******************************************************************************** Trades report produced on 12/09/2023 21:39 from 11/09/2023 21:39 to 12/09/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 6574 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:07 [-1] 112.910000 6621 BTP caleb_strategy_v3 [20231200] 2023-09-12 13:56:24 [-1] 112.950000 6580 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:33 [-1] 112.950000 6584 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:39 [-1] 112.940000 6592 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:56 [-1] 112.940000 6587 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:43 [-1] 112.950000 6590 BTP caleb_strategy_v3 [20231200] 2023-09-12 07:00:48 [-1] 112.940000 6577 BUND caleb_strategy_v3 [20231200] 2023-09-12 07:00:11 [-1] 130.660000 6582 BUND caleb_strategy_v3 [20231200] 2023-09-12 07:00:35 [-1] 130.690000 6625 BUND caleb_strategy_v3 [20231200] 2023-09-12 13:57:25 [-1] 130.650000 6576 BUXL caleb_strategy_v3 [20231200] 2023-09-12 07:00:09 [-1] 128.720000 6685 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:07:00 [-1] 1.131400 6660 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:34 [1] 1.120600 6682 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:06:53 [-1] 1.131300 6681 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:06:19 [1] 1.120600 6678 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:06:14 [-1] 1.131450 6653 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:24 [1] 1.120650 6684 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:06:59 [1] 1.120600 6654 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:24 [-1] 1.131450 6646 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:14 [1] 1.120700 6677 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:06:05 [1] 1.120650 6672 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:55 [-1] 1.131400 6671 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:54 [1] 1.120600 6637 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:04:55 [-1] 1.131650 6636 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:04:53 [1] 1.120850 6667 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:42 [-1] 1.131450 6666 CHF _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:41 [1] 1.120600 6661 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:34 [-1] 1.131350 6647 CHF _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:15 [-1] 1.131450 6606 COCOA caleb_strategy_v3 [20240300] 2023-09-12 13:01:06 [1] 3674.000000 6601 COCOA caleb_strategy_v3 [20240300] 2023-09-12 13:00:41 [1] 3671.000000 6609 COCOA caleb_strategy_v3 [20240300] 2023-09-12 13:01:24 [1] 3672.000000 6622 COCOA caleb_strategy_v3 [20240300] 2023-09-12 13:57:21 [1] 3669.000000 6599 COPPER caleb_strategy_v3 [20231200] 2023-09-12 13:00:05 [-1] 3.793500 6605 COPPER caleb_strategy_v3 [20231200] 2023-09-12 13:00:50 [-1] 3.790500 6708 CORN _ROLL_PSEUDO_STRATEGY [20241200] 2023-09-12 14:30:26 [-1] 507.750000 6699 CORN _ROLL_PSEUDO_STRATEGY [20241200] 2023-09-12 14:30:15 [-1] 507.750000 6698 CORN _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:14 [1] 482.500000 6707 CORN _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:26 [1] 482.500000 6608 CRUDE_W caleb_strategy_v3 [20231200] 2023-09-12 13:01:10 [1] 87.020000 6603 CRUDE_W caleb_strategy_v3 [20231200] 2023-09-12 13:00:49 [1] 87.040000 6624 CRUDE_W caleb_strategy_v3 [20231200] 2023-09-12 13:57:24 [1] 87.370000 6571 DAX caleb_strategy_v3 [20231200] 2023-09-12 07:00:02 [1] 15990.000000 6578 DAX caleb_strategy_v3 [20231200] 2023-09-12 07:00:32 [1] 15990.000000 6683 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:06:57 [1] 34915.000000 6664 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:37 [-1] 34922.000000 6641 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:07 [-1] 34926.000000 6650 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:17 [-1] 34922.000000 6657 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:27 [-1] 34923.000000 6651 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:20 [1] 34924.000000 6686 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:07:03 [1] 34920.000000 6688 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:07:13 [1] 34920.000000 6680 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:06:18 [1] 34929.000000 6658 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:32 [1] 34923.000000 6629 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:01:22 [1] 34949.000000 6665 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:40 [1] 34925.000000 6676 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:06:03 [1] 34930.000000 6642 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:11 [1] 34926.000000 6670 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:05:52 [1] 34926.000000 6687 DOW caleb_strategy_v3 [20231200] 2023-09-12 14:07:08 [1] 34921.000000 6638 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:04:56 [1] 1.071950 6639 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:05 [-1] 1.076400 6648 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:15 [1] 1.071750 6674 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:56 [-1] 1.076200 6669 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:46 [-1] 1.076100 6649 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:16 [-1] 1.076300 6655 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:26 [1] 1.071700 6675 EUR caleb_strategy_v3 [20231200] 2023-09-12 14:06:00 [-1] 1.076250 6679 EUR caleb_strategy_v3 [20231200] 2023-09-12 14:06:15 [-1] 1.076300 6673 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:55 [1] 1.071650 6668 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:43 [1] 1.071650 6663 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:36 [-1] 1.076200 6662 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:35 [1] 1.071700 6656 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:26 [-1] 1.076250 6640 EUR caleb_strategy_v3 [20230900] 2023-09-12 14:05:06 [1] 1.071850 6596 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-09-12 10:55:43 [1] 97.025000 6627 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-09-12 14:01:14 [1] 97.010000 6597 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-09-12 11:00:46 [1] 97.025000 6573 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 07:00:05 [1] 4295.000000 6579 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 07:00:32 [1] 4295.000000 6583 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 07:00:38 [1] 4296.000000 6586 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 07:00:42 [1] 4297.000000 6589 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 07:00:46 [1] 4295.000000 6626 EUROSTX caleb_strategy_v3 [20231200] 2023-09-12 13:57:26 [1] 4278.000000 6710 FEEDCOW caleb_strategy_v3 [20240100] 2023-09-12 14:30:31 [1] 262.400000 6700 FEEDCOW caleb_strategy_v3 [20240100] 2023-09-12 14:30:21 [1] 262.400000 6690 FEEDCOW caleb_strategy_v3 [20240100] 2023-09-12 14:30:05 [1] 262.350000 6594 GASOIL caleb_strategy_v3 [20231200] 2023-09-12 10:50:21 [-1] 898.750000 6619 GAS_US_mini caleb_strategy_v3 [20231100] 2023-09-12 13:56:20 [1] 2.945000 6645 GBP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:05:13 [-1] 1.247000 6644 GBP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:12 [1] 1.247000 6634 GBP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:04:33 [-1] 1.247300 6633 GBP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:04:26 [1] 1.247300 6628 GBP caleb_strategy_v3 [20230900] 2023-09-12 14:01:19 [1] 1.246900 6607 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:07 [-1] 1912.000000 6618 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:59 [-1] 1912.300000 6617 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:51 [-1] 1912.200000 6616 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:46 [-1] 1912.400000 6615 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:43 [-1] 1912.300000 6610 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:26 [-1] 1912.300000 6614 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:39 [-1] 1912.200000 6612 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:33 [-1] 1912.700000 6611 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:29 [-1] 1912.600000 6623 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:57:23 [-1] 1914.500000 6602 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:00:44 [-1] 1912.900000 6613 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-12 13:01:36 [-1] 1912.300000 6659 JPY _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:33 [1] 0.006800 6643 JPY _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:11 [1] 0.006800 6652 JPY _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:05:20 [1] 0.006801 6630 JPY caleb_strategy_v3 [20230900] 2023-09-12 14:01:33 [1] 0.006799 6632 JPY _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-12 14:04:25 [1] 0.006800 6691 LEANHOG caleb_strategy_v3 [20231200] 2023-09-12 14:30:06 [-1] 75.750000 6635 NZD _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:04:35 [1] 0.590000 6620 OAT caleb_strategy_v3 [20231200] 2023-09-12 13:56:23 [1] 125.310000 6575 OAT caleb_strategy_v3 [20231200] 2023-09-12 07:00:08 [1] 125.340000 6581 OAT caleb_strategy_v3 [20231200] 2023-09-12 07:00:34 [1] 125.380000 6585 OAT caleb_strategy_v3 [20231200] 2023-09-12 07:00:39 [1] 125.360000 6588 OAT caleb_strategy_v3 [20231200] 2023-09-12 07:00:43 [1] 125.370000 6591 OAT caleb_strategy_v3 [20231200] 2023-09-12 07:00:49 [1] 125.360000 6600 PLAT caleb_strategy_v3 [20231000] 2023-09-12 13:00:08 [-1] 901.000000 6689 REDWHEAT caleb_strategy_v3 [20231200] 2023-09-12 14:30:01 [1] 711.250000 6704 REDWHEAT _ROLL_PSEUDO_STRATEGY [20240300] 2023-09-12 14:30:24 [-1] 714.750000 6695 REDWHEAT _ROLL_PSEUDO_STRATEGY [20240300] 2023-09-12 14:30:10 [-1] 714.750000 6694 REDWHEAT _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:09 [1] 711.250000 6703 REDWHEAT _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:23 [1] 711.250000 6709 REDWHEAT caleb_strategy_v3 [20240300] 2023-09-12 14:30:28 [-1] 714.750000 6713 REDWHEAT caleb_strategy_v3 [20240300] 2023-09-12 14:30:34 [-1] 714.750000 6593 ROBUSTA caleb_strategy_v3 [20231100] 2023-09-12 10:50:08 [1] 2418.000000 6595 ROBUSTA caleb_strategy_v3 [20231100] 2023-09-12 10:50:42 [1] 2417.000000 6572 SMI caleb_strategy_v3 [20231200] 2023-09-12 07:00:03 [-1] 11034.000000 6692 SOYBEAN _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-12 14:30:07 [-1] 1352.500000 6693 SOYBEAN _ROLL_PSEUDO_STRATEGY [20241100] 2023-09-12 14:30:08 [1] 1289.000000 6701 SOYBEAN _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-12 14:30:21 [-1] 1353.250000 6702 SOYBEAN _ROLL_PSEUDO_STRATEGY [20241100] 2023-09-12 14:30:22 [1] 1289.500000 6711 SOYBEAN _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-12 14:30:31 [-1] 1353.500000 6712 SOYBEAN _ROLL_PSEUDO_STRATEGY [20241100] 2023-09-12 14:30:32 [1] 1289.750000 6604 SUGAR11 caleb_strategy_v3 [20240300] 2023-09-12 13:00:50 [-1] 26.850000 6598 SUGAR11 caleb_strategy_v3 [20240300] 2023-09-12 13:00:03 [-1] 26.860000 6631 VIX caleb_strategy_v3 [20231100] 2023-09-12 14:04:25 [-1] 16.600000 6697 WHEAT _ROLL_PSEUDO_STRATEGY [20241200] 2023-09-12 14:30:13 [-1] 656.500000 6706 WHEAT _ROLL_PSEUDO_STRATEGY [20241200] 2023-09-12 14:30:25 [-1] 656.500000 6705 WHEAT _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:24 [1] 573.250000 6696 WHEAT _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-12 14:30:11 [1] 573.250000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6572 SMI caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:03.447 2023-09-12 07:00:03 115203 NaN 6576 BUXL caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:09.431 2023-09-12 07:00:09 115209 NaN 6578 DAX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:14.091 2023-09-12 07:00:32 115214 NaN 6571 DAX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:01.696 2023-09-12 07:00:02 115202 NaN 6577 BUND caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:10.537 2023-09-12 07:00:11 115211 NaN 6582 BUND caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:35.058 2023-09-12 07:00:35 115235 NaN 6573 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:04.968 2023-09-12 07:00:05 115205 NaN 6579 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:32.579 2023-09-12 07:00:32 115233 NaN 6583 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:37.828 2023-09-12 07:00:38 115238 NaN 6586 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:42.259 2023-09-12 07:00:42 115242 NaN 6589 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:46.358 2023-09-12 07:00:46 115246 NaN 6575 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:08.231 2023-09-12 07:00:08 115208 NaN 6581 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:34.171 2023-09-12 07:00:34 115234 NaN 6585 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:39.720 2023-09-12 07:00:39 115240 NaN 6588 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:43.530 2023-09-12 07:00:43 115244 NaN 6591 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:48.997 2023-09-12 07:00:49 115249 NaN 6592 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:51.938 2023-09-12 07:00:56 115252 NaN 6574 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:06.397 2023-09-12 07:00:07 115206 NaN 6580 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:33.402 2023-09-12 07:00:33 115233 NaN 6584 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:38.714 2023-09-12 07:00:39 115239 NaN 6587 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:42.970 2023-09-12 07:00:43 115243 NaN 6590 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 08:00:46.978 2023-09-12 07:00:48 115247 NaN 6594 GASOIL caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 11:50:10.411 2023-09-12 10:50:21 129010 NaN 6593 ROBUSTA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 11:50:06.119 2023-09-12 10:50:08 129006 NaN 6595 ROBUSTA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 11:50:28.659 2023-09-12 10:50:42 129029 NaN 6596 EURIBOR-ICE caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 11:50:43.329 2023-09-12 10:55:43 129043 NaN 6597 EURIBOR-ICE caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 11:55:45.900 2023-09-12 11:00:46 129346 NaN 6600 PLAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:06.275 2023-09-12 13:00:08 136806 NaN 6604 SUGAR11 caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:50.027 2023-09-12 13:00:50 136850 NaN 6598 SUGAR11 caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:02.270 2023-09-12 13:00:03 136802 NaN 6605 COPPER caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:50.604 2023-09-12 13:00:50 136851 NaN 6599 COPPER caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:04.692 2023-09-12 13:00:05 136805 NaN 6608 CRUDE_W caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:10.043 2023-09-12 13:01:10 136870 NaN 6603 CRUDE_W caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:47.346 2023-09-12 13:00:49 136847 NaN 6601 COCOA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:08.838 2023-09-12 13:00:41 136809 NaN 6609 COCOA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:10.572 2023-09-12 13:01:24 136871 NaN 6606 COCOA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:51.218 2023-09-12 13:01:06 136851 NaN 6602 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:00:42.298 2023-09-12 13:00:44 136842 NaN 6607 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:07.161 2023-09-12 13:01:07 136867 NaN 6610 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:24.744 2023-09-12 13:01:26 136885 NaN 6611 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:29.232 2023-09-12 13:01:29 136889 NaN 6612 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:32.450 2023-09-12 13:01:33 136892 NaN 6613 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:35.688 2023-09-12 13:01:36 136896 NaN 6614 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:38.478 2023-09-12 13:01:39 136898 NaN 6615 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:42.189 2023-09-12 13:01:43 136902 NaN 6616 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:46.054 2023-09-12 13:01:46 136906 NaN 6617 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:49.041 2023-09-12 13:01:51 136909 NaN 6618 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:01:53.512 2023-09-12 13:01:59 136914 NaN 6619 GAS_US_mini caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:56:06.432 2023-09-12 13:56:20 140166 NaN 6620 OAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:56:23.271 2023-09-12 13:56:23 140183 NaN 6621 BTP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:56:24.183 2023-09-12 13:56:24 140184 NaN 6622 COCOA caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:56:51.874 2023-09-12 13:57:21 140212 NaN 6623 GOLD_micro caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:57:21.952 2023-09-12 13:57:23 140242 NaN 6624 CRUDE_W caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:57:23.739 2023-09-12 13:57:24 140244 NaN 6625 BUND caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:57:25.547 2023-09-12 13:57:25 140246 NaN 6626 EUROSTX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:57:26.541 2023-09-12 13:57:26 140247 NaN 6627 EURIBOR-ICE caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 14:57:27.551 2023-09-12 14:01:14 140248 NaN 6628 GBP caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:01:15.733 2023-09-12 14:01:19 140476 NaN 6630 JPY caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:01:23.558 2023-09-12 14:01:33 140484 NaN 6631 VIX caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:01:33.936 2023-09-12 14:04:25 140494 NaN 6640 EUR caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:06.391 2023-09-12 14:05:06 140706 NaN 6633 GBP _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:26.701 2023-09-12 14:04:26 68666.7 NaN 6634 GBP _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:27.494 2023-09-12 14:04:33 68667.5 NaN 6644 GBP _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:12.520 2023-09-12 14:05:12 68712.5 NaN 6645 GBP _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:12.953 2023-09-12 14:05:13 68713 NaN 6664 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:37.104 2023-09-12 14:05:37 140737 NaN 6641 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:07.851 2023-09-12 14:05:07 140708 NaN 6650 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:17.369 2023-09-12 14:05:17 140717 NaN 6657 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:27.836 2023-09-12 14:05:27 140728 NaN 6656 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:26.687 2023-09-12 14:05:26 68726.7 NaN 6662 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:35.326 2023-09-12 14:05:35 68735.3 NaN 6663 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:35.952 2023-09-12 14:05:36 68736 NaN 6668 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:43.096 2023-09-12 14:05:43 68743.1 NaN 6669 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:43.583 2023-09-12 14:05:46 68743.6 NaN 6638 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:56.070 2023-09-12 14:04:56 68696.1 NaN 6639 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:57.618 2023-09-12 14:05:05 68697.6 NaN 6673 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:55.743 2023-09-12 14:05:55 68755.7 NaN 6674 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:56.354 2023-09-12 14:05:56 68756.4 NaN 6648 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:15.620 2023-09-12 14:05:15 68715.6 NaN 6649 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:16.141 2023-09-12 14:05:16 68716.1 NaN 6655 EUR _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:25.440 2023-09-12 14:05:26 68725.4 NaN 6675 EUR caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:57.840 2023-09-12 14:06:00 140758 NaN 6679 EUR caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:06:15.946 2023-09-12 14:06:15 140776 NaN 6685 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:07:00.141 2023-09-12 14:07:00 68820.1 NaN 6660 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:33.964 2023-09-12 14:05:34 68734 NaN 6661 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:34.609 2023-09-12 14:05:34 68734.6 NaN 6666 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:41.376 2023-09-12 14:05:41 68741.4 NaN 6667 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:42.237 2023-09-12 14:05:42 68742.2 NaN 6636 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:35.659 2023-09-12 14:04:53 68675.7 NaN 6637 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:54.487 2023-09-12 14:04:55 68694.5 NaN 6671 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:53.555 2023-09-12 14:05:54 68753.6 NaN 6672 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:55.091 2023-09-12 14:05:55 68755.1 NaN 6677 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:06:04.315 2023-09-12 14:06:05 68764.3 NaN 6646 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:14.273 2023-09-12 14:05:14 68714.3 NaN 6647 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:14.916 2023-09-12 14:05:15 68714.9 NaN 6678 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:06:06.512 2023-09-12 14:06:14 68766.5 NaN 6681 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:06:19.648 2023-09-12 14:06:19 68779.6 NaN 6682 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:06:20.232 2023-09-12 14:06:53 68780.2 NaN 6684 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:06:58.239 2023-09-12 14:06:59 68818.2 NaN 6653 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:21.815 2023-09-12 14:05:24 68721.8 NaN 6654 CHF _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:24.808 2023-09-12 14:05:24 68724.8 NaN 6688 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:07:12.080 2023-09-12 14:07:13 140832 NaN 6658 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:32.374 2023-09-12 14:05:32 140732 NaN 6629 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:01:21.836 2023-09-12 14:01:22 140482 NaN 6665 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:40.285 2023-09-12 14:05:40 140740 NaN 6687 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:07:07.909 2023-09-12 14:07:08 140828 NaN 6670 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:52.188 2023-09-12 14:05:52 140752 NaN 6642 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:10.810 2023-09-12 14:05:11 140711 NaN 6676 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:06:02.973 2023-09-12 14:06:03 140763 NaN 6680 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:06:18.575 2023-09-12 14:06:18 140779 NaN 6651 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:05:20.098 2023-09-12 14:05:20 140720 NaN 6686 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:07:03.641 2023-09-12 14:07:03 140824 NaN 6683 DOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:06:57.013 2023-09-12 14:06:57 140817 NaN 6689 REDWHEAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:01.302 2023-09-12 14:30:01 142201 NaN 6691 LEANHOG caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:06.626 2023-09-12 14:30:06 142207 NaN 6704 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:23.995 2023-09-12 14:30:24 73824 NaN 6695 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:10.270 2023-09-12 14:30:10 73810.3 NaN 6694 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:09.288 2023-09-12 14:30:09 73809.3 NaN 6703 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:23.332 2023-09-12 14:30:23 73823.3 NaN 6696 WHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:11.105 2023-09-12 14:30:11 73811.1 NaN 6705 WHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:24.707 2023-09-12 14:30:24 73824.7 NaN 6706 WHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:25.288 2023-09-12 14:30:25 73825.3 NaN 6697 WHEAT _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:12.094 2023-09-12 14:30:13 73812.1 NaN 6699 CORN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:14.831 2023-09-12 14:30:15 73814.8 NaN 6698 CORN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:14.047 2023-09-12 14:30:14 73814 NaN 6707 CORN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:25.922 2023-09-12 14:30:26 73825.9 NaN 6708 CORN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:26.432 2023-09-12 14:30:26 73826.4 NaN 6690 FEEDCOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:04.847 2023-09-12 14:30:05 142205 NaN 6700 FEEDCOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:21.308 2023-09-12 14:30:21 142221 NaN 6710 FEEDCOW caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:31.164 2023-09-12 14:30:31 142231 NaN 6692 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:07.411 2023-09-12 14:30:07 73807.4 NaN 6693 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:08.347 2023-09-12 14:30:08 73808.3 NaN 6701 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:21.894 2023-09-12 14:30:21 73821.9 NaN 6702 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:22.507 2023-09-12 14:30:22 73822.5 NaN 6711 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:31.891 2023-09-12 14:30:31 73831.9 NaN 6712 SOYBEAN _ROLL_PSEUDO_STRATEGY 2023-09-11 19:00:00 2023-09-12 15:30:32.424 2023-09-12 14:30:32 73832.4 NaN 6713 REDWHEAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:34.252 2023-09-12 14:30:34 142234 NaN 6709 REDWHEAT caleb_strategy_v3 2023-09-11 00:00:00 2023-09-12 15:30:28.118 2023-09-12 14:30:28 142228 NaN 6632 JPY _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:25.636 2023-09-12 14:04:25 68665.6 NaN 6643 JPY _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:11.623 2023-09-12 14:05:11 68711.6 NaN 6652 JPY _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:20.641 2023-09-12 14:05:20 68720.6 NaN 6659 JPY _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:05:33.068 2023-09-12 14:05:33 68733.1 NaN 6635 NZD _ROLL_PSEUDO_STRATEGY 2023-09-11 20:00:00 2023-09-12 15:04:34.945 2023-09-12 14:04:35 68674.9 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 6572 SMI caleb_strategy_v3 [-1] 11027 None 11035 11034 11036 11036 11034 8 -1 -0 -2 NaN -1 6576 BUXL caleb_strategy_v3 [-1] 128.82 None 128.72 128.7 128.74 128.74 128.72 -0.1 -0.02 0.02 -0.02 NaN 0 6578 DAX caleb_strategy_v3 [1] 16006 None 15982.5 15990 15975 15975 15990 23.5 -7.5 0 -15 NaN -7.5 6571 DAX caleb_strategy_v3 [1] 16006 None 15981.5 15990 15973 15973 15990 24.5 -8.5 0 -17 NaN -8.5 6577 BUND caleb_strategy_v3 [-1] 130.68 None 130.675 130.67 130.68 130.68 130.66 -0.005 -0.005 -0.01 -0.02 NaN -0.015 6582 BUND caleb_strategy_v3 [-1] 130.68 None 130.665 130.66 130.67 130.67 130.69 -0.015 -0.005 0.03 0.02 NaN 0.025 6573 EUROSTX caleb_strategy_v3 [1] 4296 None 4294 4295 4293 4293 4295 2 -1 0 -2 NaN -1 6579 EUROSTX caleb_strategy_v3 [1] 4296 None 4294 4295 4293 4293 4295 2 -1 0 -2 NaN -1 6583 EUROSTX caleb_strategy_v3 [1] 4296 None 4294.5 4295 4294 4294 4296 1.5 -0.5 -1 -2 NaN -1.5 6586 EUROSTX caleb_strategy_v3 [1] 4296 None 4295.5 4296 4295 4295 4297 0.5 -0.5 -1 -2 NaN -1.5 6589 EUROSTX caleb_strategy_v3 [1] 4296 None 4296.5 4297 4296 4296 4295 -0.5 -0.5 2 1 NaN 1.5 6575 OAT caleb_strategy_v3 [1] 125.37 None 125.345 125.35 125.34 125.34 125.34 0.025 -0.005 0.01 0 NaN 0.005 6581 OAT caleb_strategy_v3 [1] 125.37 None 125.34 125.35 125.33 125.33 125.38 0.03 -0.01 -0.03 -0.05 NaN -0.04 6585 OAT caleb_strategy_v3 [1] 125.37 None 125.37 125.38 125.36 125.36 125.36 0 -0.01 0.02 0 NaN 0.01 6588 OAT caleb_strategy_v3 [1] 125.37 None 125.355 125.36 125.35 125.35 125.37 0.015 -0.005 -0.01 -0.02 NaN -0.015 6591 OAT caleb_strategy_v3 [1] 125.37 None 125.365 125.37 125.36 125.36 125.36 0.005 -0.005 0.01 0 NaN 0.005 6592 BTP caleb_strategy_v3 [-1] 112.94 None 112.945 112.94 112.95 112.95 112.94 0.005 -0.005 -0 -0.01 NaN -0.005 6574 BTP caleb_strategy_v3 [-1] 112.94 None 112.905 112.9 112.91 112.91 112.91 -0.035 -0.005 0.01 -0 NaN 0.005 6580 BTP caleb_strategy_v3 [-1] 112.94 None 112.915 112.91 112.92 112.92 112.95 -0.025 -0.005 0.04 0.03 NaN 0.035 6584 BTP caleb_strategy_v3 [-1] 112.94 None 112.955 112.95 112.96 112.96 112.94 0.015 -0.005 -0.01 -0.02 NaN -0.015 6587 BTP caleb_strategy_v3 [-1] 112.94 None 112.945 112.94 112.95 112.95 112.95 0.005 -0.005 0.01 -0 NaN 0.005 6590 BTP caleb_strategy_v3 [-1] 112.94 None 112.955 112.95 112.96 112.96 112.94 0.015 -0.005 -0.01 -0.02 NaN -0.015 6594 GASOIL caleb_strategy_v3 [-1] 899.75 None 898.875 898.75 899 899 898.75 -0.875 -0.125 -0 -0.25 NaN -0.125 6593 ROBUSTA caleb_strategy_v3 [1] 2432 None 2417 2418 2416 2416 2418 15 -1 0 -2 NaN -1 6595 ROBUSTA caleb_strategy_v3 [1] 2432 None 2418 2419 2417 2417 2417 14 -1 2 0 NaN 1 6596 EURIBOR-ICE caleb_strategy_v3 [1] 97.035 None 97.0225 97.025 97.02 97.02 97.025 0.0125 -0.0025 0 -0.005 NaN -0.0025 6597 EURIBOR-ICE caleb_strategy_v3 [1] 97.035 None 97.0225 97.025 97.02 97.02 97.025 0.0125 -0.0025 0 -0.005 NaN -0.0025 6600 PLAT caleb_strategy_v3 [-1] 901.3 None 901.15 901 901.3 901.3 901 -0.15 -0.15 -0 -0.3 NaN -0.15 6604 SUGAR11 caleb_strategy_v3 [-1] 26.64 None 26.925 26.85 27 27 26.85 0.285 -0.075 -0 -0.15 NaN -0.075 6598 SUGAR11 caleb_strategy_v3 [-1] 26.64 None 26.855 26.85 26.86 26.86 26.86 0.215 -0.005 0.01 -3.55271e-15 NaN 0.005 6605 COPPER caleb_strategy_v3 [-1] 3.801 None 3.7935 3.793 3.794 3.794 3.7905 -0.0075 -0.0005 -0.0025 -0.0035 NaN -0.003 6599 COPPER caleb_strategy_v3 [-1] 3.801 None 3.79325 3.793 3.7935 3.7935 3.7935 -0.00775 -0.00025 0.0005 -0 NaN 0.00025 6608 CRUDE_W caleb_strategy_v3 [1] 85.89 None 87.03 87.04 87.02 87.02 87.02 -1.14 -0.01 0.02 0 NaN 0.01 6603 CRUDE_W caleb_strategy_v3 [1] 85.89 None 87.02 87.03 87.01 87.01 87.04 -1.13 -0.01 -0.01 -0.03 NaN -0.02 6601 COCOA caleb_strategy_v3 [1] 3681 None 3669 3670 3668 3668 3671 12 -1 -1 -3 NaN -2 6609 COCOA caleb_strategy_v3 [1] 3681 None 3673 3674 3672 3672 3672 8 -1 2 0 NaN 1 6606 COCOA caleb_strategy_v3 [1] 3681 None 3670.5 3671 3670 3670 3674 10.5 -0.5 -3 -4 NaN -3.5 6602 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.95 1912.8 1913.1 1913.1 1912.9 -14.35 -0.15 0.1 -0.2 NaN -0.05 6607 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1913 1912.9 1913.1 NaN 1912 -14.3 -0.1 -0.9 NaN NaN -1 6610 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.15 1912 1912.3 1912.3 1912.3 -15.15 -0.15 0.3 -2.27374e-13 NaN 0.15 6611 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.5 1912.4 1912.6 1912.6 1912.6 -14.8 -0.1 0.2 -2.27374e-13 NaN 0.1 6612 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.65 1912.6 1912.7 1912.7 1912.7 -14.65 -0.05 0.1 -0 NaN 0.05 6613 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.4 1912.3 1912.5 1912.5 1912.3 -14.9 -0.1 -0 -0.2 NaN -0.1 6614 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.4 1912.3 1912.5 1912.5 1912.2 -14.9 -0.1 -0.1 -0.3 NaN -0.2 6615 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.5 1912.4 1912.6 1912.6 1912.3 -14.8 -0.1 -0.1 -0.3 NaN -0.2 6616 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.45 1912.3 1912.6 1912.6 1912.4 -14.85 -0.15 0.1 -0.2 NaN -0.05 6617 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.5 1912.4 1912.6 1912.6 1912.2 -14.8 -0.1 -0.2 -0.4 NaN -0.3 6618 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1912.2 1912.1 1912.3 1912.3 1912.3 -15.1 -0.1 0.2 -2.27374e-13 NaN 0.1 6619 GAS_US_mini caleb_strategy_v3 [1] 2.95 None 2.9425 2.945 2.94 2.94 2.945 0.0075 -0.0025 0 -0.005 NaN -0.0025 6620 OAT caleb_strategy_v3 [1] 125.37 None 125.305 125.31 125.3 NaN 125.31 0.065 -0.005 0 NaN NaN -0.005 6621 BTP caleb_strategy_v3 [-1] 112.94 None 112.96 112.95 112.97 NaN 112.95 0.02 -0.01 -0 NaN NaN -0.01 6622 COCOA caleb_strategy_v3 [1] 3681 None 3667.5 3668 3667 3667 3669 13.5 -0.5 -1 -2 NaN -1.5 6623 GOLD_micro caleb_strategy_v3 [-1] 1927.3 None 1914.8 1914.7 1914.9 1914.9 1914.5 -12.5 -0.1 -0.2 -0.4 NaN -0.3 6624 CRUDE_W caleb_strategy_v3 [1] 85.89 None 87.365 87.37 87.36 87.36 87.37 -1.475 -0.005 0 -0.01 NaN -0.005 6625 BUND caleb_strategy_v3 [-1] 130.68 None 130.655 130.65 130.66 NaN 130.65 -0.025 -0.005 -0 NaN NaN -0.005 6626 EUROSTX caleb_strategy_v3 [1] 4296 None 4277.5 4278 4277 NaN 4278 18.5 -0.5 0 NaN NaN -0.5 6627 EURIBOR-ICE caleb_strategy_v3 [1] 97.035 None 97.005 97.01 97 97 97.01 0.03 -0.005 0 -0.01 NaN -0.005 6628 GBP caleb_strategy_v3 [1] 1.2509 None 1.24695 1.247 1.2469 1.2469 1.2469 0.00395 -5e-05 0.0001 2.22045e-16 NaN 5e-05 6630 JPY caleb_strategy_v3 [1] 0.0068285 None 0.00679825 0.0067985 0.006798 0.006798 0.006799 3.025e-05 -2.5e-07 -5e-07 -1e-06 NaN -7.5e-07 6631 VIX caleb_strategy_v3 [-1] 16.6 None 16.575 16.55 16.6 16.6 16.6 -0.025 -0.025 0.05 -0 NaN 0.025 6640 EUR caleb_strategy_v3 [1] 1.0749 None 1.07193 1.07195 1.0719 1.0719 1.07185 0.002975 -2.5e-05 0.0001 5e-05 NaN 7.5e-05 6633 GBP _ROLL_PSEUDO_STRATEGY [1] 1.2509 None 1.24695 1.247 1.2469 1.2469 1.2473 0.00395 -5e-05 -0.0003 -0.0004 NaN -0.00035 6634 GBP _ROLL_PSEUDO_STRATEGY [-1] 1.251 None 1.24735 1.2473 1.2474 1.2474 1.2473 -0.00365 -5e-05 -0 -0.0001 NaN -5e-05 6644 GBP _ROLL_PSEUDO_STRATEGY [1] 1.2509 None 1.2472 1.2473 1.2471 1.2471 1.247 0.0037 -0.0001 0.0003 0.0001 NaN 0.0002 6645 GBP _ROLL_PSEUDO_STRATEGY [-1] 1.251 None 1.24735 1.2473 1.2474 NaN 1.247 -0.00365 -5e-05 -0.0003 NaN NaN -0.00035 6664 DOW caleb_strategy_v3 [-1] 35028 None 34923 34922 34924 34924 34922 -105 -1 -0 -2 NaN -1 6641 DOW caleb_strategy_v3 [-1] 35028 None 34926.5 34926 34927 NaN 34926 -101.5 -0.5 -0 NaN NaN -0.5 6650 DOW caleb_strategy_v3 [-1] 35028 None 34923 34922 34924 34924 34922 -105 -1 -0 -2 NaN -1 6657 DOW caleb_strategy_v3 [-1] 35028 None 34922.5 34922 34923 34923 34923 -105.5 -0.5 1 -0 NaN 0.5 6656 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.07635 1.0763 1.0764 1.0764 1.07625 -0.0033 -5e-05 -5e-05 -0.00015 NaN -0.0001 6662 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.07173 1.07175 1.0717 1.0717 1.0717 0.003175 -2.5e-05 5e-05 0 NaN 2.5e-05 6663 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.0763 1.07625 1.07635 1.07635 1.0762 -0.00335 -5e-05 -5e-05 -0.00015 NaN -0.0001 6668 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.07167 1.0717 1.07165 1.07165 1.07165 0.003225 -2.5e-05 5e-05 0 NaN 2.5e-05 6669 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.07625 1.0762 1.0763 1.0763 1.0761 -0.0034 -5e-05 -0.0001 -0.0002 NaN -0.00015 6638 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.07187 1.0719 1.07185 1.07185 1.07195 0.003025 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 6639 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.07655 1.0765 1.0766 1.0766 1.0764 -0.0031 -5e-05 -0.0001 -0.0002 NaN -0.00015 6673 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.07163 1.07165 1.0716 NaN 1.07165 0.003275 -2.5e-05 0 NaN NaN -2.5e-05 6674 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.07615 1.0761 1.0762 1.0762 1.0762 -0.0035 -5e-05 0.0001 -0 NaN 5e-05 6648 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.0718 1.07185 1.07175 1.07175 1.07175 0.0031 -5e-05 0.0001 0 NaN 5e-05 6649 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07965 None 1.07645 1.0764 1.0765 1.0765 1.0763 -0.0032 -5e-05 -0.0001 -0.0002 NaN -0.00015 6655 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0749 None 1.07173 1.07175 1.0717 1.0717 1.0717 0.003175 -2.5e-05 5e-05 0 NaN 2.5e-05 6675 EUR caleb_strategy_v3 [-1] 1.07965 None 1.07625 1.0762 1.0763 1.0763 1.07625 -0.0034 -5e-05 5e-05 -5e-05 NaN 0 6679 EUR caleb_strategy_v3 [-1] 1.07965 None 1.07627 1.07625 1.0763 1.0763 1.0763 -0.003375 -2.5e-05 5e-05 -0 NaN 2.5e-05 6685 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13135 1.1313 1.1314 1.1314 1.1314 -0.0025 -5e-05 0.0001 -0 NaN 5e-05 6660 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.1206 1.12065 1.12055 NaN 1.1206 0.00225 -5e-05 5e-05 NaN NaN 0 6661 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13148 1.13145 1.1315 1.1315 1.13135 -0.002375 -2.5e-05 -0.0001 -0.00015 NaN -0.000125 6666 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12055 1.1206 1.1205 1.1205 1.1206 0.0023 -5e-05 0 -0.0001 NaN -5e-05 6667 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.1314 1.13135 1.13145 1.13145 1.13145 -0.00245 -5e-05 0.0001 -0 NaN 5e-05 6636 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.1209 1.12095 1.12085 1.12085 1.12085 0.00195 -5e-05 0.0001 2.22045e-16 NaN 5e-05 6637 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13163 1.1316 1.13165 1.13165 1.13165 -0.002225 -2.5e-05 5e-05 -0 NaN 2.5e-05 6671 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12052 1.1206 1.12045 1.12045 1.1206 0.002325 -7.5e-05 0 -0.00015 NaN -7.5e-05 6672 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13148 1.13145 1.1315 1.1315 1.1314 -0.002375 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 6677 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12055 1.1206 1.1205 1.1205 1.12065 0.0023 -5e-05 -5e-05 -0.00015 NaN -0.0001 6646 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12082 1.12085 1.1208 1.1208 1.1207 0.002025 -2.5e-05 0.00015 0.0001 NaN 0.000125 6647 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13163 1.1316 1.13165 1.13165 1.13145 -0.002225 -2.5e-05 -0.00015 -0.0002 NaN -0.000175 6678 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13143 1.1314 1.13145 1.13145 1.13145 -0.002425 -2.5e-05 5e-05 -0 NaN 2.5e-05 6681 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12065 1.1207 1.1206 1.1206 1.1206 0.0022 -5e-05 0.0001 0 NaN 5e-05 6682 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.13148 1.13145 1.1315 1.1315 1.1313 -0.002375 -2.5e-05 -0.00015 -0.0002 NaN -0.000175 6684 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.1205 1.12055 1.12045 1.12045 1.1206 0.00235 -5e-05 -5e-05 -0.00015 NaN -0.0001 6653 CHF _ROLL_PSEUDO_STRATEGY [1] 1.12285 None 1.12065 1.1207 1.1206 1.1206 1.12065 0.0022 -5e-05 5e-05 -5e-05 NaN 0 6654 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13385 None 1.1315 1.13145 1.13155 1.13155 1.13145 -0.00235 -5e-05 -0 -0.0001 NaN -5e-05 6688 DOW caleb_strategy_v3 [1] 35028 None 34920.5 34921 34920 34920 34920 107.5 -0.5 1 0 NaN 0.5 6658 DOW caleb_strategy_v3 [1] 35028 None 34923.5 34924 34923 34923 34923 104.5 -0.5 1 0 NaN 0.5 6629 DOW caleb_strategy_v3 [1] 35028 None 34948 34949 34947 34947 34949 80 -1 0 -2 NaN -1 6665 DOW caleb_strategy_v3 [1] 35028 None 34922 34923 34921 34921 34925 106 -1 -2 -4 NaN -3 6687 DOW caleb_strategy_v3 [1] 35028 None 34919 34920 34918 34918 34921 109 -1 -1 -3 NaN -2 6670 DOW caleb_strategy_v3 [1] 35028 None 34925.5 34926 34925 34925 34926 102.5 -0.5 0 -1 NaN -0.5 6642 DOW caleb_strategy_v3 [1] 35028 None 34924.5 34925 34924 34924 34926 103.5 -0.5 -1 -2 NaN -1.5 6676 DOW caleb_strategy_v3 [1] 35028 None 34925.5 34926 34925 34925 34930 102.5 -0.5 -4 -5 NaN -4.5 6680 DOW caleb_strategy_v3 [1] 35028 None 34929.5 34930 34929 34929 34929 98.5 -0.5 1 0 NaN 0.5 6651 DOW caleb_strategy_v3 [1] 35028 None 34925 34926 34924 34924 34924 103 -1 2 0 NaN 1 6686 DOW caleb_strategy_v3 [1] 35028 None 34914 34915 34913 34913 34920 114 -1 -5 -7 NaN -6 6683 DOW caleb_strategy_v3 [1] 35028 None 34928.5 34929 34928 34928 34915 99.5 -0.5 14 13 NaN 13.5 6689 REDWHEAT caleb_strategy_v3 [1] 723.5 None 700 700 700 700 711.25 23.5 0 -11.25 -11.25 NaN -11.25 6691 LEANHOG caleb_strategy_v3 [-1] 74.7 None 75.775 75.75 75.8 75.8 75.75 1.075 -0.025 -0 -0.05 NaN -0.025 6704 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 725.75 None 719.875 714.75 725 725 714.75 -5.875 -5.125 -0 -10.25 NaN -5.125 6695 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 725.75 None 725 725 725 725 714.75 -0.75 -0 -10.25 -10.25 NaN -10.25 6694 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 723.5 None 705.625 711.25 700 700 711.25 17.875 -5.625 0 -11.25 NaN -5.625 6703 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 723.5 None 705.625 711.25 700 700 711.25 17.875 -5.625 0 -11.25 NaN -5.625 6696 WHEAT _ROLL_PSEUDO_STRATEGY [1] 584.25 None 575 575 575 575 573.25 9.25 0 1.75 1.75 NaN 1.75 6705 WHEAT _ROLL_PSEUDO_STRATEGY [1] 584.25 None 573.125 573.25 573 573 573.25 11.125 -0.125 0 -0.25 NaN -0.125 6706 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 665.75 None 653.25 656.5 650 650 656.5 -12.5 3.25 -0 6.5 NaN 3.25 6697 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 665.75 None 650 650 650 650 656.5 -15.75 -0 6.5 6.5 NaN 6.5 6699 CORN _ROLL_PSEUDO_STRATEGY [-1] 511.5 None 500 500 500 NaN 507.75 -11.5 -0 7.75 NaN NaN 7.75 6698 CORN _ROLL_PSEUDO_STRATEGY [1] 486 None 475 475 475 475 482.5 11 0 -7.5 -7.5 NaN -7.5 6707 CORN _ROLL_PSEUDO_STRATEGY [1] 486 None 478.75 482.5 475 475 482.5 7.25 -3.75 0 -7.5 NaN -3.75 6708 CORN _ROLL_PSEUDO_STRATEGY [-1] 511.5 None 507.875 507.75 508 NaN 507.75 -3.625 -0.125 -0 NaN NaN -0.125 6690 FEEDCOW caleb_strategy_v3 [1] 261.875 None 262.5 262.5 262.5 262.5 262.35 -0.625 0 0.15 0.15 NaN 0.15 6700 FEEDCOW caleb_strategy_v3 [1] 261.875 None 262.425 262.35 262.5 262.5 262.4 -0.55 0.075 -0.05 0.1 NaN 0.025 6710 FEEDCOW caleb_strategy_v3 [1] 261.875 None 262.362 262.4 262.325 262.325 262.4 -0.4875 -0.0375 0 -0.075 NaN -0.0375 6692 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 1370 None 1352.62 1352.5 1352.75 1352.75 1352.5 -17.375 -0.125 -0 -0.25 NaN -0.125 6693 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 1302 None 1300 1300 1300 1300 1289 2 0 11 11 NaN 11 6701 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 1370 None 1351.25 1352.5 1350 1350 1353.25 -18.75 1.25 0.75 3.25 NaN 2 6702 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 1302 None 1288.62 1289 1288.25 1288.25 1289.5 13.375 -0.375 -0.5 -1.25 NaN -0.875 6711 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 1370 None 1353.38 1353.25 1353.5 1353.5 1353.5 -16.625 -0.125 0.25 -0 NaN 0.125 6712 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 1302 None 1294.75 1289.5 1300 1300 1289.75 7.25 5.25 -0.25 10.25 NaN 5 6713 REDWHEAT caleb_strategy_v3 [-1] 725.75 None 719.875 714.75 725 725 714.75 -5.875 -5.125 -0 -10.25 NaN -5.125 6709 REDWHEAT caleb_strategy_v3 [-1] 725.75 None 719.875 714.75 725 725 714.75 -5.875 -5.125 -0 -10.25 NaN -5.125 6632 JPY _ROLL_PSEUDO_STRATEGY [1] 0.0068285 None 0.00679875 0.006799 0.0067985 0.0067985 0.0068 2.975e-05 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 6643 JPY _ROLL_PSEUDO_STRATEGY [1] 0.0068285 None 0.00679975 0.0068 0.0067995 0.0067995 0.0068 2.875e-05 -2.5e-07 0 -5e-07 NaN -2.5e-07 6652 JPY _ROLL_PSEUDO_STRATEGY [1] 0.0068285 None 0.00679975 0.0068 0.0067995 0.0067995 0.006801 2.875e-05 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 6659 JPY _ROLL_PSEUDO_STRATEGY [1] 0.0068285 None 0.00680025 0.0068005 0.0068 0.0068 0.0068 2.825e-05 -2.5e-07 5e-07 0 NaN 2.5e-07 6635 NZD _ROLL_PSEUDO_STRATEGY [1] 0.59185 None 0.589975 0.59 0.58995 NaN 0.59 0.001875 -2.5e-05 0 NaN NaN -2.5e-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 6572 SMI caleb_strategy_v3 [-1] 1148.85 69.635 -8.70438 -0 -17.4088 NaN -8.70438 6576 BUXL caleb_strategy_v3 [-1] 24.6296 -40.6015 -8.1203 8.1203 -8.1203 NaN 0 6578 DAX caleb_strategy_v3 [1] 1929.47 121.795 -38.8707 0 -77.7414 NaN -38.8707 6571 DAX caleb_strategy_v3 [1] 1929.47 126.978 -44.0535 0 -88.1069 NaN -44.0535 6577 BUND caleb_strategy_v3 [-1] 10.7064 -4.6701 -4.6701 -9.34021 -18.6804 NaN -14.0103 6582 BUND caleb_strategy_v3 [-1] 10.7064 -14.0103 -4.6701 28.0206 18.6804 NaN 23.3505 6573 EUROSTX caleb_strategy_v3 [1] 598.455 33.4194 -16.7097 0 -33.4194 NaN -16.7097 6579 EUROSTX caleb_strategy_v3 [1] 598.455 33.4194 -16.7097 0 -33.4194 NaN -16.7097 6583 EUROSTX caleb_strategy_v3 [1] 598.455 25.0646 -8.35485 -16.7097 -33.4194 NaN -25.0646 6586 EUROSTX caleb_strategy_v3 [1] 598.455 8.35485 -8.35485 -16.7097 -33.4194 NaN -25.0646 6589 EUROSTX caleb_strategy_v3 [1] 598.455 -8.35485 -8.35485 33.4194 16.7097 NaN 25.0646 6575 OAT caleb_strategy_v3 [1] 10.6413 23.4934 -4.69868 9.39736 0 NaN 4.69868 6581 OAT caleb_strategy_v3 [1] 10.6413 28.1921 -9.39736 -28.1921 -46.9868 NaN -37.5894 6585 OAT caleb_strategy_v3 [1] 10.6413 0 -9.39736 18.7947 0 NaN 9.39736 6588 OAT caleb_strategy_v3 [1] 10.6413 14.096 -4.69868 -9.39736 -18.7947 NaN -14.096 6591 OAT caleb_strategy_v3 [1] 10.6413 4.69868 -4.69868 9.39736 0 NaN 4.69868 6592 BTP caleb_strategy_v3 [-1] 11.1258 4.49404 -4.49404 -0 -8.98808 NaN -4.49404 6574 BTP caleb_strategy_v3 [-1] 11.1258 -31.4583 -4.49404 8.98808 -0 NaN 4.49404 6580 BTP caleb_strategy_v3 [-1] 11.1258 -22.4702 -4.49404 35.9523 26.9642 NaN 31.4583 6584 BTP caleb_strategy_v3 [-1] 11.1258 13.4821 -4.49404 -8.98808 -17.9762 NaN -13.4821 6587 BTP caleb_strategy_v3 [-1] 11.1258 4.49404 -4.49404 8.98808 -0 NaN 4.49404 6590 BTP caleb_strategy_v3 [-1] 11.1258 13.4821 -4.49404 -8.98808 -17.9762 NaN -13.4821 6594 GASOIL caleb_strategy_v3 [-1] 286.761 -30.5133 -4.35904 -0 -8.71807 NaN -4.35904 6593 ROBUSTA caleb_strategy_v3 [1] 516.448 290.445 -19.363 0 -38.726 NaN -19.363 6595 ROBUSTA caleb_strategy_v3 [1] 516.448 271.082 -19.363 38.726 0 NaN 19.363 6596 EURIBOR-ICE caleb_strategy_v3 [1] 1.03361 120.936 -24.1871 0 -48.3742 NaN -24.1871 6597 EURIBOR-ICE caleb_strategy_v3 [1] 1.03361 120.936 -24.1871 0 -48.3742 NaN -24.1871 6600 PLAT caleb_strategy_v3 [-1] 230.123 -6.51826 -6.51826 -0 -13.0365 NaN -6.51826 6604 SUGAR11 caleb_strategy_v3 [-1] 5.38149 529.593 -139.367 -0 -278.733 NaN -139.367 6598 SUGAR11 caleb_strategy_v3 [-1] 5.38149 399.518 -9.29111 18.5822 -6.60173e-12 NaN 9.29111 6605 COPPER caleb_strategy_v3 [-1] 0.797507 -94.043 -6.26953 -31.3477 -43.8867 NaN -37.6172 6599 COPPER caleb_strategy_v3 [-1] 0.797507 -97.1778 -3.13477 6.26953 -0 NaN 3.13477 6608 CRUDE_W caleb_strategy_v3 [1] 19.0858 -597.302 -5.23949 10.479 0 NaN 5.23949 6603 CRUDE_W caleb_strategy_v3 [1] 19.0858 -592.063 -5.23949 -5.23949 -15.7185 NaN -10.479 6601 COCOA caleb_strategy_v3 [1] 611.093 196.37 -16.3641 -16.3641 -49.0924 NaN -32.7283 6609 COCOA caleb_strategy_v3 [1] 611.093 130.913 -16.3641 32.7283 0 NaN 16.3641 6606 COCOA caleb_strategy_v3 [1] 611.093 171.823 -8.18207 -49.0924 -65.4565 NaN -57.2745 6602 GOLD_micro caleb_strategy_v3 [-1] 182.964 -784.309 -8.19835 5.46557 -10.9311 NaN -2.73278 6607 GOLD_micro caleb_strategy_v3 [-1] 182.964 -781.576 -5.46557 -49.1901 NaN NaN -54.6557 6610 GOLD_micro caleb_strategy_v3 [-1] 182.964 -828.034 -8.19835 16.3967 -1.24273e-11 NaN 8.19835 6611 GOLD_micro caleb_strategy_v3 [-1] 182.964 -808.904 -5.46557 10.9311 -1.24273e-11 NaN 5.46557 6612 GOLD_micro caleb_strategy_v3 [-1] 182.964 -800.706 -2.73278 5.46557 -0 NaN 2.73278 6613 GOLD_micro caleb_strategy_v3 [-1] 182.964 -814.37 -5.46557 -0 -10.9311 NaN -5.46557 6614 GOLD_micro caleb_strategy_v3 [-1] 182.964 -814.37 -5.46557 -5.46557 -16.3967 NaN -10.9311 6615 GOLD_micro caleb_strategy_v3 [-1] 182.964 -808.904 -5.46557 -5.46557 -16.3967 NaN -10.9311 6616 GOLD_micro caleb_strategy_v3 [-1] 182.964 -811.637 -8.19835 5.46557 -10.9311 NaN -2.73278 6617 GOLD_micro caleb_strategy_v3 [-1] 182.964 -808.904 -5.46557 -10.9311 -21.8623 NaN -16.3967 6618 GOLD_micro caleb_strategy_v3 [-1] 182.964 -825.301 -5.46557 10.9311 -1.24273e-11 NaN 5.46557 6619 GAS_US_mini caleb_strategy_v3 [1] 1.85743 40.3784 -13.4595 0 -26.9189 NaN -13.4595 6620 OAT caleb_strategy_v3 [1] 10.6413 61.0828 -4.69868 0 NaN NaN -4.69868 6621 BTP caleb_strategy_v3 [-1] 11.1258 17.9762 -8.98808 -0 NaN NaN -8.98808 6622 COCOA caleb_strategy_v3 [1] 611.093 220.916 -8.18207 -16.3641 -32.7283 NaN -24.5462 6623 GOLD_micro caleb_strategy_v3 [-1] 182.964 -683.196 -5.46557 -10.9311 -21.8623 NaN -16.3967 6624 CRUDE_W caleb_strategy_v3 [1] 19.0858 -772.825 -2.61975 0 -5.23949 NaN -2.61975 6625 BUND caleb_strategy_v3 [-1] 10.7064 -23.3505 -4.6701 -0 NaN NaN -4.6701 6626 EUROSTX caleb_strategy_v3 [1] 598.455 309.13 -8.35485 0 NaN NaN -8.35485 6627 EURIBOR-ICE caleb_strategy_v3 [1] 1.03361 290.245 -48.3742 0 -96.7484 NaN -48.3742 6628 GBP caleb_strategy_v3 [1] 0.0932497 423.594 -5.36195 10.7239 2.38118e-11 NaN 5.36195 6630 JPY caleb_strategy_v3 [1] 0.000639439 473.071 -3.90968 -7.81935 -15.6387 NaN -11.729 6631 VIX caleb_strategy_v3 [-1] 6.96897 -35.8733 -35.8733 71.7466 -0 NaN 35.8733 6640 EUR caleb_strategy_v3 [1] 0.0754199 394.458 -3.31477 13.2591 6.62955 NaN 9.94432 6633 GBP _ROLL_PSEUDO_STRATEGY [1] 0.0932497 423.594 -5.36195 -32.1717 -42.8956 NaN -37.5337 6634 GBP _ROLL_PSEUDO_STRATEGY [-1] 0.0932497 -391.422 -5.36195 -0 -10.7239 NaN -5.36195 6644 GBP _ROLL_PSEUDO_STRATEGY [1] 0.0932497 396.784 -10.7239 32.1717 10.7239 NaN 21.4478 6645 GBP _ROLL_PSEUDO_STRATEGY [-1] 0.0932497 -391.422 -5.36195 -32.1717 NaN NaN -37.5337 6664 DOW caleb_strategy_v3 [-1] 3755.03 -279.625 -2.66309 -0 -5.32619 NaN -2.66309 6641 DOW caleb_strategy_v3 [-1] 3755.03 -270.304 -1.33155 -0 NaN NaN -1.33155 6650 DOW caleb_strategy_v3 [-1] 3755.03 -279.625 -2.66309 -0 -5.32619 NaN -2.66309 6657 DOW caleb_strategy_v3 [-1] 3755.03 -280.956 -1.33155 2.66309 -0 NaN 1.33155 6656 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -437.55 -6.62955 -6.62955 -19.8886 NaN -13.2591 6662 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 420.976 -3.31477 6.62955 0 NaN 3.31477 6663 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -444.18 -6.62955 -6.62955 -19.8886 NaN -13.2591 6668 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 427.606 -3.31477 6.62955 0 NaN 3.31477 6669 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -450.809 -6.62955 -13.2591 -26.5182 NaN -19.8886 6638 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 401.088 -3.31477 -6.62955 -13.2591 NaN -9.94432 6639 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -411.032 -6.62955 -13.2591 -26.5182 NaN -19.8886 6673 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 434.235 -3.31477 0 NaN NaN -3.31477 6674 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -464.068 -6.62955 13.2591 -0 NaN 6.62955 6648 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 411.032 -6.62955 13.2591 0 NaN 6.62955 6649 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0754199 -424.291 -6.62955 -13.2591 -26.5182 NaN -19.8886 6655 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0754199 420.976 -3.31477 6.62955 0 NaN 3.31477 6675 EUR caleb_strategy_v3 [-1] 0.0754199 -450.809 -6.62955 6.62955 -6.62955 NaN 0 6679 EUR caleb_strategy_v3 [-1] 0.0754199 -447.494 -3.31477 6.62955 -0 NaN 3.31477 6685 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -336.015 -6.72031 13.4406 -0 NaN 6.72031 6660 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 302.414 -6.72031 6.72031 NaN NaN 0 6661 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -319.215 -3.36015 -13.4406 -20.1609 NaN -16.8008 6666 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 309.134 -6.72031 0 -13.4406 NaN -6.72031 6667 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -329.295 -6.72031 13.4406 -0 NaN 6.72031 6636 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 262.092 -6.72031 13.4406 2.98442e-11 NaN 6.72031 6637 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -299.054 -3.36015 6.72031 -0 NaN 3.36015 6671 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 312.494 -10.0805 0 -20.1609 NaN -10.0805 6672 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -319.215 -3.36015 -6.72031 -13.4406 NaN -10.0805 6677 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 309.134 -6.72031 -6.72031 -20.1609 NaN -13.4406 6646 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 272.172 -3.36015 20.1609 13.4406 NaN 16.8008 6647 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -299.054 -3.36015 -20.1609 -26.8812 NaN -23.5211 6678 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -325.935 -3.36015 6.72031 -0 NaN 3.36015 6681 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 295.693 -6.72031 13.4406 0 NaN 6.72031 6682 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -319.215 -3.36015 -20.1609 -26.8812 NaN -23.5211 6684 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 315.854 -6.72031 -6.72031 -20.1609 NaN -13.4406 6653 CHF _ROLL_PSEUDO_STRATEGY [1] 0.0744014 295.693 -6.72031 6.72031 -6.72031 NaN 0 6654 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.0744014 -315.854 -6.72031 -0 -13.4406 NaN -6.72031 6688 DOW caleb_strategy_v3 [1] 3755.03 286.283 -1.33155 2.66309 0 NaN 1.33155 6658 DOW caleb_strategy_v3 [1] 3755.03 278.293 -1.33155 2.66309 0 NaN 1.33155 6629 DOW caleb_strategy_v3 [1] 3755.03 213.048 -2.66309 0 -5.32619 NaN -2.66309 6665 DOW caleb_strategy_v3 [1] 3755.03 282.288 -2.66309 -5.32619 -10.6524 NaN -7.98928 6687 DOW caleb_strategy_v3 [1] 3755.03 290.277 -2.66309 -2.66309 -7.98928 NaN -5.32619 6670 DOW caleb_strategy_v3 [1] 3755.03 272.967 -1.33155 0 -2.66309 NaN -1.33155 6642 DOW caleb_strategy_v3 [1] 3755.03 275.63 -1.33155 -2.66309 -5.32619 NaN -3.99464 6676 DOW caleb_strategy_v3 [1] 3755.03 272.967 -1.33155 -10.6524 -13.3155 NaN -11.9839 6680 DOW caleb_strategy_v3 [1] 3755.03 262.315 -1.33155 2.66309 0 NaN 1.33155 6651 DOW caleb_strategy_v3 [1] 3755.03 274.299 -2.66309 5.32619 0 NaN 2.66309 6686 DOW caleb_strategy_v3 [1] 3755.03 303.593 -2.66309 -13.3155 -18.6417 NaN -15.9786 6683 DOW caleb_strategy_v3 [1] 3755.03 264.978 -1.33155 37.2833 34.6202 NaN 35.9518 6689 REDWHEAT caleb_strategy_v3 [1] 257.259 913.478 0 -437.303 -437.303 NaN -437.303 6691 LEANHOG caleb_strategy_v3 [-1] 21.6188 497.253 -11.564 -0 -23.128 NaN -11.564 6704 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 257.259 -228.369 -199.216 -0 -398.432 NaN -199.216 6695 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 257.259 -29.1535 -0 -398.432 -398.432 NaN -398.432 6694 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 257.259 694.826 -218.652 0 -437.303 NaN -218.652 6703 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 257.259 694.826 -218.652 0 -437.303 NaN -218.652 6696 WHEAT _ROLL_PSEUDO_STRATEGY [1] 239.699 385.901 0 73.0083 73.0083 NaN 73.0083 6705 WHEAT _ROLL_PSEUDO_STRATEGY [1] 239.699 464.124 -5.21488 0 -10.4298 NaN -5.21488 6706 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 239.699 -521.488 135.587 -0 271.174 NaN 135.587 6697 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 239.699 -657.075 -0 271.174 271.174 NaN 271.174 6699 CORN _ROLL_PSEUDO_STRATEGY [-1] 136.274 -843.891 -0 568.709 NaN NaN 568.709 6698 CORN _ROLL_PSEUDO_STRATEGY [1] 136.274 807.2 0 -550.363 -550.363 NaN -550.363 6707 CORN _ROLL_PSEUDO_STRATEGY [1] 136.274 532.018 -275.182 0 -550.363 NaN -275.182 6708 CORN _ROLL_PSEUDO_STRATEGY [-1] 136.274 -266.009 -9.17272 -0 NaN NaN -9.17272 6690 FEEDCOW caleb_strategy_v3 [1] 23.3051 -268.181 0 64.3635 64.3635 NaN 64.3635 6700 FEEDCOW caleb_strategy_v3 [1] 23.3051 -236 32.1818 -21.4545 42.909 NaN 10.7273 6710 FEEDCOW caleb_strategy_v3 [1] 23.3051 -209.181 -16.0909 0 -32.1818 NaN -16.0909 6692 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 269.028 -645.844 -4.64636 -0 -9.29272 NaN -4.64636 6693 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 269.028 74.3418 0 408.88 408.88 NaN 408.88 6701 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 269.028 -696.954 46.4636 27.8782 120.805 NaN 74.3418 6702 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 269.028 497.161 -13.9391 -18.5854 -46.4636 NaN -32.5245 6711 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 269.028 -617.966 -4.64636 9.29272 -0 NaN 4.64636 6712 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 269.028 269.489 195.147 -9.29272 381.002 NaN 185.854 6713 REDWHEAT caleb_strategy_v3 [-1] 257.259 -228.369 -199.216 -0 -398.432 NaN -199.216 6709 REDWHEAT caleb_strategy_v3 [-1] 257.259 -228.369 -199.216 -0 -398.432 NaN -199.216 6632 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000639439 465.252 -3.90968 -15.6387 -23.4581 NaN -19.5484 6643 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000639439 449.613 -3.90968 0 -7.81935 NaN -3.90968 6652 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000639439 449.613 -3.90968 -15.6387 -23.4581 NaN -19.5484 6659 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000639439 441.793 -3.90968 7.81935 0 NaN 3.90968 6635 NZD _ROLL_PSEUDO_STRATEGY [1] 0.0574717 326.248 -4.34997 0 NaN NaN -4.34997 =========================================================================================================================================================================== 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 6572 SMI caleb_strategy_v3 [-1] 11.2145 89.716 -11.2145 -0 -22.429 NaN -11.2145 6576 BUXL caleb_strategy_v3 [-1] 1073.7 -107.37 -21.474 21.474 -21.474 NaN 0 6578 DAX caleb_strategy_v3 [1] 1.0737 25.232 -8.05275 0 -16.1055 NaN -8.05275 6571 DAX caleb_strategy_v3 [1] 1.0737 26.3057 -9.12645 0 -18.2529 NaN -9.12645 6577 BUND caleb_strategy_v3 [-1] 1073.7 -5.3685 -5.3685 -10.737 -21.474 NaN -16.1055 6582 BUND caleb_strategy_v3 [-1] 1073.7 -16.1055 -5.3685 32.211 21.474 NaN 26.8425 6573 EUROSTX caleb_strategy_v3 [1] 10.737 21.474 -10.737 0 -21.474 NaN -10.737 6579 EUROSTX caleb_strategy_v3 [1] 10.737 21.474 -10.737 0 -21.474 NaN -10.737 6583 EUROSTX caleb_strategy_v3 [1] 10.737 16.1055 -5.3685 -10.737 -21.474 NaN -16.1055 6586 EUROSTX caleb_strategy_v3 [1] 10.737 5.3685 -5.3685 -10.737 -21.474 NaN -16.1055 6589 EUROSTX caleb_strategy_v3 [1] 10.737 -5.3685 -5.3685 21.474 10.737 NaN 16.1055 6575 OAT caleb_strategy_v3 [1] 1073.7 26.8425 -5.3685 10.737 0 NaN 5.3685 6581 OAT caleb_strategy_v3 [1] 1073.7 32.211 -10.737 -32.211 -53.685 NaN -42.948 6585 OAT caleb_strategy_v3 [1] 1073.7 0 -10.737 21.474 0 NaN 10.737 6588 OAT caleb_strategy_v3 [1] 1073.7 16.1055 -5.3685 -10.737 -21.474 NaN -16.1055 6591 OAT caleb_strategy_v3 [1] 1073.7 5.3685 -5.3685 10.737 0 NaN 5.3685 6592 BTP caleb_strategy_v3 [-1] 1073.7 5.3685 -5.3685 -0 -10.737 NaN -5.3685 6574 BTP caleb_strategy_v3 [-1] 1073.7 -37.5795 -5.3685 10.737 -0 NaN 5.3685 6580 BTP caleb_strategy_v3 [-1] 1073.7 -26.8425 -5.3685 42.948 32.211 NaN 37.5795 6584 BTP caleb_strategy_v3 [-1] 1073.7 16.1055 -5.3685 -10.737 -21.474 NaN -16.1055 6587 BTP caleb_strategy_v3 [-1] 1073.7 5.3685 -5.3685 10.737 -0 NaN 5.3685 6590 BTP caleb_strategy_v3 [-1] 1073.7 16.1055 -5.3685 -10.737 -21.474 NaN -16.1055 6594 GASOIL caleb_strategy_v3 [-1] 100 -87.5 -12.5 -0 -25 NaN -12.5 6593 ROBUSTA caleb_strategy_v3 [1] 10 150 -10 0 -20 NaN -10 6595 ROBUSTA caleb_strategy_v3 [1] 10 140 -10 20 0 NaN 10 6596 EURIBOR-ICE caleb_strategy_v3 [1] 2684.25 33.5531 -6.71062 0 -13.4213 NaN -6.71062 6597 EURIBOR-ICE caleb_strategy_v3 [1] 2684.25 33.5531 -6.71062 0 -13.4213 NaN -6.71062 6600 PLAT caleb_strategy_v3 [-1] 50 -7.5 -7.5 -0 -15 NaN -7.5 6604 SUGAR11 caleb_strategy_v3 [-1] 1120 319.2 -84 -0 -168 NaN -84 6598 SUGAR11 caleb_strategy_v3 [-1] 1120 240.8 -5.6 11.2 -3.97904e-12 NaN 5.6 6605 COPPER caleb_strategy_v3 [-1] 25000 -187.5 -12.5 -62.5 -87.5 NaN -75 6599 COPPER caleb_strategy_v3 [-1] 25000 -193.75 -6.25 12.5 -0 NaN 6.25 6608 CRUDE_W caleb_strategy_v3 [1] 1000 -1140 -10 20 0 NaN 10 6603 CRUDE_W caleb_strategy_v3 [1] 1000 -1130 -10 -10 -30 NaN -20 6601 COCOA caleb_strategy_v3 [1] 10 120 -10 -10 -30 NaN -20 6609 COCOA caleb_strategy_v3 [1] 10 80 -10 20 0 NaN 10 6606 COCOA caleb_strategy_v3 [1] 10 105 -5 -30 -40 NaN -35 6602 GOLD_micro caleb_strategy_v3 [-1] 10 -143.5 -1.5 1 -2 NaN -0.5 6607 GOLD_micro caleb_strategy_v3 [-1] 10 -143 -1 -9 NaN NaN -10 6610 GOLD_micro caleb_strategy_v3 [-1] 10 -151.5 -1.5 3 -2.27374e-12 NaN 1.5 6611 GOLD_micro caleb_strategy_v3 [-1] 10 -148 -1 2 -2.27374e-12 NaN 1 6612 GOLD_micro caleb_strategy_v3 [-1] 10 -146.5 -0.5 1 -0 NaN 0.5 6613 GOLD_micro caleb_strategy_v3 [-1] 10 -149 -1 -0 -2 NaN -1 6614 GOLD_micro caleb_strategy_v3 [-1] 10 -149 -1 -1 -3 NaN -2 6615 GOLD_micro caleb_strategy_v3 [-1] 10 -148 -1 -1 -3 NaN -2 6616 GOLD_micro caleb_strategy_v3 [-1] 10 -148.5 -1.5 1 -2 NaN -0.5 6617 GOLD_micro caleb_strategy_v3 [-1] 10 -148 -1 -2 -4 NaN -3 6618 GOLD_micro caleb_strategy_v3 [-1] 10 -151 -1 2 -2.27374e-12 NaN 1 6619 GAS_US_mini caleb_strategy_v3 [1] 2500 18.75 -6.25 0 -12.5 NaN -6.25 6620 OAT caleb_strategy_v3 [1] 1073.7 69.7905 -5.3685 0 NaN NaN -5.3685 6621 BTP caleb_strategy_v3 [-1] 1073.7 21.474 -10.737 -0 NaN NaN -10.737 6622 COCOA caleb_strategy_v3 [1] 10 135 -5 -10 -20 NaN -15 6623 GOLD_micro caleb_strategy_v3 [-1] 10 -125 -1 -2 -4 NaN -3 6624 CRUDE_W caleb_strategy_v3 [1] 1000 -1475 -5 0 -10 NaN -5 6625 BUND caleb_strategy_v3 [-1] 1073.7 -26.8425 -5.3685 -0 NaN NaN -5.3685 6626 EUROSTX caleb_strategy_v3 [1] 10.737 198.635 -5.3685 0 NaN NaN -5.3685 6627 EURIBOR-ICE caleb_strategy_v3 [1] 2684.25 80.5275 -13.4213 0 -26.8425 NaN -13.4213 6628 GBP caleb_strategy_v3 [1] 62500 246.875 -3.125 6.25 1.38778e-11 NaN 3.125 6630 JPY caleb_strategy_v3 [1] 1.25e+07 378.125 -3.125 -6.25 -12.5 NaN -9.375 6631 VIX caleb_strategy_v3 [-1] 1000 -25 -25 50 -0 NaN 25 6640 EUR caleb_strategy_v3 [1] 125000 371.875 -3.125 12.5 6.25 NaN 9.375 6633 GBP _ROLL_PSEUDO_STRATEGY [1] 62500 246.875 -3.125 -18.75 -25 NaN -21.875 6634 GBP _ROLL_PSEUDO_STRATEGY [-1] 62500 -228.125 -3.125 -0 -6.25 NaN -3.125 6644 GBP _ROLL_PSEUDO_STRATEGY [1] 62500 231.25 -6.25 18.75 6.25 NaN 12.5 6645 GBP _ROLL_PSEUDO_STRATEGY [-1] 62500 -228.125 -3.125 -18.75 NaN NaN -21.875 6664 DOW caleb_strategy_v3 [-1] 0.5 -52.5 -0.5 -0 -1 NaN -0.5 6641 DOW caleb_strategy_v3 [-1] 0.5 -50.75 -0.25 -0 NaN NaN -0.25 6650 DOW caleb_strategy_v3 [-1] 0.5 -52.5 -0.5 -0 -1 NaN -0.5 6657 DOW caleb_strategy_v3 [-1] 0.5 -52.75 -0.25 0.5 -0 NaN 0.25 6656 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -412.5 -6.25 -6.25 -18.75 NaN -12.5 6662 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 396.875 -3.125 6.25 0 NaN 3.125 6663 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -418.75 -6.25 -6.25 -18.75 NaN -12.5 6668 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 403.125 -3.125 6.25 0 NaN 3.125 6669 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -425 -6.25 -12.5 -25 NaN -18.75 6638 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 378.125 -3.125 -6.25 -12.5 NaN -9.375 6639 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -387.5 -6.25 -12.5 -25 NaN -18.75 6673 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 409.375 -3.125 0 NaN NaN -3.125 6674 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -437.5 -6.25 12.5 -0 NaN 6.25 6648 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 387.5 -6.25 12.5 0 NaN 6.25 6649 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -400 -6.25 -12.5 -25 NaN -18.75 6655 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 396.875 -3.125 6.25 0 NaN 3.125 6675 EUR caleb_strategy_v3 [-1] 125000 -425 -6.25 6.25 -6.25 NaN 0 6679 EUR caleb_strategy_v3 [-1] 125000 -421.875 -3.125 6.25 -0 NaN 3.125 6685 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -312.5 -6.25 12.5 -0 NaN 6.25 6660 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 281.25 -6.25 6.25 NaN NaN 0 6661 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -296.875 -3.125 -12.5 -18.75 NaN -15.625 6666 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 287.5 -6.25 0 -12.5 NaN -6.25 6667 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -306.25 -6.25 12.5 -0 NaN 6.25 6636 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 243.75 -6.25 12.5 2.77556e-11 NaN 6.25 6637 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -278.125 -3.125 6.25 -0 NaN 3.125 6671 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 290.625 -9.375 0 -18.75 NaN -9.375 6672 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -296.875 -3.125 -6.25 -12.5 NaN -9.375 6677 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 287.5 -6.25 -6.25 -18.75 NaN -12.5 6646 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 253.125 -3.125 18.75 12.5 NaN 15.625 6647 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -278.125 -3.125 -18.75 -25 NaN -21.875 6678 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -303.125 -3.125 6.25 -0 NaN 3.125 6681 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 275 -6.25 12.5 0 NaN 6.25 6682 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -296.875 -3.125 -18.75 -25 NaN -21.875 6684 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 293.75 -6.25 -6.25 -18.75 NaN -12.5 6653 CHF _ROLL_PSEUDO_STRATEGY [1] 125000 275 -6.25 6.25 -6.25 NaN 0 6654 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000 -293.75 -6.25 -0 -12.5 NaN -6.25 6688 DOW caleb_strategy_v3 [1] 0.5 53.75 -0.25 0.5 0 NaN 0.25 6658 DOW caleb_strategy_v3 [1] 0.5 52.25 -0.25 0.5 0 NaN 0.25 6629 DOW caleb_strategy_v3 [1] 0.5 40 -0.5 0 -1 NaN -0.5 6665 DOW caleb_strategy_v3 [1] 0.5 53 -0.5 -1 -2 NaN -1.5 6687 DOW caleb_strategy_v3 [1] 0.5 54.5 -0.5 -0.5 -1.5 NaN -1 6670 DOW caleb_strategy_v3 [1] 0.5 51.25 -0.25 0 -0.5 NaN -0.25 6642 DOW caleb_strategy_v3 [1] 0.5 51.75 -0.25 -0.5 -1 NaN -0.75 6676 DOW caleb_strategy_v3 [1] 0.5 51.25 -0.25 -2 -2.5 NaN -2.25 6680 DOW caleb_strategy_v3 [1] 0.5 49.25 -0.25 0.5 0 NaN 0.25 6651 DOW caleb_strategy_v3 [1] 0.5 51.5 -0.5 1 0 NaN 0.5 6686 DOW caleb_strategy_v3 [1] 0.5 57 -0.5 -2.5 -3.5 NaN -3 6683 DOW caleb_strategy_v3 [1] 0.5 49.75 -0.25 7 6.5 NaN 6.75 6689 REDWHEAT caleb_strategy_v3 [1] 50 1175 0 -562.5 -562.5 NaN -562.5 6691 LEANHOG caleb_strategy_v3 [-1] 400 430 -10 -0 -20 NaN -10 6704 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 50 -293.75 -256.25 -0 -512.5 NaN -256.25 6695 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 50 -37.5 -0 -512.5 -512.5 NaN -512.5 6694 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 50 893.75 -281.25 0 -562.5 NaN -281.25 6703 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 50 893.75 -281.25 0 -562.5 NaN -281.25 6696 WHEAT _ROLL_PSEUDO_STRATEGY [1] 50 462.5 0 87.5 87.5 NaN 87.5 6705 WHEAT _ROLL_PSEUDO_STRATEGY [1] 50 556.25 -6.25 0 -12.5 NaN -6.25 6706 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 50 -625 162.5 -0 325 NaN 162.5 6697 WHEAT _ROLL_PSEUDO_STRATEGY [-1] 50 -787.5 -0 325 325 NaN 325 6699 CORN _ROLL_PSEUDO_STRATEGY [-1] 50 -575 -0 387.5 NaN NaN 387.5 6698 CORN _ROLL_PSEUDO_STRATEGY [1] 50 550 0 -375 -375 NaN -375 6707 CORN _ROLL_PSEUDO_STRATEGY [1] 50 362.5 -187.5 0 -375 NaN -187.5 6708 CORN _ROLL_PSEUDO_STRATEGY [-1] 50 -181.25 -6.25 -0 NaN NaN -6.25 6690 FEEDCOW caleb_strategy_v3 [1] 500 -312.5 0 75 75 NaN 75 6700 FEEDCOW caleb_strategy_v3 [1] 500 -275 37.5 -25 50 NaN 12.5 6710 FEEDCOW caleb_strategy_v3 [1] 500 -243.75 -18.75 0 -37.5 NaN -18.75 6692 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 50 -868.75 -6.25 -0 -12.5 NaN -6.25 6693 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 50 100 0 550 550 NaN 550 6701 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 50 -937.5 62.5 37.5 162.5 NaN 100 6702 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 50 668.75 -18.75 -25 -62.5 NaN -43.75 6711 SOYBEAN _ROLL_PSEUDO_STRATEGY [-1] 50 -831.25 -6.25 12.5 -0 NaN 6.25 6712 SOYBEAN _ROLL_PSEUDO_STRATEGY [1] 50 362.5 262.5 -12.5 512.5 NaN 250 6713 REDWHEAT caleb_strategy_v3 [-1] 50 -293.75 -256.25 -0 -512.5 NaN -256.25 6709 REDWHEAT caleb_strategy_v3 [-1] 50 -293.75 -256.25 -0 -512.5 NaN -256.25 6632 JPY _ROLL_PSEUDO_STRATEGY [1] 1.25e+07 371.875 -3.125 -12.5 -18.75 NaN -15.625 6643 JPY _ROLL_PSEUDO_STRATEGY [1] 1.25e+07 359.375 -3.125 0 -6.25 NaN -3.125 6652 JPY _ROLL_PSEUDO_STRATEGY [1] 1.25e+07 359.375 -3.125 -12.5 -18.75 NaN -15.625 6659 JPY _ROLL_PSEUDO_STRATEGY [1] 1.25e+07 353.125 -3.125 6.25 0 NaN 3.125 6635 NZD _ROLL_PSEUDO_STRATEGY [1] 100000 187.5 -2.5 0 NaN NaN -2.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF -1.750000e+02 CORN 1.562500e+02 EUR -1.093750e+02 GBP 2.187500e+01 JPY 1.443750e+03 NZD 1.875000e+02 REDWHEAT 1.456250e+03 SOYBEAN -1.506250e+03 WHEAT -3.937500e+02 caleb_strategy_v3 BTP -3.552714e-15 BUND -4.831650e+01 BUXL -1.073700e+02 COCOA 4.400000e+02 COPPER -3.812500e+02 CRUDE_W -3.745000e+03 DAX 5.153760e+01 DOW 4.067500e+02 EUR -4.750000e+02 EURIBOR-ICE 1.476337e+02 EUROSTX 2.576880e+02 FEEDCOW -8.312500e+02 GASOIL -8.750000e+01 GAS_US_mini 1.875000e+01 GBP 2.468750e+02 GOLD_micro -1.751000e+03 JPY 3.781250e+02 LEANHOG 4.300000e+02 OAT 1.503180e+02 PLAT -7.500000e+00 REDWHEAT 5.875000e+02 ROBUSTA 2.900000e+02 SMI 8.971600e+01 SUGAR11 5.600000e+02 VIX -2.500000e+01 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 1081.25000 caleb_strategy_v3 -3404.29315 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF -93.7500 CORN -193.7500 EUR -59.3750 GBP -15.6250 JPY -12.5000 NZD -2.5000 REDWHEAT -818.7500 SOYBEAN 293.7500 WHEAT 156.2500 caleb_strategy_v3 BTP -42.9480 BUND -16.1055 BUXL -21.4740 COCOA -30.0000 COPPER -18.7500 CRUDE_W -25.0000 DAX -17.1792 DOW -5.7500 EUR -12.5000 EURIBOR-ICE -26.8425 EUROSTX -42.9480 FEEDCOW 18.7500 GASOIL -12.5000 GAS_US_mini -6.2500 GBP -3.1250 GOLD_micro -13.0000 JPY -3.1250 LEANHOG -10.0000 OAT -42.9480 PLAT -7.5000 REDWHEAT -512.5000 ROBUSTA -20.0000 SMI -11.2145 SUGAR11 -89.6000 VIX -25.0000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -746.2500 caleb_strategy_v3 -997.5097 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF 2.500000e+01 CORN 1.250000e+01 EUR -1.250000e+01 GBP -1.875000e+01 JPY -1.875000e+01 NZD 0.000000e+00 REDWHEAT -5.125000e+02 SOYBEAN 5.625000e+02 WHEAT 4.125000e+02 caleb_strategy_v3 BTP 4.294800e+01 BUND 2.147400e+01 BUXL 2.147400e+01 COCOA -3.000000e+01 COPPER -5.000000e+01 CRUDE_W 1.000000e+01 DAX 0.000000e+00 DOW 3.500000e+00 EUR 2.500000e+01 EURIBOR-ICE 0.000000e+00 EUROSTX 0.000000e+00 FEEDCOW 5.000000e+01 GASOIL -0.000000e+00 GAS_US_mini 0.000000e+00 GBP 6.250000e+00 GOLD_micro -5.000000e+00 JPY -6.250000e+00 LEANHOG -0.000000e+00 OAT -1.525535e-11 PLAT -0.000000e+00 REDWHEAT -5.625000e+02 ROBUSTA 2.000000e+01 SMI -0.000000e+00 SUGAR11 1.120000e+01 VIX 5.000000e+01 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 450.000 caleb_strategy_v3 -391.904 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF -1.562500e+02 CORN -7.500000e+02 EUR -1.250000e+02 GBP -2.500000e+01 JPY -4.375000e+01 NZD 0.000000e+00 REDWHEAT -2.150000e+03 SOYBEAN 1.150000e+03 WHEAT 7.250000e+02 caleb_strategy_v3 BTP -2.147400e+01 BUND -3.051426e-11 BUXL -2.147400e+01 COCOA -9.000000e+01 COPPER -8.750000e+01 CRUDE_W -4.000000e+01 DAX -3.435840e+01 DOW -7.500000e+00 EUR 0.000000e+00 EURIBOR-ICE -5.368500e+01 EUROSTX -7.515900e+01 FEEDCOW 8.750000e+01 GASOIL -2.500000e+01 GAS_US_mini -1.250000e+01 GBP 1.387779e-11 GOLD_micro -2.000000e+01 JPY -1.250000e+01 LEANHOG -2.000000e+01 OAT -7.515900e+01 PLAT -1.500000e+01 REDWHEAT -1.587500e+03 ROBUSTA -2.000000e+01 SMI -2.242900e+01 SUGAR11 -1.680000e+02 VIX -0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -1375.0000 caleb_strategy_v3 -2321.7384 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CHF 0 CORN 0 EUR 0 GBP 0 JPY 0 NZD 0 REDWHEAT 0 SOYBEAN 0 WHEAT 0 caleb_strategy_v3 BTP 0 BUND 0 BUXL 0 COCOA 0 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 OAT 0 PLAT 0 REDWHEAT 0 ROBUSTA 0 SMI 0 SUGAR11 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 CHF -6.875000e+01 CORN -1.812500e+02 EUR -7.187500e+01 GBP -3.437500e+01 JPY -3.125000e+01 NZD -2.500000e+00 REDWHEAT -1.331250e+03 SOYBEAN 8.562500e+02 WHEAT 5.687500e+02 caleb_strategy_v3 BTP 1.526068e-11 BUND 5.368500e+00 BUXL 0.000000e+00 COCOA -6.000000e+01 COPPER -6.875000e+01 CRUDE_W -1.500000e+01 DAX -1.717920e+01 DOW -2.250000e+00 EUR 1.250000e+01 EURIBOR-ICE -2.684250e+01 EUROSTX -4.294800e+01 FEEDCOW 6.875000e+01 GASOIL -1.250000e+01 GAS_US_mini -6.250000e+00 GBP 3.125000e+00 GOLD_micro -1.800000e+01 JPY -9.375000e+00 LEANHOG -1.000000e+01 OAT -4.294800e+01 PLAT -7.500000e+00 REDWHEAT -1.075000e+03 ROBUSTA 0.000000e+00 SMI -1.121450e+01 SUGAR11 -7.840000e+01 VIX 2.500000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -296.2500 caleb_strategy_v3 -1389.4137 ******************************************************************************** END OF REPORT ********************************************************************************