******************************************************************************** Trades report produced on 09/11/2023 21:39 from 08/11/2023 21:39 to 09/11/2023 21:39 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8283 AUD caleb_strategy_v3 [20231200] 2023-11-09 15:00:58 [-1] 0.64300 8282 CAD caleb_strategy_v3 [20231200] 2023-11-09 15:00:55 [-1] 0.72675 8268 DAX caleb_strategy_v3 [20231200] 2023-11-09 08:00:30 [-1] 15297.00000 8288 DOW caleb_strategy_v3 [20231200] 2023-11-09 15:01:40 [-1] 34147.00000 8284 DOW caleb_strategy_v3 [20231200] 2023-11-09 15:00:59 [-1] 34152.00000 8271 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-09 09:05:02 [1] 97.30000 8270 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-09 09:03:30 [1] 97.29500 8275 GASOLINE caleb_strategy_v3 [20240200] 2023-11-09 14:00:47 [-1] 2.13220 8277 GAS_US_mini caleb_strategy_v3 [20240100] 2023-11-09 14:01:34 [-1] 3.37500 8274 GAS_US_mini caleb_strategy_v3 [20240100] 2023-11-09 14:00:45 [-1] 3.38500 8273 GOLD_micro caleb_strategy_v3 [20231200] 2023-11-09 14:00:35 [-1] 1955.50000 8272 HEATOIL caleb_strategy_v3 [20240200] 2023-11-09 14:00:34 [-1] 2.64770 8278 MXP caleb_strategy_v3 [20231200] 2023-11-09 15:00:40 [1] 0.05686 8286 MXP caleb_strategy_v3 [20231200] 2023-11-09 15:01:38 [1] 0.05685 8280 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-11-09 15:00:41 [1] 15415.25000 8266 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:06:17 [1] 32475.00000 8265 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:05:17 [1] 32465.00000 8264 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:04:27 [1] 32470.00000 8263 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:03:16 [1] 32475.00000 8262 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:02:24 [1] 32475.00000 8261 NIKKEI caleb_strategy_v3 [20231200] 2023-11-09 03:01:38 [1] 32475.00000 8269 OAT caleb_strategy_v3 [20231200] 2023-11-09 08:00:31 [1] 125.46000 8276 PLAT caleb_strategy_v3 [20240100] 2023-11-09 14:00:48 [-1] 869.40000 8287 RUSSELL caleb_strategy_v3 [20231200] 2023-11-09 15:01:39 [-1] 1724.80000 8289 RUSSELL caleb_strategy_v3 [20231200] 2023-11-09 15:02:39 [-1] 1725.60000 8279 RUSSELL caleb_strategy_v3 [20231200] 2023-11-09 15:00:40 [-1] 1727.70000 8267 SMI caleb_strategy_v3 [20231200] 2023-11-09 08:00:28 [-1] 10624.00000 8281 SP400 caleb_strategy_v3 [20231200] 2023-11-09 15:00:50 [1] 2448.30000 8285 SP500_micro caleb_strategy_v3 [20231200] 2023-11-09 15:01:01 [-1] 4399.75000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8261 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:01:16.143 2023-11-09 03:01:38 97276.1 21.857 8262 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:02:16.452 2023-11-09 03:02:24 97336.5 7.548 8263 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:03:16.740 2023-11-09 03:03:16 97396.7 NaN 8264 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:04:16.790 2023-11-09 03:04:27 97456.8 10.21 8265 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:05:17.034 2023-11-09 03:05:17 97517 NaN 8266 NIKKEI caleb_strategy_v3 2023-11-08 2023-11-09 03:06:17.135 2023-11-09 03:06:17 97577.1 NaN 8267 SMI caleb_strategy_v3 2023-11-08 2023-11-09 08:00:27.888 2023-11-09 08:00:28 115228 0.112 8268 DAX caleb_strategy_v3 2023-11-08 2023-11-09 08:00:29.533 2023-11-09 08:00:30 115230 0.467 8269 OAT caleb_strategy_v3 2023-11-08 2023-11-09 08:00:30.863 2023-11-09 08:00:31 115231 0.137 8270 EURIBOR-ICE caleb_strategy_v3 2023-11-08 2023-11-09 09:00:29.257 2023-11-09 09:03:30 118829 180.743 8271 EURIBOR-ICE caleb_strategy_v3 2023-11-08 2023-11-09 09:03:33.221 2023-11-09 09:05:02 119013 88.779 8272 HEATOIL caleb_strategy_v3 2023-11-08 2023-11-09 14:00:34.010 2023-11-09 14:00:34 136834 NaN 8273 GOLD_micro caleb_strategy_v3 2023-11-08 2023-11-09 14:00:35.101 2023-11-09 14:00:35 136835 NaN 8275 GASOLINE caleb_strategy_v3 2023-11-08 2023-11-09 14:00:46.590 2023-11-09 14:00:47 136847 0.41 8276 PLAT caleb_strategy_v3 2023-11-08 2023-11-09 14:00:48.510 2023-11-09 14:00:48 136849 NaN 8274 GAS_US_mini caleb_strategy_v3 2023-11-08 2023-11-09 14:00:36.273 2023-11-09 14:00:45 136836 8.727 8277 GAS_US_mini caleb_strategy_v3 2023-11-08 2023-11-09 14:01:33.891 2023-11-09 14:01:34 136894 0.109 8280 NASDAQ_micro caleb_strategy_v3 2023-11-08 2023-11-09 15:00:41.619 2023-11-09 15:00:41 140442 NaN 8281 SP400 caleb_strategy_v3 2023-11-08 2023-11-09 15:00:42.472 2023-11-09 15:00:50 140442 7.528 8282 CAD caleb_strategy_v3 2023-11-08 2023-11-09 15:00:51.502 2023-11-09 15:00:55 140452 3.498 8283 AUD caleb_strategy_v3 2023-11-08 2023-11-09 15:00:55.639 2023-11-09 15:00:58 140456 2.361 8285 SP500_micro caleb_strategy_v3 2023-11-08 2023-11-09 15:00:59.646 2023-11-09 15:01:01 140460 1.354 8286 MXP caleb_strategy_v3 2023-11-08 2023-11-09 15:01:38.695 2023-11-09 15:01:38 140499 NaN 8278 MXP caleb_strategy_v3 2023-11-08 2023-11-09 15:00:38.692 2023-11-09 15:00:40 140439 1.308 8288 DOW caleb_strategy_v3 2023-11-08 2023-11-09 15:01:39.952 2023-11-09 15:01:40 140500 0.048 8284 DOW caleb_strategy_v3 2023-11-08 2023-11-09 15:00:58.786 2023-11-09 15:00:59 140459 0.214 8289 RUSSELL caleb_strategy_v3 2023-11-08 2023-11-09 15:02:38.588 2023-11-09 15:02:39 140559 0.412 8287 RUSSELL caleb_strategy_v3 2023-11-08 2023-11-09 15:01:39.391 2023-11-09 15:01:39 140499 NaN 8279 RUSSELL caleb_strategy_v3 2023-11-08 2023-11-09 15:00:40.903 2023-11-09 15:00:40 140441 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 8261 NIKKEI caleb_strategy_v3 [1] 32280 None 32477.5 32480 32475 32475 32475 -197.5 -2.5 5 0 NaN 2.5 8262 NIKKEI caleb_strategy_v3 [1] 32280 None 32477.5 32480 32475 32475 32475 -197.5 -2.5 5 0 NaN 2.5 8263 NIKKEI caleb_strategy_v3 [1] 32280 None 32477.5 32480 32475 32475 32475 -197.5 -2.5 5 0 NaN 2.5 8264 NIKKEI caleb_strategy_v3 [1] 32280 None 32472.5 32475 32470 32470 32470 -192.5 -2.5 5 0 NaN 2.5 8265 NIKKEI caleb_strategy_v3 [1] 32280 None 32472.5 32475 32470 32470 32465 -192.5 -2.5 10 5 NaN 7.5 8266 NIKKEI caleb_strategy_v3 [1] 32280 None 32462.5 32465 32460 32460 32475 -182.5 -2.5 -10 -15 NaN -12.5 8267 SMI caleb_strategy_v3 [-1] 10605 None 10624.5 10624 10625 10625 10624 19.5 -0.5 -0 -1 NaN -0.5 8268 DAX caleb_strategy_v3 [-1] 15277 None 15296 15295 15297 15297 15297 19 -1 2 -0 NaN 1 8269 OAT caleb_strategy_v3 [1] 125.46 None 125.445 125.45 125.44 125.44 125.46 0.015 -0.005 -0.01 -0.02 NaN -0.015 8270 EURIBOR-ICE caleb_strategy_v3 [1] 97.31 None 97.2875 97.29 97.285 97.285 97.295 0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 8271 EURIBOR-ICE caleb_strategy_v3 [1] 97.31 None 97.2925 97.295 97.29 97.29 97.3 0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 8272 HEATOIL caleb_strategy_v3 [-1] 2.6668 None 2.64835 2.648 2.6487 2.6487 2.6477 -0.01845 -0.00035 -0.0003 -0.001 NaN -0.00065 8273 GOLD_micro caleb_strategy_v3 [-1] 1954.6 None 1955.65 1955.6 1955.7 1955.7 1955.5 1.05 -0.05 -0.1 -0.2 NaN -0.15 8275 GASOLINE caleb_strategy_v3 [-1] 2.1211 None 2.1328 2.1323 2.1333 2.1333 2.1322 0.0117 -0.0005 -0.0001 -0.0011 NaN -0.0006 8276 PLAT caleb_strategy_v3 [-1] 871.5 None 869.6 869.4 869.8 869.8 869.4 -1.9 -0.2 -0 -0.4 NaN -0.2 8274 GAS_US_mini caleb_strategy_v3 [-1] 3.395 None 3.39 3.385 3.395 3.395 3.385 -0.005 -0.005 -0 -0.01 NaN -0.005 8277 GAS_US_mini caleb_strategy_v3 [-1] 3.395 None 3.3875 3.385 3.39 3.39 3.375 -0.0075 -0.0025 -0.01 -0.015 NaN -0.0125 8280 NASDAQ_micro caleb_strategy_v3 [1] 15359.2 None 15415.4 15415.5 15415.2 15415.2 15415.2 -56.125 -0.125 0.25 0 NaN 0.125 8281 SP400 caleb_strategy_v3 [1] 2445.8 None 2448.7 2449.1 2448.3 2448.3 2448.3 -2.9 -0.4 0.8 0 NaN 0.4 8282 CAD caleb_strategy_v3 [-1] 0.72495 None 0.726825 0.7268 0.72685 0.72685 0.72675 0.001875 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 8283 AUD caleb_strategy_v3 [-1] 0.64075 None 0.643075 0.64305 0.6431 0.6431 0.643 0.002325 -2.5e-05 -5e-05 -0.0001 NaN -7.5e-05 8285 SP500_micro caleb_strategy_v3 [-1] 4394.25 None 4400.12 4400 4400.25 4400.25 4399.75 5.875 -0.125 -0.25 -0.5 NaN -0.375 8286 MXP caleb_strategy_v3 [1] 0.0566 None 0.056865 0.05687 0.05686 0.05686 0.05685 -0.000265 -5e-06 2e-05 1e-05 NaN 1.5e-05 8278 MXP caleb_strategy_v3 [1] 0.0566 None 0.056865 0.05687 0.05686 0.05686 0.05686 -0.000265 -5e-06 1e-05 6.93889e-18 NaN 5e-06 8288 DOW caleb_strategy_v3 [-1] 34132 None 34153 34152 34154 34154 34147 21 -1 -5 -7 NaN -6 8284 DOW caleb_strategy_v3 [-1] 34132 None 34153 34152 34154 34154 34152 21 -1 -0 -2 NaN -1 8289 RUSSELL caleb_strategy_v3 [-1] 1718.6 None 1725.55 1725.5 1725.6 1725.6 1725.6 6.95 -0.05 0.1 -2.27374e-13 NaN 0.05 8287 RUSSELL caleb_strategy_v3 [-1] 1718.6 None 1724.75 1724.7 1724.8 1724.8 1724.8 6.15 -0.05 0.1 -2.27374e-13 NaN 0.05 8279 RUSSELL caleb_strategy_v3 [-1] 1718.6 None 1727.75 1727.7 1727.8 NaN 1727.7 9.15 -0.05 -0 NaN NaN -0.05 ============================================================================================================================================================ 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 8261 NIKKEI caleb_strategy_v3 [1] 6001.24 -329.098 -4.1658 8.33161 0 NaN 4.1658 8262 NIKKEI caleb_strategy_v3 [1] 6001.24 -329.098 -4.1658 8.33161 0 NaN 4.1658 8263 NIKKEI caleb_strategy_v3 [1] 6001.24 -329.098 -4.1658 8.33161 0 NaN 4.1658 8264 NIKKEI caleb_strategy_v3 [1] 6001.24 -320.767 -4.1658 8.33161 0 NaN 4.1658 8265 NIKKEI caleb_strategy_v3 [1] 6001.24 -320.767 -4.1658 16.6632 8.33161 NaN 12.4974 8266 NIKKEI caleb_strategy_v3 [1] 6001.24 -304.104 -4.1658 -16.6632 -24.9948 NaN -20.829 8267 SMI caleb_strategy_v3 [-1] 1314.12 148.389 -3.80483 -0 -7.60967 NaN -3.80483 8268 DAX caleb_strategy_v3 [-1] 2090.81 90.8737 -4.78283 9.56566 -0 NaN 4.78283 8269 OAT caleb_strategy_v3 [1] 10.9833 13.6571 -4.55237 -9.10474 -18.2095 NaN -13.6571 8270 EURIBOR-ICE caleb_strategy_v3 [1] 0.983041 228.882 -25.4313 -50.8626 -101.725 NaN -76.2939 8271 EURIBOR-ICE caleb_strategy_v3 [1] 0.983041 178.019 -25.4313 -50.8626 -101.725 NaN -76.2939 8272 HEATOIL caleb_strategy_v3 [-1] 0.946147 -195.001 -3.69922 -3.17076 -10.5692 NaN -6.86997 8273 GOLD_micro caleb_strategy_v3 [-1] 252.626 41.5634 -1.97921 -3.95842 -7.91684 NaN -5.93763 8275 GASOLINE caleb_strategy_v3 [-1] 0.739183 158.283 -6.76423 -1.35285 -14.8813 NaN -8.11707 8276 PLAT caleb_strategy_v3 [-1] 250.188 -75.9428 -7.99398 -0 -15.988 NaN -7.99398 8274 GAS_US_mini caleb_strategy_v3 [-1] 2.08687 -23.9593 -23.9593 -0 -47.9186 NaN -23.9593 8277 GAS_US_mini caleb_strategy_v3 [-1] 2.08687 -35.9389 -11.9796 -47.9186 -71.8779 NaN -59.8982 8280 NASDAQ_micro caleb_strategy_v3 [1] 2980.45 -188.31 -0.419399 0.838799 0 NaN 0.419399 8281 SP400 caleb_strategy_v3 [1] 483.11 -60.0278 -8.2797 16.5594 0 NaN 8.2797 8282 CAD caleb_strategy_v3 [-1] 0.047697 393.106 -5.24142 -10.4828 -20.9657 NaN -15.7242 8283 AUD caleb_strategy_v3 [-1] 0.0708152 328.319 -3.53031 -7.06063 -14.1213 NaN -10.5909 8285 SP500_micro caleb_strategy_v3 [-1] 670.357 87.6398 -1.86468 -3.72935 -7.45871 NaN -5.59403 8286 MXP caleb_strategy_v3 [1] 0.00682704 -388.162 -7.32382 29.2953 14.6476 NaN 21.9715 8278 MXP caleb_strategy_v3 [1] 0.00682704 -388.162 -7.32382 14.6476 1.01638e-11 NaN 7.32382 8288 DOW caleb_strategy_v3 [-1] 4514.3 46.5189 -2.21519 -11.0759 -15.5063 NaN -13.2911 8284 DOW caleb_strategy_v3 [-1] 4514.3 46.5189 -2.21519 -0 -4.43037 NaN -2.21519 8289 RUSSELL caleb_strategy_v3 [-1] 394.567 176.143 -1.26721 2.53443 -5.76262e-12 NaN 1.26721 8287 RUSSELL caleb_strategy_v3 [-1] 394.567 155.867 -1.26721 2.53443 -5.76262e-12 NaN 1.26721 8279 RUSSELL caleb_strategy_v3 [-1] 394.567 231.9 -1.26721 -0 NaN NaN -1.26721 ======================================================================================================================================================================= 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 8261 NIKKEI caleb_strategy_v3 [1] 0.662932 -130.929 -1.65733 3.31466 0 NaN 1.65733 8262 NIKKEI caleb_strategy_v3 [1] 0.662932 -130.929 -1.65733 3.31466 0 NaN 1.65733 8263 NIKKEI caleb_strategy_v3 [1] 0.662932 -130.929 -1.65733 3.31466 0 NaN 1.65733 8264 NIKKEI caleb_strategy_v3 [1] 0.662932 -127.614 -1.65733 3.31466 0 NaN 1.65733 8265 NIKKEI caleb_strategy_v3 [1] 0.662932 -127.614 -1.65733 6.62932 3.31466 NaN 4.97199 8266 NIKKEI caleb_strategy_v3 [1] 0.662932 -120.985 -1.65733 -6.62932 -9.94398 NaN -8.28665 8267 SMI caleb_strategy_v3 [-1] 11.116 216.762 -5.558 -0 -11.116 NaN -5.558 8268 DAX caleb_strategy_v3 [-1] 1.0707 20.3433 -1.0707 2.1414 -0 NaN 1.0707 8269 OAT caleb_strategy_v3 [1] 1070.7 16.0605 -5.3535 -10.707 -21.414 NaN -16.0605 8270 EURIBOR-ICE caleb_strategy_v3 [1] 2676.75 60.2269 -6.69188 -13.3837 -26.7675 NaN -20.0756 8271 EURIBOR-ICE caleb_strategy_v3 [1] 2676.75 46.8431 -6.69187 -13.3837 -26.7675 NaN -20.0756 8272 HEATOIL caleb_strategy_v3 [-1] 42000 -774.9 -14.7 -12.6 -42 NaN -27.3 8273 GOLD_micro caleb_strategy_v3 [-1] 10 10.5 -0.5 -1 -2 NaN -1.5 8275 GASOLINE caleb_strategy_v3 [-1] 42000 491.4 -21 -4.2 -46.2 NaN -25.2 8276 PLAT caleb_strategy_v3 [-1] 50 -95 -10 -0 -20 NaN -10 8274 GAS_US_mini caleb_strategy_v3 [-1] 2500 -12.5 -12.5 -0 -25 NaN -12.5 8277 GAS_US_mini caleb_strategy_v3 [-1] 2500 -18.75 -6.25 -25 -37.5 NaN -31.25 8280 NASDAQ_micro caleb_strategy_v3 [1] 2 -112.25 -0.25 0.5 0 NaN 0.25 8281 SP400 caleb_strategy_v3 [1] 100 -290 -40 80 0 NaN 40 8282 CAD caleb_strategy_v3 [-1] 100000 187.5 -2.5 -5 -10 NaN -7.5 8283 AUD caleb_strategy_v3 [-1] 100000 232.5 -2.5 -5 -10 NaN -7.5 8285 SP500_micro caleb_strategy_v3 [-1] 5 29.375 -0.625 -1.25 -2.5 NaN -1.875 8286 MXP caleb_strategy_v3 [1] 500000 -132.5 -2.5 10 5 NaN 7.5 8278 MXP caleb_strategy_v3 [1] 500000 -132.5 -2.5 5 3.46945e-12 NaN 2.5 8288 DOW caleb_strategy_v3 [-1] 0.5 10.5 -0.5 -2.5 -3.5 NaN -3 8284 DOW caleb_strategy_v3 [-1] 0.5 10.5 -0.5 -0 -1 NaN -0.5 8289 RUSSELL caleb_strategy_v3 [-1] 5 34.75 -0.25 0.5 -1.13687e-12 NaN 0.25 8287 RUSSELL caleb_strategy_v3 [-1] 5 30.75 -0.25 0.5 -1.13687e-12 NaN 0.25 8279 RUSSELL caleb_strategy_v3 [-1] 5 45.75 -0.25 -0 NaN NaN -0.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 232.500000 CAD 187.500000 DAX 20.343300 DOW 21.000000 EURIBOR-ICE 107.070000 GASOLINE 491.400000 GAS_US_mini -31.250000 GOLD_micro 10.500000 HEATOIL -774.900000 MXP -265.000000 NASDAQ_micro -112.250000 NIKKEI -769.001293 OAT 16.060500 PLAT -95.000000 RUSSELL 111.250000 SMI 216.762000 SP400 -290.000000 SP500_micro 29.375000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -893.640493 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.500000 CAD -2.500000 DAX -1.070700 DOW -1.000000 EURIBOR-ICE -13.383750 GASOLINE -21.000000 GAS_US_mini -18.750000 GOLD_micro -0.500000 HEATOIL -14.700000 MXP -5.000000 NASDAQ_micro -0.250000 NIKKEI -9.943982 OAT -5.353500 PLAT -10.000000 RUSSELL -0.750000 SMI -5.558000 SP400 -40.000000 SP500_micro -0.625000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -152.884932 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.000000 CAD -5.000000 DAX 2.141400 DOW -2.500000 EURIBOR-ICE -26.767500 GASOLINE -4.200000 GAS_US_mini -25.000000 GOLD_micro -1.000000 HEATOIL -12.600000 MXP 15.000000 NASDAQ_micro 0.500000 NIKKEI 13.258643 OAT -10.707000 PLAT -0.000000 RUSSELL 1.000000 SMI -0.000000 SP400 80.000000 SP500_micro -1.250000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 17.875543 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -1.000000e+01 CAD -1.000000e+01 DAX -0.000000e+00 DOW -4.500000e+00 EURIBOR-ICE -5.353500e+01 GASOLINE -4.620000e+01 GAS_US_mini -6.250000e+01 GOLD_micro -2.000000e+00 HEATOIL -4.200000e+01 MXP 5.000000e+00 NASDAQ_micro 0.000000e+00 NIKKEI -6.629321e+00 OAT -2.141400e+01 PLAT -2.000000e+01 RUSSELL -2.273737e-12 SMI -1.111600e+01 SP400 0.000000e+00 SP500_micro -2.500000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -287.394321 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CAD 0 DAX 0 DOW 0 EURIBOR-ICE 0 GASOLINE 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 PLAT 0 RUSSELL 0 SMI 0 SP400 0 SP500_micro 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 AUD -7.500000 CAD -7.500000 DAX 1.070700 DOW -3.500000 EURIBOR-ICE -40.151250 GASOLINE -25.200000 GAS_US_mini -43.750000 GOLD_micro -1.500000 HEATOIL -27.300000 MXP 10.000000 NASDAQ_micro 0.250000 NIKKEI 3.314661 OAT -16.060500 PLAT -10.000000 RUSSELL 0.250000 SMI -5.558000 SP400 40.000000 SP500_micro -1.875000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -135.009389 ******************************************************************************** END OF REPORT ********************************************************************************