******************************************************************************** Trades report produced on 25/07/2023 21:38 from 24/07/2023 21:38 to 25/07/2023 21:38 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 3822 COCOA _ROLL_PSEUDO_STRATEGY [20231200] 2023-07-25 14:00:17 [1] 3460.00000 3821 COCOA _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:00:16 [-1] 3465.00000 3827 COCOA _ROLL_PSEUDO_STRATEGY [20231200] 2023-07-25 14:01:19 [1] 3464.00000 3826 COCOA _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:00:57 [-1] 3467.00000 3820 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:14 [1] 16281.00000 3815 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:03 [1] 16299.00000 3818 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:09 [1] 16285.00000 3817 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:07 [1] 16289.00000 3816 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:05 [1] 16294.00000 3819 DAX caleb_strategy_v3 [20230900] 2023-07-25 08:00:12 [1] 16287.00000 3871 EUR caleb_strategy_v3 [20230900] 2023-07-25 15:00:05 [-1] 1.10615 3823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:00:33 [1] 2.68000 3861 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:10:57 [-1] 2.78000 3862 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:11:31 [1] 2.68000 3863 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:11:35 [-1] 2.78000 3864 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:13:09 [1] 2.67500 3865 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:13:41 [-1] 2.78500 3866 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:13:45 [1] 2.68500 3867 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:13:48 [-1] 2.78500 3824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:00:43 [-1] 2.78500 3835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:02:52 [-1] 2.78500 3829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:01:20 [-1] 2.77500 3831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:01:26 [1] 2.68000 3832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:01:51 [-1] 2.78000 3834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:01:55 [1] 2.67500 3860 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:10:40 [1] 2.67500 3836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:02:55 [1] 2.68500 3837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:03:02 [-1] 2.78500 3838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:03:04 [1] 2.68000 3839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:04:13 [-1] 2.78000 3828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:01:19 [1] 2.67500 3859 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:10:35 [-1] 2.78000 3856 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:10:19 [1] 2.68000 3857 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:10:24 [-1] 2.78000 3840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:04:21 [1] 2.67500 3841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:04:33 [-1] 2.78000 3842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:04:35 [1] 2.67500 3843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:06:47 [-1] 2.78500 3858 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:10:29 [1] 2.67500 3845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:06:51 [-1] 2.78000 3846 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:06:53 [1] 2.68000 3847 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:07:42 [-1] 2.78000 3844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:06:50 [1] 2.68500 3849 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:08:18 [-1] 2.78000 3850 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:08:56 [1] 2.67500 3851 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:08:58 [-1] 2.78000 3852 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:09:02 [1] 2.67500 3853 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:09:04 [-1] 2.78000 3854 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:09:07 [1] 2.68000 3855 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000] 2023-07-25 14:09:28 [-1] 2.78000 3848 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20230900] 2023-07-25 14:07:44 [1] 2.68000 3868 GBP caleb_strategy_v3 [20230900] 2023-07-25 15:00:02 [-1] 1.28230 3825 GOLD_micro caleb_strategy_v3 [20230800] 2023-07-25 14:00:56 [1] 1961.10000 3830 GOLD_micro caleb_strategy_v3 [20230800] 2023-07-25 14:01:22 [1] 1961.40000 3833 GOLD_micro caleb_strategy_v3 [20230800] 2023-07-25 14:01:54 [1] 1959.70000 3874 LEANHOG caleb_strategy_v3 [20231000] 2023-07-25 15:30:01 [1] 83.92500 3872 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-25 15:00:06 [-1] 15657.50000 3870 RUSSELL caleb_strategy_v3 [20230900] 2023-07-25 15:00:04 [-1] 1975.70000 3873 RUSSELL caleb_strategy_v3 [20230900] 2023-07-25 15:00:09 [-1] 1975.40000 3869 SP500_micro caleb_strategy_v3 [20230900] 2023-07-25 15:00:03 [-1] 4588.00000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 3815 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:02.534 2023-07-25 08:00:03 115203 0.466 3816 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:05.093 2023-07-25 08:00:05 115205 NaN 3817 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:07.310 2023-07-25 08:00:07 115207 NaN 3818 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:09.549 2023-07-25 08:00:09 115210 NaN 3819 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:11.692 2023-07-25 08:00:12 115212 0.308 3820 DAX caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 08:00:14.563 2023-07-25 08:00:14 115215 NaN 3826 COCOA _ROLL_PSEUDO_STRATEGY 2023-07-24 18:00:00 2023-07-25 14:00:56.925 2023-07-25 14:00:57 72056.9 0.075 3827 COCOA _ROLL_PSEUDO_STRATEGY 2023-07-24 18:00:00 2023-07-25 14:00:57.562 2023-07-25 14:01:19 72057.6 21.438 3821 COCOA _ROLL_PSEUDO_STRATEGY 2023-07-24 18:00:00 2023-07-25 14:00:01.955 2023-07-25 14:00:16 72002 14.045 3822 COCOA _ROLL_PSEUDO_STRATEGY 2023-07-24 18:00:00 2023-07-25 14:00:17.152 2023-07-25 14:00:17 72017.2 NaN 3825 GOLD_micro caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 14:00:55.566 2023-07-25 14:00:56 136856 0.434 3833 GOLD_micro caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 14:01:53.706 2023-07-25 14:01:54 136914 0.294 3830 GOLD_micro caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 14:01:22.585 2023-07-25 14:01:22 136883 NaN 3840 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:04:15.381 2023-07-25 14:04:21 65055.4 5.619 3841 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:04:21.824 2023-07-25 14:04:33 65061.8 11.176 3842 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:04:35.427 2023-07-25 14:04:35 65075.4 NaN 3843 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:04:36.107 2023-07-25 14:06:47 65076.1 130.893 3844 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:06:49.948 2023-07-25 14:06:50 65209.9 0.052 3845 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:06:50.665 2023-07-25 14:06:51 65210.7 0.335 3846 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:06:53.416 2023-07-25 14:06:53 65213.4 NaN 3847 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:06:54.108 2023-07-25 14:07:42 65214.1 47.892 3848 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:07:44.682 2023-07-25 14:07:44 65264.7 NaN 3849 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:07:45.514 2023-07-25 14:08:18 65265.5 32.486 3850 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:08:20.428 2023-07-25 14:08:56 65300.4 35.572 3851 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:08:56.815 2023-07-25 14:08:58 65336.8 1.185 3852 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:09:00.667 2023-07-25 14:09:02 65340.7 1.333 3853 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:09:02.758 2023-07-25 14:09:04 65342.8 1.242 3854 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:09:06.873 2023-07-25 14:09:07 65346.9 0.127 3855 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:09:08.060 2023-07-25 14:09:28 65348.1 19.94 3856 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:09:31.300 2023-07-25 14:10:19 65371.3 47.7 3857 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:20.500 2023-07-25 14:10:24 65420.5 3.5 3858 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:26.782 2023-07-25 14:10:29 65426.8 2.218 3859 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:29.905 2023-07-25 14:10:35 65429.9 5.095 3860 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:37.743 2023-07-25 14:10:40 65437.7 2.257 3861 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:40.897 2023-07-25 14:10:57 65440.9 16.103 3862 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:10:59.763 2023-07-25 14:11:31 65459.8 31.237 3863 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:11:31.588 2023-07-25 14:11:35 65491.6 3.412 3864 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:11:38.265 2023-07-25 14:13:09 65498.3 90.735 3865 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:13:09.692 2023-07-25 14:13:41 65589.7 31.308 3866 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:13:43.518 2023-07-25 14:13:45 65623.5 1.482 3867 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:13:45.898 2023-07-25 14:13:48 65625.9 2.102 3823 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:00:18.032 2023-07-25 14:00:33 64818 14.968 3824 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:00:34.619 2023-07-25 14:00:43 64834.6 8.381 3828 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:19.867 2023-07-25 14:01:19 64879.9 NaN 3829 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:20.272 2023-07-25 14:01:20 64880.3 NaN 3831 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:23.364 2023-07-25 14:01:26 64883.4 2.636 3832 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:26.918 2023-07-25 14:01:51 64886.9 24.082 3834 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:55.219 2023-07-25 14:01:55 64915.2 NaN 3835 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:01:55.747 2023-07-25 14:02:52 64915.7 56.253 3836 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:02:55.308 2023-07-25 14:02:55 64975.3 NaN 3837 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:02:55.864 2023-07-25 14:03:02 64975.9 6.136 3838 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:03:04.199 2023-07-25 14:03:04 64984.2 NaN 3839 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-07-24 20:00:00 2023-07-25 14:03:04.945 2023-07-25 14:04:13 64984.9 68.055 3868 GBP caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:02.224 2023-07-25 15:00:02 140402 NaN 3869 SP500_micro caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:03.089 2023-07-25 15:00:03 140403 NaN 3871 EUR caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:05.260 2023-07-25 15:00:05 140405 NaN 3872 NASDAQ_micro caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:06.572 2023-07-25 15:00:06 140407 NaN 3873 RUSSELL caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:09.136 2023-07-25 15:00:09 140409 NaN 3870 RUSSELL caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:00:04.052 2023-07-25 15:00:04 140404 NaN 3874 LEANHOG caleb_strategy_v3 2023-07-24 00:00:00 2023-07-25 15:30:01.406 2023-07-25 15:30:01 142201 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 3815 DAX caleb_strategy_v3 [1] 16269 None 16301.5 16303 16300 16300 16299 -32.5 -1.5 4 1 NaN 2.5 3816 DAX caleb_strategy_v3 [1] 16269 None 16297 16298 16296 16296 16294 -28 -1 4 2 NaN 3 3817 DAX caleb_strategy_v3 [1] 16269 None 16290 16291 16289 16289 16289 -21 -1 2 0 NaN 1 3818 DAX caleb_strategy_v3 [1] 16269 None 16284 16285 16283 16283 16285 -15 -1 0 -2 NaN -1 3819 DAX caleb_strategy_v3 [1] 16269 None 16286.5 16287 16286 16286 16287 -17.5 -0.5 0 -1 NaN -0.5 3820 DAX caleb_strategy_v3 [1] 16269 None 16286 16287 16285 16285 16281 -17 -1 6 4 NaN 5 3826 COCOA _ROLL_PSEUDO_STRATEGY [-1] 3419 None 3464.5 3464 3465 3465 3467 45.5 -0.5 3 2 NaN 2.5 3827 COCOA _ROLL_PSEUDO_STRATEGY [1] 3416 None 3462 3463 3461 3461 3464 -46 -1 -1 -3 NaN -2 3821 COCOA _ROLL_PSEUDO_STRATEGY [-1] 3419 None 3464.5 3464 3465 3465 3465 45.5 -0.5 1 -0 NaN 0.5 3822 COCOA _ROLL_PSEUDO_STRATEGY [1] 3416 None 3459.5 3460 3459 NaN 3460 -43.5 -0.5 0 NaN NaN -0.5 3825 GOLD_micro caleb_strategy_v3 [1] 1956.6 None 1960.95 1961 1960.9 1960.9 1961.1 -4.35 -0.05 -0.1 -0.2 NaN -0.15 3833 GOLD_micro caleb_strategy_v3 [1] 1956.6 None 1959.6 1959.7 1959.5 1959.5 1959.7 -3 -0.1 0 -0.2 NaN -0.1 3830 GOLD_micro caleb_strategy_v3 [1] 1956.6 None 1961.05 1961.1 1961 1961 1961.4 -4.45 -0.05 -0.3 -0.4 NaN -0.35 3840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.78 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.785 -0.0125 -0.0025 0.005 -0 NaN 0.0025 3844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.685 0.0175 -0.0025 -0.01 -0.015 NaN -0.0125 3845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.79 2.785 2.795 2.795 2.78 -0.005 -0.005 -0.005 -0.015 NaN -0.01 3846 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6825 2.685 2.68 2.68 2.68 0.0075 -0.0025 0.005 0 NaN 0.0025 3847 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3848 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 NaN 2.68 0.0125 -0.0025 0 NaN NaN -0.0025 3849 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3850 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3851 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3852 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3853 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.78 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3854 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.68 0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 3855 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.78 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3856 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.68 0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 3857 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3858 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3859 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3860 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.675 0.0175 -0.0025 0 -0.005 NaN -0.0025 3861 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.78 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3862 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.68 0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 3863 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.78 -0.01 -0.005 -0 -0.01 NaN -0.005 3864 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.675 0.0175 -0.0025 0 -0.005 NaN -0.0025 3865 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.785 -0.0125 -0.0025 0.005 -0 NaN 0.0025 3866 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.685 0.0125 -0.0025 -0.005 -0.01 NaN -0.0075 3867 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.79 2.785 2.795 2.795 2.785 -0.005 -0.005 -0 -0.01 NaN -0.005 3823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.68 0.0125 -0.0025 0 -0.005 NaN -0.0025 3824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.785 2.78 2.79 2.79 2.785 -0.01 -0.005 0.005 -0.005 NaN 0 3828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7875 2.785 2.79 NaN 2.775 -0.0075 -0.0025 -0.01 NaN NaN -0.0125 3831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.68 0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 3832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7825 2.78 2.785 2.785 2.78 -0.0125 -0.0025 -0 -0.005 NaN -0.0025 3834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6775 2.68 2.675 2.675 2.675 0.0125 -0.0025 0.005 4.44089e-16 NaN 0.0025 3835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.78 2.775 2.785 2.785 2.785 -0.015 -0.005 0.01 -0 NaN 0.005 3836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6725 2.675 2.67 2.67 2.685 0.0175 -0.0025 -0.01 -0.015 NaN -0.0125 3837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7875 2.785 2.79 2.79 2.785 -0.0075 -0.0025 -0 -0.005 NaN -0.0025 3838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.69 None 2.6825 2.685 2.68 2.68 2.68 0.0075 -0.0025 0.005 0 NaN 0.0025 3839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.795 None 2.7875 2.785 2.79 2.79 2.78 -0.0075 -0.0025 -0.005 -0.01 NaN -0.0075 3868 GBP caleb_strategy_v3 [-1] 1.2827 None 1.2822 1.2821 1.2823 1.2823 1.2823 -0.0005 -0.0001 0.0002 -0 NaN 0.0001 3869 SP500_micro caleb_strategy_v3 [-1] 4583 None 4588.38 4588.25 4588.5 4588.5 4588 5.375 -0.125 -0.25 -0.5 NaN -0.375 3871 EUR caleb_strategy_v3 [-1] 1.1101 None 1.1061 1.10605 1.10615 1.10615 1.10615 -0.004 -5e-05 0.0001 -0 NaN 5e-05 3872 NASDAQ_micro caleb_strategy_v3 [-1] 15555 None 15659.2 15658.8 15659.8 15659.8 15657.5 104.25 -0.5 -1.25 -2.25 NaN -1.75 3873 RUSSELL caleb_strategy_v3 [-1] 1975.8 None 1975.7 1975.6 1975.8 1975.8 1975.4 -0.1 -0.1 -0.2 -0.4 NaN -0.3 3870 RUSSELL caleb_strategy_v3 [-1] 1975.8 None 1975.6 1975.5 1975.7 1975.7 1975.7 -0.2 -0.1 0.2 -0 NaN 0.1 3874 LEANHOG caleb_strategy_v3 [1] 82.725 None 85 85 85 85 83.925 -2.275 0 1.075 1.075 NaN 1.075 ================================================================================================================================================================ 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 3815 DAX caleb_strategy_v3 [1] 2178.98 -149.153 -6.88396 18.3572 4.58931 NaN 11.4733 3816 DAX caleb_strategy_v3 [1] 2178.98 -128.501 -4.58931 18.3572 9.17862 NaN 13.7679 3817 DAX caleb_strategy_v3 [1] 2178.98 -96.3755 -4.58931 9.17862 0 NaN 4.58931 3818 DAX caleb_strategy_v3 [1] 2178.98 -68.8396 -4.58931 0 -9.17862 NaN -4.58931 3819 DAX caleb_strategy_v3 [1] 2178.98 -80.3129 -2.29465 0 -4.58931 NaN -2.29465 3820 DAX caleb_strategy_v3 [1] 2178.98 -78.0182 -4.58931 27.5359 18.3572 NaN 22.9465 3826 COCOA _ROLL_PSEUDO_STRATEGY [-1] 646.358 703.945 -7.73565 46.4139 30.9426 NaN 38.6783 3827 COCOA _ROLL_PSEUDO_STRATEGY [1] 646.358 -711.68 -15.4713 -15.4713 -46.4139 NaN -30.9426 3821 COCOA _ROLL_PSEUDO_STRATEGY [-1] 646.358 703.945 -7.73565 15.4713 -0 NaN 7.73565 3822 COCOA _ROLL_PSEUDO_STRATEGY [1] 646.358 -673.002 -7.73565 0 NaN NaN -7.73565 3825 GOLD_micro caleb_strategy_v3 [1] 218.177 -199.379 -2.29171 -4.58343 -9.16685 NaN -6.87514 3833 GOLD_micro caleb_strategy_v3 [1] 218.177 -137.503 -4.58343 0 -9.16685 NaN -4.58343 3830 GOLD_micro caleb_strategy_v3 [1] 218.177 -203.962 -2.29171 -13.7503 -18.3337 NaN -16.042 3840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 -0 -26.0381 NaN -13.019 3842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 26.0381 -0 NaN 13.019 3844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -52.0761 -78.1142 NaN -65.0951 3845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -26.0381 -26.0381 -26.0381 -78.1142 NaN -52.0761 3846 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 39.0571 -13.019 26.0381 0 NaN 13.019 3847 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3848 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 0 NaN NaN -13.019 3849 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3850 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3851 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3852 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3853 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 -0 -26.0381 NaN -13.019 3854 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -26.0381 -52.0761 NaN -39.0571 3855 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 -0 -26.0381 NaN -13.019 3856 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -26.0381 -52.0761 NaN -39.0571 3857 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3858 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3859 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3860 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 0 -26.0381 NaN -13.019 3861 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 -0 -26.0381 NaN -13.019 3862 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -26.0381 -52.0761 NaN -39.0571 3863 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 -0 -52.0761 NaN -26.0381 3864 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 0 -26.0381 NaN -13.019 3865 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 26.0381 -0 NaN 13.019 3866 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 -26.0381 -52.0761 NaN -39.0571 3867 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -26.0381 -26.0381 -0 -52.0761 NaN -26.0381 3823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 0 -26.0381 NaN -13.019 3824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -52.0761 -26.0381 26.0381 -26.0381 NaN 0 3828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -39.0571 -13.019 -52.0761 NaN NaN -65.0951 3831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -26.0381 -52.0761 NaN -39.0571 3832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -65.0951 -13.019 -0 -26.0381 NaN -13.019 3834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 65.0951 -13.019 26.0381 2.31264e-12 NaN 13.019 3835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -78.1142 -26.0381 52.0761 -0 NaN 26.0381 3836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 91.1332 -13.019 -52.0761 -78.1142 NaN -65.0951 3837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -39.0571 -13.019 -0 -26.0381 NaN -13.019 3838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.92027 39.0571 -13.019 26.0381 0 NaN 13.019 3839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.92027 -39.0571 -13.019 -26.0381 -52.0761 NaN -39.0571 3868 GBP caleb_strategy_v3 [-1] 0.106079 -47.1345 -9.42689 18.8538 -0 NaN 9.42689 3869 SP500_micro caleb_strategy_v3 [-1] 500.939 107.299 -2.49531 -4.99063 -9.98126 NaN -7.48594 3871 EUR caleb_strategy_v3 [-1] 0.0829132 -482.432 -6.0304 12.0608 -0 NaN 6.0304 3872 NASDAQ_micro caleb_strategy_v3 [-1] 2689.32 387.645 -1.85921 -4.64802 -8.36644 NaN -6.50723 3873 RUSSELL caleb_strategy_v3 [-1] 354.466 -2.82114 -2.82114 -5.64228 -11.2846 NaN -8.46342 3870 RUSSELL caleb_strategy_v3 [-1] 354.466 -5.64228 -2.82114 5.64228 -0 NaN 2.82114 3874 LEANHOG caleb_strategy_v3 [1] 22.7382 -1000.52 0 472.773 472.773 NaN 472.773 =========================================================================================================================================================================== 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 3815 DAX caleb_strategy_v3 [1] 1.10745 -35.9921 -1.66118 4.4298 1.10745 NaN 2.76863 3816 DAX caleb_strategy_v3 [1] 1.10745 -31.0086 -1.10745 4.4298 2.2149 NaN 3.32235 3817 DAX caleb_strategy_v3 [1] 1.10745 -23.2565 -1.10745 2.2149 0 NaN 1.10745 3818 DAX caleb_strategy_v3 [1] 1.10745 -16.6118 -1.10745 0 -2.2149 NaN -1.10745 3819 DAX caleb_strategy_v3 [1] 1.10745 -19.3804 -0.553725 0 -1.10745 NaN -0.553725 3820 DAX caleb_strategy_v3 [1] 1.10745 -18.8267 -1.10745 6.6447 4.4298 NaN 5.53725 3826 COCOA _ROLL_PSEUDO_STRATEGY [-1] 10 455 -5 30 20 NaN 25 3827 COCOA _ROLL_PSEUDO_STRATEGY [1] 10 -460 -10 -10 -30 NaN -20 3821 COCOA _ROLL_PSEUDO_STRATEGY [-1] 10 455 -5 10 -0 NaN 5 3822 COCOA _ROLL_PSEUDO_STRATEGY [1] 10 -435 -5 0 NaN NaN -5 3825 GOLD_micro caleb_strategy_v3 [1] 10 -43.5 -0.5 -1 -2 NaN -1.5 3833 GOLD_micro caleb_strategy_v3 [1] 10 -30 -1 0 -2 NaN -1 3830 GOLD_micro caleb_strategy_v3 [1] 10 -44.5 -0.5 -3 -4 NaN -3.5 3840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 12.5 -0 NaN 6.25 3844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -25 -37.5 NaN -31.25 3845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -12.5 -12.5 -12.5 -37.5 NaN -25 3846 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 18.75 -6.25 12.5 0 NaN 6.25 3847 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3848 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 0 NaN NaN -6.25 3849 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3850 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3851 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3852 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3853 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3854 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -12.5 -25 NaN -18.75 3855 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3856 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -12.5 -25 NaN -18.75 3857 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3858 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3859 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3860 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 0 -12.5 NaN -6.25 3861 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3862 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -12.5 -25 NaN -18.75 3863 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 -0 -25 NaN -12.5 3864 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 0 -12.5 NaN -6.25 3865 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 12.5 -0 NaN 6.25 3866 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 -12.5 -25 NaN -18.75 3867 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -12.5 -12.5 -0 -25 NaN -12.5 3823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 0 -12.5 NaN -6.25 3824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -25 -12.5 12.5 -12.5 NaN 0 3828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -18.75 -6.25 -25 NaN NaN -31.25 3831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -12.5 -25 NaN -18.75 3832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -31.25 -6.25 -0 -12.5 NaN -6.25 3834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 31.25 -6.25 12.5 1.11022e-12 NaN 6.25 3835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -37.5 -12.5 25 -0 NaN 12.5 3836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 43.75 -6.25 -25 -37.5 NaN -31.25 3837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -18.75 -6.25 -0 -12.5 NaN -6.25 3838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500 18.75 -6.25 12.5 0 NaN 6.25 3839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500 -18.75 -6.25 -12.5 -25 NaN -18.75 3868 GBP caleb_strategy_v3 [-1] 62500 -31.25 -6.25 12.5 -0 NaN 6.25 3869 SP500_micro caleb_strategy_v3 [-1] 5 26.875 -0.625 -1.25 -2.5 NaN -1.875 3871 EUR caleb_strategy_v3 [-1] 125000 -500 -6.25 12.5 -0 NaN 6.25 3872 NASDAQ_micro caleb_strategy_v3 [-1] 2 208.5 -1 -2.5 -4.5 NaN -3.5 3873 RUSSELL caleb_strategy_v3 [-1] 5 -0.5 -0.5 -1 -2 NaN -1.5 3870 RUSSELL caleb_strategy_v3 [-1] 5 -1 -0.5 1 -0 NaN 0.5 3874 LEANHOG caleb_strategy_v3 [1] 400 -910 0 430 430 NaN 430 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 15.00000 GAS_US_mini 187.50000 caleb_strategy_v3 DAX -145.07595 EUR -500.00000 GBP -31.25000 GOLD_micro -118.00000 LEANHOG -910.00000 NASDAQ_micro 208.50000 RUSSELL -1.50000 SP500_micro 26.87500 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 202.50000 caleb_strategy_v3 -1470.45095 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -25.0000 GAS_US_mini -312.5000 caleb_strategy_v3 DAX -6.6447 EUR -6.2500 GBP -6.2500 GOLD_micro -2.0000 LEANHOG 0.0000 NASDAQ_micro -1.0000 RUSSELL -1.0000 SP500_micro -0.6250 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -337.5000 caleb_strategy_v3 -23.7697 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 3.000000e+01 GAS_US_mini 1.250000e+01 caleb_strategy_v3 DAX 1.771920e+01 EUR 1.250000e+01 GBP 1.250000e+01 GOLD_micro -4.000000e+00 LEANHOG 4.300000e+02 NASDAQ_micro -2.500000e+00 RUSSELL 1.136868e-12 SP500_micro -1.250000e+00 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 42.5000 caleb_strategy_v3 464.9692 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -10.0000 GAS_US_mini -562.5000 caleb_strategy_v3 DAX 4.4298 EUR -0.0000 GBP -0.0000 GOLD_micro -8.0000 LEANHOG 430.0000 NASDAQ_micro -4.5000 RUSSELL -2.0000 SP500_micro -2.5000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -572.5000 caleb_strategy_v3 417.4298 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 0 GAS_US_mini 0 caleb_strategy_v3 DAX 0 EUR 0 GBP 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 RUSSELL 0 SP500_micro 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 5.0000 GAS_US_mini -300.0000 caleb_strategy_v3 DAX 11.0745 EUR 6.2500 GBP 6.2500 GOLD_micro -6.0000 LEANHOG 430.0000 NASDAQ_micro -3.5000 RUSSELL -1.0000 SP500_micro -1.8750 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -295.0000 caleb_strategy_v3 441.1995 ******************************************************************************** END OF REPORT 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