******************************************************************************** Trades report produced on 01/11/2023 21:39 from 31/10/2023 21:39 to 01/11/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8122 CANOLA caleb_strategy_v3 [20240100] 2023-11-01 14:04:03.000 [-1] 677.400000 8116 CANOLA caleb_strategy_v3 [20240100] 2023-11-01 14:01:04.000 [-1] 677.400000 8119 CANOLA caleb_strategy_v3 [20240100] 2023-11-01 14:01:54.000 [-1] 677.300000 8123 CHF caleb_strategy_v3 [20231200] 2023-11-01 15:00:22.000 [-1] 1.105950 8142 CORN caleb_strategy_v3 [20241200] 2023-11-01 15:30:39.000 [-1] 510.500000 8124 EUR caleb_strategy_v3 [20231200] 2023-11-01 15:00:24.000 [1] 1.057250 8141 FEEDCOW caleb_strategy_v3 [20240300] 2023-11-01 15:30:38.000 [-1] 239.600000 8115 GASOLINE caleb_strategy_v3 [20240200] 2023-11-01 14:00:55.000 [1] 2.270300 8120 GAS_US_mini caleb_strategy_v3 [20240100] 2023-11-01 14:04:00.000 [1] 3.700000 8117 GAS_US_mini caleb_strategy_v3 [20240100] 2023-11-01 14:01:19.000 [1] 3.690000 8113 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-01 19:45:20.161 [0] NaN 8112 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-01 03:11:17.000 [-1] 143.480000 8114 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-01 03:27:00.000 [-1] 143.480000 8111 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-01 03:06:14.000 [-1] 143.480000 8130 JPY caleb_strategy_v3 [20231200] 2023-11-01 15:00:49.000 [-1] 0.006664 8128 MXP caleb_strategy_v3 [20231200] 2023-11-01 15:00:46.000 [1] 0.055390 8135 MXP caleb_strategy_v3 [20231200] 2023-11-01 15:01:19.000 [1] 0.055410 8131 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-11-01 15:00:51.000 [-1] 14619.750000 8125 NZD caleb_strategy_v3 [20231200] 2023-11-01 15:00:28.000 [1] 0.584500 8121 PLAT caleb_strategy_v3 [20240100] 2023-11-01 14:04:00.000 [1] 933.600000 8118 PLAT caleb_strategy_v3 [20240100] 2023-11-01 14:01:20.000 [1] 934.100000 8138 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:03:18.000 [1] 1669.900000 8134 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:01:18.000 [1] 1669.300000 8137 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:02:18.000 [1] 1669.800000 8139 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:04:18.000 [1] 1670.300000 8140 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:05:18.000 [1] 1669.700000 8126 RUSSELL caleb_strategy_v3 [20231200] 2023-11-01 15:00:30.000 [1] 1669.400000 8132 US10U caleb_strategy_v3 [20231200] 2023-11-01 15:00:54.000 [-1] 109.453125 8127 US30 caleb_strategy_v3 [20231200] 2023-11-01 15:00:37.000 [1] 113.687500 8129 US5 caleb_strategy_v3 [20231200] 2023-11-01 15:00:47.000 [-1] 104.820313 8136 US5 caleb_strategy_v3 [20231200] 2023-11-01 15:01:20.000 [-1] 104.820313 8133 VIX caleb_strategy_v3 [20240100] 2023-11-01 15:00:58.000 [-1] 19.250000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8115 GASOLINE caleb_strategy_v3 2023-10-31 2023-11-01 14:00:53.795 2023-11-01 14:00:55.000 136854 1.205 8120 GAS_US_mini caleb_strategy_v3 2023-10-31 2023-11-01 14:01:55.371 2023-11-01 14:04:00.000 136915 124.629 8117 GAS_US_mini caleb_strategy_v3 2023-10-31 2023-11-01 14:01:04.971 2023-11-01 14:01:19.000 136865 14.029 8121 PLAT caleb_strategy_v3 2023-10-31 2023-11-01 14:04:00.903 2023-11-01 14:04:00.000 137041 NaN 8118 PLAT caleb_strategy_v3 2023-10-31 2023-11-01 14:01:20.344 2023-11-01 14:01:20.000 136880 NaN 8122 CANOLA caleb_strategy_v3 2023-10-31 2023-11-01 14:04:03.064 2023-11-01 14:04:03.000 137043 NaN 8116 CANOLA caleb_strategy_v3 2023-10-31 2023-11-01 14:00:55.931 2023-11-01 14:01:04.000 136856 8.069 8119 CANOLA caleb_strategy_v3 2023-10-31 2023-11-01 14:01:54.041 2023-11-01 14:01:54.000 136914 NaN 8123 CHF caleb_strategy_v3 2023-10-31 2023-11-01 15:00:18.219 2023-11-01 15:00:22.000 140418 3.781 8124 EUR caleb_strategy_v3 2023-10-31 2023-11-01 15:00:23.447 2023-11-01 15:00:24.000 140423 0.553 8125 NZD caleb_strategy_v3 2023-10-31 2023-11-01 15:00:25.511 2023-11-01 15:00:28.000 140426 2.489 8127 US30 caleb_strategy_v3 2023-10-31 2023-11-01 15:00:31.563 2023-11-01 15:00:37.000 140432 5.437 8130 JPY caleb_strategy_v3 2023-10-31 2023-11-01 15:00:48.551 2023-11-01 15:00:49.000 140449 0.449 8131 NASDAQ_micro caleb_strategy_v3 2023-10-31 2023-11-01 15:00:50.666 2023-11-01 15:00:51.000 140451 0.334 8132 US10U caleb_strategy_v3 2023-10-31 2023-11-01 15:00:51.995 2023-11-01 15:00:54.000 140452 2.005 8133 VIX caleb_strategy_v3 2023-10-31 2023-11-01 15:00:55.979 2023-11-01 15:00:58.000 140456 2.021 8128 MXP caleb_strategy_v3 2023-10-31 2023-11-01 15:00:37.760 2023-11-01 15:00:46.000 140438 8.24 8135 MXP caleb_strategy_v3 2023-10-31 2023-11-01 15:01:19.113 2023-11-01 15:01:19.000 140479 NaN 8136 US5 caleb_strategy_v3 2023-10-31 2023-11-01 15:01:19.959 2023-11-01 15:01:20.000 140480 0.041 8129 US5 caleb_strategy_v3 2023-10-31 2023-11-01 15:00:47.310 2023-11-01 15:00:47.000 140447 NaN 8134 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:01:18.077 2023-11-01 15:01:18.000 140478 NaN 8137 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:02:18.068 2023-11-01 15:02:18.000 140538 NaN 8138 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:03:18.213 2023-11-01 15:03:18.000 140598 NaN 8139 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:04:18.580 2023-11-01 15:04:18.000 140659 NaN 8140 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:05:18.664 2023-11-01 15:05:18.000 140719 NaN 8126 RUSSELL caleb_strategy_v3 2023-10-31 2023-11-01 15:00:29.351 2023-11-01 15:00:30.000 140429 0.649 8141 FEEDCOW caleb_strategy_v3 2023-10-31 2023-11-01 15:30:26.515 2023-11-01 15:30:38.000 142227 11.485 8142 CORN caleb_strategy_v3 2023-10-31 2023-11-01 15:30:39.171 2023-11-01 15:30:39.000 142239 NaN 8112 JGB-SGX-mini caleb_strategy_v3 2023-10-31 2023-11-01 03:06:17.407 2023-11-01 03:11:17.000 97577.4 299.593 8113 JGB-SGX-mini caleb_strategy_v3 2023-10-31 2023-11-01 03:11:20.224 2023-11-01 19:45:20.161 97880.2 59639.9 8114 JGB-SGX-mini caleb_strategy_v3 2023-10-31 2023-11-01 03:21:22.648 2023-11-01 03:27:00.000 98482.6 337.352 8111 JGB-SGX-mini caleb_strategy_v3 2023-10-31 2023-11-01 03:01:14.638 2023-11-01 03:06:14.000 97274.6 299.362 ===================================================================================================================================================================================================================================== 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 8115 GASOLINE caleb_strategy_v3 [1] 2.2217 None 2.27 2.2703 2.2697 2.2697 2.2703 -0.0483 -0.0003 0 -0.0006 NaN -0.0003 8120 GAS_US_mini caleb_strategy_v3 [1] 3.84 None 3.6875 3.69 3.685 3.685 3.7 0.1525 -0.0025 -0.01 -0.015 NaN -0.0125 8117 GAS_US_mini caleb_strategy_v3 [1] 3.84 None 3.6875 3.695 3.68 3.68 3.69 0.1525 -0.0075 0.005 -0.01 NaN -0.0025 8121 PLAT caleb_strategy_v3 [1] 943.9 None 933.9 934.1 933.7 933.7 933.6 10 -0.2 0.5 0.1 NaN 0.3 8118 PLAT caleb_strategy_v3 [1] 943.9 None 933.8 934 933.6 933.6 934.1 10.1 -0.2 -0.1 -0.5 NaN -0.3 8122 CANOLA caleb_strategy_v3 [-1] 678.4 None 676.65 676.5 676.8 676.8 677.4 -1.75 -0.15 0.9 0.6 NaN 0.75 8116 CANOLA caleb_strategy_v3 [-1] 678.4 None 677.55 677.4 677.7 677.7 677.4 -0.85 -0.15 -0 -0.3 NaN -0.15 8119 CANOLA caleb_strategy_v3 [-1] 678.4 None 677.45 677.4 677.5 677.5 677.3 -0.95 -0.05 -0.1 -0.2 NaN -0.15 8123 CHF caleb_strategy_v3 [-1] 1.1048 None 1.10603 1.106 1.10605 1.10605 1.10595 0.001225 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 8124 EUR caleb_strategy_v3 [1] 1.06025 None 1.05717 1.0572 1.05715 1.05715 1.05725 0.003075 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 8125 NZD caleb_strategy_v3 [1] 0.58255 None 0.584525 0.58455 0.5845 0.5845 0.5845 -0.001975 -2.5e-05 5e-05 0 NaN 2.5e-05 8127 US30 caleb_strategy_v3 [1] 111.562 None 113.641 113.656 113.625 113.625 113.688 -2.07812 -0.015625 -0.03125 -0.0625 NaN -0.046875 8130 JPY caleb_strategy_v3 [-1] 0.006647 None 0.00666475 0.0066645 0.006665 0.006665 0.006664 1.775e-05 -2.5e-07 -5e-07 -1e-06 NaN -7.5e-07 8131 NASDAQ_micro caleb_strategy_v3 [-1] 14472 None 14620.1 14620 14620.2 14620.2 14619.8 148.125 -0.125 -0.25 -0.5 NaN -0.375 8132 US10U caleb_strategy_v3 [-1] 108.516 None 109.445 109.438 109.453 109.453 109.453 0.929688 -0.0078125 0.015625 -0 NaN 0.0078125 8133 VIX caleb_strategy_v3 [-1] 19.8 None 19.325 19.3 19.35 19.35 19.25 -0.475 -0.025 -0.05 -0.1 NaN -0.075 8128 MXP caleb_strategy_v3 [1] 0.05504 None 0.055395 0.0554 0.05539 0.05539 0.05539 -0.000355 -5e-06 1e-05 0 NaN 5e-06 8135 MXP caleb_strategy_v3 [1] 0.05504 None 0.055385 0.05539 0.05538 0.05538 0.05541 -0.000345 -5e-06 -2e-05 -3e-05 NaN -2.5e-05 8136 US5 caleb_strategy_v3 [-1] 104.414 None 104.816 104.812 104.82 104.82 104.82 0.402344 -0.00390625 0.007813 5e-07 NaN 0.00390675 8129 US5 caleb_strategy_v3 [-1] 104.414 None 104.816 104.812 104.82 104.82 104.82 0.402344 -0.00390625 0.007813 5e-07 NaN 0.00390675 8134 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1669.4 1669.5 1669.3 1669.3 1669.3 -3.5 -0.1 0.2 2.27374e-13 NaN 0.1 8137 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1669.3 1669.4 1669.2 1669.2 1669.8 -3.4 -0.1 -0.4 -0.6 NaN -0.5 8138 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1669.75 1669.8 1669.7 1669.7 1669.9 -3.85 -0.05 -0.1 -0.2 NaN -0.15 8139 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1669.85 1669.9 1669.8 1669.8 1670.3 -3.95 -0.05 -0.4 -0.5 NaN -0.45 8140 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1670.25 1670.3 1670.2 1670.2 1669.7 -4.35 -0.05 0.6 0.5 NaN 0.55 8126 RUSSELL caleb_strategy_v3 [1] 1665.9 None 1669.15 1669.2 1669.1 1669.1 1669.4 -3.25 -0.05 -0.2 -0.3 NaN -0.25 8141 FEEDCOW caleb_strategy_v3 [-1] 239.825 None 239.637 239.6 239.675 239.675 239.6 -0.1875 -0.0375 -0 -0.075 NaN -0.0375 8142 CORN caleb_strategy_v3 [-1] 513.25 None 500 500 500 500 510.5 -13.25 -0 10.5 10.5 NaN 10.5 8112 JGB-SGX-mini caleb_strategy_v3 [-1] 143.7 None 143.49 143.48 143.5 143.5 143.48 -0.21 -0.01 -0 -0.02 NaN -0.01 8113 JGB-SGX-mini caleb_strategy_v3 [-1] 143.7 None 143.49 143.48 143.5 143.5 NaN -0.21 -0.01 NaN NaN NaN NaN 8114 JGB-SGX-mini caleb_strategy_v3 [-1] 143.7 None 143.49 143.48 143.5 143.5 143.48 -0.21 -0.01 -0 -0.02 NaN -0.01 8111 JGB-SGX-mini caleb_strategy_v3 [-1] 143.7 None 143.49 143.48 143.5 143.5 143.48 -0.21 -0.01 -0 -0.02 NaN -0.01 ============================================================================================================================================================ 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 8115 GASOLINE caleb_strategy_v3 [1] 0.722005 -668.97 -4.1551 0 -8.31019 NaN -4.1551 8120 GAS_US_mini caleb_strategy_v3 [1] 2.13429 714.522 -11.7135 -46.8539 -70.2809 NaN -58.5674 8117 GAS_US_mini caleb_strategy_v3 [1] 2.13429 714.522 -35.1404 23.427 -46.8539 NaN -11.7135 8121 PLAT caleb_strategy_v3 [1] 236.088 423.572 -8.47143 21.1786 4.23572 NaN 12.7071 8118 PLAT caleb_strategy_v3 [1] 236.088 427.807 -8.47143 -4.23572 -21.1786 NaN -12.7071 8122 CANOLA caleb_strategy_v3 [-1] 147.105 -118.962 -10.1968 61.1806 40.7871 NaN 50.9838 8116 CANOLA caleb_strategy_v3 [-1] 147.105 -57.7817 -10.1968 -0 -20.3935 NaN -10.1968 8119 CANOLA caleb_strategy_v3 [-1] 147.105 -64.5795 -3.39892 -6.79784 -13.5957 NaN -10.1968 8123 CHF caleb_strategy_v3 [-1] 0.0814953 150.315 -3.06766 -6.13532 -12.2706 NaN -9.20298 8124 EUR caleb_strategy_v3 [1] 0.0765143 401.885 -3.26736 -6.53472 -13.0694 NaN -9.80208 8125 NZD caleb_strategy_v3 [1] 0.0573691 -344.262 -4.35775 8.71549 0 NaN 4.35775 8127 US30 caleb_strategy_v3 [1] 26.1902 -793.475 -5.96598 -11.932 -23.8639 NaN -17.8979 8130 JPY caleb_strategy_v3 [-1] 0.000637844 278.281 -3.91945 -7.83891 -15.6778 NaN -11.7584 8131 NASDAQ_micro caleb_strategy_v3 [-1] 3092.42 478.994 -0.404214 -0.808429 -1.61686 NaN -1.21264 8132 US10U caleb_strategy_v3 [-1] 12.3398 753.407 -6.33115 12.6623 -0 NaN 6.33115 8133 VIX caleb_strategy_v3 [-1] 11.1163 -427.301 -22.4895 -44.979 -89.958 NaN -67.4685 8128 MXP caleb_strategy_v3 [1] 0.0067663 -524.659 -7.38956 14.7791 0 NaN 7.38956 8135 MXP caleb_strategy_v3 [1] 0.0067663 -509.88 -7.38956 -29.5582 -44.3374 NaN -36.9478 8136 US5 caleb_strategy_v3 [-1] 5.68069 708.265 -6.87636 13.7536 0.000880174 NaN 6.87724 8129 US5 caleb_strategy_v3 [-1] 5.68069 708.265 -6.87636 13.7536 0.000880174 NaN 6.87724 8134 RUSSELL caleb_strategy_v3 [1] 351.303 -99.629 -2.84654 5.69309 6.47229e-12 NaN 2.84654 8137 RUSSELL caleb_strategy_v3 [1] 351.303 -96.7825 -2.84654 -11.3862 -17.0793 NaN -14.2327 8138 RUSSELL caleb_strategy_v3 [1] 351.303 -109.592 -1.42327 -2.84654 -5.69309 NaN -4.26982 8139 RUSSELL caleb_strategy_v3 [1] 351.303 -112.438 -1.42327 -11.3862 -14.2327 NaN -12.8094 8140 RUSSELL caleb_strategy_v3 [1] 351.303 -123.825 -1.42327 17.0793 14.2327 NaN 15.656 8126 RUSSELL caleb_strategy_v3 [1] 351.303 -92.5127 -1.42327 -5.69309 -8.53963 NaN -7.11636 8141 FEEDCOW caleb_strategy_v3 [-1] 34.7299 -53.9881 -10.7976 -0 -21.5952 NaN -10.7976 8142 CORN caleb_strategy_v3 [-1] 90.381 -1466.02 -0 1161.75 1161.75 NaN 1161.75 8112 JGB-SGX-mini caleb_strategy_v3 [-1] 4.11717 -510.059 -24.2885 -0 -48.577 NaN -24.2885 8113 JGB-SGX-mini caleb_strategy_v3 [-1] 4.11717 -510.059 -24.2885 NaN NaN NaN NaN 8114 JGB-SGX-mini caleb_strategy_v3 [-1] 4.11717 -510.059 -24.2885 -0 -48.577 NaN -24.2885 8111 JGB-SGX-mini caleb_strategy_v3 [-1] 4.11717 -510.059 -24.2885 -0 -48.577 NaN -24.2885 ======================================================================================================================================================================= 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 8115 GASOLINE caleb_strategy_v3 [1] 42000 -2028.6 -12.6 0 -25.2 NaN -12.6 8120 GAS_US_mini caleb_strategy_v3 [1] 2500 381.25 -6.25 -25 -37.5 NaN -31.25 8117 GAS_US_mini caleb_strategy_v3 [1] 2500 381.25 -18.75 12.5 -25 NaN -6.25 8121 PLAT caleb_strategy_v3 [1] 50 500 -10 25 5 NaN 15 8118 PLAT caleb_strategy_v3 [1] 50 505 -10 -5 -25 NaN -15 8122 CANOLA caleb_strategy_v3 [-1] 14.4243 -25.2425 -2.16364 12.9819 8.65457 NaN 10.8182 8116 CANOLA caleb_strategy_v3 [-1] 14.4243 -12.2606 -2.16364 -0 -4.32729 NaN -2.16364 8119 CANOLA caleb_strategy_v3 [-1] 14.4243 -13.7031 -0.721215 -1.44243 -2.88486 NaN -2.16364 8123 CHF caleb_strategy_v3 [-1] 125000 153.125 -3.125 -6.25 -12.5 NaN -9.375 8124 EUR caleb_strategy_v3 [1] 125000 384.375 -3.125 -6.25 -12.5 NaN -9.375 8125 NZD caleb_strategy_v3 [1] 100000 -197.5 -2.5 5 0 NaN 2.5 8127 US30 caleb_strategy_v3 [1] 1000 -2078.12 -15.625 -31.25 -62.5 NaN -46.875 8130 JPY caleb_strategy_v3 [-1] 1.25e+07 221.875 -3.125 -6.25 -12.5 NaN -9.375 8131 NASDAQ_micro caleb_strategy_v3 [-1] 2 296.25 -0.25 -0.5 -1 NaN -0.75 8132 US10U caleb_strategy_v3 [-1] 1000 929.688 -7.8125 15.625 -0 NaN 7.8125 8133 VIX caleb_strategy_v3 [-1] 1000 -475 -25 -50 -100 NaN -75 8128 MXP caleb_strategy_v3 [1] 500000 -177.5 -2.5 5 0 NaN 2.5 8135 MXP caleb_strategy_v3 [1] 500000 -172.5 -2.5 -10 -15 NaN -12.5 8136 US5 caleb_strategy_v3 [-1] 1000 402.344 -3.90625 7.813 0.0005 NaN 3.90675 8129 US5 caleb_strategy_v3 [-1] 1000 402.344 -3.90625 7.813 0.0005 NaN 3.90675 8134 RUSSELL caleb_strategy_v3 [1] 5 -17.5 -0.5 1 1.13687e-12 NaN 0.5 8137 RUSSELL caleb_strategy_v3 [1] 5 -17 -0.5 -2 -3 NaN -2.5 8138 RUSSELL caleb_strategy_v3 [1] 5 -19.25 -0.25 -0.5 -1 NaN -0.75 8139 RUSSELL caleb_strategy_v3 [1] 5 -19.75 -0.25 -2 -2.5 NaN -2.25 8140 RUSSELL caleb_strategy_v3 [1] 5 -21.75 -0.25 3 2.5 NaN 2.75 8126 RUSSELL caleb_strategy_v3 [1] 5 -16.25 -0.25 -1 -1.5 NaN -1.25 8141 FEEDCOW caleb_strategy_v3 [-1] 500 -93.75 -18.75 -0 -37.5 NaN -18.75 8142 CORN caleb_strategy_v3 [-1] 50 -662.5 -0 525 525 NaN 525 8112 JGB-SGX-mini caleb_strategy_v3 [-1] 661.293 -138.871 -6.61293 -0 -13.2259 NaN -6.61293 8113 JGB-SGX-mini caleb_strategy_v3 [-1] 661.293 -138.871 -6.61293 NaN NaN NaN NaN 8114 JGB-SGX-mini caleb_strategy_v3 [-1] 661.293 -138.871 -6.61293 -0 -13.2259 NaN -6.61293 8111 JGB-SGX-mini caleb_strategy_v3 [-1] 661.293 -138.871 -6.61293 -0 -13.2259 NaN -6.61293 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -51.206231 CHF 153.125000 CORN -662.500000 EUR 384.375000 FEEDCOW -93.750000 GASOLINE -2028.600000 GAS_US_mini 762.500000 JGB-SGX-mini -555.485752 JPY 221.875000 MXP -350.000000 NASDAQ_micro 296.250000 NZD -197.500000 PLAT 1005.000000 RUSSELL -111.500000 US10U 929.687500 US30 -2078.125000 US5 804.687500 VIX -475.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2046.166984 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -5.048502 CHF -3.125000 CORN -0.000000 EUR -3.125000 FEEDCOW -18.750000 GASOLINE -12.600000 GAS_US_mini -25.000000 JGB-SGX-mini -26.451702 JPY -3.125000 MXP -5.000000 NASDAQ_micro -0.250000 NZD -2.500000 PLAT -20.000000 RUSSELL -2.000000 US10U -7.812500 US30 -15.625000 US5 -7.812500 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -183.225204 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 11.539432 CHF -6.250000 CORN 525.000000 EUR -6.250000 FEEDCOW -0.000000 GASOLINE 0.000000 GAS_US_mini -12.500000 JGB-SGX-mini 0.000000 JPY -6.250000 MXP -5.000000 NASDAQ_micro -0.500000 NZD 5.000000 PLAT 20.000000 RUSSELL -1.500000 US10U 15.625000 US30 -31.250000 US5 15.626000 VIX -50.000000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 473.290432 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 1.442429 CHF -12.500000 CORN 525.000000 EUR -12.500000 FEEDCOW -37.500000 GASOLINE -25.200000 GAS_US_mini -62.500000 JGB-SGX-mini -39.677554 JPY -12.500000 MXP -15.000000 NASDAQ_micro -1.000000 NZD 0.000000 PLAT -20.000000 RUSSELL -5.500000 US10U -0.000000 US30 -62.500000 US5 0.001000 VIX -100.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 120.065875 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 CHF 0 CORN 0 EUR 0 FEEDCOW 0 GASOLINE 0 GAS_US_mini 0 JGB-SGX-mini 0 JPY 0 MXP 0 NASDAQ_micro 0 NZD 0 PLAT 0 RUSSELL 0 US10U 0 US30 0 US5 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 6.490931 CHF -9.375000 CORN 525.000000 EUR -9.375000 FEEDCOW -18.750000 GASOLINE -12.600000 GAS_US_mini -37.500000 JGB-SGX-mini -19.838777 JPY -9.375000 MXP -10.000000 NASDAQ_micro -0.750000 NZD 2.500000 PLAT 0.000000 RUSSELL -3.500000 US10U 7.812500 US30 -46.875000 US5 7.813500 VIX -75.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 296.678154 ******************************************************************************** END OF REPORT ********************************************************************************