******************************************************************************** Trades report produced on 18/12/2023 21:37 from 17/12/2023 21:37 to 18/12/2023 21:37 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9219 AUD caleb_strategy_v3 [20240300] 2023-12-18 15:01:04 [-1] 0.67405 9214 AUD caleb_strategy_v3 [20240300] 2023-12-18 15:00:11 [-1] 0.67395 9198 BTP caleb_strategy_v3 [20240300] 2023-12-18 08:00:05 [-1] 118.87000 9199 BUXL caleb_strategy_v3 [20240300] 2023-12-18 08:00:06 [1] 142.66000 9216 CHF caleb_strategy_v3 [20240300] 2023-12-18 15:00:16 [-1] 1.16270 9205 COCOA caleb_strategy_v3 [20240500] 2023-12-18 14:00:42 [1] 4215.00000 9206 COPPER caleb_strategy_v3 [20240300] 2023-12-18 14:00:50 [1] 3.87000 9211 COPPER caleb_strategy_v3 [20240300] 2023-12-18 14:01:55 [1] 3.86900 9210 CRUDE_W caleb_strategy_v3 [20241200] 2023-12-18 14:01:51 [-1] 73.14000 9221 DOW caleb_strategy_v3 [20240300] 2023-12-18 15:01:05 [-1] 37711.00000 9222 DOW caleb_strategy_v3 [20240300] 2023-12-18 15:02:06 [-1] 37705.00000 9218 DOW caleb_strategy_v3 [20240300] 2023-12-18 15:00:18 [-1] 37705.00000 9223 DOW caleb_strategy_v3 [20240300] 2023-12-18 15:03:04 [-1] 37701.00000 9224 DOW caleb_strategy_v3 [20240300] 2023-12-18 15:04:04 [-1] 37695.00000 9202 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-18 09:02:05 [-1] 97.98000 9204 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-18 09:05:13 [-1] 97.98000 9201 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-18 09:01:38 [-1] 97.98500 9203 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-18 09:03:07 [-1] 97.98000 9208 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-18 14:01:32 [1] 2040.80000 9194 JGB-SGX-mini caleb_strategy_v3 [20240300] 2023-12-18 03:00:21 [-1] 145.67000 9196 JGB-SGX-mini caleb_strategy_v3 [20240300] 2023-12-18 03:06:36 [-1] 145.74000 9227 LEANHOG caleb_strategy_v3 [20240400] 2023-12-18 15:30:14 [1] 79.12500 9213 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-18 15:00:08 [1] 16880.00000 9197 NIKKEI caleb_strategy_v3 [20240300] 2023-12-18 03:06:40 [-1] 32550.00000 9195 NIKKEI caleb_strategy_v3 [20240300] 2023-12-18 03:01:35 [-1] 32545.00000 9207 PALLAD caleb_strategy_v3 [20240300] 2023-12-18 14:01:30 [1] 1191.50000 9217 RUSSELL caleb_strategy_v3 [20240300] 2023-12-18 15:00:17 [-1] 2020.90000 9220 RUSSELL caleb_strategy_v3 [20240300] 2023-12-18 15:01:04 [-1] 2021.40000 9200 SMI caleb_strategy_v3 [20240300] 2023-12-18 08:00:07 [1] 11110.00000 9225 SOYBEAN caleb_strategy_v3 [20241100] 2023-12-18 15:30:09 [-1] 1277.00000 9226 SOYMEAL caleb_strategy_v3 [20240500] 2023-12-18 15:30:13 [-1] 393.60000 9212 SP500_micro caleb_strategy_v3 [20240300] 2023-12-18 15:00:07 [1] 4786.75000 9209 SUGAR11 caleb_strategy_v3 [20240500] 2023-12-18 14:01:33 [-1] 20.67000 9215 US30 caleb_strategy_v3 [20240300] 2023-12-18 15:00:12 [1] 132.25000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9194 JGB-SGX-mini caleb_strategy_v3 2023-12-15 2023-12-18 03:00:20.902 2023-12-18 03:00:21 270020.902 0.098 9196 JGB-SGX-mini caleb_strategy_v3 2023-12-15 2023-12-18 03:01:36.370 2023-12-18 03:06:36 270096.37 299.63 9195 NIKKEI caleb_strategy_v3 2023-12-15 2023-12-18 03:01:16.566 2023-12-18 03:01:35 270076.566 18.434 9197 NIKKEI caleb_strategy_v3 2023-12-15 2023-12-18 03:06:39.938 2023-12-18 03:06:40 270399.938 0.062 9198 BTP caleb_strategy_v3 2023-12-15 2023-12-18 08:00:03.274 2023-12-18 08:00:05 288003.274 1.726 9199 BUXL caleb_strategy_v3 2023-12-15 2023-12-18 08:00:06.294 2023-12-18 08:00:06 288006.294 NaN 9200 SMI caleb_strategy_v3 2023-12-15 2023-12-18 08:00:07.370 2023-12-18 08:00:07 288007.37 NaN 9201 EURIBOR-ICE caleb_strategy_v3 2023-12-14 2023-12-18 09:01:04.962 2023-12-18 09:01:38 378064.962 33.038 9202 EURIBOR-ICE caleb_strategy_v3 2023-12-14 2023-12-18 09:02:04.869 2023-12-18 09:02:05 378124.869 0.131 9203 EURIBOR-ICE caleb_strategy_v3 2023-12-14 2023-12-18 09:03:04.930 2023-12-18 09:03:07 378184.93 2.07 9204 EURIBOR-ICE caleb_strategy_v3 2023-12-14 2023-12-18 09:04:04.926 2023-12-18 09:05:13 378244.926 68.074 9205 COCOA caleb_strategy_v3 2023-12-15 2023-12-18 14:00:40.918 2023-12-18 14:00:42 309640.918 1.082 9207 PALLAD caleb_strategy_v3 2023-12-15 2023-12-18 14:00:51.134 2023-12-18 14:01:30 309651.134 38.866 9208 GOLD_micro caleb_strategy_v3 2023-12-15 2023-12-18 14:01:30.922 2023-12-18 14:01:32 309690.922 1.078 9209 SUGAR11 caleb_strategy_v3 2023-12-15 2023-12-18 14:01:32.770 2023-12-18 14:01:33 309692.77 0.23 9210 CRUDE_W caleb_strategy_v3 2023-12-15 2023-12-18 14:01:33.590 2023-12-18 14:01:51 309693.59 17.41 9211 COPPER caleb_strategy_v3 2023-12-15 2023-12-18 14:01:54.957 2023-12-18 14:01:55 309714.957 0.043 9206 COPPER caleb_strategy_v3 2023-12-15 2023-12-18 14:00:43.198 2023-12-18 14:00:50 309643.198 6.802 9212 SP500_micro caleb_strategy_v3 2023-12-15 2023-12-18 15:00:04.326 2023-12-18 15:00:07 313204.326 2.674 9213 NASDAQ_micro caleb_strategy_v3 2023-12-15 2023-12-18 15:00:07.994 2023-12-18 15:00:08 313207.994 0.006 9215 US30 caleb_strategy_v3 2023-12-15 2023-12-18 15:00:12.170 2023-12-18 15:00:12 313212.17 NaN 9216 CHF caleb_strategy_v3 2023-12-15 2023-12-18 15:00:13.119 2023-12-18 15:00:16 313213.119 2.881 9219 AUD caleb_strategy_v3 2023-12-15 2023-12-18 15:01:04.076 2023-12-18 15:01:04 313264.076 NaN 9214 AUD caleb_strategy_v3 2023-12-15 2023-12-18 15:00:09.162 2023-12-18 15:00:11 313209.162 1.838 9217 RUSSELL caleb_strategy_v3 2023-12-15 2023-12-18 15:00:17.174 2023-12-18 15:00:17 313217.174 NaN 9220 RUSSELL caleb_strategy_v3 2023-12-15 2023-12-18 15:01:04.618 2023-12-18 15:01:04 313264.618 NaN 9218 DOW caleb_strategy_v3 2023-12-15 2023-12-18 15:00:18.394 2023-12-18 15:00:18 313218.394 NaN 9221 DOW caleb_strategy_v3 2023-12-15 2023-12-18 15:01:05.139 2023-12-18 15:01:05 313265.139 NaN 9222 DOW caleb_strategy_v3 2023-12-15 2023-12-18 15:02:04.166 2023-12-18 15:02:06 313324.166 1.834 9223 DOW caleb_strategy_v3 2023-12-15 2023-12-18 15:03:04.250 2023-12-18 15:03:04 313384.25 NaN 9224 DOW caleb_strategy_v3 2023-12-15 2023-12-18 15:04:04.283 2023-12-18 15:04:04 313444.283 NaN 9225 SOYBEAN caleb_strategy_v3 2023-12-15 2023-12-18 15:30:09.043 2023-12-18 15:30:09 315009.043 NaN 9226 SOYMEAL caleb_strategy_v3 2023-12-15 2023-12-18 15:30:10.103 2023-12-18 15:30:13 315010.103 2.897 9227 LEANHOG caleb_strategy_v3 2023-12-15 2023-12-18 15:30:14.734 2023-12-18 15:30:14 315014.734 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 9194 JGB-SGX-mini caleb_strategy_v3 [-1] 145.64 None 145.7 145.67 145.73 NaN 145.67 0.06 -0.03 -0.0 NaN NaN -0.03 9196 JGB-SGX-mini caleb_strategy_v3 [-1] 145.64 None 145.765 145.74 145.79 145.79 145.74 0.125 -0.025 -0.0 -0.05 NaN -0.025 9195 NIKKEI caleb_strategy_v3 [-1] 32670.0 None 32547.5 32545.0 32550.0 32550.0 32545.0 -122.5 -2.5 -0.0 -5.0 NaN -2.5 9197 NIKKEI caleb_strategy_v3 [-1] 32670.0 None 32547.5 32545.0 32550.0 NaN 32550.0 -122.5 -2.5 5.0 NaN NaN 2.5 9198 BTP caleb_strategy_v3 [-1] 118.92 None 118.885 118.88 118.89 118.89 118.87 -0.035 -0.005 -0.01 -0.02 NaN -0.015 9199 BUXL caleb_strategy_v3 [1] 143.16 None 142.66 142.68 142.64 142.64 142.66 0.5 -0.02 0.02 -0.02 NaN 0.0 9200 SMI caleb_strategy_v3 [1] 11127.0 None 11110.0 11111.0 11109.0 11109.0 11110.0 17.0 -1.0 1.0 -1.0 NaN 0.0 9201 EURIBOR-ICE caleb_strategy_v3 [-1] 97.9 None 97.9925 97.99 97.995 97.995 97.985 0.0925 -0.0025 -0.005 -0.01 NaN -0.0075 9202 EURIBOR-ICE caleb_strategy_v3 [-1] 97.9 None 97.9875 97.985 97.99 97.99 97.98 0.0875 -0.0025 -0.005 -0.01 NaN -0.0075 9203 EURIBOR-ICE caleb_strategy_v3 [-1] 97.9 None 97.985 97.98 97.99 97.99 97.98 0.085 -0.005 -0.0 -0.01 NaN -0.005 9204 EURIBOR-ICE caleb_strategy_v3 [-1] 97.9 None 97.9825 97.98 97.985 97.985 97.98 0.0825 -0.0025 -0.0 -0.005 NaN -0.0025 9205 COCOA caleb_strategy_v3 [1] 4211.0 None 4214.5 4215.0 4214.0 4214.0 4215.0 -3.5 -0.5 0.0 -1.0 NaN -0.5 9207 PALLAD caleb_strategy_v3 [1] 1184.5 None 1192.5 1193.5 1191.5 1191.5 1191.5 -8.0 -1.0 2.0 0.0 NaN 1.0 9208 GOLD_micro caleb_strategy_v3 [1] 2031.9 None 2040.7 2040.8 2040.6 2040.6 2040.8 -8.8 -0.1 0.0 -0.2 NaN -0.1 9209 SUGAR11 caleb_strategy_v3 [-1] 21.26 None 21.0 21.0 21.0 21.0 20.67 -0.26 -0.0 -0.33 -0.33 NaN -0.33 9210 CRUDE_W caleb_strategy_v3 [-1] 71.54 None 73.13 73.12 73.14 73.14 73.14 1.59 -0.01 0.02 -0.0 NaN 0.01 9211 COPPER caleb_strategy_v3 [1] 3.879 None 3.87025 3.8705 3.87 3.87 3.869 0.00875 -0.00025 0.0015 0.001 NaN 0.00125 9206 COPPER caleb_strategy_v3 [1] 3.879 None 3.87025 3.8705 3.87 3.87 3.87 0.00875 -0.00025 0.0005 0.0 NaN 0.00025 9212 SP500_micro caleb_strategy_v3 [1] 4763.75 None 4786.375 4786.5 4786.25 4786.25 4786.75 -22.625 -0.125 -0.25 -0.5 NaN -0.375 9213 NASDAQ_micro caleb_strategy_v3 [1] 16810.0 None 16879.875 16880.0 16879.75 16879.75 16880.0 -69.875 -0.125 0.0 -0.25 NaN -0.125 9215 US30 caleb_strategy_v3 [1] 133.46875 None 132.265625 132.28125 132.25 132.25 132.25 1.203125 -0.015625 0.03125 0.0 NaN 0.015625 9216 CHF caleb_strategy_v3 [-1] 1.16135 None 1.16275 1.1627 1.1628 1.1628 1.1627 0.0014 -0.00005 -0.0 -0.0001 NaN -0.00005 9219 AUD caleb_strategy_v3 [-1] 0.67295 None 0.673975 0.67395 0.674 0.674 0.67405 0.001025 -0.000025 0.0001 0.00005 NaN 0.000075 9214 AUD caleb_strategy_v3 [-1] 0.67295 None 0.674 0.67395 0.67405 0.67405 0.67395 0.00105 -0.00005 -0.0 -0.0001 NaN -0.00005 9217 RUSSELL caleb_strategy_v3 [-1] 2005.0 None 2021.2 2021.1 2021.3 2021.3 2020.9 16.2 -0.1 -0.2 -0.4 NaN -0.3 9220 RUSSELL caleb_strategy_v3 [-1] 2005.0 None 2021.0 2020.9 2021.1 2021.1 2021.4 16.0 -0.1 0.5 0.3 NaN 0.4 9218 DOW caleb_strategy_v3 [-1] 37580.0 None 37706.0 37705.0 37707.0 37707.0 37705.0 126.0 -1.0 -0.0 -2.0 NaN -1.0 9221 DOW caleb_strategy_v3 [-1] 37580.0 None 37705.5 37705.0 37706.0 37706.0 37711.0 125.5 -0.5 6.0 5.0 NaN 5.5 9222 DOW caleb_strategy_v3 [-1] 37580.0 None 37706.0 37705.0 37707.0 37707.0 37705.0 126.0 -1.0 -0.0 -2.0 NaN -1.0 9223 DOW caleb_strategy_v3 [-1] 37580.0 None 37705.5 37705.0 37706.0 37706.0 37701.0 125.5 -0.5 -4.0 -5.0 NaN -4.5 9224 DOW caleb_strategy_v3 [-1] 37580.0 None 37702.0 37701.0 37703.0 37703.0 37695.0 122.0 -1.0 -6.0 -8.0 NaN -7.0 9225 SOYBEAN caleb_strategy_v3 [-1] 1278.0 None 1277.25 1277.0 1277.5 1277.5 1277.0 -0.75 -0.25 -0.0 -0.5 NaN -0.25 9226 SOYMEAL caleb_strategy_v3 [-1] 393.4 None 393.55 393.5 393.6 393.6 393.6 0.15 -0.05 0.1 -0.0 NaN 0.05 9227 LEANHOG caleb_strategy_v3 [1] 78.45 None 79.1125 79.125 79.1 79.1 79.125 -0.6625 -0.0125 0.0 -0.025 NaN -0.0125 ============================================================================================================================================================== 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 9194 JGB-SGX-mini caleb_strategy_v3 [-1] 6.094461 98.450055 -49.225028 -0.0 NaN NaN -49.225028 9196 JGB-SGX-mini caleb_strategy_v3 [-1] 6.094461 205.104282 -41.020856 -0.0 -82.041713 NaN -41.020856 9195 NIKKEI caleb_strategy_v3 [-1] 4944.285584 -247.760769 -5.056342 -0.0 -10.112684 NaN -5.056342 9197 NIKKEI caleb_strategy_v3 [-1] 4944.285584 -247.760769 -5.056342 10.112684 NaN NaN 5.056342 9198 BTP caleb_strategy_v3 [-1] 11.352176 -30.831092 -4.404442 -8.808884 -17.617767 NaN -13.213325 9199 BUXL caleb_strategy_v3 [1] 26.230844 190.615292 -7.624612 7.624612 -7.624612 NaN 0.0 9200 SMI caleb_strategy_v3 [1] 1081.040793 157.25586 -9.250345 9.250345 -9.250345 NaN 0.0 9201 EURIBOR-ICE caleb_strategy_v3 [-1] 1.096472 843.614571 -22.800394 -45.600788 -91.201575 NaN -68.401181 9202 EURIBOR-ICE caleb_strategy_v3 [-1] 1.096472 798.013784 -22.800394 -45.600788 -91.201575 NaN -68.401181 9203 EURIBOR-ICE caleb_strategy_v3 [-1] 1.096472 775.21339 -45.600788 -0.0 -91.201575 NaN -45.600788 9204 EURIBOR-ICE caleb_strategy_v3 [-1] 1.096472 752.412996 -22.800394 -0.0 -45.600788 NaN -22.800394 9205 COCOA caleb_strategy_v3 [1] 712.580667 -49.117246 -7.016749 0.0 -14.033499 NaN -7.016749 9207 PALLAD caleb_strategy_v3 [1] 653.287784 -122.457517 -15.30719 30.614379 0.0 NaN 15.30719 9208 GOLD_micro caleb_strategy_v3 [1] 306.917168 -286.722312 -3.258208 0.0 -6.516416 NaN -3.258208 9209 SUGAR11 caleb_strategy_v3 [-1] 7.114536 -365.448999 -0.0 -463.839114 -463.839114 NaN -463.839114 9210 CRUDE_W caleb_strategy_v3 [-1] 21.854376 727.543089 -4.575743 9.151485 -0.0 NaN 4.575743 9211 COPPER caleb_strategy_v3 [1] 0.755483 115.819955 -3.309142 19.854849 13.236566 NaN 16.545708 9206 COPPER caleb_strategy_v3 [1] 0.755483 115.819955 -3.309142 6.618283 0.0 NaN 3.309142 9212 SP500_micro caleb_strategy_v3 [1] 543.404734 -416.356328 -2.300311 -4.600622 -9.201245 NaN -6.900934 9213 NASDAQ_micro caleb_strategy_v3 [1] 2478.643301 -281.908252 -0.504308 0.0 -1.008616 NaN -0.504308 9215 US30 caleb_strategy_v3 [1] 24.9975 481.298129 -6.250625 12.50125 0.0 NaN 6.250625 9216 CHF caleb_strategy_v3 [-1] 0.07495 186.790775 -6.671099 -0.0 -13.342198 NaN -6.671099 9219 AUD caleb_strategy_v3 [-1] 0.073399 139.648629 -3.406064 13.624256 6.812128 NaN 10.218192 9214 AUD caleb_strategy_v3 [-1] 0.073399 143.054693 -6.812128 -0.0 -13.624256 NaN -6.812128 9217 RUSSELL caleb_strategy_v3 [-1] 428.605199 377.970217 -2.333149 -4.666299 -9.332598 NaN -6.999448 9220 RUSSELL caleb_strategy_v3 [-1] 428.605199 373.303918 -2.333149 11.665747 6.999448 NaN 9.332598 9218 DOW caleb_strategy_v3 [-1] 3752.971076 335.734002 -2.664556 -0.0 -5.329111 NaN -2.664556 9221 DOW caleb_strategy_v3 [-1] 3752.971076 334.401725 -1.332278 15.987333 13.322778 NaN 14.655056 9222 DOW caleb_strategy_v3 [-1] 3752.971076 335.734002 -2.664556 -0.0 -5.329111 NaN -2.664556 9223 DOW caleb_strategy_v3 [-1] 3752.971076 334.401725 -1.332278 -10.658222 -13.322778 NaN -11.9905 9224 DOW caleb_strategy_v3 [-1] 3752.971076 325.07578 -2.664556 -15.987333 -21.316445 NaN -18.651889 9225 SOYBEAN caleb_strategy_v3 [-1] 188.401404 -39.808621 -13.26954 -0.0 -26.53908 NaN -13.26954 9226 SOYMEAL caleb_strategy_v3 [-1] 94.569158 15.861408 -5.287136 10.574272 -0.0 NaN 5.287136 9227 LEANHOG caleb_strategy_v3 [1] 22.585002 -293.336262 -5.534646 0.0 -11.069293 NaN -5.534646 ======================================================================================================================================================================== 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 9194 JGB-SGX-mini caleb_strategy_v3 [-1] 703.007466 42.180448 -21.090224 -0.0 NaN NaN -21.090224 9196 JGB-SGX-mini caleb_strategy_v3 [-1] 703.007466 87.875933 -17.575187 -0.0 -35.150373 NaN -17.575187 9195 NIKKEI caleb_strategy_v3 [-1] 0.703007 -86.118415 -1.757519 -0.0 -3.515037 NaN -1.757519 9197 NIKKEI caleb_strategy_v3 [-1] 0.703007 -86.118415 -1.757519 3.515037 NaN NaN 1.757519 9198 BTP caleb_strategy_v3 [-1] 1091.7 -38.2095 -5.4585 -10.917 -21.834 NaN -16.3755 9199 BUXL caleb_strategy_v3 [1] 1091.7 545.85 -21.834 21.834 -21.834 NaN 0.0 9200 SMI caleb_strategy_v3 [1] 11.506 195.602 -11.506 11.506 -11.506 NaN 0.0 9201 EURIBOR-ICE caleb_strategy_v3 [-1] 2729.25 252.455625 -6.823125 -13.64625 -27.2925 NaN -20.469375 9202 EURIBOR-ICE caleb_strategy_v3 [-1] 2729.25 238.809375 -6.823125 -13.64625 -27.2925 NaN -20.469375 9203 EURIBOR-ICE caleb_strategy_v3 [-1] 2729.25 231.98625 -13.64625 -0.0 -27.2925 NaN -13.64625 9204 EURIBOR-ICE caleb_strategy_v3 [-1] 2729.25 225.163125 -6.823125 -0.0 -13.64625 NaN -6.823125 9205 COCOA caleb_strategy_v3 [1] 10.0 -35.0 -5.0 0.0 -10.0 NaN -5.0 9207 PALLAD caleb_strategy_v3 [1] 100.0 -800.0 -100.0 200.0 0.0 NaN 100.0 9208 GOLD_micro caleb_strategy_v3 [1] 10.0 -88.0 -1.0 0.0 -2.0 NaN -1.0 9209 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -291.2 -0.0 -369.6 -369.6 NaN -369.6 9210 CRUDE_W caleb_strategy_v3 [-1] 1000.0 1590.0 -10.0 20.0 -0.0 NaN 10.0 9211 COPPER caleb_strategy_v3 [1] 25000.0 218.75 -6.25 37.5 25.0 NaN 31.25 9206 COPPER caleb_strategy_v3 [1] 25000.0 218.75 -6.25 12.5 0.0 NaN 6.25 9212 SP500_micro caleb_strategy_v3 [1] 5.0 -113.125 -0.625 -1.25 -2.5 NaN -1.875 9213 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -139.75 -0.25 0.0 -0.5 NaN -0.25 9215 US30 caleb_strategy_v3 [1] 1000.0 1203.125 -15.625 31.25 0.0 NaN 15.625 9216 CHF caleb_strategy_v3 [-1] 125000.0 175.0 -6.25 -0.0 -12.5 NaN -6.25 9219 AUD caleb_strategy_v3 [-1] 100000.0 102.5 -2.5 10.0 5.0 NaN 7.5 9214 AUD caleb_strategy_v3 [-1] 100000.0 105.0 -5.0 -0.0 -10.0 NaN -5.0 9217 RUSSELL caleb_strategy_v3 [-1] 5.0 81.0 -0.5 -1.0 -2.0 NaN -1.5 9220 RUSSELL caleb_strategy_v3 [-1] 5.0 80.0 -0.5 2.5 1.5 NaN 2.0 9218 DOW caleb_strategy_v3 [-1] 0.5 63.0 -0.5 -0.0 -1.0 NaN -0.5 9221 DOW caleb_strategy_v3 [-1] 0.5 62.75 -0.25 3.0 2.5 NaN 2.75 9222 DOW caleb_strategy_v3 [-1] 0.5 63.0 -0.5 -0.0 -1.0 NaN -0.5 9223 DOW caleb_strategy_v3 [-1] 0.5 62.75 -0.25 -2.0 -2.5 NaN -2.25 9224 DOW caleb_strategy_v3 [-1] 0.5 61.0 -0.5 -3.0 -4.0 NaN -3.5 9225 SOYBEAN caleb_strategy_v3 [-1] 50.0 -37.5 -12.5 -0.0 -25.0 NaN -12.5 9226 SOYMEAL caleb_strategy_v3 [-1] 100.0 15.0 -5.0 10.0 -0.0 NaN 5.0 9227 LEANHOG caleb_strategy_v3 [1] 400.0 -265.0 -5.0 0.0 -10.0 NaN -5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 207.5 BTP -38.2095 BUXL 545.85 CHF 175.0 COCOA -35.0 COPPER 437.5 CRUDE_W 1590.0 DOW 312.5 EURIBOR-ICE 948.414375 GOLD_micro -88.0 JGB-SGX-mini 130.056381 LEANHOG -265.0 NASDAQ_micro -139.75 NIKKEI -172.236829 PALLAD -800.0 RUSSELL 161.0 SMI 195.602 SOYBEAN -37.5 SOYMEAL 15.0 SP500_micro -113.125 SUGAR11 -291.2 US30 1203.125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3941.526427 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 BTP -5.4585 BUXL -21.834 CHF -6.25 COCOA -5.0 COPPER -12.5 CRUDE_W -10.0 DOW -2.0 EURIBOR-ICE -34.115625 GOLD_micro -1.0 JGB-SGX-mini -38.665411 LEANHOG -5.0 NASDAQ_micro -0.25 NIKKEI -3.515037 PALLAD -100.0 RUSSELL -1.0 SMI -11.506 SOYBEAN -12.5 SOYMEAL -5.0 SP500_micro -0.625 SUGAR11 -0.0 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -299.344573 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 BTP -10.917 BUXL 21.834 CHF -0.0 COCOA 0.0 COPPER 50.0 CRUDE_W 20.0 DOW -2.0 EURIBOR-ICE -27.2925 GOLD_micro 0.0 JGB-SGX-mini -0.0 LEANHOG 0.0 NASDAQ_micro 0.0 NIKKEI 3.515037 PALLAD 200.0 RUSSELL 1.5 SMI 11.506 SOYBEAN -0.0 SOYMEAL 10.0 SP500_micro -1.25 SUGAR11 -369.6 US30 31.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -51.454463 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 BTP -21.834 BUXL -21.834 CHF -12.5 COCOA -10.0 COPPER 25.0 CRUDE_W -0.0 DOW -6.0 EURIBOR-ICE -95.52375 GOLD_micro -2.0 JGB-SGX-mini -35.150373 LEANHOG -10.0 NASDAQ_micro -0.5 NIKKEI -3.515037 PALLAD 0.0 RUSSELL -0.5 SMI -11.506 SOYBEAN -25.0 SOYMEAL -0.0 SP500_micro -2.5 SUGAR11 -369.6 US30 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -607.963161 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 BUXL 0 CHF 0 COCOA 0 COPPER 0 CRUDE_W 0 DOW 0 EURIBOR-ICE 0 GOLD_micro 0 JGB-SGX-mini 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 PALLAD 0 RUSSELL 0 SMI 0 SOYBEAN 0 SOYMEAL 0 SP500_micro 0 SUGAR11 0 US30 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 2.5 BTP -16.3755 BUXL 0.0 CHF -6.25 COCOA -5.0 COPPER 37.5 CRUDE_W 10.0 DOW -4.0 EURIBOR-ICE -61.408125 GOLD_micro -1.0 JGB-SGX-mini -38.665411 LEANHOG -5.0 NASDAQ_micro -0.25 NIKKEI 0.0 PALLAD 100.0 RUSSELL 0.5 SMI 0.0 SOYBEAN -12.5 SOYMEAL 5.0 SP500_micro -1.875 SUGAR11 -369.6 US30 15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -350.799036 ******************************************************************************** END OF REPORT ********************************************************************************