******************************************************************************** Trades report produced on 28/12/2023 21:36 from 27/12/2023 21:36 to 28/12/2023 21:36 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9480 AUD caleb_strategy_v3 [20240300] 2023-12-28 15:00:23 [-1] 0.686150 9473 COFFEE caleb_strategy_v3 [20240500] 2023-12-28 14:00:05 [1] 194.600000 9481 DOW caleb_strategy_v3 [20240300] 2023-12-28 15:00:26 [-1] 38003.000000 9484 EUR caleb_strategy_v3 [20240300] 2023-12-28 15:00:41 [1] 1.113950 9488 EUR caleb_strategy_v3 [20240300] 2023-12-28 15:02:08 [1] 1.114300 9487 EUR caleb_strategy_v3 [20240300] 2023-12-28 15:01:06 [1] 1.114150 9469 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-28 09:08:41 [1] 98.130000 9467 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-28 09:06:44 [1] 98.130000 9468 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-28 09:07:40 [1] 98.125000 9465 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-28 09:05:36 [1] 98.130000 9466 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-12-28 09:05:40 [1] 98.125000 9477 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-28 14:03:02 [-1] 2083.300000 9474 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-28 14:00:09 [-1] 2083.100000 9475 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-28 14:01:02 [-1] 2083.300000 9476 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-28 14:02:02 [-1] 2082.600000 9478 GOLD_micro caleb_strategy_v3 [20240200] 2023-12-28 14:04:02 [-1] 2083.200000 9472 HEATOIL caleb_strategy_v3 [20240400] 2023-12-28 14:00:04 [1] 2.524700 9482 JPY caleb_strategy_v3 [20240300] 2023-12-28 15:00:31 [-1] 0.007189 9483 MXP caleb_strategy_v3 [20240300] 2023-12-28 15:00:36 [1] 0.058410 9486 MXP caleb_strategy_v3 [20240300] 2023-12-28 15:01:05 [1] 0.058440 9485 NASDAQ_micro caleb_strategy_v3 [20240300] 2023-12-28 15:00:43 [-1] 17120.000000 9458 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:01:26 [1] 33480.000000 9464 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:08:01 [1] 33520.000000 9463 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:06:40 [1] 33510.000000 9462 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:05:16 [1] 33500.000000 9461 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:04:16 [1] 33495.000000 9460 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:03:16 [1] 33505.000000 9459 NIKKEI caleb_strategy_v3 [20240300] 2023-12-28 03:02:15 [1] 33495.000000 9471 ROBUSTA caleb_strategy_v3 [20240300] 2023-12-28 10:01:50 [-1] 2858.000000 9470 ROBUSTA caleb_strategy_v3 [20240300] 2023-12-28 10:00:57 [-1] 2858.000000 9489 SOYMEAL caleb_strategy_v3 [20240500] 2023-12-28 15:30:11 [1] 391.400000 9479 SP400 caleb_strategy_v3 [20240300] 2023-12-28 15:00:11 [1] 2837.800000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9458 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:01:15.410 2023-12-28 03:01:26 97275.41 10.59 9459 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:02:15.396 2023-12-28 03:02:15 97335.396 NaN 9460 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:03:15.807 2023-12-28 03:03:16 97395.807 0.193 9461 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:04:15.839 2023-12-28 03:04:16 97455.839 0.161 9462 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:05:15.844 2023-12-28 03:05:16 97515.844 0.156 9463 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:06:15.779 2023-12-28 03:06:40 97575.779 24.221 9464 NIKKEI caleb_strategy_v3 2023-12-27 2023-12-28 03:07:16.337 2023-12-28 03:08:01 97636.337 44.663 9465 EURIBOR-ICE caleb_strategy_v3 2023-12-27 2023-12-28 09:00:36.622 2023-12-28 09:05:36 118836.622 299.378 9466 EURIBOR-ICE caleb_strategy_v3 2023-12-27 2023-12-28 09:05:40.376 2023-12-28 09:05:40 119140.376 NaN 9467 EURIBOR-ICE caleb_strategy_v3 2023-12-27 2023-12-28 09:06:40.677 2023-12-28 09:06:44 119200.677 3.323 9468 EURIBOR-ICE caleb_strategy_v3 2023-12-27 2023-12-28 09:07:40.753 2023-12-28 09:07:40 119260.753 NaN 9469 EURIBOR-ICE caleb_strategy_v3 2023-12-27 2023-12-28 09:08:41.408 2023-12-28 09:08:41 119321.408 NaN 9470 ROBUSTA caleb_strategy_v3 2023-12-27 2023-12-28 10:00:49.722 2023-12-28 10:00:57 122449.722 7.278 9471 ROBUSTA caleb_strategy_v3 2023-12-27 2023-12-28 10:01:49.614 2023-12-28 10:01:50 122509.614 0.386 9472 HEATOIL caleb_strategy_v3 2023-12-27 2023-12-28 14:00:03.066 2023-12-28 14:00:04 136803.066 0.934 9473 COFFEE caleb_strategy_v3 2023-12-27 2023-12-28 14:00:05.590 2023-12-28 14:00:05 136805.59 NaN 9474 GOLD_micro caleb_strategy_v3 2023-12-27 2023-12-28 14:00:06.602 2023-12-28 14:00:09 136806.602 2.398 9475 GOLD_micro caleb_strategy_v3 2023-12-27 2023-12-28 14:01:02.335 2023-12-28 14:01:02 136862.335 NaN 9476 GOLD_micro caleb_strategy_v3 2023-12-27 2023-12-28 14:02:02.577 2023-12-28 14:02:02 136922.577 NaN 9477 GOLD_micro caleb_strategy_v3 2023-12-27 2023-12-28 14:03:02.528 2023-12-28 14:03:02 136982.528 NaN 9478 GOLD_micro caleb_strategy_v3 2023-12-27 2023-12-28 14:04:02.529 2023-12-28 14:04:02 137042.529 NaN 9479 SP400 caleb_strategy_v3 2023-12-27 2023-12-28 15:00:05.342 2023-12-28 15:00:11 140405.342 5.658 9480 AUD caleb_strategy_v3 2023-12-27 2023-12-28 15:00:12.511 2023-12-28 15:00:23 140412.511 10.489 9481 DOW caleb_strategy_v3 2023-12-27 2023-12-28 15:00:24.414 2023-12-28 15:00:26 140424.414 1.586 9482 JPY caleb_strategy_v3 2023-12-27 2023-12-28 15:00:27.026 2023-12-28 15:00:31 140427.026 3.974 9485 NASDAQ_micro caleb_strategy_v3 2023-12-27 2023-12-28 15:00:42.846 2023-12-28 15:00:43 140442.846 0.154 9483 MXP caleb_strategy_v3 2023-12-27 2023-12-28 15:00:32.446 2023-12-28 15:00:36 140432.446 3.554 9486 MXP caleb_strategy_v3 2023-12-27 2023-12-28 15:01:05.409 2023-12-28 15:01:05 140465.409 NaN 9488 EUR caleb_strategy_v3 2023-12-27 2023-12-28 15:02:05.544 2023-12-28 15:02:08 140525.544 2.456 9484 EUR caleb_strategy_v3 2023-12-27 2023-12-28 15:00:37.259 2023-12-28 15:00:41 140437.259 3.741 9487 EUR caleb_strategy_v3 2023-12-27 2023-12-28 15:01:06.024 2023-12-28 15:01:06 140466.024 NaN 9489 SOYMEAL caleb_strategy_v3 2023-12-27 2023-12-28 15:30:10.523 2023-12-28 15:30:11 142210.523 0.477 ================================================================================================================================================================================================================================ 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 9458 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33482.5 33485.0 33480.0 33480.0 33480.0 -77.5 -2.5 5.0 0.0 NaN 2.5 9459 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33482.5 33485.0 33480.0 33480.0 33495.0 -77.5 -2.5 -10.0 -15.0 NaN -12.5 9460 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33492.5 33495.0 33490.0 33490.0 33505.0 -87.5 -2.5 -10.0 -15.0 NaN -12.5 9461 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33502.5 33505.0 33500.0 33500.0 33495.0 -97.5 -2.5 10.0 5.0 NaN 7.5 9462 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33492.5 33495.0 33490.0 33490.0 33500.0 -87.5 -2.5 -5.0 -10.0 NaN -7.5 9463 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33512.5 33515.0 33510.0 33510.0 33510.0 -107.5 -2.5 5.0 0.0 NaN 2.5 9464 NIKKEI caleb_strategy_v3 [1] 33405.0 None 33512.5 33515.0 33510.0 33510.0 33520.0 -107.5 -2.5 -5.0 -10.0 NaN -7.5 9465 EURIBOR-ICE caleb_strategy_v3 [1] 98.16 None 98.1275 98.13 98.125 98.125 98.13 0.0325 -0.0025 0.0 -0.005 NaN -0.0025 9466 EURIBOR-ICE caleb_strategy_v3 [1] 98.16 None 98.1275 98.13 98.125 98.125 98.125 0.0325 -0.0025 0.005 0.0 NaN 0.0025 9467 EURIBOR-ICE caleb_strategy_v3 [1] 98.16 None 98.1225 98.125 98.12 98.12 98.13 0.0375 -0.0025 -0.005 -0.01 NaN -0.0075 9468 EURIBOR-ICE caleb_strategy_v3 [1] 98.16 None 98.1275 98.13 98.125 98.125 98.125 0.0325 -0.0025 0.005 0.0 NaN 0.0025 9469 EURIBOR-ICE caleb_strategy_v3 [1] 98.16 None 98.1275 98.13 98.125 98.125 98.13 0.0325 -0.0025 0.0 -0.005 NaN -0.0025 9470 ROBUSTA caleb_strategy_v3 [-1] 2864.0 None 2859.0 2858.0 2860.0 2860.0 2858.0 -5.0 -1.0 -0.0 -2.0 NaN -1.0 9471 ROBUSTA caleb_strategy_v3 [-1] 2864.0 None 2858.5 2858.0 2859.0 2859.0 2858.0 -5.5 -0.5 -0.0 -1.0 NaN -0.5 9472 HEATOIL caleb_strategy_v3 [1] 2.5261 None 2.5247 2.5252 2.5242 2.5242 2.5247 0.0014 -0.0005 0.0005 -0.0005 NaN 0.0 9473 COFFEE caleb_strategy_v3 [1] 194.6 None 195.0 195.0 195.0 195.0 194.6 -0.4 0.0 0.4 0.4 NaN 0.4 9474 GOLD_micro caleb_strategy_v3 [-1] 2089.4 None 2083.35 2083.3 2083.4 2083.4 2083.1 -6.05 -0.05 -0.2 -0.3 NaN -0.25 9475 GOLD_micro caleb_strategy_v3 [-1] 2089.4 None 2083.2 2083.1 2083.3 2083.3 2083.3 -6.2 -0.1 0.2 -0.0 NaN 0.1 9476 GOLD_micro caleb_strategy_v3 [-1] 2089.4 None 2082.6 2082.5 2082.7 2082.7 2082.6 -6.8 -0.1 0.1 -0.1 NaN 0.0 9477 GOLD_micro caleb_strategy_v3 [-1] 2089.4 None 2082.65 2082.6 2082.7 NaN 2083.3 -6.75 -0.05 0.7 NaN NaN 0.65 9478 GOLD_micro caleb_strategy_v3 [-1] 2089.4 None 2083.25 2083.2 2083.3 NaN 2083.2 -6.15 -0.05 -0.0 NaN NaN -0.05 9479 SP400 caleb_strategy_v3 [1] 2836.4 None 2838.2 2838.6 2837.8 2837.8 2837.8 -1.8 -0.4 0.8 0.0 NaN 0.4 9480 AUD caleb_strategy_v3 [-1] 0.686 None 0.6861 0.68605 0.68615 0.68615 0.68615 0.0001 -0.00005 0.0001 -0.0 NaN 0.00005 9481 DOW caleb_strategy_v3 [-1] 37945.0 None 38004.0 38003.0 38005.0 38005.0 38003.0 59.0 -1.0 -0.0 -2.0 NaN -1.0 9482 JPY caleb_strategy_v3 [-1] 0.007144 None 0.007189 0.007189 0.007189 0.007189 0.007189 0.000045 -0.0 -0.0 -0.0 NaN -0.0 9485 NASDAQ_micro caleb_strategy_v3 [-1] 17085.25 None 17121.75 17121.5 17122.0 17122.0 17120.0 36.5 -0.25 -1.5 -2.0 NaN -1.75 9483 MXP caleb_strategy_v3 [1] 0.05833 None 0.058415 0.05842 0.05841 0.05841 0.05841 -0.000085 -0.000005 0.00001 0.0 NaN 0.000005 9486 MXP caleb_strategy_v3 [1] 0.05833 None 0.058415 0.05842 0.05841 0.05841 0.05844 -0.000085 -0.000005 -0.00002 -0.00003 NaN -0.000025 9488 EUR caleb_strategy_v3 [1] 1.1141 None 1.11425 1.1143 1.1142 1.1142 1.1143 -0.00015 -0.00005 0.0 -0.0001 NaN -0.00005 9484 EUR caleb_strategy_v3 [1] 1.1141 None 1.113925 1.11395 1.1139 1.1139 1.11395 0.000175 -0.000025 0.0 -0.00005 NaN -0.000025 9487 EUR caleb_strategy_v3 [1] 1.1141 None 1.113925 1.11395 1.1139 NaN 1.11415 0.000175 -0.000025 -0.0002 NaN NaN -0.000225 9489 SOYMEAL caleb_strategy_v3 [1] 392.1 None 391.35 391.4 391.3 NaN 391.4 0.75 -0.05 0.0 NaN NaN -0.05 ============================================================================================================================================================== 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 9458 NIKKEI caleb_strategy_v3 [1] 4714.124436 -164.399564 -5.303212 10.606423 0.0 NaN 5.303212 9459 NIKKEI caleb_strategy_v3 [1] 4714.124436 -164.399564 -5.303212 -21.212847 -31.81927 NaN -26.516059 9460 NIKKEI caleb_strategy_v3 [1] 4714.124436 -185.612411 -5.303212 -21.212847 -31.81927 NaN -26.516059 9461 NIKKEI caleb_strategy_v3 [1] 4714.124436 -206.825257 -5.303212 21.212847 10.606423 NaN 15.909635 9462 NIKKEI caleb_strategy_v3 [1] 4714.124436 -185.612411 -5.303212 -10.606423 -21.212847 NaN -15.909635 9463 NIKKEI caleb_strategy_v3 [1] 4714.124436 -228.038104 -5.303212 10.606423 0.0 NaN 5.303212 9464 NIKKEI caleb_strategy_v3 [1] 4714.124436 -228.038104 -5.303212 -10.606423 -21.212847 NaN -15.909635 9465 EURIBOR-ICE caleb_strategy_v3 [1] 1.015204 320.132747 -24.625596 0.0 -49.251192 NaN -24.625596 9466 EURIBOR-ICE caleb_strategy_v3 [1] 1.015204 320.132747 -24.625596 49.251192 0.0 NaN 24.625596 9467 EURIBOR-ICE caleb_strategy_v3 [1] 1.015204 369.383939 -24.625596 -49.251192 -98.502384 NaN -73.876788 9468 EURIBOR-ICE caleb_strategy_v3 [1] 1.015204 320.132747 -24.625596 49.251192 0.0 NaN 24.625596 9469 EURIBOR-ICE caleb_strategy_v3 [1] 1.015204 320.132747 -24.625596 0.0 -49.251192 NaN -24.625596 9470 ROBUSTA caleb_strategy_v3 [-1] 852.132234 -58.676339 -11.735268 -0.0 -23.470536 NaN -11.735268 9471 ROBUSTA caleb_strategy_v3 [-1] 852.132234 -64.543973 -5.867634 -0.0 -11.735268 NaN -5.867634 9472 HEATOIL caleb_strategy_v3 [1] 0.864463 16.19503 -5.783939 5.783939 -5.783939 NaN 0.0 9473 COFFEE caleb_strategy_v3 [1] 73.239686 -54.615199 0.0 54.615199 54.615199 NaN 54.615199 9474 GOLD_micro caleb_strategy_v3 [-1] 280.160337 -215.94777 -1.784692 -7.138769 -10.708154 NaN -8.923462 9475 GOLD_micro caleb_strategy_v3 [-1] 280.160337 -221.301847 -3.569385 7.138769 -0.0 NaN 3.569385 9476 GOLD_micro caleb_strategy_v3 [-1] 280.160337 -242.718155 -3.569385 3.569385 -3.569385 NaN 0.0 9477 GOLD_micro caleb_strategy_v3 [-1] 280.160337 -240.933462 -1.784692 24.985692 NaN NaN 23.201 9478 GOLD_micro caleb_strategy_v3 [-1] 280.160337 -219.517155 -1.784692 -0.0 NaN NaN -1.784692 9479 SP400 caleb_strategy_v3 [1] 486.782083 -36.977532 -8.217229 16.434459 0.0 NaN 8.217229 9480 AUD caleb_strategy_v3 [-1] 0.071101 14.064545 -7.032272 14.064545 -0.0 NaN 7.032272 9481 DOW caleb_strategy_v3 [-1] 3860.489798 152.830348 -2.590345 -0.0 -5.18069 NaN -2.590345 9482 JPY caleb_strategy_v3 [-1] 0.000778 575.533864 -3.215273 -0.0 -6.430546 NaN -3.215273 9485 NASDAQ_micro caleb_strategy_v3 [-1] 2430.738538 150.160124 -1.028494 -6.170964 -8.227952 NaN -7.199458 9483 MXP caleb_strategy_v3 [1] 0.005794 -146.710414 -8.630024 17.260049 0.0 NaN 8.630024 9486 MXP caleb_strategy_v3 [1] 0.005794 -146.710414 -8.630024 -34.520097 -51.780146 NaN -43.150122 9488 EUR caleb_strategy_v3 [1] 0.088096 -17.026793 -5.675598 0.0 -11.351195 NaN -5.675598 9484 EUR caleb_strategy_v3 [1] 0.088096 19.864592 -2.837799 0.0 -5.675598 NaN -2.837799 9487 EUR caleb_strategy_v3 [1] 0.088096 19.864592 -2.837799 -22.70239 NaN NaN -25.540189 9489 SOYMEAL caleb_strategy_v3 [1] 89.022197 84.248651 -5.616577 0.0 NaN NaN -5.616577 ======================================================================================================================================================================== 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 9458 NIKKEI caleb_strategy_v3 [1] 0.708961 -54.944471 -1.772402 3.544805 0.0 NaN 1.772402 9459 NIKKEI caleb_strategy_v3 [1] 0.708961 -54.944471 -1.772402 -7.089609 -10.634414 NaN -8.862011 9460 NIKKEI caleb_strategy_v3 [1] 0.708961 -62.03408 -1.772402 -7.089609 -10.634414 NaN -8.862011 9461 NIKKEI caleb_strategy_v3 [1] 0.708961 -69.123689 -1.772402 7.089609 3.544805 NaN 5.317207 9462 NIKKEI caleb_strategy_v3 [1] 0.708961 -62.03408 -1.772402 -3.544805 -7.089609 NaN -5.317207 9463 NIKKEI caleb_strategy_v3 [1] 0.708961 -76.213298 -1.772402 3.544805 0.0 NaN 1.772402 9464 NIKKEI caleb_strategy_v3 [1] 0.708961 -76.213298 -1.772402 -3.544805 -7.089609 NaN -5.317207 9465 EURIBOR-ICE caleb_strategy_v3 [1] 2779.375 90.329687 -6.948437 0.0 -13.896875 NaN -6.948437 9466 EURIBOR-ICE caleb_strategy_v3 [1] 2779.375 90.329687 -6.948437 13.896875 0.0 NaN 6.948437 9467 EURIBOR-ICE caleb_strategy_v3 [1] 2779.375 104.226562 -6.948437 -13.896875 -27.79375 NaN -20.845312 9468 EURIBOR-ICE caleb_strategy_v3 [1] 2779.375 90.329687 -6.948437 13.896875 0.0 NaN 6.948437 9469 EURIBOR-ICE caleb_strategy_v3 [1] 2779.375 90.329687 -6.948437 0.0 -13.896875 NaN -6.948437 9470 ROBUSTA caleb_strategy_v3 [-1] 10.0 -50.0 -10.0 -0.0 -20.0 NaN -10.0 9471 ROBUSTA caleb_strategy_v3 [-1] 10.0 -55.0 -5.0 -0.0 -10.0 NaN -5.0 9472 HEATOIL caleb_strategy_v3 [1] 42000.0 58.8 -21.0 21.0 -21.0 NaN 0.0 9473 COFFEE caleb_strategy_v3 [1] 375.0 -150.0 0.0 150.0 150.0 NaN 150.0 9474 GOLD_micro caleb_strategy_v3 [-1] 10.0 -60.5 -0.5 -2.0 -3.0 NaN -2.5 9475 GOLD_micro caleb_strategy_v3 [-1] 10.0 -62.0 -1.0 2.0 -0.0 NaN 1.0 9476 GOLD_micro caleb_strategy_v3 [-1] 10.0 -68.0 -1.0 1.0 -1.0 NaN 0.0 9477 GOLD_micro caleb_strategy_v3 [-1] 10.0 -67.5 -0.5 7.0 NaN NaN 6.5 9478 GOLD_micro caleb_strategy_v3 [-1] 10.0 -61.5 -0.5 -0.0 NaN NaN -0.5 9479 SP400 caleb_strategy_v3 [1] 100.0 -180.0 -40.0 80.0 0.0 NaN 40.0 9480 AUD caleb_strategy_v3 [-1] 100000.0 10.0 -5.0 10.0 -0.0 NaN 5.0 9481 DOW caleb_strategy_v3 [-1] 0.5 29.5 -0.5 -0.0 -1.0 NaN -0.5 9482 JPY caleb_strategy_v3 [-1] 12500000.0 559.375 -3.125 -0.0 -6.25 NaN -3.125 9485 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 73.0 -0.5 -3.0 -4.0 NaN -3.5 9483 MXP caleb_strategy_v3 [1] 500000.0 -42.5 -2.5 5.0 0.0 NaN 2.5 9486 MXP caleb_strategy_v3 [1] 500000.0 -42.5 -2.5 -10.0 -15.0 NaN -12.5 9488 EUR caleb_strategy_v3 [1] 125000.0 -18.75 -6.25 0.0 -12.5 NaN -6.25 9484 EUR caleb_strategy_v3 [1] 125000.0 21.875 -3.125 0.0 -6.25 NaN -3.125 9487 EUR caleb_strategy_v3 [1] 125000.0 21.875 -3.125 -25.0 NaN NaN -28.125 9489 SOYMEAL caleb_strategy_v3 [1] 100.0 75.0 -5.0 0.0 NaN NaN -5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 COFFEE -150.0 DOW 29.5 EUR 25.0 EURIBOR-ICE 465.545312 GOLD_micro -319.5 HEATOIL 58.8 JPY 559.375 MXP -85.0 NASDAQ_micro 73.0 NIKKEI -455.507386 ROBUSTA -105.0 SOYMEAL 75.0 SP400 -180.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1.212927 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 COFFEE 0.0 DOW -0.5 EUR -12.5 EURIBOR-ICE -34.742187 GOLD_micro -3.5 HEATOIL -21.0 JPY -3.125 MXP -5.0 NASDAQ_micro -0.5 NIKKEI -12.406816 ROBUSTA -15.0 SOYMEAL -5.0 SP400 -40.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -158.274003 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 COFFEE 150.0 DOW -0.0 EUR -25.0 EURIBOR-ICE 13.896875 GOLD_micro 8.0 HEATOIL 21.0 JPY -0.0 MXP -5.0 NASDAQ_micro -3.0 NIKKEI -7.089609 ROBUSTA -0.0 SOYMEAL 0.0 SP400 80.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 242.807266 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -0.0 COFFEE 150.0 DOW -1.0 EUR -18.75 EURIBOR-ICE -55.5875 GOLD_micro -4.0 HEATOIL -21.0 JPY -6.25 MXP -15.0 NASDAQ_micro -4.0 NIKKEI -31.903241 ROBUSTA -30.0 SOYMEAL 0 SP400 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -37.490741 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 COFFEE 0 DOW 0 EUR 0 EURIBOR-ICE 0 GOLD_micro 0 HEATOIL 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 SOYMEAL 0 SP400 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 COFFEE 150.0 DOW -0.5 EUR -37.5 EURIBOR-ICE -20.845312 GOLD_micro 4.5 HEATOIL 0.0 JPY -3.125 MXP -10.0 NASDAQ_micro -3.5 NIKKEI -19.496425 ROBUSTA -15.0 SOYMEAL -5.0 SP400 40.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 84.533262 ******************************************************************************** END OF REPORT ********************************************************************************