******************************************************************************** Trades report produced on 13/09/2023 21:39 from 12/09/2023 21:39 to 13/09/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 6725 COFFEE caleb_strategy_v3 [20231200] 2023-09-13 13:00:06 [-1] 151.900000 6720 DAX caleb_strategy_v3 [20231200] 2023-09-13 07:00:20 [1] 15833.000000 6742 DOW caleb_strategy_v3 [20231200] 2023-09-13 14:08:40 [1] 34995.000000 6741 DOW caleb_strategy_v3 [20231200] 2023-09-13 14:08:36 [1] 34991.000000 6740 DOW caleb_strategy_v3 [20231200] 2023-09-13 14:08:33 [1] 34993.000000 6739 DOW caleb_strategy_v3 [20231200] 2023-09-13 14:08:29 [1] 34999.000000 6737 DOW caleb_strategy_v3 [20231200] 2023-09-13 14:08:24 [1] 35000.000000 6721 EUROSTX caleb_strategy_v3 [20231200] 2023-09-13 07:00:21 [1] 4257.000000 6723 GAS_US_mini caleb_strategy_v3 [20231100] 2023-09-13 13:00:02 [1] 3.030000 6727 GAS_US_mini caleb_strategy_v3 [20231100] 2023-09-13 13:00:10 [1] 3.030000 6735 GBP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-13 14:08:18 [1] 1.248400 6734 GBP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-13 14:08:17 [-1] 1.248100 6729 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:11 [-1] 1915.800000 6732 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:21 [-1] 1915.700000 6726 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:07 [-1] 1916.000000 6730 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:16 [-1] 1916.000000 6733 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:24 [-1] 1916.000000 6731 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-13 13:00:18 [-1] 1916.000000 6715 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-09-13 02:05:28 [-1] 145.610000 6719 NIKKEI caleb_strategy_v3 [20231200] 2023-09-13 02:05:52 [1] 32530.000000 6718 NIKKEI caleb_strategy_v3 [20231200] 2023-09-13 02:05:39 [1] 32535.000000 6717 NIKKEI caleb_strategy_v3 [20231200] 2023-09-13 02:05:34 [1] 32535.000000 6716 NIKKEI caleb_strategy_v3 [20231200] 2023-09-13 02:05:31 [1] 32540.000000 6714 NIKKEI caleb_strategy_v3 [20231200] 2023-09-13 02:00:54 [1] 32495.000000 6736 NZD _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-13 14:08:21 [1] 0.590900 6724 PLAT caleb_strategy_v3 [20231000] 2023-09-13 13:00:04 [1] 903.800000 6728 PLAT caleb_strategy_v3 [20231000] 2023-09-13 13:00:11 [1] 903.400000 6722 SMI caleb_strategy_v3 [20231200] 2023-09-13 07:00:27 [-1] 10995.000000 6738 US10U caleb_strategy_v3 [20231200] 2023-09-13 14:08:25 [-1] 114.265625 6743 WHEAT caleb_strategy_v3 [20241200] 2023-09-13 14:30:03 [-1] 671.750000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6715 JGB-SGX-mini caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:00:54.891 2023-09-13 02:05:28 97254.9 NaN 6714 NIKKEI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:00:35.370 2023-09-13 02:00:54 97235.4 NaN 6716 NIKKEI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:05:30.707 2023-09-13 02:05:31 97530.7 NaN 6717 NIKKEI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:05:34.162 2023-09-13 02:05:34 97534.2 NaN 6718 NIKKEI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:05:36.956 2023-09-13 02:05:39 97537 NaN 6719 NIKKEI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 03:05:42.409 2023-09-13 02:05:52 97542.4 NaN 6720 DAX caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 08:00:01.810 2023-09-13 07:00:20 115202 NaN 6721 EUROSTX caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 08:00:21.451 2023-09-13 07:00:21 115221 NaN 6722 SMI caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 08:00:22.668 2023-09-13 07:00:27 115223 NaN 6725 COFFEE caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:05.928 2023-09-13 13:00:06 136806 NaN 6723 GAS_US_mini caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:02.427 2023-09-13 13:00:02 136802 NaN 6727 GAS_US_mini caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:10.412 2023-09-13 13:00:10 136810 NaN 6728 PLAT caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:11.113 2023-09-13 13:00:11 136811 NaN 6724 PLAT caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:03.381 2023-09-13 13:00:04 136803 NaN 6726 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:06.823 2023-09-13 13:00:07 136807 NaN 6729 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:11.596 2023-09-13 13:00:11 136812 NaN 6730 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:14.324 2023-09-13 13:00:16 136814 NaN 6731 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:18.630 2023-09-13 13:00:18 136819 NaN 6732 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:21.289 2023-09-13 13:00:21 136821 NaN 6733 GOLD_micro caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 14:00:24.415 2023-09-13 13:00:24 136824 NaN 6734 GBP _ROLL_PSEUDO_STRATEGY 2023-09-12 20:00:00 2023-09-13 15:08:09.349 2023-09-13 14:08:17 68889.3 NaN 6735 GBP _ROLL_PSEUDO_STRATEGY 2023-09-12 20:00:00 2023-09-13 15:08:17.843 2023-09-13 14:08:18 68897.8 NaN 6738 US10U caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:24.736 2023-09-13 14:08:25 140905 NaN 6737 DOW caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:23.979 2023-09-13 14:08:24 140904 NaN 6739 DOW caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:29.424 2023-09-13 14:08:29 140909 NaN 6740 DOW caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:33.221 2023-09-13 14:08:33 140913 NaN 6741 DOW caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:36.708 2023-09-13 14:08:36 140917 NaN 6742 DOW caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:08:40.361 2023-09-13 14:08:40 140920 NaN 6743 WHEAT caleb_strategy_v3 2023-09-12 00:00:00 2023-09-13 15:30:01.913 2023-09-13 14:30:03 142202 NaN 6736 NZD _ROLL_PSEUDO_STRATEGY 2023-09-12 20:00:00 2023-09-13 15:08:19.759 2023-09-13 14:08:21 68899.8 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 6715 JGB-SGX-mini caleb_strategy_v3 [-1] 145.54 None 145.62 145.61 145.63 145.63 145.61 0.08 -0.01 -0 -0.02 NaN -0.01 6714 NIKKEI caleb_strategy_v3 [1] 32615 None 32497.5 32500 32495 32495 32495 117.5 -2.5 5 0 NaN 2.5 6716 NIKKEI caleb_strategy_v3 [1] 32615 None 32497.5 32500 32495 32495 32540 117.5 -2.5 -40 -45 NaN -42.5 6717 NIKKEI caleb_strategy_v3 [1] 32615 None 32537.5 32540 32535 32535 32535 77.5 -2.5 5 0 NaN 2.5 6718 NIKKEI caleb_strategy_v3 [1] 32615 None 32527.5 32530 32525 32525 32535 87.5 -2.5 -5 -10 NaN -7.5 6719 NIKKEI caleb_strategy_v3 [1] 32615 None 32532.5 32535 32530 32530 32530 82.5 -2.5 5 0 NaN 2.5 6720 DAX caleb_strategy_v3 [1] 15881 None 15821.5 15833 15810 15810 15833 59.5 -11.5 0 -23 NaN -11.5 6721 EUROSTX caleb_strategy_v3 [1] 4273 None 4257.5 4258 4257 4257 4257 15.5 -0.5 1 0 NaN 0.5 6722 SMI caleb_strategy_v3 [-1] 11025 None 10997.5 10997 10998 10998 10995 -27.5 -0.5 -2 -3 NaN -2.5 6725 COFFEE caleb_strategy_v3 [-1] 152.45 None 150 150 150 150 151.9 -2.45 -0 1.9 1.9 NaN 1.9 6723 GAS_US_mini caleb_strategy_v3 [1] 3.025 None 3.03 3.035 3.025 3.025 3.03 -0.005 -0.005 0.005 -0.005 NaN 4.44089e-16 6727 GAS_US_mini caleb_strategy_v3 [1] 3.025 None 3.0275 3.03 3.025 NaN 3.03 -0.0025 -0.0025 0 NaN NaN -0.0025 6728 PLAT caleb_strategy_v3 [1] 914.3 None 903.65 903.8 903.5 903.5 903.4 10.65 -0.15 0.4 0.1 NaN 0.25 6724 PLAT caleb_strategy_v3 [1] 914.3 None 903.6 903.8 903.4 903.4 903.8 10.7 -0.2 0 -0.4 NaN -0.2 6726 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1916.1 1916 1916.2 1916.2 1916 -2.2 -0.1 -0 -0.2 NaN -0.1 6729 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1916.1 1916 1916.2 NaN 1915.8 -2.2 -0.1 -0.2 NaN NaN -0.3 6730 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1915.85 1915.7 1916 1916 1916 -2.45 -0.15 0.3 -0 NaN 0.15 6731 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1916.1 1916 1916.2 NaN 1916 -2.2 -0.1 -0 NaN NaN -0.1 6732 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1915.9 1915.8 1916 1916 1915.7 -2.4 -0.1 -0.1 -0.3 NaN -0.2 6733 GOLD_micro caleb_strategy_v3 [-1] 1918.3 None 1915.9 1915.8 1916 1916 1916 -2.4 -0.1 0.2 -0 NaN 0.1 6734 GBP _ROLL_PSEUDO_STRATEGY [-1] 1.2487 None 1.24805 1.248 1.2481 1.2481 1.2481 -0.00065 -5e-05 0.0001 -0 NaN 5e-05 6735 GBP _ROLL_PSEUDO_STRATEGY [1] 1.2487 None 1.2483 1.2484 1.2482 1.2482 1.2484 0.0004 -0.0001 0 -0.0002 NaN -0.0001 6738 US10U caleb_strategy_v3 [-1] 114.406 None 114.258 114.25 114.266 114.266 114.266 -0.148438 -0.0078125 0.015625 -0 NaN 0.0078125 6737 DOW caleb_strategy_v3 [1] 34980 None 35000.5 35001 35000 35000 35000 -20.5 -0.5 1 0 NaN 0.5 6739 DOW caleb_strategy_v3 [1] 34980 None 34999.5 35000 34999 34999 34999 -19.5 -0.5 1 0 NaN 0.5 6740 DOW caleb_strategy_v3 [1] 34980 None 34995.5 34996 34995 34995 34993 -15.5 -0.5 3 2 NaN 2.5 6741 DOW caleb_strategy_v3 [1] 34980 None 34992.5 34993 34992 34992 34991 -12.5 -0.5 2 1 NaN 1.5 6742 DOW caleb_strategy_v3 [1] 34980 None 34990 34991 34989 34989 34995 -10 -1 -4 -6 NaN -5 6743 WHEAT caleb_strategy_v3 [-1] 668.75 None 675 675 675 675 671.75 6.25 -0 -3.25 -3.25 NaN -3.25 6736 NZD _ROLL_PSEUDO_STRATEGY [1] 0.59055 None 0.59085 0.5909 0.5908 0.5908 0.5909 -0.0003 -5e-05 0 -0.0001 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 6715 JGB-SGX-mini caleb_strategy_v3 [-1] 3.8155 209.671 -26.2089 -0 -52.4177 NaN -26.2089 6714 NIKKEI caleb_strategy_v3 [1] 4846.3 242.453 -5.15857 10.3171 0 NaN 5.15857 6716 NIKKEI caleb_strategy_v3 [1] 4846.3 242.453 -5.15857 -82.5372 -92.8543 NaN -87.6958 6717 NIKKEI caleb_strategy_v3 [1] 4846.3 159.916 -5.15857 10.3171 0 NaN 5.15857 6718 NIKKEI caleb_strategy_v3 [1] 4846.3 180.55 -5.15857 -10.3171 -20.6343 NaN -15.4757 6719 NIKKEI caleb_strategy_v3 [1] 4846.3 170.233 -5.15857 10.3171 0 NaN 5.15857 6720 DAX caleb_strategy_v3 [1] 1921.67 309.626 -59.8437 0 -119.687 NaN -59.8437 6721 EUROSTX caleb_strategy_v3 [1] 595.778 260.164 -8.39239 16.7848 0 NaN 8.39239 6722 SMI caleb_strategy_v3 [-1] 1132.67 -242.788 -4.41433 -17.6573 -26.486 NaN -22.0716 6725 COFFEE caleb_strategy_v3 [-1] 46.6156 -525.575 -0 407.589 407.589 NaN 407.589 6723 GAS_US_mini caleb_strategy_v3 [1] 1.82269 -27.432 -27.432 27.432 -27.432 NaN 2.43645e-12 6727 GAS_US_mini caleb_strategy_v3 [1] 1.82269 -13.716 -13.716 0 NaN NaN -13.716 6728 PLAT caleb_strategy_v3 [1] 228.799 465.475 -6.55598 17.4826 4.37065 NaN 10.9266 6724 PLAT caleb_strategy_v3 [1] 228.799 467.66 -8.74131 0 -17.4826 NaN -8.74131 6726 GOLD_micro caleb_strategy_v3 [-1] 180.588 -121.824 -5.53747 -0 -11.0749 NaN -5.53747 6729 GOLD_micro caleb_strategy_v3 [-1] 180.588 -121.824 -5.53747 -11.0749 NaN NaN -16.6124 6730 GOLD_micro caleb_strategy_v3 [-1] 180.588 -135.668 -8.30621 16.6124 -0 NaN 8.30621 6731 GOLD_micro caleb_strategy_v3 [-1] 180.588 -121.824 -5.53747 -0 NaN NaN -5.53747 6732 GOLD_micro caleb_strategy_v3 [-1] 180.588 -132.899 -5.53747 -5.53747 -16.6124 NaN -11.0749 6733 GOLD_micro caleb_strategy_v3 [-1] 180.588 -132.899 -5.53747 11.0749 -0 NaN 5.53747 6734 GBP _ROLL_PSEUDO_STRATEGY [-1] 0.0913421 -71.1611 -5.47393 10.9479 -0 NaN 5.47393 6735 GBP _ROLL_PSEUDO_STRATEGY [1] 0.0913421 43.7914 -10.9479 0 -21.8957 NaN -10.9479 6738 US10U caleb_strategy_v3 [-1] 9.44536 -157.154 -8.27126 16.5425 -0 NaN 8.27126 6737 DOW caleb_strategy_v3 [1] 3719.45 -55.1157 -1.34428 2.68857 0 NaN 1.34428 6739 DOW caleb_strategy_v3 [1] 3719.45 -52.4271 -1.34428 2.68857 0 NaN 1.34428 6740 DOW caleb_strategy_v3 [1] 3719.45 -41.6728 -1.34428 8.06571 5.37714 NaN 6.72142 6741 DOW caleb_strategy_v3 [1] 3719.45 -33.6071 -1.34428 5.37714 2.68857 NaN 4.03285 6742 DOW caleb_strategy_v3 [1] 3719.45 -26.8857 -2.68857 -10.7543 -16.1314 NaN -13.4428 6743 WHEAT caleb_strategy_v3 [-1] 236.153 264.659 -0 -137.622 -137.622 NaN -137.622 6736 NZD _ROLL_PSEUDO_STRATEGY [1] 0.0565111 -53.0869 -8.84781 0 -17.6956 NaN -8.84781 =========================================================================================================================================================================== 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 6715 JGB-SGX-mini caleb_strategy_v3 [-1] 678.822 54.3058 -6.78822 -0 -13.5764 NaN -6.78822 6714 NIKKEI caleb_strategy_v3 [1] 0.678822 79.7616 -1.69706 3.39411 0 NaN 1.69706 6716 NIKKEI caleb_strategy_v3 [1] 0.678822 79.7616 -1.69706 -27.1529 -30.547 NaN -28.8499 6717 NIKKEI caleb_strategy_v3 [1] 0.678822 52.6087 -1.69706 3.39411 0 NaN 1.69706 6718 NIKKEI caleb_strategy_v3 [1] 0.678822 59.3969 -1.69706 -3.39411 -6.78822 NaN -5.09117 6719 NIKKEI caleb_strategy_v3 [1] 0.678822 56.0028 -1.69706 3.39411 0 NaN 1.69706 6720 DAX caleb_strategy_v3 [1] 1.07385 63.8941 -12.3493 0 -24.6986 NaN -12.3493 6721 EUROSTX caleb_strategy_v3 [1] 10.7385 166.447 -5.36925 10.7385 0 NaN 5.36925 6722 SMI caleb_strategy_v3 [-1] 11.21 -308.275 -5.605 -22.42 -33.63 NaN -28.025 6725 COFFEE caleb_strategy_v3 [-1] 375 -918.75 -0 712.5 712.5 NaN 712.5 6723 GAS_US_mini caleb_strategy_v3 [1] 2500 -12.5 -12.5 12.5 -12.5 NaN 1.11022e-12 6727 GAS_US_mini caleb_strategy_v3 [1] 2500 -6.25 -6.25 0 NaN NaN -6.25 6728 PLAT caleb_strategy_v3 [1] 50 532.5 -7.5 20 5 NaN 12.5 6724 PLAT caleb_strategy_v3 [1] 50 535 -10 0 -20 NaN -10 6726 GOLD_micro caleb_strategy_v3 [-1] 10 -22 -1 -0 -2 NaN -1 6729 GOLD_micro caleb_strategy_v3 [-1] 10 -22 -1 -2 NaN NaN -3 6730 GOLD_micro caleb_strategy_v3 [-1] 10 -24.5 -1.5 3 -0 NaN 1.5 6731 GOLD_micro caleb_strategy_v3 [-1] 10 -22 -1 -0 NaN NaN -1 6732 GOLD_micro caleb_strategy_v3 [-1] 10 -24 -1 -1 -3 NaN -2 6733 GOLD_micro caleb_strategy_v3 [-1] 10 -24 -1 2 -0 NaN 1 6734 GBP _ROLL_PSEUDO_STRATEGY [-1] 62500 -40.625 -3.125 6.25 -0 NaN 3.125 6735 GBP _ROLL_PSEUDO_STRATEGY [1] 62500 25 -6.25 0 -12.5 NaN -6.25 6738 US10U caleb_strategy_v3 [-1] 1000 -148.438 -7.8125 15.625 -0 NaN 7.8125 6737 DOW caleb_strategy_v3 [1] 0.5 -10.25 -0.25 0.5 0 NaN 0.25 6739 DOW caleb_strategy_v3 [1] 0.5 -9.75 -0.25 0.5 0 NaN 0.25 6740 DOW caleb_strategy_v3 [1] 0.5 -7.75 -0.25 1.5 1 NaN 1.25 6741 DOW caleb_strategy_v3 [1] 0.5 -6.25 -0.25 1 0.5 NaN 0.75 6742 DOW caleb_strategy_v3 [1] 0.5 -5 -0.5 -2 -3 NaN -2.5 6743 WHEAT caleb_strategy_v3 [-1] 50 312.5 -0 -162.5 -162.5 NaN -162.5 6736 NZD _ROLL_PSEUDO_STRATEGY [1] 100000 -30 -5 0 -10 NaN -5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GBP -15.625000 NZD -30.000000 caleb_strategy_v3 COFFEE -918.750000 DAX 63.894075 DOW -39.000000 EUROSTX 166.446750 GAS_US_mini -18.750000 GOLD_micro -138.500000 JGB-SGX-mini 54.305769 NIKKEI 327.531667 PLAT 1067.500000 SMI -308.275000 US10U -148.437500 WHEAT 312.500000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -45.625000 caleb_strategy_v3 420.465761 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GBP -9.375000 NZD -5.000000 caleb_strategy_v3 COFFEE -0.000000 DAX -12.349275 DOW -1.500000 EUROSTX -5.369250 GAS_US_mini -18.750000 GOLD_micro -6.500000 JGB-SGX-mini -6.788221 NIKKEI -8.485276 PLAT -17.500000 SMI -5.605000 US10U -7.812500 WHEAT -0.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -14.375000 caleb_strategy_v3 -90.659522 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GBP 6.250000 NZD 0.000000 caleb_strategy_v3 COFFEE 712.500000 DAX 0.000000 DOW 1.500000 EUROSTX 10.738500 GAS_US_mini 12.500000 GOLD_micro 2.000000 JGB-SGX-mini -0.000000 NIKKEI -20.364663 PLAT 20.000000 SMI -22.420000 US10U 15.625000 WHEAT -162.500000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 6.250000 caleb_strategy_v3 569.578837 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GBP -12.500000 NZD -10.000000 caleb_strategy_v3 COFFEE 712.500000 DAX -24.698550 DOW -1.500000 EUROSTX 0.000000 GAS_US_mini -12.500000 GOLD_micro -5.000000 JGB-SGX-mini -13.576442 NIKKEI -37.335216 PLAT -15.000000 SMI -33.630000 US10U -0.000000 WHEAT -162.500000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -22.500000 caleb_strategy_v3 406.759792 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GBP 0 NZD 0 caleb_strategy_v3 COFFEE 0 DAX 0 DOW 0 EUROSTX 0 GAS_US_mini 0 GOLD_micro 0 JGB-SGX-mini 0 NIKKEI 0 PLAT 0 SMI 0 US10U 0 WHEAT 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 GBP -3.125000 NZD -5.000000 caleb_strategy_v3 COFFEE 712.500000 DAX -12.349275 DOW 0.000000 EUROSTX 5.369250 GAS_US_mini -6.250000 GOLD_micro -4.500000 JGB-SGX-mini -6.788221 NIKKEI -28.849940 PLAT 2.500000 SMI -28.025000 US10U 7.812500 WHEAT -162.500000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -8.125000 caleb_strategy_v3 478.919314 ******************************************************************************** END OF REPORT ********************************************************************************