******************************************************************************** Trades report produced on 26/07/2023 21:38 from 25/07/2023 21:38 to 26/07/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 3878 BUND caleb_strategy_v3 [20230900] 2023-07-26 08:00:08 [-1] 133.480000 3904 CHF caleb_strategy_v3 [20230900] 2023-07-26 15:00:05 [1] 1.164750 3899 COCOA caleb_strategy_v3 [20231200] 2023-07-26 14:00:07 [-1] 3519.000000 3898 COPPER caleb_strategy_v3 [20230900] 2023-07-26 14:00:04 [1] 3.885500 3897 CRUDE_W caleb_strategy_v3 [20231200] 2023-07-26 14:00:03 [1] 77.460000 3889 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:37 [1] 16291.000000 3890 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:39 [1] 16290.000000 3875 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:02 [1] 16298.000000 3879 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:10 [1] 16290.000000 3882 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:15 [1] 16287.000000 3885 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:22 [1] 16281.000000 3887 DAX caleb_strategy_v3 [20230900] 2023-07-26 08:00:25 [1] 16288.000000 3908 EUR caleb_strategy_v3 [20230900] 2023-07-26 15:00:10 [-1] 1.109100 3905 EUR caleb_strategy_v3 [20230900] 2023-07-26 15:00:05 [-1] 1.109200 3893 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-26 09:02:33 [-1] 97.085000 3895 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-26 09:03:45 [-1] 97.090000 3892 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-26 09:02:19 [-1] 97.090000 3894 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-26 09:03:41 [-1] 97.090000 3877 EUROSTX caleb_strategy_v3 [20230900] 2023-07-26 08:00:06 [-1] 4395.000000 3881 EUROSTX caleb_strategy_v3 [20230900] 2023-07-26 08:00:12 [-1] 4393.000000 3884 EUROSTX caleb_strategy_v3 [20230900] 2023-07-26 08:00:19 [-1] 4391.000000 3913 FEEDCOW caleb_strategy_v3 [20231100] 2023-07-26 15:30:12 [-1] 249.475000 3891 GASOIL caleb_strategy_v3 [20231000] 2023-07-26 09:00:06 [1] 801.000000 3896 GOLD_micro caleb_strategy_v3 [20230800] 2023-07-26 14:00:01 [-1] 1973.400000 3903 JPY caleb_strategy_v3 [20230900] 2023-07-26 15:00:03 [1] 0.007183 3912 LEANHOG caleb_strategy_v3 [20231000] 2023-07-26 15:30:10 [1] 83.750000 3911 LIVECOW caleb_strategy_v3 [20231000] 2023-07-26 15:30:01 [-1] 179.375000 3910 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-26 15:00:14 [-1] 15625.750000 3901 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-26 15:00:01 [-1] 15622.000000 3907 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-07-26 15:00:09 [-1] 15625.250000 3909 RUSSELL caleb_strategy_v3 [20230900] 2023-07-26 15:00:11 [-1] 1988.600000 3906 RUSSELL caleb_strategy_v3 [20230900] 2023-07-26 15:00:06 [-1] 1988.400000 3883 SMI caleb_strategy_v3 [20230900] 2023-07-26 08:00:16 [1] 11254.000000 3876 SMI caleb_strategy_v3 [20230900] 2023-07-26 08:00:03 [1] 11254.000000 3880 SMI caleb_strategy_v3 [20230900] 2023-07-26 08:00:11 [1] 11259.000000 3886 SMI caleb_strategy_v3 [20230900] 2023-07-26 08:00:23 [1] 11257.000000 3888 SMI caleb_strategy_v3 [20230900] 2023-07-26 08:00:29 [1] 11258.000000 3902 SP500_micro caleb_strategy_v3 [20230900] 2023-07-26 15:00:02 [-1] 4588.750000 3900 SUGAR11 caleb_strategy_v3 [20231000] 2023-07-26 14:00:16 [-1] 24.750000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 3878 BUND caleb_strategy_v3 2023-07-25 2023-07-26 08:00:07.380 2023-07-26 08:00:08 115207 0.62 3881 EUROSTX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:12.122 2023-07-26 08:00:12 115212 NaN 3884 EUROSTX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:16.648 2023-07-26 08:00:19 115217 2.352 3877 EUROSTX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:04.577 2023-07-26 08:00:06 115205 1.423 3876 SMI caleb_strategy_v3 2023-07-25 2023-07-26 08:00:03.398 2023-07-26 08:00:03 115203 NaN 3880 SMI caleb_strategy_v3 2023-07-25 2023-07-26 08:00:11.331 2023-07-26 08:00:11 115211 NaN 3883 SMI caleb_strategy_v3 2023-07-25 2023-07-26 08:00:15.936 2023-07-26 08:00:16 115216 0.064 3886 SMI caleb_strategy_v3 2023-07-25 2023-07-26 08:00:22.681 2023-07-26 08:00:23 115223 0.319 3888 SMI caleb_strategy_v3 2023-07-25 2023-07-26 08:00:26.264 2023-07-26 08:00:29 115226 2.736 3875 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:01.658 2023-07-26 08:00:02 115202 0.342 3879 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:10.783 2023-07-26 08:00:10 115211 NaN 3882 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:14.220 2023-07-26 08:00:15 115214 0.78 3885 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:21.128 2023-07-26 08:00:22 115221 0.872 3887 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:25.517 2023-07-26 08:00:25 115226 NaN 3889 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:36.436 2023-07-26 08:00:37 115236 0.564 3890 DAX caleb_strategy_v3 2023-07-25 2023-07-26 08:00:39.191 2023-07-26 08:00:39 115239 NaN 3891 GASOIL caleb_strategy_v3 2023-07-25 2023-07-26 09:00:01.832 2023-07-26 09:00:06 118802 4.168 3892 EURIBOR-ICE caleb_strategy_v3 2023-07-25 2023-07-26 09:00:06.924 2023-07-26 09:02:19 118807 132.076 3893 EURIBOR-ICE caleb_strategy_v3 2023-07-25 2023-07-26 09:02:24.716 2023-07-26 09:02:33 118945 8.284 3894 EURIBOR-ICE caleb_strategy_v3 2023-07-25 2023-07-26 09:02:35.105 2023-07-26 09:03:41 118955 65.895 3895 EURIBOR-ICE caleb_strategy_v3 2023-07-25 2023-07-26 09:03:43.487 2023-07-26 09:03:45 119023 1.513 3896 GOLD_micro caleb_strategy_v3 2023-07-25 2023-07-26 14:00:01.206 2023-07-26 14:00:01 136801 NaN 3897 CRUDE_W caleb_strategy_v3 2023-07-25 2023-07-26 14:00:02.337 2023-07-26 14:00:03 136802 0.663 3898 COPPER caleb_strategy_v3 2023-07-25 2023-07-26 14:00:04.304 2023-07-26 14:00:04 136804 NaN 3899 COCOA caleb_strategy_v3 2023-07-25 2023-07-26 14:00:05.525 2023-07-26 14:00:07 136806 1.475 3900 SUGAR11 caleb_strategy_v3 2023-07-25 2023-07-26 14:00:08.698 2023-07-26 14:00:16 136809 7.302 3902 SP500_micro caleb_strategy_v3 2023-07-25 2023-07-26 15:00:02.478 2023-07-26 15:00:02 140402 NaN 3903 JPY caleb_strategy_v3 2023-07-25 2023-07-26 15:00:03.382 2023-07-26 15:00:03 140403 NaN 3904 CHF caleb_strategy_v3 2023-07-25 2023-07-26 15:00:04.456 2023-07-26 15:00:05 140404 0.544 3905 EUR caleb_strategy_v3 2023-07-25 2023-07-26 15:00:05.680 2023-07-26 15:00:05 140406 NaN 3908 EUR caleb_strategy_v3 2023-07-25 2023-07-26 15:00:10.282 2023-07-26 15:00:10 140410 NaN 3906 RUSSELL caleb_strategy_v3 2023-07-25 2023-07-26 15:00:06.606 2023-07-26 15:00:06 140407 NaN 3909 RUSSELL caleb_strategy_v3 2023-07-25 2023-07-26 15:00:11.099 2023-07-26 15:00:11 140411 NaN 3907 NASDAQ_micro caleb_strategy_v3 2023-07-25 2023-07-26 15:00:09.656 2023-07-26 15:00:09 140410 NaN 3901 NASDAQ_micro caleb_strategy_v3 2023-07-25 2023-07-26 15:00:01.434 2023-07-26 15:00:01 140401 NaN 3910 NASDAQ_micro caleb_strategy_v3 2023-07-25 2023-07-26 15:00:14.126 2023-07-26 15:00:14 140414 NaN 3911 LIVECOW caleb_strategy_v3 2023-07-25 2023-07-26 15:30:00.754 2023-07-26 15:30:01 142201 0.246 3912 LEANHOG caleb_strategy_v3 2023-07-25 2023-07-26 15:30:02.145 2023-07-26 15:30:10 142202 7.855 3913 FEEDCOW caleb_strategy_v3 2023-07-25 2023-07-26 15:30:11.293 2023-07-26 15:30:12 142211 0.707 ================================================================================================================================================================================================================================ 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 3878 BUND caleb_strategy_v3 [-1] 133.52 None 133.49 133.48 133.5 133.5 133.48 -0.03 -0.01 -0 -0.02 NaN -0.01 3881 EUROSTX caleb_strategy_v3 [-1] 4401 None 4395.5 4395 4396 NaN 4393 -5.5 -0.5 -2 NaN NaN -2.5 3884 EUROSTX caleb_strategy_v3 [-1] 4401 None 4392.5 4392 4393 4393 4391 -8.5 -0.5 -1 -2 NaN -1.5 3877 EUROSTX caleb_strategy_v3 [-1] 4401 None 4394.5 4394 4395 4395 4395 -6.5 -0.5 1 -0 NaN 0.5 3876 SMI caleb_strategy_v3 [1] 11250 None 11251.5 11252 11251 11251 11254 -1.5 -0.5 -2 -3 NaN -2.5 3880 SMI caleb_strategy_v3 [1] 11250 None 11254 11255 11253 11253 11259 -4 -1 -4 -6 NaN -5 3883 SMI caleb_strategy_v3 [1] 11250 None 11255 11256 11254 11254 11254 -5 -1 2 0 NaN 1 3886 SMI caleb_strategy_v3 [1] 11250 None 11254 11255 11253 NaN 11257 -4 -1 -2 NaN NaN -3 3888 SMI caleb_strategy_v3 [1] 11250 None 11255.5 11256 11255 11255 11258 -5.5 -0.5 -2 -3 NaN -2.5 3875 DAX caleb_strategy_v3 [1] 16311 None 16305 16306 16304 16304 16298 6 -1 8 6 NaN 7 3879 DAX caleb_strategy_v3 [1] 16311 None 16298 16299 16297 16297 16290 13 -1 9 7 NaN 8 3882 DAX caleb_strategy_v3 [1] 16311 None 16288 16289 16287 16287 16287 23 -1 2 0 NaN 1 3885 DAX caleb_strategy_v3 [1] 16311 None 16282 16283 16281 16281 16281 29 -1 2 0 NaN 1 3887 DAX caleb_strategy_v3 [1] 16311 None 16282 16283 16281 16281 16288 29 -1 -5 -7 NaN -6 3889 DAX caleb_strategy_v3 [1] 16311 None 16287 16288 16286 16286 16291 24 -1 -3 -5 NaN -4 3890 DAX caleb_strategy_v3 [1] 16311 None 16291 16292 16290 16290 16290 20 -1 2 0 NaN 1 3891 GASOIL caleb_strategy_v3 [1] 800 None 801.125 801.25 801 801 801 -1.125 -0.125 0.25 0 NaN 0.125 3892 EURIBOR-ICE caleb_strategy_v3 [-1] 97.09 None 97.0875 97.085 97.09 97.09 97.09 -0.0025 -0.0025 0.005 -0 NaN 0.0025 3893 EURIBOR-ICE caleb_strategy_v3 [-1] 97.09 None 97.0925 97.09 97.095 97.095 97.085 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 3894 EURIBOR-ICE caleb_strategy_v3 [-1] 97.09 None 97.0875 97.085 97.09 97.09 97.09 -0.0025 -0.0025 0.005 -0 NaN 0.0025 3895 EURIBOR-ICE caleb_strategy_v3 [-1] 97.09 None 97.09 97.085 97.095 97.095 97.09 -0 -0.005 0.005 -0.005 NaN 0 3896 GOLD_micro caleb_strategy_v3 [-1] 1965.4 None 1973.55 1973.5 1973.6 1973.6 1973.4 8.15 -0.05 -0.1 -0.2 NaN -0.15 3897 CRUDE_W caleb_strategy_v3 [1] 78.22 None 77.435 77.44 77.43 77.43 77.46 0.785 -0.005 -0.02 -0.03 NaN -0.025 3898 COPPER caleb_strategy_v3 [1] 3.9225 None 3.88525 3.8855 3.885 NaN 3.8855 0.03725 -0.00025 0 NaN NaN -0.00025 3899 COCOA caleb_strategy_v3 [-1] 3465 None 3523 3522 3524 3524 3519 58 -1 -3 -5 NaN -4 3900 SUGAR11 caleb_strategy_v3 [-1] 24.71 None 24.755 24.75 24.76 24.76 24.75 0.045 -0.005 -0 -0.01 NaN -0.005 3902 SP500_micro caleb_strategy_v3 [-1] 4602.25 None 4588.62 4588.5 4588.75 4588.75 4588.75 -13.625 -0.125 0.25 -0 NaN 0.125 3903 JPY caleb_strategy_v3 [1] 0.0071525 None 0.0071825 0.007183 0.007182 0.007182 0.007183 -3e-05 -5e-07 0 -1e-06 NaN -5e-07 3904 CHF caleb_strategy_v3 [1] 1.163 None 1.16482 1.1649 1.16475 1.16475 1.16475 -0.001825 -7.5e-05 0.00015 0 NaN 7.5e-05 3905 EUR caleb_strategy_v3 [-1] 1.10735 None 1.10938 1.10935 1.1094 1.1094 1.1092 0.002025 -2.5e-05 -0.00015 -0.0002 NaN -0.000175 3908 EUR caleb_strategy_v3 [-1] 1.10735 None 1.10925 1.1092 1.1093 1.1093 1.1091 0.0019 -5e-05 -0.0001 -0.0002 NaN -0.00015 3906 RUSSELL caleb_strategy_v3 [-1] 1982 None 1988.2 1988.1 1988.3 1988.3 1988.4 6.2 -0.1 0.3 0.1 NaN 0.2 3909 RUSSELL caleb_strategy_v3 [-1] 1982 None 1988.5 1988.4 1988.6 1988.6 1988.6 6.5 -0.1 0.2 -2.27374e-13 NaN 0.1 3907 NASDAQ_micro caleb_strategy_v3 [-1] 15708 None 15622.4 15622 15622.8 15622.8 15625.2 -85.625 -0.375 3.25 2.5 NaN 2.875 3901 NASDAQ_micro caleb_strategy_v3 [-1] 15708 None 15626 15625.8 15626.2 15626.2 15622 -82 -0.25 -3.75 -4.25 NaN -4 3910 NASDAQ_micro caleb_strategy_v3 [-1] 15708 None 15625.4 15625.2 15625.5 15625.5 15625.8 -82.625 -0.125 0.5 0.25 NaN 0.375 3911 LIVECOW caleb_strategy_v3 [-1] 179.475 None 179.4 179.375 179.425 179.425 179.375 -0.075 -0.025 -0 -0.05 NaN -0.025 3912 LEANHOG caleb_strategy_v3 [1] 84.4 None 83.725 83.75 83.7 83.7 83.75 0.675 -0.025 0 -0.05 NaN -0.025 3913 FEEDCOW caleb_strategy_v3 [-1] 249.4 None 250 250 250 250 249.475 0.6 -0 -0.525 -0.525 NaN -0.525 ============================================================================================================================================================ 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 3878 BUND caleb_strategy_v3 [-1] 11.5973 -25.868 -8.62268 -0 -17.2454 NaN -8.62268 3881 EUROSTX caleb_strategy_v3 [-1] 644.954 -85.2773 -7.75249 -31.0099 NaN NaN -38.7624 3884 EUROSTX caleb_strategy_v3 [-1] 644.954 -131.792 -7.75249 -15.505 -31.0099 NaN -23.2575 3877 EUROSTX caleb_strategy_v3 [-1] 644.954 -100.782 -7.75249 15.505 -0 NaN 7.75249 3876 SMI caleb_strategy_v3 [1] 1326.52 -11.3078 -3.76927 -15.0771 -22.6156 NaN -18.8464 3880 SMI caleb_strategy_v3 [1] 1326.52 -30.1542 -7.53854 -30.1542 -45.2313 NaN -37.6927 3883 SMI caleb_strategy_v3 [1] 1326.52 -37.6927 -7.53854 15.0771 0 NaN 7.53854 3886 SMI caleb_strategy_v3 [1] 1326.52 -30.1542 -7.53854 -15.0771 NaN NaN -22.6156 3888 SMI caleb_strategy_v3 [1] 1326.52 -41.462 -3.76927 -15.0771 -22.6156 NaN -18.8464 3875 DAX caleb_strategy_v3 [1] 2154.4 27.8499 -4.64166 37.1332 27.8499 NaN 32.4916 3879 DAX caleb_strategy_v3 [1] 2154.4 60.3415 -4.64166 41.7749 32.4916 NaN 37.1332 3882 DAX caleb_strategy_v3 [1] 2154.4 106.758 -4.64166 9.28331 0 NaN 4.64166 3885 DAX caleb_strategy_v3 [1] 2154.4 134.608 -4.64166 9.28331 0 NaN 4.64166 3887 DAX caleb_strategy_v3 [1] 2154.4 134.608 -4.64166 -23.2083 -32.4916 NaN -27.8499 3889 DAX caleb_strategy_v3 [1] 2154.4 111.4 -4.64166 -13.925 -23.2083 NaN -18.5666 3890 DAX caleb_strategy_v3 [1] 2154.4 92.8331 -4.64166 9.28331 0 NaN 4.64166 3891 GASOIL caleb_strategy_v3 [1] 258.616 -43.5007 -4.83341 9.66682 0 NaN 4.83341 3892 EURIBOR-ICE caleb_strategy_v3 [-1] 1.25121 -19.9806 -19.9806 39.9612 -0 NaN 19.9806 3893 EURIBOR-ICE caleb_strategy_v3 [-1] 1.25121 19.9806 -19.9806 -39.9612 -79.9225 NaN -59.9418 3894 EURIBOR-ICE caleb_strategy_v3 [-1] 1.25121 -19.9806 -19.9806 39.9612 -0 NaN 19.9806 3895 EURIBOR-ICE caleb_strategy_v3 [-1] 1.25121 -0 -39.9612 39.9612 -39.9612 NaN 0 3896 GOLD_micro caleb_strategy_v3 [-1] 215.875 377.534 -2.31616 -4.63231 -9.26463 NaN -6.94847 3897 CRUDE_W caleb_strategy_v3 [1] 20.4371 384.106 -2.44653 -9.78613 -14.6792 NaN -12.2327 3898 COPPER caleb_strategy_v3 [1] 0.830901 448.309 -3.00878 0 NaN NaN -3.00878 3899 COCOA caleb_strategy_v3 [-1] 681.775 850.721 -14.6676 -44.0028 -73.338 NaN -58.6704 3900 SUGAR11 caleb_strategy_v3 [-1] 5.76421 78.0679 -8.67421 -0 -17.3484 NaN -8.67421 3902 SP500_micro caleb_strategy_v3 [-1] 505.555 -269.506 -2.47253 4.94506 -0 NaN 2.47253 3903 JPY caleb_strategy_v3 [1] 0.000728646 -411.722 -6.86204 0 -13.7241 NaN -6.86204 3904 CHF caleb_strategy_v3 [1] 0.0954252 -191.249 -7.85956 15.7191 0 NaN 7.85956 3905 EUR caleb_strategy_v3 [-1] 0.0815821 248.216 -3.0644 -18.3864 -24.5152 NaN -21.4508 3908 EUR caleb_strategy_v3 [-1] 0.0815821 232.894 -6.12879 -12.2576 -24.5152 NaN -18.3864 3906 RUSSELL caleb_strategy_v3 [-1] 348.292 178.012 -2.87115 8.61346 2.87115 NaN 5.74231 3909 RUSSELL caleb_strategy_v3 [-1] 348.292 186.625 -2.87115 5.74231 -6.52825e-12 NaN 2.87115 3907 NASDAQ_micro caleb_strategy_v3 [-1] 2745.84 -311.836 -1.3657 11.8361 9.10469 NaN 10.4704 3901 NASDAQ_micro caleb_strategy_v3 [-1] 2745.84 -298.634 -0.910469 -13.657 -15.478 NaN -14.5675 3910 NASDAQ_micro caleb_strategy_v3 [-1] 2745.84 -300.91 -0.455235 1.82094 0.910469 NaN 1.3657 3911 LIVECOW caleb_strategy_v3 [-1] 18.6615 -40.1897 -13.3966 -0 -26.7931 NaN -13.3966 3912 LEANHOG caleb_strategy_v3 [1] 22.5898 298.807 -11.0669 0 -22.1339 NaN -11.0669 3913 FEEDCOW caleb_strategy_v3 [-1] 28.6496 209.427 -0 -183.248 -183.248 NaN -183.248 ======================================================================================================================================================================= 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 3878 BUND caleb_strategy_v3 [-1] 1105.75 -33.1725 -11.0575 -0 -22.115 NaN -11.0575 3881 EUROSTX caleb_strategy_v3 [-1] 11.0575 -60.8163 -5.52875 -22.115 NaN NaN -27.6438 3884 EUROSTX caleb_strategy_v3 [-1] 11.0575 -93.9888 -5.52875 -11.0575 -22.115 NaN -16.5862 3877 EUROSTX caleb_strategy_v3 [-1] 11.0575 -71.8738 -5.52875 11.0575 -0 NaN 5.52875 3876 SMI caleb_strategy_v3 [1] 11.576 -17.364 -5.788 -23.152 -34.728 NaN -28.94 3880 SMI caleb_strategy_v3 [1] 11.576 -46.304 -11.576 -46.304 -69.456 NaN -57.88 3883 SMI caleb_strategy_v3 [1] 11.576 -57.88 -11.576 23.152 0 NaN 11.576 3886 SMI caleb_strategy_v3 [1] 11.576 -46.304 -11.576 -23.152 NaN NaN -34.728 3888 SMI caleb_strategy_v3 [1] 11.576 -63.668 -5.788 -23.152 -34.728 NaN -28.94 3875 DAX caleb_strategy_v3 [1] 1.10575 6.6345 -1.10575 8.846 6.6345 NaN 7.74025 3879 DAX caleb_strategy_v3 [1] 1.10575 14.3748 -1.10575 9.95175 7.74025 NaN 8.846 3882 DAX caleb_strategy_v3 [1] 1.10575 25.4322 -1.10575 2.2115 0 NaN 1.10575 3885 DAX caleb_strategy_v3 [1] 1.10575 32.0667 -1.10575 2.2115 0 NaN 1.10575 3887 DAX caleb_strategy_v3 [1] 1.10575 32.0667 -1.10575 -5.52875 -7.74025 NaN -6.6345 3889 DAX caleb_strategy_v3 [1] 1.10575 26.538 -1.10575 -3.31725 -5.52875 NaN -4.423 3890 DAX caleb_strategy_v3 [1] 1.10575 22.115 -1.10575 2.2115 0 NaN 1.10575 3891 GASOIL caleb_strategy_v3 [1] 100 -112.5 -12.5 25 0 NaN 12.5 3892 EURIBOR-ICE caleb_strategy_v3 [-1] 2764.38 -6.91094 -6.91094 13.8219 -0 NaN 6.91094 3893 EURIBOR-ICE caleb_strategy_v3 [-1] 2764.38 6.91094 -6.91094 -13.8219 -27.6438 NaN -20.7328 3894 EURIBOR-ICE caleb_strategy_v3 [-1] 2764.38 -6.91094 -6.91094 13.8219 -0 NaN 6.91094 3895 EURIBOR-ICE caleb_strategy_v3 [-1] 2764.38 -0 -13.8219 13.8219 -13.8219 NaN 0 3896 GOLD_micro caleb_strategy_v3 [-1] 10 81.5 -0.5 -1 -2 NaN -1.5 3897 CRUDE_W caleb_strategy_v3 [1] 1000 785 -5 -20 -30 NaN -25 3898 COPPER caleb_strategy_v3 [1] 25000 931.25 -6.25 0 NaN NaN -6.25 3899 COCOA caleb_strategy_v3 [-1] 10 580 -10 -30 -50 NaN -40 3900 SUGAR11 caleb_strategy_v3 [-1] 1120 50.4 -5.6 -0 -11.2 NaN -5.6 3902 SP500_micro caleb_strategy_v3 [-1] 5 -68.125 -0.625 1.25 -0 NaN 0.625 3903 JPY caleb_strategy_v3 [1] 1.25e+07 -375 -6.25 0 -12.5 NaN -6.25 3904 CHF caleb_strategy_v3 [1] 125000 -228.125 -9.375 18.75 0 NaN 9.375 3905 EUR caleb_strategy_v3 [-1] 125000 253.125 -3.125 -18.75 -25 NaN -21.875 3908 EUR caleb_strategy_v3 [-1] 125000 237.5 -6.25 -12.5 -25 NaN -18.75 3906 RUSSELL caleb_strategy_v3 [-1] 5 31 -0.5 1.5 0.5 NaN 1 3909 RUSSELL caleb_strategy_v3 [-1] 5 32.5 -0.5 1 -1.13687e-12 NaN 0.5 3907 NASDAQ_micro caleb_strategy_v3 [-1] 2 -171.25 -0.75 6.5 5 NaN 5.75 3901 NASDAQ_micro caleb_strategy_v3 [-1] 2 -164 -0.5 -7.5 -8.5 NaN -8 3910 NASDAQ_micro caleb_strategy_v3 [-1] 2 -165.25 -0.25 1 0.5 NaN 0.75 3911 LIVECOW caleb_strategy_v3 [-1] 400 -30 -10 -0 -20 NaN -10 3912 LEANHOG caleb_strategy_v3 [1] 400 270 -10 0 -20 NaN -10 3913 FEEDCOW caleb_strategy_v3 [-1] 500 300 -0 -262.5 -262.5 NaN -262.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -33.172500 CHF -228.125000 COCOA 580.000000 COPPER 931.250000 CRUDE_W 785.000000 DAX 159.228000 EUR 490.625000 EURIBOR-ICE -6.910937 EUROSTX -226.678750 FEEDCOW 300.000000 GASOIL -112.500000 GOLD_micro 81.500000 JPY -375.000000 LEANHOG 270.000000 LIVECOW -30.000000 NASDAQ_micro -500.500000 RUSSELL 63.500000 SMI -231.520000 SP500_micro -68.125000 SUGAR11 50.400000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1898.970812 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -11.057500 CHF -9.375000 COCOA -10.000000 COPPER -6.250000 CRUDE_W -5.000000 DAX -7.740250 EUR -9.375000 EURIBOR-ICE -34.554688 EUROSTX -16.586250 FEEDCOW -0.000000 GASOIL -12.500000 GOLD_micro -0.500000 JPY -6.250000 LEANHOG -10.000000 LIVECOW -10.000000 NASDAQ_micro -1.500000 RUSSELL -1.000000 SMI -46.304000 SP500_micro -0.625000 SUGAR11 -5.600000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -204.217688 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -0.00000 CHF 18.75000 COCOA -30.00000 COPPER 0.00000 CRUDE_W -20.00000 DAX 16.58625 EUR -31.25000 EURIBOR-ICE 27.64375 EUROSTX -22.11500 FEEDCOW -262.50000 GASOIL 25.00000 GOLD_micro -1.00000 JPY 0.00000 LEANHOG 0.00000 LIVECOW -0.00000 NASDAQ_micro 0.00000 RUSSELL 2.50000 SMI -92.60800 SP500_micro 1.25000 SUGAR11 -0.00000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -367.743 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -22.115000 CHF 0.000000 COCOA -50.000000 COPPER 0.000000 CRUDE_W -30.000000 DAX 1.105750 EUR -50.000000 EURIBOR-ICE -41.465625 EUROSTX -22.115000 FEEDCOW -262.500000 GASOIL 0.000000 GOLD_micro -2.000000 JPY -12.500000 LEANHOG -20.000000 LIVECOW -20.000000 NASDAQ_micro -3.000000 RUSSELL 0.500000 SMI -138.912000 SP500_micro -0.000000 SUGAR11 -11.200000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -684.201875 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 COCOA 0 COPPER 0 CRUDE_W 0 DAX 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GOLD_micro 0 JPY 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 RUSSELL 0 SMI 0 SP500_micro 0 SUGAR11 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 BUND -11.057500 CHF 9.375000 COCOA -40.000000 COPPER -6.250000 CRUDE_W -25.000000 DAX 8.846000 EUR -40.625000 EURIBOR-ICE -6.910938 EUROSTX -38.701250 FEEDCOW -262.500000 GASOIL 12.500000 GOLD_micro -1.500000 JPY -6.250000 LEANHOG -10.000000 LIVECOW -10.000000 NASDAQ_micro -1.500000 RUSSELL 1.500000 SMI -138.912000 SP500_micro 0.625000 SUGAR11 -5.600000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -571.960688 ******************************************************************************** END OF REPORT ********************************************************************************