******************************************************************************** Trades report produced on 25/08/2023 21:38 from 24/08/2023 21:38 to 25/08/2023 21:38 ******************************************************************************** ============================================================================================================ Broker orders ============================================================================================================ instrument_code strategy_name contract_date fill_datetime fill filled_price 6142 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:01:37 [-1] 26200.000000 6131 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:24 [-1] 26220.000000 6129 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:20 [-1] 26210.000000 6123 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:06 [-1] 26205.000000 6141 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:01:34 [-1] 26195.000000 6135 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:37 [-1] 26210.000000 6136 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:40 [-1] 26205.000000 6133 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:28 [-1] 26225.000000 6134 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:31 [-1] 26205.000000 6138 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:53 [-1] 26190.000000 6139 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:59 [-1] 26205.000000 6140 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:01:02 [-1] 26215.000000 6137 BITCOIN caleb_strategy_v3 [20230900] 2023-08-25 14:00:50 [-1] 26200.000000 6119 COPPER _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 13:00:17 [1, -1] -0.027000 6118 COPPER _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 13:00:15 [1, -1] -0.027000 6120 COPPER _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 13:01:00 [1, -1] -0.028000 6121 DOW caleb_strategy_v3 [20230900] 2023-08-25 14:00:02 [1] 34288.000000 6128 DOW caleb_strategy_v3 [20230900] 2023-08-25 14:00:20 [1] 34279.000000 6122 EUR caleb_strategy_v3 [20230900] 2023-08-25 14:00:03 [1] 1.081800 6116 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-08-25 08:00:03 [1] 97.090000 6117 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-08-25 08:00:08 [1] 97.095000 6124 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-08-25 14:00:07 [1] 14943.250000 6130 US10U _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 14:00:22 [1, -1] -0.593750 6125 US10U caleb_strategy_v3 [20230900] 2023-08-25 14:00:10 [1] 114.171875 6132 US10U _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 14:00:25 [1, -1] -0.593750 6127 US10U _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 14:00:18 [1, -1] -0.593750 6126 US20 _ROLL_PSEUDO_STRATEGY [20230900, 20231200] 2023-08-25 14:00:14 [1, -1] -0.195312 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6116 EURIBOR-ICE caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 09:00:02.408 2023-08-25 08:00:03 118802 NaN 6117 EURIBOR-ICE caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 09:00:05.599 2023-08-25 08:00:08 118806 NaN 6120 COPPER _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 14:00:20.365 2023-08-25 13:01:00 64820.4 NaN 6118 COPPER _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 14:00:01.766 2023-08-25 13:00:15 64801.8 NaN 6119 COPPER _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 14:00:17.470 2023-08-25 13:00:17 64817.5 NaN 6122 EUR caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:03.351 2023-08-25 14:00:03 140403 NaN 6124 NASDAQ_micro caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:06.924 2023-08-25 14:00:07 140407 NaN 6125 US10U caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:07.956 2023-08-25 14:00:10 140408 NaN 6126 US20 _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 15:00:12.267 2023-08-25 14:00:14 68412.3 NaN 6128 DOW caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:20.187 2023-08-25 14:00:20 140420 NaN 6121 DOW caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:01.888 2023-08-25 14:00:02 140402 NaN 6130 US10U _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 15:00:22.031 2023-08-25 14:00:22 68422 NaN 6132 US10U _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 15:00:25.616 2023-08-25 14:00:25 68425.6 NaN 6127 US10U _ROLL_PSEUDO_STRATEGY 2023-08-24 20:00:00 2023-08-25 15:00:15.440 2023-08-25 14:00:18 68415.4 NaN 6123 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:04.319 2023-08-25 14:00:06 140404 NaN 6129 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:20.733 2023-08-25 14:00:20 140421 NaN 6131 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:24.387 2023-08-25 14:00:24 140424 NaN 6133 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:27.726 2023-08-25 14:00:28 140428 NaN 6134 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:30.822 2023-08-25 14:00:31 140431 NaN 6135 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:34.356 2023-08-25 14:00:37 140434 NaN 6136 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:40.101 2023-08-25 14:00:40 140440 NaN 6137 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:43.788 2023-08-25 14:00:50 140444 NaN 6138 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:52.872 2023-08-25 14:00:53 140453 NaN 6139 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:00:56.576 2023-08-25 14:00:59 140457 NaN 6140 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:01:02.396 2023-08-25 14:01:02 140462 NaN 6141 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:01:19.108 2023-08-25 14:01:34 140479 NaN 6142 BITCOIN caleb_strategy_v3 2023-08-24 00:00:00 2023-08-25 15:01:37.101 2023-08-25 14:01:37 140497 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 6116 EURIBOR-ICE caleb_strategy_v3 [1] 97.1 None 97.0875 97.09 97.085 NaN 97.09 0.0125 -0.0025 0 NaN NaN -0.0025 6117 EURIBOR-ICE caleb_strategy_v3 [1] 97.1 None 97.09 97.095 97.085 97.085 97.095 0.01 -0.005 0 -0.01 NaN -0.005 6120 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] -0.0205 None -0.02775 -0.0275 -0.028 -0.028 -0.028 0.00725 -0.00025 0.0005 2.42861e-17 NaN 0.00025 6118 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] -0.0205 None -0.02725 -0.027 -0.0275 -0.0275 -0.027 0.00675 -0.00025 1.35308e-16 -0.0005 NaN -0.00025 6119 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] -0.0205 None -0.02725 -0.027 -0.0275 NaN -0.027 0.00675 -0.00025 1.35308e-16 NaN NaN -0.00025 6122 EUR caleb_strategy_v3 [1] 1.0821 None 1.08185 1.0819 1.0818 1.0818 1.0818 0.00025 -5e-05 0.0001 0 NaN 5e-05 6124 NASDAQ_micro caleb_strategy_v3 [1] 14929.5 None 14940.5 14941.2 14939.8 14939.8 14943.2 -11 -0.75 -2 -3.5 NaN -2.75 6125 US10U caleb_strategy_v3 [1] 114.188 None 114.164 114.172 114.156 114.156 114.172 0.0234375 -0.0078125 0 -0.015625 NaN -0.0078125 6126 US20 _ROLL_PSEUDO_STRATEGY [1, -1] -0.1875 None -0.199219 -0.195312 -0.203125 -0.1875 -0.195312 0.0117188 -0.00390625 0 0.0078125 NaN -0.00390625 6128 DOW caleb_strategy_v3 [1] 34255 None 34297.5 34308 34287 34287 34279 -42.5 -10.5 29 8 NaN 18.5 6121 DOW caleb_strategy_v3 [1] 34255 None 34298.5 34309 34288 34288 34288 -43.5 -10.5 21 0 NaN 10.5 6130 US10U _ROLL_PSEUDO_STRATEGY [1, -1] -0.578125 None -0.597656 -0.59375 -0.601562 -0.59375 -0.59375 0.0195312 -0.00390625 0 0 NaN -0.00390625 6132 US10U _ROLL_PSEUDO_STRATEGY [1, -1] -0.578125 None -0.597656 -0.59375 -0.601562 -0.59375 -0.59375 0.0195312 -0.00390625 0 0 NaN -0.00390625 6127 US10U _ROLL_PSEUDO_STRATEGY [1, -1] -0.578125 None -0.589844 -0.585938 -0.59375 -0.59375 -0.59375 0.0117188 -0.00390625 0.0078125 0 NaN 0.00390625 6123 BITCOIN caleb_strategy_v3 [-1] 26145 None 26215 26210 26220 26220 26205 70 -5 -5 -15 NaN -10 6129 BITCOIN caleb_strategy_v3 [-1] 26145 None 26217.5 26210 26225 26225 26210 72.5 -7.5 -0 -15 NaN -7.5 6131 BITCOIN caleb_strategy_v3 [-1] 26145 None 26215 26210 26220 26220 26220 70 -5 10 -0 NaN 5 6133 BITCOIN caleb_strategy_v3 [-1] 26145 None 26225 26220 26230 NaN 26225 80 -5 5 NaN NaN 0 6134 BITCOIN caleb_strategy_v3 [-1] 26145 None 26215 26210 26220 26220 26205 70 -5 -5 -15 NaN -10 6135 BITCOIN caleb_strategy_v3 [-1] 26145 None 26205 26200 26210 26210 26210 60 -5 10 -0 NaN 5 6136 BITCOIN caleb_strategy_v3 [-1] 26145 None 26212.5 26205 26220 26220 26205 67.5 -7.5 -0 -15 NaN -7.5 6137 BITCOIN caleb_strategy_v3 [-1] 26145 None 26210 26205 26215 26215 26200 65 -5 -5 -15 NaN -10 6138 BITCOIN caleb_strategy_v3 [-1] 26145 None 26202.5 26195 26210 26210 26190 57.5 -7.5 -5 -20 NaN -12.5 6139 BITCOIN caleb_strategy_v3 [-1] 26145 None 26202.5 26195 26210 26210 26205 57.5 -7.5 10 -5 NaN 2.5 6140 BITCOIN caleb_strategy_v3 [-1] 26145 None 26215 26210 26220 26220 26215 70 -5 5 -5 NaN 0 6141 BITCOIN caleb_strategy_v3 [-1] 26145 None 26202.5 26195 26210 26210 26195 57.5 -7.5 -0 -15 NaN -7.5 6142 BITCOIN caleb_strategy_v3 [-1] 26145 None 26205 26200 26210 26210 26200 60 -5 -0 -10 NaN -5 =================================================================================================================================================================== 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 6116 EURIBOR-ICE caleb_strategy_v3 [1] 1.17032 106.809 -21.3617 0 NaN NaN -21.3617 6117 EURIBOR-ICE caleb_strategy_v3 [1] 1.17032 85.4468 -42.7234 0 -85.4468 NaN -42.7234 6120 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 0.82629 87.7416 -3.02557 6.05114 2.93918e-13 NaN 3.02557 6118 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 0.82629 81.6904 -3.02557 1.63754e-12 -6.05114 NaN -3.02557 6119 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 0.82629 81.6904 -3.02557 1.63754e-12 NaN NaN -3.02557 6122 EUR caleb_strategy_v3 [1] 0.0708218 35.2998 -7.05997 14.1199 0 NaN 7.05997 6124 NASDAQ_micro caleb_strategy_v3 [1] 3376.3 -32.58 -2.22136 -5.92364 -10.3664 NaN -8.145 6125 US10U caleb_strategy_v3 [1] 10.4598 22.4072 -7.46908 0 -14.9382 NaN -7.46908 6126 US20 _ROLL_PSEUDO_STRATEGY [1, -1] 15.5742 7.52445 -2.50815 0 5.0163 NaN -2.50815 6128 DOW caleb_strategy_v3 [1] 4097.88 -103.712 -25.623 70.7683 19.5223 NaN 45.1453 6121 DOW caleb_strategy_v3 [1] 4097.88 -106.152 -25.623 51.246 0 NaN 25.623 6130 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 10.4598 18.6727 -3.73454 0 0 NaN -3.73454 6132 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 10.4598 18.6727 -3.73454 0 0 NaN -3.73454 6127 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 10.4598 11.2036 -3.73454 7.46908 0 NaN 3.73454 6123 BITCOIN caleb_strategy_v3 [-1] 12827.7 54.5694 -3.89781 -3.89781 -11.6934 NaN -7.79562 6129 BITCOIN caleb_strategy_v3 [-1] 12827.7 56.5183 -5.84672 -0 -11.6934 NaN -5.84672 6131 BITCOIN caleb_strategy_v3 [-1] 12827.7 54.5694 -3.89781 7.79562 -0 NaN 3.89781 6133 BITCOIN caleb_strategy_v3 [-1] 12827.7 62.365 -3.89781 3.89781 NaN NaN 0 6134 BITCOIN caleb_strategy_v3 [-1] 12827.7 54.5694 -3.89781 -3.89781 -11.6934 NaN -7.79562 6135 BITCOIN caleb_strategy_v3 [-1] 12827.7 46.7737 -3.89781 7.79562 -0 NaN 3.89781 6136 BITCOIN caleb_strategy_v3 [-1] 12827.7 52.6205 -5.84672 -0 -11.6934 NaN -5.84672 6137 BITCOIN caleb_strategy_v3 [-1] 12827.7 50.6716 -3.89781 -3.89781 -11.6934 NaN -7.79562 6138 BITCOIN caleb_strategy_v3 [-1] 12827.7 44.8248 -5.84672 -3.89781 -15.5912 NaN -9.74453 6139 BITCOIN caleb_strategy_v3 [-1] 12827.7 44.8248 -5.84672 7.79562 -3.89781 NaN 1.94891 6140 BITCOIN caleb_strategy_v3 [-1] 12827.7 54.5694 -3.89781 3.89781 -3.89781 NaN 0 6141 BITCOIN caleb_strategy_v3 [-1] 12827.7 44.8248 -5.84672 -0 -11.6934 NaN -5.84672 6142 BITCOIN caleb_strategy_v3 [-1] 12827.7 46.7737 -3.89781 -0 -7.79562 NaN -3.89781 ============================================================================================================================================================================== 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 6116 EURIBOR-ICE caleb_strategy_v3 [1] 2696.75 33.7094 -6.74187 0 NaN NaN -6.74187 6117 EURIBOR-ICE caleb_strategy_v3 [1] 2696.75 26.9675 -13.4837 0 -26.9675 NaN -13.4837 6120 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 25000 181.25 -6.25 12.5 6.07153e-13 NaN 6.25 6118 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 25000 168.75 -6.25 3.38271e-12 -12.5 NaN -6.25 6119 COPPER _ROLL_PSEUDO_STRATEGY [1, -1] 25000 168.75 -6.25 3.38271e-12 NaN NaN -6.25 6122 EUR caleb_strategy_v3 [1] 125000 31.25 -6.25 12.5 0 NaN 6.25 6124 NASDAQ_micro caleb_strategy_v3 [1] 2 -22 -1.5 -4 -7 NaN -5.5 6125 US10U caleb_strategy_v3 [1] 1000 23.4375 -7.8125 0 -15.625 NaN -7.8125 6126 US20 _ROLL_PSEUDO_STRATEGY [1, -1] 1000 11.7188 -3.90625 0 7.8125 NaN -3.90625 6128 DOW caleb_strategy_v3 [1] 0.5 -21.25 -5.25 14.5 4 NaN 9.25 6121 DOW caleb_strategy_v3 [1] 0.5 -21.75 -5.25 10.5 0 NaN 5.25 6130 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 1000 19.5312 -3.90625 0 0 NaN -3.90625 6132 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 1000 19.5312 -3.90625 0 0 NaN -3.90625 6127 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 1000 11.7188 -3.90625 7.8125 0 NaN 3.90625 6123 BITCOIN caleb_strategy_v3 [-1] 0.1 7 -0.5 -0.5 -1.5 NaN -1 6129 BITCOIN caleb_strategy_v3 [-1] 0.1 7.25 -0.75 -0 -1.5 NaN -0.75 6131 BITCOIN caleb_strategy_v3 [-1] 0.1 7 -0.5 1 -0 NaN 0.5 6133 BITCOIN caleb_strategy_v3 [-1] 0.1 8 -0.5 0.5 NaN NaN 0 6134 BITCOIN caleb_strategy_v3 [-1] 0.1 7 -0.5 -0.5 -1.5 NaN -1 6135 BITCOIN caleb_strategy_v3 [-1] 0.1 6 -0.5 1 -0 NaN 0.5 6136 BITCOIN caleb_strategy_v3 [-1] 0.1 6.75 -0.75 -0 -1.5 NaN -0.75 6137 BITCOIN caleb_strategy_v3 [-1] 0.1 6.5 -0.5 -0.5 -1.5 NaN -1 6138 BITCOIN caleb_strategy_v3 [-1] 0.1 5.75 -0.75 -0.5 -2 NaN -1.25 6139 BITCOIN caleb_strategy_v3 [-1] 0.1 5.75 -0.75 1 -0.5 NaN 0.25 6140 BITCOIN caleb_strategy_v3 [-1] 0.1 7 -0.5 0.5 -0.5 NaN 0 6141 BITCOIN caleb_strategy_v3 [-1] 0.1 5.75 -0.75 -0 -1.5 NaN -0.75 6142 BITCOIN caleb_strategy_v3 [-1] 0.1 6 -0.5 -0 -1 NaN -0.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COPPER 518.750000 US10U 50.781250 US20 11.718750 caleb_strategy_v3 BITCOIN 85.750000 DOW -43.000000 EUR 31.250000 EURIBOR-ICE 60.676875 NASDAQ_micro -22.000000 US10U 23.437500 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 581.250000 caleb_strategy_v3 136.114375 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COPPER -18.750000 US10U -11.718750 US20 -3.906250 caleb_strategy_v3 BITCOIN -7.750000 DOW -10.500000 EUR -6.250000 EURIBOR-ICE -20.225625 NASDAQ_micro -1.500000 US10U -7.812500 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -34.375000 caleb_strategy_v3 -54.038125 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COPPER 12.5000 US10U 7.8125 US20 0.0000 caleb_strategy_v3 BITCOIN 2.0000 DOW 25.0000 EUR 12.5000 EURIBOR-ICE 0.0000 NASDAQ_micro -4.0000 US10U 0.0000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 20.3125 caleb_strategy_v3 35.5000 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COPPER -12.5000 US10U 0.0000 US20 7.8125 caleb_strategy_v3 BITCOIN -13.0000 DOW 4.0000 EUR 0.0000 EURIBOR-ICE -26.9675 NASDAQ_micro -7.0000 US10U -15.6250 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -4.6875 caleb_strategy_v3 -58.5925 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COPPER 0 US10U 0 US20 0 caleb_strategy_v3 BITCOIN 0 DOW 0 EUR 0 EURIBOR-ICE 0 NASDAQ_micro 0 US10U 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 COPPER -6.250000 US10U -3.906250 US20 -3.906250 caleb_strategy_v3 BITCOIN -5.750000 DOW 14.500000 EUR 6.250000 EURIBOR-ICE -20.225625 NASDAQ_micro -5.500000 US10U -7.812500 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -14.062500 caleb_strategy_v3 -18.538125 ******************************************************************************** END OF REPORT ********************************************************************************