******************************************************************************** Trades report produced on 11/10/2023 21:39 from 10/10/2023 21:39 to 11/10/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 7705 BOBL caleb_strategy_v3 [20231200] 2023-10-11 07:00:06 [1] 116.120000 7720 CAD caleb_strategy_v3 [20231200] 2023-10-11 14:00:03 [1] 0.737000 7715 COPPER caleb_strategy_v3 [20231200] 2023-10-11 13:00:03 [-1] 3.630500 7732 CORN caleb_strategy_v3 [20241200] 2023-10-11 14:30:25 [-1] 515.250000 7717 COTTON2 caleb_strategy_v3 [20231200] 2023-10-11 13:00:06 [-1] 84.950000 7716 CRUDE_W caleb_strategy_v3 [20241200] 2023-10-11 13:00:04 [1] 75.440000 7707 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20250900] 2023-10-11 08:02:21 [-1] 97.080000 7708 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20251200] 2023-10-11 08:02:38 [1] 97.100000 7709 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20250900] 2023-10-11 08:04:03 [-1] 97.085000 7710 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20251200] 2023-10-11 08:04:04 [1] 97.110000 7712 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-11 08:07:39 [1] 97.100000 7711 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-11 08:06:28 [1] 97.105000 7706 EUROSTX caleb_strategy_v3 [20231200] 2023-10-11 07:00:07 [1] 4195.000000 7731 FEEDCOW caleb_strategy_v3 [20240100] 2023-10-11 14:30:23 [-1] 251.875000 7714 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-11 13:00:02 [1] 3.625000 7719 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-11 13:00:12 [-1] 1886.300000 7718 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-11 13:00:08 [-1] 1886.400000 7725 JPY caleb_strategy_v3 [20231200] 2023-10-11 14:00:24 [1] 0.006786 7733 LEANHOG caleb_strategy_v3 [20240200] 2023-10-11 14:30:26 [-1] 75.650000 7734 LIVECOW caleb_strategy_v3 [20231200] 2023-10-11 14:30:27 [1] 185.000000 7726 MXP caleb_strategy_v3 [20231200] 2023-10-11 14:00:35 [-1] 0.055520 7728 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-11 14:00:38 [1] 15318.250000 7723 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-11 14:00:18 [1] 15313.750000 7704 NIKKEI caleb_strategy_v3 [20231200] 2023-10-11 02:00:44 [1] 31900.000000 7713 ROBUSTA caleb_strategy_v3 [20240100] 2023-10-11 09:00:52 [-1] 2253.000000 7721 RUSSELL caleb_strategy_v3 [20231200] 2023-10-11 14:00:04 [1] 1793.200000 7730 RUSSELL caleb_strategy_v3 [20231200] 2023-10-11 14:00:42 [1] 1791.600000 7729 RUSSELL caleb_strategy_v3 [20231200] 2023-10-11 14:00:40 [1] 1791.700000 7727 RUSSELL caleb_strategy_v3 [20231200] 2023-10-11 14:00:37 [1] 1791.700000 7722 US10U caleb_strategy_v3 [20231200] 2023-10-11 14:00:17 [1] 111.328125 7724 US20 caleb_strategy_v3 [20231200] 2023-10-11 14:00:22 [1] 113.156250 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7704 NIKKEI caleb_strategy_v3 2023-10-09 00:00:00 2023-10-11 03:00:30.479 2023-10-11 02:00:44 183630 NaN 7705 BOBL caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 08:00:02.130 2023-10-11 07:00:06 115202 NaN 7706 EUROSTX caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 08:00:07.155 2023-10-11 07:00:07 115207 NaN 7707 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2023-10-10 19:00:00 2023-10-11 09:00:02.389 2023-10-11 08:02:21 50402.4 NaN 7708 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2023-10-10 19:00:00 2023-10-11 09:02:22.429 2023-10-11 08:02:38 50542.4 NaN 7709 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2023-10-10 19:00:00 2023-10-11 09:02:44.448 2023-10-11 08:04:03 50564.4 NaN 7710 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2023-10-10 19:00:00 2023-10-11 09:04:04.322 2023-10-11 08:04:04 50644.3 NaN 7712 EURIBOR-ICE caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 09:06:30.585 2023-10-11 08:07:39 119191 NaN 7711 EURIBOR-ICE caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 09:04:10.192 2023-10-11 08:06:28 119050 NaN 7713 ROBUSTA caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 10:00:02.054 2023-10-11 09:00:52 122402 NaN 7714 GAS_US_mini caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:01.029 2023-10-11 13:00:02 136801 NaN 7715 COPPER caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:02.964 2023-10-11 13:00:03 136803 NaN 7716 CRUDE_W caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:04.062 2023-10-11 13:00:04 136804 NaN 7717 COTTON2 caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:05.242 2023-10-11 13:00:06 136805 NaN 7718 GOLD_micro caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:07.305 2023-10-11 13:00:08 136807 NaN 7719 GOLD_micro caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 14:00:10.858 2023-10-11 13:00:12 136811 NaN 7720 CAD caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:01.768 2023-10-11 14:00:03 140402 NaN 7722 US10U caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:05.121 2023-10-11 14:00:17 140405 NaN 7724 US20 caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:19.326 2023-10-11 14:00:22 140419 NaN 7725 JPY caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:23.599 2023-10-11 14:00:24 140424 NaN 7726 MXP caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:24.981 2023-10-11 14:00:35 140425 NaN 7728 NASDAQ_micro caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:37.873 2023-10-11 14:00:38 140438 NaN 7723 NASDAQ_micro caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:18.547 2023-10-11 14:00:18 140419 NaN 7721 RUSSELL caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:04.128 2023-10-11 14:00:04 140404 NaN 7730 RUSSELL caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:42.608 2023-10-11 14:00:42 140443 NaN 7729 RUSSELL caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:40.332 2023-10-11 14:00:40 140440 NaN 7727 RUSSELL caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:00:37.512 2023-10-11 14:00:37 140438 NaN 7731 FEEDCOW caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:30:01.081 2023-10-11 14:30:23 142201 NaN 7732 CORN caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:30:24.679 2023-10-11 14:30:25 142225 NaN 7733 LEANHOG caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:30:26.596 2023-10-11 14:30:26 142227 NaN 7734 LIVECOW caleb_strategy_v3 2023-10-10 00:00:00 2023-10-11 15:30:27.579 2023-10-11 14:30:27 142228 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 7704 NIKKEI caleb_strategy_v3 [1] 31020 None 31902.5 31905 31900 31900 31900 -882.5 -2.5 5 0 NaN 2.5 7705 BOBL caleb_strategy_v3 [1] 116.2 None 116.105 116.11 116.1 116.1 116.12 0.095 -0.005 -0.01 -0.02 NaN -0.015 7706 EUROSTX caleb_strategy_v3 [1] 4205 None 4195.5 4196 4195 4195 4195 9.5 -0.5 1 0 NaN 0.5 7707 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 97.07 None 97.0775 97.075 97.08 97.08 97.08 0.0075 -0.0025 0.005 -0 NaN 0.0025 7708 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 97.08 None 97.1025 97.105 97.1 97.1 97.1 -0.0225 -0.0025 0.005 1.42109e-14 NaN 0.0025 7709 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 97.07 None 97.08 97.075 97.085 97.085 97.085 0.01 -0.005 0.01 -1.42109e-14 NaN 0.005 7710 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 97.08 None 97.1 97.105 97.095 97.095 97.11 -0.02 -0.005 -0.005 -0.015 NaN -0.01 7712 EURIBOR-ICE caleb_strategy_v3 [1] 97.075 None 97.1025 97.105 97.1 97.1 97.1 -0.0275 -0.0025 0.005 1.42109e-14 NaN 0.0025 7711 EURIBOR-ICE caleb_strategy_v3 [1] 97.075 None 97.1075 97.11 97.105 97.105 97.105 -0.0325 -0.0025 0.005 0 NaN 0.0025 7713 ROBUSTA caleb_strategy_v3 [-1] 2249 None 2254 2253 2255 2255 2253 5 -1 -0 -2 NaN -1 7714 GAS_US_mini caleb_strategy_v3 [1] 3.665 None 3.6275 3.63 3.625 3.625 3.625 0.0375 -0.0025 0.005 0 NaN 0.0025 7715 COPPER caleb_strategy_v3 [-1] 3.625 None 3.6305 3.63 3.631 3.631 3.6305 0.0055 -0.0005 0.0005 -0.0005 NaN 4.44089e-16 7716 CRUDE_W caleb_strategy_v3 [1] 75.57 None 75.43 75.44 75.42 75.42 75.44 0.14 -0.01 0 -0.02 NaN -0.01 7717 COTTON2 caleb_strategy_v3 [-1] 85.45 None 84.965 84.95 84.98 84.98 84.95 -0.485 -0.015 -0 -0.03 NaN -0.015 7718 GOLD_micro caleb_strategy_v3 [-1] 1872.8 None 1886.45 1886.4 1886.5 1886.5 1886.4 13.65 -0.05 -0 -0.1 NaN -0.05 7719 GOLD_micro caleb_strategy_v3 [-1] 1872.8 None 1886.4 1886.3 1886.5 1886.5 1886.3 13.6 -0.1 -0 -0.2 NaN -0.1 7720 CAD caleb_strategy_v3 [1] 0.7367 None 0.73695 0.737 0.7369 0.7369 0.737 -0.00025 -5e-05 0 -0.0001 NaN -5e-05 7722 US10U caleb_strategy_v3 [1] 110.75 None 111.336 111.344 111.328 111.328 111.328 -0.585938 -0.0078125 0.015625 0 NaN 0.0078125 7724 US20 caleb_strategy_v3 [1] 111.938 None 113.172 113.188 113.156 113.156 113.156 -1.23438 -0.015625 0.03125 0 NaN 0.015625 7725 JPY caleb_strategy_v3 [1] 0.006797 None 0.00678625 0.0067865 0.006786 0.006786 0.006786 1.075e-05 -2.5e-07 5e-07 -8.67362e-19 NaN 2.5e-07 7726 MXP caleb_strategy_v3 [-1] 0.05493 None 0.05551 0.0555 0.05552 0.05552 0.05552 0.00058 -1e-05 2e-05 -6.93889e-18 NaN 1e-05 7728 NASDAQ_micro caleb_strategy_v3 [1] 15292.2 None 15313.6 15313.8 15313.5 NaN 15318.2 -21.375 -0.125 -4.5 NaN NaN -4.625 7723 NASDAQ_micro caleb_strategy_v3 [1] 15292.2 None 15314.6 15314.8 15314.5 15314.5 15313.8 -22.375 -0.125 1 0.75 NaN 0.875 7721 RUSSELL caleb_strategy_v3 [1] 1794.4 None 1793.05 1793.1 1793 1793 1793.2 1.35 -0.05 -0.1 -0.2 NaN -0.15 7730 RUSSELL caleb_strategy_v3 [1] 1794.4 None 1791.65 1791.7 1791.6 1791.6 1791.6 2.75 -0.05 0.1 2.27374e-13 NaN 0.05 7729 RUSSELL caleb_strategy_v3 [1] 1794.4 None 1791.55 1791.6 1791.5 1791.5 1791.7 2.85 -0.05 -0.1 -0.2 NaN -0.15 7727 RUSSELL caleb_strategy_v3 [1] 1794.4 None 1793.15 1793.2 1793.1 1793.1 1791.7 1.25 -0.05 1.5 1.4 NaN 1.45 7731 FEEDCOW caleb_strategy_v3 [-1] 252.025 None 251.887 251.85 251.925 251.925 251.875 -0.1375 -0.0375 0.025 -0.05 NaN -0.0125 7732 CORN caleb_strategy_v3 [-1] 515 None 525 525 525 525 515.25 10 -0 -9.75 -9.75 NaN -9.75 7733 LEANHOG caleb_strategy_v3 [-1] 75.775 None 75 75 75 75 75.65 -0.775 -0 0.65 0.65 NaN 0.65 7734 LIVECOW caleb_strategy_v3 [1] 185 None 184.975 185 184.95 184.95 185 0.025 -0.025 0 -0.05 NaN -0.025 ================================================================================================================================================================ 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 7704 NIKKEI caleb_strategy_v3 [1] 5743.75 -1536.45 -4.35256 8.70511 0 NaN 4.35256 7705 BOBL caleb_strategy_v3 [1] 5.83341 162.855 -8.57132 -17.1426 -34.2853 NaN -25.714 7706 EUROSTX caleb_strategy_v3 [1] 666.327 142.573 -7.50383 15.0077 0 NaN 7.50383 7707 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 1.09478 68.5071 -22.8357 45.6714 -0 NaN 22.8357 7708 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 1.09478 -205.521 -22.8357 45.6714 1.29806e-10 NaN 22.8357 7709 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 1.09478 91.3428 -45.6714 91.3428 -1.29806e-10 NaN 45.6714 7710 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 1.09478 -182.686 -45.6714 -45.6714 -137.014 NaN -91.3428 7712 EURIBOR-ICE caleb_strategy_v3 [1] 1.09478 -251.193 -22.8357 45.6714 1.29806e-10 NaN 22.8357 7711 EURIBOR-ICE caleb_strategy_v3 [1] 1.09478 -296.864 -22.8357 45.6714 0 NaN 22.8357 7713 ROBUSTA caleb_strategy_v3 [-1] 451.41 110.764 -22.1528 -0 -44.3056 NaN -22.1528 7714 GAS_US_mini caleb_strategy_v3 [1] 1.81791 206.281 -13.7521 27.5042 0 NaN 13.7521 7715 COPPER caleb_strategy_v3 [-1] 0.733043 75.0297 -6.82089 6.82089 -6.82089 NaN 6.05816e-12 7716 CRUDE_W caleb_strategy_v3 [1] 26.6099 52.612 -3.758 0 -7.516 NaN -3.758 7717 COTTON2 caleb_strategy_v3 [-1] 20.9476 -231.53 -7.16072 -0 -14.3214 NaN -7.16072 7718 GOLD_micro caleb_strategy_v3 [-1] 222.432 613.671 -2.24788 -0 -4.49576 NaN -2.24788 7719 GOLD_micro caleb_strategy_v3 [-1] 222.432 611.423 -4.49576 -0 -8.99152 NaN -4.49576 7720 CAD caleb_strategy_v3 [1] 0.0441032 -56.6852 -11.337 0 -22.6741 NaN -11.337 7722 US10U caleb_strategy_v3 [1] 10.8375 -540.655 -7.20874 14.4175 0 NaN 7.20874 7724 US20 caleb_strategy_v3 [1] 16.9768 -727.095 -9.20373 18.4075 0 NaN 9.20373 7725 JPY caleb_strategy_v3 [1] 0.000552434 194.594 -4.52543 9.05086 -1.57007e-11 NaN 4.52543 7726 MXP caleb_strategy_v3 [-1] 0.00728781 795.849 -13.7215 27.4431 -9.52123e-12 NaN 13.7215 7728 NASDAQ_micro caleb_strategy_v3 [1] 2875.2 -74.3427 -0.434753 -15.6511 NaN NaN -16.0859 7723 NASDAQ_micro caleb_strategy_v3 [1] 2875.2 -77.8208 -0.434753 3.47802 2.60852 NaN 3.04327 7721 RUSSELL caleb_strategy_v3 [1] 325.627 41.4585 -1.5355 -3.071 -6.142 NaN -4.6065 7730 RUSSELL caleb_strategy_v3 [1] 325.627 84.4525 -1.5355 3.071 6.98264e-12 NaN 1.5355 7729 RUSSELL caleb_strategy_v3 [1] 325.627 87.5235 -1.5355 -3.071 -6.142 NaN -4.6065 7727 RUSSELL caleb_strategy_v3 [1] 325.627 38.3875 -1.5355 46.065 42.994 NaN 44.5295 7731 FEEDCOW caleb_strategy_v3 [-1] 31.3348 -43.8809 -11.9675 7.97835 -15.9567 NaN -3.98917 7732 CORN caleb_strategy_v3 [-1] 105.417 948.611 -0 -924.896 -924.896 NaN -924.896 7733 LEANHOG caleb_strategy_v3 [-1] 25.9368 -298.803 -0 250.609 250.609 NaN 250.609 7734 LIVECOW caleb_strategy_v3 [1] 21.3134 11.7297 -11.7297 0 -23.4594 NaN -11.7297 =========================================================================================================================================================================== 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 7704 NIKKEI caleb_strategy_v3 [1] 0.671508 -592.606 -1.67877 3.35754 0 NaN 1.67877 7705 BOBL caleb_strategy_v3 [1] 1060.1 100.71 -5.3005 -10.601 -21.202 NaN -15.9015 7706 EUROSTX caleb_strategy_v3 [1] 10.601 100.71 -5.3005 10.601 0 NaN 5.3005 7707 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 2650.25 19.8769 -6.62562 13.2512 -0 NaN 6.62562 7708 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 2650.25 -59.6306 -6.62563 13.2513 3.76623e-11 NaN 6.62562 7709 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 2650.25 26.5025 -13.2512 26.5025 -3.76623e-11 NaN 13.2512 7710 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 2650.25 -53.005 -13.2513 -13.2512 -39.7538 NaN -26.5025 7712 EURIBOR-ICE caleb_strategy_v3 [1] 2650.25 -72.8819 -6.62563 13.2513 3.76623e-11 NaN 6.62562 7711 EURIBOR-ICE caleb_strategy_v3 [1] 2650.25 -86.1331 -6.62562 13.2512 0 NaN 6.62562 7713 ROBUSTA caleb_strategy_v3 [-1] 10 50 -10 -0 -20 NaN -10 7714 GAS_US_mini caleb_strategy_v3 [1] 2500 93.75 -6.25 12.5 0 NaN 6.25 7715 COPPER caleb_strategy_v3 [-1] 25000 137.5 -12.5 12.5 -12.5 NaN 1.11022e-11 7716 CRUDE_W caleb_strategy_v3 [1] 1000 140 -10 0 -20 NaN -10 7717 COTTON2 caleb_strategy_v3 [-1] 500 -242.5 -7.5 -0 -15 NaN -7.5 7718 GOLD_micro caleb_strategy_v3 [-1] 10 136.5 -0.5 -0 -1 NaN -0.5 7719 GOLD_micro caleb_strategy_v3 [-1] 10 136 -1 -0 -2 NaN -1 7720 CAD caleb_strategy_v3 [1] 100000 -25 -5 0 -10 NaN -5 7722 US10U caleb_strategy_v3 [1] 1000 -585.938 -7.8125 15.625 0 NaN 7.8125 7724 US20 caleb_strategy_v3 [1] 1000 -1234.38 -15.625 31.25 0 NaN 15.625 7725 JPY caleb_strategy_v3 [1] 1.25e+07 134.375 -3.125 6.25 -1.0842e-11 NaN 3.125 7726 MXP caleb_strategy_v3 [-1] 500000 290 -5 10 -3.46945e-12 NaN 5 7728 NASDAQ_micro caleb_strategy_v3 [1] 2 -42.75 -0.25 -9 NaN NaN -9.25 7723 NASDAQ_micro caleb_strategy_v3 [1] 2 -44.75 -0.25 2 1.5 NaN 1.75 7721 RUSSELL caleb_strategy_v3 [1] 5 6.75 -0.25 -0.5 -1 NaN -0.75 7730 RUSSELL caleb_strategy_v3 [1] 5 13.75 -0.25 0.5 1.13687e-12 NaN 0.25 7729 RUSSELL caleb_strategy_v3 [1] 5 14.25 -0.25 -0.5 -1 NaN -0.75 7727 RUSSELL caleb_strategy_v3 [1] 5 6.25 -0.25 7.5 7 NaN 7.25 7731 FEEDCOW caleb_strategy_v3 [-1] 500 -68.75 -18.75 12.5 -25 NaN -6.25 7732 CORN caleb_strategy_v3 [-1] 50 500 -0 -487.5 -487.5 NaN -487.5 7733 LEANHOG caleb_strategy_v3 [-1] 400 -310 -0 260 260 NaN 260 7734 LIVECOW caleb_strategy_v3 [1] 400 10 -10 0 -20 NaN -10 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -66.256250 caleb_strategy_v3 BOBL 100.709500 CAD -25.000000 COPPER 137.500000 CORN 500.000000 COTTON2 -242.500000 CRUDE_W 140.000000 EURIBOR-ICE -159.015000 EUROSTX 100.709500 FEEDCOW -68.750000 GAS_US_mini 93.750000 GOLD_micro 272.500000 JPY 134.375000 LEANHOG -310.000000 LIVECOW 10.000000 MXP 290.000000 NASDAQ_micro -87.500000 NIKKEI -592.606023 ROBUSTA 50.000000 RUSSELL 41.000000 US10U -585.937500 US20 -1234.375000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -66.256250 caleb_strategy_v3 -1435.139523 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -39.753750 caleb_strategy_v3 BOBL -5.300500 CAD -5.000000 COPPER -12.500000 CORN -0.000000 COTTON2 -7.500000 CRUDE_W -10.000000 EURIBOR-ICE -13.251250 EUROSTX -5.300500 FEEDCOW -18.750000 GAS_US_mini -6.250000 GOLD_micro -1.500000 JPY -3.125000 LEANHOG -0.000000 LIVECOW -10.000000 MXP -5.000000 NASDAQ_micro -0.500000 NIKKEI -1.678771 ROBUSTA -10.000000 RUSSELL -1.000000 US10U -7.812500 US20 -15.625000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -39.753750 caleb_strategy_v3 -140.093521 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE 39.753750 caleb_strategy_v3 BOBL -10.601000 CAD 0.000000 COPPER 12.500000 CORN -487.500000 COTTON2 -0.000000 CRUDE_W 0.000000 EURIBOR-ICE 26.502500 EUROSTX 10.601000 FEEDCOW 12.500000 GAS_US_mini 12.500000 GOLD_micro -0.000000 JPY 6.250000 LEANHOG 260.000000 LIVECOW 0.000000 MXP 10.000000 NASDAQ_micro -7.000000 NIKKEI 3.357541 ROBUSTA -0.000000 RUSSELL 7.000000 US10U 15.625000 US20 31.250000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 39.753750 caleb_strategy_v3 -97.014959 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -3.975375e+01 caleb_strategy_v3 BOBL -2.120200e+01 CAD -1.000000e+01 COPPER -1.250000e+01 CORN -4.875000e+02 COTTON2 -1.500000e+01 CRUDE_W -2.000000e+01 EURIBOR-ICE 3.766232e-11 EUROSTX 0.000000e+00 FEEDCOW -2.500000e+01 GAS_US_mini 0.000000e+00 GOLD_micro -3.000000e+00 JPY -1.084202e-11 LEANHOG 2.600000e+02 LIVECOW -2.000000e+01 MXP -3.469447e-12 NASDAQ_micro 1.500000e+00 NIKKEI 0.000000e+00 ROBUSTA -2.000000e+01 RUSSELL 5.000000e+00 US10U 0.000000e+00 US20 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -39.75375 caleb_strategy_v3 -367.70200 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE 0 caleb_strategy_v3 BOBL 0 CAD 0 COPPER 0 CORN 0 COTTON2 0 CRUDE_W 0 EURIBOR-ICE 0 EUROSTX 0 FEEDCOW 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 RUSSELL 0 US10U 0 US20 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 EURIBOR-ICE -3.766232e-11 caleb_strategy_v3 BOBL -1.590150e+01 CAD -5.000000e+00 COPPER 1.110223e-11 CORN -4.875000e+02 COTTON2 -7.500000e+00 CRUDE_W -1.000000e+01 EURIBOR-ICE 1.325125e+01 EUROSTX 5.300500e+00 FEEDCOW -6.250000e+00 GAS_US_mini 6.250000e+00 GOLD_micro -1.500000e+00 JPY 3.125000e+00 LEANHOG 2.600000e+02 LIVECOW -1.000000e+01 MXP 5.000000e+00 NASDAQ_micro -7.500000e+00 NIKKEI 1.678771e+00 ROBUSTA -1.000000e+01 RUSSELL 6.000000e+00 US10U 7.812500e+00 US20 1.562500e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -3.766232e-11 caleb_strategy_v3 -2.371085e+02 ******************************************************************************** END OF REPORT ********************************************************************************