******************************************************************************** Trades report produced on 24/10/2023 21:39 from 23/10/2023 21:39 to 24/10/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8001 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:07:15 [1] 34455.000000 7946 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:21 [-1] 34785.000000 7945 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:19 [1] 34495.000000 7943 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:11 [-1] 34785.000000 7942 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:07 [1] 34505.000000 7940 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:04 [-1] 34805.000000 7939 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:02:43 [1] 34510.000000 7937 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:02:37 [-1] 34805.000000 7936 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:02:37 [1] 34490.000000 7934 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:02:34 [1] 34500.000000 7929 BITCOIN caleb_strategy_v3 [20231100] 2023-10-24 14:02:10 [1] 34840.000000 7928 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:02:10 [1] 34505.000000 7948 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:30 [1] 34465.000000 7922 BITCOIN caleb_strategy_v3 [20231100] 2023-10-24 14:01:41 [1] 34845.000000 7911 BITCOIN caleb_strategy_v3 [20231100] 2023-10-24 14:00:52 [1] 34890.000000 7910 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:00:52 [1] 34550.000000 7896 BITCOIN caleb_strategy_v3 [20231100] 2023-10-24 14:00:11 [1] 34850.000000 7895 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:00:06 [1] 34540.000000 7933 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:02:32 [-1] 34805.000000 7998 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:06:31 [1] 34480.000000 7995 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:06:12 [1] 34440.000000 7992 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:06:06 [1] 34450.000000 7989 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:05:53 [1] 34460.000000 7986 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:05:31 [1] 34430.000000 7983 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:05:26 [1] 34440.000000 7921 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:01:40 [1] 34520.000000 7980 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:05:21 [1] 34455.000000 7949 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:31 [-1] 34780.000000 7952 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:41 [-1] 34805.000000 7988 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:05:50 [-1] 34770.000000 7987 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:05:32 [1] 34435.000000 7985 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:05:29 [-1] 34745.000000 7984 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:05:28 [1] 34435.000000 7982 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:05:23 [-1] 34765.000000 7981 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:05:23 [1] 34450.000000 7979 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:05:19 [-1] 34765.000000 7978 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:59 [1] 34425.000000 7976 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:55 [-1] 34740.000000 7975 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:39 [1] 34425.000000 7973 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:36 [-1] 34735.000000 7951 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:38 [1] 34480.000000 7972 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:28 [1] 34400.000000 7969 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:24 [1] 34400.000000 7967 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:17 [-1] 34730.000000 7966 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:16 [1] 34425.000000 7964 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:08 [-1] 34735.000000 7963 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:07 [1] 34420.000000 7961 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:02 [-1] 34745.000000 7960 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:04:02 [1] 34430.000000 7958 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:57 [-1] 34785.000000 7957 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:56 [1] 34475.000000 7955 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:03:53 [-1] 34785.000000 7954 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:03:52 [1] 34480.000000 7970 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:04:24 [-1] 34710.000000 7990 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:05:56 [1] 34465.000000 7977 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:58 [1] 34430.000000 7971 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:27 [1] 34400.000000 7932 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:02:12 [1] 34510.000000 7927 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:02:07 [-1] 34815.000000 7926 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:02:05 [1] 34520.000000 7974 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:38 [1] 34425.000000 7919 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:01:24 [1] 34540.000000 7909 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:00:49 [-1] 34860.000000 7908 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:00:48 [1] 34560.000000 8003 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:07:18 [-1] 34770.000000 8002 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:07:16 [1] 34455.000000 8000 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:07:11 [-1] 34765.000000 7999 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:06:37 [1] 34480.000000 7997 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:06:28 [-1] 34780.000000 7996 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:06:15 [1] 34450.000000 7920 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:01:24 [-1] 34865.000000 7993 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-24 14:06:08 [1] 34445.000000 7994 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:06:08 [-1] 34755.000000 7968 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:21 [1] 34415.000000 7965 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:12 [1] 34425.000000 7962 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:06 [1] 34430.000000 7959 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:04:01 [1] 34455.000000 7956 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:55 [1] 34475.000000 7953 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:50 [1] 34490.000000 7950 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:34 [1] 34470.000000 7991 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-24 14:05:59 [-1] 34770.000000 7944 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:16 [1] 34485.000000 7941 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:06 [1] 34495.000000 7947 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:03:26 [1] 34475.000000 7938 BITCOIN caleb_strategy_v3 [20231000] 2023-10-24 14:02:40 [1] 34500.000000 7879 BUXL caleb_strategy_v3 [20231200] 2023-10-24 07:00:04 [1] 122.180000 7897 CAD caleb_strategy_v3 [20231200] 2023-10-24 14:00:13 [-1] 0.729150 7898 CHF caleb_strategy_v3 [20231200] 2023-10-24 14:00:17 [1] 1.125200 7882 COFFEE caleb_strategy_v3 [20240300] 2023-10-24 13:00:05 [1] 165.250000 7891 COTTON2 _ROLL_PSEUDO_STRATEGY [20240300] 2023-10-24 13:00:29 [-1] 85.580000 7890 COTTON2 _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-24 13:00:29 [1] 83.930000 7886 COTTON2 _ROLL_PSEUDO_STRATEGY [20231200] 2023-10-24 13:00:22 [1] 83.930000 7887 COTTON2 _ROLL_PSEUDO_STRATEGY [20240300] 2023-10-24 13:00:23 [-1] 85.580000 7893 COTTON2 caleb_strategy_v3 [20240300] 2023-10-24 13:00:50 [-1] 85.550000 7883 CRUDE_W caleb_strategy_v3 [20241200] 2023-10-24 13:00:08 [-1] 77.670000 7878 DAX caleb_strategy_v3 [20231200] 2023-10-24 07:00:02 [-1] 14895.000000 7904 DOW caleb_strategy_v3 [20231200] 2023-10-24 14:00:24 [1] 33307.000000 7912 EUR caleb_strategy_v3 [20231200] 2023-10-24 14:00:53 [1] 1.063850 7899 EUR caleb_strategy_v3 [20231200] 2023-10-24 14:00:18 [1] 1.063600 7880 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-24 08:00:32 [-1] 97.035000 7881 GASOIL caleb_strategy_v3 [20240100] 2023-10-24 08:00:35 [-1] 865.250000 7892 GAS_US_mini caleb_strategy_v3 [20240100] 2023-10-24 13:00:36 [-1] 3.545000 7885 GAS_US_mini caleb_strategy_v3 [20240100] 2023-10-24 13:00:21 [-1] 3.550000 7894 GAS_US_mini caleb_strategy_v3 [20240100] 2023-10-24 13:02:52 [-1] 3.540000 7889 GAS_US_mini caleb_strategy_v3 [20240100] 2023-10-24 13:00:28 [-1] 3.550000 7884 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-24 13:00:10 [1] 1977.100000 7888 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-24 13:00:25 [1] 1976.900000 7916 JPY caleb_strategy_v3 [20231200] 2023-10-24 14:00:58 [1] 0.006734 7905 JPY caleb_strategy_v3 [20231200] 2023-10-24 14:00:35 [1] 0.006733 7924 JPY caleb_strategy_v3 [20231200] 2023-10-24 14:01:43 [1] 0.006733 7931 JPY caleb_strategy_v3 [20231200] 2023-10-24 14:02:12 [1] 0.006733 8004 LIVECOW caleb_strategy_v3 [20240200] 2023-10-24 14:30:01 [-1] 182.100000 7877 NIKKEI caleb_strategy_v3 [20231200] 2023-10-24 02:00:30 [-1] 30655.000000 7903 NZD caleb_strategy_v3 [20231200] 2023-10-24 14:00:23 [-1] 0.584250 7915 NZD caleb_strategy_v3 [20231200] 2023-10-24 14:00:57 [-1] 0.584600 7900 RUSSELL caleb_strategy_v3 [20231200] 2023-10-24 14:00:19 [-1] 1693.900000 7930 RUSSELL caleb_strategy_v3 [20231200] 2023-10-24 14:02:11 [-1] 1692.600000 7923 RUSSELL caleb_strategy_v3 [20231200] 2023-10-24 14:01:42 [-1] 1692.100000 7913 RUSSELL caleb_strategy_v3 [20231200] 2023-10-24 14:00:54 [-1] 1694.500000 7935 RUSSELL caleb_strategy_v3 [20231200] 2023-10-24 14:02:35 [-1] 1692.400000 7901 SP400 caleb_strategy_v3 [20231200] 2023-10-24 14:00:21 [-1] 2399.800000 7902 US30 caleb_strategy_v3 [20231200] 2023-10-24 14:00:22 [-1] 113.031250 7914 US30 caleb_strategy_v3 [20231200] 2023-10-24 14:00:56 [-1] 113.093750 7918 US5 caleb_strategy_v3 [20231200] 2023-10-24 14:01:23 [1] 104.460938 7907 US5 caleb_strategy_v3 [20231200] 2023-10-24 14:00:48 [1] 104.468750 7917 VIX caleb_strategy_v3 [20240100] 2023-10-24 14:01:23 [1] 20.450000 7906 VIX caleb_strategy_v3 [20240100] 2023-10-24 14:00:38 [1] 20.500000 7925 VIX caleb_strategy_v3 [20240100] 2023-10-24 14:02:05 [1] 20.450000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7877 NIKKEI caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 03:00:29.149 2023-10-24 02:00:30 97229.1 NaN 7878 DAX caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 08:00:02.100 2023-10-24 07:00:02 115202 NaN 7879 BUXL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 08:00:03.745 2023-10-24 07:00:04 115204 NaN 7880 EURIBOR-ICE caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 09:00:00.832 2023-10-24 08:00:32 118801 NaN 7881 GASOIL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 09:00:34.151 2023-10-24 08:00:35 118834 NaN 7882 COFFEE caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:01.894 2023-10-24 13:00:05 136802 NaN 7883 CRUDE_W caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:07.006 2023-10-24 13:00:08 136807 NaN 7888 GOLD_micro caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:25.657 2023-10-24 13:00:25 136826 NaN 7884 GOLD_micro caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:09.158 2023-10-24 13:00:10 136809 NaN 7890 COTTON2 _ROLL_PSEUDO_STRATEGY 2023-10-20 23:00:00 2023-10-24 14:00:29.120 2023-10-24 13:00:29 313229 NaN 7891 COTTON2 _ROLL_PSEUDO_STRATEGY 2023-10-20 23:00:00 2023-10-24 14:00:29.620 2023-10-24 13:00:29 313230 NaN 7886 COTTON2 _ROLL_PSEUDO_STRATEGY 2023-10-20 23:00:00 2023-10-24 14:00:22.449 2023-10-24 13:00:22 313222 NaN 7887 COTTON2 _ROLL_PSEUDO_STRATEGY 2023-10-20 23:00:00 2023-10-24 14:00:23.474 2023-10-24 13:00:23 313223 NaN 7893 COTTON2 caleb_strategy_v3 2023-10-20 00:00:00 2023-10-24 14:00:36.944 2023-10-24 13:00:50 396037 NaN 7889 GAS_US_mini caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:26.131 2023-10-24 13:00:28 136826 NaN 7892 GAS_US_mini caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:33.976 2023-10-24 13:00:36 136834 NaN 7885 GAS_US_mini caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:00:11.420 2023-10-24 13:00:21 136811 NaN 7894 GAS_US_mini caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 14:01:01.282 2023-10-24 13:02:52 136861 NaN 7897 CAD caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:12.581 2023-10-24 14:00:13 140413 NaN 7898 CHF caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:14.314 2023-10-24 14:00:17 140414 NaN 7901 SP400 caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:20.539 2023-10-24 14:00:21 140421 NaN 7904 DOW caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:24.579 2023-10-24 14:00:24 140425 NaN 7912 EUR caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:53.078 2023-10-24 14:00:53 140453 NaN 7899 EUR caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:17.847 2023-10-24 14:00:18 140418 NaN 7914 US30 caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:54.456 2023-10-24 14:00:56 140454 NaN 7902 US30 caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:22.386 2023-10-24 14:00:22 140422 NaN 7915 NZD caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:57.507 2023-10-24 14:00:57 140458 NaN 7903 NZD caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:23.630 2023-10-24 14:00:23 140424 NaN 7907 US5 caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:39.289 2023-10-24 14:00:48 140439 NaN 7918 US5 caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:23.731 2023-10-24 14:01:23 140484 NaN 7925 VIX caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:43.509 2023-10-24 14:02:05 140504 NaN 7906 VIX caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:36.558 2023-10-24 14:00:38 140437 NaN 7917 VIX caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:58.777 2023-10-24 14:01:23 140459 NaN 7905 JPY caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:25.593 2023-10-24 14:00:35 140426 NaN 7931 JPY caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:12.120 2023-10-24 14:02:12 140532 NaN 7916 JPY caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:58.034 2023-10-24 14:00:58 140458 NaN 7924 JPY caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:43.059 2023-10-24 14:01:43 140503 NaN 7913 RUSSELL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:53.804 2023-10-24 14:00:54 140454 NaN 7923 RUSSELL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:41.895 2023-10-24 14:01:42 140502 NaN 7930 RUSSELL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:11.411 2023-10-24 14:02:11 140531 NaN 7900 RUSSELL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:19.566 2023-10-24 14:00:19 140420 NaN 7935 RUSSELL caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:35.327 2023-10-24 14:02:35 140555 NaN 7938 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:40.080 2023-10-24 14:02:40 140560 NaN 7941 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:06.411 2023-10-24 14:03:06 140586 NaN 7944 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:14.118 2023-10-24 14:03:16 140594 NaN 7947 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:23.523 2023-10-24 14:03:26 140604 NaN 7950 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:33.929 2023-10-24 14:03:34 140614 NaN 7953 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:43.949 2023-10-24 14:03:50 140624 NaN 7956 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:55.247 2023-10-24 14:03:55 140635 NaN 7959 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:03:59.496 2023-10-24 14:04:01 140639 NaN 7962 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:05.092 2023-10-24 14:04:06 140645 NaN 7965 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:11.023 2023-10-24 14:04:12 140651 NaN 7968 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:20.151 2023-10-24 14:04:21 140660 NaN 7971 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:26.932 2023-10-24 14:04:27 140667 NaN 7974 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:38.534 2023-10-24 14:04:38 140679 NaN 7977 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:04:58.227 2023-10-24 14:04:58 140698 NaN 7980 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:05:21.721 2023-10-24 14:05:21 140722 NaN 7983 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:05:26.101 2023-10-24 14:05:26 140726 NaN 7986 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:05:31.670 2023-10-24 14:05:31 140732 NaN 7989 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:05:52.848 2023-10-24 14:05:53 140753 NaN 7992 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:06:01.492 2023-10-24 14:06:06 140761 NaN 7995 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:06:10.792 2023-10-24 14:06:12 140771 NaN 7998 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:06:31.264 2023-10-24 14:06:31 140791 NaN 8001 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:07:13.640 2023-10-24 14:07:15 140834 NaN 7895 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:02.267 2023-10-24 14:00:06 140402 NaN 7896 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:07.104 2023-10-24 14:00:11 140407 NaN 7910 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:51.989 2023-10-24 14:00:52 140452 NaN 7911 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:00:52.432 2023-10-24 14:00:52 140452 NaN 7921 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:40.795 2023-10-24 14:01:40 140501 NaN 7922 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:01:41.287 2023-10-24 14:01:41 140501 NaN 7928 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:09.864 2023-10-24 14:02:10 140530 NaN 7929 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:10.632 2023-10-24 14:02:10 140531 NaN 7934 BITCOIN caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:02:34.371 2023-10-24 14:02:34 140554 NaN 7936 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:35.834 2023-10-24 14:02:37 72155.8 NaN 7937 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:37.540 2023-10-24 14:02:37 72157.5 NaN 7939 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:40.663 2023-10-24 14:02:43 72160.7 NaN 7940 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:44.009 2023-10-24 14:03:04 72164 NaN 7942 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:07.193 2023-10-24 14:03:07 72187.2 NaN 7943 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:08.542 2023-10-24 14:03:11 72188.5 NaN 7945 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:17.051 2023-10-24 14:03:19 72197.1 NaN 7946 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:20.460 2023-10-24 14:03:21 72200.5 NaN 7948 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:26.628 2023-10-24 14:03:30 72206.6 NaN 7949 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:31.428 2023-10-24 14:03:31 72211.4 NaN 7951 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:34.806 2023-10-24 14:03:38 72214.8 NaN 7952 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:39.310 2023-10-24 14:03:41 72219.3 NaN 7954 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:51.317 2023-10-24 14:03:52 72231.3 NaN 7955 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:53.016 2023-10-24 14:03:53 72233 NaN 7957 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:56.046 2023-10-24 14:03:56 72236 NaN 7958 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:03:56.532 2023-10-24 14:03:57 72236.5 NaN 7960 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:01.744 2023-10-24 14:04:02 72241.7 NaN 7961 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:02.592 2023-10-24 14:04:02 72242.6 NaN 7963 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:06.961 2023-10-24 14:04:07 72247 NaN 7964 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:08.004 2023-10-24 14:04:08 72248 NaN 7966 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:12.506 2023-10-24 14:04:16 72252.5 NaN 7967 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:17.025 2023-10-24 14:04:17 72257 NaN 7969 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:22.380 2023-10-24 14:04:24 72262.4 NaN 7970 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:24.724 2023-10-24 14:04:24 72264.7 NaN 7972 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:28.323 2023-10-24 14:04:28 72268.3 NaN 7973 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:29.068 2023-10-24 14:04:36 72269.1 NaN 7975 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:39.313 2023-10-24 14:04:39 72279.3 NaN 7976 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:39.920 2023-10-24 14:04:55 72279.9 NaN 7978 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:58.904 2023-10-24 14:04:59 72298.9 NaN 7979 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:04:59.823 2023-10-24 14:05:19 72299.8 NaN 7981 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:22.296 2023-10-24 14:05:23 72322.3 NaN 7982 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:23.723 2023-10-24 14:05:23 72323.7 NaN 7984 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:27.000 2023-10-24 14:05:28 72327 NaN 7985 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:29.033 2023-10-24 14:05:29 72329 NaN 7987 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:32.119 2023-10-24 14:05:32 72332.1 NaN 7988 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:33.019 2023-10-24 14:05:50 72333 NaN 7990 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:54.299 2023-10-24 14:05:56 72354.3 NaN 7991 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:05:57.068 2023-10-24 14:05:59 72357.1 NaN 7993 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:06.933 2023-10-24 14:06:08 72366.9 NaN 7994 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:08.475 2023-10-24 14:06:08 72368.5 NaN 7996 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:12.984 2023-10-24 14:06:15 72373 NaN 7997 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:16.114 2023-10-24 14:06:28 72376.1 NaN 7999 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:31.866 2023-10-24 14:06:37 72391.9 NaN 8000 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:06:38.196 2023-10-24 14:07:11 72398.2 NaN 8002 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:07:16.277 2023-10-24 14:07:16 72436.3 NaN 8003 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:07:17.291 2023-10-24 14:07:18 72437.3 NaN 7908 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:00:48.747 2023-10-24 14:00:48 72048.7 NaN 7909 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:00:49.590 2023-10-24 14:00:49 72049.6 NaN 7919 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:01:24.206 2023-10-24 14:01:24 72084.2 NaN 7920 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:01:24.578 2023-10-24 14:01:24 72084.6 NaN 7926 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:05.576 2023-10-24 14:02:05 72125.6 NaN 7927 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:06.115 2023-10-24 14:02:07 72126.1 NaN 7932 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:12.656 2023-10-24 14:02:12 72132.7 NaN 7933 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-23 19:00:00 2023-10-24 15:02:13.316 2023-10-24 14:02:32 72133.3 NaN 8004 LIVECOW caleb_strategy_v3 2023-10-23 00:00:00 2023-10-24 15:30:01.611 2023-10-24 14:30:01 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 7877 NIKKEI caleb_strategy_v3 [-1] 31075 None 30657.5 30655 30660 30660 30655 -417.5 -2.5 -0 -5 NaN -2.5 7878 DAX caleb_strategy_v3 [-1] 14873 None 14900 14899 14901 14901 14895 27 -1 -4 -6 NaN -5 7879 BUXL caleb_strategy_v3 [1] 120.96 None 122.15 122.16 122.14 NaN 122.18 -1.19 -0.01 -0.02 NaN NaN -0.03 7880 EURIBOR-ICE caleb_strategy_v3 [-1] 96.985 None 97.04 97.035 97.045 97.045 97.035 0.055 -0.005 -0 -0.01 NaN -0.005 7881 GASOIL caleb_strategy_v3 [-1] 863.5 None 865.5 865.25 865.75 865.75 865.25 2 -0.25 -0 -0.5 NaN -0.25 7882 COFFEE caleb_strategy_v3 [1] 165.3 None 165.2 165.25 165.15 165.15 165.25 0.1 -0.05 0 -0.1 NaN -0.05 7883 CRUDE_W caleb_strategy_v3 [-1] 77.6 None 77.68 77.67 77.69 77.69 77.67 0.08 -0.01 -0 -0.02 NaN -0.01 7888 GOLD_micro caleb_strategy_v3 [1] 1987.8 None 1977.05 1977.1 1977 1977 1976.9 10.75 -0.05 0.2 0.1 NaN 0.15 7884 GOLD_micro caleb_strategy_v3 [1] 1987.8 None 1976.95 1977 1976.9 1976.9 1977.1 10.85 -0.05 -0.1 -0.2 NaN -0.15 7890 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 82.4 None 83.965 83.93 84 84 83.93 -1.565 0.035 0 0.07 NaN 0.035 7891 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 84.53 None 85.79 85.58 86 86 85.58 1.26 -0.21 -0 -0.42 NaN -0.21 7886 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 82.4 None 83.92 83.93 83.91 83.91 83.93 -1.52 -0.01 0 -0.02 NaN -0.01 7887 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 84.53 None 86 86 86 86 85.58 1.47 -0 -0.42 -0.42 NaN -0.42 7893 COTTON2 caleb_strategy_v3 [-1] 84.53 None 85.79 85.58 86 86 85.55 1.26 -0.21 -0.03 -0.45 NaN -0.24 7889 GAS_US_mini caleb_strategy_v3 [-1] 3.515 None 3.555 3.55 3.56 NaN 3.55 0.04 -0.005 -0 NaN NaN -0.005 7892 GAS_US_mini caleb_strategy_v3 [-1] 3.515 None 3.55 3.545 3.555 3.555 3.545 0.035 -0.005 -0 -0.01 NaN -0.005 7885 GAS_US_mini caleb_strategy_v3 [-1] 3.515 None 3.555 3.55 3.56 3.56 3.55 0.04 -0.005 -0 -0.01 NaN -0.005 7894 GAS_US_mini caleb_strategy_v3 [-1] 3.515 None 3.5475 3.545 3.55 3.55 3.54 0.0325 -0.0025 -0.005 -0.01 NaN -0.0075 7897 CAD caleb_strategy_v3 [-1] 0.7315 None 0.729125 0.7291 0.72915 0.72915 0.72915 -0.002375 -2.5e-05 5e-05 -1.11022e-16 NaN 2.5e-05 7898 CHF caleb_strategy_v3 [1] 1.1289 None 1.1251 1.12515 1.12505 1.12505 1.1252 0.0038 -5e-05 -5e-05 -0.00015 NaN -0.0001 7901 SP400 caleb_strategy_v3 [-1] 2395.1 None 2400.5 2400.2 2400.8 2400.8 2399.8 5.4 -0.3 -0.4 -1 NaN -0.7 7904 DOW caleb_strategy_v3 [1] 33216 None 33305.5 33306 33305 33305 33307 -89.5 -0.5 -1 -2 NaN -1.5 7912 EUR caleb_strategy_v3 [1] 1.06945 None 1.0636 1.06365 1.06355 1.06355 1.06385 0.00585 -5e-05 -0.0002 -0.0003 NaN -0.00025 7899 EUR caleb_strategy_v3 [1] 1.06945 None 1.06363 1.06365 1.0636 1.0636 1.0636 0.005825 -2.5e-05 5e-05 0 NaN 2.5e-05 7914 US30 caleb_strategy_v3 [-1] 112.781 None 113.078 113.062 113.094 113.094 113.094 0.296875 -0.015625 0.03125 -0 NaN 0.015625 7902 US30 caleb_strategy_v3 [-1] 112.781 None 113.078 113.062 113.094 113.094 113.031 0.296875 -0.015625 -0.03125 -0.0625 NaN -0.046875 7915 NZD caleb_strategy_v3 [-1] 0.58505 None 0.584275 0.58425 0.5843 0.5843 0.5846 -0.000775 -2.5e-05 0.00035 0.0003 NaN 0.000325 7903 NZD caleb_strategy_v3 [-1] 0.58505 None 0.5843 0.58425 0.58435 0.58435 0.58425 -0.00075 -5e-05 -0 -0.0001 NaN -5e-05 7907 US5 caleb_strategy_v3 [1] 104.562 None 104.457 104.461 104.453 104.453 104.469 0.105469 -0.00390625 -0.0078125 -0.015625 NaN -0.0117188 7918 US5 caleb_strategy_v3 [1] 104.562 None 104.465 104.469 104.461 104.461 104.461 0.0976562 -0.00390625 0.007812 -5e-07 NaN 0.00390575 7925 VIX caleb_strategy_v3 [1] 20.65 None 20.475 20.5 20.45 20.45 20.45 0.175 -0.025 0.05 3.55271e-15 NaN 0.025 7906 VIX caleb_strategy_v3 [1] 20.65 None 20.425 20.45 20.4 20.4 20.5 0.225 -0.025 -0.05 -0.1 NaN -0.075 7917 VIX caleb_strategy_v3 [1] 20.65 None 20.475 20.5 20.45 20.45 20.45 0.175 -0.025 0.05 3.55271e-15 NaN 0.025 7905 JPY caleb_strategy_v3 [1] 0.0067445 None 0.00673275 0.006733 0.0067325 0.0067325 0.006733 1.175e-05 -2.5e-07 0 -5e-07 NaN -2.5e-07 7931 JPY caleb_strategy_v3 [1] 0.0067445 None 0.00673275 0.006733 0.0067325 0.0067325 0.006733 1.175e-05 -2.5e-07 0 -5e-07 NaN -2.5e-07 7916 JPY caleb_strategy_v3 [1] 0.0067445 None 0.00673275 0.006733 0.0067325 0.0067325 0.006734 1.175e-05 -2.5e-07 -1e-06 -1.5e-06 NaN -1.25e-06 7924 JPY caleb_strategy_v3 [1] 0.0067445 None 0.00673375 0.006734 0.0067335 0.0067335 0.006733 1.075e-05 -2.5e-07 1e-06 5e-07 NaN 7.5e-07 7913 RUSSELL caleb_strategy_v3 [-1] 1685.2 None 1694.55 1694.5 1694.6 1694.6 1694.5 9.35 -0.05 -0 -0.1 NaN -0.05 7923 RUSSELL caleb_strategy_v3 [-1] 1685.2 None 1692.05 1692 1692.1 1692.1 1692.1 6.85 -0.05 0.1 -2.27374e-13 NaN 0.05 7930 RUSSELL caleb_strategy_v3 [-1] 1685.2 None 1692.7 1692.6 1692.8 1692.8 1692.6 7.5 -0.1 -0 -0.2 NaN -0.1 7900 RUSSELL caleb_strategy_v3 [-1] 1685.2 None 1694.15 1694.1 1694.2 NaN 1693.9 8.95 -0.05 -0.2 NaN NaN -0.25 7935 RUSSELL caleb_strategy_v3 [-1] 1685.2 None 1692.55 1692.5 1692.6 NaN 1692.4 7.35 -0.05 -0.1 NaN NaN -0.15 7938 BITCOIN caleb_strategy_v3 [1] 31505 None 34507.5 34515 34500 34500 34500 -3002.5 -7.5 15 0 NaN 7.5 7941 BITCOIN caleb_strategy_v3 [1] 31505 None 34485 34490 34480 34480 34495 -2980 -5 -5 -15 NaN -10 7944 BITCOIN caleb_strategy_v3 [1] 31505 None 34477.5 34485 34470 34470 34485 -2972.5 -7.5 0 -15 NaN -7.5 7947 BITCOIN caleb_strategy_v3 [1] 31505 None 34467.5 34475 34460 34460 34475 -2962.5 -7.5 0 -15 NaN -7.5 7950 BITCOIN caleb_strategy_v3 [1] 31505 None 34460 34465 34455 34455 34470 -2955 -5 -5 -15 NaN -10 7953 BITCOIN caleb_strategy_v3 [1] 31505 None 34480 34485 34475 34475 34490 -2975 -5 -5 -15 NaN -10 7956 BITCOIN caleb_strategy_v3 [1] 31505 None 34470 34475 34465 NaN 34475 -2965 -5 0 NaN NaN -5 7959 BITCOIN caleb_strategy_v3 [1] 31505 None 34460 34465 34455 34455 34455 -2955 -5 10 0 NaN 5 7962 BITCOIN caleb_strategy_v3 [1] 31505 None 34435 34440 34430 34430 34430 -2930 -5 10 0 NaN 5 7965 BITCOIN caleb_strategy_v3 [1] 31505 None 34415 34420 34410 34410 34425 -2910 -5 -5 -15 NaN -10 7968 BITCOIN caleb_strategy_v3 [1] 31505 None 34415 34420 34410 34410 34415 -2910 -5 5 -5 NaN 0 7971 BITCOIN caleb_strategy_v3 [1] 31505 None 34397.5 34405 34390 34390 34400 -2892.5 -7.5 5 -10 NaN -2.5 7974 BITCOIN caleb_strategy_v3 [1] 31505 None 34415 34420 34410 NaN 34425 -2910 -5 -5 NaN NaN -10 7977 BITCOIN caleb_strategy_v3 [1] 31505 None 34422.5 34430 34415 34415 34430 -2917.5 -7.5 0 -15 NaN -7.5 7980 BITCOIN caleb_strategy_v3 [1] 31505 None 34447.5 34455 34440 34440 34455 -2942.5 -7.5 0 -15 NaN -7.5 7983 BITCOIN caleb_strategy_v3 [1] 31505 None 34432.5 34440 34425 34425 34440 -2927.5 -7.5 0 -15 NaN -7.5 7986 BITCOIN caleb_strategy_v3 [1] 31505 None 34425 34430 34420 NaN 34430 -2920 -5 0 NaN NaN -5 7989 BITCOIN caleb_strategy_v3 [1] 31505 None 34465 34470 34460 34460 34460 -2960 -5 10 0 NaN 5 7992 BITCOIN caleb_strategy_v3 [1] 31505 None 34455 34460 34450 34450 34450 -2950 -5 10 0 NaN 5 7995 BITCOIN caleb_strategy_v3 [1] 31505 None 34430 34435 34425 34425 34440 -2925 -5 -5 -15 NaN -10 7998 BITCOIN caleb_strategy_v3 [1] 31505 None 34472.5 34480 34465 34465 34480 -2967.5 -7.5 0 -15 NaN -7.5 8001 BITCOIN caleb_strategy_v3 [1] 31505 None 34455 34460 34450 34450 34455 -2950 -5 5 -5 NaN 0 7895 BITCOIN caleb_strategy_v3 [1] 31505 None 34530 34535 34525 34525 34540 -3025 -5 -5 -15 NaN -10 7896 BITCOIN caleb_strategy_v3 [1] 31725 None 34860 34870 34850 34850 34850 -3135 -10 20 0 NaN 10 7910 BITCOIN caleb_strategy_v3 [1] 31505 None 34555 34560 34550 34550 34550 -3050 -5 10 0 NaN 5 7911 BITCOIN caleb_strategy_v3 [1] 31725 None 34840 34850 34830 NaN 34890 -3115 -10 -40 NaN NaN -50 7921 BITCOIN caleb_strategy_v3 [1] 31505 None 34535 34540 34530 NaN 34520 -3030 -5 20 NaN NaN 15 7922 BITCOIN caleb_strategy_v3 [1] 31725 None 34840 34850 34830 34830 34845 -3115 -10 5 -15 NaN -5 7928 BITCOIN caleb_strategy_v3 [1] 31505 None 34500 34505 34495 34495 34505 -2995 -5 0 -10 NaN -5 7929 BITCOIN caleb_strategy_v3 [1] 31725 None 34827.5 34840 34815 34815 34840 -3102.5 -12.5 0 -25 NaN -12.5 7934 BITCOIN caleb_strategy_v3 [1] 31505 None 34500 34505 34495 34495 34500 -2995 -5 5 -5 NaN 0 7936 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34495 34500 34490 34490 34490 -3170 -5 10 0 NaN 5 7937 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34820 34805 34835 34835 34805 3275 -15 -0 -30 NaN -15 7939 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34500 34505 34495 34495 34510 -3175 -5 -5 -15 NaN -10 7940 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34817.5 34805 34830 34830 34805 3272.5 -12.5 -0 -25 NaN -12.5 7942 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34490 34495 34485 34485 34505 -3165 -5 -10 -20 NaN -15 7943 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34815 34805 34825 34825 34785 3270 -10 -20 -40 NaN -30 7945 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34480 34485 34475 34475 34495 -3155 -5 -10 -20 NaN -15 7946 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34802.5 34785 34820 34820 34785 3257.5 -17.5 -0 -35 NaN -17.5 7948 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34470 34475 34465 34465 34465 -3145 -5 10 0 NaN 5 7949 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34797.5 34785 34810 34810 34780 3252.5 -12.5 -5 -30 NaN -17.5 7951 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34472.5 34480 34465 34465 34480 -3147.5 -7.5 0 -15 NaN -7.5 7952 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34792.5 34780 34805 34805 34805 3247.5 -12.5 25 -0 NaN 12.5 7954 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34485 34490 34480 34480 34480 -3160 -5 10 0 NaN 5 7955 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34820 34805 34835 34835 34785 3275 -15 -20 -50 NaN -35 7957 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34470 34475 34465 NaN 34475 -3145 -5 0 NaN NaN -5 7958 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34800 34785 34815 34815 34785 3255 -15 -0 -30 NaN -15 7960 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34437.5 34445 34430 34430 34430 -3112.5 -7.5 15 0 NaN 7.5 7961 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34797.5 34785 34810 34810 34745 3252.5 -12.5 -40 -65 NaN -52.5 7963 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34425 34430 34420 34420 34420 -3100 -5 10 0 NaN 5 7964 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34752.5 34735 34770 34770 34735 3207.5 -17.5 -0 -35 NaN -17.5 7966 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34415 34420 34410 34410 34425 -3090 -5 -5 -15 NaN -10 7967 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34750 34735 34765 34765 34730 3205 -15 -5 -35 NaN -20 7969 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34407.5 34415 34400 34400 34400 -3082.5 -7.5 15 0 NaN 7.5 7970 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34745 34730 34760 34760 34710 3200 -15 -20 -50 NaN -35 7972 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34397.5 34405 34390 34390 34400 -3072.5 -7.5 5 -10 NaN -2.5 7973 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34722.5 34710 34735 34735 34735 3177.5 -12.5 25 -0 NaN 12.5 7975 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34415 34420 34410 NaN 34425 -3090 -5 -5 NaN NaN -10 7976 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34757.5 34745 34770 34770 34740 3212.5 -12.5 -5 -30 NaN -17.5 7978 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34420 34425 34415 NaN 34425 -3095 -5 0 NaN NaN -5 7979 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34752.5 34740 34765 34765 34765 3207.5 -12.5 25 -0 NaN 12.5 7981 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34450 34455 34445 34445 34450 -3125 -5 5 -5 NaN 0 7982 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34782.5 34770 34795 34795 34765 3237.5 -12.5 -5 -30 NaN -17.5 7984 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34437.5 34445 34430 34430 34435 -3112.5 -7.5 10 -5 NaN 2.5 7985 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34777.5 34765 34790 34790 34745 3232.5 -12.5 -20 -45 NaN -32.5 7987 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34425 34430 34420 NaN 34435 -3100 -5 -5 NaN NaN -10 7988 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34757.5 34745 34770 34770 34770 3212.5 -12.5 25 -0 NaN 12.5 7990 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34455 34460 34450 34450 34465 -3130 -5 -5 -15 NaN -10 7991 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34785 34765 34805 34805 34770 3240 -20 5 -35 NaN -15 7993 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34437.5 34445 34430 34430 34445 -3112.5 -7.5 0 -15 NaN -7.5 7994 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34785 34770 34800 34800 34755 3240 -15 -15 -45 NaN -30 7996 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34437.5 34445 34430 34430 34450 -3112.5 -7.5 -5 -20 NaN -12.5 7997 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34767.5 34755 34780 34780 34780 3222.5 -12.5 25 -0 NaN 12.5 7999 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34477.5 34485 34470 34470 34480 -3152.5 -7.5 5 -10 NaN -2.5 8000 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34792.5 34775 34810 34810 34765 3247.5 -17.5 -10 -45 NaN -27.5 8002 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34447.5 34455 34440 34440 34455 -3122.5 -7.5 0 -15 NaN -7.5 8003 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34785 34765 34805 34805 34770 3240 -20 5 -35 NaN -15 7908 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34535 34540 34530 34530 34560 -3210 -5 -20 -30 NaN -25 7909 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34872.5 34860 34885 34885 34860 3327.5 -12.5 -0 -25 NaN -12.5 7919 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34545 34550 34540 34540 34540 -3220 -5 10 0 NaN 5 7920 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34870 34860 34880 34880 34865 3325 -10 5 -15 NaN -5 7926 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34525 34530 34520 34520 34520 -3200 -5 10 0 NaN 5 7927 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34840 34830 34850 34850 34815 3295 -10 -15 -35 NaN -25 7932 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 31325 None 34505 34510 34500 34500 34510 -3180 -5 0 -10 NaN -5 7933 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 31545 None 34827.5 34815 34840 34840 34805 3282.5 -12.5 -10 -35 NaN -22.5 8004 LIVECOW caleb_strategy_v3 [-1] 180.975 None 182.5 182.5 182.5 182.5 182.1 1.525 -0 -0.4 -0.4 NaN -0.4 ================================================================================================================================================================ 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 7877 NIKKEI caleb_strategy_v3 [-1] 5979.97 -698.164 -4.18062 -0 -8.36124 NaN -4.18062 7878 DAX caleb_strategy_v3 [-1] 2223.68 121.42 -4.49704 -17.9882 -26.9823 NaN -22.4852 7879 BUXL caleb_strategy_v3 [1] 25.7823 -461.556 -3.87862 -7.75725 NaN NaN -11.6359 7880 EURIBOR-ICE caleb_strategy_v3 [-1] 1.09185 503.733 -45.7939 -0 -91.5877 NaN -45.7939 7881 GASOIL caleb_strategy_v3 [-1] 337.447 59.2685 -7.40856 -0 -14.8171 NaN -7.40856 7882 COFFEE caleb_strategy_v3 [1] 45.2569 22.0961 -11.048 0 -22.0961 NaN -11.048 7883 CRUDE_W caleb_strategy_v3 [-1] 23.983 33.357 -4.16962 -0 -8.33924 NaN -4.16962 7888 GOLD_micro caleb_strategy_v3 [1] 281.621 381.719 -1.77544 7.10174 3.55087 NaN 5.32631 7884 GOLD_micro caleb_strategy_v3 [1] 281.621 385.27 -1.77544 -3.55087 -7.10174 NaN -5.32631 7890 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 21.5118 -727.509 16.2702 0 32.5403 NaN 16.2702 7891 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 21.5118 585.726 -97.6209 -0 -195.242 NaN -97.6209 7886 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 21.5118 -706.59 -4.64862 0 -9.29723 NaN -4.64862 7887 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 21.5118 683.347 -0 -195.242 -195.242 NaN -195.242 7893 COTTON2 caleb_strategy_v3 [-1] 21.5118 585.726 -97.6209 -13.9458 -209.188 NaN -111.567 7889 GAS_US_mini caleb_strategy_v3 [-1] 1.83678 217.773 -27.2216 -0 NaN NaN -27.2216 7892 GAS_US_mini caleb_strategy_v3 [-1] 1.83678 190.551 -27.2216 -0 -54.4432 NaN -27.2216 7885 GAS_US_mini caleb_strategy_v3 [-1] 1.83678 217.773 -27.2216 -0 -54.4432 NaN -27.2216 7894 GAS_US_mini caleb_strategy_v3 [-1] 1.83678 176.94 -13.6108 -27.2216 -54.4432 NaN -40.8324 7897 CAD caleb_strategy_v3 [-1] 0.0439024 -540.973 -5.69445 11.3889 -2.52884e-11 NaN 5.69445 7898 CHF caleb_strategy_v3 [1] 0.0780771 486.698 -6.40392 -6.40392 -19.2118 NaN -12.8078 7901 SP400 caleb_strategy_v3 [-1] 477.746 113.031 -6.27949 -8.37265 -20.9316 NaN -14.6521 7904 DOW caleb_strategy_v3 [1] 4064.17 -220.217 -1.23026 -2.46053 -4.92106 NaN -3.69079 7912 EUR caleb_strategy_v3 [1] 0.0822811 710.978 -6.07673 -24.3069 -36.4604 NaN -30.3837 7899 EUR caleb_strategy_v3 [1] 0.0822811 707.939 -3.03837 6.07673 0 NaN 3.03837 7914 US30 caleb_strategy_v3 [-1] 25.2163 117.731 -6.19639 12.3928 -0 NaN 6.19639 7902 US30 caleb_strategy_v3 [-1] 25.2163 117.731 -6.19639 -12.3928 -24.7856 NaN -18.5892 7915 NZD caleb_strategy_v3 [-1] 0.0594767 -130.303 -4.20333 58.8466 50.44 NaN 54.6433 7903 NZD caleb_strategy_v3 [-1] 0.0594767 -126.1 -8.40666 -0 -16.8133 NaN -8.40666 7907 US5 caleb_strategy_v3 [1] 5.31291 198.514 -7.35237 -14.7047 -29.4095 NaN -22.0571 7918 US5 caleb_strategy_v3 [1] 5.31291 183.809 -7.35237 14.7038 -0.000941103 NaN 7.35143 7925 VIX caleb_strategy_v3 [1] 10.6312 164.609 -23.5156 47.0313 3.34177e-12 NaN 23.5156 7906 VIX caleb_strategy_v3 [1] 10.6312 211.641 -23.5156 -47.0313 -94.0626 NaN -70.5469 7917 VIX caleb_strategy_v3 [1] 10.6312 164.609 -23.5156 47.0313 3.34177e-12 NaN 23.5156 7905 JPY caleb_strategy_v3 [1] 0.0004922 238.724 -5.07923 0 -10.1585 NaN -5.07923 7931 JPY caleb_strategy_v3 [1] 0.0004922 238.724 -5.07923 0 -10.1585 NaN -5.07923 7916 JPY caleb_strategy_v3 [1] 0.0004922 238.724 -5.07923 -20.3169 -30.4754 NaN -25.3962 7924 JPY caleb_strategy_v3 [1] 0.0004922 218.407 -5.07923 20.3169 10.1585 NaN 15.2377 7913 RUSSELL caleb_strategy_v3 [-1] 366.346 255.223 -1.36483 -0 -2.72966 NaN -1.36483 7923 RUSSELL caleb_strategy_v3 [-1] 366.346 186.982 -1.36483 2.72966 -6.20653e-12 NaN 1.36483 7930 RUSSELL caleb_strategy_v3 [-1] 366.346 204.725 -2.72966 -0 -5.45932 NaN -2.72966 7900 RUSSELL caleb_strategy_v3 [-1] 366.346 244.305 -1.36483 -5.45932 NaN NaN -6.82415 7935 RUSSELL caleb_strategy_v3 [-1] 366.346 200.63 -1.36483 -2.72966 NaN NaN -4.09449 7938 BITCOIN caleb_strategy_v3 [1] 14648.9 -2049.65 -5.11985 10.2397 0 NaN 5.11985 7941 BITCOIN caleb_strategy_v3 [1] 14648.9 -2034.29 -3.41323 -3.41323 -10.2397 NaN -6.82646 7944 BITCOIN caleb_strategy_v3 [1] 14648.9 -2029.17 -5.11985 0 -10.2397 NaN -5.11985 7947 BITCOIN caleb_strategy_v3 [1] 14648.9 -2022.34 -5.11985 0 -10.2397 NaN -5.11985 7950 BITCOIN caleb_strategy_v3 [1] 14648.9 -2017.22 -3.41323 -3.41323 -10.2397 NaN -6.82646 7953 BITCOIN caleb_strategy_v3 [1] 14648.9 -2030.87 -3.41323 -3.41323 -10.2397 NaN -6.82646 7956 BITCOIN caleb_strategy_v3 [1] 14648.9 -2024.05 -3.41323 0 NaN NaN -3.41323 7959 BITCOIN caleb_strategy_v3 [1] 14648.9 -2017.22 -3.41323 6.82646 0 NaN 3.41323 7962 BITCOIN caleb_strategy_v3 [1] 14648.9 -2000.15 -3.41323 6.82646 0 NaN 3.41323 7965 BITCOIN caleb_strategy_v3 [1] 14648.9 -1986.5 -3.41323 -3.41323 -10.2397 NaN -6.82646 7968 BITCOIN caleb_strategy_v3 [1] 14648.9 -1986.5 -3.41323 3.41323 -3.41323 NaN 0 7971 BITCOIN caleb_strategy_v3 [1] 14648.9 -1974.55 -5.11985 3.41323 -6.82646 NaN -1.70662 7974 BITCOIN caleb_strategy_v3 [1] 14648.9 -1986.5 -3.41323 -3.41323 NaN NaN -6.82646 7977 BITCOIN caleb_strategy_v3 [1] 14648.9 -1991.62 -5.11985 0 -10.2397 NaN -5.11985 7980 BITCOIN caleb_strategy_v3 [1] 14648.9 -2008.69 -5.11985 0 -10.2397 NaN -5.11985 7983 BITCOIN caleb_strategy_v3 [1] 14648.9 -1998.45 -5.11985 0 -10.2397 NaN -5.11985 7986 BITCOIN caleb_strategy_v3 [1] 14648.9 -1993.33 -3.41323 0 NaN NaN -3.41323 7989 BITCOIN caleb_strategy_v3 [1] 14648.9 -2020.63 -3.41323 6.82646 0 NaN 3.41323 7992 BITCOIN caleb_strategy_v3 [1] 14648.9 -2013.81 -3.41323 6.82646 0 NaN 3.41323 7995 BITCOIN caleb_strategy_v3 [1] 14648.9 -1996.74 -3.41323 -3.41323 -10.2397 NaN -6.82646 7998 BITCOIN caleb_strategy_v3 [1] 14648.9 -2025.75 -5.11985 0 -10.2397 NaN -5.11985 8001 BITCOIN caleb_strategy_v3 [1] 14648.9 -2013.81 -3.41323 3.41323 -3.41323 NaN 0 7895 BITCOIN caleb_strategy_v3 [1] 14648.9 -2065.01 -3.41323 -3.41323 -10.2397 NaN -6.82646 7896 BITCOIN caleb_strategy_v3 [1] 14648.9 -2140.1 -6.82646 13.6529 0 NaN 6.82646 7910 BITCOIN caleb_strategy_v3 [1] 14648.9 -2082.07 -3.41323 6.82646 0 NaN 3.41323 7911 BITCOIN caleb_strategy_v3 [1] 14648.9 -2126.44 -6.82646 -27.3059 NaN NaN -34.1323 7921 BITCOIN caleb_strategy_v3 [1] 14648.9 -2068.42 -3.41323 13.6529 NaN NaN 10.2397 7922 BITCOIN caleb_strategy_v3 [1] 14648.9 -2126.44 -6.82646 3.41323 -10.2397 NaN -3.41323 7928 BITCOIN caleb_strategy_v3 [1] 14648.9 -2044.53 -3.41323 0 -6.82646 NaN -3.41323 7929 BITCOIN caleb_strategy_v3 [1] 14648.9 -2117.91 -8.53308 0 -17.0662 NaN -8.53308 7934 BITCOIN caleb_strategy_v3 [1] 14648.9 -2044.53 -3.41323 3.41323 -3.41323 NaN 0 7936 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2163.99 -3.41323 6.82646 0 NaN 3.41323 7937 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2235.67 -10.2397 -0 -20.4794 NaN -10.2397 7939 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2167.4 -3.41323 -3.41323 -10.2397 NaN -6.82646 7940 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2233.96 -8.53308 -0 -17.0662 NaN -8.53308 7942 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2160.58 -3.41323 -6.82646 -13.6529 NaN -10.2397 7943 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2232.25 -6.82646 -13.6529 -27.3059 NaN -20.4794 7945 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2153.75 -3.41323 -6.82646 -13.6529 NaN -10.2397 7946 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2223.72 -11.9463 -0 -23.8926 NaN -11.9463 7948 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2146.92 -3.41323 6.82646 0 NaN 3.41323 7949 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2220.31 -8.53308 -3.41323 -20.4794 NaN -11.9463 7951 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2148.63 -5.11985 0 -10.2397 NaN -5.11985 7952 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2216.89 -8.53308 17.0662 -0 NaN 8.53308 7954 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2157.16 -3.41323 6.82646 0 NaN 3.41323 7955 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2235.67 -10.2397 -13.6529 -34.1323 NaN -23.8926 7957 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2146.92 -3.41323 0 NaN NaN -3.41323 7958 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2222.01 -10.2397 -0 -20.4794 NaN -10.2397 7960 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2124.74 -5.11985 10.2397 0 NaN 5.11985 7961 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2220.31 -8.53308 -27.3059 -44.372 NaN -35.8389 7963 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2116.2 -3.41323 6.82646 0 NaN 3.41323 7964 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2189.59 -11.9463 -0 -23.8926 NaN -11.9463 7966 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2109.38 -3.41323 -3.41323 -10.2397 NaN -6.82646 7967 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2187.88 -10.2397 -3.41323 -23.8926 NaN -13.6529 7969 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2104.26 -5.11985 10.2397 0 NaN 5.11985 7970 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2184.47 -10.2397 -13.6529 -34.1323 NaN -23.8926 7972 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2097.43 -5.11985 3.41323 -6.82646 NaN -1.70662 7973 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2169.11 -8.53308 17.0662 -0 NaN 8.53308 7975 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2109.38 -3.41323 -3.41323 NaN NaN -6.82646 7976 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2193 -8.53308 -3.41323 -20.4794 NaN -11.9463 7978 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2112.79 -3.41323 0 NaN NaN -3.41323 7979 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2189.59 -8.53308 17.0662 -0 NaN 8.53308 7981 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2133.27 -3.41323 3.41323 -3.41323 NaN 0 7982 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2210.07 -8.53308 -3.41323 -20.4794 NaN -11.9463 7984 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2124.74 -5.11985 6.82646 -3.41323 NaN 1.70662 7985 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2206.65 -8.53308 -13.6529 -30.7191 NaN -22.186 7987 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2116.2 -3.41323 -3.41323 NaN NaN -6.82646 7988 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2193 -8.53308 17.0662 -0 NaN 8.53308 7990 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2136.68 -3.41323 -3.41323 -10.2397 NaN -6.82646 7991 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2211.77 -13.6529 3.41323 -23.8926 NaN -10.2397 7993 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2124.74 -5.11985 0 -10.2397 NaN -5.11985 7994 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2211.77 -10.2397 -10.2397 -30.7191 NaN -20.4794 7996 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2124.74 -5.11985 -3.41323 -13.6529 NaN -8.53308 7997 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2199.83 -8.53308 17.0662 -0 NaN 8.53308 7999 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2152.04 -5.11985 3.41323 -6.82646 NaN -1.70662 8000 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2216.89 -11.9463 -6.82646 -30.7191 NaN -18.7728 8002 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2131.56 -5.11985 0 -10.2397 NaN -5.11985 8003 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2211.77 -13.6529 3.41323 -23.8926 NaN -10.2397 7908 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2191.29 -3.41323 -13.6529 -20.4794 NaN -17.0662 7909 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2271.51 -8.53308 -0 -17.0662 NaN -8.53308 7919 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2198.12 -3.41323 6.82646 0 NaN 3.41323 7920 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2269.8 -6.82646 3.41323 -10.2397 NaN -3.41323 7926 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2184.47 -3.41323 6.82646 0 NaN 3.41323 7927 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2249.32 -6.82646 -10.2397 -23.8926 NaN -17.0662 7932 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14648.9 -2170.82 -3.41323 0 -6.82646 NaN -3.41323 7933 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14648.9 2240.79 -8.53308 -6.82646 -23.8926 NaN -15.3595 8004 LIVECOW caleb_strategy_v3 [-1] 27.9851 544.933 -0 -142.933 -142.933 NaN -142.933 =========================================================================================================================================================================== 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 7877 NIKKEI caleb_strategy_v3 [-1] 0.668212 -278.979 -1.67053 -0 -3.34106 NaN -1.67053 7878 DAX caleb_strategy_v3 [-1] 1.0684 28.8468 -1.0684 -4.2736 -6.4104 NaN -5.342 7879 BUXL caleb_strategy_v3 [1] 1068.4 -1271.4 -10.684 -21.368 NaN NaN -32.052 7880 EURIBOR-ICE caleb_strategy_v3 [-1] 2671 146.905 -13.355 -0 -26.71 NaN -13.355 7881 GASOIL caleb_strategy_v3 [-1] 100 200 -25 -0 -50 NaN -25 7882 COFFEE caleb_strategy_v3 [1] 375 37.5 -18.75 0 -37.5 NaN -18.75 7883 CRUDE_W caleb_strategy_v3 [-1] 1000 80 -10 -0 -20 NaN -10 7888 GOLD_micro caleb_strategy_v3 [1] 10 107.5 -0.5 2 1 NaN 1.5 7884 GOLD_micro caleb_strategy_v3 [1] 10 108.5 -0.5 -1 -2 NaN -1.5 7890 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 500 -782.5 17.5 0 35 NaN 17.5 7891 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 500 630 -105 -0 -210 NaN -105 7886 COTTON2 _ROLL_PSEUDO_STRATEGY [1] 500 -760 -5 0 -10 NaN -5 7887 COTTON2 _ROLL_PSEUDO_STRATEGY [-1] 500 735 -0 -210 -210 NaN -210 7893 COTTON2 caleb_strategy_v3 [-1] 500 630 -105 -15 -225 NaN -120 7889 GAS_US_mini caleb_strategy_v3 [-1] 2500 100 -12.5 -0 NaN NaN -12.5 7892 GAS_US_mini caleb_strategy_v3 [-1] 2500 87.5 -12.5 -0 -25 NaN -12.5 7885 GAS_US_mini caleb_strategy_v3 [-1] 2500 100 -12.5 -0 -25 NaN -12.5 7894 GAS_US_mini caleb_strategy_v3 [-1] 2500 81.25 -6.25 -12.5 -25 NaN -18.75 7897 CAD caleb_strategy_v3 [-1] 100000 -237.5 -2.5 5 -1.11022e-11 NaN 2.5 7898 CHF caleb_strategy_v3 [1] 125000 475 -6.25 -6.25 -18.75 NaN -12.5 7901 SP400 caleb_strategy_v3 [-1] 100 540 -30 -40 -100 NaN -70 7904 DOW caleb_strategy_v3 [1] 0.5 -44.75 -0.25 -0.5 -1 NaN -0.75 7912 EUR caleb_strategy_v3 [1] 125000 731.25 -6.25 -25 -37.5 NaN -31.25 7899 EUR caleb_strategy_v3 [1] 125000 728.125 -3.125 6.25 0 NaN 3.125 7914 US30 caleb_strategy_v3 [-1] 1000 296.875 -15.625 31.25 -0 NaN 15.625 7902 US30 caleb_strategy_v3 [-1] 1000 296.875 -15.625 -31.25 -62.5 NaN -46.875 7915 NZD caleb_strategy_v3 [-1] 100000 -77.5 -2.5 35 30 NaN 32.5 7903 NZD caleb_strategy_v3 [-1] 100000 -75 -5 -0 -10 NaN -5 7907 US5 caleb_strategy_v3 [1] 1000 105.469 -3.90625 -7.8125 -15.625 NaN -11.7188 7918 US5 caleb_strategy_v3 [1] 1000 97.6562 -3.90625 7.812 -0.0005 NaN 3.90575 7925 VIX caleb_strategy_v3 [1] 1000 175 -25 50 3.55271e-12 NaN 25 7906 VIX caleb_strategy_v3 [1] 1000 225 -25 -50 -100 NaN -75 7917 VIX caleb_strategy_v3 [1] 1000 175 -25 50 3.55271e-12 NaN 25 7905 JPY caleb_strategy_v3 [1] 1.25e+07 146.875 -3.125 0 -6.25 NaN -3.125 7931 JPY caleb_strategy_v3 [1] 1.25e+07 146.875 -3.125 0 -6.25 NaN -3.125 7916 JPY caleb_strategy_v3 [1] 1.25e+07 146.875 -3.125 -12.5 -18.75 NaN -15.625 7924 JPY caleb_strategy_v3 [1] 1.25e+07 134.375 -3.125 12.5 6.25 NaN 9.375 7913 RUSSELL caleb_strategy_v3 [-1] 5 46.75 -0.25 -0 -0.5 NaN -0.25 7923 RUSSELL caleb_strategy_v3 [-1] 5 34.25 -0.25 0.5 -1.13687e-12 NaN 0.25 7930 RUSSELL caleb_strategy_v3 [-1] 5 37.5 -0.5 -0 -1 NaN -0.5 7900 RUSSELL caleb_strategy_v3 [-1] 5 44.75 -0.25 -1 NaN NaN -1.25 7935 RUSSELL caleb_strategy_v3 [-1] 5 36.75 -0.25 -0.5 NaN NaN -0.75 7938 BITCOIN caleb_strategy_v3 [1] 0.1 -300.25 -0.75 1.5 0 NaN 0.75 7941 BITCOIN caleb_strategy_v3 [1] 0.1 -298 -0.5 -0.5 -1.5 NaN -1 7944 BITCOIN caleb_strategy_v3 [1] 0.1 -297.25 -0.75 0 -1.5 NaN -0.75 7947 BITCOIN caleb_strategy_v3 [1] 0.1 -296.25 -0.75 0 -1.5 NaN -0.75 7950 BITCOIN caleb_strategy_v3 [1] 0.1 -295.5 -0.5 -0.5 -1.5 NaN -1 7953 BITCOIN caleb_strategy_v3 [1] 0.1 -297.5 -0.5 -0.5 -1.5 NaN -1 7956 BITCOIN caleb_strategy_v3 [1] 0.1 -296.5 -0.5 0 NaN NaN -0.5 7959 BITCOIN caleb_strategy_v3 [1] 0.1 -295.5 -0.5 1 0 NaN 0.5 7962 BITCOIN caleb_strategy_v3 [1] 0.1 -293 -0.5 1 0 NaN 0.5 7965 BITCOIN caleb_strategy_v3 [1] 0.1 -291 -0.5 -0.5 -1.5 NaN -1 7968 BITCOIN caleb_strategy_v3 [1] 0.1 -291 -0.5 0.5 -0.5 NaN 0 7971 BITCOIN caleb_strategy_v3 [1] 0.1 -289.25 -0.75 0.5 -1 NaN -0.25 7974 BITCOIN caleb_strategy_v3 [1] 0.1 -291 -0.5 -0.5 NaN NaN -1 7977 BITCOIN caleb_strategy_v3 [1] 0.1 -291.75 -0.75 0 -1.5 NaN -0.75 7980 BITCOIN caleb_strategy_v3 [1] 0.1 -294.25 -0.75 0 -1.5 NaN -0.75 7983 BITCOIN caleb_strategy_v3 [1] 0.1 -292.75 -0.75 0 -1.5 NaN -0.75 7986 BITCOIN caleb_strategy_v3 [1] 0.1 -292 -0.5 0 NaN NaN -0.5 7989 BITCOIN caleb_strategy_v3 [1] 0.1 -296 -0.5 1 0 NaN 0.5 7992 BITCOIN caleb_strategy_v3 [1] 0.1 -295 -0.5 1 0 NaN 0.5 7995 BITCOIN caleb_strategy_v3 [1] 0.1 -292.5 -0.5 -0.5 -1.5 NaN -1 7998 BITCOIN caleb_strategy_v3 [1] 0.1 -296.75 -0.75 0 -1.5 NaN -0.75 8001 BITCOIN caleb_strategy_v3 [1] 0.1 -295 -0.5 0.5 -0.5 NaN 0 7895 BITCOIN caleb_strategy_v3 [1] 0.1 -302.5 -0.5 -0.5 -1.5 NaN -1 7896 BITCOIN caleb_strategy_v3 [1] 0.1 -313.5 -1 2 0 NaN 1 7910 BITCOIN caleb_strategy_v3 [1] 0.1 -305 -0.5 1 0 NaN 0.5 7911 BITCOIN caleb_strategy_v3 [1] 0.1 -311.5 -1 -4 NaN NaN -5 7921 BITCOIN caleb_strategy_v3 [1] 0.1 -303 -0.5 2 NaN NaN 1.5 7922 BITCOIN caleb_strategy_v3 [1] 0.1 -311.5 -1 0.5 -1.5 NaN -0.5 7928 BITCOIN caleb_strategy_v3 [1] 0.1 -299.5 -0.5 0 -1 NaN -0.5 7929 BITCOIN caleb_strategy_v3 [1] 0.1 -310.25 -1.25 0 -2.5 NaN -1.25 7934 BITCOIN caleb_strategy_v3 [1] 0.1 -299.5 -0.5 0.5 -0.5 NaN 0 7936 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -317 -0.5 1 0 NaN 0.5 7937 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 327.5 -1.5 -0 -3 NaN -1.5 7939 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -317.5 -0.5 -0.5 -1.5 NaN -1 7940 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 327.25 -1.25 -0 -2.5 NaN -1.25 7942 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -316.5 -0.5 -1 -2 NaN -1.5 7943 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 327 -1 -2 -4 NaN -3 7945 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -315.5 -0.5 -1 -2 NaN -1.5 7946 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 325.75 -1.75 -0 -3.5 NaN -1.75 7948 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -314.5 -0.5 1 0 NaN 0.5 7949 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 325.25 -1.25 -0.5 -3 NaN -1.75 7951 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -314.75 -0.75 0 -1.5 NaN -0.75 7952 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 324.75 -1.25 2.5 -0 NaN 1.25 7954 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -316 -0.5 1 0 NaN 0.5 7955 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 327.5 -1.5 -2 -5 NaN -3.5 7957 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -314.5 -0.5 0 NaN NaN -0.5 7958 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 325.5 -1.5 -0 -3 NaN -1.5 7960 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -311.25 -0.75 1.5 0 NaN 0.75 7961 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 325.25 -1.25 -4 -6.5 NaN -5.25 7963 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -310 -0.5 1 0 NaN 0.5 7964 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 320.75 -1.75 -0 -3.5 NaN -1.75 7966 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -309 -0.5 -0.5 -1.5 NaN -1 7967 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 320.5 -1.5 -0.5 -3.5 NaN -2 7969 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -308.25 -0.75 1.5 0 NaN 0.75 7970 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 320 -1.5 -2 -5 NaN -3.5 7972 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -307.25 -0.75 0.5 -1 NaN -0.25 7973 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 317.75 -1.25 2.5 -0 NaN 1.25 7975 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -309 -0.5 -0.5 NaN NaN -1 7976 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 321.25 -1.25 -0.5 -3 NaN -1.75 7978 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -309.5 -0.5 0 NaN NaN -0.5 7979 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 320.75 -1.25 2.5 -0 NaN 1.25 7981 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -312.5 -0.5 0.5 -0.5 NaN 0 7982 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 323.75 -1.25 -0.5 -3 NaN -1.75 7984 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -311.25 -0.75 1 -0.5 NaN 0.25 7985 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 323.25 -1.25 -2 -4.5 NaN -3.25 7987 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -310 -0.5 -0.5 NaN NaN -1 7988 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 321.25 -1.25 2.5 -0 NaN 1.25 7990 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -313 -0.5 -0.5 -1.5 NaN -1 7991 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 324 -2 0.5 -3.5 NaN -1.5 7993 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -311.25 -0.75 0 -1.5 NaN -0.75 7994 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 324 -1.5 -1.5 -4.5 NaN -3 7996 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -311.25 -0.75 -0.5 -2 NaN -1.25 7997 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 322.25 -1.25 2.5 -0 NaN 1.25 7999 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -315.25 -0.75 0.5 -1 NaN -0.25 8000 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 324.75 -1.75 -1 -4.5 NaN -2.75 8002 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -312.25 -0.75 0 -1.5 NaN -0.75 8003 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 324 -2 0.5 -3.5 NaN -1.5 7908 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -321 -0.5 -2 -3 NaN -2.5 7909 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 332.75 -1.25 -0 -2.5 NaN -1.25 7919 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -322 -0.5 1 0 NaN 0.5 7920 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 332.5 -1 0.5 -1.5 NaN -0.5 7926 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -320 -0.5 1 0 NaN 0.5 7927 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 329.5 -1 -1.5 -3.5 NaN -2.5 7932 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -318 -0.5 0 -1 NaN -0.5 7933 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 328.25 -1.25 -1 -3.5 NaN -2.25 8004 LIVECOW caleb_strategy_v3 [-1] 400 610 -0 -160 -160 NaN -160 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 298.750000 COTTON2 -177.500000 caleb_strategy_v3 BITCOIN -9234.250000 BUXL -1271.396000 CAD -237.500000 CHF 475.000000 COFFEE 37.500000 COTTON2 630.000000 CRUDE_W 80.000000 DAX 28.846800 DOW -44.750000 EUR 1459.375000 EURIBOR-ICE 146.905000 GASOIL 200.000000 GAS_US_mini 368.750000 GOLD_micro 216.000000 JPY 575.000000 LIVECOW 610.000000 NIKKEI -278.978704 NZD -152.500000 RUSSELL 200.000000 SP400 540.000000 US30 593.750000 US5 203.125000 VIX 575.000000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 121.250000 caleb_strategy_v3 -4280.122904 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -53.250000 COTTON2 -92.500000 caleb_strategy_v3 BITCOIN -19.750000 BUXL -10.684000 CAD -2.500000 CHF -6.250000 COFFEE -18.750000 COTTON2 -105.000000 CRUDE_W -10.000000 DAX -1.068400 DOW -0.250000 EUR -9.375000 EURIBOR-ICE -13.355000 GASOIL -25.000000 GAS_US_mini -43.750000 GOLD_micro -1.000000 JPY -12.500000 LIVECOW -0.000000 NIKKEI -1.670531 NZD -7.500000 RUSSELL -1.500000 SP400 -30.000000 US30 -31.250000 US5 -7.812500 VIX -75.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -145.750000 caleb_strategy_v3 -433.965431 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -0.5000 COTTON2 -210.0000 caleb_strategy_v3 BITCOIN 5.5000 BUXL -21.3680 CAD 5.0000 CHF -6.2500 COFFEE 0.0000 COTTON2 -15.0000 CRUDE_W -0.0000 DAX -4.2736 DOW -0.5000 EUR -18.7500 EURIBOR-ICE -0.0000 GASOIL -0.0000 GAS_US_mini -12.5000 GOLD_micro 1.0000 JPY 0.0000 LIVECOW -160.0000 NIKKEI -0.0000 NZD 35.0000 RUSSELL -1.0000 SP400 -40.0000 US30 0.0000 US5 -0.0005 VIX 50.0000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -210.5000 caleb_strategy_v3 -183.1421 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -1.020000e+02 COTTON2 -3.950000e+02 caleb_strategy_v3 BITCOIN -2.550000e+01 BUXL 0.000000e+00 CAD -1.110223e-11 CHF -1.875000e+01 COFFEE -3.750000e+01 COTTON2 -2.250000e+02 CRUDE_W -2.000000e+01 DAX -6.410400e+00 DOW -1.000000e+00 EUR -3.750000e+01 EURIBOR-ICE -2.671000e+01 GASOIL -5.000000e+01 GAS_US_mini -7.500000e+01 GOLD_micro -1.000000e+00 JPY -2.500000e+01 LIVECOW -1.600000e+02 NIKKEI -3.341062e+00 NZD 2.000000e+01 RUSSELL -1.500000e+00 SP400 -1.000000e+02 US30 -6.250000e+01 US5 -1.562550e+01 VIX -1.000000e+02 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -497.000000 caleb_strategy_v3 -972.336962 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 0 COTTON2 0 caleb_strategy_v3 BITCOIN 0 BUXL 0 CAD 0 CHF 0 COFFEE 0 COTTON2 0 CRUDE_W 0 DAX 0 DOW 0 EUR 0 EURIBOR-ICE 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LIVECOW 0 NIKKEI 0 NZD 0 RUSSELL 0 SP400 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 BITCOIN -53.750000 COTTON2 -302.500000 caleb_strategy_v3 BITCOIN -14.250000 BUXL -32.052000 CAD 2.500000 CHF -12.500000 COFFEE -18.750000 COTTON2 -120.000000 CRUDE_W -10.000000 DAX -5.342000 DOW -0.750000 EUR -28.125000 EURIBOR-ICE -13.355000 GASOIL -25.000000 GAS_US_mini -56.250000 GOLD_micro 0.000000 JPY -12.500000 LIVECOW -160.000000 NIKKEI -1.670531 NZD 27.500000 RUSSELL -2.500000 SP400 -70.000000 US30 -31.250000 US5 -7.813000 VIX -25.000000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -356.250000 caleb_strategy_v3 -617.107531 ******************************************************************************** END OF REPORT ********************************************************************************