******************************************************************************** Trades report produced on 14/09/2023 21:39 from 13/09/2023 21:39 to 14/09/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 6751 CAC caleb_strategy_v3 [20231000] 2023-09-14 07:00:13 [1] 7234.000000 6750 CAC caleb_strategy_v3 [20231000] 2023-09-14 07:00:10 [1] 7235.500000 6748 CAC caleb_strategy_v3 [20231000] 2023-09-14 07:00:07 [1] 7235.500000 6752 CAC caleb_strategy_v3 [20231000] 2023-09-14 07:00:16 [1] 7234.500000 6770 DOW caleb_strategy_v3 [20231200] 2023-09-14 14:02:15 [1] 35106.000000 6757 DOW caleb_strategy_v3 [20231200] 2023-09-14 14:00:06 [1] 35155.000000 6769 EUR _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:02:00 [1] 1.070800 6768 EUR _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:01:58 [-1] 1.066550 6746 EUROSTX caleb_strategy_v3 [20231200] 2023-09-14 07:00:04 [-1] 4252.000000 6753 GASOIL caleb_strategy_v3 [20231200] 2023-09-14 08:00:04 [1] 918.000000 6754 GAS_US_mini caleb_strategy_v3 [20231100] 2023-09-14 13:01:04 [1] 3.060000 6767 JPY _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:01:55 [1] 0.006889 6759 JPY caleb_strategy_v3 [20230900] 2023-09-14 14:00:13 [-1] 0.006790 6766 JPY _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:01:38 [-1] 0.006788 6842 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:12:27 [1] 0.057390 6841 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:12:25 [-1] 0.058290 6843 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:12:35 [-1] 0.058270 6847 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:13:30 [-1] 0.058250 6845 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:13:06 [-1] 0.058250 6846 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:13:11 [1] 0.057380 6840 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:12:07 [1] 0.057400 6848 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:13:31 [1] 0.057370 6849 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:13:37 [-1] 0.058260 6850 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:14:06 [1] 0.057380 6851 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:14:10 [-1] 0.058260 6852 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:14:11 [1] 0.057370 6844 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:12:36 [1] 0.057380 6839 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:12:06 [-1] 0.058280 6823 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:08:56 [-1] 0.058260 6837 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:11:55 [-1] 0.058270 6836 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:11:50 [1] 0.057370 6835 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:11:45 [-1] 0.058260 6834 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:10:46 [1] 0.057360 6853 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:14:23 [-1] 0.058240 6833 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:10:42 [-1] 0.058250 6832 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:10:31 [1] 0.057370 6831 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:10:30 [-1] 0.058260 6830 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:10:22 [1] 0.057370 6829 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:09:50 [-1] 0.058270 6828 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:09:38 [1] 0.057380 6827 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:09:33 [-1] 0.058270 6826 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:09:06 [1] 0.057370 6825 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:09:05 [-1] 0.058260 6838 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:11:57 [1] 0.057390 6854 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:14:26 [1] 0.057350 6862 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:15:51 [1] 0.057340 6856 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:14:50 [1] 0.057330 6885 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:20:32 [-1] 0.058210 6884 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:19:58 [1] 0.057320 6883 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:19:49 [-1] 0.058230 6882 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:19:45 [1] 0.057330 6881 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:19:44 [-1] 0.058220 6880 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:19:31 [1] 0.057320 6879 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:19:13 [-1] 0.058220 6878 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:19:09 [1] 0.057330 6877 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:19:06 [-1] 0.058230 6876 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:18:56 [1] 0.057340 6875 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:18:55 [-1] 0.058220 6874 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:18:44 [1] 0.057310 6873 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:18:37 [-1] 0.058210 6872 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:18:01 [1] 0.057350 6871 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:17:50 [-1] 0.058240 6870 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:17:18 [1] 0.057340 6869 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:17:14 [-1] 0.058230 6868 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:17:04 [1] 0.057340 6867 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:17:03 [-1] 0.058220 6866 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:16:57 [1] 0.057330 6865 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:16:57 [-1] 0.058220 6864 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:16:33 [1] 0.057350 6863 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:16:25 [-1] 0.058240 6824 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:08:56 [1] 0.057380 6861 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:15:50 [-1] 0.058230 6860 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:15:24 [1] 0.057340 6859 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:15:23 [-1] 0.058230 6858 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:15:12 [1] 0.057350 6857 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:15:05 [-1] 0.058230 6855 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:14:48 [-1] 0.058220 6888 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:20:42 [1] 0.057340 6815 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:08:01 [-1] 0.058240 6821 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:08:36 [-1] 0.058240 6782 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:03:18 [1] 0.057380 6781 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:03:02 [-1] 0.058280 6779 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:02:49 [1] 0.057400 6778 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:02:49 [-1] 0.058280 6776 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:02:45 [1] 0.057390 6775 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:02:29 [-1] 0.058280 6773 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:02:21 [1] 0.057400 6772 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:02:21 [-1] 0.058290 6763 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:01:25 [1] 0.057430 6762 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:01:23 [-1] 0.058320 6783 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:03:30 [-1] 0.058270 6780 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:02:54 [-1] 0.058290 6777 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:02:48 [-1] 0.058280 6774 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:02:24 [-1] 0.058270 6771 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:02:16 [-1] 0.058280 6795 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:05:26 [-1] 0.058250 6792 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:05:01 [-1] 0.058230 6760 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:00:34 [-1] 0.058330 6789 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:04:26 [-1] 0.058230 6786 MXP caleb_strategy_v3 [20230900] 2023-09-14 14:04:06 [-1] 0.058250 6889 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:21:03 [-1] 0.058220 6890 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:21:09 [1] 0.057340 6891 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:21:13 [-1] 0.058240 6892 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:21:15 [1] 0.057350 6893 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:21:27 [-1] 0.058250 6894 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:21:35 [1] 0.057360 6895 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:21:52 [-1] 0.058240 6896 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:21:53 [1] 0.057360 6897 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:21:59 [-1] 0.058260 6784 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:03:43 [-1] 0.058280 6822 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:08:43 [1] 0.057360 6785 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:04:02 [1] 0.057380 6788 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:04:20 [1] 0.057360 6820 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:08:16 [1] 0.057350 6819 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:08:15 [-1] 0.058240 6818 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:08:12 [1] 0.057350 6817 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:08:11 [-1] 0.058230 6816 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:08:02 [1] 0.057350 6886 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:20:33 [1] 0.057340 6814 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:07:53 [1] 0.057350 6813 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:07:45 [-1] 0.058240 6812 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:07:41 [1] 0.057360 6811 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:07:40 [-1] 0.058250 6810 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:07:35 [1] 0.057370 6809 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:07:30 [-1] 0.058250 6808 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:07:27 [1] 0.057350 6807 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:07:26 [-1] 0.058240 6806 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:07:19 [1] 0.057350 6805 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:07:09 [-1] 0.058240 6804 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:06:48 [1] 0.057340 6803 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:06:47 [-1] 0.058220 6802 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:06:42 [1] 0.057350 6801 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:06:40 [-1] 0.058220 6800 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:06:20 [1] 0.057350 6799 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:06:14 [1] 0.057340 6798 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:06:03 [-1] 0.058230 6797 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:05:43 [1] 0.057360 6796 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:05:31 [-1] 0.058240 6794 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:05:08 [1] 0.057350 6793 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:05:08 [-1] 0.058240 6791 MXP _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:04:53 [1] 0.057340 6790 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:04:33 [-1] 0.058240 6787 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:04:17 [-1] 0.058240 6887 MXP _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:20:40 [-1] 0.058230 6744 NIKKEI caleb_strategy_v3 [20231200] 2023-09-14 02:12:48 [1] 32805.000000 6745 NIKKEI caleb_strategy_v3 [20231200] 2023-09-14 02:12:51 [1] 32805.000000 6765 NZD _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:01:38 [1] 0.591500 6764 NZD _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-14 14:01:27 [-1] 0.591450 6761 NZD caleb_strategy_v3 [20230900] 2023-09-14 14:00:34 [-1] 0.591600 6755 PLAT caleb_strategy_v3 [20231000] 2023-09-14 13:01:05 [-1] 904.900000 6901 REDWHEAT _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:30:05 [-1] 734.250000 6902 REDWHEAT _ROLL_PSEUDO_STRATEGY [20240300] 2023-09-14 14:30:07 [1] 738.500000 6749 SMI caleb_strategy_v3 [20231200] 2023-09-14 07:00:10 [-1] 11035.000000 6747 SMI caleb_strategy_v3 [20231200] 2023-09-14 07:00:05 [-1] 11031.000000 6898 SOYBEAN caleb_strategy_v3 [20241100] 2023-09-14 14:30:02 [-1] 1290.750000 6899 SOYOIL _ROLL_PSEUDO_STRATEGY [20231200] 2023-09-14 14:30:02 [1] 61.400000 6900 SOYOIL _ROLL_PSEUDO_STRATEGY [20240100] 2023-09-14 14:30:05 [-1] 60.920000 6758 US10U caleb_strategy_v3 [20231200] 2023-09-14 14:00:11 [-1] 114.328125 6756 VIX caleb_strategy_v3 [20231100] 2023-09-14 14:00:05 [1] 16.400000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 6744 NIKKEI caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 03:12:25.606 2023-09-14 02:12:48 97945.6 NaN 6745 NIKKEI caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 03:12:51.617 2023-09-14 02:12:51 97971.6 NaN 6746 EUROSTX caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:03.009 2023-09-14 07:00:04 115203 NaN 6747 SMI caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:05.115 2023-09-14 07:00:05 115205 NaN 6749 SMI caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:09.949 2023-09-14 07:00:10 115210 NaN 6752 CAC caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:16.404 2023-09-14 07:00:16 115216 NaN 6748 CAC caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:06.989 2023-09-14 07:00:07 115207 NaN 6750 CAC caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:10.567 2023-09-14 07:00:10 115211 NaN 6751 CAC caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 08:00:13.388 2023-09-14 07:00:13 115213 NaN 6753 GASOIL caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 09:00:03.088 2023-09-14 08:00:04 118803 NaN 6754 GAS_US_mini caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 14:00:01.319 2023-09-14 13:01:04 136801 NaN 6755 PLAT caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 14:01:05.492 2023-09-14 13:01:05 136865 NaN 6756 VIX caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:01.133 2023-09-14 14:00:05 140401 NaN 6758 US10U caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:07.758 2023-09-14 14:00:11 140408 NaN 6759 JPY caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:12.196 2023-09-14 14:00:13 140412 NaN 6761 NZD caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:34.639 2023-09-14 14:00:34 140435 NaN 6764 NZD _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:26.369 2023-09-14 14:01:27 68486.4 NaN 6765 NZD _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:27.941 2023-09-14 14:01:38 68487.9 NaN 6766 JPY _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:38.815 2023-09-14 14:01:38 68498.8 NaN 6767 JPY _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:39.908 2023-09-14 14:01:55 68499.9 NaN 6768 EUR _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:56.163 2023-09-14 14:01:58 68516.2 NaN 6769 EUR _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:59.312 2023-09-14 14:02:00 68519.3 NaN 6770 DOW caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:02:15.935 2023-09-14 14:02:15 140536 NaN 6757 DOW caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:06.367 2023-09-14 14:00:06 140406 NaN 6786 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:04:04.916 2023-09-14 14:04:06 140645 NaN 6789 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:04:23.720 2023-09-14 14:04:26 140664 NaN 6760 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:00:14.690 2023-09-14 14:00:34 140415 NaN 6792 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:04:56.501 2023-09-14 14:05:01 140697 NaN 6795 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:05:12.151 2023-09-14 14:05:26 140712 NaN 6771 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:02:16.400 2023-09-14 14:02:16 140536 NaN 6774 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:02:24.549 2023-09-14 14:02:24 140545 NaN 6777 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:02:47.928 2023-09-14 14:02:48 140568 NaN 6780 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:02:52.373 2023-09-14 14:02:54 140572 NaN 6783 MXP caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:03:21.028 2023-09-14 14:03:30 140601 NaN 6762 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:00:35.407 2023-09-14 14:01:23 68435.4 NaN 6763 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:01:23.947 2023-09-14 14:01:25 68483.9 NaN 6772 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:16.957 2023-09-14 14:02:21 68537 NaN 6773 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:21.587 2023-09-14 14:02:21 68541.6 NaN 6775 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:25.188 2023-09-14 14:02:29 68545.2 NaN 6776 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:29.536 2023-09-14 14:02:45 68549.5 NaN 6778 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:48.796 2023-09-14 14:02:49 68568.8 NaN 6779 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:49.271 2023-09-14 14:02:49 68569.3 NaN 6781 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:02:54.848 2023-09-14 14:03:02 68574.8 NaN 6782 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:03:02.747 2023-09-14 14:03:18 68582.7 NaN 6784 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:03:30.713 2023-09-14 14:03:43 68610.7 NaN 6785 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:03:44.302 2023-09-14 14:04:02 68624.3 NaN 6787 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:04:07.410 2023-09-14 14:04:17 68647.4 NaN 6788 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:04:18.186 2023-09-14 14:04:20 68658.2 NaN 6790 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:04:26.922 2023-09-14 14:04:33 68666.9 NaN 6791 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:04:34.312 2023-09-14 14:04:53 68674.3 NaN 6793 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:05:02.277 2023-09-14 14:05:08 68702.3 NaN 6794 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:05:08.877 2023-09-14 14:05:08 68708.9 NaN 6796 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:05:26.689 2023-09-14 14:05:31 68726.7 NaN 6797 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:05:31.911 2023-09-14 14:05:43 68731.9 NaN 6798 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:05:45.873 2023-09-14 14:06:03 68745.9 NaN 6799 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:03.581 2023-09-14 14:06:14 68763.6 NaN 6800 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:17.088 2023-09-14 14:06:20 68777.1 NaN 6801 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:23.240 2023-09-14 14:06:40 68783.2 NaN 6802 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:41.035 2023-09-14 14:06:42 68801 NaN 6803 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:45.708 2023-09-14 14:06:47 68805.7 NaN 6804 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:47.481 2023-09-14 14:06:48 68807.5 NaN 6805 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:06:50.849 2023-09-14 14:07:09 68810.8 NaN 6806 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:10.426 2023-09-14 14:07:19 68830.4 NaN 6807 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:22.144 2023-09-14 14:07:26 68842.1 NaN 6808 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:27.018 2023-09-14 14:07:27 68847 NaN 6809 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:30.221 2023-09-14 14:07:30 68850.2 NaN 6810 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:30.721 2023-09-14 14:07:35 68850.7 NaN 6811 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:38.324 2023-09-14 14:07:40 68858.3 NaN 6812 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:41.181 2023-09-14 14:07:41 68861.2 NaN 6813 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:44.912 2023-09-14 14:07:45 68864.9 NaN 6814 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:46.408 2023-09-14 14:07:53 68866.4 NaN 6815 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:07:56.557 2023-09-14 14:08:01 68876.6 NaN 6816 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:01.952 2023-09-14 14:08:02 68882 NaN 6817 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:04.892 2023-09-14 14:08:11 68884.9 NaN 6818 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:12.605 2023-09-14 14:08:12 68892.6 NaN 6819 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:15.589 2023-09-14 14:08:15 68895.6 NaN 6820 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:16.093 2023-09-14 14:08:16 68896.1 NaN 6821 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:19.066 2023-09-14 14:08:36 68899.1 NaN 6822 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:36.898 2023-09-14 14:08:43 68916.9 NaN 6823 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:46.752 2023-09-14 14:08:56 68926.8 NaN 6824 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:56.488 2023-09-14 14:08:56 68936.5 NaN 6825 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:08:59.740 2023-09-14 14:09:05 68939.7 NaN 6826 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:09:06.226 2023-09-14 14:09:06 68946.2 NaN 6827 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:09:09.265 2023-09-14 14:09:33 68949.3 NaN 6828 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:09:33.966 2023-09-14 14:09:38 68974 NaN 6829 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:09:40.870 2023-09-14 14:09:50 68980.9 NaN 6830 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:09:50.975 2023-09-14 14:10:22 68991 NaN 6831 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:10:25.583 2023-09-14 14:10:30 69025.6 NaN 6832 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:10:30.575 2023-09-14 14:10:31 69030.6 NaN 6833 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:10:34.101 2023-09-14 14:10:42 69034.1 NaN 6834 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:10:42.860 2023-09-14 14:10:46 69042.9 NaN 6835 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:10:49.360 2023-09-14 14:11:45 69049.4 NaN 6836 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:11:46.313 2023-09-14 14:11:50 69106.3 NaN 6837 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:11:53.642 2023-09-14 14:11:55 69113.6 NaN 6838 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:11:56.243 2023-09-14 14:11:57 69116.2 NaN 6839 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:00.360 2023-09-14 14:12:06 69120.4 NaN 6840 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:06.876 2023-09-14 14:12:07 69126.9 NaN 6841 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:10.365 2023-09-14 14:12:25 69130.4 NaN 6842 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:26.336 2023-09-14 14:12:27 69146.3 NaN 6843 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:30.488 2023-09-14 14:12:35 69150.5 NaN 6844 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:35.918 2023-09-14 14:12:36 69155.9 NaN 6845 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:12:39.544 2023-09-14 14:13:06 69159.5 NaN 6846 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:13:07.178 2023-09-14 14:13:11 69187.2 NaN 6847 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:13:14.254 2023-09-14 14:13:30 69194.3 NaN 6848 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:13:31.020 2023-09-14 14:13:31 69211 NaN 6849 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:13:34.422 2023-09-14 14:13:37 69214.4 NaN 6850 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:13:38.424 2023-09-14 14:14:06 69218.4 NaN 6851 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:09.512 2023-09-14 14:14:10 69249.5 NaN 6852 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:11.414 2023-09-14 14:14:11 69251.4 NaN 6853 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:14.954 2023-09-14 14:14:23 69255 NaN 6854 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:24.048 2023-09-14 14:14:26 69264 NaN 6855 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:29.212 2023-09-14 14:14:48 69269.2 NaN 6856 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:49.456 2023-09-14 14:14:50 69289.5 NaN 6857 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:14:53.752 2023-09-14 14:15:05 69293.8 NaN 6858 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:05.583 2023-09-14 14:15:12 69305.6 NaN 6859 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:15.058 2023-09-14 14:15:23 69315.1 NaN 6860 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:24.166 2023-09-14 14:15:24 69324.2 NaN 6861 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:27.216 2023-09-14 14:15:50 69327.2 NaN 6862 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:51.002 2023-09-14 14:15:51 69351 NaN 6863 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:15:54.922 2023-09-14 14:16:25 69354.9 NaN 6864 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:16:26.042 2023-09-14 14:16:33 69386 NaN 6865 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:16:36.007 2023-09-14 14:16:57 69396 NaN 6866 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:16:57.446 2023-09-14 14:16:57 69417.4 NaN 6867 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:00.694 2023-09-14 14:17:03 69420.7 NaN 6868 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:04.112 2023-09-14 14:17:04 69424.1 NaN 6869 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:07.373 2023-09-14 14:17:14 69427.4 NaN 6870 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:14.644 2023-09-14 14:17:18 69434.6 NaN 6871 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:21.594 2023-09-14 14:17:50 69441.6 NaN 6872 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:17:50.531 2023-09-14 14:18:01 69470.5 NaN 6873 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:18:04.947 2023-09-14 14:18:37 69484.9 NaN 6874 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:18:38.590 2023-09-14 14:18:44 69518.6 NaN 6875 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:18:47.597 2023-09-14 14:18:55 69527.6 NaN 6876 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:18:55.465 2023-09-14 14:18:56 69535.5 NaN 6877 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:18:59.850 2023-09-14 14:19:06 69539.9 NaN 6878 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:06.915 2023-09-14 14:19:09 69546.9 NaN 6879 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:13.055 2023-09-14 14:19:13 69553.1 NaN 6880 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:14.186 2023-09-14 14:19:31 69554.2 NaN 6881 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:35.000 2023-09-14 14:19:44 69575 NaN 6882 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:45.010 2023-09-14 14:19:45 69585 NaN 6883 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:48.979 2023-09-14 14:19:49 69589 NaN 6884 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:19:49.648 2023-09-14 14:19:58 69589.6 NaN 6885 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:20:01.476 2023-09-14 14:20:32 69601.5 NaN 6886 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:20:32.936 2023-09-14 14:20:33 69632.9 NaN 6887 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:20:36.918 2023-09-14 14:20:40 69636.9 NaN 6888 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:20:41.167 2023-09-14 14:20:42 69641.2 NaN 6889 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:20:45.429 2023-09-14 14:21:03 69645.4 NaN 6890 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:04.462 2023-09-14 14:21:09 69664.5 NaN 6891 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:13.018 2023-09-14 14:21:13 69673 NaN 6892 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:13.600 2023-09-14 14:21:15 69673.6 NaN 6893 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:18.220 2023-09-14 14:21:27 69678.2 NaN 6894 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:28.154 2023-09-14 14:21:35 69688.2 NaN 6895 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:39.083 2023-09-14 14:21:52 69699.1 NaN 6896 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:52.627 2023-09-14 14:21:53 69712.6 NaN 6897 MXP _ROLL_PSEUDO_STRATEGY 2023-09-13 20:00:00 2023-09-14 15:21:56.504 2023-09-14 14:21:59 69716.5 NaN 6898 SOYBEAN caleb_strategy_v3 2023-09-13 00:00:00 2023-09-14 15:30:02.046 2023-09-14 14:30:02 142202 NaN 6899 SOYOIL _ROLL_PSEUDO_STRATEGY 2023-09-13 19:00:00 2023-09-14 15:30:02.816 2023-09-14 14:30:02 73802.8 NaN 6900 SOYOIL _ROLL_PSEUDO_STRATEGY 2023-09-13 19:00:00 2023-09-14 15:30:03.935 2023-09-14 14:30:05 73803.9 NaN 6901 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-13 19:00:00 2023-09-14 15:30:05.811 2023-09-14 14:30:05 73805.8 NaN 6902 REDWHEAT _ROLL_PSEUDO_STRATEGY 2023-09-13 19:00:00 2023-09-14 15:30:06.514 2023-09-14 14:30:07 73806.5 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 6744 NIKKEI caleb_strategy_v3 [1] 32595 None 32807.5 32810 32805 32805 32805 -212.5 -2.5 5 0 NaN 2.5 6745 NIKKEI caleb_strategy_v3 [1] 32595 None 32807.5 32810 32805 32805 32805 -212.5 -2.5 5 0 NaN 2.5 6746 EUROSTX caleb_strategy_v3 [-1] 4238 None 4253.5 4253 4254 4254 4252 15.5 -0.5 -1 -2 NaN -1.5 6747 SMI caleb_strategy_v3 [-1] 11008 None 11031.5 11030 11033 11033 11031 23.5 -1.5 1 -2 NaN -0.5 6749 SMI caleb_strategy_v3 [-1] 11008 None 11032 11031 11033 11033 11035 24 -1 4 2 NaN 3 6752 CAC caleb_strategy_v3 [1] 7222 None 7246 7247 7245 7245 7234.5 -24 -1 12.5 10.5 NaN 11.5 6748 CAC caleb_strategy_v3 [1] 7222 None 7246 7247 7245 7245 7235.5 -24 -1 11.5 9.5 NaN 10.5 6750 CAC caleb_strategy_v3 [1] 7222 None 7246 7247 7245 7245 7235.5 -24 -1 11.5 9.5 NaN 10.5 6751 CAC caleb_strategy_v3 [1] 7222 None 7246 7247 7245 7245 7234 -24 -1 13 11 NaN 12 6753 GASOIL caleb_strategy_v3 [1] 917.25 None 918.125 918.25 918 918 918 -0.875 -0.125 0.25 0 NaN 0.125 6754 GAS_US_mini caleb_strategy_v3 [1] 2.99 None 3.0575 3.06 3.055 3.055 3.06 -0.0675 -0.0025 0 -0.005 NaN -0.0025 6755 PLAT caleb_strategy_v3 [-1] 903.9 None 905.05 904.8 905.3 905.3 904.9 1.15 -0.25 0.1 -0.4 NaN -0.15 6756 VIX caleb_strategy_v3 [1] 16.7 None 16.425 16.45 16.4 16.4 16.4 0.275 -0.025 0.05 3.55271e-15 NaN 0.025 6758 US10U caleb_strategy_v3 [-1] 114.641 None 114.352 114.344 114.359 114.359 114.328 -0.289062 -0.0078125 -0.015625 -0.03125 NaN -0.0234375 6759 JPY caleb_strategy_v3 [-1] 0.0067875 None 0.00678925 0.006789 0.0067895 0.0067895 0.00679 1.75e-06 -2.5e-07 1e-06 5e-07 NaN 7.5e-07 6761 NZD caleb_strategy_v3 [-1] 0.5905 None 0.591625 0.5916 0.59165 NaN 0.5916 0.001125 -2.5e-05 -0 NaN NaN -2.5e-05 6764 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.5905 None 0.591475 0.59145 0.5915 0.5915 0.59145 0.000975 -2.5e-05 -0 -5e-05 NaN -2.5e-05 6765 NZD _ROLL_PSEUDO_STRATEGY [1] 0.59055 None 0.591525 0.59155 0.5915 0.5915 0.5915 -0.000975 -2.5e-05 5e-05 0 NaN 2.5e-05 6766 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.0067875 None 0.00678925 0.006789 0.0067895 0.0067895 0.006788 1.75e-06 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 6767 JPY _ROLL_PSEUDO_STRATEGY [1] 0.006887 None 0.00688775 0.006888 0.0068875 0.0068875 0.006889 -7.5e-07 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 6768 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.07325 None 1.06652 1.0665 1.06655 1.06655 1.06655 -0.006725 -2.5e-05 5e-05 -0 NaN 2.5e-05 6769 EUR _ROLL_PSEUDO_STRATEGY [1] 1.0777 None 1.07075 1.0708 1.0707 1.0707 1.0708 0.00695 -5e-05 0 -0.0001 NaN -5e-05 6770 DOW caleb_strategy_v3 [1] 34851 None 35155.5 35156 35155 35155 35106 -304.5 -0.5 50 49 NaN 49.5 6757 DOW caleb_strategy_v3 [1] 34851 None 35153.5 35154 35153 35153 35155 -302.5 -0.5 -1 -2 NaN -1.5 6786 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05825 2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6789 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058245 0.05824 0.05825 0.05825 0.05823 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6760 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058345 0.05834 0.05835 0.05835 0.05833 0.000105 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6792 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058245 0.05824 0.05825 0.05825 0.05823 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6795 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058245 0.05824 0.05825 0.05825 0.05825 5e-06 -5e-06 1e-05 -0 NaN 5e-06 6771 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058325 0.05832 0.05833 0.05833 0.05828 8.5e-05 -5e-06 -4e-05 -5e-05 NaN -4.5e-05 6774 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058285 0.05828 0.05829 0.05829 0.05827 4.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6777 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058285 0.05828 0.05829 NaN 0.05828 4.5e-05 -5e-06 -0 NaN NaN -5e-06 6780 MXP caleb_strategy_v3 [-1] 0.05824 None 0.058285 0.05828 0.05829 0.05829 0.05829 4.5e-05 -5e-06 1e-05 -0 NaN 5e-06 6783 MXP caleb_strategy_v3 [-1] 0.05824 None 0.05828 0.05827 0.05829 0.05829 0.05827 4e-05 -1e-05 -0 -2e-05 NaN -1e-05 6762 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058335 0.05833 0.05834 0.05834 0.05832 9.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6763 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05743 0.05744 0.05742 0.05742 0.05743 -9e-05 -1e-05 1e-05 -1e-05 NaN -6.93889e-18 6772 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058285 0.05828 0.05829 0.05829 0.05829 4.5e-05 -5e-06 1e-05 -0 NaN 5e-06 6773 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057425 0.05743 0.05742 NaN 0.0574 -8.5e-05 -5e-06 3e-05 NaN NaN 2.5e-05 6775 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058275 0.05827 0.05828 0.05828 0.05828 3.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6776 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057385 0.05739 0.05738 0.05738 0.05739 -4.5e-05 -5e-06 0 -1e-05 NaN -5e-06 6778 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058285 0.05828 0.05829 0.05829 0.05828 4.5e-05 -5e-06 -0 -1e-05 NaN -5e-06 6779 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057385 0.05739 0.05738 NaN 0.0574 -4.5e-05 -5e-06 -1e-05 NaN NaN -1.5e-05 6781 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058295 0.05829 0.0583 0.0583 0.05828 5.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6782 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05739 0.0574 0.05738 0.05738 0.05738 -5e-05 -1e-05 2e-05 6.93889e-18 NaN 1e-05 6784 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058275 0.05827 0.05828 0.05828 0.05828 3.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6785 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057385 0.05739 0.05738 0.05738 0.05738 -4.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6787 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05824 1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6788 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05735 0.05736 0.05734 0.05734 0.05736 -1e-05 -1e-05 0 -2e-05 NaN -1e-05 6790 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05824 -5e-06 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6791 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05734 -5e-06 -5e-06 1e-05 0 NaN 5e-06 6793 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05824 -5e-06 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6794 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 NaN 0.05735 -5e-06 -5e-06 0 NaN NaN -5e-06 6796 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05824 1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6797 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05735 0.05736 0.05734 0.05734 0.05736 -1e-05 -1e-05 0 -2e-05 NaN -1e-05 6798 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058245 0.05824 0.05825 0.05825 0.05823 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6799 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05734 -5e-06 -5e-06 1e-05 0 NaN 5e-06 6800 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05735 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6801 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05822 -5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6802 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05735 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6803 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05822 -5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6804 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05734 5e-06 -5e-06 0 -1e-05 NaN -5e-06 6805 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05824 -5e-06 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6806 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05734 0.05735 0.05733 0.05733 0.05735 0 -1e-05 0 -2e-05 NaN -1e-05 6807 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05824 0.05823 0.05825 0.05825 0.05824 -0 -1e-05 1e-05 -1e-05 NaN 0 6808 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 NaN 0.05735 -5e-06 -5e-06 0 NaN NaN -5e-06 6809 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 NaN 0.05825 1.5e-05 -5e-06 -0 NaN NaN -5e-06 6810 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057355 0.05736 0.05735 0.05735 0.05737 -1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6811 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05825 2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6812 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 0.05736 0.05736 -2.5e-05 -5e-06 1e-05 0 NaN 5e-06 6813 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05824 1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6814 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05735 -5e-06 -5e-06 0 -1e-05 NaN -5e-06 6815 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05824 0.05823 0.05825 0.05825 0.05824 -0 -1e-05 1e-05 -1e-05 NaN 0 6816 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 NaN 0.05735 -5e-06 -5e-06 0 NaN NaN -5e-06 6817 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05824 0.05823 0.05825 0.05825 0.05823 -0 -1e-05 -0 -2e-05 NaN -1e-05 6818 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05735 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6819 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058245 0.05824 0.05825 NaN 0.05824 5e-06 -5e-06 -0 NaN NaN -5e-06 6820 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05735 -5e-06 -5e-06 0 -1e-05 NaN -5e-06 6821 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05824 0.05823 0.05825 0.05825 0.05824 -0 -1e-05 1e-05 -1e-05 NaN 0 6822 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05736 -5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6823 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05826 0.05825 0.05827 0.05827 0.05826 2e-05 -1e-05 1e-05 -1e-05 NaN -6.93889e-18 6824 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05737 0.05738 0.05736 0.05736 0.05738 -3e-05 -1e-05 0 -2e-05 NaN -1e-05 6825 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05826 2.5e-05 -5e-06 -0 -1e-05 NaN -5e-06 6826 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 NaN 0.05737 -2.5e-05 -5e-06 0 NaN NaN -5e-06 6827 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05827 2.5e-05 -5e-06 1e-05 -0 NaN 5e-06 6828 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057385 0.05739 0.05738 0.05738 0.05738 -4.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6829 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05827 2.5e-05 -5e-06 1e-05 -0 NaN 5e-06 6830 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057375 0.05738 0.05737 0.05737 0.05737 -3.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6831 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05826 1.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6832 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05737 0.05738 0.05736 0.05736 0.05737 -3e-05 -1e-05 1e-05 -1e-05 NaN 6.93889e-18 6833 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05825 2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6834 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 0.05736 0.05736 -2.5e-05 -5e-06 1e-05 0 NaN 5e-06 6835 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05826 1.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6836 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05736 0.05737 0.05735 0.05735 0.05737 -2e-05 -1e-05 0 -2e-05 NaN -1e-05 6837 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05826 0.05825 0.05827 0.05827 0.05827 2e-05 -1e-05 2e-05 -0 NaN 1e-05 6838 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05738 0.05739 0.05737 0.05737 0.05739 -4e-05 -1e-05 0 -2e-05 NaN -1e-05 6839 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058275 0.05827 0.05828 0.05828 0.05828 3.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6840 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05739 0.0574 0.05738 0.05738 0.0574 -5e-05 -1e-05 0 -2e-05 NaN -1e-05 6841 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058285 0.05828 0.05829 0.05829 0.05829 4.5e-05 -5e-06 1e-05 -0 NaN 5e-06 6842 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057395 0.0574 0.05739 0.05739 0.05739 -5.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6843 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05828 0.05827 0.05829 0.05829 0.05827 4e-05 -1e-05 -0 -2e-05 NaN -1e-05 6844 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057385 0.05739 0.05738 0.05738 0.05738 -4.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6845 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05825 2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6846 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 0.05736 0.05738 -2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6847 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05825 2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6848 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 0.05736 0.05737 -2.5e-05 -5e-06 0 -1e-05 NaN -5e-06 6849 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05826 2.5e-05 -5e-06 -0 -1e-05 NaN -5e-06 6850 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057365 0.05737 0.05736 0.05736 0.05738 -2.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6851 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05826 2.5e-05 -5e-06 -0 -1e-05 NaN -5e-06 6852 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057375 0.05738 0.05737 0.05737 0.05737 -3.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6853 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058265 0.05826 0.05827 0.05827 0.05824 2.5e-05 -5e-06 -2e-05 -3e-05 NaN -2.5e-05 6854 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05736 0.05737 0.05735 0.05735 0.05735 -2e-05 -1e-05 2e-05 6.93889e-18 NaN 1e-05 6855 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05822 -5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6856 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05733 5e-06 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6857 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05822 0.05821 0.05823 0.05823 0.05823 -2e-05 -1e-05 2e-05 -6.93889e-18 NaN 1e-05 6858 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05735 5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6859 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05823 -5e-06 -5e-06 -0 -1e-05 NaN -5e-06 6860 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 NaN 0.05734 5e-06 -5e-06 0 NaN NaN -5e-06 6861 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05823 -5e-06 -5e-06 -0 -1e-05 NaN -5e-06 6862 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05734 5e-06 -5e-06 0 -1e-05 NaN -5e-06 6863 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05823 0.05822 0.05824 0.05824 0.05824 -1e-05 -1e-05 2e-05 -6.93889e-18 NaN 1e-05 6864 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05736 0.05737 0.05735 0.05735 0.05735 -2e-05 -1e-05 2e-05 6.93889e-18 NaN 1e-05 6865 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05823 0.05822 0.05824 0.05824 0.05822 -1e-05 -1e-05 -0 -2e-05 NaN -1e-05 6866 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057335 0.05734 0.05733 0.05733 0.05733 5e-06 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6867 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058225 0.05822 0.05823 0.05823 0.05822 -1.5e-05 -5e-06 -0 -1e-05 NaN -5e-06 6868 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05733 0.05734 0.05732 0.05732 0.05734 1e-05 -1e-05 0 -2e-05 NaN -1e-05 6869 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058225 0.05822 0.05823 0.05823 0.05823 -1.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6870 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057345 0.05735 0.05734 0.05734 0.05734 -5e-06 -5e-06 1e-05 0 NaN 5e-06 6871 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05824 -5e-06 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6872 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057355 0.05736 0.05735 0.05735 0.05735 -1.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 6873 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058225 0.05822 0.05823 0.05823 0.05821 -1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6874 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05731 0.05732 0.0573 0.0573 0.05731 3e-05 -1e-05 1e-05 -1e-05 NaN 0 6875 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05821 0.0582 0.05822 0.05822 0.05822 -3e-05 -1e-05 2e-05 -6.93889e-18 NaN 1e-05 6876 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05732 0.05733 0.05731 0.05731 0.05734 2e-05 -1e-05 -1e-05 -3e-05 NaN -2e-05 6877 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05823 0.05822 0.05824 0.05824 0.05823 -1e-05 -1e-05 1e-05 -1e-05 NaN -6.93889e-18 6878 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05733 0.05734 0.05732 0.05732 0.05733 1e-05 -1e-05 1e-05 -1e-05 NaN 6.93889e-18 6879 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05823 0.05822 0.05824 0.05824 0.05822 -1e-05 -1e-05 -0 -2e-05 NaN -1e-05 6880 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057325 0.05733 0.05732 0.05732 0.05732 1.5e-05 -5e-06 1e-05 0 NaN 5e-06 6881 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05822 0.05821 0.05823 0.05823 0.05822 -2e-05 -1e-05 1e-05 -1e-05 NaN 6.93889e-18 6882 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05732 0.05733 0.05731 0.05731 0.05733 2e-05 -1e-05 0 -2e-05 NaN -1e-05 6883 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05823 0.05822 0.05824 0.05824 0.05823 -1e-05 -1e-05 1e-05 -1e-05 NaN -6.93889e-18 6884 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05733 0.05734 0.05732 0.05732 0.05732 1e-05 -1e-05 2e-05 0 NaN 1e-05 6885 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058225 0.05822 0.05823 0.05823 0.05821 -1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6886 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05732 0.05733 0.05731 0.05731 0.05734 2e-05 -1e-05 -1e-05 -3e-05 NaN -2e-05 6887 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05823 -5e-06 -5e-06 -0 -1e-05 NaN -5e-06 6888 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05733 0.05734 0.05732 0.05732 0.05734 1e-05 -1e-05 0 -2e-05 NaN -1e-05 6889 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05822 -5e-06 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6890 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.057325 0.05733 0.05732 0.05732 0.05734 1.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 6891 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058235 0.05823 0.05824 0.05824 0.05824 -5e-06 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6892 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05734 0.05735 0.05733 0.05733 0.05735 0 -1e-05 0 -2e-05 NaN -1e-05 6893 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058245 0.05824 0.05825 0.05825 0.05825 5e-06 -5e-06 1e-05 -0 NaN 5e-06 6894 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05735 0.05736 0.05734 0.05734 0.05736 -1e-05 -1e-05 0 -2e-05 NaN -1e-05 6895 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.05826 0.05825 0.05827 0.05827 0.05824 2e-05 -1e-05 -1e-05 -3e-05 NaN -2e-05 6896 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05734 None 0.05735 0.05736 0.05734 0.05734 0.05736 -1e-05 -1e-05 0 -2e-05 NaN -1e-05 6897 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05824 None 0.058255 0.05825 0.05826 0.05826 0.05826 1.5e-05 -5e-06 1e-05 -6.93889e-18 NaN 5e-06 6898 SOYBEAN caleb_strategy_v3 [-1] 1292.25 None 1300 1300 1300 1300 1290.75 7.75 -0 -9.25 -9.25 NaN -9.25 6899 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 61.61 None 61 61 61 61 61.4 0.61 0 -0.4 -0.4 NaN -0.4 6900 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 61.18 None 61 61 61 61 60.92 -0.18 -0 -0.08 -0.08 NaN -0.08 6901 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 743.75 None 725 725 725 725 734.25 -18.75 -0 9.25 9.25 NaN 9.25 6902 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 746.75 None 750 750 750 750 738.5 -3.25 0 11.5 11.5 NaN 11.5 ================================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ================================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 6744 NIKKEI caleb_strategy_v3 [1] 5287.13 -401.92 -4.72846 9.45693 0 NaN 4.72846 6745 NIKKEI caleb_strategy_v3 [1] 5287.13 -401.92 -4.72846 9.45693 0 NaN 4.72846 6746 EUROSTX caleb_strategy_v3 [-1] 629.594 246.19 -7.94162 -15.8832 -31.7665 NaN -23.8249 6747 SMI caleb_strategy_v3 [-1] 1206.62 194.758 -12.4314 8.28759 -16.5752 NaN -4.1438 6749 SMI caleb_strategy_v3 [-1] 1206.62 198.902 -8.28759 33.1504 16.5752 NaN 24.8628 6752 CAC caleb_strategy_v3 [1] 991.336 -242.098 -10.0874 126.092 105.918 NaN 116.005 6748 CAC caleb_strategy_v3 [1] 991.336 -242.098 -10.0874 116.005 95.8303 NaN 105.918 6750 CAC caleb_strategy_v3 [1] 991.336 -242.098 -10.0874 116.005 95.8303 NaN 105.918 6751 CAC caleb_strategy_v3 [1] 991.336 -242.098 -10.0874 131.136 110.961 NaN 121.049 6753 GASOIL caleb_strategy_v3 [1] 283.142 -30.9032 -4.41475 8.82949 0 NaN 4.41475 6754 GAS_US_mini caleb_strategy_v3 [1] 1.79737 -375.548 -13.9092 0 -27.8184 NaN -13.9092 6755 PLAT caleb_strategy_v3 [-1] 225.389 51.023 -11.092 4.43678 -17.7471 NaN -6.65517 6756 VIX caleb_strategy_v3 [1] 6.78982 405.018 -36.8198 73.6397 5.23241e-12 NaN 36.8198 6758 US10U caleb_strategy_v3 [-1] 9.29745 -310.905 -8.40284 -16.8057 -33.6114 NaN -25.2085 6759 JPY caleb_strategy_v3 [-1] 0.00061767 28.3323 -4.04747 16.1899 8.09494 NaN 12.1424 6761 NZD caleb_strategy_v3 [-1] 0.0558275 201.514 -4.47808 -0 NaN NaN -4.47808 6764 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.0558275 174.645 -4.47808 -0 -8.95617 NaN -4.47808 6765 NZD _ROLL_PSEUDO_STRATEGY [1] 0.0558275 -174.645 -4.47808 8.95617 0 NaN 4.47808 6766 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.00061767 28.3323 -4.04747 -16.1899 -24.2848 NaN -20.2374 6767 JPY _ROLL_PSEUDO_STRATEGY [1] 0.00061767 -12.1424 -4.04747 -16.1899 -24.2848 NaN -20.2374 6768 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.0782138 -859.823 -3.19637 6.39274 -0 NaN 3.19637 6769 EUR _ROLL_PSEUDO_STRATEGY [1] 0.0782138 888.591 -6.39274 0 -12.7855 NaN -6.39274 6770 DOW caleb_strategy_v3 [1] 3876.82 -785.437 -1.28972 128.972 126.392 NaN 127.682 6757 DOW caleb_strategy_v3 [1] 3876.82 -780.278 -1.28972 -2.57943 -5.15886 NaN -3.86915 6786 MXP caleb_strategy_v3 [-1] 0.00655786 38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6789 MXP caleb_strategy_v3 [-1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6760 MXP caleb_strategy_v3 [-1] 0.00655786 160.113 -7.62444 -15.2489 -30.4978 NaN -22.8733 6792 MXP caleb_strategy_v3 [-1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6795 MXP caleb_strategy_v3 [-1] 0.00655786 7.62444 -7.62444 15.2489 -0 NaN 7.62444 6771 MXP caleb_strategy_v3 [-1] 0.00655786 129.615 -7.62444 -60.9955 -76.2444 NaN -68.6199 6774 MXP caleb_strategy_v3 [-1] 0.00655786 68.6199 -7.62444 -15.2489 -30.4978 NaN -22.8733 6777 MXP caleb_strategy_v3 [-1] 0.00655786 68.6199 -7.62444 -0 NaN NaN -7.62444 6780 MXP caleb_strategy_v3 [-1] 0.00655786 68.6199 -7.62444 15.2489 -0 NaN 7.62444 6783 MXP caleb_strategy_v3 [-1] 0.00655786 60.9955 -15.2489 -0 -30.4978 NaN -15.2489 6762 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 144.864 -7.62444 -15.2489 -30.4978 NaN -22.8733 6763 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -137.24 -15.2489 15.2489 -15.2489 NaN -1.0581e-11 6772 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 68.6199 -7.62444 15.2489 -0 NaN 7.62444 6773 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -129.615 -7.62444 45.7466 NaN NaN 38.1222 6775 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 53.3711 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6776 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -68.6199 -7.62444 0 -15.2489 NaN -7.62444 6778 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 68.6199 -7.62444 -0 -15.2489 NaN -7.62444 6779 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -68.6199 -7.62444 -15.2489 NaN NaN -22.8733 6781 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 83.8688 -7.62444 -15.2489 -30.4978 NaN -22.8733 6782 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -76.2444 -15.2489 30.4978 1.0581e-11 NaN 15.2489 6784 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 53.3711 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6785 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -68.6199 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6787 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6788 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -15.2489 -15.2489 0 -30.4978 NaN -15.2489 6790 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6791 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 15.2489 0 NaN 7.62444 6793 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6794 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 0 NaN NaN -7.62444 6796 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6797 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -15.2489 -15.2489 0 -30.4978 NaN -15.2489 6798 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6799 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 15.2489 0 NaN 7.62444 6800 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6801 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6802 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6803 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6804 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 0 -15.2489 NaN -7.62444 6805 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6806 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 0 -15.2489 0 -30.4978 NaN -15.2489 6807 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -0 -15.2489 15.2489 -15.2489 NaN 0 6808 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 0 NaN NaN -7.62444 6809 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 -0 NaN NaN -7.62444 6810 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6811 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6812 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 15.2489 0 NaN 7.62444 6813 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6814 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 0 -15.2489 NaN -7.62444 6815 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -0 -15.2489 15.2489 -15.2489 NaN 0 6816 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 0 NaN NaN -7.62444 6817 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -0 -15.2489 -0 -30.4978 NaN -15.2489 6818 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6819 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 7.62444 -7.62444 -0 NaN NaN -7.62444 6820 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 0 -15.2489 NaN -7.62444 6821 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -0 -15.2489 15.2489 -15.2489 NaN 0 6822 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6823 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 30.4978 -15.2489 15.2489 -15.2489 NaN -1.0581e-11 6824 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -45.7466 -15.2489 0 -30.4978 NaN -15.2489 6825 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -0 -15.2489 NaN -7.62444 6826 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 0 NaN NaN -7.62444 6827 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 15.2489 -0 NaN 7.62444 6828 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -68.6199 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6829 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 15.2489 -0 NaN 7.62444 6830 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -53.3711 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6831 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6832 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -45.7466 -15.2489 15.2489 -15.2489 NaN 1.0581e-11 6833 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6834 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 15.2489 0 NaN 7.62444 6835 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6836 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -30.4978 -15.2489 0 -30.4978 NaN -15.2489 6837 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 30.4978 -15.2489 30.4978 -0 NaN 15.2489 6838 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -60.9955 -15.2489 0 -30.4978 NaN -15.2489 6839 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 53.3711 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6840 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -76.2444 -15.2489 0 -30.4978 NaN -15.2489 6841 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 68.6199 -7.62444 15.2489 -0 NaN 7.62444 6842 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -83.8688 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6843 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 60.9955 -15.2489 -0 -30.4978 NaN -15.2489 6844 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -68.6199 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6845 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6846 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6847 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6848 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 0 -15.2489 NaN -7.62444 6849 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -0 -15.2489 NaN -7.62444 6850 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -38.1222 -7.62444 -15.2489 -30.4978 NaN -22.8733 6851 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -0 -15.2489 NaN -7.62444 6852 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -53.3711 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6853 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 38.1222 -7.62444 -30.4978 -45.7466 NaN -38.1222 6854 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -30.4978 -15.2489 30.4978 1.0581e-11 NaN 15.2489 6855 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6856 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6857 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -30.4978 -15.2489 30.4978 -1.0581e-11 NaN 15.2489 6858 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6859 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -0 -15.2489 NaN -7.62444 6860 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 0 NaN NaN -7.62444 6861 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -0 -15.2489 NaN -7.62444 6862 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 0 -15.2489 NaN -7.62444 6863 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -15.2489 -15.2489 30.4978 -1.0581e-11 NaN 15.2489 6864 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -30.4978 -15.2489 30.4978 1.0581e-11 NaN 15.2489 6865 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -15.2489 -15.2489 -0 -30.4978 NaN -15.2489 6866 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 7.62444 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6867 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -22.8733 -7.62444 -0 -15.2489 NaN -7.62444 6868 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 15.2489 -15.2489 0 -30.4978 NaN -15.2489 6869 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -22.8733 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6870 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -7.62444 -7.62444 15.2489 0 NaN 7.62444 6871 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6872 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -22.8733 -7.62444 15.2489 1.0581e-11 NaN 7.62444 6873 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6874 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 45.7466 -15.2489 15.2489 -15.2489 NaN 0 6875 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -45.7466 -15.2489 30.4978 -1.0581e-11 NaN 15.2489 6876 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 30.4978 -15.2489 -15.2489 -45.7466 NaN -30.4978 6877 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -15.2489 -15.2489 15.2489 -15.2489 NaN -1.0581e-11 6878 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 15.2489 -15.2489 15.2489 -15.2489 NaN 1.0581e-11 6879 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -15.2489 -15.2489 -0 -30.4978 NaN -15.2489 6880 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 22.8733 -7.62444 15.2489 0 NaN 7.62444 6881 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -30.4978 -15.2489 15.2489 -15.2489 NaN 1.0581e-11 6882 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 30.4978 -15.2489 0 -30.4978 NaN -15.2489 6883 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -15.2489 -15.2489 15.2489 -15.2489 NaN -1.0581e-11 6884 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 15.2489 -15.2489 30.4978 0 NaN 15.2489 6885 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6886 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 30.4978 -15.2489 -15.2489 -45.7466 NaN -30.4978 6887 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -0 -15.2489 NaN -7.62444 6888 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 15.2489 -15.2489 0 -30.4978 NaN -15.2489 6889 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 -15.2489 -30.4978 NaN -22.8733 6890 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 22.8733 -7.62444 -15.2489 -30.4978 NaN -22.8733 6891 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 -7.62444 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6892 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 0 -15.2489 0 -30.4978 NaN -15.2489 6893 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 7.62444 -7.62444 15.2489 -0 NaN 7.62444 6894 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -15.2489 -15.2489 0 -30.4978 NaN -15.2489 6895 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 30.4978 -15.2489 -15.2489 -45.7466 NaN -30.4978 6896 MXP _ROLL_PSEUDO_STRATEGY [1] 0.00655786 -15.2489 -15.2489 0 -30.4978 NaN -15.2489 6897 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.00655786 22.8733 -7.62444 15.2489 -1.0581e-11 NaN 7.62444 6898 SOYBEAN caleb_strategy_v3 [-1] 258.973 299.259 -0 -357.18 -357.18 NaN -357.18 6899 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 16.5497 368.588 0 -241.697 -241.697 NaN -241.697 6900 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 16.5497 -108.764 -0 -48.3393 -48.3393 NaN -48.3393 6901 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 255.284 -734.476 -0 362.342 362.342 NaN 362.342 6902 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 255.284 -127.309 0 450.479 450.479 NaN 450.479 =========================================================================================================================================================================== 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 6744 NIKKEI caleb_strategy_v3 [1] 0.679854 -144.469 -1.69963 3.39927 0 NaN 1.69963 6745 NIKKEI caleb_strategy_v3 [1] 0.679854 -144.469 -1.69963 3.39927 0 NaN 1.69963 6746 EUROSTX caleb_strategy_v3 [-1] 10.747 166.578 -5.3735 -10.747 -21.494 NaN -16.1205 6747 SMI caleb_strategy_v3 [-1] 11.214 263.529 -16.821 11.214 -22.428 NaN -5.607 6749 SMI caleb_strategy_v3 [-1] 11.214 269.136 -11.214 44.856 22.428 NaN 33.642 6752 CAC caleb_strategy_v3 [1] 10.747 -257.928 -10.747 134.338 112.844 NaN 123.59 6748 CAC caleb_strategy_v3 [1] 10.747 -257.928 -10.747 123.59 102.096 NaN 112.844 6750 CAC caleb_strategy_v3 [1] 10.747 -257.928 -10.747 123.59 102.096 NaN 112.844 6751 CAC caleb_strategy_v3 [1] 10.747 -257.928 -10.747 139.711 118.217 NaN 128.964 6753 GASOIL caleb_strategy_v3 [1] 100 -87.5 -12.5 25 0 NaN 12.5 6754 GAS_US_mini caleb_strategy_v3 [1] 2500 -168.75 -6.25 0 -12.5 NaN -6.25 6755 PLAT caleb_strategy_v3 [-1] 50 57.5 -12.5 5 -20 NaN -7.5 6756 VIX caleb_strategy_v3 [1] 1000 275 -25 50 3.55271e-12 NaN 25 6758 US10U caleb_strategy_v3 [-1] 1000 -289.062 -7.8125 -15.625 -31.25 NaN -23.4375 6759 JPY caleb_strategy_v3 [-1] 1.25e+07 21.875 -3.125 12.5 6.25 NaN 9.375 6761 NZD caleb_strategy_v3 [-1] 100000 112.5 -2.5 -0 NaN NaN -2.5 6764 NZD _ROLL_PSEUDO_STRATEGY [-1] 100000 97.5 -2.5 -0 -5 NaN -2.5 6765 NZD _ROLL_PSEUDO_STRATEGY [1] 100000 -97.5 -2.5 5 0 NaN 2.5 6766 JPY _ROLL_PSEUDO_STRATEGY [-1] 1.25e+07 21.875 -3.125 -12.5 -18.75 NaN -15.625 6767 JPY _ROLL_PSEUDO_STRATEGY [1] 1.25e+07 -9.375 -3.125 -12.5 -18.75 NaN -15.625 6768 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000 -840.625 -3.125 6.25 -0 NaN 3.125 6769 EUR _ROLL_PSEUDO_STRATEGY [1] 125000 868.75 -6.25 0 -12.5 NaN -6.25 6770 DOW caleb_strategy_v3 [1] 0.5 -152.25 -0.25 25 24.5 NaN 24.75 6757 DOW caleb_strategy_v3 [1] 0.5 -151.25 -0.25 -0.5 -1 NaN -0.75 6786 MXP caleb_strategy_v3 [-1] 500000 12.5 -2.5 -5 -10 NaN -7.5 6789 MXP caleb_strategy_v3 [-1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6760 MXP caleb_strategy_v3 [-1] 500000 52.5 -2.5 -5 -10 NaN -7.5 6792 MXP caleb_strategy_v3 [-1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6795 MXP caleb_strategy_v3 [-1] 500000 2.5 -2.5 5 -0 NaN 2.5 6771 MXP caleb_strategy_v3 [-1] 500000 42.5 -2.5 -20 -25 NaN -22.5 6774 MXP caleb_strategy_v3 [-1] 500000 22.5 -2.5 -5 -10 NaN -7.5 6777 MXP caleb_strategy_v3 [-1] 500000 22.5 -2.5 -0 NaN NaN -2.5 6780 MXP caleb_strategy_v3 [-1] 500000 22.5 -2.5 5 -0 NaN 2.5 6783 MXP caleb_strategy_v3 [-1] 500000 20 -5 -0 -10 NaN -5 6762 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 47.5 -2.5 -5 -10 NaN -7.5 6763 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -45 -5 5 -5 NaN -3.46945e-12 6772 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 22.5 -2.5 5 -0 NaN 2.5 6773 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -42.5 -2.5 15 NaN NaN 12.5 6775 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 17.5 -2.5 5 -3.46945e-12 NaN 2.5 6776 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -22.5 -2.5 0 -5 NaN -2.5 6778 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 22.5 -2.5 -0 -5 NaN -2.5 6779 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -22.5 -2.5 -5 NaN NaN -7.5 6781 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 27.5 -2.5 -5 -10 NaN -7.5 6782 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -25 -5 10 3.46945e-12 NaN 5 6784 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 17.5 -2.5 5 -3.46945e-12 NaN 2.5 6785 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -22.5 -2.5 5 3.46945e-12 NaN 2.5 6787 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 -5 -10 NaN -7.5 6788 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -5 -5 0 -10 NaN -5 6790 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 5 -3.46945e-12 NaN 2.5 6791 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 5 0 NaN 2.5 6793 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 5 -3.46945e-12 NaN 2.5 6794 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 0 NaN NaN -2.5 6796 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 -5 -10 NaN -7.5 6797 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -5 -5 0 -10 NaN -5 6798 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6799 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 5 0 NaN 2.5 6800 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6801 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -5 -10 NaN -7.5 6802 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6803 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -5 -10 NaN -7.5 6804 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 0 -5 NaN -2.5 6805 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 5 -3.46945e-12 NaN 2.5 6806 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 0 -5 0 -10 NaN -5 6807 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -0 -5 5 -5 NaN 0 6808 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 0 NaN NaN -2.5 6809 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 -0 NaN NaN -2.5 6810 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -7.5 -2.5 -5 -10 NaN -7.5 6811 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -5 -10 NaN -7.5 6812 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 5 0 NaN 2.5 6813 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 -5 -10 NaN -7.5 6814 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 0 -5 NaN -2.5 6815 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -0 -5 5 -5 NaN 0 6816 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 0 NaN NaN -2.5 6817 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -0 -5 -0 -10 NaN -5 6818 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6819 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 2.5 -2.5 -0 NaN NaN -2.5 6820 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 0 -5 NaN -2.5 6821 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -0 -5 5 -5 NaN 0 6822 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 -5 -10 NaN -7.5 6823 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 10 -5 5 -5 NaN -3.46945e-12 6824 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -15 -5 0 -10 NaN -5 6825 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -0 -5 NaN -2.5 6826 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 0 NaN NaN -2.5 6827 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 5 -0 NaN 2.5 6828 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -22.5 -2.5 5 3.46945e-12 NaN 2.5 6829 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 5 -0 NaN 2.5 6830 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -17.5 -2.5 5 3.46945e-12 NaN 2.5 6831 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 5 -3.46945e-12 NaN 2.5 6832 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -15 -5 5 -5 NaN 3.46945e-12 6833 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -5 -10 NaN -7.5 6834 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 5 0 NaN 2.5 6835 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 5 -3.46945e-12 NaN 2.5 6836 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -10 -5 0 -10 NaN -5 6837 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 10 -5 10 -0 NaN 5 6838 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -20 -5 0 -10 NaN -5 6839 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 17.5 -2.5 5 -3.46945e-12 NaN 2.5 6840 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -25 -5 0 -10 NaN -5 6841 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 22.5 -2.5 5 -0 NaN 2.5 6842 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -27.5 -2.5 5 3.46945e-12 NaN 2.5 6843 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 20 -5 -0 -10 NaN -5 6844 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -22.5 -2.5 5 3.46945e-12 NaN 2.5 6845 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -5 -10 NaN -7.5 6846 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 -5 -10 NaN -7.5 6847 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -5 -10 NaN -7.5 6848 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 0 -5 NaN -2.5 6849 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -0 -5 NaN -2.5 6850 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -12.5 -2.5 -5 -10 NaN -7.5 6851 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -0 -5 NaN -2.5 6852 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -17.5 -2.5 5 3.46945e-12 NaN 2.5 6853 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 12.5 -2.5 -10 -15 NaN -12.5 6854 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -10 -5 10 3.46945e-12 NaN 5 6855 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -5 -10 NaN -7.5 6856 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 5 3.46945e-12 NaN 2.5 6857 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -10 -5 10 -3.46945e-12 NaN 5 6858 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 -5 -10 NaN -7.5 6859 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -0 -5 NaN -2.5 6860 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 0 NaN NaN -2.5 6861 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -0 -5 NaN -2.5 6862 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 0 -5 NaN -2.5 6863 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -5 -5 10 -3.46945e-12 NaN 5 6864 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -10 -5 10 3.46945e-12 NaN 5 6865 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -5 -5 -0 -10 NaN -5 6866 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 2.5 -2.5 5 3.46945e-12 NaN 2.5 6867 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -7.5 -2.5 -0 -5 NaN -2.5 6868 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 5 -5 0 -10 NaN -5 6869 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -7.5 -2.5 5 -3.46945e-12 NaN 2.5 6870 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -2.5 -2.5 5 0 NaN 2.5 6871 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 5 -3.46945e-12 NaN 2.5 6872 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -7.5 -2.5 5 3.46945e-12 NaN 2.5 6873 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -7.5 -2.5 -5 -10 NaN -7.5 6874 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 15 -5 5 -5 NaN 0 6875 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -15 -5 10 -3.46945e-12 NaN 5 6876 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 10 -5 -5 -15 NaN -10 6877 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -5 -5 5 -5 NaN -3.46945e-12 6878 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 5 -5 5 -5 NaN 3.46945e-12 6879 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -5 -5 -0 -10 NaN -5 6880 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 7.5 -2.5 5 0 NaN 2.5 6881 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -10 -5 5 -5 NaN 3.46945e-12 6882 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 10 -5 0 -10 NaN -5 6883 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -5 -5 5 -5 NaN -3.46945e-12 6884 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 5 -5 10 0 NaN 5 6885 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -7.5 -2.5 -5 -10 NaN -7.5 6886 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 10 -5 -5 -15 NaN -10 6887 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -0 -5 NaN -2.5 6888 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 5 -5 0 -10 NaN -5 6889 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 -5 -10 NaN -7.5 6890 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 7.5 -2.5 -5 -10 NaN -7.5 6891 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 -2.5 -2.5 5 -3.46945e-12 NaN 2.5 6892 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 0 -5 0 -10 NaN -5 6893 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 2.5 -2.5 5 -0 NaN 2.5 6894 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -5 -5 0 -10 NaN -5 6895 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 10 -5 -5 -15 NaN -10 6896 MXP _ROLL_PSEUDO_STRATEGY [1] 500000 -5 -5 0 -10 NaN -5 6897 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000 7.5 -2.5 5 -3.46945e-12 NaN 2.5 6898 SOYBEAN caleb_strategy_v3 [-1] 50 387.5 -0 -462.5 -462.5 NaN -462.5 6899 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 600 366 0 -240 -240 NaN -240 6900 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 600 -108 -0 -48 -48 NaN -48 6901 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 50 -937.5 -0 462.5 462.5 NaN 462.5 6902 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 50 -162.5 0 575 575 NaN 575 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUR 2.812500e+01 JPY 1.250000e+01 MXP -1.125000e+02 NZD -1.109868e-11 REDWHEAT -1.100000e+03 SOYOIL 2.580000e+02 caleb_strategy_v3 CAC -1.031712e+03 DOW -3.035000e+02 EUROSTX 1.665785e+02 GASOIL -8.750000e+01 GAS_US_mini -1.687500e+02 JPY 2.187500e+01 MXP 2.025000e+02 NIKKEI -2.889378e+02 NZD 1.125000e+02 PLAT 5.750000e+01 SMI 5.326650e+02 SOYBEAN 3.875000e+02 US10U -2.890625e+02 VIX 2.750000e+02 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -913.875000 caleb_strategy_v3 -413.343763 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUR -9.375000 JPY -6.250000 MXP -397.500000 NZD -5.000000 REDWHEAT 0.000000 SOYOIL 0.000000 caleb_strategy_v3 CAC -42.988000 DOW -0.500000 EUROSTX -5.373500 GASOIL -12.500000 GAS_US_mini -6.250000 JPY -3.125000 MXP -27.500000 NIKKEI -3.399268 NZD -2.500000 PLAT -12.500000 SMI -28.035000 SOYBEAN -0.000000 US10U -7.812500 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -418.125000 caleb_strategy_v3 -177.483268 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUR 6.250000 JPY -25.000000 MXP 155.000000 NZD 5.000000 REDWHEAT 1037.500000 SOYOIL -288.000000 caleb_strategy_v3 CAC 521.229500 DOW 24.500000 EUROSTX -10.747000 GASOIL 25.000000 GAS_US_mini 0.000000 JPY 12.500000 MXP -35.000000 NIKKEI 6.798536 NZD -0.000000 PLAT 5.000000 SMI 56.070000 SOYBEAN -462.500000 US10U -15.625000 VIX 50.000000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 890.750000 caleb_strategy_v3 177.226036 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUR -1.250000e+01 JPY -3.750000e+01 MXP -6.050000e+02 NZD -5.000000e+00 REDWHEAT 1.037500e+03 SOYOIL -2.880000e+02 caleb_strategy_v3 CAC 4.352535e+02 DOW 2.350000e+01 EUROSTX -2.149400e+01 GASOIL 0.000000e+00 GAS_US_mini -1.250000e+01 JPY 6.250000e+00 MXP -8.500000e+01 NIKKEI 0.000000e+00 NZD 0.000000e+00 PLAT -2.000000e+01 SMI 0.000000e+00 SOYBEAN -4.625000e+02 US10U -3.125000e+01 VIX 3.552714e-12 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 89.5000 caleb_strategy_v3 -167.7405 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUR 0 JPY 0 MXP 0 NZD 0 REDWHEAT 0 SOYOIL 0 caleb_strategy_v3 CAC 0 DOW 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 JPY 0 MXP 0 NIKKEI 0 NZD 0 PLAT 0 SMI 0 SOYBEAN 0 US10U 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 EUR -3.125000e+00 JPY -3.125000e+01 MXP -2.425000e+02 NZD 1.110223e-11 REDWHEAT 1.037500e+03 SOYOIL -2.880000e+02 caleb_strategy_v3 CAC 4.782415e+02 DOW 2.400000e+01 EUROSTX -1.612050e+01 GASOIL 1.250000e+01 GAS_US_mini -6.250000e+00 JPY 9.375000e+00 MXP -6.250000e+01 NIKKEI 3.399268e+00 NZD -2.500000e+00 PLAT -7.500000e+00 SMI 2.803500e+01 SOYBEAN -4.625000e+02 US10U -2.343750e+01 VIX 2.500000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 472.625000 caleb_strategy_v3 -0.257232 ******************************************************************************** END OF REPORT ********************************************************************************