******************************************************************************** Trades report produced on 17/07/2023 21:38 from 16/07/2023 21:38 to 17/07/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 3663 BOBL caleb_strategy_v3 [20230900] 2023-07-17 08:00:05 [-1] 115.540000 3664 BUND caleb_strategy_v3 [20230900] 2023-07-17 08:00:08 [-1] 132.830000 3667 BUND caleb_strategy_v3 [20230900] 2023-07-17 08:00:12 [-1] 132.840000 3670 BUND caleb_strategy_v3 [20230900] 2023-07-17 08:00:19 [-1] 132.830000 3710 CAD caleb_strategy_v3 [20230900] 2023-07-17 15:06:22 [-1] 0.759150 3701 CAD caleb_strategy_v3 [20230900] 2023-07-17 15:05:27 [-1] 0.759100 3686 COCOA caleb_strategy_v3 [20230900] 2023-07-17 14:00:31 [1] 3343.000000 3681 COCOA caleb_strategy_v3 [20230900] 2023-07-17 14:00:12 [1] 3344.000000 3684 COPPER caleb_strategy_v3 [20230900] 2023-07-17 14:00:22 [1] 3.830500 3680 COTTON2 caleb_strategy_v3 [20231000] 2023-07-17 14:00:07 [1] 83.230000 3665 DAX caleb_strategy_v3 [20230900] 2023-07-17 08:00:09 [-1] 16141.000000 3668 DAX caleb_strategy_v3 [20230900] 2023-07-17 08:00:12 [-1] 16142.000000 3671 DAX caleb_strategy_v3 [20230900] 2023-07-17 08:00:20 [-1] 16137.000000 3673 DAX caleb_strategy_v3 [20230900] 2023-07-17 08:00:26 [-1] 16130.000000 3675 DAX caleb_strategy_v3 [20230900] 2023-07-17 08:00:29 [-1] 16129.000000 3706 EUR caleb_strategy_v3 [20230900] 2023-07-17 15:06:16 [1] 1.126050 3712 EUR caleb_strategy_v3 [20230900] 2023-07-17 15:06:27 [1] 1.126000 3696 EUR caleb_strategy_v3 [20230900] 2023-07-17 15:05:14 [1] 1.126150 3676 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-17 09:00:02 [-1] 96.955000 3677 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-17 09:00:44 [-1] 96.960000 3662 EUROSTX caleb_strategy_v3 [20230900] 2023-07-17 08:00:02 [1] 4394.000000 3666 EUROSTX caleb_strategy_v3 [20230900] 2023-07-17 08:00:11 [1] 4395.000000 3672 EUROSTX caleb_strategy_v3 [20230900] 2023-07-17 08:00:25 [1] 4393.000000 3674 EUROSTX caleb_strategy_v3 [20230900] 2023-07-17 08:00:28 [1] 4392.000000 3669 EUROSTX caleb_strategy_v3 [20230900] 2023-07-17 08:00:18 [1] 4394.000000 3687 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:00:47 [-1] 2.515000 3685 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:00:29 [-1] 2.515000 3679 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:00:01 [-1] 2.515000 3692 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:01:32 [-1] 2.510000 3688 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:00:55 [-1] 2.510000 3690 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:01:10 [-1] 2.510000 3689 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:01:03 [-1] 2.510000 3691 GAS_US_mini caleb_strategy_v3 [20230900] 2023-07-17 14:01:31 [-1] 2.510000 3702 GBP caleb_strategy_v3 [20230900] 2023-07-17 15:05:44 [-1] 1.308700 3711 GBP caleb_strategy_v3 [20230900] 2023-07-17 15:06:22 [-1] 1.308500 3704 JPY caleb_strategy_v3 [20230900] 2023-07-17 15:06:15 [1] 0.007264 3693 JPY caleb_strategy_v3 [20230900] 2023-07-17 15:00:02 [1] 0.007259 3727 LEANHOG caleb_strategy_v3 [20231000] 2023-07-17 15:30:05 [1] 83.275000 3734 LEANHOG caleb_strategy_v3 [20231000] 2023-07-17 15:30:13 [1] 83.300000 3730 LEANHOG caleb_strategy_v3 [20231000] 2023-07-17 15:30:08 [1] 83.300000 3732 LEANHOG caleb_strategy_v3 [20231000] 2023-07-17 15:30:10 [1] 83.300000 3728 LIVECOW caleb_strategy_v3 [20231000] 2023-07-17 15:30:05 [1] 182.400000 3731 LIVECOW caleb_strategy_v3 [20231000] 2023-07-17 15:30:08 [1] 182.375000 3733 LIVECOW caleb_strategy_v3 [20231000] 2023-07-17 15:30:11 [1] 182.400000 3736 LIVECOW caleb_strategy_v3 [20231000] 2023-07-17 15:30:16 [1] 182.575000 3735 LIVECOW caleb_strategy_v3 [20231000] 2023-07-17 15:30:13 [1] 182.400000 3697 MXP caleb_strategy_v3 [20230900] 2023-07-17 15:05:17 [-1] 0.058610 3722 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:07:05 [-1] 15745.750000 3707 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:17 [-1] 15733.750000 3698 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:05:18 [-1] 15746.500000 3725 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:07:10 [-1] 15743.250000 3724 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:07:08 [-1] 15744.000000 3720 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:58 [-1] 15745.000000 3718 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:45 [-1] 15745.500000 3716 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:43 [-1] 15745.250000 3713 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:28 [-1] 15732.500000 3682 PLAT caleb_strategy_v3 [20231000] 2023-07-17 14:00:20 [-1] 977.700000 3678 ROBUSTA caleb_strategy_v3 [20230900] 2023-07-17 10:00:04 [1] 2572.000000 3703 RUSSELL caleb_strategy_v3 [20230900] 2023-07-17 15:05:46 [1] 1959.300000 3699 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:05:20 [-1] 4544.250000 3723 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:07:06 [-1] 4545.000000 3721 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:07:03 [-1] 4545.000000 3719 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:51 [-1] 4545.250000 3717 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:43 [-1] 4544.500000 3714 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:28 [-1] 4542.750000 3708 SP500_micro caleb_strategy_v3 [20230900] 2023-07-17 15:06:18 [-1] 4543.250000 3683 SUGAR11 caleb_strategy_v3 [20231000] 2023-07-17 14:00:21 [-1] 23.810000 3695 US10U caleb_strategy_v3 [20230900] 2023-07-17 15:05:10 [1] 118.375000 3705 US10U caleb_strategy_v3 [20230900] 2023-07-17 15:06:16 [1] 118.390625 3709 US5 caleb_strategy_v3 [20230900] 2023-07-17 15:06:21 [1] 107.562500 3700 US5 caleb_strategy_v3 [20230900] 2023-07-17 15:05:22 [1] 107.554688 3715 US5 caleb_strategy_v3 [20230900] 2023-07-17 15:06:41 [1] 107.554688 3694 VIX caleb_strategy_v3 [20231000] 2023-07-17 15:05:03 [-1] 17.550000 3726 WHEAT caleb_strategy_v3 [20231200] 2023-07-17 15:30:01 [-1] 675.750000 3729 WHEAT caleb_strategy_v3 [20231200] 2023-07-17 15:30:07 [-1] 675.750000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 3663 BOBL caleb_strategy_v3 2023-07-14 2023-07-17 08:00:03.790 2023-07-17 08:00:05 288004 1.21 3664 BUND caleb_strategy_v3 2023-07-14 2023-07-17 08:00:06.278 2023-07-17 08:00:08 288006 1.722 3667 BUND caleb_strategy_v3 2023-07-14 2023-07-17 08:00:12.008 2023-07-17 08:00:12 288012 NaN 3670 BUND caleb_strategy_v3 2023-07-14 2023-07-17 08:00:19.107 2023-07-17 08:00:19 288019 NaN 3662 EUROSTX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:02.193 2023-07-17 08:00:02 288002 NaN 3666 EUROSTX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:11.375 2023-07-17 08:00:11 288011 NaN 3669 EUROSTX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:14.772 2023-07-17 08:00:18 288015 3.228 3672 EUROSTX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:25.587 2023-07-17 08:00:25 288026 NaN 3674 EUROSTX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:28.660 2023-07-17 08:00:28 288029 NaN 3665 DAX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:08.716 2023-07-17 08:00:09 288009 0.284 3668 DAX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:12.616 2023-07-17 08:00:12 288013 NaN 3671 DAX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:20.127 2023-07-17 08:00:20 288020 NaN 3673 DAX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:26.191 2023-07-17 08:00:26 288026 NaN 3675 DAX caleb_strategy_v3 2023-07-14 2023-07-17 08:00:29.328 2023-07-17 08:00:29 288029 NaN 3676 EURIBOR-ICE caleb_strategy_v3 2023-07-14 2023-07-17 09:00:01.959 2023-07-17 09:00:02 291602 0.041 3677 EURIBOR-ICE caleb_strategy_v3 2023-07-14 2023-07-17 09:00:04.586 2023-07-17 09:00:44 291605 39.414 3678 ROBUSTA caleb_strategy_v3 2023-07-14 2023-07-17 10:00:01.278 2023-07-17 10:00:04 295201 2.722 3680 COTTON2 caleb_strategy_v3 2023-07-14 2023-07-17 14:00:02.568 2023-07-17 14:00:07 309603 4.432 3682 PLAT caleb_strategy_v3 2023-07-14 2023-07-17 14:00:12.680 2023-07-17 14:00:20 309613 7.32 3683 SUGAR11 caleb_strategy_v3 2023-07-14 2023-07-17 14:00:20.707 2023-07-17 14:00:21 309621 0.293 3684 COPPER caleb_strategy_v3 2023-07-14 2023-07-17 14:00:22.097 2023-07-17 14:00:22 309622 NaN 3681 COCOA caleb_strategy_v3 2023-07-14 2023-07-17 14:00:07.964 2023-07-17 14:00:12 309608 4.036 3686 COCOA caleb_strategy_v3 2023-07-14 2023-07-17 14:00:29.940 2023-07-17 14:00:31 309630 1.06 3685 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:00:24.191 2023-07-17 14:00:29 309624 4.809 3687 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:00:33.689 2023-07-17 14:00:47 309634 13.311 3688 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:00:55.789 2023-07-17 14:00:55 309656 NaN 3689 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:00:57.663 2023-07-17 14:01:03 309658 5.337 3690 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:01:05.164 2023-07-17 14:01:10 309665 4.836 3691 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:01:12.573 2023-07-17 14:01:31 309673 18.427 3692 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:01:32.656 2023-07-17 14:01:32 309693 NaN 3679 GAS_US_mini caleb_strategy_v3 2023-07-14 2023-07-17 14:00:01.377 2023-07-17 14:00:01 309601 NaN 3694 VIX caleb_strategy_v3 2023-07-14 2023-07-17 15:00:03.134 2023-07-17 15:05:03 313203 299.866 3697 MXP caleb_strategy_v3 2023-07-14 2023-07-17 15:05:15.018 2023-07-17 15:05:17 313515 1.982 3703 RUSSELL caleb_strategy_v3 2023-07-14 2023-07-17 15:05:45.436 2023-07-17 15:05:46 313545 0.564 3704 JPY caleb_strategy_v3 2023-07-14 2023-07-17 15:06:15.564 2023-07-17 15:06:15 313576 NaN 3693 JPY caleb_strategy_v3 2023-07-14 2023-07-17 15:00:01.946 2023-07-17 15:00:02 313202 0.054 3705 US10U caleb_strategy_v3 2023-07-14 2023-07-17 15:06:16.120 2023-07-17 15:06:16 313576 NaN 3695 US10U caleb_strategy_v3 2023-07-14 2023-07-17 15:05:03.722 2023-07-17 15:05:10 313504 6.278 3701 CAD caleb_strategy_v3 2023-07-14 2023-07-17 15:05:23.240 2023-07-17 15:05:27 313523 3.76 3710 CAD caleb_strategy_v3 2023-07-14 2023-07-17 15:06:22.001 2023-07-17 15:06:22 313582 NaN 3702 GBP caleb_strategy_v3 2023-07-14 2023-07-17 15:05:27.904 2023-07-17 15:05:44 313528 16.096 3711 GBP caleb_strategy_v3 2023-07-14 2023-07-17 15:06:22.398 2023-07-17 15:06:22 313582 NaN 3696 EUR caleb_strategy_v3 2023-07-14 2023-07-17 15:05:11.078 2023-07-17 15:05:14 313511 2.922 3706 EUR caleb_strategy_v3 2023-07-14 2023-07-17 15:06:16.600 2023-07-17 15:06:16 313577 NaN 3712 EUR caleb_strategy_v3 2023-07-14 2023-07-17 15:06:27.561 2023-07-17 15:06:27 313588 NaN 3715 US5 caleb_strategy_v3 2023-07-14 2023-07-17 15:06:33.584 2023-07-17 15:06:41 313594 7.416 3700 US5 caleb_strategy_v3 2023-07-14 2023-07-17 15:05:21.476 2023-07-17 15:05:22 313521 0.524 3709 US5 caleb_strategy_v3 2023-07-14 2023-07-17 15:06:21.564 2023-07-17 15:06:21 313582 NaN 3714 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:28.628 2023-07-17 15:06:28 313589 NaN 3717 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:43.472 2023-07-17 15:06:43 313603 NaN 3719 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:51.578 2023-07-17 15:06:51 313612 NaN 3721 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:07:03.615 2023-07-17 15:07:03 313624 NaN 3723 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:07:06.188 2023-07-17 15:07:06 313626 NaN 3699 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:05:19.367 2023-07-17 15:05:20 313519 0.633 3708 SP500_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:17.914 2023-07-17 15:06:18 313578 0.086 3713 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:28.120 2023-07-17 15:06:28 313588 NaN 3716 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:43.059 2023-07-17 15:06:43 313603 NaN 3718 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:45.579 2023-07-17 15:06:45 313606 NaN 3720 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:57.699 2023-07-17 15:06:58 313618 0.301 3722 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:07:05.700 2023-07-17 15:07:05 313626 NaN 3724 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:07:08.468 2023-07-17 15:07:08 313628 NaN 3725 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:07:10.820 2023-07-17 15:07:10 313631 NaN 3698 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:05:18.491 2023-07-17 15:05:18 313518 NaN 3707 NASDAQ_micro caleb_strategy_v3 2023-07-14 2023-07-17 15:06:17.369 2023-07-17 15:06:17 313577 NaN 3729 WHEAT caleb_strategy_v3 2023-07-14 2023-07-17 15:30:07.596 2023-07-17 15:30:07 315008 NaN 3726 WHEAT caleb_strategy_v3 2023-07-14 2023-07-17 15:30:01.850 2023-07-17 15:30:01 315002 NaN 3730 LEANHOG caleb_strategy_v3 2023-07-14 2023-07-17 15:30:08.106 2023-07-17 15:30:08 315008 NaN 3732 LEANHOG caleb_strategy_v3 2023-07-14 2023-07-17 15:30:10.566 2023-07-17 15:30:10 315011 NaN 3734 LEANHOG caleb_strategy_v3 2023-07-14 2023-07-17 15:30:13.054 2023-07-17 15:30:13 315013 NaN 3727 LEANHOG caleb_strategy_v3 2023-07-14 2023-07-17 15:30:02.626 2023-07-17 15:30:05 315003 2.374 3728 LIVECOW caleb_strategy_v3 2023-07-14 2023-07-17 15:30:05.551 2023-07-17 15:30:05 315006 NaN 3731 LIVECOW caleb_strategy_v3 2023-07-14 2023-07-17 15:30:08.575 2023-07-17 15:30:08 315009 NaN 3733 LIVECOW caleb_strategy_v3 2023-07-14 2023-07-17 15:30:11.010 2023-07-17 15:30:11 315011 NaN 3735 LIVECOW caleb_strategy_v3 2023-07-14 2023-07-17 15:30:13.518 2023-07-17 15:30:13 315014 NaN 3736 LIVECOW caleb_strategy_v3 2023-07-14 2023-07-17 15:30:15.420 2023-07-17 15:30:16 315015 0.58 ======================================================================================================================================================================================================================================= 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 3663 BOBL caleb_strategy_v3 [-1] 115.48 None 115.555 115.55 115.56 115.56 115.54 0.075 -0.005 -0.01 -0.02 NaN -0.015 3664 BUND caleb_strategy_v3 [-1] 132.75 None 132.845 132.84 132.85 132.85 132.83 0.095 -0.005 -0.01 -0.02 NaN -0.015 3667 BUND caleb_strategy_v3 [-1] 132.75 None 132.835 132.83 132.84 132.84 132.84 0.085 -0.005 0.01 -0 NaN 0.005 3670 BUND caleb_strategy_v3 [-1] 132.75 None 132.845 132.84 132.85 132.85 132.83 0.095 -0.005 -0.01 -0.02 NaN -0.015 3662 EUROSTX caleb_strategy_v3 [1] 4408 None 4394.5 4395 4394 4394 4394 13.5 -0.5 1 0 NaN 0.5 3666 EUROSTX caleb_strategy_v3 [1] 4408 None 4395.5 4396 4395 4395 4395 12.5 -0.5 1 0 NaN 0.5 3669 EUROSTX caleb_strategy_v3 [1] 4408 None 4394.5 4395 4394 4394 4394 13.5 -0.5 1 0 NaN 0.5 3672 EUROSTX caleb_strategy_v3 [1] 4408 None 4394.5 4395 4394 4394 4393 13.5 -0.5 2 1 NaN 1.5 3674 EUROSTX caleb_strategy_v3 [1] 4408 None 4392.5 4393 4392 4392 4392 15.5 -0.5 1 0 NaN 0.5 3665 DAX caleb_strategy_v3 [-1] 16172 None 16142 16141 16143 16143 16141 -30 -1 -0 -2 NaN -1 3668 DAX caleb_strategy_v3 [-1] 16172 None 16141 16140 16142 16142 16142 -31 -1 2 -0 NaN 1 3671 DAX caleb_strategy_v3 [-1] 16172 None 16143 16142 16144 16144 16137 -29 -1 -5 -7 NaN -6 3673 DAX caleb_strategy_v3 [-1] 16172 None 16137.5 16137 16138 16138 16130 -34.5 -0.5 -7 -8 NaN -7.5 3675 DAX caleb_strategy_v3 [-1] 16172 None 16130.5 16130 16131 16131 16129 -41.5 -0.5 -1 -2 NaN -1.5 3676 EURIBOR-ICE caleb_strategy_v3 [-1] 96.97 None 96.96 96.955 96.965 96.965 96.955 -0.01 -0.005 -0 -0.01 NaN -0.005 3677 EURIBOR-ICE caleb_strategy_v3 [-1] 96.97 None 96.9575 96.955 96.96 96.96 96.96 -0.0125 -0.0025 0.005 -1.42109e-14 NaN 0.0025 3678 ROBUSTA caleb_strategy_v3 [1] 2541 None 2571 2572 2570 2570 2572 -30 -1 0 -2 NaN -1 3680 COTTON2 caleb_strategy_v3 [1] 82.7 None 82.79 83.18 82.4 82.4 83.23 -0.09 -0.39 -0.05 -0.83 NaN -0.44 3682 PLAT caleb_strategy_v3 [-1] 983.6 None 978.4 978.3 978.5 978.5 977.7 -5.2 -0.1 -0.6 -0.8 NaN -0.7 3683 SUGAR11 caleb_strategy_v3 [-1] 24.29 None 23.825 23.82 23.83 23.83 23.81 -0.465 -0.005 -0.01 -0.02 NaN -0.015 3684 COPPER caleb_strategy_v3 [1] 3.924 None 3.8305 3.831 3.83 3.83 3.8305 0.0935 -0.0005 0.0005 -0.0005 NaN 0 3681 COCOA caleb_strategy_v3 [1] 3344 None 3342.5 3343 3342 3342 3344 1.5 -0.5 -1 -2 NaN -1.5 3686 COCOA caleb_strategy_v3 [1] 3344 None 3343.5 3344 3343 3343 3343 0.5 -0.5 1 0 NaN 0.5 3685 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.52 2.515 2.525 2.525 2.515 -0.005 -0.005 -0 -0.01 NaN -0.005 3687 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.5175 2.515 2.52 2.52 2.515 -0.0075 -0.0025 -0 -0.005 NaN -0.0025 3688 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.5175 2.515 2.52 NaN 2.51 -0.0075 -0.0025 -0.005 NaN NaN -0.0075 3689 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.515 2.51 2.52 2.52 2.51 -0.01 -0.005 -0 -0.01 NaN -0.005 3690 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.515 2.51 2.52 2.52 2.51 -0.01 -0.005 -0 -0.01 NaN -0.005 3691 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.5125 2.51 2.515 2.515 2.51 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3692 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.5125 2.51 2.515 NaN 2.51 -0.0125 -0.0025 -0 NaN NaN -0.0025 3679 GAS_US_mini caleb_strategy_v3 [-1] 2.525 None 2.52 2.515 2.525 2.525 2.515 -0.005 -0.005 -0 -0.01 NaN -0.005 3694 VIX caleb_strategy_v3 [-1] 17.7 None 17.575 17.55 17.6 17.6 17.55 -0.125 -0.025 -0 -0.05 NaN -0.025 3697 MXP caleb_strategy_v3 [-1] 0.059 None 0.05863 0.05862 0.05864 0.05864 0.05861 -0.00037 -1e-05 -1e-05 -3e-05 NaN -2e-05 3703 RUSSELL caleb_strategy_v3 [1] 1940.7 None 1959.15 1959.2 1959.1 1959.1 1959.3 -18.45 -0.05 -0.1 -0.2 NaN -0.15 3704 JPY caleb_strategy_v3 [1] 0.007275 None 0.00725825 0.0072585 0.007258 0.007258 0.007264 1.675e-05 -2.5e-07 -5.5e-06 -6e-06 NaN -5.75e-06 3693 JPY caleb_strategy_v3 [1] 0.007275 None 0.007258 0.0072585 0.0072575 0.0072575 0.007259 1.7e-05 -5e-07 -5e-07 -1.5e-06 NaN -1e-06 3705 US10U caleb_strategy_v3 [1] 118.406 None 118.367 118.375 118.359 118.359 118.391 0.0390625 -0.0078125 -0.015625 -0.03125 NaN -0.0234375 3695 US10U caleb_strategy_v3 [1] 118.406 None 118.383 118.391 118.375 118.375 118.375 0.0234375 -0.0078125 0.015625 0 NaN 0.0078125 3701 CAD caleb_strategy_v3 [-1] 0.75725 None 0.759125 0.7591 0.75915 0.75915 0.7591 0.001875 -2.5e-05 -0 -5e-05 NaN -2.5e-05 3710 CAD caleb_strategy_v3 [-1] 0.75725 None 0.759125 0.7591 0.75915 NaN 0.75915 0.001875 -2.5e-05 5e-05 NaN NaN 2.5e-05 3702 GBP caleb_strategy_v3 [-1] 1.3101 None 1.30865 1.3086 1.3087 1.3087 1.3087 -0.00145 -5e-05 0.0001 -0 NaN 5e-05 3711 GBP caleb_strategy_v3 [-1] 1.3101 None 1.3087 1.3086 1.3088 1.3088 1.3085 -0.0014 -0.0001 -0.0001 -0.0003 NaN -0.0002 3696 EUR caleb_strategy_v3 [1] 1.12655 None 1.12608 1.1261 1.12605 1.12605 1.12615 0.000475 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 3706 EUR caleb_strategy_v3 [1] 1.12655 None 1.12613 1.12615 1.1261 1.1261 1.12605 0.000425 -2.5e-05 0.0001 5e-05 NaN 7.5e-05 3712 EUR caleb_strategy_v3 [1] 1.12655 None 1.12602 1.12605 1.126 1.126 1.126 0.000525 -2.5e-05 5e-05 2.22045e-16 NaN 2.5e-05 3715 US5 caleb_strategy_v3 [1] 107.555 None 107.559 107.562 107.555 107.555 107.555 -0.00390625 -0.00390625 0.007812 -5e-07 NaN 0.00390575 3700 US5 caleb_strategy_v3 [1] 107.555 None 107.559 107.562 107.555 107.555 107.555 -0.00390625 -0.00390625 0.007812 -5e-07 NaN 0.00390575 3709 US5 caleb_strategy_v3 [1] 107.555 None 107.551 107.555 107.547 107.547 107.562 0.00390625 -0.00390625 -0.0078125 -0.015625 NaN -0.0117188 3714 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4543.38 4543.25 4543.5 4543.5 4542.75 4.875 -0.125 -0.5 -0.75 NaN -0.625 3717 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4542.88 4542.75 4543 4543 4544.5 4.375 -0.125 1.75 1.5 NaN 1.625 3719 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4544.62 4544.5 4544.75 4544.75 4545.25 6.125 -0.125 0.75 0.5 NaN 0.625 3721 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4545.38 4545.25 4545.5 4545.5 4545 6.875 -0.125 -0.25 -0.5 NaN -0.375 3723 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4545.38 4545.25 4545.5 4545.5 4545 6.875 -0.125 -0.25 -0.5 NaN -0.375 3699 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4544.62 4544.5 4544.75 4544.75 4544.25 6.125 -0.125 -0.25 -0.5 NaN -0.375 3708 SP500_micro caleb_strategy_v3 [-1] 4538.5 None 4544.62 4544.5 4544.75 4544.75 4543.25 6.125 -0.125 -1.25 -1.5 NaN -1.375 3713 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15734.1 15734 15734.2 15734.2 15732.5 49.375 -0.125 -1.5 -1.75 NaN -1.625 3716 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15745 15744.8 15745.2 15745.2 15745.2 60.25 -0.25 0.5 -0 NaN 0.25 3718 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15745.4 15745.2 15745.5 15745.5 15745.5 60.625 -0.125 0.25 -0 NaN 0.125 3720 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15745.5 15745.2 15745.8 15745.8 15745 60.75 -0.25 -0.25 -0.75 NaN -0.5 3722 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15745 15744.8 15745.2 15745.2 15745.8 60.25 -0.25 1 0.5 NaN 0.75 3724 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15747 15746.8 15747.2 15747.2 15744 62.25 -0.25 -2.75 -3.25 NaN -3 3725 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15743.6 15743.5 15743.8 15743.8 15743.2 58.875 -0.125 -0.25 -0.5 NaN -0.375 3698 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15747 15746.8 15747.2 15747.2 15746.5 62.25 -0.25 -0.25 -0.75 NaN -0.5 3707 NASDAQ_micro caleb_strategy_v3 [-1] 15684.8 None 15746.6 15746.5 15746.8 15746.8 15733.8 61.875 -0.125 -12.75 -13 NaN -12.875 3729 WHEAT caleb_strategy_v3 [-1] 680 None 676 675.75 676.25 676.25 675.75 -4 -0.25 -0 -0.5 NaN -0.25 3726 WHEAT caleb_strategy_v3 [-1] 680 None 675.875 675.75 676 NaN 675.75 -4.125 -0.125 -0 NaN NaN -0.125 3730 LEANHOG caleb_strategy_v3 [1] 83.375 None 82.5 82.5 82.5 82.5 83.3 0.875 0 -0.8 -0.8 NaN -0.8 3732 LEANHOG caleb_strategy_v3 [1] 83.375 None 82.5 82.5 82.5 82.5 83.3 0.875 0 -0.8 -0.8 NaN -0.8 3734 LEANHOG caleb_strategy_v3 [1] 83.375 None 82.5 82.5 82.5 82.5 83.3 0.875 0 -0.8 -0.8 NaN -0.8 3727 LEANHOG caleb_strategy_v3 [1] 83.375 None 83.3 83.325 83.275 83.275 83.275 0.075 -0.025 0.05 0 NaN 0.025 3728 LIVECOW caleb_strategy_v3 [1] 182.825 None 182.375 182.4 182.35 182.35 182.4 0.45 -0.025 0 -0.05 NaN -0.025 3731 LIVECOW caleb_strategy_v3 [1] 182.825 None 182.5 182.5 182.5 182.5 182.375 0.325 0 0.125 0.125 NaN 0.125 3733 LIVECOW caleb_strategy_v3 [1] 182.825 None 182.5 182.5 182.5 182.5 182.4 0.325 0 0.1 0.1 NaN 0.1 3735 LIVECOW caleb_strategy_v3 [1] 182.825 None 182.387 182.4 182.375 182.375 182.4 0.4375 -0.0125 0 -0.025 NaN -0.0125 3736 LIVECOW caleb_strategy_v3 [1] 182.825 None 182.45 182.4 182.5 NaN 182.575 0.375 0.05 -0.175 NaN NaN -0.125 ============================================================================================================================================================ 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 3663 BOBL caleb_strategy_v3 [-1] 6.00545 124.887 -8.32577 -16.6515 -33.3031 NaN -24.9773 3664 BUND caleb_strategy_v3 [-1] 11.9963 79.1909 -4.16794 -8.33589 -16.6718 NaN -12.5038 3667 BUND caleb_strategy_v3 [-1] 11.9963 70.855 -4.16794 8.33589 -0 NaN 4.16794 3670 BUND caleb_strategy_v3 [-1] 11.9963 79.1909 -4.16794 -8.33589 -16.6718 NaN -12.5038 3662 EUROSTX caleb_strategy_v3 [1] 707.516 190.808 -7.06698 14.134 0 NaN 7.06698 3666 EUROSTX caleb_strategy_v3 [1] 707.516 176.675 -7.06698 14.134 0 NaN 7.06698 3669 EUROSTX caleb_strategy_v3 [1] 707.516 190.808 -7.06698 14.134 0 NaN 7.06698 3672 EUROSTX caleb_strategy_v3 [1] 707.516 190.808 -7.06698 28.2679 14.134 NaN 21.2009 3674 EUROSTX caleb_strategy_v3 [1] 707.516 219.076 -7.06698 14.134 0 NaN 7.06698 3665 DAX caleb_strategy_v3 [-1] 2405.83 -124.697 -4.15657 -0 -8.31313 NaN -4.15657 3668 DAX caleb_strategy_v3 [-1] 2405.83 -128.854 -4.15657 8.31313 -0 NaN 4.15657 3671 DAX caleb_strategy_v3 [-1] 2405.83 -120.54 -4.15657 -20.7828 -29.096 NaN -24.9394 3673 DAX caleb_strategy_v3 [-1] 2405.83 -143.402 -2.07828 -29.096 -33.2525 NaN -31.1742 3675 DAX caleb_strategy_v3 [-1] 2405.83 -172.497 -2.07828 -4.15657 -8.31313 NaN -6.23485 3676 EURIBOR-ICE caleb_strategy_v3 [-1] 1.22839 -81.4075 -40.7037 -0 -81.4075 NaN -40.7037 3677 EURIBOR-ICE caleb_strategy_v3 [-1] 1.22839 -101.759 -20.3519 40.7037 -1.15687e-10 NaN 20.3519 3678 ROBUSTA caleb_strategy_v3 [1] 640.472 -468.405 -15.6135 0 -31.227 NaN -15.6135 3680 COTTON2 caleb_strategy_v3 [1] 25.8997 -34.7495 -150.581 -19.3053 -320.467 NaN -169.886 3682 PLAT caleb_strategy_v3 [-1] 254.778 -204.099 -3.92499 -23.5499 -31.3999 NaN -27.4749 3683 SUGAR11 caleb_strategy_v3 [-1] 6.2903 -739.233 -7.94874 -15.8975 -31.795 NaN -23.8462 3684 COPPER caleb_strategy_v3 [1] 0.88991 1050.67 -5.61855 5.61855 -5.61855 NaN 0 3681 COCOA caleb_strategy_v3 [1] 682.943 21.9638 -7.32126 -14.6425 -29.285 NaN -21.9638 3686 COCOA caleb_strategy_v3 [1] 682.943 7.32126 -7.32126 14.6425 0 NaN 7.32126 3685 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -25.1426 -25.1426 -0 -50.2851 NaN -25.1426 3687 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -37.7139 -12.5713 -0 -25.1426 NaN -12.5713 3688 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -37.7139 -12.5713 -25.1426 NaN NaN -37.7139 3689 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -50.2851 -25.1426 -0 -50.2851 NaN -25.1426 3690 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -50.2851 -25.1426 -0 -50.2851 NaN -25.1426 3691 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -62.8564 -12.5713 -0 -25.1426 NaN -12.5713 3692 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -62.8564 -12.5713 -0 NaN NaN -12.5713 3679 GAS_US_mini caleb_strategy_v3 [-1] 1.98866 -25.1426 -25.1426 -0 -50.2851 NaN -25.1426 3694 VIX caleb_strategy_v3 [-1] 7.26762 -171.996 -34.3992 -0 -68.7983 NaN -34.3992 3697 MXP caleb_strategy_v3 [-1] 0.00478381 -773.442 -20.9038 -20.9038 -62.7115 NaN -41.8077 3703 RUSSELL caleb_strategy_v3 [1] 379.606 -486.03 -1.31716 -2.63431 -5.26862 NaN -3.95147 3704 JPY caleb_strategy_v3 [1] 0.000716506 233.773 -3.48915 -76.7614 -83.7397 NaN -80.2505 3693 JPY caleb_strategy_v3 [1] 0.000716506 237.262 -6.97831 -6.97831 -20.9349 NaN -13.9566 3705 US10U caleb_strategy_v3 [1] 11.0715 35.282 -7.0564 -14.1128 -28.2256 NaN -21.1692 3695 US10U caleb_strategy_v3 [1] 11.0715 21.1692 -7.0564 14.1128 0 NaN 7.0564 3701 CAD caleb_strategy_v3 [-1] 0.0532365 352.202 -4.69602 -0 -9.39205 NaN -4.69602 3710 CAD caleb_strategy_v3 [-1] 0.0532365 352.202 -4.69602 9.39205 NaN NaN 4.69602 3702 GBP caleb_strategy_v3 [-1] 0.103506 -140.089 -4.83065 9.6613 -0 NaN 4.83065 3711 GBP caleb_strategy_v3 [-1] 0.103506 -135.258 -9.6613 -9.6613 -28.9839 NaN -19.3226 3696 EUR caleb_strategy_v3 [1] 0.0826847 57.4472 -3.02354 -6.04707 -12.0941 NaN -9.07061 3706 EUR caleb_strategy_v3 [1] 0.0826847 51.4001 -3.02354 12.0941 6.04707 NaN 9.07061 3712 EUR caleb_strategy_v3 [1] 0.0826847 63.4942 -3.02354 6.04707 2.68544e-11 NaN 3.02354 3715 US5 caleb_strategy_v3 [1] 6.11702 -6.38587 -6.38587 12.7709 -0.000817392 NaN 6.38505 3700 US5 caleb_strategy_v3 [1] 6.11702 -6.38587 -6.38587 12.7709 -0.000817392 NaN 6.38505 3709 US5 caleb_strategy_v3 [1] 6.11702 6.38587 -6.38587 -12.7717 -25.5435 NaN -19.1576 3714 SP500_micro caleb_strategy_v3 [-1] 521.912 93.4066 -2.39504 -9.58016 -14.3702 NaN -11.9752 3717 SP500_micro caleb_strategy_v3 [-1] 521.912 83.8264 -2.39504 33.5306 28.7405 NaN 31.1355 3719 SP500_micro caleb_strategy_v3 [-1] 521.912 117.357 -2.39504 14.3702 9.58016 NaN 11.9752 3721 SP500_micro caleb_strategy_v3 [-1] 521.912 131.727 -2.39504 -4.79008 -9.58016 NaN -7.18512 3723 SP500_micro caleb_strategy_v3 [-1] 521.912 131.727 -2.39504 -4.79008 -9.58016 NaN -7.18512 3699 SP500_micro caleb_strategy_v3 [-1] 521.912 117.357 -2.39504 -4.79008 -9.58016 NaN -7.18512 3708 SP500_micro caleb_strategy_v3 [-1] 521.912 117.357 -2.39504 -23.9504 -28.7405 NaN -26.3454 3713 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 191.872 -0.485751 -5.82901 -6.80051 NaN -6.31476 3716 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 234.132 -0.971501 1.943 -0 NaN 0.971501 3718 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 235.589 -0.485751 0.971501 -0 NaN 0.485751 3720 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 236.075 -0.971501 -0.971501 -2.9145 NaN -1.943 3722 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 234.132 -0.971501 3.88601 1.943 NaN 2.9145 3724 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 241.904 -0.971501 -10.6865 -12.6295 NaN -11.658 3725 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 228.789 -0.485751 -0.971501 -1.943 NaN -1.45725 3698 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 241.904 -0.971501 -0.971501 -2.9145 NaN -1.943 3707 NASDAQ_micro caleb_strategy_v3 [-1] 2573.34 240.447 -0.485751 -49.5466 -50.5181 NaN -50.0323 3729 WHEAT caleb_strategy_v3 [-1] 265.362 -150.738 -9.4211 -0 -18.8422 NaN -9.4211 3726 WHEAT caleb_strategy_v3 [-1] 265.362 -155.448 -4.71055 -0 NaN NaN -4.71055 3730 LEANHOG caleb_strategy_v3 [1] 21.515 406.693 0 -371.834 -371.834 NaN -371.834 3732 LEANHOG caleb_strategy_v3 [1] 21.515 406.693 0 -371.834 -371.834 NaN -371.834 3734 LEANHOG caleb_strategy_v3 [1] 21.515 406.693 0 -371.834 -371.834 NaN -371.834 3727 LEANHOG caleb_strategy_v3 [1] 21.515 34.8594 -11.6198 23.2396 0 NaN 11.6198 3728 LIVECOW caleb_strategy_v3 [1] 19.2835 233.36 -12.9644 0 -25.9289 NaN -12.9644 3731 LIVECOW caleb_strategy_v3 [1] 19.2835 168.538 0 64.8221 64.8221 NaN 64.8221 3733 LIVECOW caleb_strategy_v3 [1] 19.2835 168.538 0 51.8577 51.8577 NaN 51.8577 3735 LIVECOW caleb_strategy_v3 [1] 19.2835 226.878 -6.48221 0 -12.9644 NaN -6.48221 3736 LIVECOW caleb_strategy_v3 [1] 19.2835 194.466 25.9289 -90.751 NaN NaN -64.8221 ======================================================================================================================================================================= 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 3663 BOBL caleb_strategy_v3 [-1] 1122.8 84.21 -5.614 -11.228 -22.456 NaN -16.842 3664 BUND caleb_strategy_v3 [-1] 1122.8 106.666 -5.614 -11.228 -22.456 NaN -16.842 3667 BUND caleb_strategy_v3 [-1] 1122.8 95.438 -5.614 11.228 -0 NaN 5.614 3670 BUND caleb_strategy_v3 [-1] 1122.8 106.666 -5.614 -11.228 -22.456 NaN -16.842 3662 EUROSTX caleb_strategy_v3 [1] 11.228 151.578 -5.614 11.228 0 NaN 5.614 3666 EUROSTX caleb_strategy_v3 [1] 11.228 140.35 -5.614 11.228 0 NaN 5.614 3669 EUROSTX caleb_strategy_v3 [1] 11.228 151.578 -5.614 11.228 0 NaN 5.614 3672 EUROSTX caleb_strategy_v3 [1] 11.228 151.578 -5.614 22.456 11.228 NaN 16.842 3674 EUROSTX caleb_strategy_v3 [1] 11.228 174.034 -5.614 11.228 0 NaN 5.614 3665 DAX caleb_strategy_v3 [-1] 1.1228 -33.684 -1.1228 -0 -2.2456 NaN -1.1228 3668 DAX caleb_strategy_v3 [-1] 1.1228 -34.8068 -1.1228 2.2456 -0 NaN 1.1228 3671 DAX caleb_strategy_v3 [-1] 1.1228 -32.5612 -1.1228 -5.614 -7.8596 NaN -6.7368 3673 DAX caleb_strategy_v3 [-1] 1.1228 -38.7366 -0.5614 -7.8596 -8.9824 NaN -8.421 3675 DAX caleb_strategy_v3 [-1] 1.1228 -46.5962 -0.5614 -1.1228 -2.2456 NaN -1.6842 3676 EURIBOR-ICE caleb_strategy_v3 [-1] 2807 -28.07 -14.035 -0 -28.07 NaN -14.035 3677 EURIBOR-ICE caleb_strategy_v3 [-1] 2807 -35.0875 -7.0175 14.035 -3.98899e-11 NaN 7.0175 3678 ROBUSTA caleb_strategy_v3 [1] 10 -300 -10 0 -20 NaN -10 3680 COTTON2 caleb_strategy_v3 [1] 500 -45 -195 -25 -415 NaN -220 3682 PLAT caleb_strategy_v3 [-1] 50 -260 -5 -30 -40 NaN -35 3683 SUGAR11 caleb_strategy_v3 [-1] 1120 -520.8 -5.6 -11.2 -22.4 NaN -16.8 3684 COPPER caleb_strategy_v3 [1] 25000 2337.5 -12.5 12.5 -12.5 NaN 0 3681 COCOA caleb_strategy_v3 [1] 10 15 -5 -10 -20 NaN -15 3686 COCOA caleb_strategy_v3 [1] 10 5 -5 10 0 NaN 5 3685 GAS_US_mini caleb_strategy_v3 [-1] 2500 -12.5 -12.5 -0 -25 NaN -12.5 3687 GAS_US_mini caleb_strategy_v3 [-1] 2500 -18.75 -6.25 -0 -12.5 NaN -6.25 3688 GAS_US_mini caleb_strategy_v3 [-1] 2500 -18.75 -6.25 -12.5 NaN NaN -18.75 3689 GAS_US_mini caleb_strategy_v3 [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3690 GAS_US_mini caleb_strategy_v3 [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3691 GAS_US_mini caleb_strategy_v3 [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3692 GAS_US_mini caleb_strategy_v3 [-1] 2500 -31.25 -6.25 -0 NaN NaN -6.25 3679 GAS_US_mini caleb_strategy_v3 [-1] 2500 -12.5 -12.5 -0 -25 NaN -12.5 3694 VIX caleb_strategy_v3 [-1] 1000 -125 -25 -0 -50 NaN -25 3697 MXP caleb_strategy_v3 [-1] 500000 -185 -5 -5 -15 NaN -10 3703 RUSSELL caleb_strategy_v3 [1] 5 -92.25 -0.25 -0.5 -1 NaN -0.75 3704 JPY caleb_strategy_v3 [1] 1.25e+07 209.375 -3.125 -68.75 -75 NaN -71.875 3693 JPY caleb_strategy_v3 [1] 1.25e+07 212.5 -6.25 -6.25 -18.75 NaN -12.5 3705 US10U caleb_strategy_v3 [1] 1000 39.0625 -7.8125 -15.625 -31.25 NaN -23.4375 3695 US10U caleb_strategy_v3 [1] 1000 23.4375 -7.8125 15.625 0 NaN 7.8125 3701 CAD caleb_strategy_v3 [-1] 100000 187.5 -2.5 -0 -5 NaN -2.5 3710 CAD caleb_strategy_v3 [-1] 100000 187.5 -2.5 5 NaN NaN 2.5 3702 GBP caleb_strategy_v3 [-1] 62500 -90.625 -3.125 6.25 -0 NaN 3.125 3711 GBP caleb_strategy_v3 [-1] 62500 -87.5 -6.25 -6.25 -18.75 NaN -12.5 3696 EUR caleb_strategy_v3 [1] 125000 59.375 -3.125 -6.25 -12.5 NaN -9.375 3706 EUR caleb_strategy_v3 [1] 125000 53.125 -3.125 12.5 6.25 NaN 9.375 3712 EUR caleb_strategy_v3 [1] 125000 65.625 -3.125 6.25 2.77556e-11 NaN 3.125 3715 US5 caleb_strategy_v3 [1] 1000 -3.90625 -3.90625 7.812 -0.0005 NaN 3.90575 3700 US5 caleb_strategy_v3 [1] 1000 -3.90625 -3.90625 7.812 -0.0005 NaN 3.90575 3709 US5 caleb_strategy_v3 [1] 1000 3.90625 -3.90625 -7.8125 -15.625 NaN -11.7188 3714 SP500_micro caleb_strategy_v3 [-1] 5 24.375 -0.625 -2.5 -3.75 NaN -3.125 3717 SP500_micro caleb_strategy_v3 [-1] 5 21.875 -0.625 8.75 7.5 NaN 8.125 3719 SP500_micro caleb_strategy_v3 [-1] 5 30.625 -0.625 3.75 2.5 NaN 3.125 3721 SP500_micro caleb_strategy_v3 [-1] 5 34.375 -0.625 -1.25 -2.5 NaN -1.875 3723 SP500_micro caleb_strategy_v3 [-1] 5 34.375 -0.625 -1.25 -2.5 NaN -1.875 3699 SP500_micro caleb_strategy_v3 [-1] 5 30.625 -0.625 -1.25 -2.5 NaN -1.875 3708 SP500_micro caleb_strategy_v3 [-1] 5 30.625 -0.625 -6.25 -7.5 NaN -6.875 3713 NASDAQ_micro caleb_strategy_v3 [-1] 2 98.75 -0.25 -3 -3.5 NaN -3.25 3716 NASDAQ_micro caleb_strategy_v3 [-1] 2 120.5 -0.5 1 -0 NaN 0.5 3718 NASDAQ_micro caleb_strategy_v3 [-1] 2 121.25 -0.25 0.5 -0 NaN 0.25 3720 NASDAQ_micro caleb_strategy_v3 [-1] 2 121.5 -0.5 -0.5 -1.5 NaN -1 3722 NASDAQ_micro caleb_strategy_v3 [-1] 2 120.5 -0.5 2 1 NaN 1.5 3724 NASDAQ_micro caleb_strategy_v3 [-1] 2 124.5 -0.5 -5.5 -6.5 NaN -6 3725 NASDAQ_micro caleb_strategy_v3 [-1] 2 117.75 -0.25 -0.5 -1 NaN -0.75 3698 NASDAQ_micro caleb_strategy_v3 [-1] 2 124.5 -0.5 -0.5 -1.5 NaN -1 3707 NASDAQ_micro caleb_strategy_v3 [-1] 2 123.75 -0.25 -25.5 -26 NaN -25.75 3729 WHEAT caleb_strategy_v3 [-1] 50 -200 -12.5 -0 -25 NaN -12.5 3726 WHEAT caleb_strategy_v3 [-1] 50 -206.25 -6.25 -0 NaN NaN -6.25 3730 LEANHOG caleb_strategy_v3 [1] 400 350 0 -320 -320 NaN -320 3732 LEANHOG caleb_strategy_v3 [1] 400 350 0 -320 -320 NaN -320 3734 LEANHOG caleb_strategy_v3 [1] 400 350 0 -320 -320 NaN -320 3727 LEANHOG caleb_strategy_v3 [1] 400 30 -10 20 0 NaN 10 3728 LIVECOW caleb_strategy_v3 [1] 400 180 -10 0 -20 NaN -10 3731 LIVECOW caleb_strategy_v3 [1] 400 130 0 50 50 NaN 50 3733 LIVECOW caleb_strategy_v3 [1] 400 130 0 40 40 NaN 40 3735 LIVECOW caleb_strategy_v3 [1] 400 175 -5 0 -10 NaN -5 3736 LIVECOW caleb_strategy_v3 [1] 400 150 20 -70 NaN NaN -50 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL 84.21000 BUND 308.77000 CAD 375.00000 COCOA 20.00000 COPPER 2337.50000 COTTON2 -45.00000 DAX -186.38480 EUR 178.12500 EURIBOR-ICE -63.15750 EUROSTX 769.11800 GAS_US_mini -175.00000 GBP -178.12500 JPY 421.87500 LEANHOG 1080.00000 LIVECOW 765.00000 MXP -185.00000 NASDAQ_micro 1073.00000 PLAT -260.00000 ROBUSTA -300.00000 RUSSELL -92.25000 SP500_micro 206.87500 SUGAR11 -520.80000 US10U 62.50000 US5 -3.90625 VIX -125.00000 WHEAT -406.25000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 5141.09945 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.61400 BUND -16.84200 CAD -5.00000 COCOA -10.00000 COPPER -12.50000 COTTON2 -195.00000 DAX -4.49120 EUR -9.37500 EURIBOR-ICE -21.05250 EUROSTX -28.07000 GAS_US_mini -75.00000 GBP -9.37500 JPY -9.37500 LEANHOG -10.00000 LIVECOW 5.00000 MXP -5.00000 NASDAQ_micro -3.50000 PLAT -5.00000 ROBUSTA -10.00000 RUSSELL -0.25000 SP500_micro -4.37500 SUGAR11 -5.60000 US10U -15.62500 US5 -11.71875 VIX -25.00000 WHEAT -18.75000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -511.51345 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL -11.2280 BUND -11.2280 CAD 5.0000 COCOA 0.0000 COPPER 12.5000 COTTON2 -25.0000 DAX -12.3508 EUR 12.5000 EURIBOR-ICE 14.0350 EUROSTX 67.3680 GAS_US_mini -12.5000 GBP 0.0000 JPY -75.0000 LEANHOG -940.0000 LIVECOW 20.0000 MXP -5.0000 NASDAQ_micro -32.0000 PLAT -30.0000 ROBUSTA 0.0000 RUSSELL -0.5000 SP500_micro 0.0000 SUGAR11 -11.2000 US10U 0.0000 US5 7.8115 VIX -0.0000 WHEAT -0.0000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -1026.7923 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL -22.4560 BUND -44.9120 CAD -5.0000 COCOA -20.0000 COPPER -12.5000 COTTON2 -415.0000 DAX -21.3332 EUR -6.2500 EURIBOR-ICE -28.0700 EUROSTX 11.2280 GAS_US_mini -125.0000 GBP -18.7500 JPY -93.7500 LEANHOG -960.0000 LIVECOW 60.0000 MXP -15.0000 NASDAQ_micro -39.0000 PLAT -40.0000 ROBUSTA -20.0000 RUSSELL -1.0000 SP500_micro -8.7500 SUGAR11 -22.4000 US10U -31.2500 US5 -15.6260 VIX -50.0000 WHEAT -25.0000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1969.8192 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 BUND 0 CAD 0 COCOA 0 COPPER 0 COTTON2 0 DAX 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GAS_US_mini 0 GBP 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 PLAT 0 ROBUSTA 0 RUSSELL 0 SP500_micro 0 SUGAR11 0 US10U 0 US5 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BOBL -1.684200e+01 BUND -2.807000e+01 CAD -1.110223e-11 COCOA -1.000000e+01 COPPER 0.000000e+00 COTTON2 -2.200000e+02 DAX -1.684200e+01 EUR 3.125000e+00 EURIBOR-ICE -7.017500e+00 EUROSTX 3.929800e+01 GAS_US_mini -8.750000e+01 GBP -9.375000e+00 JPY -8.437500e+01 LEANHOG -9.500000e+02 LIVECOW 2.500000e+01 MXP -1.000000e+01 NASDAQ_micro -3.550000e+01 PLAT -3.500000e+01 ROBUSTA -1.000000e+01 RUSSELL -7.500000e-01 SP500_micro -4.375000e+00 SUGAR11 -1.680000e+01 US10U -1.562500e+01 US5 -3.907250e+00 VIX -2.500000e+01 WHEAT -1.875000e+01 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -1538.30575 ******************************************************************************** END OF REPORT ********************************************************************************