******************************************************************************** Trades report produced on 17/11/2023 21:39 from 16/11/2023 21:39 to 17/11/2023 21:39 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8479 BTP caleb_strategy_v3 [20231200] 2023-11-17 08:01:26 [1] 114.39000 8491 CHF caleb_strategy_v3 [20231200] 2023-11-17 15:01:06 [1] 1.13010 8486 COPPER caleb_strategy_v3 [20231200] 2023-11-17 14:00:52 [1] 3.71350 8482 CRUDE_W caleb_strategy_v3 [20241200] 2023-11-17 14:00:46 [-1] 71.96000 8489 EUR caleb_strategy_v3 [20231200] 2023-11-17 15:00:59 [-1] 1.08830 8481 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-17 09:05:12 [1] 97.45000 8478 EUROSTX caleb_strategy_v3 [20231200] 2023-11-17 08:01:13 [-1] 4321.00000 8480 GASOIL caleb_strategy_v3 [20240200] 2023-11-17 09:01:00 [1] 763.25000 8487 GOLD_micro caleb_strategy_v3 [20231200] 2023-11-17 14:01:43 [1] 1988.30000 8484 GOLD_micro caleb_strategy_v3 [20231200] 2023-11-17 14:00:49 [1] 1987.70000 8488 GOLD_micro caleb_strategy_v3 [20231200] 2023-11-17 14:02:43 [1] 1988.30000 8483 HEATOIL caleb_strategy_v3 [20240200] 2023-11-17 14:00:47 [-1] 2.65570 8467 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-17 03:05:18 [1] 145.88000 8495 LIVECOW caleb_strategy_v3 [20240200] 2023-11-17 15:30:04 [1] 175.40000 8476 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:13:31 [1] 33440.00000 8475 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:12:33 [1] 33450.00000 8474 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:11:31 [1] 33445.00000 8473 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:10:30 [1] 33435.00000 8472 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:09:30 [1] 33440.00000 8471 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:08:29 [1] 33435.00000 8470 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:07:42 [1] 33440.00000 8469 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:06:30 [1] 33440.00000 8468 NIKKEI caleb_strategy_v3 [20231200] 2023-11-17 03:05:46 [1] 33445.00000 8490 NZD caleb_strategy_v3 [20231200] 2023-11-17 15:01:03 [-1] 0.59705 8485 PLAT caleb_strategy_v3 [20240100] 2023-11-17 14:00:50 [1] 905.90000 8494 REDWHEAT caleb_strategy_v3 [20240300] 2023-11-17 15:30:02 [1] 625.50000 8493 RUSSELL caleb_strategy_v3 [20231200] 2023-11-17 15:01:10 [1] 1791.70000 8477 SMI caleb_strategy_v3 [20231200] 2023-11-17 08:00:57 [-1] 10697.00000 8492 SP500_micro caleb_strategy_v3 [20231200] 2023-11-17 15:01:08 [1] 4518.75000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8467 JGB-SGX-mini caleb_strategy_v3 2023-11-16 2023-11-17 03:00:18.267 2023-11-17 03:05:18 97218.3 299.733 8468 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:05:29.342 2023-11-17 03:05:46 97529.3 16.658 8469 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:06:29.444 2023-11-17 03:06:30 97589.4 0.556 8470 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:07:29.396 2023-11-17 03:07:42 97649.4 12.604 8471 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:08:29.509 2023-11-17 03:08:29 97709.5 NaN 8472 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:09:29.896 2023-11-17 03:09:30 97769.9 0.104 8473 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:10:30.513 2023-11-17 03:10:30 97830.5 NaN 8474 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:11:30.940 2023-11-17 03:11:31 97890.9 0.06 8475 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:12:30.956 2023-11-17 03:12:33 97951 2.044 8476 NIKKEI caleb_strategy_v3 2023-11-16 2023-11-17 03:13:31.381 2023-11-17 03:13:31 98011.4 NaN 8477 SMI caleb_strategy_v3 2023-11-16 2023-11-17 08:00:55.307 2023-11-17 08:00:57 115255 1.693 8478 EUROSTX caleb_strategy_v3 2023-11-16 2023-11-17 08:00:57.918 2023-11-17 08:01:13 115258 15.082 8479 BTP caleb_strategy_v3 2023-11-16 2023-11-17 08:01:24.323 2023-11-17 08:01:26 115284 1.677 8480 GASOIL caleb_strategy_v3 2023-11-16 2023-11-17 09:00:57.290 2023-11-17 09:01:00 118857 2.71 8481 EURIBOR-ICE caleb_strategy_v3 2023-11-16 2023-11-17 09:01:56.550 2023-11-17 09:05:12 118917 195.45 8482 CRUDE_W caleb_strategy_v3 2023-11-16 2023-11-17 14:00:44.407 2023-11-17 14:00:46 136844 1.593 8483 HEATOIL caleb_strategy_v3 2023-11-16 2023-11-17 14:00:47.398 2023-11-17 14:00:47 136847 NaN 8485 PLAT caleb_strategy_v3 2023-11-16 2023-11-17 14:00:50.051 2023-11-17 14:00:50 136850 NaN 8486 COPPER caleb_strategy_v3 2023-11-16 2023-11-17 14:00:51.350 2023-11-17 14:00:52 136851 0.65 8488 GOLD_micro caleb_strategy_v3 2023-11-16 2023-11-17 14:02:43.757 2023-11-17 14:02:43 136964 NaN 8484 GOLD_micro caleb_strategy_v3 2023-11-16 2023-11-17 14:00:48.382 2023-11-17 14:00:49 136848 0.618 8487 GOLD_micro caleb_strategy_v3 2023-11-16 2023-11-17 14:01:43.772 2023-11-17 14:01:43 136904 NaN 8489 EUR caleb_strategy_v3 2023-11-16 2023-11-17 15:00:58.342 2023-11-17 15:00:59 140458 0.658 8490 NZD caleb_strategy_v3 2023-11-16 2023-11-17 15:00:59.926 2023-11-17 15:01:03 140460 3.074 8491 CHF caleb_strategy_v3 2023-11-16 2023-11-17 15:01:04.110 2023-11-17 15:01:06 140464 1.89 8492 SP500_micro caleb_strategy_v3 2023-11-16 2023-11-17 15:01:06.764 2023-11-17 15:01:08 140467 1.236 8493 RUSSELL caleb_strategy_v3 2023-11-16 2023-11-17 15:01:09.632 2023-11-17 15:01:10 140470 0.368 8494 REDWHEAT caleb_strategy_v3 2023-11-16 2023-11-17 15:30:02.129 2023-11-17 15:30:02 142202 NaN 8495 LIVECOW caleb_strategy_v3 2023-11-16 2023-11-17 15:30:03.635 2023-11-17 15:30:04 142204 0.365 =============================================================================================================================================================================================================================== 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 8467 JGB-SGX-mini caleb_strategy_v3 [1] 145.57 None 145.865 145.88 145.85 145.85 145.88 -0.295 -0.015 0 -0.03 NaN -0.015 8468 NIKKEI caleb_strategy_v3 [1] 33365 None 33437.5 33440 33435 33435 33445 -72.5 -2.5 -5 -10 NaN -7.5 8469 NIKKEI caleb_strategy_v3 [1] 33365 None 33442.5 33445 33440 33440 33440 -77.5 -2.5 5 0 NaN 2.5 8470 NIKKEI caleb_strategy_v3 [1] 33365 None 33442.5 33445 33440 33440 33440 -77.5 -2.5 5 0 NaN 2.5 8471 NIKKEI caleb_strategy_v3 [1] 33365 None 33442.5 33445 33440 33440 33435 -77.5 -2.5 10 5 NaN 7.5 8472 NIKKEI caleb_strategy_v3 [1] 33365 None 33432.5 33435 33430 33430 33440 -67.5 -2.5 -5 -10 NaN -7.5 8473 NIKKEI caleb_strategy_v3 [1] 33365 None 33437.5 33440 33435 33435 33435 -72.5 -2.5 5 0 NaN 2.5 8474 NIKKEI caleb_strategy_v3 [1] 33365 None 33432.5 33435 33430 33430 33445 -67.5 -2.5 -10 -15 NaN -12.5 8475 NIKKEI caleb_strategy_v3 [1] 33365 None 33442.5 33445 33440 33440 33450 -77.5 -2.5 -5 -10 NaN -7.5 8476 NIKKEI caleb_strategy_v3 [1] 33365 None 33447.5 33450 33445 33445 33440 -82.5 -2.5 10 5 NaN 7.5 8477 SMI caleb_strategy_v3 [-1] 10677 None 10697 10696 10698 10698 10697 20 -1 1 -1 NaN 0 8478 EUROSTX caleb_strategy_v3 [-1] 4316 None 4322.5 4322 4323 4323 4321 6.5 -0.5 -1 -2 NaN -1.5 8479 BTP caleb_strategy_v3 [1] 114.23 None 114.375 114.38 114.37 114.37 114.39 -0.145 -0.005 -0.01 -0.02 NaN -0.015 8480 GASOIL caleb_strategy_v3 [1] 765.5 None 762.875 763 762.75 762.75 763.25 2.625 -0.125 -0.25 -0.5 NaN -0.375 8481 EURIBOR-ICE caleb_strategy_v3 [1] 97.395 None 97.4425 97.445 97.44 97.44 97.45 -0.0475 -0.0025 -0.005 -0.01 NaN -0.0075 8482 CRUDE_W caleb_strategy_v3 [-1] 71.3 None 71.955 71.95 71.96 71.96 71.96 0.655 -0.005 0.01 -1.42109e-14 NaN 0.005 8483 HEATOIL caleb_strategy_v3 [-1] 2.638 None 2.6562 2.6559 2.6565 2.6565 2.6557 0.0182 -0.0003 -0.0002 -0.0008 NaN -0.0005 8485 PLAT caleb_strategy_v3 [1] 901.5 None 905.6 905.7 905.5 905.5 905.9 -4.1 -0.1 -0.2 -0.4 NaN -0.3 8486 COPPER caleb_strategy_v3 [1] 3.6955 None 3.71375 3.714 3.7135 3.7135 3.7135 -0.01825 -0.00025 0.0005 4.44089e-16 NaN 0.00025 8488 GOLD_micro caleb_strategy_v3 [1] 1986.9 None 1988.2 1988.3 1988.1 1988.1 1988.3 -1.3 -0.1 0 -0.2 NaN -0.1 8484 GOLD_micro caleb_strategy_v3 [1] 1986.9 None 1987.6 1987.7 1987.5 1987.5 1987.7 -0.7 -0.1 0 -0.2 NaN -0.1 8487 GOLD_micro caleb_strategy_v3 [1] 1986.9 None 1987.65 1987.7 1987.6 1987.6 1988.3 -0.75 -0.05 -0.6 -0.7 NaN -0.65 8489 EUR caleb_strategy_v3 [-1] 1.08675 None 1.08827 1.08825 1.0883 1.0883 1.0883 0.001525 -2.5e-05 5e-05 -0 NaN 2.5e-05 8490 NZD caleb_strategy_v3 [-1] 0.59765 None 0.597075 0.59705 0.5971 0.5971 0.59705 -0.000575 -2.5e-05 -0 -5e-05 NaN -2.5e-05 8491 CHF caleb_strategy_v3 [1] 1.1289 None 1.13005 1.1301 1.13 1.13 1.1301 -0.00115 -5e-05 0 -0.0001 NaN -5e-05 8492 SP500_micro caleb_strategy_v3 [1] 4514.5 None 4518.88 4519 4518.75 4518.75 4518.75 -4.375 -0.125 0.25 0 NaN 0.125 8493 RUSSELL caleb_strategy_v3 [1] 1782.1 None 1791.45 1791.5 1791.4 1791.4 1791.7 -9.35 -0.05 -0.2 -0.3 NaN -0.25 8494 REDWHEAT caleb_strategy_v3 [1] 636.25 None 625.25 625.5 625 625 625.5 11 -0.25 0 -0.5 NaN -0.25 8495 LIVECOW caleb_strategy_v3 [1] 175.5 None 175.35 175.375 175.325 175.325 175.4 0.15 -0.025 -0.025 -0.075 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 8467 JGB-SGX-mini caleb_strategy_v3 [1] 4.73294 -623.291 -31.6928 0 -63.3856 NaN -31.6928 8468 NIKKEI caleb_strategy_v3 [1] 5561.37 -130.364 -4.49529 -8.99059 -17.9812 NaN -13.4859 8469 NIKKEI caleb_strategy_v3 [1] 5561.37 -139.354 -4.49529 8.99059 0 NaN 4.49529 8470 NIKKEI caleb_strategy_v3 [1] 5561.37 -139.354 -4.49529 8.99059 0 NaN 4.49529 8471 NIKKEI caleb_strategy_v3 [1] 5561.37 -139.354 -4.49529 17.9812 8.99059 NaN 13.4859 8472 NIKKEI caleb_strategy_v3 [1] 5561.37 -121.373 -4.49529 -8.99059 -17.9812 NaN -13.4859 8473 NIKKEI caleb_strategy_v3 [1] 5561.37 -130.364 -4.49529 8.99059 0 NaN 4.49529 8474 NIKKEI caleb_strategy_v3 [1] 5561.37 -121.373 -4.49529 -17.9812 -26.9718 NaN -22.4765 8475 NIKKEI caleb_strategy_v3 [1] 5561.37 -139.354 -4.49529 -8.99059 -17.9812 NaN -13.4859 8476 NIKKEI caleb_strategy_v3 [1] 5561.37 -148.345 -4.49529 17.9812 8.99059 NaN 13.4859 8477 SMI caleb_strategy_v3 [-1] 1317.57 151.795 -7.58973 7.58973 -7.58973 NaN 0 8478 EUROSTX caleb_strategy_v3 [-1] 627.26 103.625 -7.97117 -15.9423 -31.8847 NaN -23.9135 8479 BTP caleb_strategy_v3 [1] 11.7712 -123.182 -4.24765 -8.49529 -16.9906 NaN -12.7429 8480 GASOIL caleb_strategy_v3 [1] 294.711 89.0703 -4.24144 -8.48289 -16.9658 NaN -12.7243 8481 EURIBOR-ICE caleb_strategy_v3 [1] 1.01526 -467.86 -24.6242 -49.2484 -98.4967 NaN -73.8726 8482 CRUDE_W caleb_strategy_v3 [-1] 24.3289 269.227 -2.05517 4.11034 -5.84114e-12 NaN 2.05517 8483 HEATOIL caleb_strategy_v3 [-1] 0.969093 187.804 -3.09568 -2.06379 -8.25514 NaN -5.15946 8485 PLAT caleb_strategy_v3 [1] 253.467 -161.757 -3.94529 -7.89058 -15.7812 NaN -11.8359 8486 COPPER caleb_strategy_v3 [1] 0.674561 -270.546 -3.70612 7.41223 6.58338e-12 NaN 3.70612 8488 GOLD_micro caleb_strategy_v3 [1] 248.62 -52.2887 -4.0222 0 -8.04441 NaN -4.0222 8484 GOLD_micro caleb_strategy_v3 [1] 248.62 -28.1554 -4.0222 0 -8.04441 NaN -4.0222 8487 GOLD_micro caleb_strategy_v3 [1] 248.62 -30.1665 -2.0111 -24.1332 -28.1554 NaN -26.1443 8489 EUR caleb_strategy_v3 [-1] 0.0904059 168.684 -2.76531 5.53061 -0 NaN 2.76531 8490 NZD caleb_strategy_v3 [-1] 0.0722277 -79.6093 -3.46127 -0 -6.92255 NaN -3.46127 8491 CHF caleb_strategy_v3 [1] 0.086282 -133.284 -5.79495 0 -11.5899 NaN -5.79495 8492 SP500_micro caleb_strategy_v3 [1] 671.028 -65.1984 -1.86281 3.72563 0 NaN 1.86281 8493 RUSSELL caleb_strategy_v3 [1] 464.249 -201.401 -1.07701 -4.30803 -6.46205 NaN -5.38504 8494 REDWHEAT caleb_strategy_v3 [1] 195.063 563.92 -12.8164 0 -25.6327 NaN -12.8164 8495 LIVECOW caleb_strategy_v3 [1] 28.9064 51.8916 -8.64859 -8.64859 -25.9458 NaN -17.2972 ======================================================================================================================================================================= 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 8467 JGB-SGX-mini caleb_strategy_v3 [1] 663.788 -195.817 -9.95682 0 -19.9136 NaN -9.95682 8468 NIKKEI caleb_strategy_v3 [1] 0.663788 -48.1246 -1.65947 -3.31894 -6.63788 NaN -4.97841 8469 NIKKEI caleb_strategy_v3 [1] 0.663788 -51.4436 -1.65947 3.31894 0 NaN 1.65947 8470 NIKKEI caleb_strategy_v3 [1] 0.663788 -51.4436 -1.65947 3.31894 0 NaN 1.65947 8471 NIKKEI caleb_strategy_v3 [1] 0.663788 -51.4436 -1.65947 6.63788 3.31894 NaN 4.97841 8472 NIKKEI caleb_strategy_v3 [1] 0.663788 -44.8057 -1.65947 -3.31894 -6.63788 NaN -4.97841 8473 NIKKEI caleb_strategy_v3 [1] 0.663788 -48.1246 -1.65947 3.31894 0 NaN 1.65947 8474 NIKKEI caleb_strategy_v3 [1] 0.663788 -44.8057 -1.65947 -6.63788 -9.95682 NaN -8.29735 8475 NIKKEI caleb_strategy_v3 [1] 0.663788 -51.4436 -1.65947 -3.31894 -6.63788 NaN -4.97841 8476 NIKKEI caleb_strategy_v3 [1] 0.663788 -54.7625 -1.65947 6.63788 3.31894 NaN 4.97841 8477 SMI caleb_strategy_v3 [-1] 11.2525 225.05 -11.2525 11.2525 -11.2525 NaN 0 8478 EUROSTX caleb_strategy_v3 [-1] 10.846 70.499 -5.423 -10.846 -21.692 NaN -16.269 8479 BTP caleb_strategy_v3 [1] 1084.6 -157.267 -5.423 -10.846 -21.692 NaN -16.269 8480 GASOIL caleb_strategy_v3 [1] 100 262.5 -12.5 -25 -50 NaN -37.5 8481 EURIBOR-ICE caleb_strategy_v3 [1] 2711.5 -128.796 -6.77875 -13.5575 -27.115 NaN -20.3363 8482 CRUDE_W caleb_strategy_v3 [-1] 1000 655 -5 10 -1.42109e-11 NaN 5 8483 HEATOIL caleb_strategy_v3 [-1] 42000 764.4 -12.6 -8.4 -33.6 NaN -21 8485 PLAT caleb_strategy_v3 [1] 50 -205 -5 -10 -20 NaN -15 8486 COPPER caleb_strategy_v3 [1] 25000 -456.25 -6.25 12.5 1.11022e-11 NaN 6.25 8488 GOLD_micro caleb_strategy_v3 [1] 10 -13 -1 0 -2 NaN -1 8484 GOLD_micro caleb_strategy_v3 [1] 10 -7 -1 0 -2 NaN -1 8487 GOLD_micro caleb_strategy_v3 [1] 10 -7.5 -0.5 -6 -7 NaN -6.5 8489 EUR caleb_strategy_v3 [-1] 125000 190.625 -3.125 6.25 -0 NaN 3.125 8490 NZD caleb_strategy_v3 [-1] 100000 -57.5 -2.5 -0 -5 NaN -2.5 8491 CHF caleb_strategy_v3 [1] 125000 -143.75 -6.25 0 -12.5 NaN -6.25 8492 SP500_micro caleb_strategy_v3 [1] 5 -21.875 -0.625 1.25 0 NaN 0.625 8493 RUSSELL caleb_strategy_v3 [1] 5 -46.75 -0.25 -1 -1.5 NaN -1.25 8494 REDWHEAT caleb_strategy_v3 [1] 50 550 -12.5 0 -25 NaN -12.5 8495 LIVECOW caleb_strategy_v3 [1] 400 60 -10 -10 -30 NaN -20 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP -157.267000 CHF -143.750000 COPPER -456.250000 CRUDE_W 655.000000 EUR 190.625000 EURIBOR-ICE -128.796250 EUROSTX 70.499000 GASOIL 262.500000 GOLD_micro -27.500000 HEATOIL 764.400000 JGB-SGX-mini -195.817472 LIVECOW 60.000000 NIKKEI -446.397456 NZD -57.500000 PLAT -205.000000 REDWHEAT 550.000000 RUSSELL -46.750000 SMI 225.050000 SP500_micro -21.875000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 891.170822 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.423000 CHF -6.250000 COPPER -6.250000 CRUDE_W -5.000000 EUR -3.125000 EURIBOR-ICE -6.778750 EUROSTX -5.423000 GASOIL -12.500000 GOLD_micro -2.500000 HEATOIL -12.600000 JGB-SGX-mini -9.956821 LIVECOW -10.000000 NIKKEI -14.935231 NZD -2.500000 PLAT -5.000000 REDWHEAT -12.500000 RUSSELL -0.250000 SMI -11.252500 SP500_micro -0.625000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -132.869301 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP -10.84600 CHF 0.00000 COPPER 12.50000 CRUDE_W 10.00000 EUR 6.25000 EURIBOR-ICE -13.55750 EUROSTX -10.84600 GASOIL -25.00000 GOLD_micro -6.00000 HEATOIL -8.40000 JGB-SGX-mini 0.00000 LIVECOW -10.00000 NIKKEI 6.63788 NZD -0.00000 PLAT -10.00000 REDWHEAT 0.00000 RUSSELL -1.00000 SMI 11.25250 SP500_micro 1.25000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -47.75912 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP -2.169200e+01 CHF -1.250000e+01 COPPER 1.110223e-11 CRUDE_W -1.421085e-11 EUR -0.000000e+00 EURIBOR-ICE -2.711500e+01 EUROSTX -2.169200e+01 GASOIL -5.000000e+01 GOLD_micro -1.100000e+01 HEATOIL -3.360000e+01 JGB-SGX-mini -1.991364e+01 LIVECOW -3.000000e+01 NIKKEI -2.323258e+01 NZD -5.000000e+00 PLAT -2.000000e+01 REDWHEAT -2.500000e+01 RUSSELL -1.500000e+00 SMI -1.125250e+01 SP500_micro 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -313.497723 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 CHF 0 COPPER 0 CRUDE_W 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 HEATOIL 0 JGB-SGX-mini 0 LIVECOW 0 NIKKEI 0 NZD 0 PLAT 0 REDWHEAT 0 RUSSELL 0 SMI 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 BTP -16.269000 CHF -6.250000 COPPER 6.250000 CRUDE_W 5.000000 EUR 3.125000 EURIBOR-ICE -20.336250 EUROSTX -16.269000 GASOIL -37.500000 GOLD_micro -8.500000 HEATOIL -21.000000 JGB-SGX-mini -9.956821 LIVECOW -20.000000 NIKKEI -8.297350 NZD -2.500000 PLAT -15.000000 REDWHEAT -12.500000 RUSSELL -1.250000 SMI 0.000000 SP500_micro 0.625000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -180.628421 ******************************************************************************** END OF REPORT 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