******************************************************************************** Trades report produced on 03/08/2023 21:38 from 02/08/2023 21:38 to 03/08/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 4010 BUXL caleb_strategy_v3 [20230900] 2023-08-03 11:21:41 [-1] 131.780000 4014 COCOA caleb_strategy_v3 [20231200] 2023-08-03 14:00:14 [-1] 3521.000000 4015 COPPER caleb_strategy_v3 [20230900] 2023-08-03 14:00:15 [-1] 3.850000 4012 COTTON2 caleb_strategy_v3 [20231000] 2023-08-03 14:00:04 [-1] 84.280000 4008 DAX caleb_strategy_v3 [20230900] 2023-08-03 11:21:10 [1] 15982.000000 4020 EUR caleb_strategy_v3 [20230900] 2023-08-03 15:00:01 [-1] 1.094400 4009 GASOIL caleb_strategy_v3 [20231000] 2023-08-03 11:21:13 [1] 861.000000 4017 GAS_US_mini caleb_strategy_v3 [20231000] 2023-08-03 14:00:18 [-1] 2.630000 4013 GAS_US_mini caleb_strategy_v3 [20231000] 2023-08-03 14:00:14 [-1] 2.635000 4016 GOLD_micro caleb_strategy_v3 [20231000] 2023-08-03 14:00:17 [-1] 1949.300000 4018 GOLD_micro caleb_strategy_v3 [20231000] 2023-08-03 14:00:21 [-1] 1949.200000 4011 GOLD_micro caleb_strategy_v3 [20231000] 2023-08-03 14:00:02 [-1] 1949.100000 4019 GOLD_micro caleb_strategy_v3 [20231000] 2023-08-03 14:00:24 [-1] 1949.100000 4023 JPY caleb_strategy_v3 [20230900] 2023-08-03 15:00:04 [1] 0.007059 4035 LEANHOG caleb_strategy_v3 [20231000] 2023-08-03 15:30:02 [1] 82.300000 4036 LEANHOG caleb_strategy_v3 [20231000] 2023-08-03 15:30:05 [1] 82.275000 4022 MXP caleb_strategy_v3 [20230900] 2023-08-03 15:00:03 [1] 0.057270 4034 REDWHEAT caleb_strategy_v3 [20231200] 2023-08-03 15:30:01 [-1] 786.000000 4032 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:50 [-1] 4521.500000 4033 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:53 [-1] 4521.000000 4021 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:02 [-1] 4517.750000 4025 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:31 [-1] 4521.250000 4026 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:35 [-1] 4521.000000 4027 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:37 [-1] 4521.750000 4028 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:40 [-1] 4523.000000 4029 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:42 [-1] 4522.500000 4030 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:45 [-1] 4521.750000 4031 SP500_micro caleb_strategy_v3 [20230900] 2023-08-03 15:00:48 [-1] 4522.000000 4024 VIX caleb_strategy_v3 [20231000] 2023-08-03 15:00:29 [1] 18.750000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 4008 DAX caleb_strategy_v3 2023-08-02 2023-08-03 11:21:08.070 2023-08-03 11:21:10 127268 1.93 4009 GASOIL caleb_strategy_v3 2023-08-02 2023-08-03 11:21:12.262 2023-08-03 11:21:13 127272 0.738 4010 BUXL caleb_strategy_v3 2023-08-02 2023-08-03 11:21:14.288 2023-08-03 11:21:41 127274 26.712 4012 COTTON2 caleb_strategy_v3 2023-08-02 2023-08-03 14:00:03.763 2023-08-03 14:00:04 136804 0.237 4014 COCOA caleb_strategy_v3 2023-08-02 2023-08-03 14:00:14.866 2023-08-03 14:00:14 136815 NaN 4015 COPPER caleb_strategy_v3 2023-08-02 2023-08-03 14:00:15.459 2023-08-03 14:00:15 136815 NaN 4017 GAS_US_mini caleb_strategy_v3 2023-08-02 2023-08-03 14:00:18.311 2023-08-03 14:00:18 136818 NaN 4013 GAS_US_mini caleb_strategy_v3 2023-08-02 2023-08-03 14:00:05.626 2023-08-03 14:00:14 136806 8.374 4016 GOLD_micro caleb_strategy_v3 2023-08-02 2023-08-03 14:00:17.868 2023-08-03 14:00:17 136818 NaN 4018 GOLD_micro caleb_strategy_v3 2023-08-02 2023-08-03 14:00:20.509 2023-08-03 14:00:21 136821 0.491 4011 GOLD_micro caleb_strategy_v3 2023-08-02 2023-08-03 14:00:02.326 2023-08-03 14:00:02 136802 NaN 4019 GOLD_micro caleb_strategy_v3 2023-08-02 2023-08-03 14:00:23.893 2023-08-03 14:00:24 136824 0.107 4020 EUR caleb_strategy_v3 2023-08-02 2023-08-03 15:00:01.116 2023-08-03 15:00:01 140401 NaN 4022 MXP caleb_strategy_v3 2023-08-02 2023-08-03 15:00:03.100 2023-08-03 15:00:03 140403 NaN 4023 JPY caleb_strategy_v3 2023-08-02 2023-08-03 15:00:04.841 2023-08-03 15:00:04 140405 NaN 4024 VIX caleb_strategy_v3 2023-08-01 2023-08-03 15:00:05.628 2023-08-03 15:00:29 226806 23.372 4032 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:50.615 2023-08-03 15:00:50 140451 NaN 4033 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:53.474 2023-08-03 15:00:53 140453 NaN 4021 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:02.127 2023-08-03 15:00:02 140402 NaN 4025 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:31.937 2023-08-03 15:00:31 140432 NaN 4026 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:34.888 2023-08-03 15:00:35 140435 0.112 4027 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:37.529 2023-08-03 15:00:37 140438 NaN 4028 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:40.249 2023-08-03 15:00:40 140440 NaN 4029 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:42.767 2023-08-03 15:00:42 140443 NaN 4030 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:45.464 2023-08-03 15:00:45 140445 NaN 4031 SP500_micro caleb_strategy_v3 2023-08-02 2023-08-03 15:00:48.175 2023-08-03 15:00:48 140448 NaN 4034 REDWHEAT caleb_strategy_v3 2023-08-02 2023-08-03 15:30:01.422 2023-08-03 15:30:01 142201 NaN 4035 LEANHOG caleb_strategy_v3 2023-08-02 2023-08-03 15:30:02.639 2023-08-03 15:30:02 142203 NaN 4036 LEANHOG caleb_strategy_v3 2023-08-02 2023-08-03 15:30:05.160 2023-08-03 15:30:05 142205 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 4008 DAX caleb_strategy_v3 [1] 16074 None 15983 15984 15982 15982 15982 91 -1 2 0 NaN 1 4009 GASOIL caleb_strategy_v3 [1] 866.25 None 860.875 861 860.75 NaN 861 5.375 -0.125 0 NaN NaN -0.125 4010 BUXL caleb_strategy_v3 [-1] 132.92 None 131.81 131.8 131.82 131.82 131.78 -1.11 -0.01 -0.02 -0.04 NaN -0.03 4012 COTTON2 caleb_strategy_v3 [-1] 84.86 None 84.5 84 85 85 84.28 -0.36 -0.5 0.28 -0.72 NaN -0.22 4014 COCOA caleb_strategy_v3 [-1] 3547 None 3521.5 3521 3522 NaN 3521 -25.5 -0.5 -0 NaN NaN -0.5 4015 COPPER caleb_strategy_v3 [-1] 3.8445 None 3.85025 3.85 3.8505 NaN 3.85 0.00575 -0.00025 -0 NaN NaN -0.00025 4017 GAS_US_mini caleb_strategy_v3 [-1] 2.595 None 2.6375 2.635 2.64 NaN 2.63 0.0425 -0.0025 -0.005 NaN NaN -0.0075 4013 GAS_US_mini caleb_strategy_v3 [-1] 2.595 None 2.635 2.63 2.64 2.64 2.635 0.04 -0.005 0.005 -0.005 NaN 0 4016 GOLD_micro caleb_strategy_v3 [-1] 1952.7 None 1949.2 1949.1 1949.3 1949.3 1949.3 -3.5 -0.1 0.2 -2.27374e-13 NaN 0.1 4018 GOLD_micro caleb_strategy_v3 [-1] 1952.7 None 1949.45 1949.3 1949.6 1949.6 1949.2 -3.25 -0.15 -0.1 -0.4 NaN -0.25 4011 GOLD_micro caleb_strategy_v3 [-1] 1952.7 None 1949 1948.9 1949.1 1949.1 1949.1 -3.7 -0.1 0.2 -2.27374e-13 NaN 0.1 4019 GOLD_micro caleb_strategy_v3 [-1] 1952.7 None 1949.35 1949.2 1949.5 1949.5 1949.1 -3.35 -0.15 -0.1 -0.4 NaN -0.25 4020 EUR caleb_strategy_v3 [-1] 1.0968 None 1.09452 1.09445 1.0946 1.0946 1.0944 -0.002275 -7.5e-05 -5e-05 -0.0002 NaN -0.000125 4022 MXP caleb_strategy_v3 [1] 0.0582 None 0.05728 0.05729 0.05727 0.05727 0.05727 0.00092 -1e-05 2e-05 0 NaN 1e-05 4023 JPY caleb_strategy_v3 [1] 0.0070315 None 0.00705925 0.00706 0.0070585 0.0070585 0.007059 -2.775e-05 -7.5e-07 1e-06 -5e-07 NaN 2.5e-07 4024 VIX caleb_strategy_v3 [1] 17.55 None 18.775 18.8 18.75 18.75 18.75 -1.225 -0.025 0.05 0 NaN 0.025 4032 SP500_micro caleb_strategy_v3 [-1] 4536 None 4522.12 4522 4522.25 NaN 4521.5 -13.875 -0.125 -0.5 NaN NaN -0.625 4033 SP500_micro caleb_strategy_v3 [-1] 4536 None 4521.62 4521.5 4521.75 4521.75 4521 -14.375 -0.125 -0.5 -0.75 NaN -0.625 4021 SP500_micro caleb_strategy_v3 [-1] 4536 None 4518 4517.75 4518.25 4518.25 4517.75 -18 -0.25 -0 -0.5 NaN -0.25 4025 SP500_micro caleb_strategy_v3 [-1] 4536 None 4518 4517.75 4518.25 4518.25 4521.25 -18 -0.25 3.5 3 NaN 3.25 4026 SP500_micro caleb_strategy_v3 [-1] 4536 None 4521.38 4521.25 4521.5 4521.5 4521 -14.625 -0.125 -0.25 -0.5 NaN -0.375 4027 SP500_micro caleb_strategy_v3 [-1] 4536 None 4521.12 4521 4521.25 4521.25 4521.75 -14.875 -0.125 0.75 0.5 NaN 0.625 4028 SP500_micro caleb_strategy_v3 [-1] 4536 None 4521.88 4521.75 4522 4522 4523 -14.125 -0.125 1.25 1 NaN 1.125 4029 SP500_micro caleb_strategy_v3 [-1] 4536 None 4523.25 4523 4523.5 4523.5 4522.5 -12.75 -0.25 -0.5 -1 NaN -0.75 4030 SP500_micro caleb_strategy_v3 [-1] 4536 None 4522.5 4522.25 4522.75 4522.75 4521.75 -13.5 -0.25 -0.5 -1 NaN -0.75 4031 SP500_micro caleb_strategy_v3 [-1] 4536 None 4521.88 4521.75 4522 4522 4522 -14.125 -0.125 0.25 -0 NaN 0.125 4034 REDWHEAT caleb_strategy_v3 [-1] 800.5 None 775 775 775 NaN 786 -25.5 -0 11 NaN NaN 11 4035 LEANHOG caleb_strategy_v3 [1] 84.85 None 82.5 82.5 82.5 82.5 82.3 2.35 0 0.2 0.2 NaN 0.2 4036 LEANHOG caleb_strategy_v3 [1] 84.85 None 82.275 82.3 82.25 82.25 82.275 2.575 -0.025 0.025 -0.025 NaN 0 ============================================================================================================================================================ 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 4008 DAX caleb_strategy_v3 [1] 2399.83 379.193 -4.16696 8.33392 0 NaN 4.16696 4009 GASOIL caleb_strategy_v3 [1] 279.439 192.35 -4.47325 0 NaN NaN -4.47325 4010 BUXL caleb_strategy_v3 [-1] 24.5865 -451.467 -4.06727 -8.13454 -16.2691 NaN -12.2018 4012 COTTON2 caleb_strategy_v3 [-1] 27.4606 -131.097 -182.079 101.964 -262.194 NaN -80.1148 4014 COCOA caleb_strategy_v3 [-1] 634.719 -401.752 -7.8775 -0 NaN NaN -7.8775 4015 COPPER caleb_strategy_v3 [-1] 0.960349 59.874 -2.60322 -0 NaN NaN -2.60322 4017 GAS_US_mini caleb_strategy_v3 [-1] 1.8964 224.108 -13.1828 -26.3657 NaN NaN -39.5485 4013 GAS_US_mini caleb_strategy_v3 [-1] 1.8964 210.926 -26.3657 26.3657 -26.3657 NaN 0 4016 GOLD_micro caleb_strategy_v3 [-1] 230.907 -151.576 -4.33075 8.66151 -9.84699e-12 NaN 4.33075 4018 GOLD_micro caleb_strategy_v3 [-1] 230.907 -140.749 -6.49613 -4.33075 -17.323 NaN -10.8269 4011 GOLD_micro caleb_strategy_v3 [-1] 230.907 -160.238 -4.33075 8.66151 -9.84699e-12 NaN 4.33075 4019 GOLD_micro caleb_strategy_v3 [-1] 230.907 -145.08 -6.49613 -4.33075 -17.323 NaN -10.8269 4020 EUR caleb_strategy_v3 [-1] 0.0821048 -277.085 -9.13467 -6.08978 -24.3591 NaN -15.2244 4022 MXP caleb_strategy_v3 [1] 0.00619129 1485.96 -16.1517 32.3034 0 NaN 16.1517 4023 JPY caleb_strategy_v3 [1] 0.000744085 -372.941 -10.0795 13.4393 -6.71966 NaN 3.35983 4024 VIX caleb_strategy_v3 [1] 7.5027 -1632.74 -33.3213 66.6426 0 NaN 33.3213 4032 SP500_micro caleb_strategy_v3 [-1] 552.799 -250.995 -2.26122 -9.04488 NaN NaN -11.3061 4033 SP500_micro caleb_strategy_v3 [-1] 552.799 -260.04 -2.26122 -9.04488 -13.5673 NaN -11.3061 4021 SP500_micro caleb_strategy_v3 [-1] 552.799 -325.616 -4.52244 -0 -9.04488 NaN -4.52244 4025 SP500_micro caleb_strategy_v3 [-1] 552.799 -325.616 -4.52244 63.3142 54.2693 NaN 58.7917 4026 SP500_micro caleb_strategy_v3 [-1] 552.799 -264.563 -2.26122 -4.52244 -9.04488 NaN -6.78366 4027 SP500_micro caleb_strategy_v3 [-1] 552.799 -269.085 -2.26122 13.5673 9.04488 NaN 11.3061 4028 SP500_micro caleb_strategy_v3 [-1] 552.799 -255.518 -2.26122 22.6122 18.0898 NaN 20.351 4029 SP500_micro caleb_strategy_v3 [-1] 552.799 -230.644 -4.52244 -9.04488 -18.0898 NaN -13.5673 4030 SP500_micro caleb_strategy_v3 [-1] 552.799 -244.212 -4.52244 -9.04488 -18.0898 NaN -13.5673 4031 SP500_micro caleb_strategy_v3 [-1] 552.799 -255.518 -2.26122 4.52244 -0 NaN 2.26122 4034 REDWHEAT caleb_strategy_v3 [-1] 350.694 -727.129 -0 313.664 NaN NaN 313.664 4035 LEANHOG caleb_strategy_v3 [1] 23.0763 1018.36 0 86.6689 86.6689 NaN 86.6689 4036 LEANHOG caleb_strategy_v3 [1] 23.0763 1115.86 -10.8336 10.8336 -10.8336 NaN 0 ======================================================================================================================================================================= 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 4008 DAX caleb_strategy_v3 [1] 1.0939 99.5449 -1.0939 2.1878 0 NaN 1.0939 4009 GASOIL caleb_strategy_v3 [1] 100 537.5 -12.5 0 NaN NaN -12.5 4010 BUXL caleb_strategy_v3 [-1] 1093.9 -1214.23 -10.939 -21.878 -43.756 NaN -32.817 4012 COTTON2 caleb_strategy_v3 [-1] 500 -180 -250 140 -360 NaN -110 4014 COCOA caleb_strategy_v3 [-1] 10 -255 -5 -0 NaN NaN -5 4015 COPPER caleb_strategy_v3 [-1] 25000 143.75 -6.25 -0 NaN NaN -6.25 4017 GAS_US_mini caleb_strategy_v3 [-1] 2500 106.25 -6.25 -12.5 NaN NaN -18.75 4013 GAS_US_mini caleb_strategy_v3 [-1] 2500 100 -12.5 12.5 -12.5 NaN 0 4016 GOLD_micro caleb_strategy_v3 [-1] 10 -35 -1 2 -2.27374e-12 NaN 1 4018 GOLD_micro caleb_strategy_v3 [-1] 10 -32.5 -1.5 -1 -4 NaN -2.5 4011 GOLD_micro caleb_strategy_v3 [-1] 10 -37 -1 2 -2.27374e-12 NaN 1 4019 GOLD_micro caleb_strategy_v3 [-1] 10 -33.5 -1.5 -1 -4 NaN -2.5 4020 EUR caleb_strategy_v3 [-1] 125000 -284.375 -9.375 -6.25 -25 NaN -15.625 4022 MXP caleb_strategy_v3 [1] 500000 460 -5 10 0 NaN 5 4023 JPY caleb_strategy_v3 [1] 1.25e+07 -346.875 -9.375 12.5 -6.25 NaN 3.125 4024 VIX caleb_strategy_v3 [1] 1000 -1225 -25 50 0 NaN 25 4032 SP500_micro caleb_strategy_v3 [-1] 5 -69.375 -0.625 -2.5 NaN NaN -3.125 4033 SP500_micro caleb_strategy_v3 [-1] 5 -71.875 -0.625 -2.5 -3.75 NaN -3.125 4021 SP500_micro caleb_strategy_v3 [-1] 5 -90 -1.25 -0 -2.5 NaN -1.25 4025 SP500_micro caleb_strategy_v3 [-1] 5 -90 -1.25 17.5 15 NaN 16.25 4026 SP500_micro caleb_strategy_v3 [-1] 5 -73.125 -0.625 -1.25 -2.5 NaN -1.875 4027 SP500_micro caleb_strategy_v3 [-1] 5 -74.375 -0.625 3.75 2.5 NaN 3.125 4028 SP500_micro caleb_strategy_v3 [-1] 5 -70.625 -0.625 6.25 5 NaN 5.625 4029 SP500_micro caleb_strategy_v3 [-1] 5 -63.75 -1.25 -2.5 -5 NaN -3.75 4030 SP500_micro caleb_strategy_v3 [-1] 5 -67.5 -1.25 -2.5 -5 NaN -3.75 4031 SP500_micro caleb_strategy_v3 [-1] 5 -70.625 -0.625 1.25 -0 NaN 0.625 4034 REDWHEAT caleb_strategy_v3 [-1] 50 -1275 -0 550 NaN NaN 550 4035 LEANHOG caleb_strategy_v3 [1] 400 940 0 80 80 NaN 80 4036 LEANHOG caleb_strategy_v3 [1] 400 1030 -10 10 -10 NaN 0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -1214.2290 COCOA -255.0000 COPPER 143.7500 COTTON2 -180.0000 DAX 99.5449 EUR -284.3750 GASOIL 537.5000 GAS_US_mini 206.2500 GOLD_micro -138.0000 JPY -346.8750 LEANHOG 1970.0000 MXP 460.0000 REDWHEAT -1275.0000 SP500_micro -741.2500 VIX -1225.0000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2242.6841 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -10.9390 COCOA -5.0000 COPPER -6.2500 COTTON2 -250.0000 DAX -1.0939 EUR -9.3750 GASOIL -12.5000 GAS_US_mini -18.7500 GOLD_micro -5.0000 JPY -9.3750 LEANHOG -10.0000 MXP -5.0000 REDWHEAT -0.0000 SP500_micro -8.7500 VIX -25.0000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -377.0329 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL -21.8780 COCOA -0.0000 COPPER -0.0000 COTTON2 140.0000 DAX 2.1878 EUR -6.2500 GASOIL 0.0000 GAS_US_mini 0.0000 GOLD_micro 2.0000 JPY 12.5000 LEANHOG 90.0000 MXP 10.0000 REDWHEAT 550.0000 SP500_micro 17.5000 VIX 50.0000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 846.0598 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL -43.756 COCOA 0.000 COPPER 0.000 COTTON2 -360.000 DAX 0.000 EUR -25.000 GASOIL 0.000 GAS_US_mini -12.500 GOLD_micro -8.000 JPY -6.250 LEANHOG 70.000 MXP 0.000 REDWHEAT 0.000 SP500_micro 3.750 VIX 0.000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -381.756 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 COCOA 0 COPPER 0 COTTON2 0 DAX 0 EUR 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LEANHOG 0 MXP 0 REDWHEAT 0 SP500_micro 0 VIX 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 BUXL -32.8170 COCOA -5.0000 COPPER -6.2500 COTTON2 -110.0000 DAX 1.0939 EUR -15.6250 GASOIL -12.5000 GAS_US_mini -18.7500 GOLD_micro -3.0000 JPY 3.1250 LEANHOG 80.0000 MXP 5.0000 REDWHEAT 550.0000 SP500_micro 8.7500 VIX 25.0000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 469.0269 ******************************************************************************** END OF REPORT ********************************************************************************