******************************************************************************** Trades report report produced on 10/05/2023 21:37 from 09/05/2023 21:37 to 10/05/2023 21:37 ******************************************************************************** ===================================================================================================== Broker orders ===================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 2771 BITCOIN caleb_strategy_v1 [20230500] 2023-05-10 15:00:29 [-1] 28290.00 2766 BUND caleb_strategy_v1 [20230600] 2023-05-10 08:00:03 [-1] 135.12 2768 GASOIL _ROLL_PSEUDO_STRATEGY [20230700] 2023-05-10 09:00:07 [-1] 687.50 2767 GASOIL _ROLL_PSEUDO_STRATEGY [20230600] 2023-05-10 09:00:03 [1] 688.50 2793 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:21 [1] 1768.40 2792 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:17 [1] 1768.80 2791 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:15 [1] 1769.40 2790 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:12 [1] 1769.30 2789 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:10 [1] 1768.80 2788 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:08 [1] 1768.70 2787 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:07 [1] 1768.70 2786 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:04 [1] 1768.90 2785 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:02 [1] 1769.10 2784 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:00 [1] 1768.80 2783 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:58 [1] 1768.90 2782 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:56 [1] 1768.90 2780 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:51 [1] 1768.50 2794 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:02:22 [1] 1768.50 2779 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:48 [1] 1768.70 2778 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:46 [1] 1769.20 2777 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:44 [1] 1768.80 2776 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:42 [1] 1768.60 2775 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:40 [1] 1768.50 2774 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:38 [1] 1768.60 2772 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:00:30 [1] 1767.60 2781 RUSSELL caleb_strategy_v1 [20230600] 2023-05-10 15:01:54 [1] 1768.90 2795 SOYMEAL caleb_strategy_v1 [20230800] 2023-05-10 15:30:03 [-1] 415.30 2770 SP400 caleb_strategy_v1 [20230600] 2023-05-10 15:00:22 [1] 2457.60 2773 VIX caleb_strategy_v1 [20230700] 2023-05-10 15:01:37 [1] 22.35 2769 VIX caleb_strategy_v1 [20230700] 2023-05-10 15:00:20 [1] 22.30 ================================================================================================================================================================ Delays ================================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 2766 BUND caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 08:00:02.941 2023-05-10 08:00:03 115203 0.059 2768 GASOIL _ROLL_PSEUDO_STRATEGY 2023-05-09 20:00:00 2023-05-10 09:00:03.624 2023-05-10 09:00:07 46803.6 3.376 2767 GASOIL _ROLL_PSEUDO_STRATEGY 2023-05-09 20:00:00 2023-05-10 09:00:01.075 2023-05-10 09:00:03 46801.1 1.925 2770 SP400 caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:00:21.484 2023-05-10 15:00:22 140421 0.516 2771 BITCOIN caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:00:23.099 2023-05-10 15:00:29 140423 5.901 2769 VIX caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:00:00.940 2023-05-10 15:00:20 140401 19.06 2773 VIX caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:28.837 2023-05-10 15:01:37 140489 8.163 2772 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:00:30.313 2023-05-10 15:00:30 140430 NaN 2774 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:37.833 2023-05-10 15:01:38 140498 0.167 2775 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:39.980 2023-05-10 15:01:40 140500 0.02 2776 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:42.250 2023-05-10 15:01:42 140502 NaN 2777 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:44.299 2023-05-10 15:01:44 140504 NaN 2778 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:46.323 2023-05-10 15:01:46 140506 NaN 2779 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:48.517 2023-05-10 15:01:48 140509 NaN 2780 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:50.514 2023-05-10 15:01:51 140511 0.486 2781 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:53.221 2023-05-10 15:01:54 140513 0.779 2782 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:56.020 2023-05-10 15:01:56 140516 NaN 2783 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:01:58.086 2023-05-10 15:01:58 140518 NaN 2784 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:00.190 2023-05-10 15:02:00 140520 NaN 2785 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:02.111 2023-05-10 15:02:02 140522 NaN 2786 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:04.250 2023-05-10 15:02:04 140524 NaN 2787 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:06.350 2023-05-10 15:02:07 140526 0.65 2788 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:08.670 2023-05-10 15:02:08 140529 NaN 2789 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:10.414 2023-05-10 15:02:10 140530 NaN 2790 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:12.658 2023-05-10 15:02:12 140533 NaN 2791 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:14.598 2023-05-10 15:02:15 140535 0.402 2792 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:16.821 2023-05-10 15:02:17 140537 0.179 2793 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:21.055 2023-05-10 15:02:21 140541 NaN 2794 RUSSELL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:02:22.755 2023-05-10 15:02:22 140543 NaN 2795 SOYMEAL caleb_strategy_v1 2023-05-09 00:00:00 2023-05-10 15:30:01.535 2023-05-10 15:30:03 142202 1.465 =================================================================================================================================================================================================================================== 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 2766 BUND caleb_strategy_v1 [-1] 135.15 None 135.125 135.12 135.13 NaN 135.12 -0.025 -0.005 -0 NaN NaN -0.005 2768 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 691.5 None 687.875 687.75 688 688 687.5 -3.625 -0.125 -0.25 -0.5 NaN -0.375 2767 GASOIL _ROLL_PSEUDO_STRATEGY [1] 692 None 688.625 688.75 688.5 688.5 688.5 3.375 -0.125 0.25 0 NaN 0.125 2770 SP400 caleb_strategy_v1 [1] 2458.3 None 2457.15 2457.3 2457 2457 2457.6 1.15 -0.15 -0.3 -0.6 NaN -0.45 2771 BITCOIN caleb_strategy_v1 [-1] 27650 None 28285 28280 28290 28290 28290 635 -5 10 -0 NaN 5 2769 VIX caleb_strategy_v1 [1] 22.75 None 22.325 22.35 22.3 22.3 22.3 0.425 -0.025 0.05 0 NaN 0.025 2773 VIX caleb_strategy_v1 [1] 22.75 None 22.275 22.3 22.25 22.25 22.35 0.475 -0.025 -0.05 -0.1 NaN -0.075 2772 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1767.4 1767.5 1767.3 1767.3 1767.6 -7.2 -0.1 -0.1 -0.3 NaN -0.2 2774 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.45 1768.5 1768.4 1768.4 1768.6 -8.25 -0.05 -0.1 -0.2 NaN -0.15 2775 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.55 1768.6 1768.5 1768.5 1768.5 -8.35 -0.05 0.1 0 NaN 0.05 2776 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.5 1768.6 1768.4 1768.4 1768.6 -8.3 -0.1 0 -0.2 NaN -0.1 2777 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.7 1768.8 1768.6 1768.6 1768.8 -8.5 -0.1 0 -0.2 NaN -0.1 2778 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1769.25 1769.3 1769.2 1769.2 1769.2 -9.05 -0.05 0.1 0 NaN 0.05 2779 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.8 1768.9 1768.7 1768.7 1768.7 -8.6 -0.1 0.2 0 NaN 0.1 2780 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.5 1768.6 1768.4 1768.4 1768.5 -8.3 -0.1 0.1 -0.1 NaN 0 2781 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.55 1768.6 1768.5 1768.5 1768.9 -8.35 -0.05 -0.3 -0.4 NaN -0.35 2782 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.95 1769 1768.9 1768.9 1768.9 -8.75 -0.05 0.1 0 NaN 0.05 2783 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.85 1768.9 1768.8 1768.8 1768.9 -8.65 -0.05 0 -0.1 NaN -0.05 2784 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.85 1768.9 1768.8 1768.8 1768.8 -8.65 -0.05 0.1 2.27374e-13 NaN 0.05 2785 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.95 1769 1768.9 1768.9 1769.1 -8.75 -0.05 -0.1 -0.2 NaN -0.15 2786 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.95 1769 1768.9 1768.9 1768.9 -8.75 -0.05 0.1 0 NaN 0.05 2787 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.55 1768.6 1768.5 1768.5 1768.7 -8.35 -0.05 -0.1 -0.2 NaN -0.15 2788 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.6 1768.7 1768.5 1768.5 1768.7 -8.4 -0.1 0 -0.2 NaN -0.1 2789 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.65 1768.7 1768.6 1768.6 1768.8 -8.45 -0.05 -0.1 -0.2 NaN -0.15 2790 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1769.15 1769.2 1769.1 1769.1 1769.3 -8.95 -0.05 -0.1 -0.2 NaN -0.15 2791 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1769.2 1769.3 1769.1 1769.1 1769.4 -9 -0.1 -0.1 -0.3 NaN -0.2 2792 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.85 1768.9 1768.8 1768.8 1768.8 -8.65 -0.05 0.1 2.27374e-13 NaN 0.05 2793 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.45 1768.5 1768.4 1768.4 1768.4 -8.25 -0.05 0.1 0 NaN 0.05 2794 RUSSELL caleb_strategy_v1 [1] 1760.2 None 1768.35 1768.4 1768.3 1768.3 1768.5 -8.15 -0.05 -0.1 -0.2 NaN -0.15 2795 SOYMEAL caleb_strategy_v1 [-1] 413.6 None 415.3 415.2 415.4 415.4 415.3 1.7 -0.1 0.1 -0.1 NaN 5.68434e-14 ==================================================================================================================================================================== 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 2766 BUND caleb_strategy_v1 [-1] 13.4669 -18.5641 -3.71281 -0 NaN NaN -3.71281 2768 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 284.287 -127.512 -4.39697 -8.79394 -17.5879 NaN -13.1909 2767 GASOIL _ROLL_PSEUDO_STRATEGY [1] 284.287 118.718 -4.39697 8.79394 0 NaN 4.39697 2770 SP400 caleb_strategy_v1 [1] 471.854 24.3719 -3.17895 -6.3579 -12.7158 NaN -9.53685 2771 BITCOIN caleb_strategy_v1 [-1] 17481.8 363.235 -2.86012 5.72024 -0 NaN 2.86012 2769 VIX caleb_strategy_v1 [1] 10.2664 413.973 -24.3514 48.7028 0 NaN 24.3514 2773 VIX caleb_strategy_v1 [1] 10.2664 462.676 -24.3514 -48.7028 -97.4055 NaN -73.0541 2772 RUSSELL caleb_strategy_v1 [1] 378.108 -190.422 -2.64474 -2.64474 -7.93423 NaN -5.28949 2774 RUSSELL caleb_strategy_v1 [1] 378.108 -218.191 -1.32237 -2.64474 -5.28949 NaN -3.96712 2775 RUSSELL caleb_strategy_v1 [1] 378.108 -220.836 -1.32237 2.64474 0 NaN 1.32237 2776 RUSSELL caleb_strategy_v1 [1] 378.108 -219.514 -2.64474 0 -5.28949 NaN -2.64474 2777 RUSSELL caleb_strategy_v1 [1] 378.108 -224.803 -2.64474 0 -5.28949 NaN -2.64474 2778 RUSSELL caleb_strategy_v1 [1] 378.108 -239.349 -1.32237 2.64474 0 NaN 1.32237 2779 RUSSELL caleb_strategy_v1 [1] 378.108 -227.448 -2.64474 5.28949 0 NaN 2.64474 2780 RUSSELL caleb_strategy_v1 [1] 378.108 -219.514 -2.64474 2.64474 -2.64474 NaN 0 2781 RUSSELL caleb_strategy_v1 [1] 378.108 -220.836 -1.32237 -7.93423 -10.579 NaN -9.2566 2782 RUSSELL caleb_strategy_v1 [1] 378.108 -231.415 -1.32237 2.64474 0 NaN 1.32237 2783 RUSSELL caleb_strategy_v1 [1] 378.108 -228.77 -1.32237 0 -2.64474 NaN -1.32237 2784 RUSSELL caleb_strategy_v1 [1] 378.108 -228.77 -1.32237 2.64474 6.01345e-12 NaN 1.32237 2785 RUSSELL caleb_strategy_v1 [1] 378.108 -231.415 -1.32237 -2.64474 -5.28949 NaN -3.96712 2786 RUSSELL caleb_strategy_v1 [1] 378.108 -231.415 -1.32237 2.64474 0 NaN 1.32237 2787 RUSSELL caleb_strategy_v1 [1] 378.108 -220.836 -1.32237 -2.64474 -5.28949 NaN -3.96712 2788 RUSSELL caleb_strategy_v1 [1] 378.108 -222.159 -2.64474 0 -5.28949 NaN -2.64474 2789 RUSSELL caleb_strategy_v1 [1] 378.108 -223.481 -1.32237 -2.64474 -5.28949 NaN -3.96712 2790 RUSSELL caleb_strategy_v1 [1] 378.108 -236.705 -1.32237 -2.64474 -5.28949 NaN -3.96712 2791 RUSSELL caleb_strategy_v1 [1] 378.108 -238.027 -2.64474 -2.64474 -7.93423 NaN -5.28949 2792 RUSSELL caleb_strategy_v1 [1] 378.108 -228.77 -1.32237 2.64474 6.01345e-12 NaN 1.32237 2793 RUSSELL caleb_strategy_v1 [1] 378.108 -218.191 -1.32237 2.64474 0 NaN 1.32237 2794 RUSSELL caleb_strategy_v1 [1] 378.108 -215.547 -1.32237 -2.64474 -5.28949 NaN -3.96712 2795 SOYMEAL caleb_strategy_v1 [-1] 78.5232 216.496 -12.7351 12.7351 -12.7351 NaN 7.23906e-12 =============================================================================================================================================================================== 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 2766 BUND caleb_strategy_v1 [-1] 1096.6 -27.415 -5.483 -0 NaN NaN -5.483 2768 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100 -362.5 -12.5 -25 -50 NaN -37.5 2767 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100 337.5 -12.5 25 0 NaN 12.5 2770 SP400 caleb_strategy_v1 [1] 100 115 -15 -30 -60 NaN -45 2771 BITCOIN caleb_strategy_v1 [-1] 0.1 63.5 -0.5 1 -0 NaN 0.5 2769 VIX caleb_strategy_v1 [1] 1000 425 -25 50 0 NaN 25 2773 VIX caleb_strategy_v1 [1] 1000 475 -25 -50 -100 NaN -75 2772 RUSSELL caleb_strategy_v1 [1] 5 -36 -0.5 -0.5 -1.5 NaN -1 2774 RUSSELL caleb_strategy_v1 [1] 5 -41.25 -0.25 -0.5 -1 NaN -0.75 2775 RUSSELL caleb_strategy_v1 [1] 5 -41.75 -0.25 0.5 0 NaN 0.25 2776 RUSSELL caleb_strategy_v1 [1] 5 -41.5 -0.5 0 -1 NaN -0.5 2777 RUSSELL caleb_strategy_v1 [1] 5 -42.5 -0.5 0 -1 NaN -0.5 2778 RUSSELL caleb_strategy_v1 [1] 5 -45.25 -0.25 0.5 0 NaN 0.25 2779 RUSSELL caleb_strategy_v1 [1] 5 -43 -0.5 1 0 NaN 0.5 2780 RUSSELL caleb_strategy_v1 [1] 5 -41.5 -0.5 0.5 -0.5 NaN 0 2781 RUSSELL caleb_strategy_v1 [1] 5 -41.75 -0.25 -1.5 -2 NaN -1.75 2782 RUSSELL caleb_strategy_v1 [1] 5 -43.75 -0.25 0.5 0 NaN 0.25 2783 RUSSELL caleb_strategy_v1 [1] 5 -43.25 -0.25 0 -0.5 NaN -0.25 2784 RUSSELL caleb_strategy_v1 [1] 5 -43.25 -0.25 0.5 1.13687e-12 NaN 0.25 2785 RUSSELL caleb_strategy_v1 [1] 5 -43.75 -0.25 -0.5 -1 NaN -0.75 2786 RUSSELL caleb_strategy_v1 [1] 5 -43.75 -0.25 0.5 0 NaN 0.25 2787 RUSSELL caleb_strategy_v1 [1] 5 -41.75 -0.25 -0.5 -1 NaN -0.75 2788 RUSSELL caleb_strategy_v1 [1] 5 -42 -0.5 0 -1 NaN -0.5 2789 RUSSELL caleb_strategy_v1 [1] 5 -42.25 -0.25 -0.5 -1 NaN -0.75 2790 RUSSELL caleb_strategy_v1 [1] 5 -44.75 -0.25 -0.5 -1 NaN -0.75 2791 RUSSELL caleb_strategy_v1 [1] 5 -45 -0.5 -0.5 -1.5 NaN -1 2792 RUSSELL caleb_strategy_v1 [1] 5 -43.25 -0.25 0.5 1.13687e-12 NaN 0.25 2793 RUSSELL caleb_strategy_v1 [1] 5 -41.25 -0.25 0.5 0 NaN 0.25 2794 RUSSELL caleb_strategy_v1 [1] 5 -40.75 -0.25 -0.5 -1 NaN -0.75 2795 SOYMEAL caleb_strategy_v1 [-1] 100 170 -10 10 -10 NaN 5.68434e-12 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -25.000 caleb_strategy_v1 BITCOIN 63.500 BUND -27.415 RUSSELL -933.250 SOYMEAL 170.000 SP400 115.000 VIX 900.000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.000 caleb_strategy_v1 287.835 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -25.000 caleb_strategy_v1 BITCOIN -0.500 BUND -5.483 RUSSELL -7.250 SOYMEAL -10.000 SP400 -15.000 VIX -50.000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.000 caleb_strategy_v1 -88.233 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 0.0 caleb_strategy_v1 BITCOIN 1.0 BUND -0.0 RUSSELL -0.5 SOYMEAL 10.0 SP400 -30.0 VIX 0.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.0 caleb_strategy_v1 -19.5 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -50.0 caleb_strategy_v1 BITCOIN -0.0 BUND 0.0 RUSSELL -15.0 SOYMEAL -10.0 SP400 -60.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -50.0 caleb_strategy_v1 -185.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 0 caleb_strategy_v1 BITCOIN 0 BUND 0 RUSSELL 0 SOYMEAL 0 SP400 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -2.500000e+01 caleb_strategy_v1 BITCOIN 5.000000e-01 BUND -5.483000e+00 RUSSELL -7.750000e+00 SOYMEAL 5.684342e-12 SP400 -4.500000e+01 VIX -5.000000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.000 caleb_strategy_v1 -107.733 ******************************************************************************** END OF REPORT ********************************************************************************