******************************************************************************** Trades report produced on 31/07/2023 21:38 from 30/07/2023 21:38 to 31/07/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 3965 BTP caleb_strategy_v3 [20230900] 2023-07-31 08:00:04 [1] 115.570000 3966 BUXL caleb_strategy_v3 [20230900] 2023-07-31 08:00:05 [-1] 133.980000 3975 COPPER caleb_strategy_v3 [20230900] 2023-07-31 14:00:03 [1] 3.979000 3978 COPPER caleb_strategy_v3 [20230900] 2023-07-31 14:00:07 [1] 3.979000 3968 DAX caleb_strategy_v3 [20230900] 2023-07-31 08:00:08 [1] 16543.000000 3991 EUR caleb_strategy_v3 [20230900] 2023-07-31 15:00:09 [1] 1.106450 3972 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-31 09:00:59 [-1] 97.040000 3973 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-31 09:02:02 [-1] 97.045000 3970 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-31 09:00:05 [-1] 97.035000 3971 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-07-31 09:00:33 [-1] 97.045000 3992 GBP caleb_strategy_v3 [20230900] 2023-07-31 15:00:12 [-1] 1.285800 3988 GBP caleb_strategy_v3 [20230900] 2023-07-31 15:00:04 [-1] 1.285700 3984 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:23 [1] 1983.200000 3987 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:31 [1] 1983.100000 3986 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:28 [1] 1982.800000 3985 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:26 [1] 1982.800000 3983 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:19 [1] 1983.200000 3979 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:09 [1] 1983.300000 3981 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:14 [1] 1983.100000 3980 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:11 [1] 1983.200000 3976 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:04 [1] 1983.400000 3982 GOLD_micro caleb_strategy_v3 [20231000] 2023-07-31 14:00:16 [1] 1983.000000 3993 LEANHOG caleb_strategy_v3 [20231000] 2023-07-31 15:30:02 [1] 84.125000 3994 LEANHOG caleb_strategy_v3 [20231000] 2023-07-31 15:30:05 [1] 84.125000 3974 PLAT caleb_strategy_v3 [20231000] 2023-07-31 14:00:02 [-1] 954.300000 3977 PLAT caleb_strategy_v3 [20231000] 2023-07-31 14:00:06 [-1] 955.200000 3989 RUSSELL caleb_strategy_v3 [20230900] 2023-07-31 15:00:05 [-1] 2008.500000 3967 SMI caleb_strategy_v3 [20230900] 2023-07-31 08:00:06 [1] 11343.000000 3969 SMI caleb_strategy_v3 [20230900] 2023-07-31 08:00:11 [1] 11345.000000 3990 US5 caleb_strategy_v3 [20230900] 2023-07-31 15:00:07 [1] 106.890625 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 3965 BTP caleb_strategy_v3 2023-07-28 2023-07-31 08:00:01.566 2023-07-31 08:00:04 288002 2.434 3966 BUXL caleb_strategy_v3 2023-07-28 2023-07-31 08:00:04.904 2023-07-31 08:00:05 288005 0.096 3968 DAX caleb_strategy_v3 2023-07-28 2023-07-31 08:00:07.335 2023-07-31 08:00:08 288007 0.665 3969 SMI caleb_strategy_v3 2023-07-28 2023-07-31 08:00:11.136 2023-07-31 08:00:11 288011 NaN 3967 SMI caleb_strategy_v3 2023-07-28 2023-07-31 08:00:06.357 2023-07-31 08:00:06 288006 NaN 3970 EURIBOR-ICE caleb_strategy_v3 2023-07-28 2023-07-31 09:00:03.924 2023-07-31 09:00:05 291604 1.076 3971 EURIBOR-ICE caleb_strategy_v3 2023-07-28 2023-07-31 09:00:07.720 2023-07-31 09:00:33 291608 25.28 3972 EURIBOR-ICE caleb_strategy_v3 2023-07-28 2023-07-31 09:00:38.860 2023-07-31 09:00:59 291639 20.14 3973 EURIBOR-ICE caleb_strategy_v3 2023-07-28 2023-07-31 09:01:01.657 2023-07-31 09:02:02 291662 60.343 3977 PLAT caleb_strategy_v3 2023-07-28 2023-07-31 14:00:06.507 2023-07-31 14:00:06 309607 NaN 3974 PLAT caleb_strategy_v3 2023-07-28 2023-07-31 14:00:01.380 2023-07-31 14:00:02 309601 0.62 3978 COPPER caleb_strategy_v3 2023-07-28 2023-07-31 14:00:07.080 2023-07-31 14:00:07 309607 NaN 3975 COPPER caleb_strategy_v3 2023-07-28 2023-07-31 14:00:03.024 2023-07-31 14:00:03 309603 NaN 3976 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:03.835 2023-07-31 14:00:04 309604 0.165 3979 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:07.925 2023-07-31 14:00:09 309608 1.075 3980 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:11.772 2023-07-31 14:00:11 309612 NaN 3981 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:14.166 2023-07-31 14:00:14 309614 NaN 3982 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:16.260 2023-07-31 14:00:16 309616 NaN 3983 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:18.857 2023-07-31 14:00:19 309619 0.143 3984 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:21.739 2023-07-31 14:00:23 309622 1.261 3985 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:25.131 2023-07-31 14:00:26 309625 0.869 3986 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:28.571 2023-07-31 14:00:28 309629 NaN 3987 GOLD_micro caleb_strategy_v3 2023-07-28 2023-07-31 14:00:30.908 2023-07-31 14:00:31 309631 0.092 3989 RUSSELL caleb_strategy_v3 2023-07-28 2023-07-31 15:00:04.921 2023-07-31 15:00:05 313205 0.079 3990 US5 caleb_strategy_v3 2023-07-28 2023-07-31 15:00:07.015 2023-07-31 15:00:07 313207 NaN 3991 EUR caleb_strategy_v3 2023-07-28 2023-07-31 15:00:08.311 2023-07-31 15:00:09 313208 0.689 3992 GBP caleb_strategy_v3 2023-07-28 2023-07-31 15:00:11.960 2023-07-31 15:00:12 313212 0.04 3988 GBP caleb_strategy_v3 2023-07-28 2023-07-31 15:00:02.247 2023-07-31 15:00:04 313202 1.753 3993 LEANHOG caleb_strategy_v3 2023-07-28 2023-07-31 15:30:02.440 2023-07-31 15:30:02 315002 NaN 3994 LEANHOG caleb_strategy_v3 2023-07-28 2023-07-31 15:30:05.538 2023-07-31 15:30:05 315006 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 3965 BTP caleb_strategy_v3 [1] 115.82 None 115.57 115.58 115.56 115.56 115.57 0.25 -0.01 0.01 -0.01 NaN 0 3966 BUXL caleb_strategy_v3 [-1] 134.32 None 134 133.98 134.02 134.02 133.98 -0.32 -0.02 -0 -0.04 NaN -0.02 3968 DAX caleb_strategy_v3 [1] 16550 None 16540.5 16541 16540 16540 16543 9.5 -0.5 -2 -3 NaN -2.5 3969 SMI caleb_strategy_v3 [1] 11335 None 11343 11344 11342 11342 11345 -8 -1 -1 -3 NaN -2 3967 SMI caleb_strategy_v3 [1] 11335 None 11344 11345 11343 11343 11343 -9 -1 2 0 NaN 1 3970 EURIBOR-ICE caleb_strategy_v3 [-1] 97.05 None 97.04 97.035 97.045 97.045 97.035 -0.01 -0.005 -0 -0.01 NaN -0.005 3971 EURIBOR-ICE caleb_strategy_v3 [-1] 97.05 None 97.04 97.035 97.045 97.045 97.045 -0.01 -0.005 0.01 -0 NaN 0.005 3972 EURIBOR-ICE caleb_strategy_v3 [-1] 97.05 None 97.045 97.04 97.05 97.05 97.04 -0.005 -0.005 -0 -0.01 NaN -0.005 3973 EURIBOR-ICE caleb_strategy_v3 [-1] 97.05 None 97.0425 97.04 97.045 97.045 97.045 -0.0075 -0.0025 0.005 -0 NaN 0.0025 3977 PLAT caleb_strategy_v3 [-1] 943.4 None 954.5 954.3 954.7 954.7 955.2 11.1 -0.2 0.9 0.5 NaN 0.7 3974 PLAT caleb_strategy_v3 [-1] 943.4 None 954.75 954.6 954.9 954.9 954.3 11.35 -0.15 -0.3 -0.6 NaN -0.45 3978 COPPER caleb_strategy_v3 [1] 3.9275 None 3.97825 3.9785 3.978 NaN 3.979 -0.05075 -0.00025 -0.0005 NaN NaN -0.00075 3975 COPPER caleb_strategy_v3 [1] 3.9275 None 3.97925 3.9795 3.979 3.979 3.979 -0.05175 -0.00025 0.0005 0 NaN 0.00025 3976 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.2 1983.3 1983.1 1983.1 1983.4 -6.2 -0.1 -0.1 -0.3 NaN -0.2 3979 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.4 1983.5 1983.3 1983.3 1983.3 -6.4 -0.1 0.2 2.27374e-13 NaN 0.1 3980 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.25 1983.4 1983.1 1983.1 1983.2 -6.25 -0.15 0.2 -0.1 NaN 0.05 3981 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.1 1983.2 1983 1983 1983.1 -6.1 -0.1 0.1 -0.1 NaN 0 3982 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983 1983.1 1982.9 NaN 1983 -6 -0.1 0.1 NaN NaN 0 3983 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.3 1983.4 1983.2 1983.2 1983.2 -6.3 -0.1 0.2 0 NaN 0.1 3984 GOLD_micro caleb_strategy_v3 [1] 1977 None 1983.1 1983.2 1983 1983 1983.2 -6.1 -0.1 0 -0.2 NaN -0.1 3985 GOLD_micro caleb_strategy_v3 [1] 1977 None 1982.9 1983 1982.8 1982.8 1982.8 -5.9 -0.1 0.2 2.27374e-13 NaN 0.1 3986 GOLD_micro caleb_strategy_v3 [1] 1977 None 1982.65 1982.8 1982.5 1982.5 1982.8 -5.65 -0.15 0 -0.3 NaN -0.15 3987 GOLD_micro caleb_strategy_v3 [1] 1977 None 1982.95 1983.1 1982.8 1982.8 1983.1 -5.95 -0.15 0 -0.3 NaN -0.15 3989 RUSSELL caleb_strategy_v3 [-1] 1993.5 None 2008.5 2008.4 2008.6 2008.6 2008.5 15 -0.1 0.1 -0.1 NaN 0 3990 US5 caleb_strategy_v3 [1] 106.781 None 106.883 106.891 106.875 106.875 106.891 -0.101562 -0.0078125 0 -0.015625 NaN -0.0078125 3991 EUR caleb_strategy_v3 [1] 1.1051 None 1.1064 1.10645 1.10635 1.10635 1.10645 -0.0013 -5e-05 0 -0.0001 NaN -5e-05 3992 GBP caleb_strategy_v3 [-1] 1.2859 None 1.28575 1.2857 1.2858 1.2858 1.2858 -0.00015 -5e-05 0.0001 -0 NaN 5e-05 3988 GBP caleb_strategy_v3 [-1] 1.2859 None 1.2858 1.2857 1.2859 1.2859 1.2857 -0.0001 -0.0001 -0 -0.0002 NaN -0.0001 3993 LEANHOG caleb_strategy_v3 [1] 85.05 None 85 85 85 85 84.125 0.05 0 0.875 0.875 NaN 0.875 3994 LEANHOG caleb_strategy_v3 [1] 85.05 None 84.1125 84.125 84.1 84.1 84.125 0.9375 -0.0125 0 -0.025 NaN -0.0125 ============================================================================================================================================================ 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 3965 BTP caleb_strategy_v3 [1] 12.016 208.056 -8.32223 8.32223 -8.32223 NaN 0 3966 BUXL caleb_strategy_v3 [-1] 24.1836 -132.321 -8.27005 -0 -16.5401 NaN -8.27005 3968 DAX caleb_strategy_v3 [1] 2230.72 42.5871 -2.24143 -8.96572 -13.4486 NaN -11.2071 3969 SMI caleb_strategy_v3 [1] 1396.27 -57.2956 -7.16195 -7.16195 -21.4858 NaN -14.3239 3967 SMI caleb_strategy_v3 [1] 1396.27 -64.4575 -7.16195 14.3239 0 NaN 7.16195 3970 EURIBOR-ICE caleb_strategy_v3 [-1] 1.21116 -82.5651 -41.2826 -0 -82.5651 NaN -41.2826 3971 EURIBOR-ICE caleb_strategy_v3 [-1] 1.21116 -82.5651 -41.2826 82.5651 -0 NaN 41.2826 3972 EURIBOR-ICE caleb_strategy_v3 [-1] 1.21116 -41.2826 -41.2826 -0 -82.5651 NaN -41.2826 3973 EURIBOR-ICE caleb_strategy_v3 [-1] 1.21116 -61.9239 -20.6413 41.2826 -0 NaN 20.6413 3977 PLAT caleb_strategy_v3 [-1] 253.832 437.298 -7.87924 35.4566 19.6981 NaN 27.5773 3974 PLAT caleb_strategy_v3 [-1] 253.832 447.147 -5.90943 -11.8189 -23.6377 NaN -17.7283 3978 COPPER caleb_strategy_v3 [1] 0.891246 -569.428 -2.80506 -5.61012 NaN NaN -8.41519 3975 COPPER caleb_strategy_v3 [1] 0.891246 -580.648 -2.80506 5.61012 0 NaN 2.80506 3976 GOLD_micro caleb_strategy_v3 [1] 230.121 -269.424 -4.34554 -4.34554 -13.0366 NaN -8.69109 3979 GOLD_micro caleb_strategy_v3 [1] 230.121 -278.115 -4.34554 8.69109 9.88062e-12 NaN 4.34554 3980 GOLD_micro caleb_strategy_v3 [1] 230.121 -271.596 -6.51831 8.69109 -4.34554 NaN 2.17277 3981 GOLD_micro caleb_strategy_v3 [1] 230.121 -265.078 -4.34554 4.34554 -4.34554 NaN 0 3982 GOLD_micro caleb_strategy_v3 [1] 230.121 -260.733 -4.34554 4.34554 NaN NaN 0 3983 GOLD_micro caleb_strategy_v3 [1] 230.121 -273.769 -4.34554 8.69109 0 NaN 4.34554 3984 GOLD_micro caleb_strategy_v3 [1] 230.121 -265.078 -4.34554 0 -8.69109 NaN -4.34554 3985 GOLD_micro caleb_strategy_v3 [1] 230.121 -256.387 -4.34554 8.69109 9.88062e-12 NaN 4.34554 3986 GOLD_micro caleb_strategy_v3 [1] 230.121 -245.523 -6.51831 0 -13.0366 NaN -6.51831 3987 GOLD_micro caleb_strategy_v3 [1] 230.121 -258.56 -6.51831 0 -13.0366 NaN -6.51831 3989 RUSSELL caleb_strategy_v3 [-1] 349.984 428.591 -2.85727 2.85727 -2.85727 NaN 0 3990 US5 caleb_strategy_v3 [1] 5.55765 -182.744 -14.0572 0 -28.1144 NaN -14.0572 3991 EUR caleb_strategy_v3 [1] 0.0856911 -151.708 -5.83491 0 -11.6698 NaN -5.83491 3992 GBP caleb_strategy_v3 [-1] 0.111877 -13.4076 -4.4692 8.9384 -0 NaN 4.4692 3988 GBP caleb_strategy_v3 [-1] 0.111877 -8.9384 -8.9384 -0 -17.8768 NaN -8.9384 3993 LEANHOG caleb_strategy_v3 [1] 22.0124 22.7145 0 397.504 397.504 NaN 397.504 3994 LEANHOG caleb_strategy_v3 [1] 22.0124 425.897 -5.67863 0 -11.3573 NaN -5.67863 ======================================================================================================================================================================= 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 3965 BTP caleb_strategy_v3 [1] 1100.95 275.238 -11.0095 11.0095 -11.0095 NaN 0 3966 BUXL caleb_strategy_v3 [-1] 1100.95 -352.304 -22.019 -0 -44.038 NaN -22.019 3968 DAX caleb_strategy_v3 [1] 1.10095 10.459 -0.550475 -2.2019 -3.30285 NaN -2.75238 3969 SMI caleb_strategy_v3 [1] 11.4695 -91.756 -11.4695 -11.4695 -34.4085 NaN -22.939 3967 SMI caleb_strategy_v3 [1] 11.4695 -103.225 -11.4695 22.939 0 NaN 11.4695 3970 EURIBOR-ICE caleb_strategy_v3 [-1] 2752.38 -27.5238 -13.7619 -0 -27.5238 NaN -13.7619 3971 EURIBOR-ICE caleb_strategy_v3 [-1] 2752.38 -27.5238 -13.7619 27.5238 -0 NaN 13.7619 3972 EURIBOR-ICE caleb_strategy_v3 [-1] 2752.38 -13.7619 -13.7619 -0 -27.5237 NaN -13.7619 3973 EURIBOR-ICE caleb_strategy_v3 [-1] 2752.38 -20.6428 -6.88094 13.7619 -0 NaN 6.88094 3977 PLAT caleb_strategy_v3 [-1] 50 555 -10 45 25 NaN 35 3974 PLAT caleb_strategy_v3 [-1] 50 567.5 -7.5 -15 -30 NaN -22.5 3978 COPPER caleb_strategy_v3 [1] 25000 -1268.75 -6.25 -12.5 NaN NaN -18.75 3975 COPPER caleb_strategy_v3 [1] 25000 -1293.75 -6.25 12.5 0 NaN 6.25 3976 GOLD_micro caleb_strategy_v3 [1] 10 -62 -1 -1 -3 NaN -2 3979 GOLD_micro caleb_strategy_v3 [1] 10 -64 -1 2 2.27374e-12 NaN 1 3980 GOLD_micro caleb_strategy_v3 [1] 10 -62.5 -1.5 2 -1 NaN 0.5 3981 GOLD_micro caleb_strategy_v3 [1] 10 -61 -1 1 -1 NaN 0 3982 GOLD_micro caleb_strategy_v3 [1] 10 -60 -1 1 NaN NaN 0 3983 GOLD_micro caleb_strategy_v3 [1] 10 -63 -1 2 0 NaN 1 3984 GOLD_micro caleb_strategy_v3 [1] 10 -61 -1 0 -2 NaN -1 3985 GOLD_micro caleb_strategy_v3 [1] 10 -59 -1 2 2.27374e-12 NaN 1 3986 GOLD_micro caleb_strategy_v3 [1] 10 -56.5 -1.5 0 -3 NaN -1.5 3987 GOLD_micro caleb_strategy_v3 [1] 10 -59.5 -1.5 0 -3 NaN -1.5 3989 RUSSELL caleb_strategy_v3 [-1] 5 75 -0.5 0.5 -0.5 NaN 0 3990 US5 caleb_strategy_v3 [1] 1000 -101.562 -7.8125 0 -15.625 NaN -7.8125 3991 EUR caleb_strategy_v3 [1] 125000 -162.5 -6.25 0 -12.5 NaN -6.25 3992 GBP caleb_strategy_v3 [-1] 62500 -9.375 -3.125 6.25 -0 NaN 3.125 3988 GBP caleb_strategy_v3 [-1] 62500 -6.25 -6.25 -0 -12.5 NaN -6.25 3993 LEANHOG caleb_strategy_v3 [1] 400 20 0 350 350 NaN 350 3994 LEANHOG caleb_strategy_v3 [1] 400 375 -5 0 -10 NaN -5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 275.237500 BUXL -352.304000 COPPER -2562.500000 DAX 10.459025 EUR -162.500000 EURIBOR-ICE -89.452187 GBP -15.625000 GOLD_micro -608.500000 LEANHOG 395.000000 PLAT 1122.500000 RUSSELL 75.000000 SMI -194.981500 US5 -101.562500 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2209.228662 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -11.009500 BUXL -22.019000 COPPER -12.500000 DAX -0.550475 EUR -6.250000 EURIBOR-ICE -48.166562 GBP -9.375000 GOLD_micro -11.500000 LEANHOG -5.000000 PLAT -17.500000 RUSSELL -0.500000 SMI -22.939000 US5 -7.812500 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -175.122037 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 1.100950e+01 BUXL -0.000000e+00 COPPER -1.110223e-11 DAX -2.201900e+00 EUR 0.000000e+00 EURIBOR-ICE 4.128563e+01 GBP 6.250000e+00 GOLD_micro 9.000000e+00 LEANHOG 3.500000e+02 PLAT 3.000000e+01 RUSSELL 5.000000e-01 SMI 1.146950e+01 US5 0.000000e+00 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 457.312725 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP -11.00950 BUXL -44.03800 COPPER 0.00000 DAX -3.30285 EUR -12.50000 EURIBOR-ICE -55.04750 GBP -12.50000 GOLD_micro -13.00000 LEANHOG 340.00000 PLAT -5.00000 RUSSELL -0.50000 SMI -34.40850 US5 -15.62500 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 133.06865 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUXL 0 COPPER 0 DAX 0 EUR 0 EURIBOR-ICE 0 GBP 0 GOLD_micro 0 LEANHOG 0 PLAT 0 RUSSELL 0 SMI 0 US5 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 BTP 0.000000 BUXL -22.019000 COPPER -12.500000 DAX -2.752375 EUR -6.250000 EURIBOR-ICE -6.880937 GBP -3.125000 GOLD_micro -2.500000 LEANHOG 345.000000 PLAT 12.500000 RUSSELL 0.000000 SMI -11.469500 US5 -7.812500 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 282.190688 ******************************************************************************** END OF REPORT ********************************************************************************