******************************************************************************** Trades report produced on 30/11/2023 21:39 from 29/11/2023 21:39 to 30/11/2023 21:39 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8703 CRUDE_W caleb_strategy_v3 [20241200] 2023-11-30 14:00:34 [1] 75.800000 8709 EUR caleb_strategy_v3 [20231200] 2023-11-30 15:00:36 [1] 1.091450 8697 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-30 09:01:36 [1] 97.600000 8698 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-30 09:01:47 [1] 97.595000 8699 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-30 09:03:38 [1] 97.595000 8700 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-30 09:03:48 [1] 97.600000 8701 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-30 09:05:55 [1] 97.600000 8705 GASOLINE caleb_strategy_v3 [20240300] 2023-11-30 14:00:41 [1] 2.272200 8708 GAS_US_mini caleb_strategy_v3 [20240200] 2023-11-30 14:03:43 [-1] 2.780000 8707 GAS_US_mini caleb_strategy_v3 [20240200] 2023-11-30 14:02:31 [-1] 2.785000 8706 GAS_US_mini caleb_strategy_v3 [20240200] 2023-11-30 14:01:31 [-1] 2.790000 8704 GAS_US_mini caleb_strategy_v3 [20240200] 2023-11-30 14:00:39 [-1] 2.780000 8694 JGB-SGX-mini caleb_strategy_v3 [20240300] 2023-11-30 03:06:15 [1] 146.110000 8695 JGB-SGX-mini caleb_strategy_v3 [20240300] 2023-11-30 03:11:18 [1] 146.110000 8723 LEANHOG caleb_strategy_v3 [20240200] 2023-11-30 15:31:03 [1] 70.450000 8725 LIVECOW caleb_strategy_v3 [20240200] 2023-11-30 15:31:53 [1] 170.275000 8722 LIVECOW caleb_strategy_v3 [20240200] 2023-11-30 15:30:58 [1] 170.375000 8715 MXP caleb_strategy_v3 [20231200] 2023-11-30 15:02:43 [1] 0.057190 8717 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-11-30 15:02:46 [1] 15931.250000 8713 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-11-30 15:02:37 [1] 15924.250000 8720 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-11-30 15:03:46 [1] 15927.000000 8696 OAT caleb_strategy_v3 [20231200] 2023-11-30 08:00:44 [-1] 127.710000 8702 PLAT caleb_strategy_v3 [20240100] 2023-11-30 14:00:31 [1] 944.300000 8724 SOYMEAL caleb_strategy_v3 [20240300] 2023-11-30 15:31:06 [-1] 413.800000 8710 SP500_micro caleb_strategy_v3 [20231200] 2023-11-30 15:00:39 [-1] 4561.500000 8721 US10U caleb_strategy_v3 [20240300] 2023-11-30 15:03:46 [-1] 113.593750 8714 US10U caleb_strategy_v3 [20240300] 2023-11-30 15:02:42 [-1] 113.562500 8718 US10U caleb_strategy_v3 [20240300] 2023-11-30 15:03:06 [-1] 113.578125 8719 US30 caleb_strategy_v3 [20240300] 2023-11-30 15:03:45 [1] 123.250000 8712 US30 caleb_strategy_v3 [20240300] 2023-11-30 15:02:36 [1] 123.218750 8716 US30 caleb_strategy_v3 [20240300] 2023-11-30 15:02:45 [1] 123.187500 8711 VIX caleb_strategy_v3 [20240200] 2023-11-30 15:02:22 [1] 16.550000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8694 JGB-SGX-mini caleb_strategy_v3 2023-11-29 2023-11-30 03:01:15.454 2023-11-30 03:06:15 97275.5 299.546 8695 JGB-SGX-mini caleb_strategy_v3 2023-11-29 2023-11-30 03:06:18.158 2023-11-30 03:11:18 97578.2 299.842 8696 OAT caleb_strategy_v3 2023-11-29 2023-11-30 08:00:44.483 2023-11-30 08:00:44 115244 NaN 8697 EURIBOR-ICE caleb_strategy_v3 2023-11-29 2023-11-30 09:00:47.219 2023-11-30 09:01:36 118847 48.781 8698 EURIBOR-ICE caleb_strategy_v3 2023-11-29 2023-11-30 09:01:47.597 2023-11-30 09:01:47 118908 NaN 8699 EURIBOR-ICE caleb_strategy_v3 2023-11-29 2023-11-30 09:02:47.508 2023-11-30 09:03:38 118968 50.492 8700 EURIBOR-ICE caleb_strategy_v3 2023-11-29 2023-11-30 09:03:47.545 2023-11-30 09:03:48 119028 0.455 8701 EURIBOR-ICE caleb_strategy_v3 2023-11-29 2023-11-30 09:04:47.808 2023-11-30 09:05:55 119088 67.192 8702 PLAT caleb_strategy_v3 2023-11-29 2023-11-30 14:00:31.723 2023-11-30 14:00:31 136832 NaN 8703 CRUDE_W caleb_strategy_v3 2023-11-29 2023-11-30 14:00:32.754 2023-11-30 14:00:34 136833 1.246 8705 GASOLINE caleb_strategy_v3 2023-11-29 2023-11-30 14:00:39.662 2023-11-30 14:00:41 136840 1.338 8704 GAS_US_mini caleb_strategy_v3 2023-11-29 2023-11-30 14:00:34.649 2023-11-30 14:00:39 136835 4.351 8706 GAS_US_mini caleb_strategy_v3 2023-11-29 2023-11-30 14:01:31.557 2023-11-30 14:01:31 136892 NaN 8707 GAS_US_mini caleb_strategy_v3 2023-11-29 2023-11-30 14:02:31.589 2023-11-30 14:02:31 136952 NaN 8708 GAS_US_mini caleb_strategy_v3 2023-11-29 2023-11-30 14:03:31.683 2023-11-30 14:03:43 137012 11.317 8709 EUR caleb_strategy_v3 2023-11-29 2023-11-30 15:00:35.258 2023-11-30 15:00:36 140435 0.742 8710 SP500_micro caleb_strategy_v3 2023-11-29 2023-11-30 15:00:37.524 2023-11-30 15:00:39 140438 1.476 8711 VIX caleb_strategy_v3 2023-11-29 2023-11-30 15:00:40.219 2023-11-30 15:02:22 140440 101.781 8715 MXP caleb_strategy_v3 2023-11-29 2023-11-30 15:02:42.710 2023-11-30 15:02:43 140563 0.29 8712 US30 caleb_strategy_v3 2023-11-29 2023-11-30 15:02:22.771 2023-11-30 15:02:36 140543 13.229 8716 US30 caleb_strategy_v3 2023-11-29 2023-11-30 15:02:45.435 2023-11-30 15:02:45 140565 NaN 8719 US30 caleb_strategy_v3 2023-11-29 2023-11-30 15:03:45.472 2023-11-30 15:03:45 140625 NaN 8720 NASDAQ_micro caleb_strategy_v3 2023-11-29 2023-11-30 15:03:46.100 2023-11-30 15:03:46 140626 NaN 8713 NASDAQ_micro caleb_strategy_v3 2023-11-29 2023-11-30 15:02:37.553 2023-11-30 15:02:37 140558 NaN 8717 NASDAQ_micro caleb_strategy_v3 2023-11-29 2023-11-30 15:02:45.936 2023-11-30 15:02:46 140566 0.064 8721 US10U caleb_strategy_v3 2023-11-29 2023-11-30 15:03:46.636 2023-11-30 15:03:46 140627 NaN 8714 US10U caleb_strategy_v3 2023-11-29 2023-11-30 15:02:38.184 2023-11-30 15:02:42 140558 3.816 8718 US10U caleb_strategy_v3 2023-11-29 2023-11-30 15:02:46.530 2023-11-30 15:03:06 140567 19.47 8723 LEANHOG caleb_strategy_v3 2023-11-29 2023-11-30 15:30:59.550 2023-11-30 15:31:03 142260 3.45 8724 SOYMEAL caleb_strategy_v3 2023-11-29 2023-11-30 15:31:03.801 2023-11-30 15:31:06 142264 2.199 8722 LIVECOW caleb_strategy_v3 2023-11-29 2023-11-30 15:30:52.846 2023-11-30 15:30:58 142253 5.154 8725 LIVECOW caleb_strategy_v3 2023-11-29 2023-11-30 15:31:52.871 2023-11-30 15:31:53 142313 0.129 ================================================================================================================================================================================================================================= 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 8694 JGB-SGX-mini caleb_strategy_v3 [1] 146.05 None 146.065 146.12 146.01 146.01 146.11 -0.015 -0.055 0.01 -0.1 NaN -0.045 8695 JGB-SGX-mini caleb_strategy_v3 [1] 146.05 None 146.06 146.11 146.01 146.01 146.11 -0.01 -0.05 0 -0.1 NaN -0.05 8696 OAT caleb_strategy_v3 [-1] 127.49 None 127.705 127.7 127.71 127.71 127.71 0.215 -0.005 0.01 -1.42109e-14 NaN 0.005 8697 EURIBOR-ICE caleb_strategy_v3 [1] 97.55 None 97.5925 97.595 97.59 97.59 97.6 -0.0425 -0.0025 -0.005 -0.01 NaN -0.0075 8698 EURIBOR-ICE caleb_strategy_v3 [1] 97.55 None 97.5975 97.6 97.595 97.595 97.595 -0.0475 -0.0025 0.005 0 NaN 0.0025 8699 EURIBOR-ICE caleb_strategy_v3 [1] 97.55 None 97.5925 97.595 97.59 97.59 97.595 -0.0425 -0.0025 0 -0.005 NaN -0.0025 8700 EURIBOR-ICE caleb_strategy_v3 [1] 97.55 None 97.5925 97.595 97.59 NaN 97.6 -0.0425 -0.0025 -0.005 NaN NaN -0.0075 8701 EURIBOR-ICE caleb_strategy_v3 [1] 97.55 None 97.5925 97.595 97.59 97.59 97.6 -0.0425 -0.0025 -0.005 -0.01 NaN -0.0075 8702 PLAT caleb_strategy_v3 [1] 941.5 None 944.05 944.2 943.9 943.9 944.3 -2.55 -0.15 -0.1 -0.4 NaN -0.25 8703 CRUDE_W caleb_strategy_v3 [1] 75.14 None 75.785 75.8 75.77 75.77 75.8 -0.645 -0.015 0 -0.03 NaN -0.015 8705 GASOLINE caleb_strategy_v3 [1] 2.2575 None 2.27155 2.2719 2.2712 2.2712 2.2722 -0.01405 -0.00035 -0.0003 -0.001 NaN -0.00065 8704 GAS_US_mini caleb_strategy_v3 [-1] 2.765 None 2.7825 2.78 2.785 2.785 2.78 0.0175 -0.0025 -0 -0.005 NaN -0.0025 8706 GAS_US_mini caleb_strategy_v3 [-1] 2.765 None 2.7825 2.78 2.785 NaN 2.79 0.0175 -0.0025 0.01 NaN NaN 0.0075 8707 GAS_US_mini caleb_strategy_v3 [-1] 2.765 None 2.7875 2.785 2.79 NaN 2.785 0.0225 -0.0025 -0 NaN NaN -0.0025 8708 GAS_US_mini caleb_strategy_v3 [-1] 2.765 None 2.785 2.78 2.79 2.79 2.78 0.02 -0.005 -0 -0.01 NaN -0.005 8709 EUR caleb_strategy_v3 [1] 1.09885 None 1.09147 1.0915 1.09145 1.09145 1.09145 0.007375 -2.5e-05 5e-05 0 NaN 2.5e-05 8710 SP500_micro caleb_strategy_v3 [-1] 4565 None 4562.38 4562.25 4562.5 4562.5 4561.5 -2.625 -0.125 -0.75 -1 NaN -0.875 8711 VIX caleb_strategy_v3 [1] 16.5 None 16.525 16.55 16.5 16.5 16.55 -0.025 -0.025 0 -0.05 NaN -0.025 8715 MXP caleb_strategy_v3 [1] 0.05775 None 0.05718 0.05719 0.05717 0.05717 0.05719 0.00057 -1e-05 0 -2e-05 NaN -1e-05 8712 US30 caleb_strategy_v3 [1] 124.281 None 123.172 123.188 123.156 123.156 123.219 1.10938 -0.015625 -0.03125 -0.0625 NaN -0.046875 8716 US30 caleb_strategy_v3 [1] 124.281 None 123.203 123.219 123.188 123.188 123.188 1.07812 -0.015625 0.03125 0 NaN 0.015625 8719 US30 caleb_strategy_v3 [1] 124.281 None 123.172 123.188 123.156 NaN 123.25 1.10938 -0.015625 -0.0625 NaN NaN -0.078125 8720 NASDAQ_micro caleb_strategy_v3 [1] 16055.8 None 15931.1 15931.2 15931 15931 15927 124.625 -0.125 4.25 4 NaN 4.125 8713 NASDAQ_micro caleb_strategy_v3 [1] 16055.8 None 15924.4 15924.5 15924.2 15924.2 15924.2 131.375 -0.125 0.25 0 NaN 0.125 8717 NASDAQ_micro caleb_strategy_v3 [1] 16055.8 None 15923.6 15923.8 15923.5 15923.5 15931.2 132.125 -0.125 -7.5 -7.75 NaN -7.625 8721 US10U caleb_strategy_v3 [-1] 114.203 None 113.57 113.562 113.578 113.578 113.594 -0.632812 -0.0078125 0.03125 0.015625 NaN 0.0234375 8714 US10U caleb_strategy_v3 [-1] 114.203 None 113.57 113.562 113.578 113.578 113.562 -0.632812 -0.0078125 -0 -0.015625 NaN -0.0078125 8718 US10U caleb_strategy_v3 [-1] 114.203 None 113.57 113.562 113.578 113.578 113.578 -0.632812 -0.0078125 0.015625 -0 NaN 0.0078125 8723 LEANHOG caleb_strategy_v3 [1] 70.125 None 70.3875 70.4 70.375 70.375 70.45 -0.2625 -0.0125 -0.05 -0.075 NaN -0.0625 8724 SOYMEAL caleb_strategy_v3 [-1] 416.9 None 413.75 413.7 413.8 413.8 413.8 -3.15 -0.05 0.1 -0 NaN 0.05 8722 LIVECOW caleb_strategy_v3 [1] 173.45 None 170.312 170.325 170.3 170.3 170.375 3.1375 -0.0125 -0.05 -0.075 NaN -0.0625 8725 LIVECOW caleb_strategy_v3 [1] 173.45 None 170.188 170.375 170 170 170.275 3.2625 -0.1875 0.1 -0.275 NaN -0.0875 ============================================================================================================================================================ 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 8694 JGB-SGX-mini caleb_strategy_v3 [1] 5.11454 -29.3282 -107.537 19.5521 -195.521 NaN -87.9845 8695 JGB-SGX-mini caleb_strategy_v3 [1] 5.11454 -19.5521 -97.7606 0 -195.521 NaN -97.7606 8696 OAT caleb_strategy_v3 [-1] 10.6526 201.828 -4.69368 9.38735 -1.33402e-11 NaN 4.69368 8697 EURIBOR-ICE caleb_strategy_v3 [1] 1.06384 -399.496 -23.4998 -46.9995 -93.999 NaN -70.4993 8698 EURIBOR-ICE caleb_strategy_v3 [1] 1.06384 -446.495 -23.4998 46.9995 0 NaN 23.4998 8699 EURIBOR-ICE caleb_strategy_v3 [1] 1.06384 -399.496 -23.4998 0 -46.9995 NaN -23.4998 8700 EURIBOR-ICE caleb_strategy_v3 [1] 1.06384 -399.496 -23.4998 -46.9995 NaN NaN -70.4993 8701 EURIBOR-ICE caleb_strategy_v3 [1] 1.06384 -399.496 -23.4998 -46.9995 -93.999 NaN -70.4993 8702 PLAT caleb_strategy_v3 [1] 256.21 -99.5279 -5.85458 -3.90305 -15.6122 NaN -9.75764 8703 CRUDE_W caleb_strategy_v3 [1] 22.4854 -286.853 -6.67099 0 -13.342 NaN -6.67099 8705 GASOLINE caleb_strategy_v3 [1] 0.762232 -184.327 -4.59178 -3.93581 -13.1194 NaN -8.52758 8704 GAS_US_mini caleb_strategy_v3 [-1] 1.94712 89.8761 -12.8394 -0 -25.6789 NaN -12.8394 8706 GAS_US_mini caleb_strategy_v3 [-1] 1.94712 89.8761 -12.8394 51.3578 NaN NaN 38.5183 8707 GAS_US_mini caleb_strategy_v3 [-1] 1.94712 115.555 -12.8394 -0 NaN NaN -12.8394 8708 GAS_US_mini caleb_strategy_v3 [-1] 1.94712 102.716 -25.6789 -0 -51.3578 NaN -25.6789 8709 EUR caleb_strategy_v3 [1] 0.0853837 863.748 -2.92796 5.85592 0 NaN 2.92796 8710 SP500_micro caleb_strategy_v3 [-1] 601.389 -43.6489 -2.07852 -12.4711 -16.6282 NaN -14.5496 8711 VIX caleb_strategy_v3 [1] 8.1733 -30.5874 -30.5874 0 -61.1748 NaN -30.5874 8715 MXP caleb_strategy_v3 [1] 0.00623678 913.933 -16.0339 0 -32.0678 NaN -16.0339 8712 US30 caleb_strategy_v3 [1] 24.7535 448.169 -6.31225 -12.6245 -25.249 NaN -18.9367 8716 US30 caleb_strategy_v3 [1] 24.7535 435.545 -6.31225 12.6245 0 NaN 6.31225 8719 US30 caleb_strategy_v3 [1] 24.7535 448.169 -6.31225 -25.249 NaN NaN -31.5612 8720 NASDAQ_micro caleb_strategy_v3 [1] 2775.11 449.081 -0.450433 15.3147 14.4138 NaN 14.8643 8713 NASDAQ_micro caleb_strategy_v3 [1] 2775.11 473.405 -0.450433 0.900865 0 NaN 0.450433 8717 NASDAQ_micro caleb_strategy_v3 [1] 2775.11 476.107 -0.450433 -27.026 -27.9268 NaN -27.4764 8721 US10U caleb_strategy_v3 [-1] 12.0833 -523.71 -6.46555 25.8622 12.9311 NaN 19.3967 8714 US10U caleb_strategy_v3 [-1] 12.0833 -523.71 -6.46555 -0 -12.9311 NaN -6.46555 8718 US10U caleb_strategy_v3 [-1] 12.0833 -523.71 -6.46555 12.9311 -0 NaN 6.46555 8723 LEANHOG caleb_strategy_v3 [1] 23.1369 -113.455 -5.40262 -21.6105 -32.4157 NaN -27.0131 8724 SOYMEAL caleb_strategy_v3 [-1] 102.877 -306.19 -4.86016 9.72032 -0 NaN 4.86016 8722 LIVECOW caleb_strategy_v3 [1] 28.6545 1094.94 -4.36232 -17.4493 -26.1739 NaN -21.8116 8725 LIVECOW caleb_strategy_v3 [1] 28.6545 1138.57 -65.4349 34.8986 -95.9711 NaN -30.5363 ======================================================================================================================================================================= 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 8694 JGB-SGX-mini caleb_strategy_v3 [1] 680.564 -10.2085 -37.431 6.80564 -68.0564 NaN -30.6254 8695 JGB-SGX-mini caleb_strategy_v3 [1] 680.564 -6.80564 -34.0282 0 -68.0564 NaN -34.0282 8696 OAT caleb_strategy_v3 [-1] 1097.7 236.006 -5.4885 10.977 -1.55993e-11 NaN 5.4885 8697 EURIBOR-ICE caleb_strategy_v3 [1] 2744.25 -116.631 -6.86062 -13.7212 -27.4425 NaN -20.5819 8698 EURIBOR-ICE caleb_strategy_v3 [1] 2744.25 -130.352 -6.86062 13.7212 0 NaN 6.86062 8699 EURIBOR-ICE caleb_strategy_v3 [1] 2744.25 -116.631 -6.86062 0 -13.7212 NaN -6.86062 8700 EURIBOR-ICE caleb_strategy_v3 [1] 2744.25 -116.631 -6.86062 -13.7212 NaN NaN -20.5819 8701 EURIBOR-ICE caleb_strategy_v3 [1] 2744.25 -116.631 -6.86062 -13.7212 -27.4425 NaN -20.5819 8702 PLAT caleb_strategy_v3 [1] 50 -127.5 -7.5 -5 -20 NaN -12.5 8703 CRUDE_W caleb_strategy_v3 [1] 1000 -645 -15 0 -30 NaN -15 8705 GASOLINE caleb_strategy_v3 [1] 42000 -590.1 -14.7 -12.6 -42 NaN -27.3 8704 GAS_US_mini caleb_strategy_v3 [-1] 2500 43.75 -6.25 -0 -12.5 NaN -6.25 8706 GAS_US_mini caleb_strategy_v3 [-1] 2500 43.75 -6.25 25 NaN NaN 18.75 8707 GAS_US_mini caleb_strategy_v3 [-1] 2500 56.25 -6.25 -0 NaN NaN -6.25 8708 GAS_US_mini caleb_strategy_v3 [-1] 2500 50 -12.5 -0 -25 NaN -12.5 8709 EUR caleb_strategy_v3 [1] 125000 921.875 -3.125 6.25 0 NaN 3.125 8710 SP500_micro caleb_strategy_v3 [-1] 5 -13.125 -0.625 -3.75 -5 NaN -4.375 8711 VIX caleb_strategy_v3 [1] 1000 -25 -25 0 -50 NaN -25 8715 MXP caleb_strategy_v3 [1] 500000 285 -5 0 -10 NaN -5 8712 US30 caleb_strategy_v3 [1] 1000 1109.38 -15.625 -31.25 -62.5 NaN -46.875 8716 US30 caleb_strategy_v3 [1] 1000 1078.12 -15.625 31.25 0 NaN 15.625 8719 US30 caleb_strategy_v3 [1] 1000 1109.38 -15.625 -62.5 NaN NaN -78.125 8720 NASDAQ_micro caleb_strategy_v3 [1] 2 249.25 -0.25 8.5 8 NaN 8.25 8713 NASDAQ_micro caleb_strategy_v3 [1] 2 262.75 -0.25 0.5 0 NaN 0.25 8717 NASDAQ_micro caleb_strategy_v3 [1] 2 264.25 -0.25 -15 -15.5 NaN -15.25 8721 US10U caleb_strategy_v3 [-1] 1000 -632.812 -7.8125 31.25 15.625 NaN 23.4375 8714 US10U caleb_strategy_v3 [-1] 1000 -632.812 -7.8125 -0 -15.625 NaN -7.8125 8718 US10U caleb_strategy_v3 [-1] 1000 -632.812 -7.8125 15.625 -0 NaN 7.8125 8723 LEANHOG caleb_strategy_v3 [1] 400 -105 -5 -20 -30 NaN -25 8724 SOYMEAL caleb_strategy_v3 [-1] 100 -315 -5 10 -0 NaN 5 8722 LIVECOW caleb_strategy_v3 [1] 400 1255 -5 -20 -30 NaN -25 8725 LIVECOW caleb_strategy_v3 [1] 400 1305 -75 40 -110 NaN -35 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W -645.000000 EUR 921.875000 EURIBOR-ICE -596.874375 GASOLINE -590.100000 GAS_US_mini 193.750000 JGB-SGX-mini -17.014094 LEANHOG -105.000000 LIVECOW 2560.000000 MXP 285.000000 NASDAQ_micro 776.250000 OAT 236.005500 PLAT -127.500000 SOYMEAL -315.000000 SP500_micro -13.125000 US10U -1898.437500 US30 3296.875000 VIX -25.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3936.704531 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W -15.000000 EUR -3.125000 EURIBOR-ICE -34.303125 GASOLINE -14.700000 GAS_US_mini -31.250000 JGB-SGX-mini -71.459197 LEANHOG -5.000000 LIVECOW -80.000000 MXP -5.000000 NASDAQ_micro -0.750000 OAT -5.488500 PLAT -7.500000 SOYMEAL -5.000000 SP500_micro -0.625000 US10U -23.437500 US30 -46.875000 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -374.513322 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 0.000000 EUR 6.250000 EURIBOR-ICE -27.442500 GASOLINE -12.600000 GAS_US_mini 25.000000 JGB-SGX-mini 6.805638 LEANHOG -20.000000 LIVECOW 20.000000 MXP 0.000000 NASDAQ_micro -6.000000 OAT 10.977000 PLAT -5.000000 SOYMEAL 10.000000 SP500_micro -3.750000 US10U 46.875000 US30 -62.500000 VIX 0.000000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -11.384862 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W -3.000000e+01 EUR 0.000000e+00 EURIBOR-ICE -6.860625e+01 GASOLINE -4.200000e+01 GAS_US_mini -3.750000e+01 JGB-SGX-mini -1.361128e+02 LEANHOG -3.000000e+01 LIVECOW -1.400000e+02 MXP -1.000000e+01 NASDAQ_micro -7.500000e+00 OAT -1.559926e-11 PLAT -2.000000e+01 SOYMEAL -0.000000e+00 SP500_micro -5.000000e+00 US10U 0.000000e+00 US30 -6.250000e+01 VIX -5.000000e+01 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -639.219006 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CRUDE_W 0 EUR 0 EURIBOR-ICE 0 GASOLINE 0 GAS_US_mini 0 JGB-SGX-mini 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 OAT 0 PLAT 0 SOYMEAL 0 SP500_micro 0 US10U 0 US30 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 CRUDE_W -15.000000 EUR 3.125000 EURIBOR-ICE -61.745625 GASOLINE -27.300000 GAS_US_mini -6.250000 JGB-SGX-mini -64.653559 LEANHOG -25.000000 LIVECOW -60.000000 MXP -5.000000 NASDAQ_micro -6.750000 OAT 5.488500 PLAT -12.500000 SOYMEAL 5.000000 SP500_micro -4.375000 US10U 23.437500 US30 -109.375000 VIX -25.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -385.898184 ******************************************************************************** END OF REPORT ********************************************************************************