******************************************************************************** Trades report produced on 26/09/2023 21:39 from 25/09/2023 21:39 to 26/09/2023 21:39 ******************************************************************************** ============================================================================================================ Broker orders ============================================================================================================ instrument_code strategy_name contract_date fill_datetime fill filled_price 7235 BOBL caleb_strategy_v3 [20231200] 2023-09-26 07:00:15 [1] 115.700000 7236 CAC caleb_strategy_v3 [20231000] 2023-09-26 07:00:24 [-1] 7101.500000 7274 CHF caleb_strategy_v3 [20231200] 2023-09-26 14:00:04 [1] 1.105400 7240 COPPER caleb_strategy_v3 [20231200] 2023-09-26 13:00:01 [-1] 3.655500 7242 CRUDE_W caleb_strategy_v3 [20231200] 2023-09-26 13:00:03 [-1] 87.760000 7283 EUR caleb_strategy_v3 [20231200] 2023-09-26 14:00:22 [1] 1.063450 7237 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-09-26 08:00:02 [-1] 96.955000 7307 FEEDCOW caleb_strategy_v3 [20240100] 2023-09-26 14:31:28 [1] 261.825000 7238 GASOIL caleb_strategy_v3 [20231200] 2023-09-26 08:00:11 [-1] 888.250000 7247 GASOLINE _ROLL_PSEUDO_STRATEGY [20231200, 20240100] 2023-09-26 13:05:41 [-1, 1] 0.029500 7253 GASOLINE _ROLL_PSEUDO_STRATEGY [20231200, 20240100] 2023-09-26 13:16:06 [-1, 1] 0.028500 7244 GASOLINE _ROLL_PSEUDO_STRATEGY [20231200, 20240100] 2023-09-26 13:00:26 [-1, 1] 0.030800 7250 GASOLINE _ROLL_PSEUDO_STRATEGY [20231200, 20240100] 2023-09-26 13:10:56 [-1, 1] 0.028900 7278 GBP caleb_strategy_v3 [20231200] 2023-09-26 14:00:11 [1] 1.219200 7248 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:10:41 [1, -1] -18.200000 7245 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:05:27 [1, -1] -18.200000 7327 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:28:28 [1, -1] -18.200000 7251 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:15:56 [1, -1] -18.200000 7326 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:23:26 [1, -1] -18.200000 7254 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:17:26 [1, -1] -18.300000 7290 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:10:31 [1, -1] -18.300000 7295 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:16:12 [1, -1] -18.400000 7320 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:58:32 [1, -1] -18.300000 7324 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:13:06 [1, -1] -18.200000 7323 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:09:12 [1, -1] -18.300000 7322 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:07:58 [1, -1] -18.300000 7321 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:03:35 [1, -1] -18.200000 7256 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:22:29 [1, -1] -18.200000 7319 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:55:46 [1, -1] -18.200000 7317 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:50:42 [1, -1] -18.200000 7315 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:46:40 [1, -1] -18.300000 7313 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:41:37 [1, -1] -18.300000 7311 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:36:34 [1, -1] -18.300000 7299 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:21:17 [1, -1] -18.300000 7325 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 15:18:23 [1, -1] -18.200000 7258 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:27:35 [1, -1] -18.200000 7268 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:40:49 [1, -1] -18.300000 7262 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:32:06 [1, -1] -18.200000 7285 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:05:26 [1, -1] -18.300000 7273 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:00:01 [1, -1] -18.400000 7265 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:36:15 [1] 1905.100000 7241 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:00:02 [1] 1910.500000 7246 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:05:40 [1] 1909.000000 7249 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:10:44 [1] 1906.100000 7252 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:15:59 [1] 1907.300000 7255 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:17:28 [1] 1907.000000 7257 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:22:34 [1] 1906.700000 7259 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:27:43 [1] 1906.300000 7261 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:31:46 [1] 1905.600000 7263 GOLD_micro caleb_strategy_v3 [20231000] 2023-09-26 13:32:08 [1] 1905.300000 7272 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:54:59 [1, -1] -18.300000 7271 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:49:56 [1, -1] -18.300000 7270 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:44:54 [1, -1] -18.400000 7269 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:40:51 [1, -1] -18.200000 7302 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:26:21 [1, -1] -18.300000 7267 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:40:28 [1, -1] -18.300000 7266 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:36:24 [1, -1] -18.300000 7264 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:36:10 [1, -1] -18.300000 7260 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 13:31:43 [1, -1] -18.300000 7305 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231000, 20231200] 2023-09-26 14:31:25 [1, -1] -18.300000 7309 LEANHOG caleb_strategy_v3 [20231200] 2023-09-26 14:31:32 [-1] 72.250000 7310 LIVECOW caleb_strategy_v3 [20231200] 2023-09-26 14:31:33 [-1] 189.150000 7288 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:05:29 [-1] 0.056640 7318 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:50:45 [-1] 0.056550 7316 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:46:43 [-1] 0.056570 7314 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:41:40 [-1] 0.056580 7312 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:36:36 [-1] 0.056630 7277 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:00:10 [-1] 0.056690 7308 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:31:29 [-1] 0.056590 7304 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:26:24 [-1] 0.056570 7301 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:21:21 [-1] 0.056580 7297 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:16:16 [-1] 0.056530 7293 MXP caleb_strategy_v3 [20231200] 2023-09-26 14:11:17 [-1] 0.056610 7234 NIKKEI caleb_strategy_v3 [20231200] 2023-09-26 02:00:30 [-1] 32210.000000 7284 NZD caleb_strategy_v3 [20231200] 2023-09-26 14:00:25 [-1] 0.596900 7243 PALLAD caleb_strategy_v3 [20231200] 2023-09-26 13:00:17 [-1] 1219.500000 7239 ROBUSTA caleb_strategy_v3 [20240100] 2023-09-26 09:00:54 [1] 2353.000000 7275 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:00:06 [-1] 1798.200000 7286 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:05:28 [-1] 1794.600000 7300 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:21:20 [-1] 1790.200000 7296 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:16:15 [-1] 1790.900000 7291 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:10:46 [-1] 1795.200000 7303 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:26:24 [-1] 1792.700000 7306 RUSSELL caleb_strategy_v3 [20231200] 2023-09-26 14:31:27 [-1] 1795.900000 7280 US10U caleb_strategy_v3 [20231200] 2023-09-26 14:00:13 [1] 112.140625 7279 US20 caleb_strategy_v3 [20231200] 2023-09-26 14:00:12 [-1] 115.187500 7276 US30 caleb_strategy_v3 [20231200] 2023-09-26 14:00:09 [-1] 120.062500 7292 US30 caleb_strategy_v3 [20231200] 2023-09-26 14:11:16 [-1] 120.000000 7287 US30 caleb_strategy_v3 [20231200] 2023-09-26 14:05:28 [-1] 120.031250 7289 US5 caleb_strategy_v3 [20231200] 2023-09-26 14:05:30 [1] 105.359375 7298 US5 caleb_strategy_v3 [20231200] 2023-09-26 14:16:16 [1] 105.382813 7281 US5 caleb_strategy_v3 [20231200] 2023-09-26 14:00:15 [1] 105.390625 7294 US5 caleb_strategy_v3 [20231200] 2023-09-26 14:11:18 [1] 105.351563 7282 VIX caleb_strategy_v3 [20231200] 2023-09-26 14:00:21 [1] 18.350000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7234 NIKKEI caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 03:00:29.642 2023-09-26 02:00:30 97229.6 NaN 7235 BOBL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 08:00:01.372 2023-09-26 07:00:15 115201 NaN 7236 CAC caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 08:00:18.947 2023-09-26 07:00:24 115219 NaN 7237 EURIBOR-ICE caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 09:00:02.455 2023-09-26 08:00:02 118802 NaN 7238 GASOIL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 09:00:04.114 2023-09-26 08:00:11 118804 NaN 7239 ROBUSTA caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 10:00:02.646 2023-09-26 09:00:54 122403 NaN 7240 COPPER caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:00:01.344 2023-09-26 13:00:01 136801 NaN 7242 CRUDE_W caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:00:03.557 2023-09-26 13:00:03 136804 NaN 7243 PALLAD caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:00:04.658 2023-09-26 13:00:17 136805 NaN 7250 GASOLINE _ROLL_PSEUDO_STRATEGY 2023-09-25 19:00:00 2023-09-26 14:10:44.942 2023-09-26 13:10:56 69044.9 NaN 7244 GASOLINE _ROLL_PSEUDO_STRATEGY 2023-09-25 19:00:00 2023-09-26 14:00:18.942 2023-09-26 13:00:26 68418.9 NaN 7253 GASOLINE _ROLL_PSEUDO_STRATEGY 2023-09-25 19:00:00 2023-09-26 14:16:00.237 2023-09-26 13:16:06 69360.2 NaN 7247 GASOLINE _ROLL_PSEUDO_STRATEGY 2023-09-25 19:00:00 2023-09-26 14:05:40.805 2023-09-26 13:05:41 68740.8 NaN 7265 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:36:12.879 2023-09-26 13:36:15 138973 NaN 7241 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:00:02.375 2023-09-26 13:00:02 136802 NaN 7246 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:05:40.118 2023-09-26 13:05:40 137140 NaN 7249 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:10:44.140 2023-09-26 13:10:44 137444 NaN 7252 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:15:59.334 2023-09-26 13:15:59 137759 NaN 7255 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:17:28.024 2023-09-26 13:17:28 137848 NaN 7257 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:22:31.448 2023-09-26 13:22:34 138151 NaN 7259 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:27:37.644 2023-09-26 13:27:43 138458 NaN 7261 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:31:46.023 2023-09-26 13:31:46 138706 NaN 7263 GOLD_micro caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 14:32:08.435 2023-09-26 13:32:08 138728 NaN 7274 CHF caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:03.940 2023-09-26 14:00:04 140404 NaN 7278 GBP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:11.236 2023-09-26 14:00:11 140411 NaN 7279 US20 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:12.447 2023-09-26 14:00:12 140412 NaN 7280 US10U caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:13.563 2023-09-26 14:00:13 140414 NaN 7282 VIX caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:16.942 2023-09-26 14:00:21 140417 NaN 7283 EUR caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:22.656 2023-09-26 14:00:22 140423 NaN 7284 NZD caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:23.418 2023-09-26 14:00:25 140423 NaN 7292 US30 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:10:46.704 2023-09-26 14:11:16 141047 NaN 7276 US30 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:07.775 2023-09-26 14:00:09 140408 NaN 7287 US30 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:05:28.765 2023-09-26 14:05:28 140729 NaN 7281 US5 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:14.506 2023-09-26 14:00:15 140415 NaN 7298 US5 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:16:16.627 2023-09-26 14:16:16 141377 NaN 7289 US5 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:05:30.248 2023-09-26 14:05:30 140730 NaN 7294 US5 caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:11:18.058 2023-09-26 14:11:18 141078 NaN 7296 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:16:15.337 2023-09-26 14:16:15 141375 NaN 7300 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:21:19.992 2023-09-26 14:21:20 141680 NaN 7303 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:26:24.012 2023-09-26 14:26:24 141984 NaN 7306 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:31:27.761 2023-09-26 14:31:27 142288 NaN 7275 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:05.178 2023-09-26 14:00:06 140405 NaN 7286 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:05:28.201 2023-09-26 14:05:28 140728 NaN 7291 RUSSELL caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:10:46.182 2023-09-26 14:10:46 141046 NaN 7307 FEEDCOW caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:31:28.700 2023-09-26 14:31:28 142289 NaN 7309 LEANHOG caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:31:30.099 2023-09-26 14:31:32 142290 NaN 7310 LIVECOW caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:31:33.364 2023-09-26 14:31:33 142293 NaN 7297 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:16:15.912 2023-09-26 14:16:16 141376 NaN 7301 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:21:20.939 2023-09-26 14:21:21 141681 NaN 7304 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:26:24.512 2023-09-26 14:26:24 141985 NaN 7308 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:31:29.377 2023-09-26 14:31:29 142289 NaN 7277 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:00:09.669 2023-09-26 14:00:10 140410 NaN 7312 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:36:36.861 2023-09-26 14:36:36 142597 NaN 7314 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:41:39.912 2023-09-26 14:41:40 142900 NaN 7316 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:46:43.225 2023-09-26 14:46:43 143203 NaN 7318 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:50:45.211 2023-09-26 14:50:45 143445 NaN 7288 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:05:29.465 2023-09-26 14:05:29 140729 NaN 7293 MXP caleb_strategy_v3 2023-09-25 00:00:00 2023-09-26 15:11:17.318 2023-09-26 14:11:17 141077 NaN 7299 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:16:17.545 2023-09-26 14:21:17 69377.5 NaN 7302 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:21:21.769 2023-09-26 14:26:21 69681.8 NaN 7305 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:26:25.344 2023-09-26 14:31:25 69985.3 NaN 7311 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:31:34.162 2023-09-26 14:36:34 70294.2 NaN 7313 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:36:37.610 2023-09-26 14:41:37 70597.6 NaN 7315 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:41:40.916 2023-09-26 14:46:40 70900.9 NaN 7317 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:46:44.228 2023-09-26 14:50:42 71204.2 NaN 7319 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:50:46.214 2023-09-26 14:55:46 71446.2 NaN 7320 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:55:48.797 2023-09-26 14:58:32 71748.8 NaN 7321 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:58:35.005 2023-09-26 15:03:35 71915 NaN 7322 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:03:37.528 2023-09-26 15:07:58 72217.5 NaN 7323 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:08:00.989 2023-09-26 15:09:12 72481 NaN 7324 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:09:14.795 2023-09-26 15:13:06 72554.8 NaN 7325 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:13:23.690 2023-09-26 15:18:23 72803.7 NaN 7326 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:18:26.200 2023-09-26 15:23:26 73106.2 NaN 7327 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 16:23:28.605 2023-09-26 15:28:28 73408.6 NaN 7245 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:00:27.606 2023-09-26 13:05:27 64827.6 NaN 7248 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:05:41.803 2023-09-26 13:10:41 65141.8 NaN 7251 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:10:56.899 2023-09-26 13:15:56 65456.9 NaN 7254 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:16:06.703 2023-09-26 13:17:26 65766.7 NaN 7256 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:17:29.148 2023-09-26 13:22:29 65849.1 NaN 7258 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:22:35.148 2023-09-26 13:27:35 66155.1 NaN 7260 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:27:44.725 2023-09-26 13:31:43 66464.7 NaN 7262 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:31:47.647 2023-09-26 13:32:06 66707.6 NaN 7264 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:32:09.332 2023-09-26 13:36:10 66729.3 NaN 7266 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:36:15.982 2023-09-26 13:36:24 66976 NaN 7267 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:36:27.163 2023-09-26 13:40:28 66987.2 NaN 7268 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:40:30.448 2023-09-26 13:40:49 67230.4 NaN 7269 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:40:51.477 2023-09-26 13:40:51 67251.5 NaN 7270 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:40:54.372 2023-09-26 13:44:54 67254.4 NaN 7271 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:44:56.845 2023-09-26 13:49:56 67496.8 NaN 7272 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:49:59.604 2023-09-26 13:54:59 67799.6 NaN 7273 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 14:55:02.350 2023-09-26 14:00:01 68102.4 NaN 7285 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:00:26.073 2023-09-26 14:05:26 68426.1 NaN 7290 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:05:30.964 2023-09-26 14:10:31 68731 NaN 7295 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-09-25 20:00:00 2023-09-26 15:11:18.815 2023-09-26 14:16:12 69078.8 NaN ============================================================================================================================================================================================================================================= Slippage (ticks per lot) ============================================================================================================================================================================================================================================= instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 7234 NIKKEI caleb_strategy_v3 [-1] 32410 None 32207.5 32205 32210 32210 32210 -202.5 -2.5 5 -0 NaN 2.5 7235 BOBL caleb_strategy_v3 [1] 115.76 None 115.685 115.69 115.68 115.68 115.7 0.075 -0.005 -0.01 -0.02 NaN -0.015 7236 CAC caleb_strategy_v3 [-1] 7151 None 7102 7101.5 7102.5 7102.5 7101.5 -49 -0.5 -0 -1 NaN -0.5 7237 EURIBOR-ICE caleb_strategy_v3 [-1] 96.94 None 96.9525 96.95 96.955 96.955 96.955 0.0125 -0.0025 0.005 -0 NaN 0.0025 7238 GASOIL caleb_strategy_v3 [-1] 901.25 None 888.125 888 888.25 888.25 888.25 -13.125 -0.125 0.25 -0 NaN 0.125 7239 ROBUSTA caleb_strategy_v3 [1] 2349 None 2354 2355 2353 2353 2353 -5 -1 2 0 NaN 1 7240 COPPER caleb_strategy_v3 [-1] 3.6685 None 3.65625 3.656 3.6565 3.6565 3.6555 -0.01225 -0.00025 -0.0005 -0.001 NaN -0.00075 7242 CRUDE_W caleb_strategy_v3 [-1] 88.19 None 87.785 87.78 87.79 87.79 87.76 -0.405 -0.005 -0.02 -0.03 NaN -0.025 7243 PALLAD caleb_strategy_v3 [-1] 1232 None 1220.25 1219.5 1221 1221 1219.5 -11.75 -0.75 -0 -1.5 NaN -0.75 7250 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0318 None 0.029 0.0289 0.0291 0.0291 0.0289 -0.0028 -0.0001 1.49186e-16 -0.0002 NaN -0.0001 7244 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0318 None 0.0309 0.0308 0.031 0.031 0.0308 -0.0009 -0.0001 1.59595e-16 -0.0002 NaN -0.0001 7253 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0318 None 0.02835 0.0282 0.0285 0.0285 0.0285 -0.00345 -0.00015 0.0003 -2.5327e-16 NaN 0.00015 7247 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0318 None 0.0309 0.0308 0.031 NaN 0.0295 -0.0009 -0.0001 -0.0013 NaN NaN -0.0014 7265 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1904.9 1905 1904.8 1904.8 1905.1 11.4 -0.1 -0.1 -0.3 NaN -0.2 7241 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1910.5 1910.6 1910.4 1910.4 1910.5 5.8 -0.1 0.1 -0.1 NaN 0 7246 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1910.4 1910.5 1910.3 1910.3 1909 5.9 -0.1 1.5 1.3 NaN 1.4 7249 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1908.9 1909 1908.8 1908.8 1906.1 7.4 -0.1 2.9 2.7 NaN 2.8 7252 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1906 1906.1 1905.9 1905.9 1907.3 10.3 -0.1 -1.2 -1.4 NaN -1.3 7255 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1907.2 1907.3 1907.1 NaN 1907 9.1 -0.1 0.3 NaN NaN 0.2 7257 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1906.5 1906.6 1906.4 1906.4 1906.7 9.8 -0.1 -0.1 -0.3 NaN -0.2 7259 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1906.2 1906.3 1906.1 1906.1 1906.3 10.1 -0.1 0 -0.2 NaN -0.1 7261 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1905.4 1905.5 1905.3 1905.3 1905.6 10.9 -0.1 -0.1 -0.3 NaN -0.2 7263 GOLD_micro caleb_strategy_v3 [1] 1916.3 None 1905.2 1905.3 1905.1 1905.1 1905.3 11.1 -0.1 0 -0.2 NaN -0.1 7274 CHF caleb_strategy_v3 [1] 1.1059 None 1.10547 1.10555 1.1054 1.1054 1.1054 0.000425 -7.5e-05 0.00015 2.22045e-16 NaN 7.5e-05 7278 GBP caleb_strategy_v3 [1] 1.2213 None 1.2193 1.2194 1.2192 1.2192 1.2192 0.002 -0.0001 0.0002 0 NaN 0.0001 7279 US20 caleb_strategy_v3 [-1] 114.938 None 115.172 115.156 115.188 115.188 115.188 0.234375 -0.015625 0.03125 -0 NaN 0.015625 7280 US10U caleb_strategy_v3 [1] 111.891 None 112.148 112.156 112.141 112.141 112.141 -0.257812 -0.0078125 0.015625 0 NaN 0.0078125 7282 VIX caleb_strategy_v3 [1] 18.05 None 18.375 18.4 18.35 18.35 18.35 -0.325 -0.025 0.05 0 NaN 0.025 7283 EUR caleb_strategy_v3 [1] 1.06255 None 1.0635 1.06355 1.06345 1.06345 1.06345 -0.00095 -5e-05 0.0001 0 NaN 5e-05 7284 NZD caleb_strategy_v3 [-1] 0.59635 None 0.59685 0.5968 0.5969 0.5969 0.5969 0.0005 -5e-05 0.0001 -0 NaN 5e-05 7292 US30 caleb_strategy_v3 [-1] 119.875 None 120.047 120.031 120.062 120.062 120 0.171875 -0.015625 -0.03125 -0.0625 NaN -0.046875 7276 US30 caleb_strategy_v3 [-1] 119.875 None 120.031 120 120.062 120.062 120.062 0.15625 -0.03125 0.0625 -0 NaN 0.03125 7287 US30 caleb_strategy_v3 [-1] 119.875 None 120.078 120.062 120.094 120.094 120.031 0.203125 -0.015625 -0.03125 -0.0625 NaN -0.046875 7281 US5 caleb_strategy_v3 [1] 105.289 None 105.371 105.375 105.367 105.367 105.391 -0.0820312 -0.00390625 -0.015625 -0.0234375 NaN -0.0195312 7298 US5 caleb_strategy_v3 [1] 105.289 None 105.348 105.352 105.344 105.344 105.383 -0.0585938 -0.00390625 -0.0312505 -0.039063 NaN -0.0351567 7289 US5 caleb_strategy_v3 [1] 105.289 None 105.387 105.391 105.383 105.383 105.359 -0.0976562 -0.00390625 0.03125 0.0234375 NaN 0.0273438 7294 US5 caleb_strategy_v3 [1] 105.289 None 105.355 105.359 105.352 105.352 105.352 -0.0664062 -0.00390625 0.007812 -5e-07 NaN 0.00390575 7296 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1795.25 1795.2 1795.3 1795.3 1790.9 -0.35 -0.05 -4.3 -4.4 NaN -4.35 7300 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1791 1790.9 1791.1 1791.1 1790.2 -4.6 -0.1 -0.7 -0.9 NaN -0.8 7303 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1790.15 1790.1 1790.2 1790.2 1792.7 -5.45 -0.05 2.6 2.5 NaN 2.55 7306 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1792.75 1792.7 1792.8 1792.8 1795.9 -2.85 -0.05 3.2 3.1 NaN 3.15 7275 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1797.95 1797.7 1798.2 1798.2 1798.2 2.35 -0.25 0.5 -0 NaN 0.25 7286 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1798.45 1798.2 1798.7 1798.7 1794.6 2.85 -0.25 -3.6 -4.1 NaN -3.85 7291 RUSSELL caleb_strategy_v3 [-1] 1795.6 None 1794.7 1794.6 1794.8 1794.8 1795.2 -0.9 -0.1 0.6 0.4 NaN 0.5 7307 FEEDCOW caleb_strategy_v3 [1] 265.825 None 262.5 262.5 262.5 262.5 261.825 3.325 0 0.675 0.675 NaN 0.675 7309 LEANHOG caleb_strategy_v3 [-1] 72.6 None 72.3125 72.3 72.325 72.325 72.25 -0.2875 -0.0125 -0.05 -0.075 NaN -0.0625 7310 LIVECOW caleb_strategy_v3 [-1] 191.5 None 189.188 189.175 189.2 NaN 189.15 -2.3125 -0.0125 -0.025 NaN NaN -0.0375 7297 MXP caleb_strategy_v3 [-1] 0.05663 None 0.056615 0.05661 0.05662 0.05662 0.05653 -1.5e-05 -5e-06 -8e-05 -9e-05 NaN -8.5e-05 7301 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05654 0.05653 0.05655 0.05655 0.05658 -9e-05 -1e-05 5e-05 3e-05 NaN 4e-05 7304 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05659 0.05658 0.0566 0.0566 0.05657 -4e-05 -1e-05 -1e-05 -3e-05 NaN -2e-05 7308 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05658 0.05657 0.05659 0.05659 0.05659 -5e-05 -1e-05 2e-05 -0 NaN 1e-05 7277 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05668 0.05667 0.05669 0.05669 0.05669 5e-05 -1e-05 2e-05 -6.93889e-18 NaN 1e-05 7312 MXP caleb_strategy_v3 [-1] 0.05663 None 0.056595 0.05659 0.0566 0.0566 0.05663 -3.5e-05 -5e-06 4e-05 3e-05 NaN 3.5e-05 7314 MXP caleb_strategy_v3 [-1] 0.05663 None 0.056635 0.05663 0.05664 0.05664 0.05658 5e-06 -5e-06 -5e-05 -6e-05 NaN -5.5e-05 7316 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05659 0.05658 0.0566 0.0566 0.05657 -4e-05 -1e-05 -1e-05 -3e-05 NaN -2e-05 7318 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05658 0.05657 0.05659 0.05659 0.05655 -5e-05 -1e-05 -2e-05 -4e-05 NaN -3e-05 7288 MXP caleb_strategy_v3 [-1] 0.05663 None 0.056695 0.05669 0.0567 0.0567 0.05664 6.5e-05 -5e-06 -5e-05 -6e-05 NaN -5.5e-05 7293 MXP caleb_strategy_v3 [-1] 0.05663 None 0.05665 0.05664 0.05666 0.05666 0.05661 2e-05 -1e-05 -3e-05 -5e-05 NaN -4e-05 7299 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 1.81188e-13 -0.1 NaN -0.05 7302 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7305 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7311 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7313 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7315 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 1.81188e-13 -0.1 NaN -0.05 7317 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.2 -0.25 -0.05 -0.1 -0.2 NaN -0.15 7319 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 -1.81188e-13 -0.1 NaN -0.05 7320 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 1.81188e-13 NaN 0.05 7321 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7322 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 -4.61853e-14 NaN 0.05 7323 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 1.81188e-13 NaN 0.05 7324 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.3 -18.2 -18.4 -18.4 -18.2 -0.3 -0.1 4.61853e-14 -0.2 NaN -0.1 7325 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7326 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7327 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7245 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 -1.81188e-13 -0.1 NaN -0.05 7248 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 -1.81188e-13 -0.1 NaN -0.05 7251 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7254 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 -4.61853e-14 NaN 0.05 7256 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7258 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.2 -0.35 -0.05 4.61853e-14 -0.1 NaN -0.05 7260 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 -4.61853e-14 NaN 0.05 7262 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.2 -0.25 -0.05 -0.1 -0.2 NaN -0.15 7264 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 -4.61853e-14 NaN 0.05 7266 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 1.81188e-13 NaN 0.05 7267 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.25 -18.2 -18.3 -18.3 -18.3 -0.35 -0.05 0.1 -4.61853e-14 NaN 0.05 7268 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.3 -18.2 -18.4 -18.4 -18.3 -0.3 -0.1 0.1 -0.1 NaN -4.26326e-14 7269 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 NaN -18.2 -0.25 -0.05 -0.1 NaN NaN -0.15 7270 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.3 -18.2 -18.4 -18.4 -18.4 -0.3 -0.1 0.2 -1.38556e-13 NaN 0.1 7271 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7272 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7273 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.4 -0.25 -0.05 0.1 -1.38556e-13 NaN 0.05 7285 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 -4.61853e-14 -0.1 NaN -0.05 7290 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.3 -0.25 -0.05 1.81188e-13 -0.1 NaN -0.05 7295 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -18.6 None -18.35 -18.3 -18.4 -18.4 -18.4 -0.25 -0.05 0.1 -1.38556e-13 NaN 0.05 =================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 7234 NIKKEI caleb_strategy_v3 [-1] 4864.08 -416.317 -5.13971 10.2794 -0 NaN 5.13971 7235 BOBL caleb_strategy_v3 [1] 4.86241 154.244 -10.283 -20.5659 -41.1318 NaN -30.8489 7236 CAC caleb_strategy_v3 [-1] 1035 -473.429 -4.83091 -0 -9.66183 NaN -4.83091 7237 EURIBOR-ICE caleb_strategy_v3 [-1] 0.972279 128.564 -25.7128 51.4256 -0 NaN 25.7128 7238 GASOIL caleb_strategy_v3 [-1] 293.463 -447.245 -4.25948 8.51895 -0 NaN 4.25948 7239 ROBUSTA caleb_strategy_v3 [1] 513.64 -97.3444 -19.4689 38.9378 0 NaN 19.4689 7240 COPPER caleb_strategy_v3 [-1] 0.702904 -174.277 -3.55667 -7.11334 -14.2267 NaN -10.67 7242 CRUDE_W caleb_strategy_v3 [-1] 17.9112 -226.115 -2.79155 -11.1662 -16.7493 NaN -13.9577 7243 PALLAD caleb_strategy_v3 [-1] 459.262 -255.845 -16.3306 -0 -32.6611 NaN -16.3306 7250 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.61203 -45.7494 -1.63391 2.43756e-12 -3.26781 NaN -1.63391 7244 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.61203 -14.7052 -1.63391 2.60763e-12 -3.26781 NaN -1.63391 7253 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.61203 -56.3698 -2.45086 4.90172 -4.13819e-12 NaN 2.45086 7247 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 0.61203 -14.7052 -1.63391 -21.2408 NaN NaN -22.8747 7265 GOLD_micro caleb_strategy_v3 [1] 184.822 616.809 -5.4106 -5.4106 -16.2318 NaN -10.8212 7241 GOLD_micro caleb_strategy_v3 [1] 184.822 313.815 -5.4106 5.4106 -5.4106 NaN 0 7246 GOLD_micro caleb_strategy_v3 [1] 184.822 319.225 -5.4106 81.159 70.3378 NaN 75.7484 7249 GOLD_micro caleb_strategy_v3 [1] 184.822 400.384 -5.4106 156.907 146.086 NaN 151.497 7252 GOLD_micro caleb_strategy_v3 [1] 184.822 557.292 -5.4106 -64.9272 -75.7484 NaN -70.3378 7255 GOLD_micro caleb_strategy_v3 [1] 184.822 492.365 -5.4106 16.2318 NaN NaN 10.8212 7257 GOLD_micro caleb_strategy_v3 [1] 184.822 530.239 -5.4106 -5.4106 -16.2318 NaN -10.8212 7259 GOLD_micro caleb_strategy_v3 [1] 184.822 546.471 -5.4106 0 -10.8212 NaN -5.4106 7261 GOLD_micro caleb_strategy_v3 [1] 184.822 589.755 -5.4106 -5.4106 -16.2318 NaN -10.8212 7263 GOLD_micro caleb_strategy_v3 [1] 184.822 600.577 -5.4106 0 -10.8212 NaN -5.4106 7274 CHF caleb_strategy_v3 [1] 0.0695169 61.1362 -10.7887 21.5775 3.19411e-11 NaN 10.7887 7278 GBP caleb_strategy_v3 [1] 0.0851713 234.821 -11.741 23.4821 0 NaN 11.741 7279 US20 caleb_strategy_v3 [-1] 14.9691 156.573 -10.4382 20.8763 -0 NaN 10.4382 7280 US10U caleb_strategy_v3 [1] 9.3591 -275.467 -8.34749 16.695 0 NaN 8.34749 7282 VIX caleb_strategy_v3 [1] 7.7483 -419.447 -32.2651 64.5302 0 NaN 32.2651 7283 EUR caleb_strategy_v3 [1] 0.070559 -134.639 -7.08627 14.1725 0 NaN 7.08627 7284 NZD caleb_strategy_v3 [-1] 0.0513791 97.3157 -9.73157 19.4631 -0 NaN 9.73157 7292 US30 caleb_strategy_v3 [-1] 20.9902 81.8836 -7.44397 -14.8879 -29.7759 NaN -22.3319 7276 US30 caleb_strategy_v3 [-1] 20.9902 74.4397 -14.8879 29.7759 -0 NaN 14.8879 7287 US30 caleb_strategy_v3 [-1] 20.9902 96.7716 -7.44397 -14.8879 -29.7759 NaN -22.3319 7281 US5 caleb_strategy_v3 [1] 4.31124 -190.273 -9.06061 -36.2424 -54.3637 NaN -45.303 7298 US5 caleb_strategy_v3 [1] 4.31124 -135.909 -9.06061 -72.486 -90.6073 NaN -81.5466 7289 US5 caleb_strategy_v3 [1] 4.31124 -226.515 -9.06061 72.4849 54.3637 NaN 63.4243 7294 US5 caleb_strategy_v3 [1] 4.31124 -154.03 -9.06061 18.1201 -0.00115976 NaN 9.05945 7296 RUSSELL caleb_strategy_v3 [-1] 316.786 -11.0485 -1.57835 -135.738 -138.895 NaN -137.317 7300 RUSSELL caleb_strategy_v3 [-1] 316.786 -145.209 -3.15671 -22.097 -28.4104 NaN -25.2537 7303 RUSSELL caleb_strategy_v3 [-1] 316.786 -172.041 -1.57835 82.0744 78.9177 NaN 80.496 7306 RUSSELL caleb_strategy_v3 [-1] 316.786 -89.9662 -1.57835 101.015 97.8579 NaN 99.4363 7275 RUSSELL caleb_strategy_v3 [-1] 316.786 74.1826 -7.89177 15.7835 -0 NaN 7.89177 7286 RUSSELL caleb_strategy_v3 [-1] 316.786 89.9662 -7.89177 -113.641 -129.425 NaN -121.533 7291 RUSSELL caleb_strategy_v3 [-1] 316.786 -28.4104 -3.15671 18.9402 12.6268 NaN 15.7835 7307 FEEDCOW caleb_strategy_v3 [1] 31.6833 1049.45 0 213.046 213.046 NaN 213.046 7309 LEANHOG caleb_strategy_v3 [-1] 24.0722 -119.432 -5.19272 -20.7709 -31.1563 NaN -25.9636 7310 LIVECOW caleb_strategy_v3 [-1] 20.6023 -1122.45 -6.06728 -12.1346 NaN NaN -18.2018 7297 MXP caleb_strategy_v3 [-1] 0.00631196 -23.7644 -7.92147 -126.744 -142.586 NaN -134.665 7301 MXP caleb_strategy_v3 [-1] 0.00631196 -142.586 -15.8429 79.2147 47.5288 NaN 63.3718 7304 MXP caleb_strategy_v3 [-1] 0.00631196 -63.3718 -15.8429 -15.8429 -47.5288 NaN -31.6859 7308 MXP caleb_strategy_v3 [-1] 0.00631196 -79.2147 -15.8429 31.6859 -0 NaN 15.8429 7277 MXP caleb_strategy_v3 [-1] 0.00631196 79.2147 -15.8429 31.6859 -1.09933e-11 NaN 15.8429 7312 MXP caleb_strategy_v3 [-1] 0.00631196 -55.4503 -7.92147 63.3718 47.5288 NaN 55.4503 7314 MXP caleb_strategy_v3 [-1] 0.00631196 7.92147 -7.92147 -79.2147 -95.0577 NaN -87.1362 7316 MXP caleb_strategy_v3 [-1] 0.00631196 -63.3718 -15.8429 -15.8429 -47.5288 NaN -31.6859 7318 MXP caleb_strategy_v3 [-1] 0.00631196 -79.2147 -15.8429 -31.6859 -63.3718 NaN -47.5288 7288 MXP caleb_strategy_v3 [-1] 0.00631196 102.979 -7.92147 -79.2147 -95.0577 NaN -87.1362 7293 MXP caleb_strategy_v3 [-1] 0.00631196 31.6859 -15.8429 -47.5288 -79.2147 NaN -63.3718 7299 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 9.80338e-12 -5.4106 NaN -2.7053 7302 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7305 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7311 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7313 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7315 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 9.80338e-12 -5.4106 NaN -2.7053 7317 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -5.4106 -10.8212 NaN -8.1159 7319 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 -9.80338e-12 -5.4106 NaN -2.7053 7320 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 9.80338e-12 NaN 2.7053 7321 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7322 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 -2.4989e-12 NaN 2.7053 7323 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 9.80338e-12 NaN 2.7053 7324 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -16.2318 -5.4106 2.4989e-12 -10.8212 NaN -5.4106 7325 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7326 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7327 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7245 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 -9.80338e-12 -5.4106 NaN -2.7053 7248 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 -9.80338e-12 -5.4106 NaN -2.7053 7251 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7254 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 -2.4989e-12 NaN 2.7053 7256 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7258 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 2.4989e-12 -5.4106 NaN -2.7053 7260 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 -2.4989e-12 NaN 2.7053 7262 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -5.4106 -10.8212 NaN -8.1159 7264 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 -2.4989e-12 NaN 2.7053 7266 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 9.80338e-12 NaN 2.7053 7267 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -18.9371 -2.7053 5.4106 -2.4989e-12 NaN 2.7053 7268 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -16.2318 -5.4106 5.4106 -5.4106 NaN -2.30668e-12 7269 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -5.4106 NaN NaN -8.1159 7270 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -16.2318 -5.4106 10.8212 -7.4967e-12 NaN 5.4106 7271 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7272 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7273 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 5.4106 -7.4967e-12 NaN 2.7053 7285 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 -2.4989e-12 -5.4106 NaN -2.7053 7290 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 9.80338e-12 -5.4106 NaN -2.7053 7295 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 184.822 -13.5265 -2.7053 5.4106 -7.4967e-12 NaN 2.7053 ============================================================================================================================================================================== 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 7234 NIKKEI caleb_strategy_v3 [-1] 0.671238 -135.926 -1.67809 3.35619 -0 NaN 1.67809 7235 BOBL caleb_strategy_v3 [1] 1058.5 79.3875 -5.2925 -10.585 -21.17 NaN -15.8775 7236 CAC caleb_strategy_v3 [-1] 10.585 -518.665 -5.2925 -0 -10.585 NaN -5.2925 7237 EURIBOR-ICE caleb_strategy_v3 [-1] 2646.25 33.0781 -6.61562 13.2312 -0 NaN 6.61562 7238 GASOIL caleb_strategy_v3 [-1] 100 -1312.5 -12.5 25 -0 NaN 12.5 7239 ROBUSTA caleb_strategy_v3 [1] 10 -50 -10 20 0 NaN 10 7240 COPPER caleb_strategy_v3 [-1] 25000 -306.25 -6.25 -12.5 -25 NaN -18.75 7242 CRUDE_W caleb_strategy_v3 [-1] 1000 -405 -5 -20 -30 NaN -25 7243 PALLAD caleb_strategy_v3 [-1] 100 -1175 -75 -0 -150 NaN -75 7250 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 42000 -117.6 -4.2 6.26582e-12 -8.4 NaN -4.2 7244 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 42000 -37.8 -4.2 6.70297e-12 -8.4 NaN -4.2 7253 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 42000 -144.9 -6.3 12.6 -1.06373e-11 NaN 6.3 7247 GASOLINE _ROLL_PSEUDO_STRATEGY [-1, 1] 42000 -37.8 -4.2 -54.6 NaN NaN -58.8 7265 GOLD_micro caleb_strategy_v3 [1] 10 114 -1 -1 -3 NaN -2 7241 GOLD_micro caleb_strategy_v3 [1] 10 58 -1 1 -1 NaN 0 7246 GOLD_micro caleb_strategy_v3 [1] 10 59 -1 15 13 NaN 14 7249 GOLD_micro caleb_strategy_v3 [1] 10 74 -1 29 27 NaN 28 7252 GOLD_micro caleb_strategy_v3 [1] 10 103 -1 -12 -14 NaN -13 7255 GOLD_micro caleb_strategy_v3 [1] 10 91 -1 3 NaN NaN 2 7257 GOLD_micro caleb_strategy_v3 [1] 10 98 -1 -1 -3 NaN -2 7259 GOLD_micro caleb_strategy_v3 [1] 10 101 -1 0 -2 NaN -1 7261 GOLD_micro caleb_strategy_v3 [1] 10 109 -1 -1 -3 NaN -2 7263 GOLD_micro caleb_strategy_v3 [1] 10 111 -1 0 -2 NaN -1 7274 CHF caleb_strategy_v3 [1] 125000 53.125 -9.375 18.75 2.77556e-11 NaN 9.375 7278 GBP caleb_strategy_v3 [1] 62500 125 -6.25 12.5 0 NaN 6.25 7279 US20 caleb_strategy_v3 [-1] 1000 234.375 -15.625 31.25 -0 NaN 15.625 7280 US10U caleb_strategy_v3 [1] 1000 -257.812 -7.8125 15.625 0 NaN 7.8125 7282 VIX caleb_strategy_v3 [1] 1000 -325 -25 50 0 NaN 25 7283 EUR caleb_strategy_v3 [1] 125000 -118.75 -6.25 12.5 0 NaN 6.25 7284 NZD caleb_strategy_v3 [-1] 100000 50 -5 10 -0 NaN 5 7292 US30 caleb_strategy_v3 [-1] 1000 171.875 -15.625 -31.25 -62.5 NaN -46.875 7276 US30 caleb_strategy_v3 [-1] 1000 156.25 -31.25 62.5 -0 NaN 31.25 7287 US30 caleb_strategy_v3 [-1] 1000 203.125 -15.625 -31.25 -62.5 NaN -46.875 7281 US5 caleb_strategy_v3 [1] 1000 -82.0312 -3.90625 -15.625 -23.4375 NaN -19.5312 7298 US5 caleb_strategy_v3 [1] 1000 -58.5938 -3.90625 -31.2505 -39.063 NaN -35.1567 7289 US5 caleb_strategy_v3 [1] 1000 -97.6562 -3.90625 31.25 23.4375 NaN 27.3438 7294 US5 caleb_strategy_v3 [1] 1000 -66.4062 -3.90625 7.812 -0.0005 NaN 3.90575 7296 RUSSELL caleb_strategy_v3 [-1] 5 -1.75 -0.25 -21.5 -22 NaN -21.75 7300 RUSSELL caleb_strategy_v3 [-1] 5 -23 -0.5 -3.5 -4.5 NaN -4 7303 RUSSELL caleb_strategy_v3 [-1] 5 -27.25 -0.25 13 12.5 NaN 12.75 7306 RUSSELL caleb_strategy_v3 [-1] 5 -14.25 -0.25 16 15.5 NaN 15.75 7275 RUSSELL caleb_strategy_v3 [-1] 5 11.75 -1.25 2.5 -0 NaN 1.25 7286 RUSSELL caleb_strategy_v3 [-1] 5 14.25 -1.25 -18 -20.5 NaN -19.25 7291 RUSSELL caleb_strategy_v3 [-1] 5 -4.5 -0.5 3 2 NaN 2.5 7307 FEEDCOW caleb_strategy_v3 [1] 500 1662.5 0 337.5 337.5 NaN 337.5 7309 LEANHOG caleb_strategy_v3 [-1] 400 -115 -5 -20 -30 NaN -25 7310 LIVECOW caleb_strategy_v3 [-1] 400 -925 -5 -10 NaN NaN -15 7297 MXP caleb_strategy_v3 [-1] 500000 -7.5 -2.5 -40 -45 NaN -42.5 7301 MXP caleb_strategy_v3 [-1] 500000 -45 -5 25 15 NaN 20 7304 MXP caleb_strategy_v3 [-1] 500000 -20 -5 -5 -15 NaN -10 7308 MXP caleb_strategy_v3 [-1] 500000 -25 -5 10 -0 NaN 5 7277 MXP caleb_strategy_v3 [-1] 500000 25 -5 10 -3.46945e-12 NaN 5 7312 MXP caleb_strategy_v3 [-1] 500000 -17.5 -2.5 20 15 NaN 17.5 7314 MXP caleb_strategy_v3 [-1] 500000 2.5 -2.5 -25 -30 NaN -27.5 7316 MXP caleb_strategy_v3 [-1] 500000 -20 -5 -5 -15 NaN -10 7318 MXP caleb_strategy_v3 [-1] 500000 -25 -5 -10 -20 NaN -15 7288 MXP caleb_strategy_v3 [-1] 500000 32.5 -2.5 -25 -30 NaN -27.5 7293 MXP caleb_strategy_v3 [-1] 500000 10 -5 -15 -25 NaN -20 7299 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 1.81188e-12 -1 NaN -0.5 7302 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7305 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7311 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7313 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7315 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 1.81188e-12 -1 NaN -0.5 7317 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -1 -2 NaN -1.5 7319 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 -1.81188e-12 -1 NaN -0.5 7320 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 1.81188e-12 NaN 0.5 7321 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7322 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 -4.61853e-13 NaN 0.5 7323 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 1.81188e-12 NaN 0.5 7324 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3 -1 4.61853e-13 -2 NaN -1 7325 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7326 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7327 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7245 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 -1.81188e-12 -1 NaN -0.5 7248 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 -1.81188e-12 -1 NaN -0.5 7251 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7254 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 -4.61853e-13 NaN 0.5 7256 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7258 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 4.61853e-13 -1 NaN -0.5 7260 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 -4.61853e-13 NaN 0.5 7262 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -1 -2 NaN -1.5 7264 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 -4.61853e-13 NaN 0.5 7266 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 1.81188e-12 NaN 0.5 7267 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3.5 -0.5 1 -4.61853e-13 NaN 0.5 7268 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3 -1 1 -1 NaN -4.26326e-13 7269 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -1 NaN NaN -1.5 7270 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -3 -1 2 -1.38556e-12 NaN 1 7271 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7272 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7273 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 1 -1.38556e-12 NaN 0.5 7285 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 -4.61853e-13 -1 NaN -0.5 7290 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 1.81188e-12 -1 NaN -0.5 7295 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10 -2.5 -0.5 1 -1.38556e-12 NaN 0.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -338.100000 GOLD_micro -109.500000 caleb_strategy_v3 BOBL 79.387500 CAC -518.665000 CHF 53.125000 COPPER -306.250000 CRUDE_W -405.000000 EUR -118.750000 EURIBOR-ICE 33.078125 FEEDCOW 1662.500000 GASOIL -1312.500000 GBP 125.000000 GOLD_micro 918.000000 LEANHOG -115.000000 LIVECOW -925.000000 MXP -90.000000 NIKKEI -135.925654 NZD 50.000000 PALLAD -1175.000000 ROBUSTA -50.000000 RUSSELL -44.750000 US10U -257.812500 US20 234.375000 US30 531.250000 US5 -304.687500 VIX -325.000000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -447.600000 caleb_strategy_v3 -2397.625029 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -18.900000 GOLD_micro -19.500000 caleb_strategy_v3 BOBL -5.292500 CAC -5.292500 CHF -9.375000 COPPER -6.250000 CRUDE_W -5.000000 EUR -6.250000 EURIBOR-ICE -6.615625 FEEDCOW 0.000000 GASOIL -12.500000 GBP -6.250000 GOLD_micro -10.000000 LEANHOG -5.000000 LIVECOW -5.000000 MXP -45.000000 NIKKEI -1.678094 NZD -5.000000 PALLAD -75.000000 ROBUSTA -10.000000 RUSSELL -4.250000 US10U -7.812500 US20 -15.625000 US30 -62.500000 US5 -15.625000 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -38.400000 caleb_strategy_v3 -350.316219 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -42.000000 GOLD_micro 10.000000 caleb_strategy_v3 BOBL -10.585000 CAC -0.000000 CHF 18.750000 COPPER -12.500000 CRUDE_W -20.000000 EUR 12.500000 EURIBOR-ICE 13.231250 FEEDCOW 337.500000 GASOIL 25.000000 GBP 12.500000 GOLD_micro 33.000000 LEANHOG -20.000000 LIVECOW -10.000000 MXP -60.000000 NIKKEI 3.356189 NZD 10.000000 PALLAD -0.000000 ROBUSTA 20.000000 RUSSELL -8.500000 US10U 15.625000 US20 31.250000 US30 0.000000 US5 -7.813500 VIX 50.000000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -32.000000 caleb_strategy_v3 433.313939 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -1.680000e+01 GOLD_micro -2.700000e+01 caleb_strategy_v3 BOBL -2.117000e+01 CAC -1.058500e+01 CHF 2.775558e-11 COPPER -2.500000e+01 CRUDE_W -3.000000e+01 EUR 0.000000e+00 EURIBOR-ICE -0.000000e+00 FEEDCOW 3.375000e+02 GASOIL -0.000000e+00 GBP 0.000000e+00 GOLD_micro 1.200000e+01 LEANHOG -3.000000e+01 LIVECOW 0.000000e+00 MXP -1.500000e+02 NIKKEI -0.000000e+00 NZD -0.000000e+00 PALLAD -1.500000e+02 ROBUSTA 0.000000e+00 RUSSELL -1.700000e+01 US10U 0.000000e+00 US20 -0.000000e+00 US30 -1.250000e+02 US5 -3.906350e+01 VIX 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -43.8000 caleb_strategy_v3 -248.3185 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 0 GOLD_micro 0 caleb_strategy_v3 BOBL 0 CAC 0 CHF 0 COPPER 0 CRUDE_W 0 EUR 0 EURIBOR-ICE 0 FEEDCOW 0 GASOIL 0 GBP 0 GOLD_micro 0 LEANHOG 0 LIVECOW 0 MXP 0 NIKKEI 0 NZD 0 PALLAD 0 ROBUSTA 0 RUSSELL 0 US10U 0 US20 0 US30 0 US5 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 GASOLINE -60.900000 GOLD_micro -9.500000 caleb_strategy_v3 BOBL -15.877500 CAC -5.292500 CHF 9.375000 COPPER -18.750000 CRUDE_W -25.000000 EUR 6.250000 EURIBOR-ICE 6.615625 FEEDCOW 337.500000 GASOIL 12.500000 GBP 6.250000 GOLD_micro 23.000000 LEANHOG -25.000000 LIVECOW -15.000000 MXP -105.000000 NIKKEI 1.678094 NZD 5.000000 PALLAD -75.000000 ROBUSTA 10.000000 RUSSELL -12.750000 US10U 7.812500 US20 15.625000 US30 -62.500000 US5 -23.438500 VIX 25.000000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -70.400000 caleb_strategy_v3 82.997719 ******************************************************************************** END OF REPORT ********************************************************************************