******************************************************************************** Trades report produced on 06/12/2023 21:39 from 05/12/2023 21:39 to 06/12/2023 21:39 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8861 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:07:47 [1] 44410.000000 8868 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:11:47 [1] 44560.000000 8852 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:01:02 [1] 44425.000000 8863 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:08:47 [1] 44415.000000 8858 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:06:46 [1] 44465.000000 8865 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:09:48 [1] 44490.000000 8867 BITCOIN caleb_strategy_v3 [20231200] 2023-12-06 15:10:48 [1] 44560.000000 8842 COPPER caleb_strategy_v3 [20240300] 2023-12-06 14:00:06 [-1] 3.808000 8843 COTTON2 caleb_strategy_v3 [20240300] 2023-12-06 14:00:09 [1] 80.390000 8851 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:01:00 [1] 36659.000000 8866 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:10:47 [1] 36646.000000 8864 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:09:46 [1] 36651.000000 8857 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:06:46 [1] 36612.000000 8860 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:07:46 [1] 36615.000000 8862 DOW caleb_strategy_v3 [20240300] 2023-12-06 15:08:46 [1] 36640.000000 8853 EUR caleb_strategy_v3 [20231200] 2023-12-06 15:01:03 [-1] 1.079500 8839 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-06 09:04:37 [1] 97.790000 8838 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-06 09:01:25 [1] 97.795000 8844 GAS_US_mini caleb_strategy_v3 [20240200] 2023-12-06 14:00:22 [-1] 2.680000 8848 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-06 14:04:02 [-1] 2048.700000 8847 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-06 14:03:03 [-1] 2047.900000 8846 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-06 14:02:02 [-1] 2047.700000 8845 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-06 14:01:03 [-1] 2047.900000 8840 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-06 14:00:03 [-1] 2048.100000 8841 HEATOIL caleb_strategy_v3 [20240300] 2023-12-06 14:00:04 [-1] 2.539300 8837 JGB-SGX-mini caleb_strategy_v3 [20240300] 2023-12-06 03:06:18 [-1] 146.240000 8849 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-06 15:00:06 [1] 16148.500000 8869 SOYMEAL caleb_strategy_v3 [20240300] 2023-12-06 15:30:51 [1] 401.500000 8859 US10 caleb_strategy_v3 [20240300] 2023-12-06 15:06:47 [-1] 110.890625 8854 US10 caleb_strategy_v3 [20240300] 2023-12-06 15:01:15 [-1] 110.953125 8855 US10U caleb_strategy_v3 [20240300] 2023-12-06 15:01:29 [1] 115.296875 8850 US30 caleb_strategy_v3 [20240300] 2023-12-06 15:00:11 [1] 127.906250 8856 VIX caleb_strategy_v3 [20240300] 2023-12-06 15:06:30 [-1] 17.000000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8837 JGB-SGX-mini caleb_strategy_v3 2023-12-05 2023-12-06 03:01:18.148 2023-12-06 03:06:18 97278.1 299.852 8838 EURIBOR-ICE caleb_strategy_v3 2023-12-05 2023-12-06 09:00:55.518 2023-12-06 09:01:25 118856 29.482 8839 EURIBOR-ICE caleb_strategy_v3 2023-12-05 2023-12-06 09:01:55.755 2023-12-06 09:04:37 118916 161.245 8841 HEATOIL caleb_strategy_v3 2023-12-05 2023-12-06 14:00:04.344 2023-12-06 14:00:04 136804 NaN 8842 COPPER caleb_strategy_v3 2023-12-05 2023-12-06 14:00:05.499 2023-12-06 14:00:06 136805 0.501 8843 COTTON2 caleb_strategy_v3 2023-12-05 2023-12-06 14:00:07.904 2023-12-06 14:00:09 136808 1.096 8844 GAS_US_mini caleb_strategy_v3 2023-12-05 2023-12-06 14:00:09.968 2023-12-06 14:00:22 136810 12.032 8840 GOLD_micro caleb_strategy_v3 2023-12-05 2023-12-06 14:00:03.141 2023-12-06 14:00:03 136803 NaN 8845 GOLD_micro caleb_strategy_v3 2023-12-05 2023-12-06 14:01:02.812 2023-12-06 14:01:03 136863 0.188 8846 GOLD_micro caleb_strategy_v3 2023-12-05 2023-12-06 14:02:02.766 2023-12-06 14:02:02 136923 NaN 8847 GOLD_micro caleb_strategy_v3 2023-12-05 2023-12-06 14:03:02.945 2023-12-06 14:03:03 136983 0.055 8848 GOLD_micro caleb_strategy_v3 2023-12-05 2023-12-06 14:04:02.848 2023-12-06 14:04:02 137043 NaN 8849 NASDAQ_micro caleb_strategy_v3 2023-12-05 2023-12-06 15:00:06.011 2023-12-06 15:00:06 140406 NaN 8850 US30 caleb_strategy_v3 2023-12-05 2023-12-06 15:00:07.254 2023-12-06 15:00:11 140407 3.746 8853 EUR caleb_strategy_v3 2023-12-05 2023-12-06 15:01:03.180 2023-12-06 15:01:03 140463 NaN 8855 US10U caleb_strategy_v3 2023-12-05 2023-12-06 15:01:16.767 2023-12-06 15:01:29 140477 12.233 8856 VIX caleb_strategy_v3 2023-12-05 2023-12-06 15:01:30.466 2023-12-06 15:06:30 140490 299.534 8859 US10 caleb_strategy_v3 2023-12-05 2023-12-06 15:06:47.120 2023-12-06 15:06:47 140807 NaN 8854 US10 caleb_strategy_v3 2023-12-05 2023-12-06 15:01:04.264 2023-12-06 15:01:15 140464 10.736 8864 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:09:46.468 2023-12-06 15:09:46 140986 NaN 8866 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:10:46.962 2023-12-06 15:10:47 141047 0.038 8851 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:00:11.828 2023-12-06 15:01:00 140412 48.172 8857 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:06:46.189 2023-12-06 15:06:46 140806 NaN 8860 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:07:46.211 2023-12-06 15:07:46 140866 NaN 8862 DOW caleb_strategy_v3 2023-12-05 2023-12-06 15:08:46.283 2023-12-06 15:08:46 140926 NaN 8865 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:09:47.200 2023-12-06 15:09:48 140987 0.8 8867 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:10:47.448 2023-12-06 15:10:48 141047 0.552 8868 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:11:47.073 2023-12-06 15:11:47 141107 NaN 8852 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:01:01.396 2023-12-06 15:01:02 140461 0.604 8858 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:06:46.698 2023-12-06 15:06:46 140807 NaN 8861 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:07:46.864 2023-12-06 15:07:47 140867 0.136 8863 BITCOIN caleb_strategy_v3 2023-12-05 2023-12-06 15:08:47.066 2023-12-06 15:08:47 140927 NaN 8869 SOYMEAL caleb_strategy_v3 2023-12-05 2023-12-06 15:30:50.838 2023-12-06 15:30:51 142251 0.162 ================================================================================================================================================================================================================================== 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 8837 JGB-SGX-mini caleb_strategy_v3 [-1] 146.36 None 146.28 146.24 146.32 146.32 146.24 -0.08 -0.04 -0 -0.08 NaN -0.04 8838 EURIBOR-ICE caleb_strategy_v3 [1] 97.775 None 97.7875 97.79 97.785 97.785 97.795 -0.0125 -0.0025 -0.005 -0.01 NaN -0.0075 8839 EURIBOR-ICE caleb_strategy_v3 [1] 97.775 None 97.7925 97.795 97.79 97.79 97.79 -0.0175 -0.0025 0.005 0 NaN 0.0025 8841 HEATOIL caleb_strategy_v3 [-1] 2.5666 None 2.53975 2.5393 2.5402 2.5402 2.5393 -0.02685 -0.00045 -0 -0.0009 NaN -0.00045 8842 COPPER caleb_strategy_v3 [-1] 3.789 None 3.808 3.8075 3.8085 3.8085 3.808 0.019 -0.0005 0.0005 -0.0005 NaN 0 8843 COTTON2 caleb_strategy_v3 [1] 79.71 None 80.375 80.39 80.36 80.36 80.39 -0.665 -0.015 0 -0.03 NaN -0.015 8844 GAS_US_mini caleb_strategy_v3 [-1] 2.675 None 2.685 2.68 2.69 2.69 2.68 0.01 -0.005 -0 -0.01 NaN -0.005 8840 GOLD_micro caleb_strategy_v3 [-1] 2039 None 2048.3 2048.2 2048.4 2048.4 2048.1 9.3 -0.1 -0.1 -0.3 NaN -0.2 8845 GOLD_micro caleb_strategy_v3 [-1] 2039 None 2048.2 2048.1 2048.3 2048.3 2047.9 9.2 -0.1 -0.2 -0.4 NaN -0.3 8846 GOLD_micro caleb_strategy_v3 [-1] 2039 None 2048 2047.9 2048.1 2048.1 2047.7 9 -0.1 -0.2 -0.4 NaN -0.3 8847 GOLD_micro caleb_strategy_v3 [-1] 2039 None 2047.75 2047.7 2047.8 2047.8 2047.9 8.75 -0.05 0.2 0.1 NaN 0.15 8848 GOLD_micro caleb_strategy_v3 [-1] 2039 None 2047.95 2047.9 2048 2048 2048.7 8.95 -0.05 0.8 0.7 NaN 0.75 8849 NASDAQ_micro caleb_strategy_v3 [1] 16098 None 16149.2 16150 16148.5 16148.5 16148.5 -51.25 -0.75 1.5 0 NaN 0.75 8850 US30 caleb_strategy_v3 [1] 127.125 None 127.922 127.938 127.906 127.906 127.906 -0.796875 -0.015625 0.03125 0 NaN 0.015625 8853 EUR caleb_strategy_v3 [-1] 1.07885 None 1.0795 1.07945 1.07955 1.07955 1.0795 0.00065 -5e-05 5e-05 -5e-05 NaN 0 8855 US10U caleb_strategy_v3 [1] 115.078 None 115.305 115.312 115.297 115.297 115.297 -0.226562 -0.0078125 0.015625 0 NaN 0.0078125 8856 VIX caleb_strategy_v3 [-1] 17.1 None 17.025 17 17.05 17.05 17 -0.075 -0.025 -0 -0.05 NaN -0.025 8859 US10 caleb_strategy_v3 [-1] 110.875 None 110.945 110.938 110.953 110.953 110.891 0.0703125 -0.0078125 -0.046875 -0.0625 NaN -0.0546875 8854 US10 caleb_strategy_v3 [-1] 110.875 None 110.945 110.938 110.953 110.953 110.953 0.0703125 -0.0078125 0.015625 -0 NaN 0.0078125 8864 DOW caleb_strategy_v3 [1] 36543 None 36638.5 36640 36637 36637 36651 -95.5 -1.5 -11 -14 NaN -12.5 8866 DOW caleb_strategy_v3 [1] 36543 None 36649 36651 36647 36647 36646 -106 -2 5 1 NaN 3 8851 DOW caleb_strategy_v3 [1] 36543 None 36662.5 36666 36659 36659 36659 -119.5 -3.5 7 0 NaN 3.5 8857 DOW caleb_strategy_v3 [1] 36543 None 36655 36658 36652 36652 36612 -112 -3 46 40 NaN 43 8860 DOW caleb_strategy_v3 [1] 36543 None 36610.5 36612 36609 36609 36615 -67.5 -1.5 -3 -6 NaN -4.5 8862 DOW caleb_strategy_v3 [1] 36543 None 36613.5 36615 36612 36612 36640 -70.5 -1.5 -25 -28 NaN -26.5 8865 BITCOIN caleb_strategy_v3 [1] 44215 None 44485 44490 44480 44480 44490 -270 -5 0 -10 NaN -5 8867 BITCOIN caleb_strategy_v3 [1] 44215 None 44545 44550 44540 44540 44560 -330 -5 -10 -20 NaN -15 8868 BITCOIN caleb_strategy_v3 [1] 44215 None 44550 44555 44545 44545 44560 -335 -5 -5 -15 NaN -10 8852 BITCOIN caleb_strategy_v3 [1] 44215 None 44440 44445 44435 NaN 44425 -225 -5 20 NaN NaN 15 8858 BITCOIN caleb_strategy_v3 [1] 44215 None 44460 44465 44455 NaN 44465 -245 -5 0 NaN NaN -5 8861 BITCOIN caleb_strategy_v3 [1] 44215 None 44400 44405 44395 44395 44410 -185 -5 -5 -15 NaN -10 8863 BITCOIN caleb_strategy_v3 [1] 44215 None 44420 44425 44415 44415 44415 -205 -5 10 0 NaN 5 8869 SOYMEAL caleb_strategy_v3 [1] 404.5 None 401.2 401.3 401.1 401.1 401.5 3.3 -0.1 -0.2 -0.4 NaN -0.3 ============================================================================================================================================================ 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 8837 JGB-SGX-mini caleb_strategy_v3 [-1] 5.05607 -158.226 -79.1128 -0 -158.226 NaN -79.1128 8838 EURIBOR-ICE caleb_strategy_v3 [1] 1.08509 -115.198 -23.0396 -46.0793 -92.1585 NaN -69.1189 8839 EURIBOR-ICE caleb_strategy_v3 [1] 1.08509 -161.277 -23.0396 46.0793 0 NaN 23.0396 8841 HEATOIL caleb_strategy_v3 [-1] 0.924201 -290.521 -4.86907 -0 -9.73814 NaN -4.86907 8842 COPPER caleb_strategy_v3 [-1] 0.777013 244.526 -6.4349 6.4349 -6.4349 NaN 0 8843 COTTON2 caleb_strategy_v3 [1] 19.4959 -341.097 -7.69391 0 -15.3878 NaN -7.69391 8844 GAS_US_mini caleb_strategy_v3 [-1] 1.87698 53.2772 -26.6386 -0 -53.2772 NaN -26.6386 8840 GOLD_micro caleb_strategy_v3 [-1] 291.498 319.042 -3.43056 -3.43056 -10.2917 NaN -6.86112 8845 GOLD_micro caleb_strategy_v3 [-1] 291.498 315.612 -3.43056 -6.86112 -13.7222 NaN -10.2917 8846 GOLD_micro caleb_strategy_v3 [-1] 291.498 308.75 -3.43056 -6.86112 -13.7222 NaN -10.2917 8847 GOLD_micro caleb_strategy_v3 [-1] 291.498 300.174 -1.71528 6.86112 3.43056 NaN 5.14584 8848 GOLD_micro caleb_strategy_v3 [-1] 291.498 307.035 -1.71528 27.4445 24.0139 NaN 25.7292 8849 NASDAQ_micro caleb_strategy_v3 [1] 2637.88 -194.285 -2.8432 5.68639 0 NaN 2.8432 8850 US30 caleb_strategy_v3 [1] 24.3518 -327.234 -6.41635 12.8327 0 NaN 6.41635 8853 EUR caleb_strategy_v3 [-1] 0.0822456 79.0316 -6.07935 6.07935 -6.07935 NaN 0 8855 US10U caleb_strategy_v3 [1] 11.7869 -192.216 -6.62813 13.2563 0 NaN 6.62813 8856 VIX caleb_strategy_v3 [-1] 7.59836 -98.7055 -32.9018 -0 -65.8037 NaN -32.9018 8859 US10 caleb_strategy_v3 [-1] 8.83347 79.5978 -8.8442 -53.0652 -70.7536 NaN -61.9094 8854 US10 caleb_strategy_v3 [-1] 8.83347 79.5978 -8.8442 17.6884 -0 NaN 8.8442 8864 DOW caleb_strategy_v3 [1] 3992.44 -239.202 -3.7571 -27.5521 -35.0663 NaN -31.3092 8866 DOW caleb_strategy_v3 [1] 3992.44 -265.502 -5.00947 12.5237 2.50474 NaN 7.51421 8851 DOW caleb_strategy_v3 [1] 3992.44 -299.316 -8.76657 17.5331 0 NaN 8.76657 8857 DOW caleb_strategy_v3 [1] 3992.44 -280.53 -7.51421 115.218 100.189 NaN 107.704 8860 DOW caleb_strategy_v3 [1] 3992.44 -169.07 -3.7571 -7.51421 -15.0284 NaN -11.2713 8862 DOW caleb_strategy_v3 [1] 3992.44 -176.584 -3.7571 -62.6184 -70.1326 NaN -66.3755 8865 BITCOIN caleb_strategy_v3 [1] 17360 -155.53 -2.88018 0 -5.76036 NaN -2.88018 8867 BITCOIN caleb_strategy_v3 [1] 17360 -190.092 -2.88018 -5.76036 -11.5207 NaN -8.64055 8868 BITCOIN caleb_strategy_v3 [1] 17360 -192.972 -2.88018 -2.88018 -8.64055 NaN -5.76036 8852 BITCOIN caleb_strategy_v3 [1] 17360 -129.608 -2.88018 11.5207 NaN NaN 8.64055 8858 BITCOIN caleb_strategy_v3 [1] 17360 -141.129 -2.88018 0 NaN NaN -2.88018 8861 BITCOIN caleb_strategy_v3 [1] 17360 -106.567 -2.88018 -2.88018 -8.64055 NaN -5.76036 8863 BITCOIN caleb_strategy_v3 [1] 17360 -118.087 -2.88018 5.76036 0 NaN 2.88018 8869 SOYMEAL caleb_strategy_v3 [1] 103.029 320.299 -9.70602 -19.412 -38.8241 NaN -29.118 ======================================================================================================================================================================= 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 8837 JGB-SGX-mini caleb_strategy_v3 [-1] 679.923 -54.3938 -27.1969 -0 -54.3938 NaN -27.1969 8838 EURIBOR-ICE caleb_strategy_v3 [1] 2695.12 -33.6891 -6.73781 -13.4756 -26.9513 NaN -20.2134 8839 EURIBOR-ICE caleb_strategy_v3 [1] 2695.12 -47.1647 -6.73781 13.4756 0 NaN 6.73781 8841 HEATOIL caleb_strategy_v3 [-1] 42000 -1127.7 -18.9 -0 -37.8 NaN -18.9 8842 COPPER caleb_strategy_v3 [-1] 25000 475 -12.5 12.5 -12.5 NaN 0 8843 COTTON2 caleb_strategy_v3 [1] 500 -332.5 -7.5 0 -15 NaN -7.5 8844 GAS_US_mini caleb_strategy_v3 [-1] 2500 25 -12.5 -0 -25 NaN -12.5 8840 GOLD_micro caleb_strategy_v3 [-1] 10 93 -1 -1 -3 NaN -2 8845 GOLD_micro caleb_strategy_v3 [-1] 10 92 -1 -2 -4 NaN -3 8846 GOLD_micro caleb_strategy_v3 [-1] 10 90 -1 -2 -4 NaN -3 8847 GOLD_micro caleb_strategy_v3 [-1] 10 87.5 -0.5 2 1 NaN 1.5 8848 GOLD_micro caleb_strategy_v3 [-1] 10 89.5 -0.5 8 7 NaN 7.5 8849 NASDAQ_micro caleb_strategy_v3 [1] 2 -102.5 -1.5 3 0 NaN 1.5 8850 US30 caleb_strategy_v3 [1] 1000 -796.875 -15.625 31.25 0 NaN 15.625 8853 EUR caleb_strategy_v3 [-1] 125000 81.25 -6.25 6.25 -6.25 NaN 0 8855 US10U caleb_strategy_v3 [1] 1000 -226.562 -7.8125 15.625 0 NaN 7.8125 8856 VIX caleb_strategy_v3 [-1] 1000 -75 -25 -0 -50 NaN -25 8859 US10 caleb_strategy_v3 [-1] 1000 70.3125 -7.8125 -46.875 -62.5 NaN -54.6875 8854 US10 caleb_strategy_v3 [-1] 1000 70.3125 -7.8125 15.625 -0 NaN 7.8125 8864 DOW caleb_strategy_v3 [1] 0.5 -47.75 -0.75 -5.5 -7 NaN -6.25 8866 DOW caleb_strategy_v3 [1] 0.5 -53 -1 2.5 0.5 NaN 1.5 8851 DOW caleb_strategy_v3 [1] 0.5 -59.75 -1.75 3.5 0 NaN 1.75 8857 DOW caleb_strategy_v3 [1] 0.5 -56 -1.5 23 20 NaN 21.5 8860 DOW caleb_strategy_v3 [1] 0.5 -33.75 -0.75 -1.5 -3 NaN -2.25 8862 DOW caleb_strategy_v3 [1] 0.5 -35.25 -0.75 -12.5 -14 NaN -13.25 8865 BITCOIN caleb_strategy_v3 [1] 0.1 -27 -0.5 0 -1 NaN -0.5 8867 BITCOIN caleb_strategy_v3 [1] 0.1 -33 -0.5 -1 -2 NaN -1.5 8868 BITCOIN caleb_strategy_v3 [1] 0.1 -33.5 -0.5 -0.5 -1.5 NaN -1 8852 BITCOIN caleb_strategy_v3 [1] 0.1 -22.5 -0.5 2 NaN NaN 1.5 8858 BITCOIN caleb_strategy_v3 [1] 0.1 -24.5 -0.5 0 NaN NaN -0.5 8861 BITCOIN caleb_strategy_v3 [1] 0.1 -18.5 -0.5 -0.5 -1.5 NaN -1 8863 BITCOIN caleb_strategy_v3 [1] 0.1 -20.5 -0.5 1 0 NaN 0.5 8869 SOYMEAL caleb_strategy_v3 [1] 100 330 -10 -20 -40 NaN -30 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -179.500000 COPPER 475.000000 COTTON2 -332.500000 DOW -285.500000 EUR 81.250000 EURIBOR-ICE -80.853750 GAS_US_mini 25.000000 GOLD_micro 452.000000 HEATOIL -1127.700000 JGB-SGX-mini -54.393832 NASDAQ_micro -102.500000 SOYMEAL 330.000000 US10 140.625000 US10U -226.562500 US30 -796.875000 VIX -75.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1757.510082 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -3.500000 COPPER -12.500000 COTTON2 -7.500000 DOW -6.500000 EUR -6.250000 EURIBOR-ICE -13.475625 GAS_US_mini -12.500000 GOLD_micro -4.000000 HEATOIL -18.900000 JGB-SGX-mini -27.196916 NASDAQ_micro -1.500000 SOYMEAL -10.000000 US10 -15.625000 US10U -7.812500 US30 -15.625000 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -187.885041 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 1.000 COPPER 12.500 COTTON2 0.000 DOW 9.500 EUR 6.250 EURIBOR-ICE 0.000 GAS_US_mini -0.000 GOLD_micro 5.000 HEATOIL -0.000 JGB-SGX-mini -0.000 NASDAQ_micro 3.000 SOYMEAL -20.000 US10 -31.250 US10U 15.625 US30 31.250 VIX -0.000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 32.875 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -6.000000 COPPER -12.500000 COTTON2 -15.000000 DOW -3.500000 EUR -6.250000 EURIBOR-ICE -26.951250 GAS_US_mini -25.000000 GOLD_micro -3.000000 HEATOIL -37.800000 JGB-SGX-mini -54.393832 NASDAQ_micro 0.000000 SOYMEAL -40.000000 US10 -62.500000 US10U 0.000000 US30 0.000000 VIX -50.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -342.895082 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 0 COPPER 0 COTTON2 0 DOW 0 EUR 0 EURIBOR-ICE 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 JGB-SGX-mini 0 NASDAQ_micro 0 SOYMEAL 0 US10 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 BITCOIN -2.500000 COPPER 0.000000 COTTON2 -7.500000 DOW 3.000000 EUR 0.000000 EURIBOR-ICE -13.475625 GAS_US_mini -12.500000 GOLD_micro 1.000000 HEATOIL -18.900000 JGB-SGX-mini -27.196916 NASDAQ_micro 1.500000 SOYMEAL -30.000000 US10 -46.875000 US10U 7.812500 US30 15.625000 VIX -25.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -155.010041 ******************************************************************************** END OF REPORT ********************************************************************************