******************************************************************************** Trades report produced on 21/12/2023 21:37 from 20/12/2023 21:37 to 21/12/2023 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9349 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:23:43 [-1] 43860.0 9372 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:34:49 [1] 44655.0 9371 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:34:48 [-1] 43965.0 9370 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:33:54 [1] 44610.0 9369 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:33:47 [-1] 43905.0 9368 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:32:48 [1] 44610.0 9367 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:32:43 [-1] 43920.0 9366 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:31:47 [1] 44660.0 9365 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:31:46 [-1] 43975.0 9364 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:31:18 [1] 44650.0 9363 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:30:43 [-1] 43995.0 9362 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:29:44 [1] 44705.0 9361 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:29:43 [-1] 44010.0 9360 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:28:43 [1] 44695.0 9359 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:28:43 [-1] 44000.0 9358 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:27:43 [1] 44595.0 9357 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:27:43 [-1] 43895.0 9356 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:26:44 [1] 44525.0 9355 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:26:43 [-1] 43835.0 9354 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:25:53 [1] 44575.0 9353 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:25:52 [-1] 43890.0 9352 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:24:46 [1] 44585.0 9373 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:35:54 [-1] 43935.0 9374 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:37:23 [1] 44605.0 9375 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:37:31 [-1] 43900.0 9376 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:38:59 [1] 44610.0 9398 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:51:32 [1] 44545.0 9397 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:51:20 [-1] 43840.0 9396 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:50:37 [1] 44530.0 9395 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:50:20 [-1] 43840.0 9394 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:50:15 [1] 44530.0 9393 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:47:05 [-1] 43880.0 9392 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:46:41 [1] 44575.0 9391 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:46:07 [-1] 43935.0 9390 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:45:13 [1] 44645.0 9389 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:45:13 [-1] 43970.0 9351 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:24:45 [-1] 43885.0 9388 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:44:09 [1] 44640.0 9386 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:43:07 [1] 44605.0 9385 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:43:06 [-1] 43925.0 9384 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:42:05 [1] 44585.0 9383 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:42:05 [-1] 43890.0 9382 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:41:09 [1] 44605.0 9381 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:41:08 [-1] 43925.0 9380 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:40:34 [1] 44570.0 9379 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:40:06 [-1] 43910.0 9378 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:39:25 [1] 44625.0 9377 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:39:03 [-1] 43920.0 9387 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:44:07 [-1] 43950.0 9350 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:24:23 [1] 44570.0 9400 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:53:00 [1] 44570.0 9348 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:22:43 [1] 44575.0 9322 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:10:12 [1] 44435.0 9321 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:09:42 [-1] 43720.0 9320 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:08:43 [1] 44420.0 9319 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:08:42 [-1] 43725.0 9318 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:07:43 [1] 44400.0 9317 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:07:42 [-1] 43700.0 9316 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:06:48 [1] 44355.0 9315 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:06:43 [-1] 43650.0 9314 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:06:22 [1] 44355.0 9399 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:52:20 [-1] 43865.0 9313 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:05:51 [-1] 43620.0 9311 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:04:42 [-1] 43650.0 9310 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:03:43 [1] 44285.0 9309 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:03:42 [-1] 43600.0 9308 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:02:46 [1] 44360.0 9307 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:02:43 [-1] 43705.0 9306 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:01:51 [1] 44415.0 9305 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:01:43 [-1] 43720.0 9303 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:00:46 [1] 44395.0 9302 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:00:45 [-1] 43725.0 9312 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:04:43 [1] 44345.0 9324 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:10:46 [1] 44430.0 9323 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:10:45 [-1] 43740.0 9326 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:12:13 [1] 44445.0 9347 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:22:43 [-1] 43880.0 9346 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:21:46 [1] 44570.0 9345 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:21:45 [-1] 43865.0 9344 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:20:52 [1] 44545.0 9343 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:20:49 [-1] 43845.0 9342 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:20:04 [1] 44525.0 9341 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:20:04 [-1] 43835.0 9340 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:18:49 [1] 44520.0 9325 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:11:43 [-1] 43715.0 9338 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:18:07 [1] 44505.0 9339 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:18:48 [-1] 43820.0 9336 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:16:49 [1] 44505.0 9335 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:16:48 [-1] 43805.0 9334 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:16:06 [1] 44500.0 9333 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:15:42 [-1] 43765.0 9332 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:15:11 [1] 44490.0 9331 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:14:43 [-1] 43775.0 9330 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:13:45 [1] 44485.0 9329 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:13:44 [-1] 43795.0 9328 BITCOIN _ROLL_PSEUDO_STRATEGY [20240100] 2023-12-21 15:12:44 [1] 44485.0 9327 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:12:43 [-1] 43795.0 9337 BITCOIN _ROLL_PSEUDO_STRATEGY [20231200] 2023-12-21 15:17:43 [-1] 43790.0 9300 DOW caleb_strategy_v3 [20240300] 2023-12-21 15:00:42 [1] 37667.0 9304 DOW caleb_strategy_v3 [20240300] 2023-12-21 15:01:42 [1] 37677.0 9299 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-21 14:00:41 [1] 2053.3 9301 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-21 15:00:43 [1] 16895.0 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9299 GOLD_micro caleb_strategy_v3 2023-12-20 00:00:00 2023-12-21 14:00:38.662 2023-12-21 14:00:41 136838.662 2.338 9301 NASDAQ_micro caleb_strategy_v3 2023-12-20 00:00:00 2023-12-21 15:00:43.454 2023-12-21 15:00:43 140443.454 NaN 9304 DOW caleb_strategy_v3 2023-12-20 00:00:00 2023-12-21 15:01:42.513 2023-12-21 15:01:42 140502.513 NaN 9300 DOW caleb_strategy_v3 2023-12-20 00:00:00 2023-12-21 15:00:42.595 2023-12-21 15:00:42 140442.595 NaN 9302 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:00:44.343 2023-12-21 15:00:45 68444.343 0.657 9303 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:00:45.962 2023-12-21 15:00:46 68445.962 0.038 9305 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:01:43.053 2023-12-21 15:01:43 68503.053 NaN 9306 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:01:43.981 2023-12-21 15:01:51 68503.981 7.019 9307 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:02:42.539 2023-12-21 15:02:43 68562.539 0.461 9308 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:02:43.960 2023-12-21 15:02:46 68563.96 2.04 9309 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:03:42.431 2023-12-21 15:03:42 68622.431 NaN 9310 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:03:43.165 2023-12-21 15:03:43 68623.165 NaN 9311 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:04:42.593 2023-12-21 15:04:42 68682.593 NaN 9312 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:04:43.307 2023-12-21 15:04:43 68683.307 NaN 9313 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:05:42.581 2023-12-21 15:05:51 68742.581 8.419 9314 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:05:51.819 2023-12-21 15:06:22 68751.819 30.181 9315 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:06:42.592 2023-12-21 15:06:43 68802.592 0.408 9316 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:06:43.893 2023-12-21 15:06:48 68803.893 4.107 9317 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:07:42.495 2023-12-21 15:07:42 68862.495 NaN 9318 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:07:43.304 2023-12-21 15:07:43 68863.304 NaN 9319 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:08:42.635 2023-12-21 15:08:42 68922.635 NaN 9320 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:08:43.396 2023-12-21 15:08:43 68923.396 NaN 9321 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:09:42.662 2023-12-21 15:09:42 68982.662 NaN 9322 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:09:43.363 2023-12-21 15:10:12 68983.363 28.637 9323 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:10:42.673 2023-12-21 15:10:45 69042.673 2.327 9324 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:10:45.826 2023-12-21 15:10:46 69045.826 0.174 9325 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:11:42.696 2023-12-21 15:11:43 69102.696 0.304 9326 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:11:44.162 2023-12-21 15:12:13 69104.162 28.838 9327 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:12:42.712 2023-12-21 15:12:43 69162.712 0.288 9328 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:12:44.170 2023-12-21 15:12:44 69164.17 NaN 9329 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:13:42.735 2023-12-21 15:13:44 69222.735 1.265 9330 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:13:44.865 2023-12-21 15:13:45 69224.865 0.135 9331 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:14:42.625 2023-12-21 15:14:43 69282.625 0.375 9332 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:14:43.641 2023-12-21 15:15:11 69283.641 27.359 9333 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:15:42.765 2023-12-21 15:15:42 69342.765 NaN 9334 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:15:43.524 2023-12-21 15:16:06 69343.524 22.476 9335 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:16:42.794 2023-12-21 15:16:48 69402.794 5.206 9336 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:16:49.123 2023-12-21 15:16:49 69409.123 NaN 9337 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:17:42.805 2023-12-21 15:17:43 69462.805 0.195 9338 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:17:43.571 2023-12-21 15:18:07 69463.571 23.429 9339 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:18:42.827 2023-12-21 15:18:48 69522.827 5.173 9340 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:18:49.191 2023-12-21 15:18:49 69529.191 NaN 9341 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:19:42.737 2023-12-21 15:20:04 69582.737 21.263 9342 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:20:04.573 2023-12-21 15:20:04 69604.573 NaN 9343 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:20:42.855 2023-12-21 15:20:49 69642.855 6.145 9344 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:20:49.850 2023-12-21 15:20:52 69649.85 2.15 9345 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:21:42.874 2023-12-21 15:21:45 69702.874 2.126 9346 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:21:45.891 2023-12-21 15:21:46 69705.891 0.109 9347 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:22:42.886 2023-12-21 15:22:43 69762.886 0.114 9348 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:22:43.668 2023-12-21 15:22:43 69763.668 NaN 9349 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:23:42.905 2023-12-21 15:23:43 69822.905 0.095 9350 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:23:44.218 2023-12-21 15:24:23 69824.218 38.782 9351 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:24:42.916 2023-12-21 15:24:45 69882.916 2.084 9352 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:24:45.921 2023-12-21 15:24:46 69885.921 0.079 9353 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:25:42.942 2023-12-21 15:25:52 69942.942 9.058 9354 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:25:52.997 2023-12-21 15:25:53 69952.997 0.003 9355 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:26:42.961 2023-12-21 15:26:43 70002.961 0.039 9356 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:26:44.575 2023-12-21 15:26:44 70004.575 NaN 9357 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:27:42.974 2023-12-21 15:27:43 70062.974 0.026 9358 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:27:43.664 2023-12-21 15:27:43 70063.664 NaN 9359 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:28:42.859 2023-12-21 15:28:43 70122.859 0.141 9360 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:28:43.632 2023-12-21 15:28:43 70123.632 NaN 9361 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:29:43.013 2023-12-21 15:29:43 70183.013 NaN 9362 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:29:43.860 2023-12-21 15:29:44 70183.86 0.14 9363 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:30:42.903 2023-12-21 15:30:43 70242.903 0.097 9364 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:30:43.666 2023-12-21 15:31:18 70243.666 34.334 9365 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:31:43.124 2023-12-21 15:31:46 70303.124 2.876 9366 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:31:47.064 2023-12-21 15:31:47 70307.064 NaN 9367 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:32:42.943 2023-12-21 15:32:43 70362.943 0.057 9368 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:32:44.264 2023-12-21 15:32:48 70364.264 3.736 9369 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:33:43.066 2023-12-21 15:33:47 70423.066 3.934 9370 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:33:47.675 2023-12-21 15:33:54 70427.675 6.325 9371 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:34:43.087 2023-12-21 15:34:48 70483.087 4.913 9372 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:34:49.488 2023-12-21 15:34:49 70489.488 NaN 9373 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:35:43.103 2023-12-21 15:35:54 70543.103 10.897 9374 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:35:55.394 2023-12-21 15:37:23 70555.394 87.606 9375 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:37:27.760 2023-12-21 15:37:31 70647.76 3.24 9376 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:37:31.969 2023-12-21 15:38:59 70651.969 87.031 9377 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:39:03.254 2023-12-21 15:39:03 70743.254 NaN 9378 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:39:04.033 2023-12-21 15:39:25 70744.033 20.967 9379 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:40:03.593 2023-12-21 15:40:06 70803.593 2.407 9380 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:40:06.592 2023-12-21 15:40:34 70806.592 27.408 9381 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:41:03.847 2023-12-21 15:41:08 70863.847 4.153 9382 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:41:08.993 2023-12-21 15:41:09 70868.993 0.007 9383 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:42:04.219 2023-12-21 15:42:05 70924.219 0.781 9384 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:42:05.396 2023-12-21 15:42:05 70925.396 NaN 9385 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:43:04.608 2023-12-21 15:43:06 70984.608 1.392 9386 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:43:06.929 2023-12-21 15:43:07 70986.929 0.071 9387 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:44:04.678 2023-12-21 15:44:07 71044.678 2.322 9388 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:44:07.657 2023-12-21 15:44:09 71047.657 1.343 9389 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:45:04.786 2023-12-21 15:45:13 71104.786 8.214 9390 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:45:13.519 2023-12-21 15:45:13 71113.519 NaN 9391 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:46:04.883 2023-12-21 15:46:07 71164.883 2.117 9392 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:46:07.941 2023-12-21 15:46:41 71167.941 33.059 9393 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:47:04.941 2023-12-21 15:47:05 71224.941 0.059 9394 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:47:05.739 2023-12-21 15:50:15 71225.739 189.261 9395 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:50:19.666 2023-12-21 15:50:20 71419.666 0.334 9396 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:50:20.742 2023-12-21 15:50:37 71420.742 16.258 9397 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:51:20.148 2023-12-21 15:51:20 71480.148 NaN 9398 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:51:21.412 2023-12-21 15:51:32 71481.412 10.588 9399 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:52:20.176 2023-12-21 15:52:20 71540.176 NaN 9400 BITCOIN _ROLL_PSEUDO_STRATEGY 2023-12-20 20:00:00 2023-12-21 15:52:21.014 2023-12-21 15:53:00 71541.014 38.986 =============================================================================================================================================================================================================================== 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 9299 GOLD_micro caleb_strategy_v3 [1] 2043.7 None 2053.35 2053.4 2053.3 2053.3 2053.3 -9.65 -0.05 0.1 0.0 NaN 0.05 9301 NASDAQ_micro caleb_strategy_v3 [1] 16834.0 None 16895.25 16895.5 16895.0 16895.0 16895.0 -61.25 -0.25 0.5 0.0 NaN 0.25 9304 DOW caleb_strategy_v3 [1] 37608.0 None 37666.0 37667.0 37665.0 37665.0 37677.0 -58.0 -1.0 -10.0 -12.0 NaN -11.0 9300 DOW caleb_strategy_v3 [1] 37608.0 None 37666.0 37667.0 37665.0 37665.0 37667.0 -58.0 -1.0 0.0 -2.0 NaN -1.0 9302 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43727.5 43720.0 43735.0 43735.0 43725.0 -52.5 -7.5 5.0 -10.0 NaN -2.5 9303 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44365.0 44385.0 44345.0 44345.0 44395.0 250.0 -20.0 -10.0 -50.0 NaN -30.0 9305 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43732.5 43725.0 43740.0 NaN 43720.0 -47.5 -7.5 -5.0 NaN NaN -12.5 9306 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44375.0 44395.0 44355.0 44355.0 44415.0 240.0 -20.0 -20.0 -60.0 NaN -40.0 9307 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43712.5 43705.0 43720.0 43720.0 43705.0 -67.5 -7.5 -0.0 -15.0 NaN -7.5 9308 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44387.5 44415.0 44360.0 44360.0 44360.0 227.5 -27.5 55.0 0.0 NaN 27.5 9309 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43610.0 43605.0 43615.0 43615.0 43600.0 -170.0 -5.0 -5.0 -15.0 NaN -10.0 9310 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44357.5 44390.0 44325.0 44325.0 44285.0 257.5 -32.5 105.0 40.0 NaN 72.5 9311 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43662.5 43655.0 43670.0 43670.0 43650.0 -117.5 -7.5 -5.0 -20.0 NaN -12.5 9312 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44250.0 44285.0 44215.0 44215.0 44345.0 365.0 -35.0 -60.0 -130.0 NaN -95.0 9313 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43610.0 43600.0 43620.0 43620.0 43620.0 -170.0 -10.0 20.0 -0.0 NaN 10.0 9314 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44315.0 44345.0 44285.0 44285.0 44355.0 300.0 -30.0 -10.0 -70.0 NaN -40.0 9315 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43662.5 43655.0 43670.0 43670.0 43650.0 -117.5 -7.5 -5.0 -20.0 NaN -12.5 9316 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44322.5 44355.0 44290.0 44290.0 44355.0 292.5 -32.5 0.0 -65.0 NaN -32.5 9317 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43712.5 43705.0 43720.0 43720.0 43700.0 -67.5 -7.5 -5.0 -20.0 NaN -12.5 9318 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44325.0 44355.0 44295.0 44295.0 44400.0 290.0 -30.0 -45.0 -105.0 NaN -75.0 9319 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43737.5 43730.0 43745.0 43745.0 43725.0 -42.5 -7.5 -5.0 -20.0 NaN -12.5 9320 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44367.5 44400.0 44335.0 44335.0 44420.0 247.5 -32.5 -20.0 -85.0 NaN -52.5 9321 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43732.5 43725.0 43740.0 43740.0 43720.0 -47.5 -7.5 -5.0 -20.0 NaN -12.5 9322 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44390.0 44420.0 44360.0 44360.0 44435.0 225.0 -30.0 -15.0 -75.0 NaN -45.0 9323 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43757.5 43750.0 43765.0 43765.0 43740.0 -22.5 -7.5 -10.0 -25.0 NaN -17.5 9324 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44400.0 44435.0 44365.0 44365.0 44430.0 215.0 -35.0 5.0 -65.0 NaN -30.0 9325 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43707.5 43700.0 43715.0 43715.0 43715.0 -72.5 -7.5 15.0 -0.0 NaN 7.5 9326 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44400.0 44430.0 44370.0 44370.0 44445.0 215.0 -30.0 -15.0 -75.0 NaN -45.0 9327 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43785.0 43775.0 43795.0 43795.0 43795.0 5.0 -10.0 20.0 -0.0 NaN 10.0 9328 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44405.0 44435.0 44375.0 44375.0 44485.0 210.0 -30.0 -50.0 -110.0 NaN -80.0 9329 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43795.0 43785.0 43805.0 43805.0 43795.0 15.0 -10.0 10.0 -10.0 NaN 0.0 9330 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44450.0 44485.0 44415.0 44415.0 44485.0 165.0 -35.0 0.0 -70.0 NaN -35.0 9331 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43797.5 43790.0 43805.0 43805.0 43775.0 17.5 -7.5 -15.0 -30.0 NaN -22.5 9332 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44452.5 44485.0 44420.0 44420.0 44490.0 162.5 -32.5 -5.0 -70.0 NaN -37.5 9333 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43780.0 43770.0 43790.0 43790.0 43765.0 -0.0 -10.0 -5.0 -25.0 NaN -15.0 9334 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44457.5 44490.0 44425.0 44425.0 44500.0 157.5 -32.5 -10.0 -75.0 NaN -42.5 9335 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43797.5 43790.0 43805.0 43805.0 43805.0 17.5 -7.5 15.0 -0.0 NaN 7.5 9336 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44465.0 44500.0 44430.0 44430.0 44505.0 150.0 -35.0 -5.0 -75.0 NaN -40.0 9337 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43802.5 43795.0 43810.0 43810.0 43790.0 22.5 -7.5 -5.0 -20.0 NaN -12.5 9338 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44470.0 44505.0 44435.0 44435.0 44505.0 145.0 -35.0 0.0 -70.0 NaN -35.0 9339 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43827.5 43820.0 43835.0 43835.0 43820.0 47.5 -7.5 -0.0 -15.0 NaN -7.5 9340 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44475.0 44505.0 44445.0 44445.0 44520.0 140.0 -30.0 -15.0 -75.0 NaN -45.0 9341 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43827.5 43820.0 43835.0 43835.0 43835.0 47.5 -7.5 15.0 -0.0 NaN 7.5 9342 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44485.0 44520.0 44450.0 44450.0 44525.0 130.0 -35.0 -5.0 -75.0 NaN -40.0 9343 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43852.5 43845.0 43860.0 43860.0 43845.0 72.5 -7.5 -0.0 -15.0 NaN -7.5 9344 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44502.5 44525.0 44480.0 44480.0 44545.0 112.5 -22.5 -20.0 -65.0 NaN -42.5 9345 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43857.5 43850.0 43865.0 43865.0 43865.0 77.5 -7.5 15.0 -0.0 NaN 7.5 9346 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44512.5 44540.0 44485.0 44485.0 44570.0 102.5 -27.5 -30.0 -85.0 NaN -57.5 9347 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43890.0 43880.0 43900.0 43900.0 43880.0 110.0 -10.0 -0.0 -20.0 NaN -10.0 9348 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44540.0 44570.0 44510.0 44510.0 44575.0 75.0 -30.0 -5.0 -65.0 NaN -35.0 9349 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43855.0 43850.0 43860.0 43860.0 43860.0 75.0 -5.0 10.0 -0.0 NaN 5.0 9350 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44545.0 44575.0 44515.0 44515.0 44570.0 70.0 -30.0 5.0 -55.0 NaN -25.0 9351 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43897.5 43890.0 43905.0 43905.0 43885.0 117.5 -7.5 -5.0 -20.0 NaN -12.5 9352 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44545.0 44570.0 44520.0 44520.0 44585.0 70.0 -25.0 -15.0 -65.0 NaN -40.0 9353 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43882.5 43875.0 43890.0 43890.0 43890.0 102.5 -7.5 15.0 -0.0 NaN 7.5 9354 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44557.5 44585.0 44530.0 44530.0 44575.0 57.5 -27.5 10.0 -45.0 NaN -17.5 9355 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43845.0 43835.0 43855.0 43855.0 43835.0 65.0 -10.0 -0.0 -20.0 NaN -10.0 9356 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44557.5 44575.0 44540.0 44540.0 44525.0 57.5 -17.5 50.0 15.0 NaN 32.5 9357 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43910.0 43900.0 43920.0 43920.0 43895.0 130.0 -10.0 -5.0 -25.0 NaN -15.0 9358 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44502.5 44525.0 44480.0 44480.0 44595.0 112.5 -22.5 -70.0 -115.0 NaN -92.5 9359 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 44015.0 44005.0 44025.0 44025.0 44000.0 235.0 -10.0 -5.0 -25.0 NaN -15.0 9360 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44567.5 44595.0 44540.0 44540.0 44695.0 47.5 -27.5 -100.0 -155.0 NaN -127.5 9361 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 44025.0 44020.0 44030.0 44030.0 44010.0 245.0 -5.0 -10.0 -20.0 NaN -15.0 9362 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44670.0 44695.0 44645.0 44645.0 44705.0 -55.0 -25.0 -10.0 -60.0 NaN -35.0 9363 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 44002.5 43995.0 44010.0 44010.0 43995.0 222.5 -7.5 -0.0 -15.0 NaN -7.5 9364 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44677.5 44705.0 44650.0 44650.0 44650.0 -62.5 -27.5 55.0 0.0 NaN 27.5 9365 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43967.5 43960.0 43975.0 43975.0 43975.0 187.5 -7.5 15.0 -0.0 NaN 7.5 9366 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44622.5 44650.0 44595.0 44595.0 44660.0 -7.5 -27.5 -10.0 -65.0 NaN -37.5 9367 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43945.0 43935.0 43955.0 43955.0 43920.0 165.0 -10.0 -15.0 -35.0 NaN -25.0 9368 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44635.0 44660.0 44610.0 44610.0 44610.0 -20.0 -25.0 50.0 0.0 NaN 25.0 9369 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43920.0 43910.0 43930.0 43930.0 43905.0 140.0 -10.0 -5.0 -25.0 NaN -15.0 9370 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44590.0 44630.0 44550.0 44550.0 44610.0 25.0 -40.0 20.0 -60.0 NaN -20.0 9371 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43975.0 43965.0 43985.0 43985.0 43965.0 195.0 -10.0 -0.0 -20.0 NaN -10.0 9372 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44582.5 44610.0 44555.0 44555.0 44655.0 32.5 -27.5 -45.0 -100.0 NaN -72.5 9373 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43950.0 43940.0 43960.0 43960.0 43935.0 170.0 -10.0 -5.0 -25.0 NaN -15.0 9374 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44630.0 44655.0 44605.0 44605.0 44605.0 -15.0 -25.0 50.0 0.0 NaN 25.0 9375 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43915.0 43905.0 43925.0 43925.0 43900.0 135.0 -10.0 -5.0 -25.0 NaN -15.0 9376 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44577.5 44605.0 44550.0 44550.0 44610.0 37.5 -27.5 -5.0 -60.0 NaN -32.5 9377 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43930.0 43920.0 43940.0 43940.0 43920.0 150.0 -10.0 -0.0 -20.0 NaN -10.0 9378 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44585.0 44610.0 44560.0 44560.0 44625.0 30.0 -25.0 -15.0 -65.0 NaN -40.0 9379 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43900.0 43890.0 43910.0 43910.0 43910.0 120.0 -10.0 20.0 -0.0 NaN 10.0 9380 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44597.5 44625.0 44570.0 44570.0 44570.0 17.5 -27.5 55.0 0.0 NaN 27.5 9381 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43935.0 43925.0 43945.0 43945.0 43925.0 155.0 -10.0 -0.0 -20.0 NaN -10.0 9382 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44547.5 44570.0 44525.0 44525.0 44605.0 67.5 -22.5 -35.0 -80.0 NaN -57.5 9383 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43900.0 43890.0 43910.0 43910.0 43890.0 120.0 -10.0 -0.0 -20.0 NaN -10.0 9384 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44585.0 44605.0 44565.0 NaN 44585.0 30.0 -20.0 20.0 NaN NaN 0.0 9385 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43922.5 43915.0 43930.0 43930.0 43925.0 142.5 -7.5 10.0 -5.0 NaN 2.5 9386 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44582.5 44605.0 44560.0 NaN 44605.0 32.5 -22.5 0.0 NaN NaN -22.5 9387 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43945.0 43940.0 43950.0 43950.0 43950.0 165.0 -5.0 10.0 -0.0 NaN 5.0 9388 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44612.5 44640.0 44585.0 44585.0 44640.0 2.5 -27.5 0.0 -55.0 NaN -27.5 9389 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43960.0 43950.0 43970.0 43970.0 43970.0 180.0 -10.0 20.0 -0.0 NaN 10.0 9390 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44627.5 44645.0 44610.0 NaN 44645.0 -12.5 -17.5 0.0 NaN NaN -17.5 9391 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43945.0 43935.0 43955.0 43955.0 43935.0 165.0 -10.0 -0.0 -20.0 NaN -10.0 9392 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44600.0 44625.0 44575.0 44575.0 44575.0 15.0 -25.0 50.0 0.0 NaN 25.0 9393 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43890.0 43880.0 43900.0 43900.0 43880.0 110.0 -10.0 -0.0 -20.0 NaN -10.0 9394 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44552.5 44575.0 44530.0 44530.0 44530.0 62.5 -22.5 45.0 0.0 NaN 22.5 9395 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43847.5 43840.0 43855.0 43855.0 43840.0 67.5 -7.5 -0.0 -15.0 NaN -7.5 9396 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44507.5 44540.0 44475.0 44475.0 44530.0 107.5 -32.5 10.0 -55.0 NaN -22.5 9397 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43852.5 43845.0 43860.0 43860.0 43840.0 72.5 -7.5 -5.0 -20.0 NaN -12.5 9398 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44507.5 44530.0 44485.0 44485.0 44545.0 107.5 -22.5 -15.0 -60.0 NaN -37.5 9399 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 43780.0 None 43880.0 43875.0 43885.0 43885.0 43865.0 100.0 -5.0 -10.0 -20.0 NaN -15.0 9400 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 44615.0 None 44535.0 44555.0 44515.0 44515.0 44570.0 80.0 -20.0 -15.0 -55.0 NaN -35.0 ================================================================================================================================================================== 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 9299 GOLD_micro caleb_strategy_v3 [1] 293.716269 -328.548365 -1.702323 3.404646 0.0 NaN 1.702323 9301 NASDAQ_micro caleb_strategy_v3 [1] 2534.940672 -241.623012 -0.986216 1.972433 0.0 NaN 0.986216 9304 DOW caleb_strategy_v3 [1] 4038.078428 -143.632673 -2.476425 -24.764254 -29.717105 NaN -27.240679 9300 DOW caleb_strategy_v3 [1] 4038.078428 -143.632673 -2.476425 0.0 -4.952851 NaN -2.476425 9302 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -28.263402 -4.037629 2.691753 -5.383505 NaN -1.345876 9303 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 134.58763 -10.76701 -5.383505 -26.917526 NaN -16.150516 9305 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -25.57165 -4.037629 -2.691753 NaN NaN -6.729382 9306 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 129.204125 -10.76701 -10.76701 -32.301031 NaN -21.534021 9307 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -36.33866 -4.037629 -0.0 -8.075258 NaN -4.037629 9308 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 122.474744 -14.804639 29.609279 0.0 NaN 14.804639 9309 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -91.519589 -2.691753 -2.691753 -8.075258 NaN -5.383505 9310 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 138.625259 -17.496392 56.526805 21.534021 NaN 39.030413 9311 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -63.256186 -4.037629 -2.691753 -10.76701 NaN -6.729382 9312 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 196.49794 -18.842268 -32.301031 -69.985568 NaN -51.1433 9313 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -91.519589 -5.383505 10.76701 -0.0 NaN 5.383505 9314 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 161.505156 -16.150516 -5.383505 -37.684536 NaN -21.534021 9315 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -63.256186 -4.037629 -2.691753 -10.76701 NaN -6.729382 9316 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 157.467528 -17.496392 0.0 -34.992784 NaN -17.496392 9317 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -36.33866 -4.037629 -2.691753 -10.76701 NaN -6.729382 9318 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 156.121651 -16.150516 -24.225773 -56.526805 NaN -40.376289 9319 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -22.879897 -4.037629 -2.691753 -10.76701 NaN -6.729382 9320 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 133.241754 -17.496392 -10.76701 -45.759794 NaN -28.263402 9321 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -25.57165 -4.037629 -2.691753 -10.76701 NaN -6.729382 9322 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 121.128867 -16.150516 -8.075258 -40.376289 NaN -24.225773 9323 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -12.112887 -4.037629 -5.383505 -13.458763 NaN -9.421134 9324 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 115.745362 -18.842268 2.691753 -34.992784 NaN -16.150516 9325 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -39.030413 -4.037629 8.075258 -0.0 NaN 4.037629 9326 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 115.745362 -16.150516 -8.075258 -40.376289 NaN -24.225773 9327 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 2.691753 -5.383505 10.76701 -0.0 NaN 5.383505 9328 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 113.053609 -16.150516 -26.917526 -59.218557 NaN -43.068042 9329 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 8.075258 -5.383505 5.383505 -5.383505 NaN 0.0 9330 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 88.827836 -18.842268 0.0 -37.684536 NaN -18.842268 9331 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 9.421134 -4.037629 -8.075258 -16.150516 NaN -12.112887 9332 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 87.48196 -17.496392 -2.691753 -37.684536 NaN -20.188145 9333 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 -0.0 -5.383505 -2.691753 -13.458763 NaN -8.075258 9334 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 84.790207 -17.496392 -5.383505 -40.376289 NaN -22.879897 9335 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 9.421134 -4.037629 8.075258 -0.0 NaN 4.037629 9336 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 80.752578 -18.842268 -2.691753 -40.376289 NaN -21.534021 9337 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 12.112887 -4.037629 -2.691753 -10.76701 NaN -6.729382 9338 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 78.060826 -18.842268 0.0 -37.684536 NaN -18.842268 9339 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 25.57165 -4.037629 -0.0 -8.075258 NaN -4.037629 9340 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 75.369073 -16.150516 -8.075258 -40.376289 NaN -24.225773 9341 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 25.57165 -4.037629 8.075258 -0.0 NaN 4.037629 9342 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 69.985568 -18.842268 -2.691753 -40.376289 NaN -21.534021 9343 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 39.030413 -4.037629 -0.0 -8.075258 NaN -4.037629 9344 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 60.564434 -12.112887 -10.76701 -34.992784 NaN -22.879897 9345 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 41.722165 -4.037629 8.075258 -0.0 NaN 4.037629 9346 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 55.180928 -14.804639 -16.150516 -45.759794 NaN -30.955155 9347 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 59.218557 -5.383505 -0.0 -10.76701 NaN -5.383505 9348 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 40.376289 -16.150516 -2.691753 -34.992784 NaN -18.842268 9349 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 40.376289 -2.691753 5.383505 -0.0 NaN 2.691753 9350 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 37.684536 -16.150516 2.691753 -29.609279 NaN -13.458763 9351 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 63.256186 -4.037629 -2.691753 -10.76701 NaN -6.729382 9352 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 37.684536 -13.458763 -8.075258 -34.992784 NaN -21.534021 9353 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 55.180928 -4.037629 8.075258 -0.0 NaN 4.037629 9354 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 30.955155 -14.804639 5.383505 -24.225773 NaN -9.421134 9355 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 34.992784 -5.383505 -0.0 -10.76701 NaN -5.383505 9356 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 30.955155 -9.421134 26.917526 8.075258 NaN 17.496392 9357 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 69.985568 -5.383505 -2.691753 -13.458763 NaN -8.075258 9358 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 60.564434 -12.112887 -37.684536 -61.91031 NaN -49.797423 9359 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 126.512373 -5.383505 -2.691753 -13.458763 NaN -8.075258 9360 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 25.57165 -14.804639 -53.835052 -83.444331 NaN -68.639691 9361 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 131.895878 -2.691753 -5.383505 -10.76701 NaN -8.075258 9362 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -29.609279 -13.458763 -5.383505 -32.301031 NaN -18.842268 9363 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 119.782991 -4.037629 -0.0 -8.075258 NaN -4.037629 9364 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -33.646908 -14.804639 29.609279 0.0 NaN 14.804639 9365 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 100.940723 -4.037629 8.075258 -0.0 NaN 4.037629 9366 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -4.037629 -14.804639 -5.383505 -34.992784 NaN -20.188145 9367 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 88.827836 -5.383505 -8.075258 -18.842268 NaN -13.458763 9368 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -10.76701 -13.458763 26.917526 0.0 NaN 13.458763 9369 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 75.369073 -5.383505 -2.691753 -13.458763 NaN -8.075258 9370 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 13.458763 -21.534021 10.76701 -32.301031 NaN -10.76701 9371 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 104.978352 -5.383505 -0.0 -10.76701 NaN -5.383505 9372 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 17.496392 -14.804639 -24.225773 -53.835052 NaN -39.030413 9373 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 91.519589 -5.383505 -2.691753 -13.458763 NaN -8.075258 9374 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -8.075258 -13.458763 26.917526 0.0 NaN 13.458763 9375 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 72.67732 -5.383505 -2.691753 -13.458763 NaN -8.075258 9376 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 20.188145 -14.804639 -2.691753 -32.301031 NaN -17.496392 9377 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 80.752578 -5.383505 -0.0 -10.76701 NaN -5.383505 9378 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 16.150516 -13.458763 -8.075258 -34.992784 NaN -21.534021 9379 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 64.602063 -5.383505 10.76701 -0.0 NaN 5.383505 9380 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 9.421134 -14.804639 29.609279 0.0 NaN 14.804639 9381 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 83.444331 -5.383505 -0.0 -10.76701 NaN -5.383505 9382 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 36.33866 -12.112887 -18.842268 -43.068042 NaN -30.955155 9383 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 64.602063 -5.383505 -0.0 -10.76701 NaN -5.383505 9384 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 16.150516 -10.76701 10.76701 NaN NaN 0.0 9385 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 76.714949 -4.037629 5.383505 -2.691753 NaN 1.345876 9386 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 17.496392 -12.112887 0.0 NaN NaN -12.112887 9387 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 88.827836 -2.691753 5.383505 -0.0 NaN 2.691753 9388 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 1.345876 -14.804639 0.0 -29.609279 NaN -14.804639 9389 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 96.903094 -5.383505 10.76701 -0.0 NaN 5.383505 9390 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 -6.729382 -9.421134 0.0 NaN NaN -9.421134 9391 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 88.827836 -5.383505 -0.0 -10.76701 NaN -5.383505 9392 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 8.075258 -13.458763 26.917526 0.0 NaN 13.458763 9393 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 59.218557 -5.383505 -0.0 -10.76701 NaN -5.383505 9394 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 33.646908 -12.112887 24.225773 0.0 NaN 12.112887 9395 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 36.33866 -4.037629 -0.0 -8.075258 NaN -4.037629 9396 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 57.872681 -17.496392 5.383505 -29.609279 NaN -12.112887 9397 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 39.030413 -4.037629 -2.691753 -10.76701 NaN -6.729382 9398 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 57.872681 -12.112887 -8.075258 -32.301031 NaN -20.188145 9399 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 18575.258316 53.835052 -2.691753 -5.383505 -10.76701 NaN -8.075258 9400 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 18575.258316 43.068042 -10.76701 -8.075258 -29.609279 NaN -18.842268 =========================================================================================================================================================================== 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 9299 GOLD_micro caleb_strategy_v3 [1] 10.0 -96.5 -0.5 1.0 0.0 NaN 0.5 9301 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -122.5 -0.5 1.0 0.0 NaN 0.5 9304 DOW caleb_strategy_v3 [1] 0.5 -29.0 -0.5 -5.0 -6.0 NaN -5.5 9300 DOW caleb_strategy_v3 [1] 0.5 -29.0 -0.5 0.0 -1.0 NaN -0.5 9302 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -5.25 -0.75 0.5 -1.0 NaN -0.25 9303 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 25.0 -2.0 -1.0 -5.0 NaN -3.0 9305 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -4.75 -0.75 -0.5 NaN NaN -1.25 9306 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 24.0 -2.0 -2.0 -6.0 NaN -4.0 9307 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -6.75 -0.75 -0.0 -1.5 NaN -0.75 9308 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 22.75 -2.75 5.5 0.0 NaN 2.75 9309 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -17.0 -0.5 -0.5 -1.5 NaN -1.0 9310 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 25.75 -3.25 10.5 4.0 NaN 7.25 9311 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11.75 -0.75 -0.5 -2.0 NaN -1.25 9312 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 36.5 -3.5 -6.0 -13.0 NaN -9.5 9313 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -17.0 -1.0 2.0 -0.0 NaN 1.0 9314 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 30.0 -3.0 -1.0 -7.0 NaN -4.0 9315 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -11.75 -0.75 -0.5 -2.0 NaN -1.25 9316 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 29.25 -3.25 0.0 -6.5 NaN -3.25 9317 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -6.75 -0.75 -0.5 -2.0 NaN -1.25 9318 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 29.0 -3.0 -4.5 -10.5 NaN -7.5 9319 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -4.25 -0.75 -0.5 -2.0 NaN -1.25 9320 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 24.75 -3.25 -2.0 -8.5 NaN -5.25 9321 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -4.75 -0.75 -0.5 -2.0 NaN -1.25 9322 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 22.5 -3.0 -1.5 -7.5 NaN -4.5 9323 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -2.25 -0.75 -1.0 -2.5 NaN -1.75 9324 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 21.5 -3.5 0.5 -6.5 NaN -3.0 9325 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -7.25 -0.75 1.5 -0.0 NaN 0.75 9326 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 21.5 -3.0 -1.5 -7.5 NaN -4.5 9327 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 0.5 -1.0 2.0 -0.0 NaN 1.0 9328 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 21.0 -3.0 -5.0 -11.0 NaN -8.0 9329 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 1.5 -1.0 1.0 -1.0 NaN 0.0 9330 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 16.5 -3.5 0.0 -7.0 NaN -3.5 9331 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 1.75 -0.75 -1.5 -3.0 NaN -2.25 9332 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 16.25 -3.25 -0.5 -7.0 NaN -3.75 9333 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 -0.0 -1.0 -0.5 -2.5 NaN -1.5 9334 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 15.75 -3.25 -1.0 -7.5 NaN -4.25 9335 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 1.75 -0.75 1.5 -0.0 NaN 0.75 9336 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 15.0 -3.5 -0.5 -7.5 NaN -4.0 9337 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 2.25 -0.75 -0.5 -2.0 NaN -1.25 9338 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 14.5 -3.5 0.0 -7.0 NaN -3.5 9339 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 4.75 -0.75 -0.0 -1.5 NaN -0.75 9340 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 14.0 -3.0 -1.5 -7.5 NaN -4.5 9341 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 4.75 -0.75 1.5 -0.0 NaN 0.75 9342 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 13.0 -3.5 -0.5 -7.5 NaN -4.0 9343 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 7.25 -0.75 -0.0 -1.5 NaN -0.75 9344 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 11.25 -2.25 -2.0 -6.5 NaN -4.25 9345 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 7.75 -0.75 1.5 -0.0 NaN 0.75 9346 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 10.25 -2.75 -3.0 -8.5 NaN -5.75 9347 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 11.0 -1.0 -0.0 -2.0 NaN -1.0 9348 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.5 -3.0 -0.5 -6.5 NaN -3.5 9349 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 7.5 -0.5 1.0 -0.0 NaN 0.5 9350 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.0 -3.0 0.5 -5.5 NaN -2.5 9351 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 11.75 -0.75 -0.5 -2.0 NaN -1.25 9352 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 7.0 -2.5 -1.5 -6.5 NaN -4.0 9353 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 10.25 -0.75 1.5 -0.0 NaN 0.75 9354 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 5.75 -2.75 1.0 -4.5 NaN -1.75 9355 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 6.5 -1.0 -0.0 -2.0 NaN -1.0 9356 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 5.75 -1.75 5.0 1.5 NaN 3.25 9357 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 13.0 -1.0 -0.5 -2.5 NaN -1.5 9358 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 11.25 -2.25 -7.0 -11.5 NaN -9.25 9359 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 23.5 -1.0 -0.5 -2.5 NaN -1.5 9360 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 4.75 -2.75 -10.0 -15.5 NaN -12.75 9361 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 24.5 -0.5 -1.0 -2.0 NaN -1.5 9362 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -5.5 -2.5 -1.0 -6.0 NaN -3.5 9363 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 22.25 -0.75 -0.0 -1.5 NaN -0.75 9364 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -6.25 -2.75 5.5 0.0 NaN 2.75 9365 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 18.75 -0.75 1.5 -0.0 NaN 0.75 9366 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -0.75 -2.75 -1.0 -6.5 NaN -3.75 9367 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 16.5 -1.0 -1.5 -3.5 NaN -2.5 9368 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -2.0 -2.5 5.0 0.0 NaN 2.5 9369 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 14.0 -1.0 -0.5 -2.5 NaN -1.5 9370 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 2.5 -4.0 2.0 -6.0 NaN -2.0 9371 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 19.5 -1.0 -0.0 -2.0 NaN -1.0 9372 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.25 -2.75 -4.5 -10.0 NaN -7.25 9373 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 17.0 -1.0 -0.5 -2.5 NaN -1.5 9374 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -1.5 -2.5 5.0 0.0 NaN 2.5 9375 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 13.5 -1.0 -0.5 -2.5 NaN -1.5 9376 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.75 -2.75 -0.5 -6.0 NaN -3.25 9377 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 15.0 -1.0 -0.0 -2.0 NaN -1.0 9378 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.0 -2.5 -1.5 -6.5 NaN -4.0 9379 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 12.0 -1.0 2.0 -0.0 NaN 1.0 9380 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 1.75 -2.75 5.5 0.0 NaN 2.75 9381 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 15.5 -1.0 -0.0 -2.0 NaN -1.0 9382 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 6.75 -2.25 -3.5 -8.0 NaN -5.75 9383 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 12.0 -1.0 -0.0 -2.0 NaN -1.0 9384 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.0 -2.0 2.0 NaN NaN 0.0 9385 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 14.25 -0.75 1.0 -0.5 NaN 0.25 9386 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 3.25 -2.25 0.0 NaN NaN -2.25 9387 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 16.5 -0.5 1.0 -0.0 NaN 0.5 9388 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 0.25 -2.75 0.0 -5.5 NaN -2.75 9389 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 18.0 -1.0 2.0 -0.0 NaN 1.0 9390 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 -1.25 -1.75 0.0 NaN NaN -1.75 9391 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 16.5 -1.0 -0.0 -2.0 NaN -1.0 9392 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 1.5 -2.5 5.0 0.0 NaN 2.5 9393 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 11.0 -1.0 -0.0 -2.0 NaN -1.0 9394 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 6.25 -2.25 4.5 0.0 NaN 2.25 9395 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 6.75 -0.75 -0.0 -1.5 NaN -0.75 9396 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 10.75 -3.25 1.0 -5.5 NaN -2.25 9397 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 7.25 -0.75 -0.5 -2.0 NaN -1.25 9398 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 10.75 -2.25 -1.5 -6.0 NaN -3.75 9399 BITCOIN _ROLL_PSEUDO_STRATEGY [-1] 0.1 10.0 -0.5 -1.0 -2.0 NaN -1.5 9400 BITCOIN _ROLL_PSEUDO_STRATEGY [1] 0.1 8.0 -2.0 -1.5 -5.5 NaN -3.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 873.5 caleb_strategy_v3 DOW -58.0 GOLD_micro -96.5 NASDAQ_micro -122.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 873.5 caleb_strategy_v3 -277.0 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -176.5 caleb_strategy_v3 DOW -1.0 GOLD_micro -0.5 NASDAQ_micro -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -176.5 caleb_strategy_v3 -2.0 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -1.5 caleb_strategy_v3 DOW -5.0 GOLD_micro 1.0 NASDAQ_micro 1.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -1.5 caleb_strategy_v3 -3.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN -342.5 caleb_strategy_v3 DOW -7.0 GOLD_micro 0.0 NASDAQ_micro 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -342.5 caleb_strategy_v3 -7.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BITCOIN 0 caleb_strategy_v3 DOW 0 GOLD_micro 0 NASDAQ_micro 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 BITCOIN -178.0 caleb_strategy_v3 DOW -6.0 GOLD_micro 0.5 NASDAQ_micro 0.5 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -178.0 caleb_strategy_v3 -5.0 ******************************************************************************** END OF REPORT ********************************************************************************