******************************************************************************** Trades report produced on 19/12/2023 21:37 from 18/12/2023 21:37 to 19/12/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9233 EUROSTX caleb_strategy_v3 [20240300] 2023-12-19 08:00:28 [1] 4561.000 9257 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:17:29 [-1] 2.210 9256 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:17:28 [1] 2.330 9285 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:36:17 [-1] 2.210 9258 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:19:20 [1] 2.325 9259 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:19:21 [-1] 2.210 9260 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:21:13 [1] 2.325 9261 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:22:35 [-1] 2.210 9262 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:23:08 [1] 2.330 9263 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:23:34 [-1] 2.215 9264 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:23:42 [1] 2.330 9265 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:24:18 [-1] 2.210 9266 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:25:48 [1] 2.330 9267 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:25:55 [-1] 2.215 9268 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:26:12 [1] 2.325 9269 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:26:14 [-1] 2.210 9270 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:27:28 [1] 2.330 9271 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:29:50 [-1] 2.210 9272 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:30:07 [1] 2.330 9273 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:30:29 [-1] 2.210 9274 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:31:47 [1] 2.325 9275 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:31:48 [-1] 2.210 9276 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:32:02 [1] 2.325 9277 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:32:19 [-1] 2.215 9255 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:17:08 [-1] 2.210 9254 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:15:54 [1] 2.330 9253 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:15:34 [-1] 2.215 9252 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:12:14 [1] 2.335 9284 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:36:10 [1] 2.330 9283 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:35:31 [-1] 2.215 9282 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:35:25 [1] 2.330 9281 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:34:33 [-1] 2.215 9280 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:34:32 [1] 2.335 9236 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:02:19 [1] 2.325 9237 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:02:34 [-1] 2.215 9238 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:02:38 [1] 2.335 9239 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:02:39 [-1] 2.215 9278 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:33:02 [1] 2.335 9240 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:03:38 [1] 2.330 9242 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:04:39 [1] 2.335 9243 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:06:54 [-1] 2.225 9244 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:06:58 [1] 2.340 9245 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:07:01 [-1] 2.220 9246 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:07:59 [1] 2.340 9247 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:08:02 [-1] 2.220 9248 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:08:59 [1] 2.335 9249 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:09:08 [-1] 2.220 9250 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240200] 2023-12-19 14:10:03 [1] 2.340 9251 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:10:23 [-1] 2.225 9241 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:04:30 [-1] 2.215 9279 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2023-12-19 14:33:04 [-1] 2.215 9235 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-19 14:00:42 [-1] 2043.100 9228 NIKKEI caleb_strategy_v3 [20240300] 2023-12-19 03:01:23 [-1] 33015.000 9232 NIKKEI caleb_strategy_v3 [20240300] 2023-12-19 03:05:18 [-1] 33010.000 9231 NIKKEI caleb_strategy_v3 [20240300] 2023-12-19 03:04:18 [-1] 33015.000 9230 NIKKEI caleb_strategy_v3 [20240300] 2023-12-19 03:03:18 [-1] 32985.000 9229 NIKKEI caleb_strategy_v3 [20240300] 2023-12-19 03:02:18 [-1] 33000.000 9234 PLAT caleb_strategy_v3 [20240100] 2023-12-19 14:00:40 [-1] 954.100 9287 RUSSELL caleb_strategy_v3 [20240300] 2023-12-19 15:01:00 [1] 2040.000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9228 NIKKEI caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 03:01:17.190 2023-12-19 03:01:23 97277.19 5.81 9229 NIKKEI caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 03:02:17.527 2023-12-19 03:02:18 97337.527 0.473 9230 NIKKEI caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 03:03:17.845 2023-12-19 03:03:18 97397.845 0.155 9231 NIKKEI caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 03:04:18.272 2023-12-19 03:04:18 97458.272 NaN 9232 NIKKEI caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 03:05:18.375 2023-12-19 03:05:18 97518.375 NaN 9233 EUROSTX caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 08:00:27.730 2023-12-19 08:00:28 115227.73 0.27 9234 PLAT caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 14:00:37.138 2023-12-19 14:00:40 136837.138 2.862 9235 GOLD_micro caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 14:00:41.042 2023-12-19 14:00:42 136841.042 0.958 9236 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:00:43.239 2023-12-19 14:02:19 64843.239 95.761 9237 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:02:20.478 2023-12-19 14:02:34 64940.478 13.522 9238 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:02:38.395 2023-12-19 14:02:38 64958.395 NaN 9239 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:02:38.933 2023-12-19 14:02:39 64958.933 0.067 9240 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:03:38.898 2023-12-19 14:03:38 65018.898 NaN 9241 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:03:39.381 2023-12-19 14:04:30 65019.381 50.619 9242 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:04:38.926 2023-12-19 14:04:39 65078.926 0.074 9243 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:04:39.665 2023-12-19 14:06:54 65079.665 134.335 9244 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:06:58.467 2023-12-19 14:06:58 65218.467 NaN 9245 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:06:59.170 2023-12-19 14:07:01 65219.17 1.83 9246 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:07:58.793 2023-12-19 14:07:59 65278.793 0.207 9247 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:07:59.740 2023-12-19 14:08:02 65279.74 2.26 9248 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:08:58.856 2023-12-19 14:08:59 65338.856 0.144 9249 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:08:59.811 2023-12-19 14:09:08 65339.811 8.189 9250 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:09:59.538 2023-12-19 14:10:03 65399.538 3.462 9251 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:10:04.275 2023-12-19 14:10:23 65404.275 18.725 9252 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:10:59.582 2023-12-19 14:12:14 65459.582 74.418 9253 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:12:14.803 2023-12-19 14:15:34 65534.803 199.197 9254 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:15:38.625 2023-12-19 14:15:54 65738.625 15.375 9255 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:15:55.104 2023-12-19 14:17:08 65755.104 72.896 9256 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:17:11.960 2023-12-19 14:17:28 65831.96 16.04 9257 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:17:28.957 2023-12-19 14:17:29 65848.957 0.043 9258 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:18:11.978 2023-12-19 14:19:20 65891.978 68.022 9259 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:19:20.652 2023-12-19 14:19:21 65960.652 0.348 9260 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:19:24.831 2023-12-19 14:21:13 65964.831 108.169 9261 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:21:14.386 2023-12-19 14:22:35 66074.386 80.614 9262 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:22:38.879 2023-12-19 14:23:08 66158.879 29.121 9263 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:23:09.430 2023-12-19 14:23:34 66189.43 24.57 9264 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:23:39.149 2023-12-19 14:23:42 66219.149 2.851 9265 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:23:42.773 2023-12-19 14:24:18 66222.773 35.227 9266 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:24:39.551 2023-12-19 14:25:48 66279.551 68.449 9267 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:25:48.644 2023-12-19 14:25:55 66348.644 6.356 9268 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:25:59.472 2023-12-19 14:26:12 66359.472 12.528 9269 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:26:12.632 2023-12-19 14:26:14 66372.632 1.368 9270 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:26:59.926 2023-12-19 14:27:28 66419.926 28.074 9271 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:27:28.531 2023-12-19 14:29:50 66448.531 141.469 9272 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:29:54.122 2023-12-19 14:30:07 66594.122 12.878 9273 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:30:08.490 2023-12-19 14:30:29 66608.49 20.51 9274 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:30:54.515 2023-12-19 14:31:47 66654.515 52.485 9275 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:31:48.207 2023-12-19 14:31:48 66708.207 NaN 9276 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:31:54.396 2023-12-19 14:32:02 66714.396 7.604 9277 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:32:02.807 2023-12-19 14:32:19 66722.807 16.193 9278 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:32:55.124 2023-12-19 14:33:02 66775.124 6.876 9279 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:33:03.112 2023-12-19 14:33:04 66783.112 0.888 9280 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:33:55.621 2023-12-19 14:34:32 66835.621 36.379 9281 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:34:33.045 2023-12-19 14:34:33 66873.045 NaN 9282 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:34:55.631 2023-12-19 14:35:25 66895.631 29.369 9283 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:35:25.766 2023-12-19 14:35:31 66925.766 5.234 9284 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:35:56.143 2023-12-19 14:36:10 66956.143 13.857 9285 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2023-12-18 20:00:00 2023-12-19 14:36:11.137 2023-12-19 14:36:17 66971.137 5.863 9287 RUSSELL caleb_strategy_v3 2023-12-18 00:00:00 2023-12-19 15:01:00.158 2023-12-19 15:01:00 140460.158 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 9228 NIKKEI caleb_strategy_v3 [-1] 32695.0 None 33022.5 33020.0 33025.0 33025.0 33015.0 327.5 -2.5 -5.0 -10.0 NaN -7.5 9229 NIKKEI caleb_strategy_v3 [-1] 32695.0 None 33017.5 33015.0 33020.0 33020.0 33000.0 322.5 -2.5 -15.0 -20.0 NaN -17.5 9230 NIKKEI caleb_strategy_v3 [-1] 32695.0 None 33002.5 33000.0 33005.0 33005.0 32985.0 307.5 -2.5 -15.0 -20.0 NaN -17.5 9231 NIKKEI caleb_strategy_v3 [-1] 32695.0 None 32987.5 32985.0 32990.0 32990.0 33015.0 292.5 -2.5 30.0 25.0 NaN 27.5 9232 NIKKEI caleb_strategy_v3 [-1] 32695.0 None 33017.5 33015.0 33020.0 33020.0 33010.0 322.5 -2.5 -5.0 -10.0 NaN -7.5 9233 EUROSTX caleb_strategy_v3 [1] 4567.0 None 4560.5 4561.0 4560.0 4560.0 4561.0 6.5 -0.5 0.0 -1.0 NaN -0.5 9234 PLAT caleb_strategy_v3 [-1] 952.4 None 954.35 954.2 954.5 954.5 954.1 1.95 -0.15 -0.1 -0.4 NaN -0.25 9235 GOLD_micro caleb_strategy_v3 [-1] 2039.7 None 2043.25 2043.2 2043.3 2043.3 2043.1 3.55 -0.05 -0.1 -0.2 NaN -0.15 9236 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.325 0.0975 -0.0025 0.005 0.0 NaN 0.0025 9237 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.215 -0.1 -0.005 0.005 -0.005 NaN 0.0 9238 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.33 2.335 2.325 2.325 2.335 0.095 -0.005 0.0 -0.01 NaN -0.005 9239 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2175 2.215 2.22 NaN 2.215 -0.0975 -0.0025 -0.0 NaN NaN -0.0025 9240 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3325 2.335 2.33 2.33 2.33 0.0925 -0.0025 0.005 0.0 NaN 0.0025 9241 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.215 -0.1 -0.005 0.005 -0.005 NaN 0.0 9242 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.335 0.0975 -0.0025 -0.005 -0.01 NaN -0.0075 9243 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.22 2.215 2.225 2.225 2.225 -0.095 -0.005 0.01 -0.0 NaN 0.005 9244 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3325 2.335 2.33 2.33 2.34 0.0925 -0.0025 -0.005 -0.01 NaN -0.0075 9245 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.225 2.22 2.23 2.23 2.22 -0.09 -0.005 -0.0 -0.01 NaN -0.005 9246 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3375 2.34 2.335 NaN 2.34 0.0875 -0.0025 0.0 NaN NaN -0.0025 9247 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2225 2.22 2.225 2.225 2.22 -0.0925 -0.0025 -0.0 -0.005 NaN -0.0025 9248 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3325 2.335 2.33 NaN 2.335 0.0925 -0.0025 0.0 NaN NaN -0.0025 9249 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.22 2.215 2.225 2.225 2.22 -0.095 -0.005 0.005 -0.005 NaN 0.0 9250 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3375 2.34 2.335 2.335 2.34 0.0875 -0.0025 0.0 -0.005 NaN -0.0025 9251 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.225 2.22 2.23 2.23 2.225 -0.09 -0.005 0.005 -0.005 NaN 0.0 9252 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3375 2.34 2.335 2.335 2.335 0.0875 -0.0025 0.005 0.0 NaN 0.0025 9253 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.22 2.215 2.225 2.225 2.215 -0.095 -0.005 -0.0 -0.01 NaN -0.005 9254 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.33 2.335 2.325 2.325 2.33 0.095 -0.005 0.005 -0.005 NaN 0.0 9255 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.21 -0.1 -0.005 -0.0 -0.01 NaN -0.005 9256 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3225 2.325 2.32 2.32 2.33 0.1025 -0.0025 -0.005 -0.01 NaN -0.0075 9257 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.21 -0.1 -0.005 -0.0 -0.01 NaN -0.005 9258 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.325 0.0975 -0.0025 0.005 0.0 NaN 0.0025 9259 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.21 2.205 2.215 2.215 2.21 -0.105 -0.005 0.005 -0.005 NaN 0.0 9260 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3225 2.325 2.32 2.32 2.325 0.1025 -0.0025 0.0 -0.005 NaN -0.0025 9261 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2125 2.21 2.215 2.215 2.21 -0.1025 -0.0025 -0.0 -0.005 NaN -0.0025 9262 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.325 2.33 2.32 2.32 2.33 0.1 -0.005 0.0 -0.01 NaN -0.005 9263 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2125 2.21 2.215 2.215 2.215 -0.1025 -0.0025 0.005 -0.0 NaN 0.0025 9264 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.33 0.0975 -0.0025 0.0 -0.005 NaN -0.0025 9265 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2175 2.215 2.22 2.22 2.21 -0.0975 -0.0025 -0.005 -0.01 NaN -0.0075 9266 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.325 2.33 2.32 2.32 2.33 0.1 -0.005 0.0 -0.01 NaN -0.005 9267 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2125 2.21 2.215 2.215 2.215 -0.1025 -0.0025 0.005 -0.0 NaN 0.0025 9268 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.325 0.0975 -0.0025 0.005 0.0 NaN 0.0025 9269 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.21 -0.1 -0.005 -0.0 -0.01 NaN -0.005 9270 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.33 0.0975 -0.0025 0.0 -0.005 NaN -0.0025 9271 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2175 2.215 2.22 2.22 2.21 -0.0975 -0.0025 -0.005 -0.01 NaN -0.0075 9272 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.325 2.33 2.32 2.32 2.33 0.1 -0.005 0.0 -0.01 NaN -0.005 9273 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.21 -0.1 -0.005 -0.0 -0.01 NaN -0.005 9274 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3225 2.325 2.32 2.32 2.325 0.1025 -0.0025 0.0 -0.005 NaN -0.0025 9275 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2125 2.21 2.215 2.215 2.21 -0.1025 -0.0025 -0.0 -0.005 NaN -0.0025 9276 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3225 2.325 2.32 2.32 2.325 0.1025 -0.0025 0.0 -0.005 NaN -0.0025 9277 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2125 2.21 2.215 2.215 2.215 -0.1025 -0.0025 0.005 -0.0 NaN 0.0025 9278 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3275 2.33 2.325 2.325 2.335 0.0975 -0.0025 -0.005 -0.01 NaN -0.0075 9279 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.22 2.215 2.225 2.225 2.215 -0.095 -0.005 -0.0 -0.01 NaN -0.005 9280 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3375 2.34 2.335 2.335 2.335 0.0875 -0.0025 0.005 0.0 NaN 0.0025 9281 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.2225 2.22 2.225 NaN 2.215 -0.0925 -0.0025 -0.005 NaN NaN -0.0075 9282 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3325 2.335 2.33 2.33 2.33 0.0925 -0.0025 0.005 0.0 NaN 0.0025 9283 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.215 -0.1 -0.005 0.005 -0.005 NaN 0.0 9284 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.425 None 2.3325 2.335 2.33 2.33 2.33 0.0925 -0.0025 0.005 0.0 NaN 0.0025 9285 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.315 None 2.215 2.21 2.22 2.22 2.21 -0.1 -0.005 -0.0 -0.01 NaN -0.005 9287 RUSSELL caleb_strategy_v3 [1] 2007.7 None 2039.2 2039.3 2039.1 2039.1 2040.0 -31.5 -0.1 -0.7 -0.9 NaN -0.8 ================================================================================================================================================================== 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 9228 NIKKEI caleb_strategy_v3 [-1] 5166.627256 633.875803 -4.838747 -9.677493 -19.354986 NaN -14.51624 9229 NIKKEI caleb_strategy_v3 [-1] 5166.627256 624.19831 -4.838747 -29.03248 -38.709973 NaN -33.871226 9230 NIKKEI caleb_strategy_v3 [-1] 5166.627256 595.16583 -4.838747 -29.03248 -38.709973 NaN -33.871226 9231 NIKKEI caleb_strategy_v3 [-1] 5166.627256 566.133351 -4.838747 58.064959 48.387466 NaN 53.226212 9232 NIKKEI caleb_strategy_v3 [-1] 5166.627256 624.19831 -4.838747 -9.677493 -19.354986 NaN -14.51624 9233 EUROSTX caleb_strategy_v3 [1] 514.270687 126.392582 -9.722506 0.0 -19.445013 NaN -9.722506 9234 PLAT caleb_strategy_v3 [-1] 252.618581 77.191472 -5.937806 -3.958537 -15.834148 NaN -9.896343 9235 GOLD_micro caleb_strategy_v3 [-1] 302.19827 117.472545 -1.654543 -3.309086 -6.618172 NaN -4.963629 9236 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 27.440506 0.0 NaN 13.720253 9237 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 27.440506 -27.440506 NaN 0.0 9238 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 521.369616 -27.440506 0.0 -54.881012 NaN -27.440506 9239 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -535.089869 -13.720253 -0.0 NaN NaN -13.720253 9240 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 507.649363 -13.720253 27.440506 0.0 NaN 13.720253 9241 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 27.440506 -27.440506 NaN 0.0 9242 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 -27.440506 -54.881012 NaN -41.160759 9243 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -521.369616 -27.440506 54.881012 -0.0 NaN 27.440506 9244 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 507.649363 -13.720253 -27.440506 -54.881012 NaN -41.160759 9245 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -493.92911 -27.440506 -0.0 -54.881012 NaN -27.440506 9246 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 480.208857 -13.720253 0.0 NaN NaN -13.720253 9247 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -507.649363 -13.720253 -0.0 -27.440506 NaN -13.720253 9248 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 507.649363 -13.720253 0.0 NaN NaN -13.720253 9249 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -521.369616 -27.440506 27.440506 -27.440506 NaN 0.0 9250 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 480.208857 -13.720253 0.0 -27.440506 NaN -13.720253 9251 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -493.92911 -27.440506 27.440506 -27.440506 NaN 0.0 9252 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 480.208857 -13.720253 27.440506 0.0 NaN 13.720253 9253 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -521.369616 -27.440506 -0.0 -54.881012 NaN -27.440506 9254 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 521.369616 -27.440506 27.440506 -27.440506 NaN 0.0 9255 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 -0.0 -54.881012 NaN -27.440506 9256 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 562.530375 -13.720253 -27.440506 -54.881012 NaN -41.160759 9257 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 -0.0 -54.881012 NaN -27.440506 9258 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 27.440506 0.0 NaN 13.720253 9259 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -576.250628 -27.440506 27.440506 -27.440506 NaN 0.0 9260 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 562.530375 -13.720253 0.0 -27.440506 NaN -13.720253 9261 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -562.530375 -13.720253 -0.0 -27.440506 NaN -13.720253 9262 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 548.810122 -27.440506 0.0 -54.881012 NaN -27.440506 9263 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -562.530375 -13.720253 27.440506 -0.0 NaN 13.720253 9264 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 0.0 -27.440506 NaN -13.720253 9265 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -535.089869 -13.720253 -27.440506 -54.881012 NaN -41.160759 9266 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 548.810122 -27.440506 0.0 -54.881012 NaN -27.440506 9267 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -562.530375 -13.720253 27.440506 -0.0 NaN 13.720253 9268 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 27.440506 0.0 NaN 13.720253 9269 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 -0.0 -54.881012 NaN -27.440506 9270 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 0.0 -27.440506 NaN -13.720253 9271 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -535.089869 -13.720253 -27.440506 -54.881012 NaN -41.160759 9272 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 548.810122 -27.440506 0.0 -54.881012 NaN -27.440506 9273 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 -0.0 -54.881012 NaN -27.440506 9274 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 562.530375 -13.720253 0.0 -27.440506 NaN -13.720253 9275 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -562.530375 -13.720253 -0.0 -27.440506 NaN -13.720253 9276 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 562.530375 -13.720253 0.0 -27.440506 NaN -13.720253 9277 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -562.530375 -13.720253 27.440506 -0.0 NaN 13.720253 9278 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 535.089869 -13.720253 -27.440506 -54.881012 NaN -41.160759 9279 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -521.369616 -27.440506 -0.0 -54.881012 NaN -27.440506 9280 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 480.208857 -13.720253 27.440506 0.0 NaN 13.720253 9281 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -507.649363 -13.720253 -27.440506 NaN NaN -41.160759 9282 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 507.649363 -13.720253 27.440506 0.0 NaN 13.720253 9283 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 27.440506 -27.440506 NaN 0.0 9284 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.822124 507.649363 -13.720253 27.440506 0.0 NaN 13.720253 9285 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.822124 -548.810122 -27.440506 -0.0 -54.881012 NaN -27.440506 9287 RUSSELL caleb_strategy_v3 [1] 431.076649 -730.728517 -2.319773 -16.238411 -20.877958 NaN -18.558185 ============================================================================================================================================================================ 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 9228 NIKKEI caleb_strategy_v3 [-1] 0.694621 227.488217 -1.736551 -3.473103 -6.946205 NaN -5.209654 9229 NIKKEI caleb_strategy_v3 [-1] 0.694621 224.015115 -1.736551 -10.419308 -13.89241 NaN -12.155859 9230 NIKKEI caleb_strategy_v3 [-1] 0.694621 213.595807 -1.736551 -10.419308 -13.89241 NaN -12.155859 9231 NIKKEI caleb_strategy_v3 [-1] 0.694621 203.1765 -1.736551 20.838615 17.365513 NaN 19.102064 9232 NIKKEI caleb_strategy_v3 [-1] 0.694621 224.015115 -1.736551 -3.473103 -6.946205 NaN -5.209654 9233 EUROSTX caleb_strategy_v3 [1] 10.9255 71.01575 -5.46275 0.0 -10.9255 NaN -5.46275 9234 PLAT caleb_strategy_v3 [-1] 50.0 97.5 -7.5 -5.0 -20.0 NaN -12.5 9235 GOLD_micro caleb_strategy_v3 [-1] 10.0 35.5 -0.5 -1.0 -2.0 NaN -1.5 9236 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 12.5 0.0 NaN 6.25 9237 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 12.5 -12.5 NaN 0.0 9238 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 237.5 -12.5 0.0 -25.0 NaN -12.5 9239 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -243.75 -6.25 -0.0 NaN NaN -6.25 9240 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 231.25 -6.25 12.5 0.0 NaN 6.25 9241 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 12.5 -12.5 NaN 0.0 9242 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 -12.5 -25.0 NaN -18.75 9243 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -237.5 -12.5 25.0 -0.0 NaN 12.5 9244 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 231.25 -6.25 -12.5 -25.0 NaN -18.75 9245 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -225.0 -12.5 -0.0 -25.0 NaN -12.5 9246 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 218.75 -6.25 0.0 NaN NaN -6.25 9247 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -231.25 -6.25 -0.0 -12.5 NaN -6.25 9248 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 231.25 -6.25 0.0 NaN NaN -6.25 9249 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -237.5 -12.5 12.5 -12.5 NaN 0.0 9250 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 218.75 -6.25 0.0 -12.5 NaN -6.25 9251 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -225.0 -12.5 12.5 -12.5 NaN 0.0 9252 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 218.75 -6.25 12.5 0.0 NaN 6.25 9253 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -237.5 -12.5 -0.0 -25.0 NaN -12.5 9254 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 237.5 -12.5 12.5 -12.5 NaN 0.0 9255 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 -0.0 -25.0 NaN -12.5 9256 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 256.25 -6.25 -12.5 -25.0 NaN -18.75 9257 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 -0.0 -25.0 NaN -12.5 9258 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 12.5 0.0 NaN 6.25 9259 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -262.5 -12.5 12.5 -12.5 NaN 0.0 9260 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 256.25 -6.25 0.0 -12.5 NaN -6.25 9261 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -256.25 -6.25 -0.0 -12.5 NaN -6.25 9262 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 250.0 -12.5 0.0 -25.0 NaN -12.5 9263 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -256.25 -6.25 12.5 -0.0 NaN 6.25 9264 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 0.0 -12.5 NaN -6.25 9265 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -243.75 -6.25 -12.5 -25.0 NaN -18.75 9266 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 250.0 -12.5 0.0 -25.0 NaN -12.5 9267 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -256.25 -6.25 12.5 -0.0 NaN 6.25 9268 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 12.5 0.0 NaN 6.25 9269 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 -0.0 -25.0 NaN -12.5 9270 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 0.0 -12.5 NaN -6.25 9271 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -243.75 -6.25 -12.5 -25.0 NaN -18.75 9272 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 250.0 -12.5 0.0 -25.0 NaN -12.5 9273 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 -0.0 -25.0 NaN -12.5 9274 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 256.25 -6.25 0.0 -12.5 NaN -6.25 9275 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -256.25 -6.25 -0.0 -12.5 NaN -6.25 9276 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 256.25 -6.25 0.0 -12.5 NaN -6.25 9277 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -256.25 -6.25 12.5 -0.0 NaN 6.25 9278 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 243.75 -6.25 -12.5 -25.0 NaN -18.75 9279 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -237.5 -12.5 -0.0 -25.0 NaN -12.5 9280 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 218.75 -6.25 12.5 0.0 NaN 6.25 9281 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -231.25 -6.25 -12.5 NaN NaN -18.75 9282 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 231.25 -6.25 12.5 0.0 NaN 6.25 9283 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 12.5 -12.5 NaN 0.0 9284 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 231.25 -6.25 12.5 0.0 NaN 6.25 9285 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -250.0 -12.5 -0.0 -25.0 NaN -12.5 9287 RUSSELL caleb_strategy_v3 [1] 5.0 -157.5 -0.5 -3.5 -4.5 NaN -4.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -150.0 caleb_strategy_v3 EUROSTX 71.01575 GOLD_micro 35.5 NIKKEI 1092.290754 PLAT 97.5 RUSSELL -157.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -150.0 caleb_strategy_v3 1138.806504 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -437.5 caleb_strategy_v3 EUROSTX -5.46275 GOLD_micro -0.5 NIKKEI -8.682756 PLAT -7.5 RUSSELL -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -437.5 caleb_strategy_v3 -22.645506 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 162.5 caleb_strategy_v3 EUROSTX 0.0 GOLD_micro -1.0 NIKKEI -6.946205 PLAT -5.0 RUSSELL -3.5 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 162.5 caleb_strategy_v3 -16.446205 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -650.0 caleb_strategy_v3 EUROSTX -10.9255 GOLD_micro -2.0 NIKKEI -24.311718 PLAT -20.0 RUSSELL -4.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -650.0 caleb_strategy_v3 -61.737218 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 EUROSTX 0 GOLD_micro 0 NIKKEI 0 PLAT 0 RUSSELL 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 GAS_US_mini -275.0 caleb_strategy_v3 EUROSTX -5.46275 GOLD_micro -1.5 NIKKEI -15.628962 PLAT -12.5 RUSSELL -4.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -275.0 caleb_strategy_v3 -39.091712 ******************************************************************************** END OF REPORT ********************************************************************************