******************************************************************************** Trades report produced on 25/10/2023 21:38 from 24/10/2023 21:38 to 25/10/2023 21:38 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8035 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:16 [1] 34825.00000 8038 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:37 [-1] 34500.00000 8039 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:38 [1] 34825.00000 8040 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:41 [-1] 34495.00000 8041 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:45 [1] 34825.00000 8042 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:49 [-1] 34515.00000 8043 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:50 [1] 34850.00000 8044 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:52 [-1] 34495.00000 8045 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:56 [1] 34830.00000 8046 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:59 [-1] 34500.00000 8047 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:06 [1] 34845.00000 8048 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:09 [-1] 34505.00000 8049 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:29 [1] 34805.00000 8050 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:34 [-1] 34495.00000 8051 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:36 [1] 34810.00000 8052 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:39 [-1] 34505.00000 8053 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:40 [1] 34850.00000 8054 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:42 [-1] 34515.00000 8055 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:44 [1] 34860.00000 8056 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:49 [-1] 34510.00000 8057 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:50 [1] 34850.00000 8058 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:53 [-1] 34505.00000 8059 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:03:54 [1] 34845.00000 8060 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:03:58 [-1] 34495.00000 8061 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:05:19 [1] 34840.00000 8062 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:05:21 [-1] 34495.00000 8063 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:05:51 [1] 34835.00000 8064 BITCOIN caleb_strategy_v3 [20231100] 2023-10-25 14:05:57 [1] 34825.00000 8037 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:02:35 [1] 34825.00000 8036 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:18 [-1] 34480.00000 8066 BITCOIN caleb_strategy_v3 [20231100] 2023-10-25 14:06:10 [1] 34845.00000 8034 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:02:00 [-1] 34510.00000 8010 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:09 [-1] 34560.00000 8011 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:00:14 [1] 34905.00000 8012 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:17 [-1] 34560.00000 8013 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:00:30 [1] 34875.00000 8014 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:32 [-1] 34540.00000 8015 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:00:33 [1] 34885.00000 8016 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:35 [-1] 34545.00000 8017 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:00:36 [1] 34880.00000 8018 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:39 [-1] 34560.00000 8065 BITCOIN caleb_strategy_v3 [20231100] 2023-10-25 14:06:06 [1] 34835.00000 8020 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:00:42 [-1] 34555.00000 8021 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:03 [1] 34875.00000 8019 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:00:39 [1] 34895.00000 8023 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:21 [1] 34860.00000 8033 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:58 [1] 34850.00000 8032 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:43 [-1] 34530.00000 8022 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:20 [-1] 34535.00000 8030 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:33 [-1] 34530.00000 8029 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:31 [1] 34875.00000 8031 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:41 [1] 34850.00000 8027 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:28 [1] 34875.00000 8026 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:27 [-1] 34540.00000 8025 BITCOIN _ROLL_PSEUDO_STRATEGY [20231100] 2023-10-25 14:01:25 [1] 34880.00000 8024 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:25 [-1] 34545.00000 8028 BITCOIN _ROLL_PSEUDO_STRATEGY [20231000] 2023-10-25 14:01:30 [-1] 34535.00000 8005 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-25 08:00:24 [1] 97.03500 8007 GAS_US_mini caleb_strategy_v3 [20240100] 2023-10-25 13:00:40 [-1] 3.60000 8009 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-25 14:00:03 [-1] 14642.50000 8006 ROBUSTA caleb_strategy_v3 [20240100] 2023-10-25 09:00:13 [1] 2480.00000 8008 US20 caleb_strategy_v3 [20231200] 2023-10-25 14:00:02 [1] 109.15625 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8005 EURIBOR-ICE caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 09:00:04.255 2023-10-25 08:00:24 118804 NaN 8006 ROBUSTA caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 10:00:01.807 2023-10-25 09:00:13 122402 NaN 8007 GAS_US_mini caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 14:00:02.124 2023-10-25 13:00:40 136802 NaN 8008 US20 caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 15:00:01.569 2023-10-25 14:00:02 140402 NaN 8009 NASDAQ_micro caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 15:00:03.096 2023-10-25 14:00:03 140403 NaN 8010 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:03.888 2023-10-25 14:00:09 68403.9 NaN 8011 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:10.025 2023-10-25 14:00:14 68410 NaN 8012 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:16.845 2023-10-25 14:00:17 68416.8 NaN 8013 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:17.402 2023-10-25 14:00:30 68417.4 NaN 8014 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:32.794 2023-10-25 14:00:32 68432.8 NaN 8015 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:33.376 2023-10-25 14:00:33 68433.4 NaN 8016 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:35.467 2023-10-25 14:00:35 68435.5 NaN 8017 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:36.100 2023-10-25 14:00:36 68436.1 NaN 8018 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:38.063 2023-10-25 14:00:39 68438.1 NaN 8019 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:39.723 2023-10-25 14:00:39 68439.7 NaN 8020 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:41.657 2023-10-25 14:00:42 68441.7 NaN 8021 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:00:43.385 2023-10-25 14:01:03 68443.4 NaN 8022 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:18.580 2023-10-25 14:01:20 68478.6 NaN 8023 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:21.348 2023-10-25 14:01:21 68481.3 NaN 8024 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:23.774 2023-10-25 14:01:25 68483.8 NaN 8025 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:25.750 2023-10-25 14:01:25 68485.8 NaN 8026 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:27.629 2023-10-25 14:01:27 68487.6 NaN 8027 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:28.593 2023-10-25 14:01:28 68488.6 NaN 8028 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:30.796 2023-10-25 14:01:30 68490.8 NaN 8029 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:31.368 2023-10-25 14:01:31 68491.4 NaN 8030 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:33.602 2023-10-25 14:01:33 68493.6 NaN 8031 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:34.334 2023-10-25 14:01:41 68494.3 NaN 8032 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:43.278 2023-10-25 14:01:43 68503.3 NaN 8033 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:01:43.968 2023-10-25 14:01:58 68504 NaN 8034 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:00.307 2023-10-25 14:02:00 68520.3 NaN 8035 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:00.990 2023-10-25 14:02:16 68521 NaN 8036 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:18.334 2023-10-25 14:02:18 68538.3 NaN 8037 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:19.016 2023-10-25 14:02:35 68539 NaN 8038 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:37.360 2023-10-25 14:02:37 68557.4 NaN 8039 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:38.024 2023-10-25 14:02:38 68558 NaN 8040 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:40.760 2023-10-25 14:02:41 68560.8 NaN 8041 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:41.823 2023-10-25 14:02:45 68561.8 NaN 8042 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:47.040 2023-10-25 14:02:49 68567 NaN 8043 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:50.228 2023-10-25 14:02:50 68570.2 NaN 8044 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:52.564 2023-10-25 14:02:52 68572.6 NaN 8045 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:53.213 2023-10-25 14:02:56 68573.2 NaN 8046 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:58.546 2023-10-25 14:02:59 68578.5 NaN 8047 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:02:59.411 2023-10-25 14:03:06 68579.4 NaN 8048 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:09.055 2023-10-25 14:03:09 68589.1 NaN 8049 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:09.872 2023-10-25 14:03:29 68589.9 NaN 8050 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:31.967 2023-10-25 14:03:34 68612 NaN 8051 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:35.012 2023-10-25 14:03:36 68615 NaN 8052 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:38.669 2023-10-25 14:03:39 68618.7 NaN 8053 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:39.468 2023-10-25 14:03:40 68619.5 NaN 8054 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:42.678 2023-10-25 14:03:42 68622.7 NaN 8055 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:43.395 2023-10-25 14:03:44 68623.4 NaN 8056 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:47.015 2023-10-25 14:03:49 68627 NaN 8057 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:49.849 2023-10-25 14:03:50 68629.8 NaN 8058 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:52.442 2023-10-25 14:03:53 68632.4 NaN 8059 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:53.792 2023-10-25 14:03:54 68633.8 NaN 8060 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:56.694 2023-10-25 14:03:58 68636.7 NaN 8061 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:03:58.964 2023-10-25 14:05:19 68639 NaN 8062 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:05:21.610 2023-10-25 14:05:21 68721.6 NaN 8063 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-10-24 20:00:00 2023-10-25 15:05:22.256 2023-10-25 14:05:51 68722.3 NaN 8064 BITCOIN caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 15:05:55.488 2023-10-25 14:05:57 140755 NaN 8065 BITCOIN caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 15:06:00.704 2023-10-25 14:06:06 140761 NaN 8066 BITCOIN caleb_strategy_v3 2023-10-24 00:00:00 2023-10-25 15:06:08.699 2023-10-25 14:06:10 140769 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 8005 EURIBOR-ICE caleb_strategy_v3 [1] 97.05 None 97.04 97.045 97.035 97.035 97.035 0.01 -0.005 0.01 0 NaN 0.005 8006 ROBUSTA caleb_strategy_v3 [1] 2491 None 2479 2480 2478 2478 2480 12 -1 0 -2 NaN -1 8007 GAS_US_mini caleb_strategy_v3 [-1] 3.57 None 3.61 3.605 3.615 3.615 3.6 0.04 -0.005 -0.005 -0.015 NaN -0.01 8008 US20 caleb_strategy_v3 [1] 110.125 None 109.172 109.188 109.156 109.156 109.156 0.953125 -0.015625 0.03125 0 NaN 0.015625 8009 NASDAQ_micro caleb_strategy_v3 [-1] 14832.8 None 14642 14641.8 14642.2 14642.2 14642.5 -190.75 -0.25 0.75 0.25 NaN 0.5 8010 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34572.5 34565 34580 34580 34560 652.5 -7.5 -5 -20 NaN -12.5 8011 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34885 34900 34870 34870 34905 -705 -15 -5 -35 NaN -20 8012 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34567.5 34560 34575 34575 34560 647.5 -7.5 -0 -15 NaN -7.5 8013 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34890 34905 34875 34875 34875 -710 -15 30 0 NaN 15 8014 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34565 34560 34570 34570 34540 645 -5 -20 -30 NaN -25 8015 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34865 34880 34850 34850 34885 -685 -15 -5 -35 NaN -20 8016 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34547.5 34540 34555 34555 34545 627.5 -7.5 5 -10 NaN -2.5 8017 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34870 34885 34855 34855 34880 -690 -15 5 -25 NaN -10 8018 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34552.5 34545 34560 34560 34560 632.5 -7.5 15 -0 NaN 7.5 8019 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34870 34880 34860 34860 34895 -690 -10 -15 -35 NaN -25 8020 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34565 34560 34570 34570 34555 645 -5 -5 -15 NaN -10 8021 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34885 34895 34875 34875 34875 -705 -10 20 0 NaN 10 8022 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34532.5 34525 34540 34540 34535 612.5 -7.5 10 -5 NaN 2.5 8023 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34877.5 34895 34860 34860 34860 -697.5 -17.5 35 0 NaN 17.5 8024 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34540 34535 34545 34545 34545 620 -5 10 -0 NaN 5 8025 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34852.5 34860 34845 34845 34880 -672.5 -7.5 -20 -35 NaN -27.5 8026 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34547.5 34540 34555 34555 34540 627.5 -7.5 -0 -15 NaN -7.5 8027 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34865 34880 34850 34850 34875 -685 -15 5 -25 NaN -10 8028 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34545 34540 34550 34550 34535 625 -5 -5 -15 NaN -10 8029 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34857.5 34875 34840 34840 34875 -677.5 -17.5 0 -35 NaN -17.5 8030 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34542.5 34535 34550 34550 34530 622.5 -7.5 -5 -20 NaN -12.5 8031 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34862.5 34875 34850 34850 34850 -682.5 -12.5 25 0 NaN 12.5 8032 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34537.5 34530 34545 34545 34530 617.5 -7.5 -0 -15 NaN -7.5 8033 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34857.5 34865 34850 34850 34850 -677.5 -7.5 15 0 NaN 7.5 8034 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34535 34530 34540 NaN 34510 615 -5 -20 NaN NaN -25 8035 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34837.5 34850 34825 34825 34825 -657.5 -12.5 25 0 NaN 12.5 8036 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34490 34485 34495 34495 34480 570 -5 -5 -15 NaN -10 8037 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34815 34830 34800 34800 34825 -635 -15 5 -25 NaN -10 8038 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34502.5 34495 34510 34510 34500 582.5 -7.5 5 -10 NaN -2.5 8039 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34810 34825 34795 34795 34825 -630 -15 0 -30 NaN -15 8040 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34505 34500 34510 34510 34495 585 -5 -5 -15 NaN -10 8041 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34812.5 34825 34800 34800 34825 -632.5 -12.5 0 -25 NaN -12.5 8042 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34515 34510 34520 34520 34515 595 -5 5 -5 NaN 0 8043 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34817.5 34825 34810 NaN 34850 -637.5 -7.5 -25 NaN NaN -32.5 8044 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34502.5 34495 34510 34510 34495 582.5 -7.5 -0 -15 NaN -7.5 8045 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34817.5 34835 34800 34800 34830 -637.5 -17.5 5 -30 NaN -12.5 8046 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34500 34495 34505 34505 34500 580 -5 5 -5 NaN 0 8047 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34822.5 34835 34810 34810 34845 -642.5 -12.5 -10 -35 NaN -22.5 8048 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34510 34505 34515 34515 34505 590 -5 -0 -10 NaN -5 8049 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34822.5 34840 34805 34805 34805 -642.5 -17.5 35 0 NaN 17.5 8050 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34490 34485 34495 34495 34495 570 -5 10 -0 NaN 5 8051 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34812.5 34825 34800 34800 34810 -632.5 -12.5 15 -10 NaN 2.5 8052 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34500 34495 34505 34505 34505 580 -5 10 -0 NaN 5 8053 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34827.5 34845 34810 34810 34850 -647.5 -17.5 -5 -40 NaN -22.5 8054 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34530 34525 34535 34535 34515 610 -5 -10 -20 NaN -15 8055 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34842.5 34855 34830 34830 34860 -662.5 -12.5 -5 -30 NaN -17.5 8056 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34520 34515 34525 34525 34510 600 -5 -5 -15 NaN -10 8057 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34830 34845 34815 34815 34850 -650 -15 -5 -35 NaN -20 8058 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34515 34510 34520 34520 34505 595 -5 -5 -15 NaN -10 8059 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34830 34845 34815 34815 34845 -650 -15 0 -30 NaN -15 8060 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34515 34510 34520 34520 34495 595 -5 -15 -25 NaN -20 8061 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34817.5 34830 34805 34805 34840 -637.5 -12.5 -10 -35 NaN -22.5 8062 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 33920 None 34505 34500 34510 34510 34495 585 -5 -5 -15 NaN -10 8063 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 34180 None 34822.5 34840 34805 34805 34835 -642.5 -17.5 5 -30 NaN -12.5 8064 BITCOIN caleb_strategy_v3 [1] 34180 None 34812.5 34830 34795 34795 34825 -632.5 -17.5 5 -30 NaN -12.5 8065 BITCOIN caleb_strategy_v3 [1] 34180 None 34822.5 34850 34795 34795 34835 -642.5 -27.5 15 -40 NaN -12.5 8066 BITCOIN caleb_strategy_v3 [1] 34180 None 34815 34830 34800 34800 34845 -635 -15 -15 -45 NaN -30 ================================================================================================================================================================ 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 8005 EURIBOR-ICE caleb_strategy_v3 [1] 1.06386 93.9977 -46.9988 93.9977 0 NaN 46.9988 8006 ROBUSTA caleb_strategy_v3 [1] 534.549 224.488 -18.7074 0 -37.4147 NaN -18.7074 8007 GAS_US_mini caleb_strategy_v3 [-1] 1.826 219.058 -27.3822 -27.3822 -82.1466 NaN -54.7644 8008 US20 caleb_strategy_v3 [1] 18.541 514.063 -8.42727 16.8545 0 NaN 8.42727 8009 NASDAQ_micro caleb_strategy_v3 [-1] 3025.88 -630.395 -0.826206 2.47862 0.826206 NaN 1.65241 8010 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 457.675 -5.26064 -3.50709 -14.0284 NaN -8.76773 8011 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -494.5 -10.5213 -3.50709 -24.5496 NaN -14.0284 8012 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 454.168 -5.26064 -0 -10.5213 NaN -5.26064 8013 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -498.007 -10.5213 21.0425 0 NaN 10.5213 8014 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 452.415 -3.50709 -14.0284 -21.0425 NaN -17.5355 8015 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -480.471 -10.5213 -3.50709 -24.5496 NaN -14.0284 8016 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 440.14 -5.26064 3.50709 -7.01418 NaN -1.75355 8017 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -483.978 -10.5213 3.50709 -17.5355 NaN -7.01418 8018 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 443.647 -5.26064 10.5213 -0 NaN 5.26064 8019 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -483.978 -7.01418 -10.5213 -24.5496 NaN -17.5355 8020 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 452.415 -3.50709 -3.50709 -10.5213 NaN -7.01418 8021 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -494.5 -7.01418 14.0284 0 NaN 7.01418 8022 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 429.619 -5.26064 7.01418 -3.50709 NaN 1.75355 8023 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -489.239 -12.2748 24.5496 0 NaN 12.2748 8024 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 434.879 -3.50709 7.01418 -0 NaN 3.50709 8025 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -471.704 -5.26064 -14.0284 -24.5496 NaN -19.289 8026 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 440.14 -5.26064 -0 -10.5213 NaN -5.26064 8027 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -480.471 -10.5213 3.50709 -17.5355 NaN -7.01418 8028 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 438.386 -3.50709 -3.50709 -10.5213 NaN -7.01418 8029 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -475.211 -12.2748 0 -24.5496 NaN -12.2748 8030 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 436.633 -5.26064 -3.50709 -14.0284 NaN -8.76773 8031 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -478.718 -8.76773 17.5355 0 NaN 8.76773 8032 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 433.126 -5.26064 -0 -10.5213 NaN -5.26064 8033 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -475.211 -5.26064 10.5213 0 NaN 5.26064 8034 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 431.372 -3.50709 -14.0284 NaN NaN -17.5355 8035 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -461.182 -8.76773 17.5355 0 NaN 8.76773 8036 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 399.808 -3.50709 -3.50709 -10.5213 NaN -7.01418 8037 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -445.4 -10.5213 3.50709 -17.5355 NaN -7.01418 8038 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 408.576 -5.26064 3.50709 -7.01418 NaN -1.75355 8039 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -441.893 -10.5213 0 -21.0425 NaN -10.5213 8040 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 410.33 -3.50709 -3.50709 -10.5213 NaN -7.01418 8041 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -443.647 -8.76773 0 -17.5355 NaN -8.76773 8042 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 417.344 -3.50709 3.50709 -3.50709 NaN 0 8043 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -447.154 -5.26064 -17.5355 NaN NaN -22.7961 8044 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 408.576 -5.26064 -0 -10.5213 NaN -5.26064 8045 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -447.154 -12.2748 3.50709 -21.0425 NaN -8.76773 8046 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 406.822 -3.50709 3.50709 -3.50709 NaN 0 8047 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -450.661 -8.76773 -7.01418 -24.5496 NaN -15.7819 8048 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 413.837 -3.50709 -0 -7.01418 NaN -3.50709 8049 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -450.661 -12.2748 24.5496 0 NaN 12.2748 8050 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 399.808 -3.50709 7.01418 -0 NaN 3.50709 8051 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -443.647 -8.76773 10.5213 -7.01418 NaN 1.75355 8052 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 406.822 -3.50709 7.01418 -0 NaN 3.50709 8053 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -454.168 -12.2748 -3.50709 -28.0567 NaN -15.7819 8054 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 427.865 -3.50709 -7.01418 -14.0284 NaN -10.5213 8055 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -464.689 -8.76773 -3.50709 -21.0425 NaN -12.2748 8056 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 420.851 -3.50709 -3.50709 -10.5213 NaN -7.01418 8057 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -455.922 -10.5213 -3.50709 -24.5496 NaN -14.0284 8058 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 417.344 -3.50709 -3.50709 -10.5213 NaN -7.01418 8059 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -455.922 -10.5213 0 -21.0425 NaN -10.5213 8060 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 417.344 -3.50709 -10.5213 -17.5355 NaN -14.0284 8061 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -447.154 -8.76773 -7.01418 -24.5496 NaN -15.7819 8062 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 14256.8 410.33 -3.50709 -3.50709 -10.5213 NaN -7.01418 8063 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 14256.8 -450.661 -12.2748 3.50709 -21.0425 NaN -8.76773 8064 BITCOIN caleb_strategy_v3 [1] 14256.8 -443.647 -12.2748 3.50709 -21.0425 NaN -8.76773 8065 BITCOIN caleb_strategy_v3 [1] 14256.8 -450.661 -19.289 10.5213 -28.0567 NaN -8.76773 8066 BITCOIN caleb_strategy_v3 [1] 14256.8 -445.4 -10.5213 -10.5213 -31.5638 NaN -21.0425 =========================================================================================================================================================================== 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 8005 EURIBOR-ICE caleb_strategy_v3 [1] 2649.75 26.4975 -13.2488 26.4975 0 NaN 13.2487 8006 ROBUSTA caleb_strategy_v3 [1] 10 120 -10 0 -20 NaN -10 8007 GAS_US_mini caleb_strategy_v3 [-1] 2500 100 -12.5 -12.5 -37.5 NaN -25 8008 US20 caleb_strategy_v3 [1] 1000 953.125 -15.625 31.25 0 NaN 15.625 8009 NASDAQ_micro caleb_strategy_v3 [-1] 2 -381.5 -0.5 1.5 0.5 NaN 1 8010 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 65.25 -0.75 -0.5 -2 NaN -1.25 8011 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -70.5 -1.5 -0.5 -3.5 NaN -2 8012 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 64.75 -0.75 -0 -1.5 NaN -0.75 8013 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -71 -1.5 3 0 NaN 1.5 8014 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 64.5 -0.5 -2 -3 NaN -2.5 8015 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -68.5 -1.5 -0.5 -3.5 NaN -2 8016 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 62.75 -0.75 0.5 -1 NaN -0.25 8017 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -69 -1.5 0.5 -2.5 NaN -1 8018 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 63.25 -0.75 1.5 -0 NaN 0.75 8019 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -69 -1 -1.5 -3.5 NaN -2.5 8020 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 64.5 -0.5 -0.5 -1.5 NaN -1 8021 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -70.5 -1 2 0 NaN 1 8022 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 61.25 -0.75 1 -0.5 NaN 0.25 8023 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -69.75 -1.75 3.5 0 NaN 1.75 8024 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 62 -0.5 1 -0 NaN 0.5 8025 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -67.25 -0.75 -2 -3.5 NaN -2.75 8026 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 62.75 -0.75 -0 -1.5 NaN -0.75 8027 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -68.5 -1.5 0.5 -2.5 NaN -1 8028 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 62.5 -0.5 -0.5 -1.5 NaN -1 8029 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -67.75 -1.75 0 -3.5 NaN -1.75 8030 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 62.25 -0.75 -0.5 -2 NaN -1.25 8031 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -68.25 -1.25 2.5 0 NaN 1.25 8032 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 61.75 -0.75 -0 -1.5 NaN -0.75 8033 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -67.75 -0.75 1.5 0 NaN 0.75 8034 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 61.5 -0.5 -2 NaN NaN -2.5 8035 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -65.75 -1.25 2.5 0 NaN 1.25 8036 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 57 -0.5 -0.5 -1.5 NaN -1 8037 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.5 -1.5 0.5 -2.5 NaN -1 8038 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58.25 -0.75 0.5 -1 NaN -0.25 8039 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63 -1.5 0 -3 NaN -1.5 8040 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58.5 -0.5 -0.5 -1.5 NaN -1 8041 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.25 -1.25 0 -2.5 NaN -1.25 8042 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 59.5 -0.5 0.5 -0.5 NaN 0 8043 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.75 -0.75 -2.5 NaN NaN -3.25 8044 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58.25 -0.75 -0 -1.5 NaN -0.75 8045 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.75 -1.75 0.5 -3 NaN -1.25 8046 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58 -0.5 0.5 -0.5 NaN 0 8047 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -64.25 -1.25 -1 -3.5 NaN -2.25 8048 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 59 -0.5 -0 -1 NaN -0.5 8049 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -64.25 -1.75 3.5 0 NaN 1.75 8050 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 57 -0.5 1 -0 NaN 0.5 8051 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.25 -1.25 1.5 -1 NaN 0.25 8052 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58 -0.5 1 -0 NaN 0.5 8053 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -64.75 -1.75 -0.5 -4 NaN -2.25 8054 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 61 -0.5 -1 -2 NaN -1.5 8055 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -66.25 -1.25 -0.5 -3 NaN -1.75 8056 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 60 -0.5 -0.5 -1.5 NaN -1 8057 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -65 -1.5 -0.5 -3.5 NaN -2 8058 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 59.5 -0.5 -0.5 -1.5 NaN -1 8059 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -65 -1.5 0 -3 NaN -1.5 8060 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 59.5 -0.5 -1.5 -2.5 NaN -2 8061 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -63.75 -1.25 -1 -3.5 NaN -2.25 8062 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 58.5 -0.5 -0.5 -1.5 NaN -1 8063 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -64.25 -1.75 0.5 -3 NaN -1.25 8064 BITCOIN caleb_strategy_v3 [1] 0.1 -63.25 -1.75 0.5 -3 NaN -1.25 8065 BITCOIN caleb_strategy_v3 [1] 0.1 -64.25 -2.75 1.5 -4 NaN -1.25 8066 BITCOIN caleb_strategy_v3 [1] 0.1 -63.5 -1.5 -1.5 -4.5 NaN -3 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -150.5000 caleb_strategy_v3 BITCOIN -191.0000 EURIBOR-ICE 26.4975 GAS_US_mini 100.0000 NASDAQ_micro -381.5000 ROBUSTA 120.0000 US20 953.1250 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -150.5000 caleb_strategy_v3 627.1225 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -53.00000 caleb_strategy_v3 BITCOIN -6.00000 EURIBOR-ICE -13.24875 GAS_US_mini -12.50000 NASDAQ_micro -0.50000 ROBUSTA -10.00000 US20 -15.62500 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -53.00000 caleb_strategy_v3 -57.87375 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 8.5000 caleb_strategy_v3 BITCOIN 0.5000 EURIBOR-ICE 26.4975 GAS_US_mini -12.5000 NASDAQ_micro 1.5000 ROBUSTA 0.0000 US20 31.2500 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 8.5000 caleb_strategy_v3 47.2475 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -90.5 caleb_strategy_v3 BITCOIN -11.5 EURIBOR-ICE 0.0 GAS_US_mini -37.5 NASDAQ_micro 0.5 ROBUSTA -20.0 US20 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -90.5 caleb_strategy_v3 -68.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 0 caleb_strategy_v3 BITCOIN 0 EURIBOR-ICE 0 GAS_US_mini 0 NASDAQ_micro 0 ROBUSTA 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 BITCOIN -44.50000 caleb_strategy_v3 BITCOIN -5.50000 EURIBOR-ICE 13.24875 GAS_US_mini -25.00000 NASDAQ_micro 1.00000 ROBUSTA -10.00000 US20 15.62500 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -44.50000 caleb_strategy_v3 -10.62625 ******************************************************************************** END OF REPORT ********************************************************************************