******************************************************************************** Trades report produced on 06/10/2023 21:39 from 05/10/2023 21:39 to 06/10/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 7607 BITCOIN caleb_strategy_v3 [20231000] 2023-10-06 14:02:05 [1] 27640.000000 7603 BITCOIN caleb_strategy_v3 [20231000] 2023-10-06 14:01:59 [1] 27635.000000 7598 BITCOIN caleb_strategy_v3 [20231000] 2023-10-06 14:01:38 [1] 27645.000000 7593 BITCOIN caleb_strategy_v3 [20231000] 2023-10-06 14:01:33 [1] 27645.000000 7588 BITCOIN caleb_strategy_v3 [20231000] 2023-10-06 14:00:56 [1] 27665.000000 7580 CHF caleb_strategy_v3 [20231200] 2023-10-06 14:00:02 [-1] 1.100400 7559 COTTON2 caleb_strategy_v3 [20231200] 2023-10-06 13:00:05 [-1] 86.890000 7574 CRUDE_W _ROLL_PSEUDO_STRATEGY [20241200] 2023-10-06 13:00:31 [1] 73.080000 7573 CRUDE_W _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-06 13:00:30 [-1] 80.820000 7571 CRUDE_W _ROLL_PSEUDO_STRATEGY [20241200] 2023-10-06 13:00:26 [1] 73.090000 7570 CRUDE_W _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-06 13:00:26 [-1] 80.840000 7567 CRUDE_W _ROLL_PSEUDO_STRATEGY [20241200] 2023-10-06 13:00:16 [1] 73.080000 7566 CRUDE_W _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-06 13:00:16 [-1] 80.800000 7563 CRUDE_W _ROLL_PSEUDO_STRATEGY [20241200] 2023-10-06 13:00:09 [1] 73.100000 7562 CRUDE_W _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-06 13:00:08 [-1] 80.860000 7560 CRUDE_W caleb_strategy_v3 [20231200] 2023-10-06 13:00:06 [-1] 80.890000 7587 DOW caleb_strategy_v3 [20231200] 2023-10-06 14:00:53 [1] 33145.000000 7557 EURIBOR-ICE caleb_strategy_v3 [20250900] 2023-10-06 08:00:26 [1] 96.940000 7556 GASOIL caleb_strategy_v3 [20231200] 2023-10-06 08:00:04 [-1] 809.500000 7578 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:51 [1] 3.555000 7577 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:48 [1] 3.545000 7576 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:46 [1] 3.545000 7575 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:43 [1] 3.545000 7572 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:30 [1] 3.540000 7568 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:24 [1] 3.540000 7558 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:01 [1] 3.540000 7564 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:14 [1] 3.535000 7579 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-06 13:00:54 [1] 3.555000 7565 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-06 13:00:15 [1] 1828.100000 7561 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-06 13:00:07 [1] 1828.600000 7569 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-06 13:00:25 [1] 1828.500000 7584 JPY caleb_strategy_v3 [20231200] 2023-10-06 14:00:49 [1] 0.006772 7612 LIVECOW caleb_strategy_v3 [20231200] 2023-10-06 14:30:04 [-1] 185.550000 7611 LIVECOW caleb_strategy_v3 [20231200] 2023-10-06 14:30:01 [-1] 185.550000 7586 MXP caleb_strategy_v3 [20231200] 2023-10-06 14:00:52 [-1] 0.053760 7592 MXP caleb_strategy_v3 [20231200] 2023-10-06 14:01:32 [-1] 0.053740 7597 MXP caleb_strategy_v3 [20231200] 2023-10-06 14:01:37 [-1] 0.053740 7602 MXP caleb_strategy_v3 [20231200] 2023-10-06 14:01:46 [-1] 0.053730 7606 MXP caleb_strategy_v3 [20231200] 2023-10-06 14:02:05 [-1] 0.053740 7600 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-06 14:01:45 [1] 14741.250000 7595 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-06 14:01:36 [1] 14750.000000 7590 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-06 14:01:31 [1] 14750.250000 7583 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-06 14:00:42 [1] 14754.750000 7555 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:57 [-1] 31065.000000 7553 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:49 [-1] 31060.000000 7554 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:52 [-1] 31060.000000 7548 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:34 [-1] 31055.000000 7552 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:45 [-1] 31055.000000 7550 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:39 [-1] 31055.000000 7551 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:43 [-1] 31055.000000 7549 NIKKEI caleb_strategy_v3 [20231200] 2023-10-06 02:00:37 [-1] 31055.000000 7610 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:02:12 [-1] 1730.500000 7609 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:02:09 [-1] 1730.900000 7605 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:02:02 [-1] 1730.500000 7601 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:01:45 [-1] 1730.800000 7596 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:01:36 [-1] 1732.100000 7591 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:01:31 [-1] 1733.000000 7585 RUSSELL caleb_strategy_v3 [20231200] 2023-10-06 14:00:51 [-1] 1733.800000 7581 US30 caleb_strategy_v3 [20231200] 2023-10-06 14:00:14 [1] 113.218750 7604 US5 caleb_strategy_v3 [20231200] 2023-10-06 14:01:59 [-1] 104.609375 7599 US5 caleb_strategy_v3 [20231200] 2023-10-06 14:01:42 [-1] 104.617188 7594 US5 caleb_strategy_v3 [20231200] 2023-10-06 14:01:33 [-1] 104.609375 7589 US5 caleb_strategy_v3 [20231200] 2023-10-06 14:01:15 [-1] 104.601563 7608 US5 caleb_strategy_v3 [20231200] 2023-10-06 14:02:06 [-1] 104.617188 7582 VIX caleb_strategy_v3 [20231200] 2023-10-06 14:00:41 [-1] 19.350000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7552 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:45.266 2023-10-06 02:00:45 97245.3 NaN 7553 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:47.587 2023-10-06 02:00:49 97247.6 NaN 7554 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:51.548 2023-10-06 02:00:52 97251.5 NaN 7555 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:54.197 2023-10-06 02:00:57 97254.2 NaN 7548 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:29.378 2023-10-06 02:00:34 97229.4 NaN 7549 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:36.813 2023-10-06 02:00:37 97236.8 NaN 7550 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:39.251 2023-10-06 02:00:39 97239.3 NaN 7551 NIKKEI caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 03:00:41.708 2023-10-06 02:00:43 97241.7 NaN 7556 GASOIL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 09:00:02.974 2023-10-06 08:00:04 118803 NaN 7557 EURIBOR-ICE caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 09:00:06.043 2023-10-06 08:00:26 118806 NaN 7559 COTTON2 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:02.794 2023-10-06 13:00:05 136803 NaN 7560 CRUDE_W caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:06.080 2023-10-06 13:00:06 136806 NaN 7561 GOLD_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:07.429 2023-10-06 13:00:07 136807 NaN 7569 GOLD_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:24.997 2023-10-06 13:00:25 136825 NaN 7565 GOLD_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:15.178 2023-10-06 13:00:15 136815 NaN 7562 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:07.945 2023-10-06 13:00:08 64807.9 NaN 7563 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:08.708 2023-10-06 13:00:09 64808.7 NaN 7566 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:15.761 2023-10-06 13:00:16 64815.8 NaN 7567 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:16.722 2023-10-06 13:00:16 64816.7 NaN 7570 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:25.928 2023-10-06 13:00:26 64825.9 NaN 7571 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:26.583 2023-10-06 13:00:26 64826.6 NaN 7573 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:30.615 2023-10-06 13:00:30 64830.6 NaN 7574 CRUDE_W _ROLL_PSEUDO_STRATEGY 2023-10-05 20:00:00 2023-10-06 14:00:31.207 2023-10-06 13:00:31 64831.2 NaN 7558 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:01.113 2023-10-06 13:00:01 136801 NaN 7564 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:11.808 2023-10-06 13:00:14 136812 NaN 7568 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:18.695 2023-10-06 13:00:24 136819 NaN 7572 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:29.960 2023-10-06 13:00:30 136830 NaN 7575 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:43.246 2023-10-06 13:00:43 136843 NaN 7576 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:45.763 2023-10-06 13:00:46 136846 NaN 7577 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:48.194 2023-10-06 13:00:48 136848 NaN 7578 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:51.008 2023-10-06 13:00:51 136851 NaN 7579 GAS_US_mini caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 14:00:53.792 2023-10-06 13:00:54 136854 NaN 7580 CHF caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:02.319 2023-10-06 14:00:02 140402 NaN 7581 US30 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:03.234 2023-10-06 14:00:14 140403 NaN 7582 VIX caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:15.725 2023-10-06 14:00:41 140416 NaN 7584 JPY caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:43.525 2023-10-06 14:00:49 140444 NaN 7587 DOW caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:53.666 2023-10-06 14:00:53 140454 NaN 7600 NASDAQ_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:45.215 2023-10-06 14:01:45 140505 NaN 7595 NASDAQ_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:36.280 2023-10-06 14:01:36 140496 NaN 7590 NASDAQ_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:30.939 2023-10-06 14:01:31 140491 NaN 7583 NASDAQ_micro caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:42.579 2023-10-06 14:00:42 140443 NaN 7586 MXP caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:51.898 2023-10-06 14:00:52 140452 NaN 7592 MXP caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:32.281 2023-10-06 14:01:32 140492 NaN 7597 MXP caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:37.542 2023-10-06 14:01:37 140498 NaN 7602 MXP caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:46.392 2023-10-06 14:01:46 140506 NaN 7606 MXP caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:03.016 2023-10-06 14:02:05 140523 NaN 7588 BITCOIN caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:54.642 2023-10-06 14:00:56 140455 NaN 7593 BITCOIN caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:32.911 2023-10-06 14:01:33 140493 NaN 7598 BITCOIN caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:38.148 2023-10-06 14:01:38 140498 NaN 7603 BITCOIN caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:47.020 2023-10-06 14:01:59 140507 NaN 7607 BITCOIN caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:05.528 2023-10-06 14:02:05 140526 NaN 7589 US5 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:57.490 2023-10-06 14:01:15 140457 NaN 7594 US5 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:33.531 2023-10-06 14:01:33 140494 NaN 7599 US5 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:38.867 2023-10-06 14:01:42 140499 NaN 7604 US5 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:59.624 2023-10-06 14:01:59 140520 NaN 7608 US5 caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:06.121 2023-10-06 14:02:06 140526 NaN 7585 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:00:50.459 2023-10-06 14:00:51 140450 NaN 7591 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:31.576 2023-10-06 14:01:31 140492 NaN 7596 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:36.840 2023-10-06 14:01:36 140497 NaN 7601 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:01:45.782 2023-10-06 14:01:45 140506 NaN 7605 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:02.392 2023-10-06 14:02:02 140522 NaN 7609 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:09.221 2023-10-06 14:02:09 140529 NaN 7610 RUSSELL caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:02:12.224 2023-10-06 14:02:12 140532 NaN 7611 LIVECOW caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:30:01.735 2023-10-06 14:30:01 142202 NaN 7612 LIVECOW caleb_strategy_v3 2023-10-05 00:00:00 2023-10-06 15:30:04.609 2023-10-06 14:30:04 142205 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 7552 NIKKEI caleb_strategy_v3 [-1] 31065 None 31052.5 31050 31055 31055 31055 -12.5 -2.5 5 -0 NaN 2.5 7553 NIKKEI caleb_strategy_v3 [-1] 31065 None 31057.5 31055 31060 31060 31060 -7.5 -2.5 5 -0 NaN 2.5 7554 NIKKEI caleb_strategy_v3 [-1] 31065 None 31057.5 31055 31060 31060 31060 -7.5 -2.5 5 -0 NaN 2.5 7555 NIKKEI caleb_strategy_v3 [-1] 31065 None 31062.5 31060 31065 31065 31065 -2.5 -2.5 5 -0 NaN 2.5 7548 NIKKEI caleb_strategy_v3 [-1] 31065 None 31067.5 31065 31070 31070 31055 2.5 -2.5 -10 -15 NaN -12.5 7549 NIKKEI caleb_strategy_v3 [-1] 31065 None 31052.5 31050 31055 31055 31055 -12.5 -2.5 5 -0 NaN 2.5 7550 NIKKEI caleb_strategy_v3 [-1] 31065 None 31052.5 31050 31055 31055 31055 -12.5 -2.5 5 -0 NaN 2.5 7551 NIKKEI caleb_strategy_v3 [-1] 31065 None 31052.5 31050 31055 31055 31055 -12.5 -2.5 5 -0 NaN 2.5 7556 GASOIL caleb_strategy_v3 [-1] 813.25 None 809.75 809.5 810 810 809.5 -3.5 -0.25 -0 -0.5 NaN -0.25 7557 EURIBOR-ICE caleb_strategy_v3 [1] 96.975 None 96.9425 96.945 96.94 96.94 96.94 0.0325 -0.0025 0.005 0 NaN 0.0025 7559 COTTON2 caleb_strategy_v3 [-1] 86.6 None 86.91 86.89 86.93 86.93 86.89 0.31 -0.02 -0 -0.04 NaN -0.02 7560 CRUDE_W caleb_strategy_v3 [-1] 80.84 None 80.895 80.89 80.9 80.9 80.89 0.055 -0.005 -0 -0.01 NaN -0.005 7561 GOLD_micro caleb_strategy_v3 [1] 1834.3 None 1828.55 1828.6 1828.5 NaN 1828.6 5.75 -0.05 0 NaN NaN -0.05 7569 GOLD_micro caleb_strategy_v3 [1] 1834.3 None 1828.5 1828.6 1828.4 1828.4 1828.5 5.8 -0.1 0.1 -0.1 NaN 0 7565 GOLD_micro caleb_strategy_v3 [1] 1834.3 None 1828.15 1828.2 1828.1 1828.1 1828.1 6.15 -0.05 0.1 2.27374e-13 NaN 0.05 7562 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 80.84 None 80.9 80.89 80.91 NaN 80.86 0.06 -0.01 -0.03 NaN NaN -0.04 7563 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 73.12 None 73.08 73.09 73.07 73.07 73.1 0.04 -0.01 -0.01 -0.03 NaN -0.02 7566 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 80.84 None 80.81 80.8 80.82 80.82 80.8 -0.03 -0.01 -0 -0.02 NaN -0.01 7567 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 73.12 None 73.095 73.1 73.09 73.09 73.08 0.025 -0.005 0.02 0.01 NaN 0.015 7570 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 80.84 None 80.85 80.84 80.86 80.86 80.84 0.01 -0.01 -0 -0.02 NaN -0.01 7571 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 73.12 None 73.07 73.08 73.06 73.06 73.09 0.05 -0.01 -0.01 -0.03 NaN -0.02 7573 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 80.84 None 80.845 80.84 80.85 80.85 80.82 0.005 -0.005 -0.02 -0.03 NaN -0.025 7574 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 73.12 None 73.085 73.09 73.08 73.08 73.08 0.035 -0.005 0.01 0 NaN 0.005 7558 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.535 3.54 3.53 3.53 3.54 -0.02 -0.005 0 -0.01 NaN -0.005 7564 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.5375 3.54 3.535 3.535 3.535 -0.0225 -0.0025 0.005 0 NaN 0.0025 7568 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.535 3.54 3.53 3.53 3.54 -0.02 -0.005 0 -0.01 NaN -0.005 7572 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.5375 3.54 3.535 3.535 3.54 -0.0225 -0.0025 0 -0.005 NaN -0.0025 7575 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.5375 3.54 3.535 NaN 3.545 -0.0225 -0.0025 -0.005 NaN NaN -0.0075 7576 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.54 3.545 3.535 3.535 3.545 -0.025 -0.005 0 -0.01 NaN -0.005 7577 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.5425 3.545 3.54 NaN 3.545 -0.0275 -0.0025 0 NaN NaN -0.0025 7578 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.5475 3.55 3.545 NaN 3.555 -0.0325 -0.0025 -0.005 NaN NaN -0.0075 7579 GAS_US_mini caleb_strategy_v3 [1] 3.515 None 3.55 3.555 3.545 3.545 3.555 -0.035 -0.005 0 -0.01 NaN -0.005 7580 CHF caleb_strategy_v3 [-1] 1.10375 None 1.1005 1.10045 1.10055 1.10055 1.1004 -0.00325 -5e-05 -5e-05 -0.00015 NaN -0.0001 7581 US30 caleb_strategy_v3 [1] 115.375 None 113.172 113.188 113.156 113.156 113.219 2.20312 -0.015625 -0.03125 -0.0625 NaN -0.046875 7582 VIX caleb_strategy_v3 [-1] 19.05 None 19.425 19.4 19.45 19.45 19.35 0.375 -0.025 -0.05 -0.1 NaN -0.075 7584 JPY caleb_strategy_v3 [1] 0.0068145 None 0.00677125 0.0067715 0.006771 0.006771 0.006772 4.325e-05 -2.5e-07 -5e-07 -1e-06 NaN -7.5e-07 7587 DOW caleb_strategy_v3 [1] 33336 None 33146 33147 33145 33145 33145 190 -1 2 0 NaN 1 7600 NASDAQ_micro caleb_strategy_v3 [1] 14885.2 None 14749.8 14750 14749.5 14749.5 14741.2 135.5 -0.25 8.75 8.25 NaN 8.5 7595 NASDAQ_micro caleb_strategy_v3 [1] 14885.2 None 14750.6 14750.8 14750.5 14750.5 14750 134.625 -0.125 0.75 0.5 NaN 0.625 7590 NASDAQ_micro caleb_strategy_v3 [1] 14885.2 None 14754.8 14755 14754.5 14754.5 14750.2 130.5 -0.25 4.75 4.25 NaN 4.5 7583 NASDAQ_micro caleb_strategy_v3 [1] 14885.2 None 14752.8 14753 14752.5 14752.5 14754.8 132.5 -0.25 -1.75 -2.25 NaN -2 7586 MXP caleb_strategy_v3 [-1] 0.05419 None 0.05378 0.05377 0.05379 0.05379 0.05376 -0.00041 -1e-05 -1e-05 -3e-05 NaN -2e-05 7592 MXP caleb_strategy_v3 [-1] 0.05419 None 0.053765 0.05376 0.05377 0.05377 0.05374 -0.000425 -5e-06 -2e-05 -3e-05 NaN -2.5e-05 7597 MXP caleb_strategy_v3 [-1] 0.05419 None 0.05375 0.05374 0.05376 0.05376 0.05374 -0.00044 -1e-05 -0 -2e-05 NaN -1e-05 7602 MXP caleb_strategy_v3 [-1] 0.05419 None 0.05375 0.05374 0.05376 0.05376 0.05373 -0.00044 -1e-05 -1e-05 -3e-05 NaN -2e-05 7606 MXP caleb_strategy_v3 [-1] 0.05419 None 0.053735 0.05373 0.05374 0.05374 0.05374 -0.000455 -5e-06 1e-05 -0 NaN 5e-06 7588 BITCOIN caleb_strategy_v3 [1] 27620 None 27657.5 27665 27650 27650 27665 -37.5 -7.5 0 -15 NaN -7.5 7593 BITCOIN caleb_strategy_v3 [1] 27620 None 27660 27665 27655 27655 27645 -40 -5 20 10 NaN 15 7598 BITCOIN caleb_strategy_v3 [1] 27620 None 27637.5 27645 27630 27630 27645 -17.5 -7.5 0 -15 NaN -7.5 7603 BITCOIN caleb_strategy_v3 [1] 27620 None 27640 27645 27635 27635 27635 -20 -5 10 0 NaN 5 7607 BITCOIN caleb_strategy_v3 [1] 27620 None 27630 27635 27625 27625 27640 -10 -5 -5 -15 NaN -10 7589 US5 caleb_strategy_v3 [-1] 105.086 None 104.613 104.609 104.617 104.617 104.602 -0.472656 -0.00390625 -0.007812 -0.0156245 NaN -0.0117183 7594 US5 caleb_strategy_v3 [-1] 105.086 None 104.605 104.602 104.609 104.609 104.609 -0.480469 -0.00390625 0.0078125 -0 NaN 0.00390625 7599 US5 caleb_strategy_v3 [-1] 105.086 None 104.613 104.609 104.617 104.617 104.617 -0.472656 -0.00390625 0.007813 5e-07 NaN 0.00390675 7604 US5 caleb_strategy_v3 [-1] 105.086 None 104.621 104.617 104.625 NaN 104.609 -0.464844 -0.00390625 -0.0078125 NaN NaN -0.0117188 7608 US5 caleb_strategy_v3 [-1] 105.086 None 104.621 104.617 104.625 104.625 104.617 -0.464844 -0.00390625 5e-07 -0.007812 NaN -0.00390575 7585 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1733.9 1733.8 1734 1734 1733.8 -10.4 -0.1 -0 -0.2 NaN -0.1 7591 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1733.9 1733.8 1734 1734 1733 -10.4 -0.1 -0.8 -1 NaN -0.9 7596 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1733.05 1733 1733.1 1733.1 1732.1 -11.25 -0.05 -0.9 -1 NaN -0.95 7601 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1732.2 1732.1 1732.3 1732.3 1730.8 -12.1 -0.1 -1.3 -1.5 NaN -1.4 7605 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1730.85 1730.8 1730.9 1730.9 1730.5 -13.45 -0.05 -0.3 -0.4 NaN -0.35 7609 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1730.55 1730.5 1730.6 1730.6 1730.9 -13.75 -0.05 0.4 0.3 NaN 0.35 7610 RUSSELL caleb_strategy_v3 [-1] 1744.3 None 1731 1730.9 1731.1 1731.1 1730.5 -13.3 -0.1 -0.4 -0.6 NaN -0.5 7611 LIVECOW caleb_strategy_v3 [-1] 185.375 None 185 185 185 185 185.55 -0.375 -0 0.55 0.55 NaN 0.55 7612 LIVECOW caleb_strategy_v3 [-1] 185.375 None 185.562 185.55 185.575 185.575 185.55 0.1875 -0.0125 -0 -0.025 NaN -0.0125 ================================================================================================================================================================ 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 7552 NIKKEI caleb_strategy_v3 [-1] 5676.43 -22.0209 -4.40418 8.80835 -0 NaN 4.40418 7553 NIKKEI caleb_strategy_v3 [-1] 5676.43 -13.2125 -4.40418 8.80835 -0 NaN 4.40418 7554 NIKKEI caleb_strategy_v3 [-1] 5676.43 -13.2125 -4.40418 8.80835 -0 NaN 4.40418 7555 NIKKEI caleb_strategy_v3 [-1] 5676.43 -4.40418 -4.40418 8.80835 -0 NaN 4.40418 7548 NIKKEI caleb_strategy_v3 [-1] 5676.43 4.40418 -4.40418 -17.6167 -26.4251 NaN -22.0209 7549 NIKKEI caleb_strategy_v3 [-1] 5676.43 -22.0209 -4.40418 8.80835 -0 NaN 4.40418 7550 NIKKEI caleb_strategy_v3 [-1] 5676.43 -22.0209 -4.40418 8.80835 -0 NaN 4.40418 7551 NIKKEI caleb_strategy_v3 [-1] 5676.43 -22.0209 -4.40418 8.80835 -0 NaN 4.40418 7556 GASOIL caleb_strategy_v3 [-1] 323.831 -108.081 -7.72007 -0 -15.4401 NaN -7.72007 7557 EURIBOR-ICE caleb_strategy_v3 [1] 1.09251 297.479 -22.883 45.766 0 NaN 22.883 7559 COTTON2 caleb_strategy_v3 [-1] 21.255 145.848 -9.40953 -0 -18.8191 NaN -9.40953 7560 CRUDE_W caleb_strategy_v3 [-1] 25.5805 21.5007 -1.95461 -0 -3.90923 NaN -1.95461 7561 GOLD_micro caleb_strategy_v3 [1] 199.467 288.268 -2.50668 0 NaN NaN -2.50668 7569 GOLD_micro caleb_strategy_v3 [1] 199.467 290.774 -5.01335 5.01335 -5.01335 NaN 0 7565 GOLD_micro caleb_strategy_v3 [1] 199.467 308.321 -2.50668 5.01335 1.1399e-11 NaN 2.50668 7562 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 25.5805 23.4554 -3.90923 -11.7277 NaN NaN -15.6369 7563 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 25.5805 15.6369 -3.90923 -3.90923 -11.7277 NaN -7.81845 7566 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 25.5805 -11.7277 -3.90923 -0 -7.81845 NaN -3.90923 7567 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 25.5805 9.77306 -1.95461 7.81845 3.90923 NaN 5.86384 7570 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 25.5805 3.90923 -3.90923 -0 -7.81845 NaN -3.90923 7571 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 25.5805 19.5461 -3.90923 -3.90923 -11.7277 NaN -7.81845 7573 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 25.5805 1.95461 -1.95461 -7.81845 -11.7277 NaN -9.77306 7574 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 25.5805 13.6823 -1.95461 3.90923 0 NaN 1.95461 7558 GAS_US_mini caleb_strategy_v3 [1] 1.899 -105.319 -26.3296 0 -52.6593 NaN -26.3296 7564 GAS_US_mini caleb_strategy_v3 [1] 1.899 -118.483 -13.1648 26.3296 0 NaN 13.1648 7568 GAS_US_mini caleb_strategy_v3 [1] 1.899 -105.319 -26.3296 0 -52.6593 NaN -26.3296 7572 GAS_US_mini caleb_strategy_v3 [1] 1.899 -118.483 -13.1648 0 -26.3296 NaN -13.1648 7575 GAS_US_mini caleb_strategy_v3 [1] 1.899 -118.483 -13.1648 -26.3296 NaN NaN -39.4945 7576 GAS_US_mini caleb_strategy_v3 [1] 1.899 -131.648 -26.3296 0 -52.6593 NaN -26.3296 7577 GAS_US_mini caleb_strategy_v3 [1] 1.899 -144.813 -13.1648 0 NaN NaN -13.1648 7578 GAS_US_mini caleb_strategy_v3 [1] 1.899 -171.143 -13.1648 -26.3296 NaN NaN -39.4945 7579 GAS_US_mini caleb_strategy_v3 [1] 1.899 -184.307 -26.3296 0 -52.6593 NaN -26.3296 7580 CHF caleb_strategy_v3 [-1] 0.0767374 -423.522 -6.51572 -6.51572 -19.5472 NaN -13.0314 7581 US30 caleb_strategy_v3 [1] 20.9061 1053.82 -7.4739 -14.9478 -29.8956 NaN -22.4217 7582 VIX caleb_strategy_v3 [-1] 8.5401 439.105 -29.2737 -58.5473 -117.095 NaN -87.821 7584 JPY caleb_strategy_v3 [1] 0.000555534 778.531 -4.50018 -9.00035 -18.0007 NaN -13.5005 7587 DOW caleb_strategy_v3 [1] 4135.86 459.397 -2.41788 4.83576 0 NaN 2.41788 7600 NASDAQ_micro caleb_strategy_v3 [1] 3016.58 449.184 -0.828752 29.0063 27.3488 NaN 28.1776 7595 NASDAQ_micro caleb_strategy_v3 [1] 3016.58 446.283 -0.414376 2.48626 1.6575 NaN 2.07188 7590 NASDAQ_micro caleb_strategy_v3 [1] 3016.58 432.608 -0.828752 15.7463 14.0888 NaN 14.9175 7583 NASDAQ_micro caleb_strategy_v3 [1] 3016.58 439.238 -0.828752 -5.80126 -7.45877 NaN -6.63001 7586 MXP caleb_strategy_v3 [-1] 0.00710909 -576.727 -14.0665 -14.0665 -42.1995 NaN -28.133 7592 MXP caleb_strategy_v3 [-1] 0.00710909 -597.826 -7.03325 -28.133 -42.1995 NaN -35.1663 7597 MXP caleb_strategy_v3 [-1] 0.00710909 -618.926 -14.0665 -0 -28.133 NaN -14.0665 7602 MXP caleb_strategy_v3 [-1] 0.00710909 -618.926 -14.0665 -14.0665 -42.1995 NaN -28.133 7606 MXP caleb_strategy_v3 [-1] 0.00710909 -640.026 -7.03325 14.0665 -0 NaN 7.03325 7588 BITCOIN caleb_strategy_v3 [1] 11617.3 -32.2794 -6.45588 0 -12.9118 NaN -6.45588 7593 BITCOIN caleb_strategy_v3 [1] 11617.3 -34.4314 -4.30392 17.2157 8.60784 NaN 12.9118 7598 BITCOIN caleb_strategy_v3 [1] 11617.3 -15.0637 -6.45588 0 -12.9118 NaN -6.45588 7603 BITCOIN caleb_strategy_v3 [1] 11617.3 -17.2157 -4.30392 8.60784 0 NaN 4.30392 7607 BITCOIN caleb_strategy_v3 [1] 11617.3 -8.60784 -4.30392 -4.30392 -12.9118 NaN -8.60784 7589 US5 caleb_strategy_v3 [-1] 4.62283 -1022.44 -8.44991 -16.8987 -33.7986 NaN -25.3486 7594 US5 caleb_strategy_v3 [-1] 4.62283 -1039.34 -8.44991 16.8998 -0 NaN 8.44991 7599 US5 caleb_strategy_v3 [-1] 4.62283 -1022.44 -8.44991 16.9009 0.00108159 NaN 8.45099 7604 US5 caleb_strategy_v3 [-1] 4.62283 -1005.54 -8.44991 -16.8998 NaN NaN -25.3497 7608 US5 caleb_strategy_v3 [-1] 4.62283 -1005.54 -8.44991 0.00108159 -16.8987 NaN -8.44883 7585 RUSSELL caleb_strategy_v3 [-1] 329.44 -315.687 -3.03545 -0 -6.07091 NaN -3.03545 7591 RUSSELL caleb_strategy_v3 [-1] 329.44 -315.687 -3.03545 -24.2836 -30.3545 NaN -27.3191 7596 RUSSELL caleb_strategy_v3 [-1] 329.44 -341.489 -1.51773 -27.3191 -30.3545 NaN -28.8368 7601 RUSSELL caleb_strategy_v3 [-1] 329.44 -367.29 -3.03545 -39.4609 -45.5318 NaN -42.4964 7605 RUSSELL caleb_strategy_v3 [-1] 329.44 -408.269 -1.51773 -9.10636 -12.1418 NaN -10.6241 7609 RUSSELL caleb_strategy_v3 [-1] 329.44 -417.375 -1.51773 12.1418 9.10636 NaN 10.6241 7610 RUSSELL caleb_strategy_v3 [-1] 329.44 -403.715 -3.03545 -12.1418 -18.2127 NaN -15.1773 7611 LIVECOW caleb_strategy_v3 [-1] 21.4148 -175.112 -0 256.832 256.832 NaN 256.832 7612 LIVECOW caleb_strategy_v3 [-1] 21.4148 87.5562 -5.83708 -0 -11.6742 NaN -5.83708 =========================================================================================================================================================================== 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 7552 NIKKEI caleb_strategy_v3 [-1] 0.671741 -8.39676 -1.67935 3.3587 -0 NaN 1.67935 7553 NIKKEI caleb_strategy_v3 [-1] 0.671741 -5.03805 -1.67935 3.3587 -0 NaN 1.67935 7554 NIKKEI caleb_strategy_v3 [-1] 0.671741 -5.03805 -1.67935 3.3587 -0 NaN 1.67935 7555 NIKKEI caleb_strategy_v3 [-1] 0.671741 -1.67935 -1.67935 3.3587 -0 NaN 1.67935 7548 NIKKEI caleb_strategy_v3 [-1] 0.671741 1.67935 -1.67935 -6.71741 -10.0761 NaN -8.39676 7549 NIKKEI caleb_strategy_v3 [-1] 0.671741 -8.39676 -1.67935 3.3587 -0 NaN 1.67935 7550 NIKKEI caleb_strategy_v3 [-1] 0.671741 -8.39676 -1.67935 3.3587 -0 NaN 1.67935 7551 NIKKEI caleb_strategy_v3 [-1] 0.671741 -8.39676 -1.67935 3.3587 -0 NaN 1.67935 7556 GASOIL caleb_strategy_v3 [-1] 100 -350 -25 -0 -50 NaN -25 7557 EURIBOR-ICE caleb_strategy_v3 [1] 2634 85.605 -6.585 13.17 0 NaN 6.585 7559 COTTON2 caleb_strategy_v3 [-1] 500 155 -10 -0 -20 NaN -10 7560 CRUDE_W caleb_strategy_v3 [-1] 1000 55 -5 -0 -10 NaN -5 7561 GOLD_micro caleb_strategy_v3 [1] 10 57.5 -0.5 0 NaN NaN -0.5 7569 GOLD_micro caleb_strategy_v3 [1] 10 58 -1 1 -1 NaN 0 7565 GOLD_micro caleb_strategy_v3 [1] 10 61.5 -0.5 1 2.27374e-12 NaN 0.5 7562 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 1000 60 -10 -30 NaN NaN -40 7563 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 1000 40 -10 -10 -30 NaN -20 7566 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 1000 -30 -10 -0 -20 NaN -10 7567 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 1000 25 -5 20 10 NaN 15 7570 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 1000 10 -10 -0 -20 NaN -10 7571 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 1000 50 -10 -10 -30 NaN -20 7573 CRUDE_W _ROLL_PSEUDO_STRATEGY [-1] 1000 5 -5 -20 -30 NaN -25 7574 CRUDE_W _ROLL_PSEUDO_STRATEGY [1] 1000 35 -5 10 0 NaN 5 7558 GAS_US_mini caleb_strategy_v3 [1] 2500 -50 -12.5 0 -25 NaN -12.5 7564 GAS_US_mini caleb_strategy_v3 [1] 2500 -56.25 -6.25 12.5 0 NaN 6.25 7568 GAS_US_mini caleb_strategy_v3 [1] 2500 -50 -12.5 0 -25 NaN -12.5 7572 GAS_US_mini caleb_strategy_v3 [1] 2500 -56.25 -6.25 0 -12.5 NaN -6.25 7575 GAS_US_mini caleb_strategy_v3 [1] 2500 -56.25 -6.25 -12.5 NaN NaN -18.75 7576 GAS_US_mini caleb_strategy_v3 [1] 2500 -62.5 -12.5 0 -25 NaN -12.5 7577 GAS_US_mini caleb_strategy_v3 [1] 2500 -68.75 -6.25 0 NaN NaN -6.25 7578 GAS_US_mini caleb_strategy_v3 [1] 2500 -81.25 -6.25 -12.5 NaN NaN -18.75 7579 GAS_US_mini caleb_strategy_v3 [1] 2500 -87.5 -12.5 0 -25 NaN -12.5 7580 CHF caleb_strategy_v3 [-1] 125000 -406.25 -6.25 -6.25 -18.75 NaN -12.5 7581 US30 caleb_strategy_v3 [1] 1000 2203.12 -15.625 -31.25 -62.5 NaN -46.875 7582 VIX caleb_strategy_v3 [-1] 1000 375 -25 -50 -100 NaN -75 7584 JPY caleb_strategy_v3 [1] 1.25e+07 540.625 -3.125 -6.25 -12.5 NaN -9.375 7587 DOW caleb_strategy_v3 [1] 0.5 95 -0.5 1 0 NaN 0.5 7600 NASDAQ_micro caleb_strategy_v3 [1] 2 271 -0.5 17.5 16.5 NaN 17 7595 NASDAQ_micro caleb_strategy_v3 [1] 2 269.25 -0.25 1.5 1 NaN 1.25 7590 NASDAQ_micro caleb_strategy_v3 [1] 2 261 -0.5 9.5 8.5 NaN 9 7583 NASDAQ_micro caleb_strategy_v3 [1] 2 265 -0.5 -3.5 -4.5 NaN -4 7586 MXP caleb_strategy_v3 [-1] 500000 -205 -5 -5 -15 NaN -10 7592 MXP caleb_strategy_v3 [-1] 500000 -212.5 -2.5 -10 -15 NaN -12.5 7597 MXP caleb_strategy_v3 [-1] 500000 -220 -5 -0 -10 NaN -5 7602 MXP caleb_strategy_v3 [-1] 500000 -220 -5 -5 -15 NaN -10 7606 MXP caleb_strategy_v3 [-1] 500000 -227.5 -2.5 5 -0 NaN 2.5 7588 BITCOIN caleb_strategy_v3 [1] 0.1 -3.75 -0.75 0 -1.5 NaN -0.75 7593 BITCOIN caleb_strategy_v3 [1] 0.1 -4 -0.5 2 1 NaN 1.5 7598 BITCOIN caleb_strategy_v3 [1] 0.1 -1.75 -0.75 0 -1.5 NaN -0.75 7603 BITCOIN caleb_strategy_v3 [1] 0.1 -2 -0.5 1 0 NaN 0.5 7607 BITCOIN caleb_strategy_v3 [1] 0.1 -1 -0.5 -0.5 -1.5 NaN -1 7589 US5 caleb_strategy_v3 [-1] 1000 -472.656 -3.90625 -7.812 -15.6245 NaN -11.7183 7594 US5 caleb_strategy_v3 [-1] 1000 -480.469 -3.90625 7.8125 -0 NaN 3.90625 7599 US5 caleb_strategy_v3 [-1] 1000 -472.656 -3.90625 7.813 0.0005 NaN 3.90675 7604 US5 caleb_strategy_v3 [-1] 1000 -464.844 -3.90625 -7.8125 NaN NaN -11.7188 7608 US5 caleb_strategy_v3 [-1] 1000 -464.844 -3.90625 0.0005 -7.812 NaN -3.90575 7585 RUSSELL caleb_strategy_v3 [-1] 5 -52 -0.5 -0 -1 NaN -0.5 7591 RUSSELL caleb_strategy_v3 [-1] 5 -52 -0.5 -4 -5 NaN -4.5 7596 RUSSELL caleb_strategy_v3 [-1] 5 -56.25 -0.25 -4.5 -5 NaN -4.75 7601 RUSSELL caleb_strategy_v3 [-1] 5 -60.5 -0.5 -6.5 -7.5 NaN -7 7605 RUSSELL caleb_strategy_v3 [-1] 5 -67.25 -0.25 -1.5 -2 NaN -1.75 7609 RUSSELL caleb_strategy_v3 [-1] 5 -68.75 -0.25 2 1.5 NaN 1.75 7610 RUSSELL caleb_strategy_v3 [-1] 5 -66.5 -0.5 -2 -3 NaN -2.5 7611 LIVECOW caleb_strategy_v3 [-1] 400 -150 -0 220 220 NaN 220 7612 LIVECOW caleb_strategy_v3 [-1] 400 75 -5 -0 -10 NaN -5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CRUDE_W 195.000000 caleb_strategy_v3 BITCOIN -12.500000 CHF -406.250000 COTTON2 155.000000 CRUDE_W 55.000000 DOW 95.000000 EURIBOR-ICE 85.605000 GASOIL -350.000000 GAS_US_mini -568.750000 GOLD_micro 177.000000 JPY 540.625000 LIVECOW -75.000000 MXP -1085.000000 NASDAQ_micro 1066.250000 NIKKEI -43.663136 RUSSELL -423.250000 US30 2203.125000 US5 -2355.468750 VIX 375.000000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 195.000000 caleb_strategy_v3 -567.276886 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CRUDE_W -65.000000 caleb_strategy_v3 BITCOIN -3.000000 CHF -6.250000 COTTON2 -10.000000 CRUDE_W -5.000000 DOW -0.500000 EURIBOR-ICE -6.585000 GASOIL -25.000000 GAS_US_mini -81.250000 GOLD_micro -2.000000 JPY -3.125000 LIVECOW -5.000000 MXP -20.000000 NASDAQ_micro -1.750000 NIKKEI -13.434811 RUSSELL -2.750000 US30 -15.625000 US5 -19.531250 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -65.000000 caleb_strategy_v3 -245.801061 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CRUDE_W -40.000000 caleb_strategy_v3 BITCOIN 2.500000 CHF -6.250000 COTTON2 -0.000000 CRUDE_W -0.000000 DOW 1.000000 EURIBOR-ICE 13.170000 GASOIL -0.000000 GAS_US_mini -12.500000 GOLD_micro 2.000000 JPY -6.250000 LIVECOW 220.000000 MXP -15.000000 NASDAQ_micro 25.000000 NIKKEI 16.793514 RUSSELL -16.500000 US30 -31.250000 US5 0.001500 VIX -50.000000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -40.000000 caleb_strategy_v3 142.715014 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CRUDE_W -120.000000 caleb_strategy_v3 BITCOIN -3.500000 CHF -18.750000 COTTON2 -20.000000 CRUDE_W -10.000000 DOW 0.000000 EURIBOR-ICE 0.000000 GASOIL -50.000000 GAS_US_mini -112.500000 GOLD_micro -1.000000 JPY -12.500000 LIVECOW 210.000000 MXP -55.000000 NASDAQ_micro 21.500000 NIKKEI -10.076108 RUSSELL -22.000000 US30 -62.500000 US5 -23.436000 VIX -100.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -120.000000 caleb_strategy_v3 -269.762108 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CRUDE_W 0 caleb_strategy_v3 BITCOIN 0 CHF 0 COTTON2 0 CRUDE_W 0 DOW 0 EURIBOR-ICE 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 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 CRUDE_W -1.050000e+02 caleb_strategy_v3 BITCOIN -5.000000e-01 CHF -1.250000e+01 COTTON2 -1.000000e+01 CRUDE_W -5.000000e+00 DOW 5.000000e-01 EURIBOR-ICE 6.585000e+00 GASOIL -2.500000e+01 GAS_US_mini -9.375000e+01 GOLD_micro 2.273737e-12 JPY -9.375000e+00 LIVECOW 2.150000e+02 MXP -3.500000e+01 NASDAQ_micro 2.325000e+01 NIKKEI 3.358703e+00 RUSSELL -1.925000e+01 US30 -4.687500e+01 US5 -1.952975e+01 VIX -7.500000e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -105.000000 caleb_strategy_v3 -103.086047 ******************************************************************************** END OF REPORT 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