******************************************************************************** Trades report produced on 13/10/2023 21:38 from 12/10/2023 21:38 to 13/10/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 7747 BUXL caleb_strategy_v3 [20231200] 2023-10-13 07:00:03 [1] 123.340000 7751 CRUDE_W caleb_strategy_v3 [20241200] 2023-10-13 13:00:03 [1] 77.400000 7750 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-13 08:01:45 [-1] 97.040000 7749 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-13 08:01:38 [-1] 97.045000 7755 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-13 13:00:13 [1] 3.570000 7752 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-13 13:00:06 [1] 3.575000 7760 GBP caleb_strategy_v3 [20231200] 2023-10-13 14:00:03 [-1] 1.216200 7758 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-13 13:00:17 [-1] 1925.500000 7757 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-13 13:00:15 [-1] 1925.400000 7756 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-13 13:00:13 [-1] 1925.500000 7754 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-13 13:00:11 [-1] 1925.400000 7744 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-10-13 02:19:33 [-1] 145.300000 7742 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-10-13 02:14:28 [-1] 145.300000 7740 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-10-13 02:10:42 [-1] 145.300000 7738 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-10-13 02:05:39 [-1] 145.300000 7761 JPY caleb_strategy_v3 [20231200] 2023-10-13 14:00:04 [-1] 0.006749 7766 JPY caleb_strategy_v3 [20231200] 2023-10-13 14:00:14 [-1] 0.006751 7765 JPY caleb_strategy_v3 [20231200] 2023-10-13 14:00:12 [-1] 0.006750 7764 JPY caleb_strategy_v3 [20231200] 2023-10-13 14:00:09 [-1] 0.006750 7763 MXP caleb_strategy_v3 [20231200] 2023-10-13 14:00:06 [-1] 0.055230 7759 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-13 14:00:02 [-1] 15328.250000 7743 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:14:30 [1] 32460.000000 7741 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:10:43 [1] 32465.000000 7739 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:05:40 [1] 32470.000000 7737 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:00:26 [1] 32415.000000 7746 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:19:47 [1] 32410.000000 7745 NIKKEI caleb_strategy_v3 [20231200] 2023-10-13 02:19:45 [1] 32415.000000 7748 OAT caleb_strategy_v3 [20231200] 2023-10-13 07:00:04 [1] 123.630000 7753 PLAT caleb_strategy_v3 [20240100] 2023-10-13 13:00:10 [1] 888.000000 7767 REDWHEAT caleb_strategy_v3 [20240300] 2023-10-13 14:30:02 [-1] 684.500000 7762 US30 caleb_strategy_v3 [20231200] 2023-10-13 14:00:05 [1] 117.375000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7744 JGB-SGX-mini caleb_strategy_v3 2023-10-12 2023-10-13 03:14:33.031 2023-10-13 02:19:33 98073 NaN 7738 JGB-SGX-mini caleb_strategy_v3 2023-10-12 2023-10-13 03:00:39.178 2023-10-13 02:05:39 97239.2 NaN 7740 JGB-SGX-mini caleb_strategy_v3 2023-10-12 2023-10-13 03:05:42.420 2023-10-13 02:10:42 97542.4 NaN 7742 JGB-SGX-mini caleb_strategy_v3 2023-10-12 2023-10-13 03:10:45.649 2023-10-13 02:14:28 97845.6 NaN 7745 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:19:33.704 2023-10-13 02:19:45 98373.7 NaN 7746 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:19:47.270 2023-10-13 02:19:47 98387.3 NaN 7737 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:00:17.610 2023-10-13 02:00:26 97217.6 NaN 7739 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:05:39.878 2023-10-13 02:05:40 97539.9 NaN 7741 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:10:42.973 2023-10-13 02:10:43 97843 NaN 7743 NIKKEI caleb_strategy_v3 2023-10-12 2023-10-13 03:14:28.776 2023-10-13 02:14:30 98068.8 NaN 7747 BUXL caleb_strategy_v3 2023-10-12 2023-10-13 08:00:02.786 2023-10-13 07:00:03 115203 NaN 7748 OAT caleb_strategy_v3 2023-10-12 2023-10-13 08:00:03.901 2023-10-13 07:00:04 115204 NaN 7749 EURIBOR-ICE caleb_strategy_v3 2023-10-12 2023-10-13 09:00:02.112 2023-10-13 08:01:38 118802 NaN 7750 EURIBOR-ICE caleb_strategy_v3 2023-10-12 2023-10-13 09:01:44.651 2023-10-13 08:01:45 118905 NaN 7751 CRUDE_W caleb_strategy_v3 2023-10-12 2023-10-13 14:00:03.075 2023-10-13 13:00:03 136803 NaN 7753 PLAT caleb_strategy_v3 2023-10-12 2023-10-13 14:00:07.619 2023-10-13 13:00:10 136808 NaN 7752 GAS_US_mini caleb_strategy_v3 2023-10-12 2023-10-13 14:00:04.641 2023-10-13 13:00:06 136805 NaN 7755 GAS_US_mini caleb_strategy_v3 2023-10-12 2023-10-13 14:00:13.146 2023-10-13 13:00:13 136813 NaN 7754 GOLD_micro caleb_strategy_v3 2023-10-12 2023-10-13 14:00:10.891 2023-10-13 13:00:11 136811 NaN 7756 GOLD_micro caleb_strategy_v3 2023-10-12 2023-10-13 14:00:13.652 2023-10-13 13:00:13 136814 NaN 7757 GOLD_micro caleb_strategy_v3 2023-10-12 2023-10-13 14:00:15.700 2023-10-13 13:00:15 136816 NaN 7758 GOLD_micro caleb_strategy_v3 2023-10-12 2023-10-13 14:00:17.790 2023-10-13 13:00:17 136818 NaN 7759 NASDAQ_micro caleb_strategy_v3 2023-10-12 2023-10-13 15:00:02.503 2023-10-13 14:00:02 140403 NaN 7760 GBP caleb_strategy_v3 2023-10-12 2023-10-13 15:00:03.792 2023-10-13 14:00:03 140404 NaN 7762 US30 caleb_strategy_v3 2023-10-12 2023-10-13 15:00:05.578 2023-10-13 14:00:05 140406 NaN 7763 MXP caleb_strategy_v3 2023-10-12 2023-10-13 15:00:06.590 2023-10-13 14:00:06 140407 NaN 7761 JPY caleb_strategy_v3 2023-10-12 2023-10-13 15:00:04.646 2023-10-13 14:00:04 140405 NaN 7764 JPY caleb_strategy_v3 2023-10-12 2023-10-13 15:00:08.957 2023-10-13 14:00:09 140409 NaN 7765 JPY caleb_strategy_v3 2023-10-12 2023-10-13 15:00:11.598 2023-10-13 14:00:12 140412 NaN 7766 JPY caleb_strategy_v3 2023-10-12 2023-10-13 15:00:14.001 2023-10-13 14:00:14 140414 NaN 7767 REDWHEAT caleb_strategy_v3 2023-10-12 2023-10-13 15:30:01.788 2023-10-13 14:30:02 142202 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 7744 JGB-SGX-mini caleb_strategy_v3 [-1] 145.15 None 145.31 145.3 145.32 145.32 145.3 0.16 -0.01 -0 -0.02 NaN -0.01 7738 JGB-SGX-mini caleb_strategy_v3 [-1] 145.15 None 145.315 145.31 145.32 145.32 145.3 0.165 -0.005 -0.01 -0.02 NaN -0.015 7740 JGB-SGX-mini caleb_strategy_v3 [-1] 145.15 None 145.32 145.31 145.33 145.33 145.3 0.17 -0.01 -0.01 -0.03 NaN -0.02 7742 JGB-SGX-mini caleb_strategy_v3 [-1] 145.15 None 145.315 145.3 145.33 145.33 145.3 0.165 -0.015 -0 -0.03 NaN -0.015 7745 NIKKEI caleb_strategy_v3 [1] 32215 None 32417.5 32420 32415 32415 32415 -202.5 -2.5 5 0 NaN 2.5 7746 NIKKEI caleb_strategy_v3 [1] 32215 None 32412.5 32415 32410 32410 32410 -197.5 -2.5 5 0 NaN 2.5 7737 NIKKEI caleb_strategy_v3 [1] 32215 None 32407.5 32410 32405 32405 32415 -192.5 -2.5 -5 -10 NaN -7.5 7739 NIKKEI caleb_strategy_v3 [1] 32215 None 32412.5 32415 32410 32410 32470 -197.5 -2.5 -55 -60 NaN -57.5 7741 NIKKEI caleb_strategy_v3 [1] 32215 None 32467.5 32470 32465 NaN 32465 -252.5 -2.5 5 NaN NaN 2.5 7743 NIKKEI caleb_strategy_v3 [1] 32215 None 32457.5 32460 32455 32455 32460 -242.5 -2.5 0 -5 NaN -2.5 7747 BUXL caleb_strategy_v3 [1] 122.3 None 123.36 123.38 123.34 123.34 123.34 -1.06 -0.02 0.04 0 NaN 0.02 7748 OAT caleb_strategy_v3 [1] 123.24 None 123.62 123.63 123.61 123.61 123.63 -0.38 -0.01 0 -0.02 NaN -0.01 7749 EURIBOR-ICE caleb_strategy_v3 [-1] 96.995 None 97.0425 97.04 97.045 97.045 97.045 0.0475 -0.0025 0.005 -0 NaN 0.0025 7750 EURIBOR-ICE caleb_strategy_v3 [-1] 96.995 None 97.045 97.04 97.05 97.05 97.04 0.05 -0.005 -0 -0.01 NaN -0.005 7751 CRUDE_W caleb_strategy_v3 [1] 75.32 None 77.41 77.42 77.4 77.4 77.4 -2.09 -0.01 0.02 0 NaN 0.01 7753 PLAT caleb_strategy_v3 [1] 871.9 None 887.8 888 887.6 887.6 888 -15.9 -0.2 0 -0.4 NaN -0.2 7752 GAS_US_mini caleb_strategy_v3 [1] 3.635 None 3.575 3.58 3.57 3.57 3.575 0.06 -0.005 0.005 -0.005 NaN 0 7755 GAS_US_mini caleb_strategy_v3 [1] 3.635 None 3.5725 3.575 3.57 NaN 3.57 0.0625 -0.0025 0.005 NaN NaN 0.0025 7754 GOLD_micro caleb_strategy_v3 [-1] 1881.8 None 1925.55 1925.5 1925.6 1925.6 1925.4 43.75 -0.05 -0.1 -0.2 NaN -0.15 7756 GOLD_micro caleb_strategy_v3 [-1] 1881.8 None 1925.45 1925.4 1925.5 1925.5 1925.5 43.65 -0.05 0.1 -0 NaN 0.05 7757 GOLD_micro caleb_strategy_v3 [-1] 1881.8 None 1925.55 1925.5 1925.6 1925.6 1925.4 43.75 -0.05 -0.1 -0.2 NaN -0.15 7758 GOLD_micro caleb_strategy_v3 [-1] 1881.8 None 1925.45 1925.4 1925.5 1925.5 1925.5 43.65 -0.05 0.1 -0 NaN 0.05 7759 NASDAQ_micro caleb_strategy_v3 [-1] 15281.5 None 15330.1 15328.8 15331.5 15331.5 15328.2 48.625 -1.375 -0.5 -3.25 NaN -1.875 7760 GBP caleb_strategy_v3 [-1] 1.2181 None 1.21655 1.2164 1.2167 1.2167 1.2162 -0.00155 -0.00015 -0.0002 -0.0005 NaN -0.00035 7762 US30 caleb_strategy_v3 [1] 115.688 None 117.344 117.375 117.312 117.312 117.375 -1.65625 -0.03125 0 -0.0625 NaN -0.03125 7763 MXP caleb_strategy_v3 [-1] 0.05488 None 0.05522 0.05521 0.05523 0.05523 0.05523 0.00034 -1e-05 2e-05 -0 NaN 1e-05 7761 JPY caleb_strategy_v3 [-1] 0.0067435 None 0.00675025 0.0067495 0.006751 0.006751 0.006749 6.75e-06 -7.5e-07 -5e-07 -2e-06 NaN -1.25e-06 7764 JPY caleb_strategy_v3 [-1] 0.0067435 None 0.0067495 0.006749 0.00675 0.00675 0.00675 6e-06 -5e-07 1e-06 -0 NaN 5e-07 7765 JPY caleb_strategy_v3 [-1] 0.0067435 None 0.00674975 0.006749 0.0067505 0.0067505 0.00675 6.25e-06 -7.5e-07 1e-06 -5e-07 NaN 2.5e-07 7766 JPY caleb_strategy_v3 [-1] 0.0067435 None 0.00675 0.0067495 0.0067505 0.0067505 0.006751 6.5e-06 -5e-07 1.5e-06 5e-07 NaN 1e-06 7767 REDWHEAT caleb_strategy_v3 [-1] 684.5 None 675 675 675 NaN 684.5 -9.5 -0 9.5 NaN NaN 9.5 ============================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ============================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 7744 JGB-SGX-mini caleb_strategy_v3 [-1] 3.56368 448.974 -28.0609 -0 -56.1218 NaN -28.0609 7738 JGB-SGX-mini caleb_strategy_v3 [-1] 3.56368 463.004 -14.0304 -28.0609 -56.1218 NaN -42.0913 7740 JGB-SGX-mini caleb_strategy_v3 [-1] 3.56368 477.035 -28.0609 -28.0609 -84.1826 NaN -56.1218 7742 JGB-SGX-mini caleb_strategy_v3 [-1] 3.56368 463.004 -42.0913 -0 -84.1826 NaN -42.0913 7745 NIKKEI caleb_strategy_v3 [1] 6328.75 -319.968 -3.95023 7.90046 0 NaN 3.95023 7746 NIKKEI caleb_strategy_v3 [1] 6328.75 -312.068 -3.95023 7.90046 0 NaN 3.95023 7737 NIKKEI caleb_strategy_v3 [1] 6328.75 -304.168 -3.95023 -7.90046 -15.8009 NaN -11.8507 7739 NIKKEI caleb_strategy_v3 [1] 6328.75 -312.068 -3.95023 -86.905 -94.8055 NaN -90.8552 7741 NIKKEI caleb_strategy_v3 [1] 6328.75 -398.973 -3.95023 7.90046 NaN NaN 3.95023 7743 NIKKEI caleb_strategy_v3 [1] 6328.75 -383.172 -3.95023 0 -7.90046 NaN -3.95023 7747 BUXL caleb_strategy_v3 [1] 27.852 -380.583 -7.18081 14.3616 0 NaN 7.18081 7748 OAT caleb_strategy_v3 [1] 11.8685 -320.176 -8.42567 0 -16.8513 NaN -8.42567 7749 EURIBOR-ICE caleb_strategy_v3 [-1] 1.0862 437.304 -23.016 46.032 -0 NaN 23.016 7750 EURIBOR-ICE caleb_strategy_v3 [-1] 1.0862 460.32 -46.032 -0 -92.0639 NaN -46.032 7751 CRUDE_W caleb_strategy_v3 [1] 26.6519 -784.185 -3.75208 7.50416 0 NaN 3.75208 7753 PLAT caleb_strategy_v3 [1] 241.01 -659.722 -8.29839 0 -16.5968 NaN -8.29839 7752 GAS_US_mini caleb_strategy_v3 [1] 1.79922 333.478 -27.7898 27.7898 -27.7898 NaN 0 7755 GAS_US_mini caleb_strategy_v3 [1] 1.79922 347.373 -13.8949 27.7898 NaN NaN 13.8949 7754 GOLD_micro caleb_strategy_v3 [-1] 291.157 1502.62 -1.71729 -3.43457 -6.86914 NaN -5.15186 7756 GOLD_micro caleb_strategy_v3 [-1] 291.157 1499.19 -1.71729 3.43457 -0 NaN 1.71729 7757 GOLD_micro caleb_strategy_v3 [-1] 291.157 1502.62 -1.71729 -3.43457 -6.86914 NaN -5.15186 7758 GOLD_micro caleb_strategy_v3 [-1] 291.157 1499.19 -1.71729 3.43457 -0 NaN 1.71729 7759 NASDAQ_micro caleb_strategy_v3 [-1] 2883.01 168.66 -4.76932 -1.7343 -11.2729 NaN -6.50361 7760 GBP caleb_strategy_v3 [-1] 0.098861 -156.786 -15.1728 -20.2304 -50.5761 NaN -35.4033 7762 US30 caleb_strategy_v3 [1] 25.3823 -652.522 -12.3117 0 -24.6235 NaN -12.3117 7763 MXP caleb_strategy_v3 [-1] 0.00718089 473.479 -13.9259 27.8517 -0 NaN 13.9259 7761 JPY caleb_strategy_v3 [-1] 0.000545817 123.668 -13.7409 -9.16058 -36.6423 NaN -22.9014 7764 JPY caleb_strategy_v3 [-1] 0.000545817 109.927 -9.16058 18.3212 -0 NaN 9.16058 7765 JPY caleb_strategy_v3 [-1] 0.000545817 114.507 -13.7409 18.3212 -9.16058 NaN 4.58029 7766 JPY caleb_strategy_v3 [-1] 0.000545817 119.087 -9.16058 27.4817 9.16058 NaN 18.3212 7767 REDWHEAT caleb_strategy_v3 [-1] 234.928 -404.379 -0 404.379 NaN NaN 404.379 ======================================================================================================================================================================= 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 7744 JGB-SGX-mini caleb_strategy_v3 [-1] 668.116 106.899 -6.68116 -0 -13.3623 NaN -6.68116 7738 JGB-SGX-mini caleb_strategy_v3 [-1] 668.116 110.239 -3.34058 -6.68116 -13.3623 NaN -10.0217 7740 JGB-SGX-mini caleb_strategy_v3 [-1] 668.116 113.58 -6.68116 -6.68116 -20.0435 NaN -13.3623 7742 JGB-SGX-mini caleb_strategy_v3 [-1] 668.116 110.239 -10.0217 -0 -20.0435 NaN -10.0217 7745 NIKKEI caleb_strategy_v3 [1] 0.668116 -135.294 -1.67029 3.34058 0 NaN 1.67029 7746 NIKKEI caleb_strategy_v3 [1] 0.668116 -131.953 -1.67029 3.34058 0 NaN 1.67029 7737 NIKKEI caleb_strategy_v3 [1] 0.668116 -128.612 -1.67029 -3.34058 -6.68116 NaN -5.01087 7739 NIKKEI caleb_strategy_v3 [1] 0.668116 -131.953 -1.67029 -36.7464 -40.087 NaN -38.4167 7741 NIKKEI caleb_strategy_v3 [1] 0.668116 -168.699 -1.67029 3.34058 NaN NaN 1.67029 7743 NIKKEI caleb_strategy_v3 [1] 0.668116 -162.018 -1.67029 0 -3.34058 NaN -1.67029 7747 BUXL caleb_strategy_v3 [1] 1054.4 -1117.66 -21.088 42.176 0 NaN 21.088 7748 OAT caleb_strategy_v3 [1] 1054.4 -400.672 -10.544 0 -21.088 NaN -10.544 7749 EURIBOR-ICE caleb_strategy_v3 [-1] 2636 125.21 -6.59 13.18 -0 NaN 6.59 7750 EURIBOR-ICE caleb_strategy_v3 [-1] 2636 131.8 -13.18 -0 -26.36 NaN -13.18 7751 CRUDE_W caleb_strategy_v3 [1] 1000 -2090 -10 20 0 NaN 10 7753 PLAT caleb_strategy_v3 [1] 50 -795 -10 0 -20 NaN -10 7752 GAS_US_mini caleb_strategy_v3 [1] 2500 150 -12.5 12.5 -12.5 NaN 0 7755 GAS_US_mini caleb_strategy_v3 [1] 2500 156.25 -6.25 12.5 NaN NaN 6.25 7754 GOLD_micro caleb_strategy_v3 [-1] 10 437.5 -0.5 -1 -2 NaN -1.5 7756 GOLD_micro caleb_strategy_v3 [-1] 10 436.5 -0.5 1 -0 NaN 0.5 7757 GOLD_micro caleb_strategy_v3 [-1] 10 437.5 -0.5 -1 -2 NaN -1.5 7758 GOLD_micro caleb_strategy_v3 [-1] 10 436.5 -0.5 1 -0 NaN 0.5 7759 NASDAQ_micro caleb_strategy_v3 [-1] 2 97.25 -2.75 -1 -6.5 NaN -3.75 7760 GBP caleb_strategy_v3 [-1] 62500 -96.875 -9.375 -12.5 -31.25 NaN -21.875 7762 US30 caleb_strategy_v3 [1] 1000 -1656.25 -31.25 0 -62.5 NaN -31.25 7763 MXP caleb_strategy_v3 [-1] 500000 170 -5 10 -0 NaN 5 7761 JPY caleb_strategy_v3 [-1] 1.25e+07 84.375 -9.375 -6.25 -25 NaN -15.625 7764 JPY caleb_strategy_v3 [-1] 1.25e+07 75 -6.25 12.5 -0 NaN 6.25 7765 JPY caleb_strategy_v3 [-1] 1.25e+07 78.125 -9.375 12.5 -6.25 NaN 3.125 7766 JPY caleb_strategy_v3 [-1] 1.25e+07 81.25 -6.25 18.75 6.25 NaN 12.5 7767 REDWHEAT caleb_strategy_v3 [-1] 50 -475 -0 475 NaN NaN 475 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -1117.664000 CRUDE_W -2090.000000 EURIBOR-ICE 257.010000 GAS_US_mini 306.250000 GBP -96.875000 GOLD_micro 1748.000000 JGB-SGX-mini 440.956876 JPY 318.750000 MXP 170.000000 NASDAQ_micro 97.250000 NIKKEI -858.529676 OAT -400.672000 PLAT -795.000000 REDWHEAT -475.000000 US30 -1656.250000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -4151.7738 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -21.088000 CRUDE_W -10.000000 EURIBOR-ICE -19.770000 GAS_US_mini -18.750000 GBP -9.375000 GOLD_micro -2.000000 JGB-SGX-mini -26.724659 JPY -31.250000 MXP -5.000000 NASDAQ_micro -2.750000 NIKKEI -10.021747 OAT -10.544000 PLAT -10.000000 REDWHEAT -0.000000 US30 -31.250000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -208.523406 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 42.176000 CRUDE_W 20.000000 EURIBOR-ICE 13.180000 GAS_US_mini 25.000000 GBP -12.500000 GOLD_micro 0.000000 JGB-SGX-mini -13.362330 JPY 37.500000 MXP 10.000000 NASDAQ_micro -1.000000 NIKKEI -30.065242 OAT 0.000000 PLAT 0.000000 REDWHEAT 475.000000 US30 0.000000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 565.928429 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0.000000 CRUDE_W 0.000000 EURIBOR-ICE -26.360000 GAS_US_mini -12.500000 GBP -31.250000 GOLD_micro -4.000000 JGB-SGX-mini -66.811648 JPY -25.000000 MXP -0.000000 NASDAQ_micro -6.500000 NIKKEI -50.108736 OAT -21.088000 PLAT -20.000000 REDWHEAT 0.000000 US30 -62.500000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -326.118384 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CRUDE_W 0 EURIBOR-ICE 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JGB-SGX-mini 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 PLAT 0 REDWHEAT 0 US30 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BUXL 21.088000 CRUDE_W 10.000000 EURIBOR-ICE -6.590000 GAS_US_mini 6.250000 GBP -21.875000 GOLD_micro -2.000000 JGB-SGX-mini -40.086989 JPY 6.250000 MXP 5.000000 NASDAQ_micro -3.750000 NIKKEI -40.086989 OAT -10.544000 PLAT -10.000000 REDWHEAT 475.000000 US30 -31.250000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 357.405022 ******************************************************************************** END OF REPORT ********************************************************************************