******************************************************************************** Trades report produced on 23/11/2023 21:39 from 22/11/2023 21:39 to 23/11/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8556 CAC caleb_strategy_v3 [20231200] 2023-11-23 08:01:03 [1] 7277.00000 8569 CAD caleb_strategy_v3 [20231200] 2023-11-23 15:02:44 [-1] 0.73000 8566 DOW caleb_strategy_v3 [20231200] 2023-11-23 15:00:57 [-1] 35342.00000 8560 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-23 09:08:05 [1] 97.36000 8557 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-23 09:00:52 [1] 97.36000 8558 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-23 09:01:05 [1] 97.36500 8559 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-23 09:02:05 [1] 97.36000 8563 HEATOIL caleb_strategy_v3 [20240200] 2023-11-23 14:00:53 [1] 2.75560 8565 JPY caleb_strategy_v3 [20231200] 2023-11-23 15:00:56 [1] 0.00671 8570 JPY caleb_strategy_v3 [20231200] 2023-11-23 15:03:29 [1] 0.00671 8575 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:06:59 [1] 0.05799 8573 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:05:14 [1] 0.05800 8572 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:04:36 [1] 0.05800 8571 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:03:29 [1] 0.05801 8568 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:02:44 [1] 0.05801 8574 MXP caleb_strategy_v3 [20231200] 2023-11-23 15:05:59 [1] 0.05800 8548 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:01:32 [1] 33615.00000 8555 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:10:46 [1] 33625.00000 8554 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:10:37 [1] 33630.00000 8553 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:07:26 [1] 33620.00000 8552 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:07:24 [1] 33620.00000 8551 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:05:27 [1] 33620.00000 8550 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:04:17 [1] 33620.00000 8549 NIKKEI caleb_strategy_v3 [20240300] 2023-11-23 03:04:11 [1] 33620.00000 8562 ROBUSTA _ROLL_PSEUDO_STRATEGY [20240300] 2023-11-23 10:00:23 [1] 2429.00000 8561 ROBUSTA _ROLL_PSEUDO_STRATEGY [20240100] 2023-11-23 10:00:22 [-1] 2489.00000 8564 RUSSELL caleb_strategy_v3 [20231200] 2023-11-23 15:00:36 [1] 1797.20000 8567 VIX caleb_strategy_v3 [20240200] 2023-11-23 15:00:59 [1] 16.85000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8548 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:01:15.212 2023-11-23 03:01:32 97275.2 16.788 8549 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:02:15.143 2023-11-23 03:04:11 97335.1 115.857 8550 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:04:13.182 2023-11-23 03:04:17 97453.2 3.818 8551 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:05:13.238 2023-11-23 03:05:27 97513.2 13.762 8552 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:06:13.707 2023-11-23 03:07:24 97573.7 70.293 8553 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:07:26.481 2023-11-23 03:07:26 97646.5 NaN 8554 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:08:26.373 2023-11-23 03:10:37 97706.4 130.627 8555 NIKKEI caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 03:10:39.360 2023-11-23 03:10:46 97839.4 6.64 8556 CAC caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 08:01:02.891 2023-11-23 08:01:03 115263 0.109 8560 EURIBOR-ICE caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 09:03:05.825 2023-11-23 09:08:05 118986 299.175 8557 EURIBOR-ICE caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 09:00:05.967 2023-11-23 09:00:52 118806 46.033 8558 EURIBOR-ICE caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 09:01:05.476 2023-11-23 09:01:05 118865 NaN 8559 EURIBOR-ICE caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 09:02:05.547 2023-11-23 09:02:05 118926 NaN 8561 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-11-22 17:00:00 2023-11-23 10:00:21.962 2023-11-23 10:00:22 61222 0.038 8562 ROBUSTA _ROLL_PSEUDO_STRATEGY 2023-11-22 17:00:00 2023-11-23 10:00:23.006 2023-11-23 10:00:23 61223 NaN 8563 HEATOIL caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 14:00:31.573 2023-11-23 14:00:53 136832 21.427 8564 RUSSELL caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:00:34.307 2023-11-23 15:00:36 140434 1.693 8566 DOW caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:00:57.454 2023-11-23 15:00:57 140457 NaN 8567 VIX caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:00:59.405 2023-11-23 15:00:59 140459 NaN 8569 CAD caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:02:44.714 2023-11-23 15:02:44 140565 NaN 8570 JPY caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:02:58.754 2023-11-23 15:03:29 140579 30.246 8565 JPY caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:00:37.067 2023-11-23 15:00:56 140437 18.933 8568 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:01:00.478 2023-11-23 15:02:44 140460 103.522 8571 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:03:29.706 2023-11-23 15:03:29 140610 NaN 8572 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:03:58.933 2023-11-23 15:04:36 140639 37.067 8573 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:04:58.903 2023-11-23 15:05:14 140699 15.097 8574 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:05:59.318 2023-11-23 15:05:59 140759 NaN 8575 MXP caleb_strategy_v3 2023-11-22 00:00:00 2023-11-23 15:06:59.770 2023-11-23 15:06:59 140820 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 8548 NIKKEI caleb_strategy_v3 [1] 33635 None 33610 33615 33605 33605 33615 25 -5 0 -10 NaN -5 8549 NIKKEI caleb_strategy_v3 [1] 33635 None 33612.5 33615 33610 33610 33620 22.5 -2.5 -5 -10 NaN -7.5 8550 NIKKEI caleb_strategy_v3 [1] 33635 None 33615 33620 33610 33610 33620 20 -5 0 -10 NaN -5 8551 NIKKEI caleb_strategy_v3 [1] 33635 None 33622.5 33625 33620 33620 33620 12.5 -2.5 5 0 NaN 2.5 8552 NIKKEI caleb_strategy_v3 [1] 33635 None 33622.5 33625 33620 33620 33620 12.5 -2.5 5 0 NaN 2.5 8553 NIKKEI caleb_strategy_v3 [1] 33635 None 33622.5 33625 33620 33620 33620 12.5 -2.5 5 0 NaN 2.5 8554 NIKKEI caleb_strategy_v3 [1] 33635 None 33622.5 33625 33620 33620 33630 12.5 -2.5 -5 -10 NaN -7.5 8555 NIKKEI caleb_strategy_v3 [1] 33635 None 33627.5 33630 33625 33625 33625 7.5 -2.5 5 0 NaN 2.5 8556 CAC caleb_strategy_v3 [1] 7270 None 7280.75 7281 7280.5 7280.5 7277 -10.75 -0.25 4 3.5 NaN 3.75 8560 EURIBOR-ICE caleb_strategy_v3 [1] 97.365 None 97.3575 97.36 97.355 97.355 97.36 0.0075 -0.0025 0 -0.005 NaN -0.0025 8557 EURIBOR-ICE caleb_strategy_v3 [1] 97.365 None 97.3625 97.365 97.36 97.36 97.36 0.0025 -0.0025 0.005 0 NaN 0.0025 8558 EURIBOR-ICE caleb_strategy_v3 [1] 97.365 None 97.36 97.365 97.355 97.355 97.365 0.005 -0.005 0 -0.01 NaN -0.005 8559 EURIBOR-ICE caleb_strategy_v3 [1] 97.365 None 97.3625 97.365 97.36 97.36 97.36 0.0025 -0.0025 0.005 0 NaN 0.0025 8561 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 2516 None 2490 2489 2491 NaN 2489 -26 -1 -0 NaN NaN -1 8562 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 2438 None 2427.5 2429 2426 2426 2429 10.5 -1.5 0 -3 NaN -1.5 8563 HEATOIL caleb_strategy_v3 [1] 2.7651 None 2.7544 2.7555 2.7533 2.7533 2.7556 0.0107 -0.0011 -0.0001 -0.0023 NaN -0.0012 8564 RUSSELL caleb_strategy_v3 [1] 1798.5 None 1797.3 1797.4 1797.2 1797.2 1797.2 1.2 -0.1 0.2 0 NaN 0.1 8566 DOW caleb_strategy_v3 [-1] 35304 None 35344 35343 35345 35345 35342 40 -1 -1 -3 NaN -2 8567 VIX caleb_strategy_v3 [1] 16.9 None 16.825 16.85 16.8 NaN 16.85 0.075 -0.025 0 NaN NaN -0.025 8569 CAD caleb_strategy_v3 [-1] 0.7302 None 0.730025 0.73 0.73005 NaN 0.73 -0.000175 -2.5e-05 -0 NaN NaN -2.5e-05 8570 JPY caleb_strategy_v3 [1] 0.0067085 None 0.00670975 0.00671 0.0067095 0.0067095 0.00671 -1.25e-06 -2.5e-07 0 -5e-07 NaN -2.5e-07 8565 JPY caleb_strategy_v3 [1] 0.0067085 None 0.00670925 0.0067095 0.006709 0.006709 0.00671 -7.5e-07 -2.5e-07 -5e-07 -1e-06 NaN -7.5e-07 8568 MXP caleb_strategy_v3 [1] 0.05794 None 0.058015 0.05802 0.05801 0.05801 0.05801 -7.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 8571 MXP caleb_strategy_v3 [1] 0.05794 None 0.058015 0.05802 0.05801 0.05801 0.05801 -7.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 8572 MXP caleb_strategy_v3 [1] 0.05794 None 0.058005 0.05801 0.058 0.058 0.058 -6.5e-05 -5e-06 1e-05 0 NaN 5e-06 8573 MXP caleb_strategy_v3 [1] 0.05794 None 0.058005 0.05801 0.058 0.058 0.058 -6.5e-05 -5e-06 1e-05 0 NaN 5e-06 8574 MXP caleb_strategy_v3 [1] 0.05794 None 0.058005 0.05801 0.058 0.058 0.058 -6.5e-05 -5e-06 1e-05 0 NaN 5e-06 8575 MXP caleb_strategy_v3 [1] 0.05794 None 0.057995 0.058 0.05799 0.05799 0.05799 -5.5e-05 -5e-06 1e-05 6.93889e-18 NaN 5e-06 ================================================================================================================================================================ 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 8548 NIKKEI caleb_strategy_v3 [1] 5451.09 45.8624 -9.17249 0 -18.345 NaN -9.17249 8549 NIKKEI caleb_strategy_v3 [1] 5451.09 41.2762 -4.58624 -9.17249 -18.345 NaN -13.7587 8550 NIKKEI caleb_strategy_v3 [1] 5451.09 36.6899 -9.17249 0 -18.345 NaN -9.17249 8551 NIKKEI caleb_strategy_v3 [1] 5451.09 22.9312 -4.58624 9.17249 0 NaN 4.58624 8552 NIKKEI caleb_strategy_v3 [1] 5451.09 22.9312 -4.58624 9.17249 0 NaN 4.58624 8553 NIKKEI caleb_strategy_v3 [1] 5451.09 22.9312 -4.58624 9.17249 0 NaN 4.58624 8554 NIKKEI caleb_strategy_v3 [1] 5451.09 22.9312 -4.58624 -9.17249 -18.345 NaN -13.7587 8555 NIKKEI caleb_strategy_v3 [1] 5451.09 13.7587 -4.58624 9.17249 0 NaN 4.58624 8556 CAC caleb_strategy_v3 [1] 979.712 -109.726 -2.55177 40.8283 35.7248 NaN 38.2766 8560 EURIBOR-ICE caleb_strategy_v3 [1] 0.995554 75.3349 -25.1116 0 -50.2233 NaN -25.1116 8557 EURIBOR-ICE caleb_strategy_v3 [1] 0.995554 25.1116 -25.1116 50.2233 0 NaN 25.1116 8558 EURIBOR-ICE caleb_strategy_v3 [1] 0.995554 50.2233 -50.2233 0 -100.447 NaN -50.2233 8559 EURIBOR-ICE caleb_strategy_v3 [1] 0.995554 25.1116 -25.1116 50.2233 0 NaN 25.1116 8561 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 607.975 -427.649 -16.448 -0 NaN NaN -16.448 8562 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 607.975 172.704 -24.6721 0 -49.3441 NaN -24.6721 8563 HEATOIL caleb_strategy_v3 [1] 1.0043 106.542 -10.9529 -0.99572 -22.9016 NaN -11.9486 8564 RUSSELL caleb_strategy_v3 [1] 445.29 26.9487 -2.24573 4.49145 0 NaN 2.24573 8566 DOW caleb_strategy_v3 [-1] 4243.24 94.2675 -2.35669 -2.35669 -7.07007 NaN -4.71338 8567 VIX caleb_strategy_v3 [1] 8.62635 86.9429 -28.981 0 NaN NaN -28.981 8569 CAD caleb_strategy_v3 [-1] 0.0457476 -38.2534 -5.46477 -0 NaN NaN -5.46477 8570 JPY caleb_strategy_v3 [1] 0.000643953 -19.4114 -3.88227 0 -7.76454 NaN -3.88227 8565 JPY caleb_strategy_v3 [1] 0.000643953 -11.6468 -3.88227 -7.76454 -15.5291 NaN -11.6468 8568 MXP caleb_strategy_v3 [1] 0.00647667 -115.8 -7.72002 15.44 1.07137e-11 NaN 7.72002 8571 MXP caleb_strategy_v3 [1] 0.00647667 -115.8 -7.72002 15.44 1.07137e-11 NaN 7.72002 8572 MXP caleb_strategy_v3 [1] 0.00647667 -100.36 -7.72002 15.44 0 NaN 7.72002 8573 MXP caleb_strategy_v3 [1] 0.00647667 -100.36 -7.72002 15.44 0 NaN 7.72002 8574 MXP caleb_strategy_v3 [1] 0.00647667 -100.36 -7.72002 15.44 0 NaN 7.72002 8575 MXP caleb_strategy_v3 [1] 0.00647667 -84.9202 -7.72002 15.44 1.07137e-11 NaN 7.72002 =========================================================================================================================================================================== 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 8548 NIKKEI caleb_strategy_v3 [1] 0.670657 16.7664 -3.35329 0 -6.70657 NaN -3.35329 8549 NIKKEI caleb_strategy_v3 [1] 0.670657 15.0898 -1.67664 -3.35329 -6.70657 NaN -5.02993 8550 NIKKEI caleb_strategy_v3 [1] 0.670657 13.4131 -3.35329 0 -6.70657 NaN -3.35329 8551 NIKKEI caleb_strategy_v3 [1] 0.670657 8.38321 -1.67664 3.35329 0 NaN 1.67664 8552 NIKKEI caleb_strategy_v3 [1] 0.670657 8.38321 -1.67664 3.35329 0 NaN 1.67664 8553 NIKKEI caleb_strategy_v3 [1] 0.670657 8.38321 -1.67664 3.35329 0 NaN 1.67664 8554 NIKKEI caleb_strategy_v3 [1] 0.670657 8.38321 -1.67664 -3.35329 -6.70657 NaN -5.02993 8555 NIKKEI caleb_strategy_v3 [1] 0.670657 5.02993 -1.67664 3.35329 0 NaN 1.67664 8556 CAC caleb_strategy_v3 [1] 10.908 -117.261 -2.727 43.632 38.178 NaN 40.905 8560 EURIBOR-ICE caleb_strategy_v3 [1] 2727 20.4525 -6.8175 0 -13.635 NaN -6.8175 8557 EURIBOR-ICE caleb_strategy_v3 [1] 2727 6.8175 -6.8175 13.635 0 NaN 6.8175 8558 EURIBOR-ICE caleb_strategy_v3 [1] 2727 13.635 -13.635 0 -27.27 NaN -13.635 8559 EURIBOR-ICE caleb_strategy_v3 [1] 2727 6.8175 -6.8175 13.635 0 NaN 6.8175 8561 ROBUSTA _ROLL_PSEUDO_STRATEGY [-1] 10 -260 -10 -0 NaN NaN -10 8562 ROBUSTA _ROLL_PSEUDO_STRATEGY [1] 10 105 -15 0 -30 NaN -15 8563 HEATOIL caleb_strategy_v3 [1] 42000 449.4 -46.2 -4.2 -96.6 NaN -50.4 8564 RUSSELL caleb_strategy_v3 [1] 5 6 -0.5 1 0 NaN 0.5 8566 DOW caleb_strategy_v3 [-1] 0.5 20 -0.5 -0.5 -1.5 NaN -1 8567 VIX caleb_strategy_v3 [1] 1000 75 -25 0 NaN NaN -25 8569 CAD caleb_strategy_v3 [-1] 100000 -17.5 -2.5 -0 NaN NaN -2.5 8570 JPY caleb_strategy_v3 [1] 1.25e+07 -15.625 -3.125 0 -6.25 NaN -3.125 8565 JPY caleb_strategy_v3 [1] 1.25e+07 -9.375 -3.125 -6.25 -12.5 NaN -9.375 8568 MXP caleb_strategy_v3 [1] 500000 -37.5 -2.5 5 3.46945e-12 NaN 2.5 8571 MXP caleb_strategy_v3 [1] 500000 -37.5 -2.5 5 3.46945e-12 NaN 2.5 8572 MXP caleb_strategy_v3 [1] 500000 -32.5 -2.5 5 0 NaN 2.5 8573 MXP caleb_strategy_v3 [1] 500000 -32.5 -2.5 5 0 NaN 2.5 8574 MXP caleb_strategy_v3 [1] 500000 -32.5 -2.5 5 0 NaN 2.5 8575 MXP caleb_strategy_v3 [1] 500000 -27.5 -2.5 5 3.46945e-12 NaN 2.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA -155.000000 caleb_strategy_v3 CAC -117.261000 CAD -17.500000 DOW 20.000000 EURIBOR-ICE 47.722500 HEATOIL 449.400000 JPY -25.000000 MXP -200.000000 NIKKEI 83.832135 RUSSELL 6.000000 VIX 75.000000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -155.000000 caleb_strategy_v3 322.193635 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA -25.000000 caleb_strategy_v3 CAC -2.727000 CAD -2.500000 DOW -0.500000 EURIBOR-ICE -34.087500 HEATOIL -46.200000 JPY -6.250000 MXP -15.000000 NIKKEI -16.766427 RUSSELL -0.500000 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.000000 caleb_strategy_v3 -149.530927 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0.000000 caleb_strategy_v3 CAC 43.632000 CAD -0.000000 DOW -0.500000 EURIBOR-ICE 27.270000 HEATOIL -4.200000 JPY -6.250000 MXP 30.000000 NIKKEI 6.706571 RUSSELL 1.000000 VIX 0.000000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.000000 caleb_strategy_v3 97.658571 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA -3.000000e+01 caleb_strategy_v3 CAC 3.817800e+01 CAD 0.000000e+00 DOW -1.500000e+00 EURIBOR-ICE -4.090500e+01 HEATOIL -9.660000e+01 JPY -1.875000e+01 MXP 1.040834e-11 NIKKEI -2.682628e+01 RUSSELL 0.000000e+00 VIX 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -30.000000 caleb_strategy_v3 -146.403283 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY ROBUSTA 0 caleb_strategy_v3 CAC 0 CAD 0 DOW 0 EURIBOR-ICE 0 HEATOIL 0 JPY 0 MXP 0 NIKKEI 0 RUSSELL 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 ROBUSTA -25.000000 caleb_strategy_v3 CAC 40.905000 CAD -2.500000 DOW -1.000000 EURIBOR-ICE -6.817500 HEATOIL -50.400000 JPY -12.500000 MXP 15.000000 NIKKEI -10.059856 RUSSELL 0.500000 VIX -25.000000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.000000 caleb_strategy_v3 -51.872356 ******************************************************************************** END OF REPORT ********************************************************************************