******************************************************************************** Trades report produced on 22/08/2023 21:38 from 21/08/2023 21:38 to 22/08/2023 21:38 ******************************************************************************** ============================================================================================================ Broker orders ============================================================================================================ instrument_code strategy_name contract_date fill_datetime fill filled_price 5926 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:01:19 [-1] 26110.000000 5913 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:00:00 [-1] 26160.000000 5927 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:03:09 [-1] 26150.000000 5925 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:01:13 [-1] 26130.000000 5923 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:00:56 [-1] 26135.000000 5921 BITCOIN caleb_strategy_v3 [20230900] 2023-08-22 15:00:48 [-1] 26140.000000 5635 BOBL caleb_strategy_v3 [20230900] 2023-08-22 09:30:19 [-1] 115.110000 5909 COCOA caleb_strategy_v3 [20231200] 2023-08-22 14:00:05 [1] 3445.000000 5911 COPPER caleb_strategy_v3 [20230900] 2023-08-22 14:00:08 [-1] 3.751000 5908 COTTON2 caleb_strategy_v3 [20231000] 2023-08-22 14:00:00 [-1] 84.600000 5645 DAX caleb_strategy_v3 [20230900] 2023-08-22 09:31:20 [1] 15781.000000 5647 DAX caleb_strategy_v3 [20230900] 2023-08-22 09:31:24 [1] 15783.000000 5643 DAX caleb_strategy_v3 [20230900] 2023-08-22 09:31:16 [1] 15781.000000 5636 DAX caleb_strategy_v3 [20230900] 2023-08-22 09:30:23 [1] 15781.000000 5640 DAX caleb_strategy_v3 [20230900] 2023-08-22 09:30:52 [1] 15783.000000 5920 DOW caleb_strategy_v3 [20230900] 2023-08-22 15:00:32 [-1] 34502.000000 5924 EUR caleb_strategy_v3 [20230900] 2023-08-22 15:00:58 [-1] 1.085900 5922 EUR caleb_strategy_v3 [20230900] 2023-08-22 15:00:48 [-1] 1.085900 5915 EUR caleb_strategy_v3 [20230900] 2023-08-22 15:00:06 [-1] 1.085750 5642 EUROSTX caleb_strategy_v3 [20230900] 2023-08-22 09:31:11 [1] 4283.000000 5638 EUROSTX caleb_strategy_v3 [20230900] 2023-08-22 09:30:35 [1] 4285.000000 5938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:45:14 [1, -1] -0.465000 5939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:46:33 [1, -1] -0.470000 5940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:47:11 [1, -1] -0.465000 5950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:54:21 [1, -1] -0.470000 5941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:47:55 [1, -1] -0.465000 5942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:48:18 [1, -1] -0.465000 5945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:51:29 [1, -1] -0.470000 5943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:50:39 [1, -1] -0.470000 5949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:54:15 [1, -1] -0.470000 5948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:54:12 [1, -1] -0.470000 5947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:54:08 [1, -1] -0.470000 5937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:40:11 [1, -1] -0.465000 5946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:52:47 [1, -1] -0.465000 5944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:50:44 [1, -1] -0.465000 5936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:39:20 [1, -1] -0.470000 5952 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:59:40 [1, -1] -0.470000 5934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:31:50 [1, -1] -0.465000 5933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:26:47 [1, -1] -0.465000 5932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:21:44 [1, -1] -0.465000 5931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:16:41 [1, -1] -0.465000 5930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:11:38 [1, -1] -0.465000 5912 GAS_US_mini caleb_strategy_v3 [20231100] 2023-08-22 14:00:10 [-1] 3.140000 5951 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:59:24 [1, -1] -0.470000 5935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20231000, 20231100] 2023-08-22 16:36:52 [1, -1] -0.465000 5910 GAS_US_mini caleb_strategy_v3 [20231100] 2023-08-22 14:00:07 [-1] 3.145000 5918 GBP caleb_strategy_v3 [20230900] 2023-08-22 15:00:30 [1] 1.272600 5916 JPY caleb_strategy_v3 [20230900] 2023-08-22 15:00:08 [1] 0.006877 5639 SMI caleb_strategy_v3 [20230900] 2023-08-22 09:30:37 [-1] 10926.000000 5929 SOYBEAN caleb_strategy_v3 [20231100] 2023-08-22 15:30:05 [1] 1351.250000 5928 SOYMEAL caleb_strategy_v3 [20231200] 2023-08-22 15:30:03 [1] 395.000000 5919 SP500_micro caleb_strategy_v3 [20230900] 2023-08-22 15:00:31 [1] 4415.750000 5914 US5 caleb_strategy_v3 [20230900] 2023-08-22 15:00:03 [-1] 105.468750 5917 VIX caleb_strategy_v3 [20231100] 2023-08-22 15:00:19 [1] 19.000000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 5635 BOBL caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:29:51.360 2023-08-22 09:30:19 120591 27.64 5639 SMI caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:30:36.833 2023-08-22 09:30:37 120637 0.167 5642 EUROSTX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:30:53.223 2023-08-22 09:31:11 120653 17.777 5638 EUROSTX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:30:25.337 2023-08-22 09:30:35 120625 9.663 5636 DAX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:30:20.304 2023-08-22 09:30:23 120620 2.696 5640 DAX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:30:52.015 2023-08-22 09:30:52 120652 NaN 5643 DAX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:31:13.524 2023-08-22 09:31:16 120674 2.476 5645 DAX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:31:18.885 2023-08-22 09:31:20 120679 1.115 5647 DAX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 09:31:23.442 2023-08-22 09:31:24 120683 0.558 5908 COTTON2 caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 14:00:00.664 2023-08-22 14:00:00 136801 NaN 5909 COCOA caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 14:00:01.643 2023-08-22 14:00:05 136802 3.357 5911 COPPER caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 14:00:07.923 2023-08-22 14:00:08 136808 0.077 5912 GAS_US_mini caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 14:00:10.423 2023-08-22 14:00:10 136810 NaN 5910 GAS_US_mini caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 14:00:06.527 2023-08-22 14:00:07 136807 0.473 5914 US5 caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:01.754 2023-08-22 15:00:03 140402 1.246 5916 JPY caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:07.522 2023-08-22 15:00:08 140408 0.478 5917 VIX caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:09.543 2023-08-22 15:00:19 140410 9.457 5918 GBP caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:19.723 2023-08-22 15:00:30 140420 10.277 5919 SP500_micro caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:31.722 2023-08-22 15:00:31 140432 NaN 5920 DOW caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:32.498 2023-08-22 15:00:32 140432 NaN 5922 EUR caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:48.682 2023-08-22 15:00:48 140449 NaN 5915 EUR caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:04.767 2023-08-22 15:00:06 140405 1.233 5924 EUR caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:57.452 2023-08-22 15:00:58 140457 0.548 5921 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:34.838 2023-08-22 15:00:48 140435 13.162 5923 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:51.358 2023-08-22 15:00:56 140451 4.642 5925 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:01:01.172 2023-08-22 15:01:13 140461 11.828 5926 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:01:16.447 2023-08-22 15:01:19 140476 2.553 5927 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:01:21.945 2023-08-22 15:03:09 140482 107.055 5913 BITCOIN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:00:00.863 2023-08-22 15:00:00 140401 NaN 5928 SOYMEAL caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:30:00.944 2023-08-22 15:30:03 142201 2.056 5929 SOYBEAN caleb_strategy_v3 2023-08-21 00:00:00 2023-08-22 15:30:04.932 2023-08-22 15:30:05 142205 0.068 5930 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:11:33.858 2023-08-22 16:11:38 76293.9 4.142 5931 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:11:41.615 2023-08-22 16:16:41 76301.6 299.385 5932 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:16:44.593 2023-08-22 16:21:44 76604.6 299.407 5933 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:21:47.334 2023-08-22 16:26:47 76907.3 299.666 5934 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:26:50.056 2023-08-22 16:31:50 77210.1 299.944 5935 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:31:52.924 2023-08-22 16:36:52 77512.9 299.076 5936 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:36:55.840 2023-08-22 16:39:20 77815.8 144.16 5937 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:39:23.109 2023-08-22 16:40:11 77963.1 47.891 5938 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:40:14.605 2023-08-22 16:45:14 78014.6 299.395 5939 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:45:17.368 2023-08-22 16:46:33 78317.4 75.632 5940 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:46:36.452 2023-08-22 16:47:11 78396.5 34.548 5941 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:47:15.050 2023-08-22 16:47:55 78435.1 39.95 5942 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:47:57.962 2023-08-22 16:48:18 78478 20.038 5943 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:48:21.793 2023-08-22 16:50:39 78501.8 137.207 5944 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:50:41.901 2023-08-22 16:50:44 78641.9 2.099 5945 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:50:47.718 2023-08-22 16:51:29 78647.7 41.282 5946 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:51:32.368 2023-08-22 16:52:47 78692.4 74.632 5947 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:52:50.513 2023-08-22 16:54:08 78770.5 77.487 5948 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:54:11.880 2023-08-22 16:54:12 78851.9 0.12 5949 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:54:15.095 2023-08-22 16:54:15 78855.1 NaN 5950 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:54:17.934 2023-08-22 16:54:21 78857.9 3.066 5951 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:54:23.976 2023-08-22 16:59:24 78864 300.024 5952 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-08-21 19:00:00 2023-08-22 16:59:40.028 2023-08-22 16:59:40 79180 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 5635 BOBL caleb_strategy_v3 [-1] 115.06 None 115.105 115.1 115.11 115.11 115.11 0.045 -0.005 0.01 -0 NaN 0.005 5639 SMI caleb_strategy_v3 [-1] 10886 None 10927 10926 10928 NaN 10926 41 -1 -0 NaN NaN -1 5642 EUROSTX caleb_strategy_v3 [1] 4256 None 4283.5 4284 4283 4283 4283 -27.5 -0.5 1 0 NaN 0.5 5638 EUROSTX caleb_strategy_v3 [1] 4256 None 4283.5 4284 4283 4283 4285 -27.5 -0.5 -1 -2 NaN -1.5 5636 DAX caleb_strategy_v3 [1] 15704 None 15780 15781 15779 15779 15781 -76 -1 0 -2 NaN -1 5640 DAX caleb_strategy_v3 [1] 15704 None 15780.5 15781 15780 15780 15783 -76.5 -0.5 -2 -3 NaN -2.5 5643 DAX caleb_strategy_v3 [1] 15704 None 15782 15783 15781 15781 15781 -78 -1 2 0 NaN 1 5645 DAX caleb_strategy_v3 [1] 15704 None 15781.5 15782 15781 15781 15781 -77.5 -0.5 1 0 NaN 0.5 5647 DAX caleb_strategy_v3 [1] 15704 None 15781 15782 15780 15780 15783 -77 -1 -1 -3 NaN -2 5908 COTTON2 caleb_strategy_v3 [-1] 85.57 None 85 85 85 85 84.6 -0.57 -0 -0.4 -0.4 NaN -0.4 5909 COCOA caleb_strategy_v3 [1] 3454 None 3443.5 3444 3443 3443 3445 10.5 -0.5 -1 -2 NaN -1.5 5911 COPPER caleb_strategy_v3 [-1] 3.7255 None 3.75075 3.7505 3.751 3.751 3.751 0.02525 -0.00025 0.0005 -0 NaN 0.00025 5912 GAS_US_mini caleb_strategy_v3 [-1] 3.2 None 3.1475 3.145 3.15 NaN 3.14 -0.0525 -0.0025 -0.005 NaN NaN -0.0075 5910 GAS_US_mini caleb_strategy_v3 [-1] 3.2 None 3.145 3.14 3.15 3.15 3.145 -0.055 -0.005 0.005 -0.005 NaN 0 5914 US5 caleb_strategy_v3 [-1] 105.617 None 105.465 105.461 105.469 105.469 105.469 -0.152344 -0.00390625 0.0078125 -0 NaN 0.00390625 5916 JPY caleb_strategy_v3 [1] 0.0068745 None 0.00687575 0.006876 0.0068755 0.0068755 0.006877 -1.25e-06 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 5917 VIX caleb_strategy_v3 [1] 18.85 None 19.025 19.05 19 19 19 -0.175 -0.025 0.05 0 NaN 0.025 5918 GBP caleb_strategy_v3 [1] 1.2766 None 1.27245 1.2725 1.2724 1.2724 1.2726 0.00415 -5e-05 -0.0001 -0.0002 NaN -0.00015 5919 SP500_micro caleb_strategy_v3 [1] 4413.25 None 4415.88 4416 4415.75 4415.75 4415.75 -2.625 -0.125 0.25 0 NaN 0.125 5920 DOW caleb_strategy_v3 [-1] 34554 None 34504 34503 34505 34505 34502 -50 -1 -1 -3 NaN -2 5922 EUR caleb_strategy_v3 [-1] 1.0916 None 1.08577 1.08575 1.0858 NaN 1.0859 -0.005825 -2.5e-05 0.00015 NaN NaN 0.000125 5915 EUR caleb_strategy_v3 [-1] 1.0916 None 1.08575 1.0857 1.0858 1.0858 1.08575 -0.00585 -5e-05 5e-05 -5e-05 NaN 0 5924 EUR caleb_strategy_v3 [-1] 1.0916 None 1.08597 1.08595 1.086 1.086 1.0859 -0.005625 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 5921 BITCOIN caleb_strategy_v3 [-1] 26225 None 26160 26140 26180 26180 26140 -65 -20 -0 -40 NaN -20 5923 BITCOIN caleb_strategy_v3 [-1] 26225 None 26157.5 26135 26180 26180 26135 -67.5 -22.5 -0 -45 NaN -22.5 5925 BITCOIN caleb_strategy_v3 [-1] 26225 None 26152.5 26135 26170 26170 26130 -72.5 -17.5 -5 -40 NaN -22.5 5926 BITCOIN caleb_strategy_v3 [-1] 26225 None 26147.5 26130 26165 26165 26110 -77.5 -17.5 -20 -55 NaN -37.5 5927 BITCOIN caleb_strategy_v3 [-1] 26225 None 26130 26110 26150 26150 26150 -95 -20 40 -0 NaN 20 5913 BITCOIN caleb_strategy_v3 [-1] 26225 None 26175 26160 26190 NaN 26160 -50 -15 -0 NaN NaN -15 5928 SOYMEAL caleb_strategy_v3 [1] 395.8 None 394.85 394.9 394.8 394.8 395 0.95 -0.05 -0.1 -0.2 NaN -0.15 5929 SOYBEAN caleb_strategy_v3 [1] 1360.5 None 1350.88 1351 1350.75 1350.75 1351.25 9.625 -0.125 -0.25 -0.5 NaN -0.375 5930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 -0.475 -0.465 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 5931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 -1.66533e-16 -0.005 NaN -0.0025 5932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 -1.66533e-16 -0.005 NaN -0.0025 5933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 2.77556e-16 -0.005 NaN -0.0025 5934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 2.77556e-16 -0.005 NaN -0.0025 5935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 -1.66533e-16 -0.005 NaN -0.0025 5936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.47 -0.0025 -0.0025 0.005 1.66533e-16 NaN 0.0025 5937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.47 -0.465 -0.475 -0.475 -0.465 -2.22045e-16 -0.005 2.77556e-16 -0.01 NaN -0.005 5938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.465 -0.0025 -0.0025 2.77556e-16 -0.005 NaN -0.0025 5939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.47 -0.0025 -0.0025 0.005 1.66533e-16 NaN 0.0025 5940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 -0.475 -0.465 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 5941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.47 -0.465 -0.475 -0.475 -0.465 -2.22045e-16 -0.005 -1.66533e-16 -0.01 NaN -0.005 5942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.47 -0.465 -0.475 -0.475 -0.465 -2.22045e-16 -0.005 -1.66533e-16 -0.01 NaN -0.005 5943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.47 -0.0025 -0.0025 0.005 1.66533e-16 NaN 0.0025 5944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 -0.475 -0.465 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 5945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.47 -0.0025 -0.0025 0.005 1.66533e-16 NaN 0.0025 5946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.47 -0.465 -0.475 -0.475 -0.465 -2.22045e-16 -0.005 -1.66533e-16 -0.01 NaN -0.005 5947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4675 -0.465 -0.47 -0.47 -0.47 -0.0025 -0.0025 0.005 -2.77556e-16 NaN 0.0025 5948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 -0.475 -0.47 0.0025 -0.0025 -2.22045e-16 -0.005 NaN -0.0025 5949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 NaN -0.47 0.0025 -0.0025 -2.22045e-16 NaN NaN -0.0025 5950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 NaN -0.47 0.0025 -0.0025 -2.22045e-16 NaN NaN -0.0025 5951 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 -0.475 -0.47 0.0025 -0.0025 2.22045e-16 -0.005 NaN -0.0025 5952 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.47 None -0.4725 -0.47 -0.475 NaN -0.47 0.0025 -0.0025 2.22045e-16 NaN NaN -0.0025 ====================================================================================================================================================================== 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 5635 BOBL caleb_strategy_v3 [-1] 5.29267 85.0233 -9.44704 18.8941 -0 NaN 9.44704 5639 SMI caleb_strategy_v3 [-1] 1283.16 319.523 -7.79323 -0 NaN NaN -7.79323 5642 EUROSTX caleb_strategy_v3 [1] 704.817 -390.172 -7.09404 14.1881 0 NaN 7.09404 5638 EUROSTX caleb_strategy_v3 [1] 704.817 -390.172 -7.09404 -14.1881 -28.3762 NaN -21.2821 5636 DAX caleb_strategy_v3 [1] 2214.71 -343.16 -4.51526 0 -9.03052 NaN -4.51526 5640 DAX caleb_strategy_v3 [1] 2214.71 -345.417 -2.25763 -9.03052 -13.5458 NaN -11.2881 5643 DAX caleb_strategy_v3 [1] 2214.71 -352.19 -4.51526 9.03052 0 NaN 4.51526 5645 DAX caleb_strategy_v3 [1] 2214.71 -349.933 -2.25763 4.51526 0 NaN 2.25763 5647 DAX caleb_strategy_v3 [1] 2214.71 -347.675 -4.51526 -4.51526 -13.5458 NaN -9.03052 5908 COTTON2 caleb_strategy_v3 [-1] 24.4695 -232.943 -0 -163.469 -163.469 NaN -163.469 5909 COCOA caleb_strategy_v3 [1] 629.154 166.891 -7.94718 -15.8944 -31.7887 NaN -23.8415 5911 COPPER caleb_strategy_v3 [-1] 0.840934 300.261 -2.97289 5.94577 -0 NaN 2.97289 5912 GAS_US_mini caleb_strategy_v3 [-1] 2.02722 -258.976 -12.3322 -24.6644 NaN NaN -36.9966 5910 GAS_US_mini caleb_strategy_v3 [-1] 2.02722 -271.308 -24.6644 24.6644 -24.6644 NaN 0 5914 US5 caleb_strategy_v3 [-1] 4.85086 -314.055 -8.0527 16.1054 -0 NaN 8.0527 5916 JPY caleb_strategy_v3 [1] 0.000664437 -18.8129 -3.76258 -15.0503 -22.5755 NaN -18.8129 5917 VIX caleb_strategy_v3 [1] 7.7356 -226.227 -32.3181 64.6362 0 NaN 32.3181 5918 GBP caleb_strategy_v3 [1] 0.0911484 455.301 -5.48556 -10.9711 -21.9422 NaN -16.4567 5919 SP500_micro caleb_strategy_v3 [1] 551.277 -47.6167 -2.26746 4.53492 0 NaN 2.26746 5920 DOW caleb_strategy_v3 [-1] 3773.28 -132.511 -2.65022 -2.65022 -7.95065 NaN -5.30043 5922 EUR caleb_strategy_v3 [-1] 0.0719977 -809.054 -3.47233 20.834 NaN NaN 17.3617 5915 EUR caleb_strategy_v3 [-1] 0.0719977 -812.526 -6.94467 6.94467 -6.94467 NaN 0 5924 EUR caleb_strategy_v3 [-1] 0.0719977 -781.275 -3.47233 -6.94467 -13.8893 NaN -10.417 5921 BITCOIN caleb_strategy_v3 [-1] 12840.4 -50.6215 -15.5759 -0 -31.1517 NaN -15.5759 5923 BITCOIN caleb_strategy_v3 [-1] 12840.4 -52.5685 -17.5228 -0 -35.0457 NaN -17.5228 5925 BITCOIN caleb_strategy_v3 [-1] 12840.4 -56.4625 -13.6289 -3.89396 -31.1517 NaN -17.5228 5926 BITCOIN caleb_strategy_v3 [-1] 12840.4 -60.3564 -13.6289 -15.5759 -42.8336 NaN -29.2047 5927 BITCOIN caleb_strategy_v3 [-1] 12840.4 -73.9853 -15.5759 31.1517 -0 NaN 15.5759 5913 BITCOIN caleb_strategy_v3 [-1] 12840.4 -38.9396 -11.6819 -0 NaN NaN -11.6819 5928 SOYMEAL caleb_strategy_v3 [1] 102.767 92.4424 -4.86539 -9.73078 -19.4616 NaN -14.5962 5929 SOYBEAN caleb_strategy_v3 [1] 300.939 319.833 -4.15367 -8.30734 -16.6147 NaN -12.461 5930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -24.6644 -49.3288 NaN -36.9966 5931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 -8.21489e-13 -24.6644 NaN -12.3322 5932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 -8.21489e-13 -24.6644 NaN -12.3322 5933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 1.36915e-12 -24.6644 NaN -12.3322 5934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 1.36915e-12 -24.6644 NaN -12.3322 5935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 -8.21489e-13 -24.6644 NaN -12.3322 5936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 24.6644 8.21489e-13 NaN 12.3322 5937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -1.09532e-12 -24.6644 1.36915e-12 -49.3288 NaN -24.6644 5938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 1.36915e-12 -24.6644 NaN -12.3322 5939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 24.6644 8.21489e-13 NaN 12.3322 5940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -24.6644 -49.3288 NaN -36.9966 5941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -1.09532e-12 -24.6644 -8.21489e-13 -49.3288 NaN -24.6644 5942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -1.09532e-12 -24.6644 -8.21489e-13 -49.3288 NaN -24.6644 5943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 24.6644 8.21489e-13 NaN 12.3322 5944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -24.6644 -49.3288 NaN -36.9966 5945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 24.6644 8.21489e-13 NaN 12.3322 5946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -1.09532e-12 -24.6644 -8.21489e-13 -49.3288 NaN -24.6644 5947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 -12.3322 -12.3322 24.6644 -1.36915e-12 NaN 12.3322 5948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -1.09532e-12 -24.6644 NaN -12.3322 5949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -1.09532e-12 NaN NaN -12.3322 5950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 -1.09532e-12 NaN NaN -12.3322 5951 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 1.09532e-12 -24.6644 NaN -12.3322 5952 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2.02722 12.3322 -12.3322 1.09532e-12 NaN NaN -12.3322 ================================================================================================================================================================================ 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 5635 BOBL caleb_strategy_v3 [-1] 1091.2 49.104 -5.456 10.912 -0 NaN 5.456 5639 SMI caleb_strategy_v3 [-1] 11.3935 467.134 -11.3935 -0 NaN NaN -11.3935 5642 EUROSTX caleb_strategy_v3 [1] 10.912 -300.08 -5.456 10.912 0 NaN 5.456 5638 EUROSTX caleb_strategy_v3 [1] 10.912 -300.08 -5.456 -10.912 -21.824 NaN -16.368 5636 DAX caleb_strategy_v3 [1] 1.0912 -82.9312 -1.0912 0 -2.1824 NaN -1.0912 5640 DAX caleb_strategy_v3 [1] 1.0912 -83.4768 -0.5456 -2.1824 -3.2736 NaN -2.728 5643 DAX caleb_strategy_v3 [1] 1.0912 -85.1136 -1.0912 2.1824 0 NaN 1.0912 5645 DAX caleb_strategy_v3 [1] 1.0912 -84.568 -0.5456 1.0912 0 NaN 0.5456 5647 DAX caleb_strategy_v3 [1] 1.0912 -84.0224 -1.0912 -1.0912 -3.2736 NaN -2.1824 5908 COTTON2 caleb_strategy_v3 [-1] 500 -285 -0 -200 -200 NaN -200 5909 COCOA caleb_strategy_v3 [1] 10 105 -5 -10 -20 NaN -15 5911 COPPER caleb_strategy_v3 [-1] 25000 631.25 -6.25 12.5 -0 NaN 6.25 5912 GAS_US_mini caleb_strategy_v3 [-1] 2500 -131.25 -6.25 -12.5 NaN NaN -18.75 5910 GAS_US_mini caleb_strategy_v3 [-1] 2500 -137.5 -12.5 12.5 -12.5 NaN 0 5914 US5 caleb_strategy_v3 [-1] 1000 -152.344 -3.90625 7.8125 -0 NaN 3.90625 5916 JPY caleb_strategy_v3 [1] 1.25e+07 -15.625 -3.125 -12.5 -18.75 NaN -15.625 5917 VIX caleb_strategy_v3 [1] 1000 -175 -25 50 0 NaN 25 5918 GBP caleb_strategy_v3 [1] 62500 259.375 -3.125 -6.25 -12.5 NaN -9.375 5919 SP500_micro caleb_strategy_v3 [1] 5 -13.125 -0.625 1.25 0 NaN 0.625 5920 DOW caleb_strategy_v3 [-1] 0.5 -25 -0.5 -0.5 -1.5 NaN -1 5922 EUR caleb_strategy_v3 [-1] 125000 -728.125 -3.125 18.75 NaN NaN 15.625 5915 EUR caleb_strategy_v3 [-1] 125000 -731.25 -6.25 6.25 -6.25 NaN 0 5924 EUR caleb_strategy_v3 [-1] 125000 -703.125 -3.125 -6.25 -12.5 NaN -9.375 5921 BITCOIN caleb_strategy_v3 [-1] 0.1 -6.5 -2 -0 -4 NaN -2 5923 BITCOIN caleb_strategy_v3 [-1] 0.1 -6.75 -2.25 -0 -4.5 NaN -2.25 5925 BITCOIN caleb_strategy_v3 [-1] 0.1 -7.25 -1.75 -0.5 -4 NaN -2.25 5926 BITCOIN caleb_strategy_v3 [-1] 0.1 -7.75 -1.75 -2 -5.5 NaN -3.75 5927 BITCOIN caleb_strategy_v3 [-1] 0.1 -9.5 -2 4 -0 NaN 2 5913 BITCOIN caleb_strategy_v3 [-1] 0.1 -5 -1.5 -0 NaN NaN -1.5 5928 SOYMEAL caleb_strategy_v3 [1] 100 95 -5 -10 -20 NaN -15 5929 SOYBEAN caleb_strategy_v3 [1] 50 481.25 -6.25 -12.5 -25 NaN -18.75 5930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -12.5 -25 NaN -18.75 5931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 -4.16334e-13 -12.5 NaN -6.25 5932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 -4.16334e-13 -12.5 NaN -6.25 5933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 6.93889e-13 -12.5 NaN -6.25 5934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 6.93889e-13 -12.5 NaN -6.25 5935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 -4.16334e-13 -12.5 NaN -6.25 5936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 12.5 4.16334e-13 NaN 6.25 5937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -5.55112e-13 -12.5 6.93889e-13 -25 NaN -12.5 5938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 6.93889e-13 -12.5 NaN -6.25 5939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 12.5 4.16334e-13 NaN 6.25 5940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -12.5 -25 NaN -18.75 5941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -5.55112e-13 -12.5 -4.16334e-13 -25 NaN -12.5 5942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -5.55112e-13 -12.5 -4.16334e-13 -25 NaN -12.5 5943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 12.5 4.16334e-13 NaN 6.25 5944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -12.5 -25 NaN -18.75 5945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 12.5 4.16334e-13 NaN 6.25 5946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -5.55112e-13 -12.5 -4.16334e-13 -25 NaN -12.5 5947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 -6.25 -6.25 12.5 -6.93889e-13 NaN 6.25 5948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -5.55112e-13 -12.5 NaN -6.25 5949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -5.55112e-13 NaN NaN -6.25 5950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 -5.55112e-13 NaN NaN -6.25 5951 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 5.55112e-13 -12.5 NaN -6.25 5952 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500 6.25 -6.25 5.55112e-13 NaN NaN -6.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -18.75000 caleb_strategy_v3 BITCOIN -42.75000 BOBL 49.10400 COCOA 105.00000 COPPER 631.25000 COTTON2 -285.00000 DAX -420.11200 DOW -25.00000 EUR -2162.50000 EUROSTX -600.16000 GAS_US_mini -268.75000 GBP 259.37500 JPY -15.62500 SMI 467.13350 SOYBEAN 481.25000 SOYMEAL 95.00000 SP500_micro -13.12500 US5 -152.34375 VIX -175.00000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -18.75000 caleb_strategy_v3 -2072.25325 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -168.75000 caleb_strategy_v3 BITCOIN -11.25000 BOBL -5.45600 COCOA -5.00000 COPPER -6.25000 COTTON2 -0.00000 DAX -4.36480 DOW -0.50000 EUR -12.50000 EUROSTX -10.91200 GAS_US_mini -18.75000 GBP -3.12500 JPY -3.12500 SMI -11.39350 SOYBEAN -6.25000 SOYMEAL -5.00000 SP500_micro -0.62500 US5 -3.90625 VIX -25.00000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -168.75000 caleb_strategy_v3 -133.40755 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 25.0000 caleb_strategy_v3 BITCOIN 1.5000 BOBL 10.9120 COCOA -10.0000 COPPER 12.5000 COTTON2 -200.0000 DAX 0.0000 DOW -0.5000 EUR 18.7500 EUROSTX 0.0000 GAS_US_mini 0.0000 GBP -6.2500 JPY -12.5000 SMI -0.0000 SOYBEAN -12.5000 SOYMEAL -10.0000 SP500_micro 1.2500 US5 7.8125 VIX 50.0000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 25.0000 caleb_strategy_v3 -149.0255 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -275.0000 caleb_strategy_v3 BITCOIN -18.0000 BOBL -0.0000 COCOA -20.0000 COPPER -0.0000 COTTON2 -200.0000 DAX -8.7296 DOW -1.5000 EUR -18.7500 EUROSTX -21.8240 GAS_US_mini -12.5000 GBP -12.5000 JPY -18.7500 SMI 0.0000 SOYBEAN -25.0000 SOYMEAL -20.0000 SP500_micro 0.0000 US5 -0.0000 VIX 0.0000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -275.0000 caleb_strategy_v3 -377.5536 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 BITCOIN 0 BOBL 0 COCOA 0 COPPER 0 COTTON2 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 GAS_US_mini 0 GBP 0 JPY 0 SMI 0 SOYBEAN 0 SOYMEAL 0 SP500_micro 0 US5 0 VIX 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 GAS_US_mini -143.75000 caleb_strategy_v3 BITCOIN -9.75000 BOBL 5.45600 COCOA -15.00000 COPPER 6.25000 COTTON2 -200.00000 DAX -4.36480 DOW -1.00000 EUR 6.25000 EUROSTX -10.91200 GAS_US_mini -18.75000 GBP -9.37500 JPY -15.62500 SMI -11.39350 SOYBEAN -18.75000 SOYMEAL -15.00000 SP500_micro 0.62500 US5 3.90625 VIX 25.00000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -143.75000 caleb_strategy_v3 -282.43305 ******************************************************************************** END OF REPORT ********************************************************************************