******************************************************************************** Trades report produced on 30/08/2023 21:38 from 29/08/2023 21:38 to 30/08/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 6211 BOBL caleb_strategy_v3 [20230900] 2023-08-30 07:00:14 [-1] 115.450000 6212 BUND caleb_strategy_v3 [20230900] 2023-08-30 07:00:16 [-1] 132.080000 6213 BUXL caleb_strategy_v3 [20230900] 2023-08-30 07:00:19 [1] 132.000000 6206 BUXL caleb_strategy_v3 [20230900] 2023-08-30 07:00:02 [1] 131.840000 6227 CAD caleb_strategy_v3 [20230900] 2023-08-30 14:00:05 [1] 0.739200 6223 COCOA caleb_strategy_v3 [20231200] 2023-08-30 13:00:15 [1] 3598.000000 6220 COCOA caleb_strategy_v3 [20231200] 2023-08-30 13:00:10 [1] 3596.000000 6221 COPPER caleb_strategy_v3 [20231200] 2023-08-30 13:00:11 [-1] 3.844500 6243 CORN caleb_strategy_v3 [20231200] 2023-08-30 14:30:01 [-1] 484.000000 6218 CRUDE_W caleb_strategy_v3 [20231200] 2023-08-30 13:00:02 [1] 80.440000 6207 DAX caleb_strategy_v3 [20230900] 2023-08-30 07:00:06 [1] 15990.000000 6214 DAX caleb_strategy_v3 [20230900] 2023-08-30 07:00:20 [1] 15982.000000 6242 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:37 [-1] 35063.000000 6234 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:20 [-1] 35064.000000 6226 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:00:03 [-1] 35079.000000 6240 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:32 [-1] 35061.000000 6237 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:24 [-1] 35063.000000 6238 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:26 [-1] 35058.000000 6241 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:34 [-1] 35061.000000 6239 DOW caleb_strategy_v3 [20230900] 2023-08-30 14:02:29 [-1] 35060.000000 6236 EUR caleb_strategy_v3 [20230900] 2023-08-30 14:02:21 [-1] 1.095050 6230 EUR caleb_strategy_v3 [20230900] 2023-08-30 14:00:18 [-1] 1.094950 6216 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-08-30 08:00:08 [1] 97.065000 6210 EUROSTX caleb_strategy_v3 [20230900] 2023-08-30 07:00:11 [1] 4343.000000 6215 GASOIL caleb_strategy_v3 [20231100] 2023-08-30 08:00:04 [1] 881.250000 6219 GOLD_micro caleb_strategy_v3 [20231000] 2023-08-30 13:00:03 [-1] 1953.600000 6233 JPY caleb_strategy_v3 [20230900] 2023-08-30 14:02:19 [1] 0.006886 6225 JPY caleb_strategy_v3 [20230900] 2023-08-30 14:00:02 [1] 0.006888 6231 NASDAQ_micro caleb_strategy_v3 [20230900] 2023-08-30 14:00:19 [1] 15469.750000 6205 NIKKEI caleb_strategy_v3 [20230900] 2023-08-30 02:01:00 [1] 32520.000000 6209 OAT caleb_strategy_v3 [20230900] 2023-08-30 07:00:08 [-1] 126.770000 6224 PLAT caleb_strategy_v3 [20231000] 2023-08-30 13:00:20 [1] 992.100000 6222 PLAT caleb_strategy_v3 [20231000] 2023-08-30 13:00:14 [1] 992.100000 6217 ROBUSTA caleb_strategy_v3 [20231100] 2023-08-30 09:00:06 [1] 2469.000000 6208 SMI caleb_strategy_v3 [20230900] 2023-08-30 07:00:07 [1] 11145.000000 6229 US10U caleb_strategy_v3 [20231200] 2023-08-30 14:00:16 [-1] 115.953125 6235 US5 caleb_strategy_v3 [20230900] 2023-08-30 14:02:20 [-1] 106.421875 6228 US5 caleb_strategy_v3 [20230900] 2023-08-30 14:00:12 [-1] 106.414063 6232 VIX caleb_strategy_v3 [20231100] 2023-08-30 14:02:03 [-1] 17.650000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6205 NIKKEI caleb_strategy_v3 2023-08-29 2023-08-30 03:00:29.462 2023-08-30 02:01:00 97229.5 NaN 6208 SMI caleb_strategy_v3 2023-08-29 2023-08-30 08:00:06.731 2023-08-30 07:00:07 115207 NaN 6209 OAT caleb_strategy_v3 2023-08-29 2023-08-30 08:00:07.892 2023-08-30 07:00:08 115208 NaN 6210 EUROSTX caleb_strategy_v3 2023-08-29 2023-08-30 08:00:09.618 2023-08-30 07:00:11 115210 NaN 6211 BOBL caleb_strategy_v3 2023-08-29 2023-08-30 08:00:11.988 2023-08-30 07:00:14 115212 NaN 6212 BUND caleb_strategy_v3 2023-08-29 2023-08-30 08:00:15.584 2023-08-30 07:00:16 115216 NaN 6213 BUXL caleb_strategy_v3 2023-08-29 2023-08-30 08:00:18.782 2023-08-30 07:00:19 115219 NaN 6206 BUXL caleb_strategy_v3 2023-08-29 2023-08-30 08:00:02.192 2023-08-30 07:00:02 115202 NaN 6214 DAX caleb_strategy_v3 2023-08-29 2023-08-30 08:00:19.716 2023-08-30 07:00:20 115220 NaN 6207 DAX caleb_strategy_v3 2023-08-29 2023-08-30 08:00:03.659 2023-08-30 07:00:06 115204 NaN 6215 GASOIL caleb_strategy_v3 2023-08-29 2023-08-30 09:00:03.394 2023-08-30 08:00:04 118803 NaN 6216 EURIBOR-ICE caleb_strategy_v3 2023-08-29 2023-08-30 09:00:07.330 2023-08-30 08:00:08 118807 NaN 6217 ROBUSTA caleb_strategy_v3 2023-08-29 2023-08-30 10:00:01.762 2023-08-30 09:00:06 122402 NaN 6218 CRUDE_W caleb_strategy_v3 2023-08-29 2023-08-30 14:00:01.882 2023-08-30 13:00:02 136802 NaN 6219 GOLD_micro caleb_strategy_v3 2023-08-29 2023-08-30 14:00:02.792 2023-08-30 13:00:03 136803 NaN 6221 COPPER caleb_strategy_v3 2023-08-29 2023-08-30 14:00:10.792 2023-08-30 13:00:11 136811 NaN 6220 COCOA caleb_strategy_v3 2023-08-29 2023-08-30 14:00:04.082 2023-08-30 13:00:10 136804 NaN 6223 COCOA caleb_strategy_v3 2023-08-29 2023-08-30 14:00:14.627 2023-08-30 13:00:15 136815 NaN 6224 PLAT caleb_strategy_v3 2023-08-29 2023-08-30 14:00:17.481 2023-08-30 13:00:20 136817 NaN 6222 PLAT caleb_strategy_v3 2023-08-29 2023-08-30 14:00:13.524 2023-08-30 13:00:14 136814 NaN 6227 CAD caleb_strategy_v3 2023-08-29 2023-08-30 15:00:04.502 2023-08-30 14:00:05 140405 NaN 6229 US10U caleb_strategy_v3 2023-08-29 2023-08-30 15:00:12.736 2023-08-30 14:00:16 140413 NaN 6231 NASDAQ_micro caleb_strategy_v3 2023-08-29 2023-08-30 15:00:18.931 2023-08-30 14:00:19 140419 NaN 6232 VIX caleb_strategy_v3 2023-08-29 2023-08-30 15:00:20.547 2023-08-30 14:02:03 140421 NaN 6233 JPY caleb_strategy_v3 2023-08-28 2023-08-30 15:02:19.392 2023-08-30 14:02:19 226939 NaN 6225 JPY caleb_strategy_v3 2023-08-28 2023-08-30 15:00:01.703 2023-08-30 14:00:02 226802 NaN 6235 US5 caleb_strategy_v3 2023-08-28 2023-08-30 15:02:20.624 2023-08-30 14:02:20 226941 NaN 6228 US5 caleb_strategy_v3 2023-08-28 2023-08-30 15:00:05.931 2023-08-30 14:00:12 226806 NaN 6236 EUR caleb_strategy_v3 2023-08-29 2023-08-30 15:02:21.301 2023-08-30 14:02:21 140541 NaN 6230 EUR caleb_strategy_v3 2023-08-29 2023-08-30 15:00:16.787 2023-08-30 14:00:18 140417 NaN 6240 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:31.892 2023-08-30 14:02:32 140552 NaN 6241 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:34.516 2023-08-30 14:02:34 140555 NaN 6242 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:37.110 2023-08-30 14:02:37 140557 NaN 6226 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:00:03.428 2023-08-30 14:00:03 140403 NaN 6234 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:19.900 2023-08-30 14:02:20 140540 NaN 6237 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:23.860 2023-08-30 14:02:24 140544 NaN 6238 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:26.524 2023-08-30 14:02:26 140547 NaN 6239 DOW caleb_strategy_v3 2023-08-29 2023-08-30 15:02:29.144 2023-08-30 14:02:29 140549 NaN 6243 CORN caleb_strategy_v3 2023-08-29 2023-08-30 15:30:01.243 2023-08-30 14:30:01 142201 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 6205 NIKKEI caleb_strategy_v3 [1] 32405 None 32522.5 32525 32520 32520 32520 -117.5 -2.5 5 0 NaN 2.5 6208 SMI caleb_strategy_v3 [1] 11139 None 11141 11143 11139 11139 11145 -2 -2 -2 -6 NaN -4 6209 OAT caleb_strategy_v3 [-1] 127.3 None 126.78 126.77 126.79 126.79 126.77 -0.52 -0.01 -0 -0.02 NaN -0.01 6210 EUROSTX caleb_strategy_v3 [1] 4341 None 4342 4343 4341 4341 4343 -1 -1 0 -2 NaN -1 6211 BOBL caleb_strategy_v3 [-1] 115.72 None 115.445 115.44 115.45 115.45 115.45 -0.275 -0.005 0.01 -0 NaN 0.005 6212 BUND caleb_strategy_v3 [-1] 132.55 None 132.075 132.07 132.08 132.08 132.08 -0.475 -0.005 0.01 -0 NaN 0.005 6213 BUXL caleb_strategy_v3 [1] 132.86 None 131.86 131.88 131.84 131.84 132 1 -0.02 -0.12 -0.16 NaN -0.14 6206 BUXL caleb_strategy_v3 [1] 132.86 None 131.86 131.88 131.84 131.84 131.84 1 -0.02 0.04 0 NaN 0.02 6214 DAX caleb_strategy_v3 [1] 15984 None 15986 15990 15982 15982 15982 -2 -4 8 0 NaN 4 6207 DAX caleb_strategy_v3 [1] 15984 None 15985 15991 15979 15979 15990 -1 -6 1 -11 NaN -5 6215 GASOIL caleb_strategy_v3 [1] 882.75 None 881 881.25 880.75 880.75 881.25 1.75 -0.25 0 -0.5 NaN -0.25 6216 EURIBOR-ICE caleb_strategy_v3 [1] 97.075 None 97.0675 97.07 97.065 97.065 97.065 0.0075 -0.0025 0.005 0 NaN 0.0025 6217 ROBUSTA caleb_strategy_v3 [1] 2448 None 2468 2469 2467 2467 2469 -20 -1 0 -2 NaN -1 6218 CRUDE_W caleb_strategy_v3 [1] 80.24 None 80.42 80.43 80.41 80.41 80.44 -0.18 -0.01 -0.01 -0.03 NaN -0.02 6219 GOLD_micro caleb_strategy_v3 [-1] 1945.9 None 1953.85 1953.7 1954 1954 1953.6 7.95 -0.15 -0.1 -0.4 NaN -0.25 6221 COPPER caleb_strategy_v3 [-1] 3.8395 None 3.8445 3.844 3.845 3.845 3.8445 0.005 -0.0005 0.0005 -0.0005 NaN 0 6220 COCOA caleb_strategy_v3 [1] 3598 None 3596.5 3597 3596 3596 3596 1.5 -0.5 1 0 NaN 0.5 6223 COCOA caleb_strategy_v3 [1] 3598 None 3596 3597 3595 3595 3598 2 -1 -1 -3 NaN -2 6224 PLAT caleb_strategy_v3 [1] 987.6 None 991.95 992.1 991.8 991.8 992.1 -4.35 -0.15 0 -0.3 NaN -0.15 6222 PLAT caleb_strategy_v3 [1] 987.6 None 991.9 992.1 991.7 991.7 992.1 -4.3 -0.2 0 -0.4 NaN -0.2 6227 CAD caleb_strategy_v3 [1] 0.7375 None 0.739225 0.73925 0.7392 0.7392 0.7392 -0.001725 -2.5e-05 5e-05 1.11022e-16 NaN 2.5e-05 6229 US10U caleb_strategy_v3 [-1] 115.859 None 115.945 115.938 115.953 115.953 115.953 0.0859375 -0.0078125 0.015625 -0 NaN 0.0078125 6231 NASDAQ_micro caleb_strategy_v3 [1] 15406.8 None 15469.2 15469.5 15469 15469 15469.8 -62.5 -0.25 -0.25 -0.75 NaN -0.5 6232 VIX caleb_strategy_v3 [-1] 17.75 None 17.625 17.6 17.65 17.65 17.65 -0.125 -0.025 0.05 -3.55271e-15 NaN 0.025 6233 JPY caleb_strategy_v3 [1] 0.0068465 None 0.0068875 0.006888 0.006887 0.006887 0.006886 -4.1e-05 -5e-07 2e-06 1e-06 NaN 1.5e-06 6225 JPY caleb_strategy_v3 [1] 0.0068465 None 0.00688775 0.006888 0.0068875 0.0068875 0.006888 -4.125e-05 -2.5e-07 0 -5e-07 NaN -2.5e-07 6235 US5 caleb_strategy_v3 [-1] 105.781 None 106.418 106.414 106.422 106.422 106.422 0.636719 -0.00390625 0.0078125 -0 NaN 0.00390625 6228 US5 caleb_strategy_v3 [-1] 105.781 None 106.426 106.422 106.43 106.43 106.414 0.644531 -0.00390625 -0.007812 -0.0156245 NaN -0.0117183 6236 EUR caleb_strategy_v3 [-1] 1.08815 None 1.09498 1.09495 1.095 1.095 1.09505 0.006825 -2.5e-05 0.0001 5e-05 NaN 7.5e-05 6230 EUR caleb_strategy_v3 [-1] 1.08815 None 1.09505 1.095 1.0951 1.0951 1.09495 0.0069 -5e-05 -5e-05 -0.00015 NaN -0.0001 6240 DOW caleb_strategy_v3 [-1] 34815 None 35060 35059 35061 35061 35061 245 -1 2 -0 NaN 1 6241 DOW caleb_strategy_v3 [-1] 34815 None 35062 35061 35063 35063 35061 247 -1 -0 -2 NaN -1 6242 DOW caleb_strategy_v3 [-1] 34815 None 35062 35061 35063 35063 35063 247 -1 2 -0 NaN 1 6226 DOW caleb_strategy_v3 [-1] 34815 None 35078 35077 35079 35079 35079 263 -1 2 -0 NaN 1 6234 DOW caleb_strategy_v3 [-1] 34815 None 35079.5 35078 35081 35081 35064 264.5 -1.5 -14 -17 NaN -15.5 6237 DOW caleb_strategy_v3 [-1] 34815 None 35064.5 35064 35065 35065 35063 249.5 -0.5 -1 -2 NaN -1.5 6238 DOW caleb_strategy_v3 [-1] 34815 None 35063.5 35063 35064 35064 35058 248.5 -0.5 -5 -6 NaN -5.5 6239 DOW caleb_strategy_v3 [-1] 34815 None 35059.5 35059 35060 35060 35060 244.5 -0.5 1 -0 NaN 0.5 6243 CORN caleb_strategy_v3 [-1] 487.25 None 475 475 475 475 484 -12.25 -0 9 9 NaN 9 ============================================================================================================================================================ 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 6205 NIKKEI caleb_strategy_v3 [1] 5285.38 -222.311 -4.73003 9.46006 0 NaN 4.73003 6208 SMI caleb_strategy_v3 [1] 1265.79 -15.8004 -15.8004 -15.8004 -47.4013 NaN -31.6009 6209 OAT caleb_strategy_v3 [-1] 11.2661 -461.56 -8.87616 -0 -17.7523 NaN -8.87616 6210 EUROSTX caleb_strategy_v3 [1] 679.15 -14.7243 -14.7243 0 -29.4486 NaN -14.7243 6211 BOBL caleb_strategy_v3 [-1] 5.46038 -503.628 -9.15688 18.3138 -0 NaN 9.15688 6212 BUND caleb_strategy_v3 [-1] 11.4092 -416.332 -4.38244 8.76487 -0 NaN 4.38244 6213 BUXL caleb_strategy_v3 [1] 26.0275 384.209 -7.68419 -46.1051 -61.4735 NaN -53.7893 6206 BUXL caleb_strategy_v3 [1] 26.0275 384.209 -7.68419 15.3684 0 NaN 7.68419 6214 DAX caleb_strategy_v3 [1] 2146.2 -9.31881 -18.6376 37.2752 0 NaN 18.6376 6207 DAX caleb_strategy_v3 [1] 2146.2 -4.6594 -27.9564 4.6594 -51.2534 NaN -23.297 6215 GASOIL caleb_strategy_v3 [1] 288.292 60.7023 -8.67175 0 -17.3435 NaN -8.67175 6216 EURIBOR-ICE caleb_strategy_v3 [1] 1.1224 66.8211 -22.2737 44.5474 0 NaN 22.2737 6217 ROBUSTA caleb_strategy_v3 [1] 580.339 -344.626 -17.2313 0 -34.4626 NaN -17.2313 6218 CRUDE_W caleb_strategy_v3 [1] 18.7006 -96.2534 -5.34741 -5.34741 -16.0422 NaN -10.6948 6219 GOLD_micro caleb_strategy_v3 [-1] 199.406 398.684 -7.52234 -5.01489 -20.0596 NaN -12.5372 6221 COPPER caleb_strategy_v3 [-1] 0.790902 63.2189 -6.32189 6.32189 -6.32189 NaN 0 6220 COCOA caleb_strategy_v3 [1] 663.522 22.6067 -7.53555 15.0711 0 NaN 7.53555 6223 COCOA caleb_strategy_v3 [1] 663.522 30.1422 -15.0711 -15.0711 -45.2133 NaN -30.1422 6224 PLAT caleb_strategy_v3 [1] 236.43 -183.987 -6.34436 0 -12.6887 NaN -6.34436 6222 PLAT caleb_strategy_v3 [1] 236.43 -181.872 -8.45915 0 -16.9183 NaN -8.45915 6227 CAD caleb_strategy_v3 [1] 0.0408863 -421.902 -6.11452 12.229 2.71539e-11 NaN 6.11452 6229 US10U caleb_strategy_v3 [-1] 10.3969 82.6568 -7.51426 15.0285 -0 NaN 7.51426 6231 NASDAQ_micro caleb_strategy_v3 [1] 3363.09 -185.841 -0.743364 -0.743364 -2.23009 NaN -1.48673 6232 VIX caleb_strategy_v3 [-1] 7.65163 -163.364 -32.6728 65.3456 -4.64308e-12 NaN 32.6728 6233 JPY caleb_strategy_v3 [1] 0.000651265 -629.544 -7.67737 30.7095 15.3547 NaN 23.0321 6225 JPY caleb_strategy_v3 [1] 0.000651265 -633.383 -3.83868 0 -7.67737 NaN -3.83868 6235 US5 caleb_strategy_v3 [-1] 5.01615 1269.34 -7.78735 15.5747 -0 NaN 7.78735 6228 US5 caleb_strategy_v3 [-1] 5.01615 1284.91 -7.78735 -15.5737 -31.1484 NaN -23.361 6236 EUR caleb_strategy_v3 [-1] 0.0730317 934.525 -3.42317 13.6927 6.84634 NaN 10.2695 6230 EUR caleb_strategy_v3 [-1] 0.0730317 944.795 -6.84634 -6.84634 -20.539 NaN -13.6927 6240 DOW caleb_strategy_v3 [-1] 4066.34 602.507 -2.45921 4.91843 -0 NaN 2.45921 6241 DOW caleb_strategy_v3 [-1] 4066.34 607.426 -2.45921 -0 -4.91843 NaN -2.45921 6242 DOW caleb_strategy_v3 [-1] 4066.34 607.426 -2.45921 4.91843 -0 NaN 2.45921 6226 DOW caleb_strategy_v3 [-1] 4066.34 646.773 -2.45921 4.91843 -0 NaN 2.45921 6234 DOW caleb_strategy_v3 [-1] 4066.34 650.462 -3.68882 -34.429 -41.8066 NaN -38.1178 6237 DOW caleb_strategy_v3 [-1] 4066.34 613.574 -1.22961 -2.45921 -4.91843 NaN -3.68882 6238 DOW caleb_strategy_v3 [-1] 4066.34 611.115 -1.22961 -12.2961 -14.7553 NaN -13.5257 6239 DOW caleb_strategy_v3 [-1] 4066.34 601.278 -1.22961 2.45921 -0 NaN 1.22961 6243 CORN caleb_strategy_v3 [-1] 154.679 -791.962 -0 581.85 581.85 NaN 581.85 ======================================================================================================================================================================= 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 6205 NIKKEI caleb_strategy_v3 [1] 0.683971 -80.3666 -1.70993 3.41986 0 NaN 1.70993 6208 SMI caleb_strategy_v3 [1] 11.3775 -22.755 -22.755 -22.755 -68.265 NaN -45.51 6209 OAT caleb_strategy_v3 [-1] 1087 -565.24 -10.87 -0 -21.74 NaN -10.87 6210 EUROSTX caleb_strategy_v3 [1] 10.87 -10.87 -10.87 0 -21.74 NaN -10.87 6211 BOBL caleb_strategy_v3 [-1] 1087 -298.925 -5.435 10.87 -0 NaN 5.435 6212 BUND caleb_strategy_v3 [-1] 1087 -516.325 -5.435 10.87 -0 NaN 5.435 6213 BUXL caleb_strategy_v3 [1] 1087 1087 -21.74 -130.44 -173.92 NaN -152.18 6206 BUXL caleb_strategy_v3 [1] 1087 1087 -21.74 43.48 0 NaN 21.74 6214 DAX caleb_strategy_v3 [1] 1.087 -2.174 -4.348 8.696 0 NaN 4.348 6207 DAX caleb_strategy_v3 [1] 1.087 -1.087 -6.522 1.087 -11.957 NaN -5.435 6215 GASOIL caleb_strategy_v3 [1] 100 175 -25 0 -50 NaN -25 6216 EURIBOR-ICE caleb_strategy_v3 [1] 2717.5 20.3813 -6.79375 13.5875 0 NaN 6.79375 6217 ROBUSTA caleb_strategy_v3 [1] 10 -200 -10 0 -20 NaN -10 6218 CRUDE_W caleb_strategy_v3 [1] 1000 -180 -10 -10 -30 NaN -20 6219 GOLD_micro caleb_strategy_v3 [-1] 10 79.5 -1.5 -1 -4 NaN -2.5 6221 COPPER caleb_strategy_v3 [-1] 25000 125 -12.5 12.5 -12.5 NaN 0 6220 COCOA caleb_strategy_v3 [1] 10 15 -5 10 0 NaN 5 6223 COCOA caleb_strategy_v3 [1] 10 20 -10 -10 -30 NaN -20 6224 PLAT caleb_strategy_v3 [1] 50 -217.5 -7.5 0 -15 NaN -7.5 6222 PLAT caleb_strategy_v3 [1] 50 -215 -10 0 -20 NaN -10 6227 CAD caleb_strategy_v3 [1] 100000 -172.5 -2.5 5 1.11022e-11 NaN 2.5 6229 US10U caleb_strategy_v3 [-1] 1000 85.9375 -7.8125 15.625 -0 NaN 7.8125 6231 NASDAQ_micro caleb_strategy_v3 [1] 2 -125 -0.5 -0.5 -1.5 NaN -1 6232 VIX caleb_strategy_v3 [-1] 1000 -125 -25 50 -3.55271e-12 NaN 25 6233 JPY caleb_strategy_v3 [1] 1.25e+07 -512.5 -6.25 25 12.5 NaN 18.75 6225 JPY caleb_strategy_v3 [1] 1.25e+07 -515.625 -3.125 0 -6.25 NaN -3.125 6235 US5 caleb_strategy_v3 [-1] 1000 636.719 -3.90625 7.8125 -0 NaN 3.90625 6228 US5 caleb_strategy_v3 [-1] 1000 644.531 -3.90625 -7.812 -15.6245 NaN -11.7183 6236 EUR caleb_strategy_v3 [-1] 125000 853.125 -3.125 12.5 6.25 NaN 9.375 6230 EUR caleb_strategy_v3 [-1] 125000 862.5 -6.25 -6.25 -18.75 NaN -12.5 6240 DOW caleb_strategy_v3 [-1] 0.5 122.5 -0.5 1 -0 NaN 0.5 6241 DOW caleb_strategy_v3 [-1] 0.5 123.5 -0.5 -0 -1 NaN -0.5 6242 DOW caleb_strategy_v3 [-1] 0.5 123.5 -0.5 1 -0 NaN 0.5 6226 DOW caleb_strategy_v3 [-1] 0.5 131.5 -0.5 1 -0 NaN 0.5 6234 DOW caleb_strategy_v3 [-1] 0.5 132.25 -0.75 -7 -8.5 NaN -7.75 6237 DOW caleb_strategy_v3 [-1] 0.5 124.75 -0.25 -0.5 -1 NaN -0.75 6238 DOW caleb_strategy_v3 [-1] 0.5 124.25 -0.25 -2.5 -3 NaN -2.75 6239 DOW caleb_strategy_v3 [-1] 0.5 122.25 -0.25 0.5 -0 NaN 0.25 6243 CORN caleb_strategy_v3 [-1] 50 -612.5 -0 450 450 NaN 450 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -298.925000 BUND -516.325000 BUXL 2174.000000 CAD -172.500000 COCOA 35.000000 COPPER 125.000000 CORN -612.500000 CRUDE_W -180.000000 DAX -3.261000 DOW 1004.500000 EUR 1715.625000 EURIBOR-ICE 20.381250 EUROSTX -10.870000 GASOIL 175.000000 GOLD_micro 79.500000 JPY -1028.125000 NASDAQ_micro -125.000000 NIKKEI -80.366609 OAT -565.240000 PLAT -432.500000 ROBUSTA -200.000000 SMI -22.755000 US10U 85.937500 US5 1281.250000 VIX -125.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2322.826141 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.435000 BUND -5.435000 BUXL -43.480000 CAD -2.500000 COCOA -15.000000 COPPER -12.500000 CORN -0.000000 CRUDE_W -10.000000 DAX -10.870000 DOW -3.500000 EUR -9.375000 EURIBOR-ICE -6.793750 EUROSTX -10.870000 GASOIL -25.000000 GOLD_micro -1.500000 JPY -9.375000 NASDAQ_micro -0.500000 NIKKEI -1.709928 OAT -10.870000 PLAT -17.500000 ROBUSTA -10.000000 SMI -22.755000 US10U -7.812500 US5 -7.812500 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -275.593678 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 10.870000 BUND 10.870000 BUXL -86.960000 CAD 5.000000 COCOA 0.000000 COPPER 12.500000 CORN 450.000000 CRUDE_W -10.000000 DAX 9.783000 DOW -6.500000 EUR 6.250000 EURIBOR-ICE 13.587500 EUROSTX 0.000000 GASOIL 0.000000 GOLD_micro -1.000000 JPY 25.000000 NASDAQ_micro -0.500000 NIKKEI 3.419856 OAT -0.000000 PLAT 0.000000 ROBUSTA 0.000000 SMI -22.755000 US10U 15.625000 US5 0.000500 VIX 50.000000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 485.190856 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL -0.000000e+00 BUND -0.000000e+00 BUXL -1.739200e+02 CAD 1.110223e-11 COCOA -3.000000e+01 COPPER -1.250000e+01 CORN 4.500000e+02 CRUDE_W -3.000000e+01 DAX -1.195700e+01 DOW -1.350000e+01 EUR -1.250000e+01 EURIBOR-ICE 0.000000e+00 EUROSTX -2.174000e+01 GASOIL -5.000000e+01 GOLD_micro -4.000000e+00 JPY 6.250000e+00 NASDAQ_micro -1.500000e+00 NIKKEI 0.000000e+00 OAT -2.174000e+01 PLAT -3.500000e+01 ROBUSTA -2.000000e+01 SMI -6.826500e+01 US10U -0.000000e+00 US5 -1.562450e+01 VIX -3.552714e-12 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -65.9965 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 BUND 0 BUXL 0 CAD 0 COCOA 0 COPPER 0 CORN 0 CRUDE_W 0 DAX 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 PLAT 0 ROBUSTA 0 SMI 0 US10U 0 US5 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 BOBL 5.435000 BUND 5.435000 BUXL -130.440000 CAD 2.500000 COCOA -15.000000 COPPER 0.000000 CORN 450.000000 CRUDE_W -20.000000 DAX -1.087000 DOW -10.000000 EUR -3.125000 EURIBOR-ICE 6.793750 EUROSTX -10.870000 GASOIL -25.000000 GOLD_micro -2.500000 JPY 15.625000 NASDAQ_micro -1.000000 NIKKEI 1.709928 OAT -10.870000 PLAT -17.500000 ROBUSTA -10.000000 SMI -45.510000 US10U 7.812500 US5 -7.812000 VIX 25.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 209.597178 ******************************************************************************** END OF REPORT ********************************************************************************