******************************************************************************** Trades report produced on 26/12/2023 21:37 from 25/12/2023 21:37 to 26/12/2023 21:37 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9420 COPPER caleb_strategy_v3 [20240300] 2023-12-26 14:01:19 [1] 3.925000 9440 DOW caleb_strategy_v3 [20240300] 2023-12-26 15:07:54 [-1] 37785.000000 9431 DOW caleb_strategy_v3 [20240300] 2023-12-26 15:00:40 [-1] 37762.000000 9438 DOW caleb_strategy_v3 [20240300] 2023-12-26 15:06:54 [-1] 37774.000000 9429 GBP caleb_strategy_v3 [20240300] 2023-12-26 15:00:38 [1] 1.271400 9427 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:05:56 [1] 2070.200000 9425 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:03:56 [1] 2070.400000 9426 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:04:56 [1] 2070.600000 9423 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:01:55 [1] 2070.000000 9421 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:01:21 [1] 2070.100000 9424 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-26 14:02:55 [1] 2070.400000 9444 LEANHOG caleb_strategy_v3 [20240400] 2023-12-26 15:31:00 [-1] 76.800000 9446 LIVECOW caleb_strategy_v3 [20240400] 2023-12-26 15:31:02 [1] 171.950000 9433 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-26 15:01:10 [-1] 17041.750000 9439 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-26 15:06:54 [-1] 17040.250000 9443 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-26 15:09:53 [-1] 17037.250000 9442 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-26 15:08:54 [-1] 17041.250000 9441 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-26 15:07:55 [-1] 17042.750000 9418 NIKKEI caleb_strategy_v3 [20240300] 2023-12-26 03:01:26 [-1] 33155.000000 9419 NIKKEI caleb_strategy_v3 [20240300] 2023-12-26 03:02:19 [-1] 33160.000000 9436 NZD caleb_strategy_v3 [20240300] 2023-12-26 15:05:35 [-1] 0.631850 9430 RUSSELL caleb_strategy_v3 [20240300] 2023-12-26 15:00:39 [1] 2064.000000 9445 SOYBEAN caleb_strategy_v3 [20241100] 2023-12-26 15:31:02 [-1] 1253.750000 9434 SP400 caleb_strategy_v3 [20240300] 2023-12-26 15:01:24 [1] 2824.200000 9422 SUGAR11 caleb_strategy_v3 [20240500] 2023-12-26 14:01:51 [1] 20.080000 9435 US10 caleb_strategy_v3 [20240300] 2023-12-26 15:05:30 [1] 112.625000 9428 US30 caleb_strategy_v3 [20240300] 2023-12-26 15:00:19 [-1] 132.843750 9432 US5 caleb_strategy_v3 [20240300] 2023-12-26 15:01:09 [1] 108.523438 9437 VIX caleb_strategy_v3 [20240300] 2023-12-26 15:06:37 [1] 17.100000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9418 NIKKEI caleb_strategy_v3 2023-12-25 2023-12-26 03:01:16.478 2023-12-26 03:01:26 97276.478 9.522 9419 NIKKEI caleb_strategy_v3 2023-12-25 2023-12-26 03:02:16.828 2023-12-26 03:02:19 97336.828 2.172 9420 COPPER caleb_strategy_v3 2023-12-22 2023-12-26 14:00:43.894 2023-12-26 14:01:19 396043.894 35.106 9422 SUGAR11 caleb_strategy_v3 2023-12-22 2023-12-26 14:01:21.890 2023-12-26 14:01:51 396081.89 29.11 9421 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:01:20.607 2023-12-26 14:01:21 396080.607 0.393 9423 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:01:55.251 2023-12-26 14:01:55 396115.251 NaN 9424 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:02:55.276 2023-12-26 14:02:55 396175.276 NaN 9425 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:03:55.758 2023-12-26 14:03:56 396235.758 0.242 9426 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:04:55.881 2023-12-26 14:04:56 396295.881 0.119 9427 GOLD_micro caleb_strategy_v3 2023-12-22 2023-12-26 14:05:55.741 2023-12-26 14:05:56 396355.741 0.259 9428 US30 caleb_strategy_v3 2023-12-22 2023-12-26 15:00:06.190 2023-12-26 15:00:19 399606.19 12.81 9429 GBP caleb_strategy_v3 2023-12-22 2023-12-26 15:00:20.766 2023-12-26 15:00:38 399620.766 17.234 9430 RUSSELL caleb_strategy_v3 2023-12-22 2023-12-26 15:00:39.335 2023-12-26 15:00:39 399639.335 NaN 9432 US5 caleb_strategy_v3 2023-12-22 2023-12-26 15:00:41.794 2023-12-26 15:01:09 399641.794 27.206 9434 SP400 caleb_strategy_v3 2023-12-22 2023-12-26 15:01:11.138 2023-12-26 15:01:24 399671.138 12.862 9435 US10 caleb_strategy_v3 2023-12-22 2023-12-26 15:01:25.654 2023-12-26 15:05:30 399685.654 244.346 9436 NZD caleb_strategy_v3 2023-12-22 2023-12-26 15:05:31.330 2023-12-26 15:05:35 399931.33 3.67 9437 VIX caleb_strategy_v3 2023-12-22 2023-12-26 15:05:36.618 2023-12-26 15:06:37 399936.618 60.382 9440 DOW caleb_strategy_v3 2023-12-22 2023-12-26 15:07:53.890 2023-12-26 15:07:54 400073.89 0.11 9438 DOW caleb_strategy_v3 2023-12-22 2023-12-26 15:06:53.640 2023-12-26 15:06:54 400013.64 0.36 9431 DOW caleb_strategy_v3 2023-12-22 2023-12-26 15:00:40.779 2023-12-26 15:00:40 399640.779 NaN 9441 NASDAQ_micro caleb_strategy_v3 2023-12-22 2023-12-26 15:07:54.621 2023-12-26 15:07:55 400074.621 0.379 9442 NASDAQ_micro caleb_strategy_v3 2023-12-22 2023-12-26 15:08:53.951 2023-12-26 15:08:54 400133.951 0.049 9443 NASDAQ_micro caleb_strategy_v3 2023-12-22 2023-12-26 15:09:53.951 2023-12-26 15:09:53 400193.951 NaN 9433 NASDAQ_micro caleb_strategy_v3 2023-12-22 2023-12-26 15:01:09.970 2023-12-26 15:01:10 399669.97 0.03 9439 NASDAQ_micro caleb_strategy_v3 2023-12-22 2023-12-26 15:06:54.623 2023-12-26 15:06:54 400014.623 NaN 9444 LEANHOG caleb_strategy_v3 2023-12-22 2023-12-26 15:31:00.750 2023-12-26 15:31:00 401460.75 NaN 9445 SOYBEAN caleb_strategy_v3 2023-12-22 2023-12-26 15:31:01.907 2023-12-26 15:31:02 401461.907 0.093 9446 LIVECOW caleb_strategy_v3 2023-12-22 2023-12-26 15:31:02.887 2023-12-26 15:31:02 401462.887 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 9418 NIKKEI caleb_strategy_v3 [-1] 33200.0 None 33162.5 33160.0 33165.0 33165.0 33155.0 -37.5 -2.5 -5.0 -10.0 NaN -7.5 9419 NIKKEI caleb_strategy_v3 [-1] 33200.0 None 33157.5 33155.0 33160.0 33160.0 33160.0 -42.5 -2.5 5.0 -0.0 NaN 2.5 9420 COPPER caleb_strategy_v3 [1] 3.9015 None 3.92525 3.9255 3.925 3.925 3.925 -0.02375 -0.00025 0.0005 0.0 NaN 0.00025 9422 SUGAR11 caleb_strategy_v3 [1] 20.33 None 20.02 20.03 20.01 20.01 20.08 0.31 -0.01 -0.05 -0.07 NaN -0.06 9421 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2070.0 2070.1 2069.9 2069.9 2070.1 -5.8 -0.1 0.0 -0.2 NaN -0.1 9423 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2070.05 2070.1 2070.0 2070.0 2070.0 -5.85 -0.05 0.1 0.0 NaN 0.05 9424 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2069.95 2070.0 2069.9 2069.9 2070.4 -5.75 -0.05 -0.4 -0.5 NaN -0.45 9425 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2070.3 2070.4 2070.2 2070.2 2070.4 -6.1 -0.1 0.0 -0.2 NaN -0.1 9426 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2070.35 2070.4 2070.3 2070.3 2070.6 -6.15 -0.05 -0.2 -0.3 NaN -0.25 9427 GOLD_micro caleb_strategy_v3 [1] 2064.2 None 2070.55 2070.6 2070.5 NaN 2070.2 -6.35 -0.05 0.4 NaN NaN 0.35 9428 US30 caleb_strategy_v3 [-1] 132.71875 None 132.890625 132.875 132.90625 132.90625 132.84375 0.171875 -0.015625 -0.03125 -0.0625 NaN -0.046875 9429 GBP caleb_strategy_v3 [1] 1.2702 None 1.27135 1.2714 1.2713 1.2713 1.2714 -0.00115 -0.00005 0.0 -0.0001 NaN -0.00005 9430 RUSSELL caleb_strategy_v3 [1] 2051.7 None 2063.75 2063.8 2063.7 2063.7 2064.0 -12.05 -0.05 -0.2 -0.3 NaN -0.25 9432 US5 caleb_strategy_v3 [1] 108.632812 None 108.511719 108.515625 108.507812 108.507812 108.523438 0.121094 -0.003906 -0.007813 -0.015625 NaN -0.011719 9434 SP400 caleb_strategy_v3 [1] 2808.0 None 2823.7 2824.0 2823.4 2823.4 2824.2 -15.7 -0.3 -0.2 -0.8 NaN -0.5 9435 US10 caleb_strategy_v3 [1] 112.71875 None 112.601562 112.609375 112.59375 112.59375 112.625 0.117188 -0.007812 -0.015625 -0.03125 NaN -0.023438 9436 NZD caleb_strategy_v3 [-1] 0.62975 None 0.631825 0.6318 0.63185 0.63185 0.63185 0.002075 -0.000025 0.00005 -0.0 NaN 0.000025 9437 VIX caleb_strategy_v3 [1] 17.1 None 17.125 17.15 17.1 17.1 17.1 -0.025 -0.025 0.05 0.0 NaN 0.025 9440 DOW caleb_strategy_v3 [-1] 37703.0 None 37784.5 37784.0 37785.0 37785.0 37785.0 81.5 -0.5 1.0 -0.0 NaN 0.5 9438 DOW caleb_strategy_v3 [-1] 37703.0 None 37762.5 37762.0 37763.0 NaN 37774.0 59.5 -0.5 12.0 NaN NaN 11.5 9431 DOW caleb_strategy_v3 [-1] 37703.0 None 37762.0 37761.0 37763.0 37763.0 37762.0 59.0 -1.0 1.0 -1.0 NaN 0.0 9441 NASDAQ_micro caleb_strategy_v3 [-1] 16962.5 None 17040.375 17040.25 17040.5 NaN 17042.75 77.875 -0.125 2.5 NaN NaN 2.375 9442 NASDAQ_micro caleb_strategy_v3 [-1] 16962.5 None 17041.875 17041.75 17042.0 17042.0 17041.25 79.375 -0.125 -0.5 -0.75 NaN -0.625 9443 NASDAQ_micro caleb_strategy_v3 [-1] 16962.5 None 17036.75 17036.5 17037.0 17037.0 17037.25 74.25 -0.25 0.75 0.25 NaN 0.5 9433 NASDAQ_micro caleb_strategy_v3 [-1] 16962.5 None 17041.625 17041.5 17041.75 17041.75 17041.75 79.125 -0.125 0.25 -0.0 NaN 0.125 9439 NASDAQ_micro caleb_strategy_v3 [-1] 16962.5 None 17041.875 17041.75 17042.0 17042.0 17040.25 79.375 -0.125 -1.5 -1.75 NaN -1.625 9444 LEANHOG caleb_strategy_v3 [-1] 77.5 None 77.5 77.5 77.5 77.5 76.8 -0.0 -0.0 -0.7 -0.7 NaN -0.7 9445 SOYBEAN caleb_strategy_v3 [-1] 1257.5 None 1250.0 1250.0 1250.0 1250.0 1253.75 -7.5 -0.0 3.75 3.75 NaN 3.75 9446 LIVECOW caleb_strategy_v3 [1] 172.075 None 172.5 172.5 172.5 172.5 171.95 -0.425 0.0 0.55 0.55 NaN 0.55 ============================================================================================================================================================== 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 9418 NIKKEI caleb_strategy_v3 [-1] 4892.825084 -76.642838 -5.109523 -10.219045 -20.43809 NaN -15.328568 9419 NIKKEI caleb_strategy_v3 [-1] 4892.825084 -86.861883 -5.109523 10.219045 -0.0 NaN 5.109523 9420 COPPER caleb_strategy_v3 [1] 0.74983 -316.738435 -3.334089 6.668178 0.0 NaN 3.334089 9422 SUGAR11 caleb_strategy_v3 [1] 6.968009 444.890362 -14.351302 -71.75651 -100.459114 NaN -86.107812 9421 GOLD_micro caleb_strategy_v3 [1] 288.36894 -201.131231 -3.46778 0.0 -6.93556 NaN -3.46778 9423 GOLD_micro caleb_strategy_v3 [1] 288.36894 -202.865121 -1.73389 3.46778 0.0 NaN 1.73389 9424 GOLD_micro caleb_strategy_v3 [1] 288.36894 -199.397341 -1.73389 -13.871119 -17.338899 NaN -15.605009 9425 GOLD_micro caleb_strategy_v3 [1] 288.36894 -211.534571 -3.46778 0.0 -6.93556 NaN -3.46778 9426 GOLD_micro caleb_strategy_v3 [1] 288.36894 -213.268461 -1.73389 -6.93556 -10.40334 NaN -8.66945 9427 GOLD_micro caleb_strategy_v3 [1] 288.36894 -220.204021 -1.73389 13.871119 NaN NaN 12.137229 9428 US30 caleb_strategy_v3 [-1] 23.569537 72.922518 -6.62932 -13.25864 -26.517279 NaN -19.88796 9429 GBP caleb_strategy_v3 [1] 0.111318 -103.30799 -4.491652 0.0 -8.983304 NaN -4.491652 9430 RUSSELL caleb_strategy_v3 [1] 429.401063 -280.623432 -1.164413 -4.65765 -6.986475 NaN -5.822063 9432 US5 caleb_strategy_v3 [1] 5.912863 204.797158 -6.60636 -13.213565 -26.426285 NaN -19.819925 9434 SP400 caleb_strategy_v3 [1] 503.8661 -311.590718 -5.953963 -3.969309 -15.877234 NaN -9.923271 9435 US10 caleb_strategy_v3 [1] 8.559002 136.917253 -9.127817 -18.255634 -36.511267 NaN -27.383451 9436 NZD caleb_strategy_v3 [-1] 0.059924 346.270198 -4.17193 8.34386 -0.0 NaN 4.17193 9437 VIX caleb_strategy_v3 [1] 7.275122 -34.363685 -34.363685 68.727371 0.0 NaN 34.363685 9440 DOW caleb_strategy_v3 [-1] 4016.102469 202.933069 -1.244988 2.489976 -0.0 NaN 1.244988 9438 DOW caleb_strategy_v3 [-1] 4016.102469 148.15359 -1.244988 29.879716 NaN NaN 28.634728 9431 DOW caleb_strategy_v3 [-1] 4016.102469 146.908602 -2.489976 2.489976 -2.489976 NaN 0.0 9441 NASDAQ_micro caleb_strategy_v3 [-1] 2517.706956 309.30923 -0.496484 9.92967 NaN NaN 9.433187 9442 NASDAQ_micro caleb_strategy_v3 [-1] 2517.706956 315.267032 -0.496484 -1.985934 -2.978901 NaN -2.482418 9443 NASDAQ_micro caleb_strategy_v3 [-1] 2517.706956 294.911208 -0.992967 2.978901 0.992967 NaN 1.985934 9433 NASDAQ_micro caleb_strategy_v3 [-1] 2517.706956 314.274065 -0.496484 0.992967 -0.0 NaN 0.496484 9439 NASDAQ_micro caleb_strategy_v3 [-1] 2517.706956 315.267032 -0.496484 -5.957802 -6.950769 NaN -6.454286 9444 LEANHOG caleb_strategy_v3 [-1] 21.265005 -0.0 -0.0 -329.17933 -329.17933 NaN -329.17933 9445 SOYBEAN caleb_strategy_v3 [-1] 188.566189 -397.738324 -0.0 198.869162 198.869162 NaN 198.869162 9446 LIVECOW caleb_strategy_v3 [1] 27.94162 -152.102849 0.0 196.838981 196.838981 NaN 196.838981 ======================================================================================================================================================================= 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 9418 NIKKEI caleb_strategy_v3 [-1] 0.702807 -26.355276 -1.757018 -3.514037 -7.028074 NaN -5.271055 9419 NIKKEI caleb_strategy_v3 [-1] 0.702807 -29.869313 -1.757018 3.514037 -0.0 NaN 1.757018 9420 COPPER caleb_strategy_v3 [1] 25000.0 -593.75 -6.25 12.5 0.0 NaN 6.25 9422 SUGAR11 caleb_strategy_v3 [1] 1120.0 347.2 -11.2 -56.0 -78.4 NaN -67.2 9421 GOLD_micro caleb_strategy_v3 [1] 10.0 -58.0 -1.0 0.0 -2.0 NaN -1.0 9423 GOLD_micro caleb_strategy_v3 [1] 10.0 -58.5 -0.5 1.0 0.0 NaN 0.5 9424 GOLD_micro caleb_strategy_v3 [1] 10.0 -57.5 -0.5 -4.0 -5.0 NaN -4.5 9425 GOLD_micro caleb_strategy_v3 [1] 10.0 -61.0 -1.0 0.0 -2.0 NaN -1.0 9426 GOLD_micro caleb_strategy_v3 [1] 10.0 -61.5 -0.5 -2.0 -3.0 NaN -2.5 9427 GOLD_micro caleb_strategy_v3 [1] 10.0 -63.5 -0.5 4.0 NaN NaN 3.5 9428 US30 caleb_strategy_v3 [-1] 1000.0 171.875 -15.625 -31.25 -62.5 NaN -46.875 9429 GBP caleb_strategy_v3 [1] 62500.0 -71.875 -3.125 0.0 -6.25 NaN -3.125 9430 RUSSELL caleb_strategy_v3 [1] 5.0 -60.25 -0.25 -1.0 -1.5 NaN -1.25 9432 US5 caleb_strategy_v3 [1] 1000.0 121.09375 -3.90625 -7.813 -15.6255 NaN -11.71925 9434 SP400 caleb_strategy_v3 [1] 100.0 -1570.0 -30.0 -20.0 -80.0 NaN -50.0 9435 US10 caleb_strategy_v3 [1] 1000.0 117.1875 -7.8125 -15.625 -31.25 NaN -23.4375 9436 NZD caleb_strategy_v3 [-1] 100000.0 207.5 -2.5 5.0 -0.0 NaN 2.5 9437 VIX caleb_strategy_v3 [1] 1000.0 -25.0 -25.0 50.0 0.0 NaN 25.0 9440 DOW caleb_strategy_v3 [-1] 0.5 40.75 -0.25 0.5 -0.0 NaN 0.25 9438 DOW caleb_strategy_v3 [-1] 0.5 29.75 -0.25 6.0 NaN NaN 5.75 9431 DOW caleb_strategy_v3 [-1] 0.5 29.5 -0.5 0.5 -0.5 NaN 0.0 9441 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 155.75 -0.25 5.0 NaN NaN 4.75 9442 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 158.75 -0.25 -1.0 -1.5 NaN -1.25 9443 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 148.5 -0.5 1.5 0.5 NaN 1.0 9433 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 158.25 -0.25 0.5 -0.0 NaN 0.25 9439 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 158.75 -0.25 -3.0 -3.5 NaN -3.25 9444 LEANHOG caleb_strategy_v3 [-1] 400.0 -0.0 -0.0 -280.0 -280.0 NaN -280.0 9445 SOYBEAN caleb_strategy_v3 [-1] 50.0 -375.0 -0.0 187.5 187.5 NaN 187.5 9446 LIVECOW caleb_strategy_v3 [1] 400.0 -170.0 0.0 220.0 220.0 NaN 220.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER -593.75 DOW 100.0 GBP -71.875 GOLD_micro -360.0 LEANHOG -0.0 LIVECOW -170.0 NASDAQ_micro 780.0 NIKKEI -56.224589 NZD 207.5 RUSSELL -60.25 SOYBEAN -375.0 SP400 -1570.0 SUGAR11 347.2 US10 117.1875 US30 171.875 US5 121.09375 VIX -25.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1437.243339 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -6.25 DOW -1.0 GBP -3.125 GOLD_micro -4.0 LEANHOG -0.0 LIVECOW 0.0 NASDAQ_micro -1.5 NIKKEI -3.514037 NZD -2.5 RUSSELL -0.25 SOYBEAN -0.0 SP400 -30.0 SUGAR11 -11.2 US10 -7.8125 US30 -15.625 US5 -3.90625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -115.682787 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER 12.5 DOW 7.0 GBP 0.0 GOLD_micro -1.0 LEANHOG -280.0 LIVECOW 220.0 NASDAQ_micro 3.0 NIKKEI 0.0 NZD 5.0 RUSSELL -1.0 SOYBEAN 187.5 SP400 -20.0 SUGAR11 -56.0 US10 -15.625 US30 -31.25 US5 -7.813 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 72.312 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0.0 DOW -0.5 GBP -6.25 GOLD_micro -12.0 LEANHOG -280.0 LIVECOW 220.0 NASDAQ_micro -4.5 NIKKEI -7.028074 NZD -0.0 RUSSELL -1.5 SOYBEAN 187.5 SP400 -80.0 SUGAR11 -78.4 US10 -31.25 US30 -62.5 US5 -15.6255 VIX 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -172.053574 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 DOW 0 GBP 0 GOLD_micro 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 RUSSELL 0 SOYBEAN 0 SP400 0 SUGAR11 0 US10 0 US30 0 US5 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 COPPER 6.25 DOW 6.0 GBP -3.125 GOLD_micro -5.0 LEANHOG -280.0 LIVECOW 220.0 NASDAQ_micro 1.5 NIKKEI -3.514037 NZD 2.5 RUSSELL -1.25 SOYBEAN 187.5 SP400 -50.0 SUGAR11 -67.2 US10 -23.4375 US30 -46.875 US5 -11.71925 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -43.370787 ******************************************************************************** END OF REPORT ********************************************************************************