******************************************************************************** Trades report produced on 22/09/2023 21:39 from 21/09/2023 21:39 to 22/09/2023 21:39 ******************************************************************************** ===================================================================================================== Broker orders ===================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 7199 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:17:13.000 [-1] 26785.000000 7203 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:17:49.000 [-1] 26770.000000 7202 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:17:48.000 [1] 26640.000000 7201 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:17:32.000 [-1] 26775.000000 7200 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:17:31.000 [1] 26635.000000 7142 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:02:39.000 [1] 26635.000000 7198 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:17:12.000 [1] 26645.000000 7197 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:16:51.000 [-1] 26785.000000 7196 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:16:48.000 [1] 26650.000000 7195 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:16:31.000 [-1] 26790.000000 7194 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:16:16.000 [1] 26670.000000 7193 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:16:01.000 [-1] 26805.000000 7192 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:16:01.000 [1] 26665.000000 7191 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:15:43.000 [-1] 26810.000000 7190 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:15:38.000 [1] 26680.000000 7189 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:15:19.000 [-1] 26815.000000 7188 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:15:19.000 [1] 26685.000000 7187 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:15:04.000 [-1] 26805.000000 7204 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:18:03.000 [1] 26650.000000 7205 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:18:04.000 [-1] 26780.000000 7206 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:18:18.000 [1] 26645.000000 7207 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:18:19.000 [-1] 26775.000000 7138 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:01:22.000 [-1] 26780.000000 7137 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:01:19.000 [1] 26640.000000 7129 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:00:44.000 [-1] 26765.000000 7128 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:00:05.000 [1] 26650.000000 7221 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:21:05.000 [-1] 26780.000000 7220 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:21:04.000 [1] 26650.000000 7219 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:20:50.000 [-1] 26780.000000 7218 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:20:49.000 [1] 26650.000000 7186 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:15:03.000 [1] 26685.000000 7217 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:20:33.000 [-1] 26790.000000 7215 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:19:55.000 [-1] 26790.000000 7214 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:19:44.000 [1] 26655.000000 7213 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:19:27.000 [-1] 26780.000000 7212 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:19:26.000 [1] 26650.000000 7211 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:19:12.000 [-1] 26770.000000 7210 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:19:11.000 [1] 26635.000000 7209 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:18:40.000 [-1] 26765.000000 7208 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:18:39.000 [1] 26635.000000 7216 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:20:33.000 [1] 26665.000000 7185 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:14:49.000 [-1] 26825.000000 7184 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:14:47.000 [1] 26690.000000 7183 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:14:33.000 [-1] 26825.000000 7150 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:06:11.000 [1] 26725.000000 7151 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:06:28.000 [-1] 26880.000000 7152 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:06:44.000 [1] 26730.000000 7153 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:06:55.000 [-1] 26890.000000 7154 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:07:09.000 [1] 26735.000000 7155 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:08:44.000 [-1] 26855.000000 7156 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:09:15.000 [1] 26735.000000 7157 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:09:15.000 [-1] 26865.000000 7149 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:05:53.000 [-1] 26850.000000 7158 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:09:39.000 [1] 26720.000000 7160 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:10:20.000 [1] 26700.000000 7161 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:10:28.000 [-1] 26835.000000 7162 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:10:57.000 [1] 26690.000000 7163 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:11:00.000 [-1] 26825.000000 7164 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:11:15.000 [1] 26700.000000 7165 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:11:15.000 [-1] 26835.000000 7166 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:11:37.000 [1] 26695.000000 7167 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:11:37.000 [-1] 26830.000000 7159 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:10:04.000 [-1] 26850.000000 7140 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:01:39.000 [1] 26645.000000 7148 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:04:56.000 [1] 26680.000000 7146 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:04:42.000 [1] 26680.000000 7182 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:14:32.000 [1] 26700.000000 7181 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:14:17.000 [-1] 26840.000000 7180 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:14:16.000 [1] 26710.000000 7179 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:13:28.000 [-1] 26825.000000 7178 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:13:28.000 [1] 26695.000000 7177 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:13:11.000 [-1] 26825.000000 7176 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:13:10.000 [1] 26695.000000 7175 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:12:54.000 [-1] 26830.000000 7147 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:04:43.000 [-1] 26810.000000 7174 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:12:53.000 [1] 26690.000000 7172 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:12:38.000 [1] 26695.000000 7171 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:12:13.000 [-1] 26830.000000 7170 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:12:12.000 [1] 26695.000000 7169 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:11:54.000 [-1] 26825.000000 7168 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:11:53.000 [1] 26700.000000 7143 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:02:40.000 [-1] 26760.000000 7144 BITCOIN _ROLL_PSEUDO_STRATEGY [20230900] 2023-09-22 14:02:54.000 [1] 26635.000000 7145 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:04:28.000 [-1] 26800.000000 7173 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:12:39.000 [-1] 26825.000000 7141 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-09-22 14:02:25.000 [-1] 26765.000000 7111 CAC caleb_strategy_v3 [20231000] 2023-09-22 07:15:09.000 [-1] 7179.000000 7110 CAC caleb_strategy_v3 [20231000] 2023-09-22 19:45:00.859 [0] NaN 7125 COCOA caleb_strategy_v3 [20240300] 2023-09-22 13:00:18.000 [-1] 3625.000000 7122 COFFEE caleb_strategy_v3 [20240300] 2023-09-22 13:00:02.000 [-1] 154.500000 7123 COPPER caleb_strategy_v3 [20231200] 2023-09-22 13:00:03.000 [-1] 3.717000 7134 DOW caleb_strategy_v3 [20231200] 2023-09-22 14:00:57.000 [-1] 34332.000000 7139 DOW caleb_strategy_v3 [20231200] 2023-09-22 14:01:24.000 [-1] 34337.000000 7132 EUR caleb_strategy_v3 [20231200] 2023-09-22 14:00:53.000 [-1] 1.070200 7113 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-09-22 08:00:12.000 [-1] 96.950000 7108 EUROSTX caleb_strategy_v3 [20231200] 2023-09-22 07:00:03.000 [-1] 4218.000000 7112 GASOIL caleb_strategy_v3 [20231200] 2023-09-22 08:00:03.000 [1] 919.250000 7126 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-22 13:00:38.000 [-1] 1927.300000 7124 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-22 13:00:04.000 [-1] 1927.000000 7127 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-22 13:00:54.000 [-1] 1927.400000 7131 JPY caleb_strategy_v3 [20231200] 2023-09-22 14:00:48.000 [-1] 0.006841 7223 LIVECOW caleb_strategy_v3 [20231200] 2023-09-22 14:30:08.000 [1] 190.375000 7136 NZD caleb_strategy_v3 [20231200] 2023-09-22 14:01:03.000 [-1] 0.598500 7109 OAT caleb_strategy_v3 [20231200] 2023-09-22 07:00:06.000 [-1] 124.230000 7114 ROBUSTA caleb_strategy_v3 [20231100] 2023-09-22 09:02:19.000 [-1] 2473.000000 7115 ROBUSTA caleb_strategy_v3 [20231100] 2023-09-22 09:02:31.000 [-1] 2474.000000 7117 ROBUSTA _ROLL_PSEUDO_STRATEGY [20240100] 2023-09-22 10:09:16.000 [1] 2395.000000 7118 ROBUSTA _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-22 10:09:19.000 [-1] 2487.000000 7119 ROBUSTA _ROLL_PSEUDO_STRATEGY [20240100] 2023-09-22 10:09:20.000 [1] 2395.000000 7120 ROBUSTA _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-22 10:09:22.000 [-1] 2487.000000 7116 ROBUSTA _ROLL_PSEUDO_STRATEGY [20231100] 2023-09-22 10:08:42.000 [-1] 2488.000000 7121 ROBUSTA _ROLL_PSEUDO_STRATEGY [20240100] 2023-09-22 10:09:41.000 [1] 2396.000000 7222 SOYBEAN caleb_strategy_v3 [20241100] 2023-09-22 14:30:07.000 [-1] 1254.500000 7135 SP400 caleb_strategy_v3 [20231200] 2023-09-22 14:01:01.000 [-1] 2526.400000 7130 SP500_micro caleb_strategy_v3 [20231200] 2023-09-22 14:00:46.000 [-1] 4378.500000 7133 US30 caleb_strategy_v3 [20231200] 2023-09-22 14:00:56.000 [1] 122.031250 ================================================================================================================================================================ Delays ================================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7108 EUROSTX caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 08:00:02.234 2023-09-22 07:00:03.000 115202 NaN 7109 OAT caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 08:00:04.870 2023-09-22 07:00:06.000 115205 NaN 7112 GASOIL caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 09:00:01.851 2023-09-22 08:00:03.000 118802 NaN 7113 EURIBOR-ICE caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 09:00:07.145 2023-09-22 08:00:12.000 118807 NaN 7114 ROBUSTA caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 10:00:02.639 2023-09-22 09:02:19.000 122403 NaN 7115 ROBUSTA caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 10:02:21.831 2023-09-22 09:02:31.000 122542 NaN 7116 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:08:42.199 2023-09-22 10:08:42.000 65322.2 NaN 7117 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:08:43.356 2023-09-22 10:09:16.000 65323.4 NaN 7118 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:09:18.915 2023-09-22 10:09:19.000 65358.9 NaN 7119 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:09:19.838 2023-09-22 10:09:20.000 65359.8 NaN 7120 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:09:22.128 2023-09-22 10:09:22.000 65362.1 NaN 7121 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-09-21 17:00:00 2023-09-22 11:09:22.894 2023-09-22 10:09:41.000 65362.9 NaN 7122 COFFEE caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:02.052 2023-09-22 13:00:02.000 136802 NaN 7123 COPPER caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:03.094 2023-09-22 13:00:03.000 136803 NaN 7125 COCOA caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:05.415 2023-09-22 13:00:18.000 136805 NaN 7124 GOLD_micro caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:04.063 2023-09-22 13:00:04.000 136804 NaN 7126 GOLD_micro caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:32.208 2023-09-22 13:00:38.000 136832 NaN 7127 GOLD_micro caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 14:00:52.339 2023-09-22 13:00:54.000 136852 NaN 7130 SP500_micro caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:46.512 2023-09-22 14:00:46.000 140447 NaN 7131 JPY caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:47.427 2023-09-22 14:00:48.000 140447 NaN 7132 EUR caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:49.252 2023-09-22 14:00:53.000 140449 NaN 7133 US30 caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:54.311 2023-09-22 14:00:56.000 140454 NaN 7135 SP400 caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:58.388 2023-09-22 14:01:01.000 140458 NaN 7136 NZD caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:01:02.329 2023-09-22 14:01:03.000 140462 NaN 7139 DOW caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:01:24.892 2023-09-22 14:01:24.000 140485 NaN 7134 DOW caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:00:57.351 2023-09-22 14:00:57.000 140457 NaN 7168 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:51.730 2023-09-22 14:11:53.000 76311.7 NaN 7169 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:53.899 2023-09-22 14:11:54.000 76313.9 NaN 7170 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:08.345 2023-09-22 14:12:12.000 76328.3 NaN 7171 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:13.327 2023-09-22 14:12:13.000 76333.3 NaN 7172 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:27.448 2023-09-22 14:12:38.000 76347.4 NaN 7173 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:39.135 2023-09-22 14:12:39.000 76359.1 NaN 7174 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:53.607 2023-09-22 14:12:53.000 76373.6 NaN 7175 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:12:54.231 2023-09-22 14:12:54.000 76374.2 NaN 7176 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:13:08.191 2023-09-22 14:13:10.000 76388.2 NaN 7177 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:13:11.150 2023-09-22 14:13:11.000 76391.1 NaN 7178 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:13:25.517 2023-09-22 14:13:28.000 76405.5 NaN 7179 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:13:28.824 2023-09-22 14:13:28.000 76408.8 NaN 7180 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:13:42.723 2023-09-22 14:14:16.000 76422.7 NaN 7181 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:14:17.304 2023-09-22 14:14:17.000 76457.3 NaN 7182 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:14:31.460 2023-09-22 14:14:32.000 76471.5 NaN 7183 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:14:33.364 2023-09-22 14:14:33.000 76473.4 NaN 7184 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:14:47.445 2023-09-22 14:14:47.000 76487.4 NaN 7185 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:14:48.141 2023-09-22 14:14:49.000 76488.1 NaN 7186 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:03.293 2023-09-22 14:15:03.000 76503.3 NaN 7187 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:03.879 2023-09-22 14:15:04.000 76503.9 NaN 7188 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:18.053 2023-09-22 14:15:19.000 76518.1 NaN 7189 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:19.670 2023-09-22 14:15:19.000 76519.7 NaN 7190 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:33.881 2023-09-22 14:15:38.000 76533.9 NaN 7191 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:38.960 2023-09-22 14:15:43.000 76539 NaN 7192 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:15:57.638 2023-09-22 14:16:01.000 76557.6 NaN 7193 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:16:01.715 2023-09-22 14:16:01.000 76561.7 NaN 7194 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:16:16.022 2023-09-22 14:16:16.000 76576 NaN 7195 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:16:16.524 2023-09-22 14:16:31.000 76576.5 NaN 7196 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:16:46.304 2023-09-22 14:16:48.000 76606.3 NaN 7197 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:16:49.309 2023-09-22 14:16:51.000 76609.3 NaN 7198 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:06.240 2023-09-22 14:17:12.000 76626.2 NaN 7199 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:12.654 2023-09-22 14:17:13.000 76632.7 NaN 7200 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:27.649 2023-09-22 14:17:31.000 76647.6 NaN 7201 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:31.734 2023-09-22 14:17:32.000 76651.7 NaN 7202 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:46.207 2023-09-22 14:17:48.000 76666.2 NaN 7203 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:17:48.875 2023-09-22 14:17:49.000 76668.9 NaN 7204 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:03.157 2023-09-22 14:18:03.000 76683.2 NaN 7205 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:03.721 2023-09-22 14:18:04.000 76683.7 NaN 7206 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:18.091 2023-09-22 14:18:18.000 76698.1 NaN 7207 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:19.051 2023-09-22 14:18:19.000 76699.1 NaN 7208 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:33.573 2023-09-22 14:18:39.000 76713.6 NaN 7209 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:40.288 2023-09-22 14:18:40.000 76720.3 NaN 7210 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:18:54.696 2023-09-22 14:19:11.000 76734.7 NaN 7211 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:19:11.788 2023-09-22 14:19:12.000 76751.8 NaN 7212 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:19:26.290 2023-09-22 14:19:26.000 76766.3 NaN 7213 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:19:26.743 2023-09-22 14:19:27.000 76766.7 NaN 7214 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:19:41.531 2023-09-22 14:19:44.000 76781.5 NaN 7215 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:19:45.388 2023-09-22 14:19:55.000 76785.4 NaN 7216 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:20:09.057 2023-09-22 14:20:33.000 76809.1 NaN 7217 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:20:33.648 2023-09-22 14:20:33.000 76833.6 NaN 7218 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:20:47.613 2023-09-22 14:20:49.000 76847.6 NaN 7219 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:20:49.661 2023-09-22 14:20:50.000 76849.7 NaN 7220 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:21:04.004 2023-09-22 14:21:04.000 76864 NaN 7221 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:21:05.205 2023-09-22 14:21:05.000 76865.2 NaN 7128 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:00:04.147 2023-09-22 14:00:05.000 75604.1 NaN 7129 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:00:06.006 2023-09-22 14:00:44.000 75606 NaN 7137 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:01:15.183 2023-09-22 14:01:19.000 75675.2 NaN 7138 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:01:19.740 2023-09-22 14:01:22.000 75679.7 NaN 7140 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:01:36.932 2023-09-22 14:01:39.000 75696.9 NaN 7141 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:01:40.021 2023-09-22 14:02:25.000 75700 NaN 7142 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:02:39.851 2023-09-22 14:02:39.000 75759.9 NaN 7143 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:02:40.304 2023-09-22 14:02:40.000 75760.3 NaN 7144 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:02:54.621 2023-09-22 14:02:54.000 75774.6 NaN 7145 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:02:55.184 2023-09-22 14:04:28.000 75775.2 NaN 7146 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:04:42.456 2023-09-22 14:04:42.000 75882.5 NaN 7147 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:04:42.975 2023-09-22 14:04:43.000 75883 NaN 7148 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:04:56.675 2023-09-22 14:04:56.000 75896.7 NaN 7149 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:04:57.146 2023-09-22 14:05:53.000 75897.1 NaN 7150 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:06:07.208 2023-09-22 14:06:11.000 75967.2 NaN 7151 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:06:12.250 2023-09-22 14:06:28.000 75972.2 NaN 7152 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:06:42.468 2023-09-22 14:06:44.000 76002.5 NaN 7153 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:06:44.871 2023-09-22 14:06:55.000 76004.9 NaN 7154 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:07:09.077 2023-09-22 14:07:09.000 76029.1 NaN 7155 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:07:09.693 2023-09-22 14:08:44.000 76029.7 NaN 7156 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:08:58.673 2023-09-22 14:09:15.000 76138.7 NaN 7157 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:09:15.459 2023-09-22 14:09:15.000 76155.5 NaN 7158 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:09:29.476 2023-09-22 14:09:39.000 76169.5 NaN 7159 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:09:39.660 2023-09-22 14:10:04.000 76179.7 NaN 7160 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:10:18.017 2023-09-22 14:10:20.000 76218 NaN 7161 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:10:20.919 2023-09-22 14:10:28.000 76220.9 NaN 7162 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:10:55.704 2023-09-22 14:10:57.000 76255.7 NaN 7163 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:10:58.534 2023-09-22 14:11:00.000 76258.5 NaN 7164 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:14.646 2023-09-22 14:11:15.000 76274.6 NaN 7165 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:15.465 2023-09-22 14:11:15.000 76275.5 NaN 7166 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:29.384 2023-09-22 14:11:37.000 76289.4 NaN 7167 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-09-21 18:00:00 2023-09-22 15:11:37.615 2023-09-22 14:11:37.000 76297.6 NaN 7222 SOYBEAN caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:30:07.436 2023-09-22 14:30:07.000 142207 NaN 7223 LIVECOW caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 15:30:08.162 2023-09-22 14:30:08.000 142208 NaN 7110 CAC caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 08:00:07.816 2023-09-22 19:45:00.859 115208 42293 7111 CAC caleb_strategy_v3 2023-09-21 00:00:00 2023-09-22 08:10:13.718 2023-09-22 07:15:09.000 115814 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 7108 EUROSTX caleb_strategy_v3 [-1] 4225 None 4218.5 4218 4219 4219 4218 -6.5 -0.5 -0 -1 NaN -0.5 7109 OAT caleb_strategy_v3 [-1] 124.32 None 124.245 124.24 124.25 124.25 124.23 -0.075 -0.005 -0.01 -0.02 NaN -0.015 7112 GASOIL caleb_strategy_v3 [1] 916 None 919 919.25 918.75 918.75 919.25 -3 -0.25 0 -0.5 NaN -0.25 7113 EURIBOR-ICE caleb_strategy_v3 [-1] 96.92 None 96.955 96.95 96.96 96.96 96.95 0.035 -0.005 -0 -0.01 NaN -0.005 7114 ROBUSTA caleb_strategy_v3 [-1] 2462 None 2474.5 2474 2475 2475 2473 12.5 -0.5 -1 -2 NaN -1.5 7115 ROBUSTA caleb_strategy_v3 [-1] 2462 None 2473.5 2473 2474 2474 2474 11.5 -0.5 1 -0 NaN 0.5 7116 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 2462 None 2474.5 2474 2475 2475 2488 12.5 -0.5 14 13 NaN 13.5 7117 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 2378 None 2395 2396 2394 2394 2395 -17 -1 1 -1 NaN 0 7118 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 2462 None 2489 2488 2490 NaN 2487 27 -1 -1 NaN NaN -2 7119 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 2378 None 2394 2395 2393 NaN 2395 -16 -1 0 NaN NaN -1 7120 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 2462 None 2487.5 2487 2488 NaN 2487 25.5 -0.5 -0 NaN NaN -0.5 7121 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 2378 None 2394 2395 2393 2393 2396 -16 -1 -1 -3 NaN -2 7122 COFFEE caleb_strategy_v3 [-1] 156.2 None 154.55 154.5 154.6 NaN 154.5 -1.65 -0.05 -0 NaN NaN -0.05 7123 COPPER caleb_strategy_v3 [-1] 3.6995 None 3.71725 3.717 3.7175 NaN 3.717 0.01775 -0.00025 -0 NaN NaN -0.00025 7125 COCOA caleb_strategy_v3 [-1] 3575 None 3626 3625 3627 3627 3625 51 -1 -0 -2 NaN -1 7124 GOLD_micro caleb_strategy_v3 [-1] 1922 None 1927.4 1927.3 1927.5 1927.5 1927 5.4 -0.1 -0.3 -0.5 NaN -0.4 7126 GOLD_micro caleb_strategy_v3 [-1] 1922 None 1927.15 1927 1927.3 1927.3 1927.3 5.15 -0.15 0.3 -2.27374e-13 NaN 0.15 7127 GOLD_micro caleb_strategy_v3 [-1] 1922 None 1927.3 1927.2 1927.4 1927.4 1927.4 5.3 -0.1 0.2 -0 NaN 0.1 7130 SP500_micro caleb_strategy_v3 [-1] 4384.75 None 4378.38 4378.25 4378.5 4378.5 4378.5 -6.375 -0.125 0.25 -0 NaN 0.125 7131 JPY caleb_strategy_v3 [-1] 0.0068715 None 0.00684075 0.0068405 0.006841 0.006841 0.006841 -3.075e-05 -2.5e-07 5e-07 -0 NaN 2.5e-07 7132 EUR caleb_strategy_v3 [-1] 1.07025 None 1.07015 1.0701 1.0702 1.0702 1.0702 -0.0001 -5e-05 0.0001 -0 NaN 5e-05 7133 US30 caleb_strategy_v3 [1] 121.938 None 122.016 122.031 122 122 122.031 -0.078125 -0.015625 0 -0.03125 NaN -0.015625 7135 SP400 caleb_strategy_v3 [-1] 2532.3 None 2526.1 2525.8 2526.4 2526.4 2526.4 -6.2 -0.3 0.6 -0 NaN 0.3 7136 NZD caleb_strategy_v3 [-1] 0.59345 None 0.5986 0.59855 0.59865 0.59865 0.5985 0.00515 -5e-05 -5e-05 -0.00015 NaN -0.0001 7139 DOW caleb_strategy_v3 [-1] 34488 None 34332.5 34332 34333 34333 34337 -155.5 -0.5 5 4 NaN 4.5 7134 DOW caleb_strategy_v3 [-1] 34488 None 34330.5 34330 34331 34331 34332 -157.5 -0.5 2 1 NaN 1.5 7168 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26690 26695 26685 26685 26700 35 -5 -5 -15 NaN -10 7169 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26847.5 26830 26865 NaN 26825 -52.5 -17.5 -5 NaN NaN -22.5 7170 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26685 26690 26680 26680 26695 40 -5 -5 -15 NaN -10 7171 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26847.5 26825 26870 26870 26830 -52.5 -22.5 5 -40 NaN -17.5 7172 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26690 26695 26685 26685 26695 35 -5 0 -10 NaN -5 7173 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26850 26825 26875 NaN 26825 -50 -25 -0 NaN NaN -25 7174 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26685 26690 26680 26680 26690 40 -5 0 -10 NaN -5 7175 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26847.5 26820 26875 26875 26830 -52.5 -27.5 10 -45 NaN -17.5 7176 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26695 26700 26690 26690 26695 30 -5 5 -5 NaN 0 7177 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26850 26825 26875 NaN 26825 -50 -25 -0 NaN NaN -25 7178 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26695 26700 26690 26690 26695 30 -5 5 -5 NaN 0 7179 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26850 26825 26875 NaN 26825 -50 -25 -0 NaN NaN -25 7180 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26695 26700 26690 26690 26710 30 -5 -10 -20 NaN -15 7181 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26865 26840 26890 NaN 26840 -35 -25 -0 NaN NaN -25 7182 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26700 26705 26695 26695 26700 25 -5 5 -5 NaN 0 7183 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26842.5 26820 26865 26865 26825 -57.5 -22.5 5 -40 NaN -17.5 7184 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26685 26690 26680 NaN 26690 40 -5 0 NaN NaN -5 7185 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26842.5 26820 26865 26865 26825 -57.5 -22.5 5 -40 NaN -17.5 7186 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26677.5 26685 26670 26670 26685 47.5 -7.5 0 -15 NaN -7.5 7187 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26842.5 26820 26865 26865 26805 -57.5 -22.5 -15 -60 NaN -37.5 7188 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26675 26680 26670 26670 26685 50 -5 -5 -15 NaN -10 7189 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26832.5 26810 26855 26855 26815 -67.5 -22.5 5 -40 NaN -17.5 7190 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26680 26685 26675 26675 26680 45 -5 5 -5 NaN 0 7191 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26832.5 26810 26855 26855 26810 -67.5 -22.5 -0 -45 NaN -22.5 7192 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26665 26670 26660 26660 26665 60 -5 5 -5 NaN 0 7193 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26820 26800 26840 26840 26805 -80 -20 5 -35 NaN -15 7194 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26665 26670 26660 NaN 26670 60 -5 0 NaN NaN -5 7195 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26820 26800 26840 26840 26790 -80 -20 -10 -50 NaN -30 7196 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26650 26655 26645 26645 26650 75 -5 5 -5 NaN 0 7197 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26805 26780 26830 26830 26785 -95 -25 5 -45 NaN -20 7198 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26645 26650 26640 26640 26645 80 -5 5 -5 NaN 0 7199 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26800 26780 26820 26820 26785 -100 -20 5 -35 NaN -15 7200 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26637.5 26640 26635 26635 26635 87.5 -2.5 5 0 NaN 2.5 7201 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26792.5 26770 26815 NaN 26775 -107.5 -22.5 5 NaN NaN -17.5 7202 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26640 26645 26635 26635 26640 85 -5 5 -5 NaN 0 7203 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26790 26770 26810 26810 26770 -110 -20 -0 -40 NaN -20 7204 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26650 26655 26645 26645 26650 75 -5 5 -5 NaN 0 7205 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26802.5 26780 26825 NaN 26780 -97.5 -22.5 -0 NaN NaN -22.5 7206 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26640 26645 26635 26635 26645 85 -5 0 -10 NaN -5 7207 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26797.5 26775 26820 NaN 26775 -102.5 -22.5 -0 NaN NaN -22.5 7208 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26635 26640 26630 26630 26635 90 -5 5 -5 NaN 0 7209 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26790 26775 26805 26805 26765 -110 -15 -10 -40 NaN -25 7210 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26635 26640 26630 26630 26635 90 -5 5 -5 NaN 0 7211 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26790 26765 26815 26815 26770 -110 -25 5 -45 NaN -20 7212 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26645 26650 26640 NaN 26650 80 -5 0 NaN NaN -5 7213 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26802.5 26780 26825 NaN 26780 -97.5 -22.5 -0 NaN NaN -22.5 7214 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26645 26650 26640 26640 26655 80 -5 -5 -15 NaN -10 7215 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26807.5 26785 26830 26830 26790 -92.5 -22.5 5 -40 NaN -17.5 7216 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26655 26660 26650 26650 26665 70 -5 -5 -15 NaN -10 7217 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26817.5 26790 26845 NaN 26790 -82.5 -27.5 -0 NaN NaN -27.5 7218 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26650 26655 26645 26645 26650 75 -5 5 -5 NaN 0 7219 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26805 26780 26830 NaN 26780 -95 -25 -0 NaN NaN -25 7220 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26642.5 26650 26635 26635 26650 82.5 -7.5 0 -15 NaN -7.5 7221 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26800 26780 26820 NaN 26780 -100 -20 -0 NaN NaN -20 7128 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26655 26660 26650 26650 26650 70 -5 10 0 NaN 5 7129 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26800 26780 26820 26820 26765 -100 -20 -15 -55 NaN -35 7137 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26645 26650 26640 26640 26640 80 -5 10 0 NaN 5 7138 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26790 26765 26815 26815 26780 -110 -25 15 -35 NaN -10 7140 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26635 26640 26630 26630 26645 90 -5 -5 -15 NaN -10 7141 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26795 26780 26810 26810 26765 -105 -15 -15 -45 NaN -30 7142 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26640 26645 26635 26635 26635 85 -5 10 0 NaN 5 7143 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26785 26765 26805 26805 26760 -115 -20 -5 -45 NaN -25 7144 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26627.5 26635 26620 26620 26635 97.5 -7.5 0 -15 NaN -7.5 7145 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26780 26760 26800 26800 26800 -120 -20 40 -0 NaN 20 7146 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26630 26635 26625 26625 26680 95 -5 -45 -55 NaN -50 7147 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26825 26795 26855 26855 26810 -75 -30 15 -45 NaN -15 7148 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26675 26680 26670 NaN 26680 50 -5 0 NaN NaN -5 7149 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26830 26810 26850 26850 26850 -70 -20 40 -0 NaN 20 7150 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26715 26720 26710 26710 26725 10 -5 -5 -15 NaN -10 7151 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26865 26850 26880 26880 26880 -35 -15 30 -0 NaN 15 7152 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26735 26740 26730 26730 26730 -10 -5 10 0 NaN 5 7153 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26882.5 26875 26890 26890 26890 -17.5 -7.5 15 -0 NaN 7.5 7154 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26740 26745 26735 26735 26735 -15 -5 10 0 NaN 5 7155 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26885 26880 26890 26890 26855 -15 -5 -25 -35 NaN -30 7156 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26725 26730 26720 26720 26735 0 -5 -5 -15 NaN -10 7157 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26875 26855 26895 NaN 26865 -25 -20 10 NaN NaN -10 7158 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26725 26730 26720 26720 26720 0 -5 10 0 NaN 5 7159 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26870 26850 26890 26890 26850 -30 -20 -0 -40 NaN -20 7160 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26700 26705 26695 26695 26700 25 -5 5 -5 NaN 0 7161 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26857.5 26835 26880 26880 26835 -42.5 -22.5 -0 -45 NaN -22.5 7162 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26695 26700 26690 26690 26690 30 -5 10 0 NaN 5 7163 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26850 26825 26875 26875 26825 -50 -25 -0 -50 NaN -25 7164 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26690 26695 26685 26685 26700 35 -5 -5 -15 NaN -10 7165 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26852.5 26830 26875 NaN 26835 -47.5 -22.5 5 NaN NaN -17.5 7166 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 26725 None 26695 26700 26690 26690 26695 30 -5 5 -5 NaN 0 7167 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 26900 None 26850 26825 26875 26875 26830 -50 -25 5 -45 NaN -20 7222 SOYBEAN caleb_strategy_v3 [-1] 1253.75 None 1250 1250 1250 1250 1254.5 -3.75 -0 4.5 4.5 NaN 4.5 7223 LIVECOW caleb_strategy_v3 [1] 189.725 None 190 190 190 190 190.375 -0.275 0 -0.375 -0.375 NaN -0.375 7110 CAC caleb_strategy_v3 [-1] 7210 None 7206.75 7206.5 7207 7207 NaN -3.25 -0.25 NaN NaN NaN NaN 7111 CAC caleb_strategy_v3 [-1] 7210 None 7197.5 7197 7198 7198 7179 -12.5 -0.5 -18 -19 NaN -18.5 ================================================================================================================================================================ 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 7108 EUROSTX caleb_strategy_v3 [-1] 626.926 -103.681 -7.97542 -0 -15.9508 NaN -7.97542 7109 OAT caleb_strategy_v3 [-1] 10.5024 -71.4126 -4.76084 -9.52167 -19.0433 NaN -14.2825 7112 GASOIL caleb_strategy_v3 [1] 298.667 -100.446 -8.37053 0 -16.7411 NaN -8.37053 7113 EURIBOR-ICE caleb_strategy_v3 [-1] 1.00399 348.607 -49.8011 -0 -99.6021 NaN -49.8011 7114 ROBUSTA caleb_strategy_v3 [-1] 530.743 235.519 -9.42075 -18.8415 -37.683 NaN -28.2622 7115 ROBUSTA caleb_strategy_v3 [-1] 530.743 216.677 -9.42075 18.8415 -0 NaN 9.42075 7116 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 530.743 235.519 -9.42075 263.781 244.939 NaN 254.36 7117 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 530.743 -320.305 -18.8415 18.8415 -18.8415 NaN 0 7118 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 530.743 508.72 -18.8415 -18.8415 NaN NaN -37.683 7119 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 530.743 -301.464 -18.8415 0 NaN NaN -18.8415 7120 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 530.743 480.458 -9.42075 -0 NaN NaN -9.42075 7121 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 530.743 -301.464 -18.8415 -18.8415 -56.5245 NaN -37.683 7122 COFFEE caleb_strategy_v3 [-1] 50.8956 -324.193 -9.82404 -0 NaN NaN -9.82404 7123 COPPER caleb_strategy_v3 [-1] 0.722359 245.723 -3.46089 -0 NaN NaN -3.46089 7125 COCOA caleb_strategy_v3 [-1] 706.314 722.058 -14.158 -0 -28.316 NaN -14.158 7124 GOLD_micro caleb_strategy_v3 [-1] 175.938 306.927 -5.68383 -17.0515 -28.4191 NaN -22.7353 7126 GOLD_micro caleb_strategy_v3 [-1] 175.938 292.717 -8.52574 17.0515 -1.29235e-11 NaN 8.52574 7127 GOLD_micro caleb_strategy_v3 [-1] 175.938 301.243 -5.68383 11.3677 -0 NaN 5.68383 7130 SP500_micro caleb_strategy_v3 [-1] 640.494 -99.5326 -1.95162 3.90324 -0 NaN 1.95162 7131 JPY caleb_strategy_v3 [-1] 0.000590119 -521.081 -4.23643 8.47286 -0 NaN 4.23643 7132 EUR caleb_strategy_v3 [-1] 0.0713454 -14.0163 -7.00816 14.0163 -0 NaN 7.00816 7133 US30 caleb_strategy_v3 [1] 20.3603 -38.3712 -7.67424 0 -15.3485 NaN -7.67424 7135 SP400 caleb_strategy_v3 [-1] 405.423 -152.927 -7.39968 14.7994 -0 NaN 7.39968 7136 NZD caleb_strategy_v3 [-1] 0.0529893 971.894 -9.43587 -9.43587 -28.3076 NaN -18.8717 7139 DOW caleb_strategy_v3 [-1] 3897.75 -398.948 -1.28279 12.8279 10.2623 NaN 11.5451 7134 DOW caleb_strategy_v3 [-1] 3897.75 -404.079 -1.28279 5.13116 2.56558 NaN 3.84837 7168 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 28.9199 -4.13142 -4.13142 -12.3943 NaN -8.26284 7169 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -43.3799 -14.46 -4.13142 NaN NaN -18.5914 7170 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 33.0513 -4.13142 -4.13142 -12.3943 NaN -8.26284 7171 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -43.3799 -18.5914 4.13142 -33.0513 NaN -14.46 7172 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 28.9199 -4.13142 0 -8.26284 NaN -4.13142 7173 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -41.3142 -20.6571 -0 NaN NaN -20.6571 7174 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 33.0513 -4.13142 0 -8.26284 NaN -4.13142 7175 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -43.3799 -22.7228 8.26284 -37.1828 NaN -14.46 7176 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 24.7885 -4.13142 4.13142 -4.13142 NaN 0 7177 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -41.3142 -20.6571 -0 NaN NaN -20.6571 7178 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 24.7885 -4.13142 4.13142 -4.13142 NaN 0 7179 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -41.3142 -20.6571 -0 NaN NaN -20.6571 7180 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 24.7885 -4.13142 -8.26284 -16.5257 NaN -12.3943 7181 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -28.9199 -20.6571 -0 NaN NaN -20.6571 7182 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 20.6571 -4.13142 4.13142 -4.13142 NaN 0 7183 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -47.5113 -18.5914 4.13142 -33.0513 NaN -14.46 7184 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 33.0513 -4.13142 0 NaN NaN -4.13142 7185 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -47.5113 -18.5914 4.13142 -33.0513 NaN -14.46 7186 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 39.2485 -6.19713 0 -12.3943 NaN -6.19713 7187 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -47.5113 -18.5914 -12.3943 -49.577 NaN -30.9856 7188 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 41.3142 -4.13142 -4.13142 -12.3943 NaN -8.26284 7189 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -55.7742 -18.5914 4.13142 -33.0513 NaN -14.46 7190 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 37.1828 -4.13142 4.13142 -4.13142 NaN 0 7191 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -55.7742 -18.5914 -0 -37.1828 NaN -18.5914 7192 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 49.577 -4.13142 4.13142 -4.13142 NaN 0 7193 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -66.1027 -16.5257 4.13142 -28.9199 NaN -12.3943 7194 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 49.577 -4.13142 0 NaN NaN -4.13142 7195 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -66.1027 -16.5257 -8.26284 -41.3142 NaN -24.7885 7196 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 61.9713 -4.13142 4.13142 -4.13142 NaN 0 7197 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -78.497 -20.6571 4.13142 -37.1828 NaN -16.5257 7198 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 66.1027 -4.13142 4.13142 -4.13142 NaN 0 7199 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -82.6284 -16.5257 4.13142 -28.9199 NaN -12.3943 7200 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 72.2998 -2.06571 4.13142 0 NaN 2.06571 7201 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -88.8255 -18.5914 4.13142 NaN NaN -14.46 7202 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 70.2341 -4.13142 4.13142 -4.13142 NaN 0 7203 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -90.8912 -16.5257 -0 -33.0513 NaN -16.5257 7204 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 61.9713 -4.13142 4.13142 -4.13142 NaN 0 7205 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -80.5627 -18.5914 -0 NaN NaN -18.5914 7206 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 70.2341 -4.13142 0 -8.26284 NaN -4.13142 7207 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -84.6941 -18.5914 -0 NaN NaN -18.5914 7208 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 74.3655 -4.13142 4.13142 -4.13142 NaN 0 7209 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -90.8912 -12.3943 -8.26284 -33.0513 NaN -20.6571 7210 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 74.3655 -4.13142 4.13142 -4.13142 NaN 0 7211 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -90.8912 -20.6571 4.13142 -37.1828 NaN -16.5257 7212 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 66.1027 -4.13142 0 NaN NaN -4.13142 7213 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -80.5627 -18.5914 -0 NaN NaN -18.5914 7214 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 66.1027 -4.13142 -4.13142 -12.3943 NaN -8.26284 7215 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -76.4312 -18.5914 4.13142 -33.0513 NaN -14.46 7216 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 57.8399 -4.13142 -4.13142 -12.3943 NaN -8.26284 7217 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -68.1684 -22.7228 -0 NaN NaN -22.7228 7218 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 61.9713 -4.13142 4.13142 -4.13142 NaN 0 7219 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -78.497 -20.6571 -0 NaN NaN -20.6571 7220 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 68.1684 -6.19713 0 -12.3943 NaN -6.19713 7221 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -82.6284 -16.5257 -0 NaN NaN -16.5257 7128 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 57.8399 -4.13142 8.26284 0 NaN 4.13142 7129 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -82.6284 -16.5257 -12.3943 -45.4456 NaN -28.9199 7137 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 66.1027 -4.13142 8.26284 0 NaN 4.13142 7138 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -90.8912 -20.6571 12.3943 -28.9199 NaN -8.26284 7140 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 74.3655 -4.13142 -4.13142 -12.3943 NaN -8.26284 7141 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -86.7598 -12.3943 -12.3943 -37.1828 NaN -24.7885 7142 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 70.2341 -4.13142 8.26284 0 NaN 4.13142 7143 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -95.0226 -16.5257 -4.13142 -37.1828 NaN -20.6571 7144 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 80.5627 -6.19713 0 -12.3943 NaN -6.19713 7145 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -99.154 -16.5257 33.0513 -0 NaN 16.5257 7146 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 78.497 -4.13142 -37.1828 -45.4456 NaN -41.3142 7147 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -61.9713 -24.7885 12.3943 -37.1828 NaN -12.3943 7148 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 41.3142 -4.13142 0 NaN NaN -4.13142 7149 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -57.8399 -16.5257 33.0513 -0 NaN 16.5257 7150 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 8.26284 -4.13142 -4.13142 -12.3943 NaN -8.26284 7151 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -28.9199 -12.3943 24.7885 -0 NaN 12.3943 7152 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 -8.26284 -4.13142 8.26284 0 NaN 4.13142 7153 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -14.46 -6.19713 12.3943 -0 NaN 6.19713 7154 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 -12.3943 -4.13142 8.26284 0 NaN 4.13142 7155 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -12.3943 -4.13142 -20.6571 -28.9199 NaN -24.7885 7156 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 0 -4.13142 -4.13142 -12.3943 NaN -8.26284 7157 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -20.6571 -16.5257 8.26284 NaN NaN -8.26284 7158 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 0 -4.13142 8.26284 0 NaN 4.13142 7159 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -24.7885 -16.5257 -0 -33.0513 NaN -16.5257 7160 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 20.6571 -4.13142 4.13142 -4.13142 NaN 0 7161 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -35.1171 -18.5914 -0 -37.1828 NaN -18.5914 7162 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 24.7885 -4.13142 8.26284 0 NaN 4.13142 7163 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -41.3142 -20.6571 -0 -41.3142 NaN -20.6571 7164 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 28.9199 -4.13142 -4.13142 -12.3943 NaN -8.26284 7165 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -39.2485 -18.5914 4.13142 NaN NaN -14.46 7166 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 12102.4 24.7885 -4.13142 4.13142 -4.13142 NaN 0 7167 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 12102.4 -41.3142 -20.6571 4.13142 -37.1828 NaN -16.5257 7222 SOYBEAN caleb_strategy_v3 [-1] 247.203 -151.697 -0 182.037 182.037 NaN 182.037 7223 LIVECOW caleb_strategy_v3 [1] 18.791 -146.347 0 -199.564 -199.564 NaN -199.564 7110 CAC caleb_strategy_v3 [-1] 1055.22 -30.7992 -2.36917 NaN NaN NaN NaN 7111 CAC caleb_strategy_v3 [-1] 1055.22 -118.458 -4.73834 -170.58 -180.057 NaN -175.318 =========================================================================================================================================================================== 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 7108 EUROSTX caleb_strategy_v3 [-1] 10.6495 -69.2218 -5.32475 -0 -10.6495 NaN -5.32475 7109 OAT caleb_strategy_v3 [-1] 1064.95 -79.8712 -5.32475 -10.6495 -21.299 NaN -15.9743 7112 GASOIL caleb_strategy_v3 [1] 100 -300 -25 0 -50 NaN -25 7113 EURIBOR-ICE caleb_strategy_v3 [-1] 2662.38 93.1831 -13.3119 -0 -26.6238 NaN -13.3119 7114 ROBUSTA caleb_strategy_v3 [-1] 10 125 -5 -10 -20 NaN -15 7115 ROBUSTA caleb_strategy_v3 [-1] 10 115 -5 10 -0 NaN 5 7116 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 10 125 -5 140 130 NaN 135 7117 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 10 -170 -10 10 -10 NaN 0 7118 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 10 270 -10 -10 NaN NaN -20 7119 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 10 -160 -10 0 NaN NaN -10 7120 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 10 255 -5 -0 NaN NaN -5 7121 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 10 -160 -10 -10 -30 NaN -20 7122 COFFEE caleb_strategy_v3 [-1] 375 -618.75 -18.75 -0 NaN NaN -18.75 7123 COPPER caleb_strategy_v3 [-1] 25000 443.75 -6.25 -0 NaN NaN -6.25 7125 COCOA caleb_strategy_v3 [-1] 10 510 -10 -0 -20 NaN -10 7124 GOLD_micro caleb_strategy_v3 [-1] 10 54 -1 -3 -5 NaN -4 7126 GOLD_micro caleb_strategy_v3 [-1] 10 51.5 -1.5 3 -2.27374e-12 NaN 1.5 7127 GOLD_micro caleb_strategy_v3 [-1] 10 53 -1 2 -0 NaN 1 7130 SP500_micro caleb_strategy_v3 [-1] 5 -31.875 -0.625 1.25 -0 NaN 0.625 7131 JPY caleb_strategy_v3 [-1] 1.25e+07 -384.375 -3.125 6.25 -0 NaN 3.125 7132 EUR caleb_strategy_v3 [-1] 125000 -12.5 -6.25 12.5 -0 NaN 6.25 7133 US30 caleb_strategy_v3 [1] 1000 -78.125 -15.625 0 -31.25 NaN -15.625 7135 SP400 caleb_strategy_v3 [-1] 100 -620 -30 60 -0 NaN 30 7136 NZD caleb_strategy_v3 [-1] 100000 515 -5 -5 -15 NaN -10 7139 DOW caleb_strategy_v3 [-1] 0.5 -77.75 -0.25 2.5 2 NaN 2.25 7134 DOW caleb_strategy_v3 [-1] 0.5 -78.75 -0.25 1 0.5 NaN 0.75 7168 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.5 -0.5 -0.5 -1.5 NaN -1 7169 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.25 -1.75 -0.5 NaN NaN -2.25 7170 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4 -0.5 -0.5 -1.5 NaN -1 7171 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.25 -2.25 0.5 -4 NaN -1.75 7172 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.5 -0.5 0 -1 NaN -0.5 7173 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5 -2.5 -0 NaN NaN -2.5 7174 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4 -0.5 0 -1 NaN -0.5 7175 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.25 -2.75 1 -4.5 NaN -1.75 7176 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3 -0.5 0.5 -0.5 NaN 0 7177 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5 -2.5 -0 NaN NaN -2.5 7178 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3 -0.5 0.5 -0.5 NaN 0 7179 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5 -2.5 -0 NaN NaN -2.5 7180 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3 -0.5 -1 -2 NaN -1.5 7181 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -3.5 -2.5 -0 NaN NaN -2.5 7182 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 2.5 -0.5 0.5 -0.5 NaN 0 7183 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.75 -2.25 0.5 -4 NaN -1.75 7184 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4 -0.5 0 NaN NaN -0.5 7185 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.75 -2.25 0.5 -4 NaN -1.75 7186 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4.75 -0.75 0 -1.5 NaN -0.75 7187 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.75 -2.25 -1.5 -6 NaN -3.75 7188 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 5 -0.5 -0.5 -1.5 NaN -1 7189 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -6.75 -2.25 0.5 -4 NaN -1.75 7190 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4.5 -0.5 0.5 -0.5 NaN 0 7191 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -6.75 -2.25 -0 -4.5 NaN -2.25 7192 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 6 -0.5 0.5 -0.5 NaN 0 7193 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -8 -2 0.5 -3.5 NaN -1.5 7194 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 6 -0.5 0 NaN NaN -0.5 7195 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -8 -2 -1 -5 NaN -3 7196 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.5 -0.5 0.5 -0.5 NaN 0 7197 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -9.5 -2.5 0.5 -4.5 NaN -2 7198 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8 -0.5 0.5 -0.5 NaN 0 7199 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10 -2 0.5 -3.5 NaN -1.5 7200 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.75 -0.25 0.5 0 NaN 0.25 7201 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10.75 -2.25 0.5 NaN NaN -1.75 7202 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.5 -0.5 0.5 -0.5 NaN 0 7203 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11 -2 -0 -4 NaN -2 7204 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.5 -0.5 0.5 -0.5 NaN 0 7205 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -9.75 -2.25 -0 NaN NaN -2.25 7206 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.5 -0.5 0 -1 NaN -0.5 7207 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10.25 -2.25 -0 NaN NaN -2.25 7208 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 9 -0.5 0.5 -0.5 NaN 0 7209 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11 -1.5 -1 -4 NaN -2.5 7210 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 9 -0.5 0.5 -0.5 NaN 0 7211 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11 -2.5 0.5 -4.5 NaN -2 7212 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8 -0.5 0 NaN NaN -0.5 7213 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -9.75 -2.25 -0 NaN NaN -2.25 7214 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8 -0.5 -0.5 -1.5 NaN -1 7215 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -9.25 -2.25 0.5 -4 NaN -1.75 7216 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7 -0.5 -0.5 -1.5 NaN -1 7217 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -8.25 -2.75 -0 NaN NaN -2.75 7218 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.5 -0.5 0.5 -0.5 NaN 0 7219 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -9.5 -2.5 -0 NaN NaN -2.5 7220 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.25 -0.75 0 -1.5 NaN -0.75 7221 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10 -2 -0 NaN NaN -2 7128 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7 -0.5 1 0 NaN 0.5 7129 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10 -2 -1.5 -5.5 NaN -3.5 7137 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8 -0.5 1 0 NaN 0.5 7138 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11 -2.5 1.5 -3.5 NaN -1 7140 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 9 -0.5 -0.5 -1.5 NaN -1 7141 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -10.5 -1.5 -1.5 -4.5 NaN -3 7142 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.5 -0.5 1 0 NaN 0.5 7143 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11.5 -2 -0.5 -4.5 NaN -2.5 7144 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 9.75 -0.75 0 -1.5 NaN -0.75 7145 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -12 -2 4 -0 NaN 2 7146 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 9.5 -0.5 -4.5 -5.5 NaN -5 7147 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -7.5 -3 1.5 -4.5 NaN -1.5 7148 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 5 -0.5 0 NaN NaN -0.5 7149 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -7 -2 4 -0 NaN 2 7150 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 1 -0.5 -0.5 -1.5 NaN -1 7151 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -3.5 -1.5 3 -0 NaN 1.5 7152 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -1 -0.5 1 0 NaN 0.5 7153 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -1.75 -0.75 1.5 -0 NaN 0.75 7154 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -1.5 -0.5 1 0 NaN 0.5 7155 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -1.5 -0.5 -2.5 -3.5 NaN -3 7156 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 0 -0.5 -0.5 -1.5 NaN -1 7157 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -2.5 -2 1 NaN NaN -1 7158 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 0 -0.5 1 0 NaN 0.5 7159 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -3 -2 -0 -4 NaN -2 7160 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 2.5 -0.5 0.5 -0.5 NaN 0 7161 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -4.25 -2.25 -0 -4.5 NaN -2.25 7162 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3 -0.5 1 0 NaN 0.5 7163 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5 -2.5 -0 -5 NaN -2.5 7164 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.5 -0.5 -0.5 -1.5 NaN -1 7165 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -4.75 -2.25 0.5 NaN NaN -1.75 7166 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3 -0.5 0.5 -0.5 NaN 0 7167 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5 -2.5 0.5 -4.5 NaN -2 7222 SOYBEAN caleb_strategy_v3 [-1] 50 -187.5 -0 225 225 NaN 225 7223 LIVECOW caleb_strategy_v3 [1] 400 -110 0 -150 -150 NaN -150 7110 CAC caleb_strategy_v3 [-1] 10.6495 -34.6109 -2.66237 NaN NaN NaN NaN 7111 CAC caleb_strategy_v3 [-1] 10.6495 -133.119 -5.32475 -191.691 -202.34 NaN -197.016 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -82.250000 ROBUSTA 160.000000 caleb_strategy_v3 CAC -167.729625 COCOA 510.000000 COFFEE -618.750000 COPPER 443.750000 DOW -156.500000 EUR -12.500000 EURIBOR-ICE 93.183125 EUROSTX -69.221750 GASOIL -300.000000 GOLD_micro 158.500000 JPY -384.375000 LIVECOW -110.000000 NZD 515.000000 OAT -79.871250 ROBUSTA 240.000000 SOYBEAN -187.500000 SP400 -620.000000 SP500_micro -31.875000 US30 -78.125000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 77.7500 caleb_strategy_v3 -856.0145 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -114.250000 ROBUSTA -50.000000 caleb_strategy_v3 CAC -7.987125 COCOA -10.000000 COFFEE -18.750000 COPPER -6.250000 DOW -0.500000 EUR -6.250000 EURIBOR-ICE -13.311875 EUROSTX -5.324750 GASOIL -25.000000 GOLD_micro -3.500000 JPY -3.125000 LIVECOW 0.000000 NZD -5.000000 OAT -5.324750 ROBUSTA -10.000000 SOYBEAN -0.000000 SP400 -30.000000 SP500_micro -0.625000 US30 -15.625000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -164.2500 caleb_strategy_v3 -166.5735 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 18.0000 ROBUSTA 130.0000 caleb_strategy_v3 CAC -191.6910 COCOA -0.0000 COFFEE -0.0000 COPPER -0.0000 DOW 3.5000 EUR 12.5000 EURIBOR-ICE -0.0000 EUROSTX -0.0000 GASOIL 0.0000 GOLD_micro 2.0000 JPY 6.2500 LIVECOW -150.0000 NZD -5.0000 OAT -10.6495 ROBUSTA 0.0000 SOYBEAN 225.0000 SP400 60.0000 SP500_micro 1.2500 US30 0.0000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 148.0000 caleb_strategy_v3 -46.8405 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -143.50000 ROBUSTA 90.00000 caleb_strategy_v3 CAC -202.34050 COCOA -20.00000 COFFEE 0.00000 COPPER 0.00000 DOW 2.50000 EUR -0.00000 EURIBOR-ICE -26.62375 EUROSTX -10.64950 GASOIL -50.00000 GOLD_micro -5.00000 JPY -0.00000 LIVECOW -150.00000 NZD -15.00000 OAT -21.29900 ROBUSTA -20.00000 SOYBEAN 225.00000 SP400 -0.00000 SP500_micro -0.00000 US30 -31.25000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -53.50000 caleb_strategy_v3 -324.66275 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 0 ROBUSTA 0 caleb_strategy_v3 CAC 0 COCOA 0 COFFEE 0 COPPER 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 JPY 0 LIVECOW 0 NZD 0 OAT 0 ROBUSTA 0 SOYBEAN 0 SP400 0 SP500_micro 0 US30 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 BITCOIN -96.250000 ROBUSTA 80.000000 caleb_strategy_v3 CAC -197.015750 COCOA -10.000000 COFFEE -18.750000 COPPER -6.250000 DOW 3.000000 EUR 6.250000 EURIBOR-ICE -13.311875 EUROSTX -5.324750 GASOIL -25.000000 GOLD_micro -1.500000 JPY 3.125000 LIVECOW -150.000000 NZD -10.000000 OAT -15.974250 ROBUSTA -10.000000 SOYBEAN 225.000000 SP400 30.000000 SP500_micro 0.625000 US30 -15.625000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -16.250000 caleb_strategy_v3 -210.751625 ******************************************************************************** END OF REPORT ********************************************************************************