.538 490.249 -1.29353 -2.58707 -5.17413 NaN -3.8806 2576 RUSSELL caleb_strategy_v1 [-1] 386.538 473.433 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2577 RUSSELL caleb_strategy_v1 [-1] 386.538 469.553 -1.29353 2.58707 -0 NaN 1.29353 2578 RUSSELL caleb_strategy_v1 [-1] 386.538 470.846 -2.58707 -2.58707 -7.7612 NaN -5.17413 2579 RUSSELL caleb_strategy_v1 [-1] 386.538 466.966 -1.29353 -2.58707 -5.17413 NaN -3.8806 2580 RUSSELL caleb_strategy_v1 [-1] 386.538 455.324 -2.58707 -5.17413 -10.3483 NaN -7.7612 2581 RUSSELL caleb_strategy_v1 [-1] 386.538 448.856 -1.29353 2.58707 -5.88231e-12 NaN 1.29353 2582 RUSSELL caleb_strategy_v1 [-1] 386.538 444.976 -2.58707 -2.58707 -7.7612 NaN -5.17413 2583 RUSSELL caleb_strategy_v1 [-1] 386.538 442.388 -2.58707 -2.58707 -7.7612 NaN -5.17413 2584 RUSSELL caleb_strategy_v1 [-1] 386.538 443.682 -1.29353 -2.58707 -5.17413 NaN -3.8806 2585 RUSSELL caleb_strategy_v1 [-1] 386.538 443.682 -1.29353 -2.58707 -5.17413 NaN -3.8806 2586 RUSSELL caleb_strategy_v1 [-1] 386.538 447.563 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2587 RUSSELL caleb_strategy_v1 [-1] 386.538 448.856 -1.29353 2.58707 -5.88231e-12 NaN 1.29353 2588 RUSSELL caleb_strategy_v1 [-1] 386.538 448.856 -1.29353 -7.7612 -10.3483 NaN -9.05474 2589 RUSSELL caleb_strategy_v1 [-1] 386.538 441.095 -1.29353 -5.17413 -7.7612 NaN -6.46767 2590 RUSSELL caleb_strategy_v1 [-1] 386.538 434.627 -2.58707 -0 -5.17413 NaN -2.58707 2591 RUSSELL caleb_strategy_v1 [-1] 386.538 438.508 -1.29353 -2.58707 -5.17413 NaN -3.8806 2592 RUSSELL caleb_strategy_v1 [-1] 386.538 435.921 -1.29353 2.58707 -5.88231e-12 NaN 1.29353 2593 RUSSELL caleb_strategy_v1 [-1] 386.538 432.04 -2.58707 -2.58707 -7.7612 NaN -5.17413 2594 RUSSELL caleb_strategy_v1 [-1] 386.538 429.453 -2.58707 2.58707 -2.58707 NaN -5.88231e-12 2595 RUSSELL caleb_strategy_v1 [-1] 386.538 430.747 -1.29353 7.7612 5.17413 NaN 6.46767 2596 RUSSELL caleb_strategy_v1 [-1] 386.538 446.269 -1.29353 -2.58707 -5.17413 NaN -3.8806 2597 RUSSELL caleb_strategy_v1 [-1] 386.538 439.801 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2598 RUSSELL caleb_strategy_v1 [-1] 386.538 447.563 -2.58707 5.17413 -5.88231e-12 NaN 2.58707 2599 RUSSELL caleb_strategy_v1 [-1] 386.538 457.911 -2.58707 -0 -5.17413 NaN -2.58707 2600 RUSSELL caleb_strategy_v1 [-1] 386.538 465.672 -2.58707 2.58707 -2.58707 NaN 5.88231e-12 2549 RUSSELL caleb_strategy_v1 [-1] 386.538 464.379 -3.8806 7.7612 -5.88231e-12 NaN 3.8806 2554 RUSSELL caleb_strategy_v1 [-1] 386.538 481.194 -2.58707 5.17413 -0 NaN 2.58707 2557 RUSSELL caleb_strategy_v1 [-1] 386.538 518.707 -1.29353 -12.9353 -15.5224 NaN -14.2289 2558 RUSSELL caleb_strategy_v1 [-1] 386.538 507.065 -2.58707 2.58707 -2.58707 NaN -5.88231e-12 2559 RUSSELL caleb_strategy_v1 [-1] 386.538 512.239 -2.58707 -0 -5.17413 NaN -2.58707 2601 FEEDCOW caleb_strategy_v1 [1] 25.3852 738.618 -9.84825 0 -19.6965 NaN -9.84825 =========================================================================================================================================================================== 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 2541 BUND caleb_strategy_v1 [1] 1102 -49.59 -5.51 11.02 0 NaN 5.51 2542 DAX caleb_strategy_v1 [1] 1.102 -20.387 -0.551 3.306 2.204 NaN 2.755 2540 CAC caleb_strategy_v1 [1] 11.02 19.285 -2.755 -27.55 -33.06 NaN -30.305 2543 CAC caleb_strategy_v1 [1] 11.02 2.755 -2.755 5.51 0 NaN 2.755 2544 GOLD_micro caleb_strategy_v1 [-1] 10 315 -1 2 -0 NaN 1 2545 EUR caleb_strategy_v1 [1] 125000 -481.25 -6.25 -18.75 -31.25 NaN -25 2546 GBP caleb_strategy_v1 [1] 62500 -268.75 -6.25 12.5 1.38778e-11 NaN 6.25 2547 US10U caleb_strategy_v1 [-1] 1000 1781.25 -15.625 -0 -31.25 NaN -15.625 2551 BITCOIN caleb_strategy_v1 [1] 0.1 38.75 -0.75 -0.5 -2 NaN -1.25 2552 US5 caleb_strategy_v1 [-1] 1000 980.469 -3.90625 7.813 0.0005 NaN 3.90675 2555 DOW caleb_strategy_v1 [1] 0.5 -27.5 -0.5 -0.5 -1.5 NaN -1 2550 DOW caleb_strategy_v1 [1] 0.5 -24.75 -1.75 -1 -4.5 NaN -2.75 2553 VIX caleb_strategy_v1 [-1] 1000 625 -25 -50 -100 NaN -75 2548 VIX caleb_strategy_v1 [-1] 1000 575 -25 50 -0 NaN 25 2556 VIX caleb_strategy_v1 [-1] 1000 625 -25 -50 -100 NaN -75 2560 RUSSELL caleb_strategy_v1 [-1] 5 99.5 -0.5 -0.5 -1.5 NaN -1 2561 RUSSELL caleb_strategy_v1 [-1] 5 94.5 -0.5 1 -0 NaN 0.5 2562 RUSSELL caleb_strategy_v1 [-1] 5 96.5 -0.5 1 -1.13687e-12 NaN 0.5 2563 RUSSELL caleb_strategy_v1 [-1] 5 97.25 -0.25 -2.5 -3 NaN -2.75 2564 RUSSELL caleb_strategy_v1 [-1] 5 95.25 -0.25 -0.5 -1 NaN -0.75 2565 RUSSELL caleb_strategy_v1 [-1] 5 95.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2566 RUSSELL caleb_strategy_v1 [-1] 5 98.5 -0.5 -0.5 -1.5 NaN -1 2567 RUSSELL caleb_strategy_v1 [-1] 5 98.25 -0.25 -0 -0.5 NaN -0.25 2568 RUSSELL caleb_strategy_v1 [-1] 5 99.25 -0.25 -0.5 -1 NaN -0.75 2569 RUSSELL caleb_strategy_v1 [-1] 5 97.5 -0.5 -0 -1 NaN -0.5 2570 RUSSELL caleb_strategy_v1 [-1] 5 95 -0.5 -0 -1 NaN -0.5 2571 RUSSELL caleb_strategy_v1 [-1] 5 92.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2572 RUSSELL caleb_strategy_v1 [-1] 5 95 -0.5 1 -1.13687e-12 NaN 0.5 2573 RUSSELL caleb_strategy_v1 [-1] 5 95.5 -0.5 -0.5 -1.5 NaN -1 2574 RUSSELL caleb_strategy_v1 [-1] 5 95.25 -0.25 -0.5 -1 NaN -0.75 2575 RUSSELL caleb_strategy_v1 [-1] 5 94.75 -0.25 -0.5 -1 NaN -0.75 2576 RUSSELL caleb_strategy_v1 [-1] 5 91.5 -0.5 1 -1.13687e-12 NaN 0.5 2577 RUSSELL caleb_strategy_v1 [-1] 5 90.75 -0.25 0.5 -0 NaN 0.25 2578 RUSSELL caleb_strategy_v1 [-1] 5 91 -0.5 -0.5 -1.5 NaN -1 2579 RUSSELL caleb_strategy_v1 [-1] 5 90.25 -0.25 -0.5 -1 NaN -0.75 2580 RUSSELL caleb_strategy_v1 [-1] 5 88 -0.5 -1 -2 NaN -1.5 2581 RUSSELL caleb_strategy_v1 [-1] 5 86.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2582 RUSSELL caleb_strategy_v1 [-1] 5 86 -0.5 -0.5 -1.5 NaN -1 2583 RUSSELL caleb_strategy_v1 [-1] 5 85.5 -0.5 -0.5 -1.5 NaN -1 2584 RUSSELL caleb_strategy_v1 [-1] 5 85.75 -0.25 -0.5 -1 NaN -0.75 2585 RUSSELL caleb_strategy_v1 [-1] 5 85.75 -0.25 -0.5 -1 NaN -0.75 2586 RUSSELL caleb_strategy_v1 [-1] 5 86.5 -0.5 1 -1.13687e-12 NaN 0.5 2587 RUSSELL caleb_strategy_v1 [-1] 5 86.75 -0.25 0.5 -1.13687e-12 NaN 0.25 2588 RUSSELL caleb_strategy_v1 [-1] 5 86.75 -0.25 -1.5 -2 NaN -1.75 2589 RUSSELL caleb_strategy_v1 [-1] 5 85.25 -0.25 -1 -1.5 NaN -1.25 2590 RUSSELL caleb_strategy_v1 [-1] 5 84 -0.5 -0 -1 NaN -0.5 2591 RUSSELL caleb_strategy_v1 [-1] 5 84.75 -0.25 -0.5 -1 NaN -0.75 2592 RUSSELL caleb_strategy_v1 [-1] 5 84.25 -0.25 0.5 -1.13687e-12 NaN 0.25 2593 RUSSELL caleb_strategy_v1 [-1] 5 83.5 -0.5 -0.5 -1.5 NaN -1 2594 RUSSELL caleb_strategy_v1 [-1] 5 83 -0.5 0.5 -0.5 NaN -1.13687e-12 2595 RUSSELL caleb_strategy_v1 [-1] 5 83.25 -0.25 1.5 1 NaN 1.25 2596 RUSSELL caleb_strategy_v1 [-1] 5 86.25 -0.25 -0.5 -1 NaN -0.75 2597 RUSSELL caleb_strategy_v1 [-1] 5 85 -0.5 1 -1.13687e-12 NaN 0.5 2598 RUSSELL caleb_strategy_v1 [-1] 5 86.5 -0.5 1 -1.13687e-12 NaN 0.5 2599 RUSSELL caleb_strategy_v1 [-1] 5 88.5 -0.5 -0 -1 NaN -0.5 2600 RUSSELL caleb_strategy_v1 [-1] 5 90 -0.5 0.5 -0.5 NaN 1.13687e-12 2549 RUSSELL caleb_strategy_v1 [-1] 5 89.75 -0.75 1.5 -1.13687e-12 NaN 0.75 2554 RUSSELL caleb_strategy_v1 [-1] 5 93 -0.5 1 -0 NaN 0.5 2557 RUSSELL caleb_strategy_v1 [-1] 5 100.25 -0.25 -2.5 -3 NaN -2.75 2558 RUSSELL caleb_strategy_v1 [-1] 5 98 -0.5 0.5 -0.5 NaN -1.13687e-12 2559 RUSSELL caleb_strategy_v1 [-1] 5 99 -0.5 -0 -1 NaN -0.5 2601 FEEDCOW caleb_strategy_v1 [1] 500 937.5 -12.5 0 -25 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 38.75000 BUND -49.59000 CAC 22.04000 DAX -20.38700 DOW -52.25000 EUR -481.25000 FEEDCOW 937.50000 GBP -268.75000 GOLD_micro 315.00000 RUSSELL 4185.50000 US10U 1781.25000 US5 980.46875 VIX 1825.00000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 9213.28175 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -0.75000 BUND -5.51000 CAC -5.51000 DAX -0.55100 DOW -2.25000 EUR -6.25000 FEEDCOW -12.50000 GBP -6.25000 GOLD_micro -1.00000 RUSSELL -18.00000 US10U -15.62500 US5 -3.90625 VIX -75.00000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -153.10225 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -0.500 BUND 11.020 CAC -22.040 DAX 3.306 DOW -1.500 EUR -18.750 FEEDCOW 0.000 GBP 12.500 GOLD_micro 2.000 RUSSELL -1.000 US10U -0.000 US5 7.813 VIX -50.000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 -57.151 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN -2.000000e+00 BUND 0.000000e+00 CAC -3.306000e+01 DAX 2.204000e+00 DOW -6.000000e+00 EUR -3.125000e+01 FEEDCOW -2.500000e+01 GBP 1.387779e-11 GOLD_micro -0.000000e+00 RUSSELL -3.700000e+01 US10U -3.125000e+01 US5 5.000000e-04 VIX -2.000000e+02 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -363.3555 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 BITCOIN 0 BUND 0 CAC 0 DAX 0 DOW 0 EUR 0 FEEDCOW 0 GBP 0 GOLD_micro 0 RUSSELL 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 BITCOIN -1.25000 BUND 5.51000 CAC -27.55000 DAX 2.75500 DOW -3.75000 EUR -25.00000 FEEDCOW -12.50000 GBP 6.25000 GOLD_micro 1.00000 RUSSELL -19.00000 US10U -15.62500 US5 3.90675 VIX -125.00000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 -210.25325 ******************************************************************************** END OF REPORT ********************************************************************************