******************************************************************************** Trades report produced on 11/09/2023 21:39 from 10/09/2023 21:39 to 11/09/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 6504 BUXL caleb_strategy_v3 [20231200] 2023-09-11 11:09:13 [-1] 128.900000 6537 CHF caleb_strategy_v3 [20230900] 2023-09-11 14:00:35 [-1] 1.122450 6532 CHF caleb_strategy_v3 [20230900] 2023-09-11 14:00:24 [-1] 1.122450 6540 CHF caleb_strategy_v3 [20230900] 2023-09-11 14:00:39 [-1] 1.122450 6543 CHF caleb_strategy_v3 [20230900] 2023-09-11 14:00:48 [-1] 1.122650 6526 COCOA caleb_strategy_v3 [20231200] 2023-09-11 13:00:21 [-1] 3646.000000 6524 CRUDE_W caleb_strategy_v3 [20231200] 2023-09-11 13:00:05 [-1] 85.870000 6508 DAX _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:10:22 [-1] 15978.000000 6522 DAX _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:14:40 [-1] 15975.000000 6521 DAX _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:13:08 [1] 15829.000000 6516 DAX _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:11:39 [-1] 15976.000000 6515 DAX _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:11:02 [1] 15833.000000 6507 DAX _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:09:38 [1] 15830.000000 6554 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:08 [1] 34667.000000 6548 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:56 [1] 34669.000000 6553 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:05 [-1] 35000.000000 6555 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:10 [-1] 34998.000000 6551 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:01 [-1] 34999.000000 6550 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:00 [1] 34671.000000 6546 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:52 [1] 34671.000000 6547 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:53 [-1] 35001.000000 6549 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:57 [-1] 35001.000000 6552 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:04 [1] 34668.000000 6557 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:14 [-1] 34998.000000 6545 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:49 [-1] 35001.000000 6558 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:18 [1] 34670.000000 6559 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:19 [-1] 35000.000000 6560 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:22 [1] 34668.000000 6561 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:23 [-1] 34999.000000 6562 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:26 [1] 34671.000000 6563 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:27 [-1] 35002.000000 6564 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:30 [1] 34669.000000 6565 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:31 [-1] 35000.000000 6566 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:34 [1] 34669.000000 6567 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:35 [-1] 35002.000000 6568 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:38 [1] 34671.000000 6569 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:01:39 [-1] 35003.000000 6556 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:01:13 [1] 34669.000000 6544 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:48 [1] 34671.000000 6534 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:27 [1] 34680.000000 6541 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:41 [1] 34674.000000 6539 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:36 [-1] 35003.000000 6538 DOW _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 14:00:35 [1] 34673.000000 6535 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:28 [-1] 35009.000000 6542 DOW _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:41 [-1] 35005.000000 6533 EUR caleb_strategy_v3 [20230900] 2023-09-11 14:00:26 [-1] 1.073900 6512 EUROSTX _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:10:46 [1] 4288.000000 6517 EUROSTX _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:13:02 [-1] 4260.000000 6518 EUROSTX _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:13:02 [1] 4289.000000 6511 EUROSTX _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:10:41 [-1] 4260.000000 6505 GASOIL _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-11 11:09:26 [-1] 935.500000 6506 GASOIL _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:09:34 [1] 896.500000 6513 GASOIL _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-11 11:11:01 [-1] 935.750000 6514 GASOIL _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:11:01 [1] 897.000000 6520 GASOIL _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:13:05 [1] 895.750000 6519 GASOIL _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-11 11:13:05 [-1] 934.500000 6523 GAS_US_mini caleb_strategy_v3 [20231100] 2023-09-11 13:00:04 [-1] 2.950000 6531 GBP caleb_strategy_v3 [20230900] 2023-09-11 14:00:15 [-1] 1.253000 6525 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-11 13:00:10 [1] 1933.000000 6570 LEANHOG caleb_strategy_v3 [20231200] 2023-09-11 14:30:02 [1] 75.250000 6536 NZD _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 14:00:32 [1] 0.592200 6527 PLAT caleb_strategy_v3 [20231000] 2023-09-11 13:00:30 [-1] 903.700000 6510 SMI _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-11 11:10:26 [1] 11017.000000 6509 SMI _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-11 11:10:24 [-1] 10975.000000 6528 SP500_micro caleb_strategy_v3 [20231200] 2023-09-11 14:00:02 [1] 4524.500000 6530 US10U caleb_strategy_v3 [20231200] 2023-09-11 14:00:08 [1] 114.359375 6529 US5 caleb_strategy_v3 [20231200] 2023-09-11 14:00:03 [-1] 106.203125 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6504 BUXL caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 12:09:07.207 2023-09-11 11:09:13 302947 NaN 6509 SMI _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:10:23.421 2023-09-11 11:10:24 234623 NaN 6510 SMI _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:10:25.564 2023-09-11 11:10:26 234626 NaN 6512 EUROSTX _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:10:42.538 2023-09-11 11:10:46 231043 NaN 6517 EUROSTX _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:11:40.372 2023-09-11 11:13:02 231100 NaN 6518 EUROSTX _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:13:02.349 2023-09-11 11:13:02 231182 NaN 6511 EUROSTX _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:10:27.730 2023-09-11 11:10:41 231028 NaN 6505 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:09:15.862 2023-09-11 11:09:26 230956 NaN 6506 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:09:27.839 2023-09-11 11:09:34 230968 NaN 6513 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:11:01.089 2023-09-11 11:11:01 231061 NaN 6514 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:11:01.647 2023-09-11 11:11:01 231062 NaN 6519 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:13:05.020 2023-09-11 11:13:05 231185 NaN 6520 GASOIL _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 12:13:05.571 2023-09-11 11:13:05 231186 NaN 6507 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:09:35.972 2023-09-11 11:09:38 234576 NaN 6508 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:09:39.522 2023-09-11 11:10:22 234580 NaN 6515 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:11:02.337 2023-09-11 11:11:02 234662 NaN 6516 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:11:03.097 2023-09-11 11:11:39 234663 NaN 6521 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:13:06.154 2023-09-11 11:13:08 234786 NaN 6522 DAX _ROLL_PSEUDO_STRATEGY 2023-09-08 19:00:00 2023-09-11 12:13:08.899 2023-09-11 11:14:40 234789 NaN 6523 GAS_US_mini caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 14:00:01.350 2023-09-11 13:00:04 309601 NaN 6524 CRUDE_W caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 14:00:05.484 2023-09-11 13:00:05 309605 NaN 6525 GOLD_micro caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 14:00:06.474 2023-09-11 13:00:10 309606 NaN 6526 COCOA caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 14:00:11.290 2023-09-11 13:00:21 309611 NaN 6527 PLAT caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 14:00:22.671 2023-09-11 13:00:30 309623 NaN 6528 SP500_micro caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:02.195 2023-09-11 14:00:02 313202 NaN 6529 US5 caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:03.337 2023-09-11 14:00:03 313203 NaN 6530 US10U caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:04.820 2023-09-11 14:00:08 313205 NaN 6531 GBP caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:09.131 2023-09-11 14:00:15 313209 NaN 6533 EUR caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:25.934 2023-09-11 14:00:26 313226 NaN 6537 CHF caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:35.235 2023-09-11 14:00:35 313235 NaN 6532 CHF caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:16.727 2023-09-11 14:00:24 313217 NaN 6540 CHF caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:39.115 2023-09-11 14:00:39 313239 NaN 6543 CHF caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:00:44.751 2023-09-11 14:00:48 313245 NaN 6534 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:26.950 2023-09-11 14:00:27 241227 NaN 6535 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:28.821 2023-09-11 14:00:28 241229 NaN 6538 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:35.834 2023-09-11 14:00:35 241236 NaN 6539 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:36.243 2023-09-11 14:00:36 241236 NaN 6541 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:39.630 2023-09-11 14:00:41 241240 NaN 6542 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:41.699 2023-09-11 14:00:41 241242 NaN 6544 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:48.680 2023-09-11 14:00:48 241249 NaN 6545 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:49.147 2023-09-11 14:00:49 241249 NaN 6546 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:52.306 2023-09-11 14:00:52 241252 NaN 6547 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:52.920 2023-09-11 14:00:53 241253 NaN 6548 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:56.095 2023-09-11 14:00:56 241256 NaN 6549 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:56.620 2023-09-11 14:00:57 241257 NaN 6550 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:00.425 2023-09-11 14:01:00 241260 NaN 6551 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:01.161 2023-09-11 14:01:01 241261 NaN 6552 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:04.598 2023-09-11 14:01:04 241265 NaN 6553 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:05.112 2023-09-11 14:01:05 241265 NaN 6554 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:08.413 2023-09-11 14:01:08 241268 NaN 6555 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:09.063 2023-09-11 14:01:10 241269 NaN 6556 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:13.609 2023-09-11 14:01:13 241274 NaN 6557 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:14.197 2023-09-11 14:01:14 241274 NaN 6558 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:17.610 2023-09-11 14:01:18 241278 NaN 6559 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:18.807 2023-09-11 14:01:19 241279 NaN 6560 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:22.156 2023-09-11 14:01:22 241282 NaN 6561 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:22.904 2023-09-11 14:01:23 241283 NaN 6562 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:26.268 2023-09-11 14:01:26 241286 NaN 6563 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:26.839 2023-09-11 14:01:27 241287 NaN 6564 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:30.153 2023-09-11 14:01:30 241290 NaN 6565 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:30.708 2023-09-11 14:01:31 241291 NaN 6566 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:34.580 2023-09-11 14:01:34 241295 NaN 6567 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:35.272 2023-09-11 14:01:35 241295 NaN 6568 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:38.836 2023-09-11 14:01:38 241299 NaN 6569 DOW _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:01:39.540 2023-09-11 14:01:39 241300 NaN 6570 LEANHOG caleb_strategy_v3 2023-09-08 00:00:00 2023-09-11 15:30:02.216 2023-09-11 14:30:02 315002 NaN 6536 NZD _ROLL_PSEUDO_STRATEGY 2023-09-08 20:00:00 2023-09-11 15:00:30.310 2023-09-11 14:00:32 241230 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 6504 BUXL caleb_strategy_v3 [-1] 129.74 None 128.91 128.9 128.92 128.92 128.9 -0.83 -0.01 -0 -0.02 NaN -0.01 6509 SMI _ROLL_PSEUDO_STRATEGY [-1] 10946 None 10976 10975 10977 10977 10975 30 -1 -0 -2 NaN -1 6510 SMI _ROLL_PSEUDO_STRATEGY [1] 10988 None 11015 11016 11014 11014 11017 -27 -1 -1 -3 NaN -2 6512 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4266 None 4287.5 4288 4287 4287 4288 -21.5 -0.5 0 -1 NaN -0.5 6517 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4237 None 4259.5 4259 4260 4260 4260 22.5 -0.5 1 -0 NaN 0.5 6518 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4266 None 4287.5 4288 4287 NaN 4289 -21.5 -0.5 -1 NaN NaN -1.5 6511 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4237 None 4259.5 4259 4260 4260 4260 22.5 -0.5 1 -0 NaN 0.5 6505 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 925.75 None 935.375 935.25 935.5 935.5 935.5 9.625 -0.125 0.25 -0 NaN 0.125 6506 GASOIL _ROLL_PSEUDO_STRATEGY [1] 889.25 None 896.25 896.5 896 896 896.5 -7 -0.25 0 -0.5 NaN -0.25 6513 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 925.75 None 935.625 935.5 935.75 935.75 935.75 9.875 -0.125 0.25 -0 NaN 0.125 6514 GASOIL _ROLL_PSEUDO_STRATEGY [1] 889.25 None 896.375 896.5 896.25 896.25 897 -7.125 -0.125 -0.5 -0.75 NaN -0.625 6519 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 925.75 None 935.875 935.75 936 936 934.5 10.125 -0.125 -1.25 -1.5 NaN -1.375 6520 GASOIL _ROLL_PSEUDO_STRATEGY [1] 889.25 None 896.75 897 896.5 896.5 895.75 -7.5 -0.25 1.25 0.75 NaN 1 6507 DAX _ROLL_PSEUDO_STRATEGY [1] 15743 None 15828.5 15829 15828 15828 15830 -85.5 -0.5 -1 -2 NaN -1.5 6508 DAX _ROLL_PSEUDO_STRATEGY [-1] 15917 None 15982 15978 15986 15986 15978 65 -4 -0 -8 NaN -4 6515 DAX _ROLL_PSEUDO_STRATEGY [1] 15743 None 15829 15830 15828 15828 15833 -86 -1 -3 -5 NaN -4 6516 DAX _ROLL_PSEUDO_STRATEGY [-1] 15917 None 15981.5 15978 15985 15985 15976 64.5 -3.5 -2 -9 NaN -5.5 6521 DAX _ROLL_PSEUDO_STRATEGY [1] 15743 None 15829 15830 15828 15828 15829 -86 -1 1 -1 NaN 0 6522 DAX _ROLL_PSEUDO_STRATEGY [-1] 15917 None 15980 15976 15984 15984 15975 63 -4 -1 -9 NaN -5 6523 GAS_US_mini caleb_strategy_v3 [-1] 2.965 None 2.945 2.94 2.95 2.95 2.95 -0.02 -0.005 0.01 -0 NaN 0.005 6524 CRUDE_W caleb_strategy_v3 [-1] 85.91 None 85.87 85.86 85.88 85.88 85.87 -0.04 -0.01 0.01 -0.01 NaN 0 6525 GOLD_micro caleb_strategy_v3 [1] 1923.8 None 1932.9 1933 1932.8 1932.8 1933 -9.1 -0.1 0 -0.2 NaN -0.1 6526 COCOA caleb_strategy_v3 [-1] 3654 None 3647.5 3647 3648 3648 3646 -6.5 -0.5 -1 -2 NaN -1.5 6527 PLAT caleb_strategy_v3 [-1] 895.6 None 903.6 903.5 903.7 903.7 903.7 8 -0.1 0.2 -0 NaN 0.1 6528 SP500_micro caleb_strategy_v3 [1] 4504.75 None 4524.62 4524.75 4524.5 4524.5 4524.5 -19.875 -0.125 0.25 0 NaN 0.125 6529 US5 caleb_strategy_v3 [-1] 106.195 None 106.199 106.195 106.203 106.203 106.203 0.00390625 -0.00390625 0.0078125 -0 NaN 0.00390625 6530 US10U caleb_strategy_v3 [1] 114.5 None 114.336 114.344 114.328 114.328 114.359 0.164062 -0.0078125 -0.015625 -0.03125 NaN -0.0234375 6531 GBP caleb_strategy_v3 [-1] 1.2454 None 1.25295 1.2529 1.253 1.253 1.253 0.00755 -5e-05 0.0001 -2.22045e-16 NaN 5e-05 6533 EUR caleb_strategy_v3 [-1] 1.0703 None 1.07388 1.07385 1.0739 1.0739 1.0739 0.003575 -2.5e-05 5e-05 -0 NaN 2.5e-05 6537 CHF caleb_strategy_v3 [-1] 1.12005 None 1.1225 1.12245 1.12255 1.12255 1.12245 0.00245 -5e-05 -0 -0.0001 NaN -5e-05 6532 CHF caleb_strategy_v3 [-1] 1.12005 None 1.1226 1.12255 1.12265 1.12265 1.12245 0.00255 -5e-05 -0.0001 -0.0002 NaN -0.00015 6540 CHF caleb_strategy_v3 [-1] 1.12005 None 1.1225 1.12245 1.12255 NaN 1.12245 0.00245 -5e-05 -0 NaN NaN -5e-05 6543 CHF caleb_strategy_v3 [-1] 1.12005 None 1.1226 1.12255 1.12265 1.12265 1.12265 0.00255 -5e-05 0.0001 -2.22045e-16 NaN 5e-05 6534 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34680 34681 34679 34679 34680 -130 -1 1 -1 NaN 0 6535 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35009 35008 35010 35010 35009 135 -1 1 -1 NaN 0 6538 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34679 34680 34678 34678 34673 -129 -1 7 5 NaN 6 6539 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35009.5 35009 35010 NaN 35003 135.5 -0.5 -6 NaN NaN -6.5 6541 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34672 34673 34671 34671 34674 -122 -1 -1 -3 NaN -2 6542 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35006 35005 35007 35007 35005 132 -1 -0 -2 NaN -1 6544 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34673 34674 34672 34672 34671 -123 -1 3 1 NaN 2 6545 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35002 35001 35003 35003 35001 128 -1 -0 -2 NaN -1 6546 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34669.5 34671 34668 34668 34671 -119.5 -1.5 0 -3 NaN -1.5 6547 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35002 35001 35003 35003 35001 128 -1 -0 -2 NaN -1 6548 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34670 34671 34669 34669 34669 -120 -1 2 0 NaN 1 6549 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35000 34999 35001 35001 35001 126 -1 2 -0 NaN 1 6550 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34668 34669 34667 34667 34671 -118 -1 -2 -4 NaN -3 6551 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35000 34999 35001 35001 34999 126 -1 -0 -2 NaN -1 6552 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34669.5 34671 34668 34668 34668 -119.5 -1.5 3 0 NaN 1.5 6553 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 34999.5 34999 35000 35000 35000 125.5 -0.5 1 -0 NaN 0.5 6554 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34668 34669 34667 34667 34667 -118 -1 2 0 NaN 1 6555 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 34999 34998 35000 35000 34998 125 -1 -0 -2 NaN -1 6556 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34666.5 34668 34665 34665 34669 -116.5 -1.5 -1 -4 NaN -2.5 6557 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 34999.5 34999 35000 35000 34998 125.5 -0.5 -1 -2 NaN -1.5 6558 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34668 34669 34667 34667 34670 -118 -1 -1 -3 NaN -2 6559 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35001.5 35001 35002 35002 35000 127.5 -0.5 -1 -2 NaN -1.5 6560 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34669 34670 34668 34668 34668 -119 -1 2 0 NaN 1 6561 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 34999.5 34999 35000 35000 34999 125.5 -0.5 -0 -1 NaN -0.5 6562 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34669.5 34671 34668 34668 34671 -119.5 -1.5 0 -3 NaN -1.5 6563 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35001.5 35001 35002 35002 35002 127.5 -0.5 1 -0 NaN 0.5 6564 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34670 34671 34669 34669 34669 -120 -1 2 0 NaN 1 6565 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 34999.5 34999 35000 35000 35000 125.5 -0.5 1 -0 NaN 0.5 6566 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34668 34669 34667 34667 34669 -118 -1 0 -2 NaN -1 6567 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35001.5 35001 35002 35002 35002 127.5 -0.5 1 -0 NaN 0.5 6568 DOW _ROLL_PSEUDO_STRATEGY [1] 34550 None 34668.5 34669 34668 34668 34671 -118.5 -0.5 -2 -3 NaN -2.5 6569 DOW _ROLL_PSEUDO_STRATEGY [-1] 34874 None 35002.5 35002 35003 35003 35003 128.5 -0.5 1 -0 NaN 0.5 6570 LEANHOG caleb_strategy_v3 [1] 74.425 None 75.225 75.25 75.2 NaN 75.25 -0.8 -0.025 0 NaN NaN -0.025 6536 NZD _ROLL_PSEUDO_STRATEGY [1] 0.58845 None 0.59225 0.5923 0.5922 0.5922 0.5922 -0.0038 -5e-05 0.0001 1.11022e-16 NaN 5e-05 ================================================================================================================================================================ 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 6504 BUXL caleb_strategy_v3 [-1] 24.9544 -332.606 -4.0073 -0 -8.0146 NaN -4.0073 6509 SMI _ROLL_PSEUDO_STRATEGY [-1] 1171.9 255.995 -8.53318 -0 -17.0664 NaN -8.53318 6510 SMI _ROLL_PSEUDO_STRATEGY [1] 1171.9 -230.396 -8.53318 -8.53318 -25.5995 NaN -17.0664 6512 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 612.618 -350.953 -8.16169 0 -16.3234 NaN -8.16169 6517 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 612.618 367.276 -8.16169 16.3234 -0 NaN 8.16169 6518 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 612.618 -350.953 -8.16169 -16.3234 NaN NaN -24.4851 6511 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 612.618 367.276 -8.16169 16.3234 -0 NaN 8.16169 6505 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 293.114 328.37 -4.26455 8.52909 -0 NaN 4.26455 6506 GASOIL _ROLL_PSEUDO_STRATEGY [1] 293.114 -238.815 -8.52909 0 -17.0582 NaN -8.52909 6513 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 293.114 336.899 -4.26455 8.52909 -0 NaN 4.26455 6514 GASOIL _ROLL_PSEUDO_STRATEGY [1] 293.114 -243.079 -4.26455 -17.0582 -25.5873 NaN -21.3227 6519 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 293.114 345.428 -4.26455 -42.6455 -51.1745 NaN -46.91 6520 GASOIL _ROLL_PSEUDO_STRATEGY [1] 293.114 -255.873 -8.52909 42.6455 25.5873 NaN 34.1164 6507 DAX _ROLL_PSEUDO_STRATEGY [1] 1957.48 -436.785 -2.5543 -5.1086 -10.2172 NaN -7.6629 6508 DAX _ROLL_PSEUDO_STRATEGY [-1] 1957.48 332.059 -20.4344 -0 -40.8688 NaN -20.4344 6515 DAX _ROLL_PSEUDO_STRATEGY [1] 1957.48 -439.339 -5.1086 -15.3258 -25.543 NaN -20.4344 6516 DAX _ROLL_PSEUDO_STRATEGY [-1] 1957.48 329.505 -17.8801 -10.2172 -45.9774 NaN -28.0973 6521 DAX _ROLL_PSEUDO_STRATEGY [1] 1957.48 -439.339 -5.1086 5.1086 -5.1086 NaN 0 6522 DAX _ROLL_PSEUDO_STRATEGY [-1] 1957.48 321.842 -20.4344 -5.1086 -45.9774 NaN -25.543 6523 GAS_US_mini caleb_strategy_v3 [-1] 1.84888 -108.174 -27.0434 54.0868 -0 NaN 27.0434 6524 CRUDE_W caleb_strategy_v3 [-1] 18.9233 -21.1379 -5.28448 5.28448 -5.28448 NaN 0 6525 GOLD_micro caleb_strategy_v3 [1] 183.288 -496.487 -5.45591 0 -10.9118 NaN -5.45591 6526 COCOA caleb_strategy_v3 [-1] 623.986 -104.169 -8.013 -16.026 -32.052 NaN -24.039 6527 PLAT caleb_strategy_v3 [-1] 230.301 347.372 -4.34215 8.68429 -0 NaN 4.34215 6528 SP500_micro caleb_strategy_v3 [1] 618.306 -321.443 -2.02165 4.04331 0 NaN 2.02165 6529 US5 caleb_strategy_v3 [-1] 4.65446 8.39249 -8.39249 16.785 -0 NaN 8.39249 6530 US10U caleb_strategy_v3 [1] 9.68021 169.482 -8.07059 -16.1412 -32.2824 NaN -24.2118 6531 GBP caleb_strategy_v3 [-1] 0.0947376 796.938 -5.27774 10.5555 -2.34379e-11 NaN 5.27774 6533 EUR caleb_strategy_v3 [-1] 0.076291 468.601 -3.27693 6.55386 -0 NaN 3.27693 6537 CHF caleb_strategy_v3 [-1] 0.075499 324.508 -6.62261 -0 -13.2452 NaN -6.62261 6532 CHF caleb_strategy_v3 [-1] 0.075499 337.753 -6.62261 -13.2452 -26.4904 NaN -19.8678 6540 CHF caleb_strategy_v3 [-1] 0.075499 324.508 -6.62261 -0 NaN NaN -6.62261 6543 CHF caleb_strategy_v3 [-1] 0.075499 337.753 -6.62261 13.2452 -2.94103e-11 NaN 6.62261 6534 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -339.534 -2.6118 2.6118 -2.6118 NaN 0 6535 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 352.593 -2.6118 2.6118 -2.6118 NaN 0 6538 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -336.922 -2.6118 18.2826 13.059 NaN 15.6708 6539 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 353.899 -1.3059 -15.6708 NaN NaN -16.9767 6541 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -318.64 -2.6118 -2.6118 -7.8354 NaN -5.2236 6542 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 344.758 -2.6118 -0 -5.2236 NaN -2.6118 6544 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -321.252 -2.6118 7.8354 2.6118 NaN 5.2236 6545 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 334.311 -2.6118 -0 -5.2236 NaN -2.6118 6546 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -312.11 -3.9177 0 -7.8354 NaN -3.9177 6547 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 334.311 -2.6118 -0 -5.2236 NaN -2.6118 6548 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -313.416 -2.6118 5.2236 0 NaN 2.6118 6549 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 329.087 -2.6118 5.2236 -0 NaN 2.6118 6550 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -308.193 -2.6118 -5.2236 -10.4472 NaN -7.8354 6551 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 329.087 -2.6118 -0 -5.2236 NaN -2.6118 6552 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -312.11 -3.9177 7.8354 0 NaN 3.9177 6553 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 327.781 -1.3059 2.6118 -0 NaN 1.3059 6554 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -308.193 -2.6118 5.2236 0 NaN 2.6118 6555 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 326.475 -2.6118 -0 -5.2236 NaN -2.6118 6556 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -304.275 -3.9177 -2.6118 -10.4472 NaN -6.5295 6557 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 327.781 -1.3059 -2.6118 -5.2236 NaN -3.9177 6558 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -308.193 -2.6118 -2.6118 -7.8354 NaN -5.2236 6559 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 333.005 -1.3059 -2.6118 -5.2236 NaN -3.9177 6560 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -310.804 -2.6118 5.2236 0 NaN 2.6118 6561 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 327.781 -1.3059 -0 -2.6118 NaN -1.3059 6562 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -312.11 -3.9177 0 -7.8354 NaN -3.9177 6563 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 333.005 -1.3059 2.6118 -0 NaN 1.3059 6564 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -313.416 -2.6118 5.2236 0 NaN 2.6118 6565 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 327.781 -1.3059 2.6118 -0 NaN 1.3059 6566 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -308.193 -2.6118 0 -5.2236 NaN -2.6118 6567 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 333.005 -1.3059 2.6118 -0 NaN 1.3059 6568 DOW _ROLL_PSEUDO_STRATEGY [1] 3828.77 -309.498 -1.3059 -5.2236 -7.8354 NaN -6.5295 6569 DOW _ROLL_PSEUDO_STRATEGY [-1] 3828.77 335.616 -1.3059 2.6118 -0 NaN 1.3059 6570 LEANHOG caleb_strategy_v3 [1] 20.8484 -383.722 -11.9913 0 NaN NaN -11.9913 6536 NZD _ROLL_PSEUDO_STRATEGY [1] 0.0583146 -651.638 -8.57419 17.1484 1.90385e-11 NaN 8.57419 =========================================================================================================================================================================== 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 6504 BUXL caleb_strategy_v3 [-1] 1072.85 -890.466 -10.7285 -0 -21.457 NaN -10.7285 6509 SMI _ROLL_PSEUDO_STRATEGY [-1] 11.2235 336.705 -11.2235 -0 -22.447 NaN -11.2235 6510 SMI _ROLL_PSEUDO_STRATEGY [1] 11.2235 -303.034 -11.2235 -11.2235 -33.6705 NaN -22.447 6512 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.7285 -230.663 -5.36425 0 -10.7285 NaN -5.36425 6517 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.7285 241.391 -5.36425 10.7285 -0 NaN 5.36425 6518 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.7285 -230.663 -5.36425 -10.7285 NaN NaN -16.0928 6511 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.7285 241.391 -5.36425 10.7285 -0 NaN 5.36425 6505 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100 962.5 -12.5 25 -0 NaN 12.5 6506 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100 -700 -25 0 -50 NaN -25 6513 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100 987.5 -12.5 25 -0 NaN 12.5 6514 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100 -712.5 -12.5 -50 -75 NaN -62.5 6519 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100 1012.5 -12.5 -125 -150 NaN -137.5 6520 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100 -750 -25 125 75 NaN 100 6507 DAX _ROLL_PSEUDO_STRATEGY [1] 1.07285 -91.7287 -0.536425 -1.07285 -2.1457 NaN -1.60928 6508 DAX _ROLL_PSEUDO_STRATEGY [-1] 1.07285 69.7353 -4.2914 -0 -8.5828 NaN -4.2914 6515 DAX _ROLL_PSEUDO_STRATEGY [1] 1.07285 -92.2651 -1.07285 -3.21855 -5.36425 NaN -4.2914 6516 DAX _ROLL_PSEUDO_STRATEGY [-1] 1.07285 69.1988 -3.75498 -2.1457 -9.65565 NaN -5.90068 6521 DAX _ROLL_PSEUDO_STRATEGY [1] 1.07285 -92.2651 -1.07285 1.07285 -1.07285 NaN 0 6522 DAX _ROLL_PSEUDO_STRATEGY [-1] 1.07285 67.5896 -4.2914 -1.07285 -9.65565 NaN -5.36425 6523 GAS_US_mini caleb_strategy_v3 [-1] 2500 -50 -12.5 25 -0 NaN 12.5 6524 CRUDE_W caleb_strategy_v3 [-1] 1000 -40 -10 10 -10 NaN 0 6525 GOLD_micro caleb_strategy_v3 [1] 10 -91 -1 0 -2 NaN -1 6526 COCOA caleb_strategy_v3 [-1] 10 -65 -5 -10 -20 NaN -15 6527 PLAT caleb_strategy_v3 [-1] 50 400 -5 10 -0 NaN 5 6528 SP500_micro caleb_strategy_v3 [1] 5 -99.375 -0.625 1.25 0 NaN 0.625 6529 US5 caleb_strategy_v3 [-1] 1000 3.90625 -3.90625 7.8125 -0 NaN 3.90625 6530 US10U caleb_strategy_v3 [1] 1000 164.062 -7.8125 -15.625 -31.25 NaN -23.4375 6531 GBP caleb_strategy_v3 [-1] 62500 471.875 -3.125 6.25 -1.38778e-11 NaN 3.125 6533 EUR caleb_strategy_v3 [-1] 125000 446.875 -3.125 6.25 -0 NaN 3.125 6537 CHF caleb_strategy_v3 [-1] 125000 306.25 -6.25 -0 -12.5 NaN -6.25 6532 CHF caleb_strategy_v3 [-1] 125000 318.75 -6.25 -12.5 -25 NaN -18.75 6540 CHF caleb_strategy_v3 [-1] 125000 306.25 -6.25 -0 NaN NaN -6.25 6543 CHF caleb_strategy_v3 [-1] 125000 318.75 -6.25 12.5 -2.77556e-11 NaN 6.25 6534 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -65 -0.5 0.5 -0.5 NaN 0 6535 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 67.5 -0.5 0.5 -0.5 NaN 0 6538 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -64.5 -0.5 3.5 2.5 NaN 3 6539 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 67.75 -0.25 -3 NaN NaN -3.25 6541 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -61 -0.5 -0.5 -1.5 NaN -1 6542 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 66 -0.5 -0 -1 NaN -0.5 6544 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -61.5 -0.5 1.5 0.5 NaN 1 6545 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 64 -0.5 -0 -1 NaN -0.5 6546 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59.75 -0.75 0 -1.5 NaN -0.75 6547 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 64 -0.5 -0 -1 NaN -0.5 6548 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -60 -0.5 1 0 NaN 0.5 6549 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 63 -0.5 1 -0 NaN 0.5 6550 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59 -0.5 -1 -2 NaN -1.5 6551 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 63 -0.5 -0 -1 NaN -0.5 6552 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59.75 -0.75 1.5 0 NaN 0.75 6553 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 62.75 -0.25 0.5 -0 NaN 0.25 6554 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59 -0.5 1 0 NaN 0.5 6555 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 62.5 -0.5 -0 -1 NaN -0.5 6556 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -58.25 -0.75 -0.5 -2 NaN -1.25 6557 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 62.75 -0.25 -0.5 -1 NaN -0.75 6558 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59 -0.5 -0.5 -1.5 NaN -1 6559 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 63.75 -0.25 -0.5 -1 NaN -0.75 6560 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59.5 -0.5 1 0 NaN 0.5 6561 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 62.75 -0.25 -0 -0.5 NaN -0.25 6562 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59.75 -0.75 0 -1.5 NaN -0.75 6563 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 63.75 -0.25 0.5 -0 NaN 0.25 6564 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -60 -0.5 1 0 NaN 0.5 6565 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 62.75 -0.25 0.5 -0 NaN 0.25 6566 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59 -0.5 0 -1 NaN -0.5 6567 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 63.75 -0.25 0.5 -0 NaN 0.25 6568 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -59.25 -0.25 -1 -1.5 NaN -1.25 6569 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 64.25 -0.25 0.5 -0 NaN 0.25 6570 LEANHOG caleb_strategy_v3 [1] 400 -320 -10 0 NaN NaN -10 6536 NZD _ROLL_PSEUDO_STRATEGY [1] 100000 -380 -5 10 1.11022e-11 NaN 5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -69.73525 DOW 60.00000 EUROSTX 21.45700 GASOIL 800.00000 NZD -380.00000 SMI 33.67050 caleb_strategy_v3 BUXL -890.46550 CHF 1250.00000 COCOA -65.00000 CRUDE_W -40.00000 EUR 446.87500 GAS_US_mini -50.00000 GBP 471.87500 GOLD_micro -91.00000 LEANHOG -320.00000 PLAT 400.00000 SP500_micro -99.37500 US10U 164.06250 US5 3.90625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 465.39225 caleb_strategy_v3 1180.87825 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -15.01990 DOW -14.50000 EUROSTX -21.45700 GASOIL -100.00000 NZD -5.00000 SMI -22.44700 caleb_strategy_v3 BUXL -10.72850 CHF -25.00000 COCOA -5.00000 CRUDE_W -10.00000 EUR -3.12500 GAS_US_mini -12.50000 GBP -3.12500 GOLD_micro -1.00000 LEANHOG -10.00000 PLAT -5.00000 SP500_micro -0.62500 US10U -7.81250 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -178.42390 caleb_strategy_v3 -97.82225 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -6.4371 DOW 7.5000 EUROSTX 10.7285 GASOIL 0.0000 NZD 10.0000 SMI -11.2235 caleb_strategy_v3 BUXL -0.0000 CHF 0.0000 COCOA -10.0000 CRUDE_W 10.0000 EUR 6.2500 GAS_US_mini 25.0000 GBP 6.2500 GOLD_micro 0.0000 LEANHOG 0.0000 PLAT 10.0000 SP500_micro 1.2500 US10U -15.6250 US5 7.8125 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 10.5679 caleb_strategy_v3 40.9375 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -3.647690e+01 DOW -1.800000e+01 EUROSTX -1.072850e+01 GASOIL -2.000000e+02 NZD 1.110223e-11 SMI -5.611750e+01 caleb_strategy_v3 BUXL -2.145700e+01 CHF -3.750000e+01 COCOA -2.000000e+01 CRUDE_W -1.000000e+01 EUR -0.000000e+00 GAS_US_mini -0.000000e+00 GBP -1.387779e-11 GOLD_micro -2.000000e+00 LEANHOG 0.000000e+00 PLAT -0.000000e+00 SP500_micro 0.000000e+00 US10U -3.125000e+01 US5 -0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -321.3229 caleb_strategy_v3 -122.2070 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 0 DOW 0 EUROSTX 0 GASOIL 0 NZD 0 SMI 0 caleb_strategy_v3 BUXL 0 CHF 0 COCOA 0 CRUDE_W 0 EUR 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 LEANHOG 0 PLAT 0 SP500_micro 0 US10U 0 US5 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 DAX -21.45700 DOW -7.00000 EUROSTX -10.72850 GASOIL -100.00000 NZD 5.00000 SMI -33.67050 caleb_strategy_v3 BUXL -10.72850 CHF -25.00000 COCOA -15.00000 CRUDE_W 0.00000 EUR 3.12500 GAS_US_mini 12.50000 GBP 3.12500 GOLD_micro -1.00000 LEANHOG -10.00000 PLAT 5.00000 SP500_micro 0.62500 US10U -23.43750 US5 3.90625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -167.85600 caleb_strategy_v3 -56.88475 ******************************************************************************** END OF REPORT 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