******************************************************************************** Trades report produced on 11/01/2024 21:36 from 10/01/2024 21:36 to 11/01/2024 21:36 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9667 BTP caleb_strategy_v3 [20240300] 2024-01-11 08:00:58 [1] 118.210000 9666 BUXL caleb_strategy_v3 [20240300] 2024-01-11 08:00:57 [-1] 137.720000 9682 CAD caleb_strategy_v3 [20240300] 2024-01-11 15:00:41 [-1] 0.746800 9677 COCOA caleb_strategy_v3 [20240500] 2024-01-11 14:01:22 [-1] 4194.000000 9673 COCOA caleb_strategy_v3 [20240500] 2024-01-11 14:00:10 [-1] 4193.000000 9676 COPPER caleb_strategy_v3 [20240300] 2024-01-11 14:01:15 [-1] 3.790500 9671 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-11 09:04:28 [1] 97.845000 9670 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-11 09:01:57 [1] 97.850000 9668 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-11 09:01:50 [1] 97.850000 9672 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-11 09:07:33 [1] 97.850000 9669 GASOIL caleb_strategy_v3 [20240400] 2024-01-11 09:01:53 [-1] 740.250000 9678 GAS_US_mini caleb_strategy_v3 [20240300] 2024-01-11 14:02:04 [1] 2.535000 9675 GAS_US_mini caleb_strategy_v3 [20240300] 2024-01-11 14:01:10 [1] 2.540000 9655 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-11 03:05:20 [1] 147.120000 9691 LEANHOG caleb_strategy_v3 [20240400] 2024-01-11 15:30:09 [1] 79.000000 9662 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:11:37 [1] 35095.000000 9661 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:10:37 [1] 35100.000000 9660 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:09:37 [1] 35105.000000 9663 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:12:37 [1] 35100.000000 9659 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:09:00 [1] 35095.000000 9658 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:07:36 [1] 35095.000000 9657 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:06:48 [1] 35085.000000 9656 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:05:36 [1] 35090.000000 9665 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:14:38 [1] 35100.000000 9664 NIKKEI caleb_strategy_v3 [20240300] 2024-01-11 03:14:04 [1] 35105.000000 9674 PLAT caleb_strategy_v3 [20240400] 2024-01-11 14:01:07 [-1] 929.400000 9683 RUSSELL caleb_strategy_v3 [20240300] 2024-01-11 15:00:42 [1] 1963.500000 9688 US10 caleb_strategy_v3 [20240300] 2024-01-11 15:02:14 [1] 111.859375 9681 US10 caleb_strategy_v3 [20240300] 2024-01-11 15:00:37 [1] 111.890625 9690 US10 caleb_strategy_v3 [20240300] 2024-01-11 15:03:19 [1] 111.859375 9686 US10 caleb_strategy_v3 [20240300] 2024-01-11 15:01:39 [1] 111.875000 9684 US20 caleb_strategy_v3 [20240300] 2024-01-11 15:01:07 [1] 121.843750 9679 US20 caleb_strategy_v3 [20240300] 2024-01-11 15:00:15 [1] 121.875000 9680 US30 caleb_strategy_v3 [20240300] 2024-01-11 15:00:17 [-1] 128.843750 9689 US30 caleb_strategy_v3 [20240300] 2024-01-11 15:03:18 [-1] 128.781250 9685 US30 caleb_strategy_v3 [20240300] 2024-01-11 15:01:08 [-1] 128.781250 9687 US30 caleb_strategy_v3 [20240300] 2024-01-11 15:02:07 [-1] 128.750000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9655 JGB-SGX-mini caleb_strategy_v3 2024-01-10 2024-01-11 03:00:19.794 2024-01-11 03:05:20 97219.794 300.206 9664 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:13:37.375 2024-01-11 03:14:04 98017.375 26.625 9665 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:14:37.829 2024-01-11 03:14:38 98077.829 0.171 9656 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:05:35.878 2024-01-11 03:05:36 97535.878 0.122 9657 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:06:36.276 2024-01-11 03:06:48 97596.276 11.724 9658 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:07:36.288 2024-01-11 03:07:36 97656.288 NaN 9659 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:08:36.418 2024-01-11 03:09:00 97716.418 23.582 9660 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:09:36.760 2024-01-11 03:09:37 97776.76 0.24 9661 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:10:36.817 2024-01-11 03:10:37 97836.817 0.183 9662 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:11:36.869 2024-01-11 03:11:37 97896.869 0.131 9663 NIKKEI caleb_strategy_v3 2024-01-10 2024-01-11 03:12:36.880 2024-01-11 03:12:37 97956.88 0.12 9666 BUXL caleb_strategy_v3 2024-01-10 2024-01-11 08:00:55.810 2024-01-11 08:00:57 115255.81 1.19 9667 BTP caleb_strategy_v3 2024-01-10 2024-01-11 08:00:58.101 2024-01-11 08:00:58 115258.101 NaN 9669 GASOIL caleb_strategy_v3 2024-01-10 2024-01-11 09:01:52.138 2024-01-11 09:01:53 118912.138 0.862 9672 EURIBOR-ICE caleb_strategy_v3 2024-01-10 2024-01-11 09:04:31.942 2024-01-11 09:07:33 119071.942 181.058 9668 EURIBOR-ICE caleb_strategy_v3 2024-01-10 2024-01-11 09:00:57.178 2024-01-11 09:01:50 118857.178 52.822 9670 EURIBOR-ICE caleb_strategy_v3 2024-01-10 2024-01-11 09:01:57.028 2024-01-11 09:01:57 118917.028 NaN 9671 EURIBOR-ICE caleb_strategy_v3 2024-01-10 2024-01-11 09:02:57.730 2024-01-11 09:04:28 118977.73 90.27 9674 PLAT caleb_strategy_v3 2024-01-10 2024-01-11 14:01:04.335 2024-01-11 14:01:07 136864.335 2.665 9676 COPPER caleb_strategy_v3 2024-01-10 2024-01-11 14:01:11.491 2024-01-11 14:01:15 136871.491 3.509 9673 COCOA caleb_strategy_v3 2024-01-10 2024-01-11 14:00:07.926 2024-01-11 14:00:10 136807.926 2.074 9677 COCOA caleb_strategy_v3 2024-01-10 2024-01-11 14:01:16.102 2024-01-11 14:01:22 136876.102 5.898 9675 GAS_US_mini caleb_strategy_v3 2024-01-10 2024-01-11 14:01:08.262 2024-01-11 14:01:10 136868.262 1.738 9678 GAS_US_mini caleb_strategy_v3 2024-01-10 2024-01-11 14:02:04.205 2024-01-11 14:02:04 136924.205 NaN 9682 CAD caleb_strategy_v3 2024-01-10 2024-01-11 15:00:38.051 2024-01-11 15:00:41 140438.051 2.949 9683 RUSSELL caleb_strategy_v3 2024-01-10 2024-01-11 15:00:42.167 2024-01-11 15:00:42 140442.167 NaN 9684 US20 caleb_strategy_v3 2024-01-10 2024-01-11 15:01:07.565 2024-01-11 15:01:07 140467.565 NaN 9679 US20 caleb_strategy_v3 2024-01-10 2024-01-11 15:00:07.407 2024-01-11 15:00:15 140407.407 7.593 9680 US30 caleb_strategy_v3 2024-01-10 2024-01-11 15:00:16.810 2024-01-11 15:00:17 140416.81 0.19 9689 US30 caleb_strategy_v3 2024-01-10 2024-01-11 15:03:07.580 2024-01-11 15:03:18 140587.58 10.42 9685 US30 caleb_strategy_v3 2024-01-10 2024-01-11 15:01:08.521 2024-01-11 15:01:08 140468.521 NaN 9687 US30 caleb_strategy_v3 2024-01-10 2024-01-11 15:02:07.573 2024-01-11 15:02:07 140527.573 NaN 9688 US10 caleb_strategy_v3 2024-01-10 2024-01-11 15:02:08.187 2024-01-11 15:02:14 140528.187 5.813 9681 US10 caleb_strategy_v3 2024-01-10 2024-01-11 15:00:18.059 2024-01-11 15:00:37 140418.059 18.941 9690 US10 caleb_strategy_v3 2024-01-10 2024-01-11 15:03:19.270 2024-01-11 15:03:19 140599.27 NaN 9686 US10 caleb_strategy_v3 2024-01-10 2024-01-11 15:01:09.181 2024-01-11 15:01:39 140469.181 29.819 9691 LEANHOG caleb_strategy_v3 2024-01-10 2024-01-11 15:30:09.570 2024-01-11 15:30:09 142209.57 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 9655 JGB-SGX-mini caleb_strategy_v3 [1] 147.11 None 147.11 147.12 147.1 147.1 147.12 0.0 -0.01 0.0 -0.02 NaN -0.01 9664 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35097.5 35100.0 35095.0 35095.0 35105.0 -262.5 -2.5 -5.0 -10.0 NaN -7.5 9665 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35102.5 35105.0 35100.0 35100.0 35100.0 -267.5 -2.5 5.0 0.0 NaN 2.5 9656 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35092.5 35095.0 35090.0 35090.0 35090.0 -257.5 -2.5 5.0 0.0 NaN 2.5 9657 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35087.5 35090.0 35085.0 35085.0 35085.0 -252.5 -2.5 5.0 0.0 NaN 2.5 9658 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35087.5 35090.0 35085.0 35085.0 35095.0 -252.5 -2.5 -5.0 -10.0 NaN -7.5 9659 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35092.5 35095.0 35090.0 35090.0 35095.0 -257.5 -2.5 0.0 -5.0 NaN -2.5 9660 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35092.5 35095.0 35090.0 35090.0 35105.0 -257.5 -2.5 -10.0 -15.0 NaN -12.5 9661 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35102.5 35105.0 35100.0 35100.0 35100.0 -267.5 -2.5 5.0 0.0 NaN 2.5 9662 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35097.5 35100.0 35095.0 35095.0 35095.0 -262.5 -2.5 5.0 0.0 NaN 2.5 9663 NIKKEI caleb_strategy_v3 [1] 34835.0 None 35092.5 35095.0 35090.0 35090.0 35100.0 -257.5 -2.5 -5.0 -10.0 NaN -7.5 9666 BUXL caleb_strategy_v3 [-1] 136.98 None 137.7 137.68 137.72 137.72 137.72 0.72 -0.02 0.04 -0.0 NaN 0.02 9667 BTP caleb_strategy_v3 [1] 117.89 None 118.205 118.21 118.2 NaN 118.21 -0.315 -0.005 0.0 NaN NaN -0.005 9669 GASOIL caleb_strategy_v3 [-1] 735.0 None 740.5 740.25 740.75 740.75 740.25 5.5 -0.25 -0.0 -0.5 NaN -0.25 9672 EURIBOR-ICE caleb_strategy_v3 [1] 97.805 None 97.8425 97.845 97.84 97.84 97.85 -0.0375 -0.0025 -0.005 -0.01 NaN -0.0075 9668 EURIBOR-ICE caleb_strategy_v3 [1] 97.805 None 97.8475 97.85 97.845 97.845 97.85 -0.0425 -0.0025 0.0 -0.005 NaN -0.0025 9670 EURIBOR-ICE caleb_strategy_v3 [1] 97.805 None 97.8475 97.85 97.845 NaN 97.85 -0.0425 -0.0025 0.0 NaN NaN -0.0025 9671 EURIBOR-ICE caleb_strategy_v3 [1] 97.805 None 97.8475 97.85 97.845 97.845 97.845 -0.0425 -0.0025 0.005 0.0 NaN 0.0025 9674 PLAT caleb_strategy_v3 [-1] 930.0 None 929.7 929.5 929.9 929.9 929.4 -0.3 -0.2 -0.1 -0.5 NaN -0.3 9676 COPPER caleb_strategy_v3 [-1] 3.79 None 3.79075 3.7905 3.791 3.791 3.7905 0.00075 -0.00025 -0.0 -0.0005 NaN -0.00025 9673 COCOA caleb_strategy_v3 [-1] 4156.0 None 4192.0 4191.0 4193.0 4193.0 4193.0 36.0 -1.0 2.0 -0.0 NaN 1.0 9677 COCOA caleb_strategy_v3 [-1] 4156.0 None 4194.0 4193.0 4195.0 4195.0 4194.0 38.0 -1.0 1.0 -1.0 NaN 0.0 9675 GAS_US_mini caleb_strategy_v3 [1] 2.55 None 2.535 2.54 2.53 2.53 2.54 0.015 -0.005 0.0 -0.01 NaN -0.005 9678 GAS_US_mini caleb_strategy_v3 [1] 2.55 None 2.5375 2.54 2.535 2.535 2.535 0.0125 -0.0025 0.005 0.0 NaN 0.0025 9682 CAD caleb_strategy_v3 [-1] 0.7483 None 0.746775 0.74675 0.7468 0.7468 0.7468 -0.001525 -0.000025 0.00005 -0.0 NaN 0.000025 9683 RUSSELL caleb_strategy_v3 [1] 1986.5 None 1963.55 1963.6 1963.5 1963.5 1963.5 22.95 -0.05 0.1 0.0 NaN 0.05 9684 US20 caleb_strategy_v3 [1] 122.15625 None 121.859375 121.875 121.84375 121.84375 121.84375 0.296875 -0.015625 0.03125 0.0 NaN 0.015625 9679 US20 caleb_strategy_v3 [1] 122.15625 None 121.890625 121.90625 121.875 121.875 121.875 0.265625 -0.015625 0.03125 0.0 NaN 0.015625 9680 US30 caleb_strategy_v3 [-1] 129.4375 None 128.828125 128.8125 128.84375 128.84375 128.84375 -0.609375 -0.015625 0.03125 -0.0 NaN 0.015625 9689 US30 caleb_strategy_v3 [-1] 129.4375 None 128.765625 128.75 128.78125 128.78125 128.78125 -0.671875 -0.015625 0.03125 -0.0 NaN 0.015625 9685 US30 caleb_strategy_v3 [-1] 129.4375 None 128.859375 128.84375 128.875 128.875 128.78125 -0.578125 -0.015625 -0.0625 -0.09375 NaN -0.078125 9687 US30 caleb_strategy_v3 [-1] 129.4375 None 128.796875 128.78125 128.8125 128.8125 128.75 -0.640625 -0.015625 -0.03125 -0.0625 NaN -0.046875 9688 US10 caleb_strategy_v3 [1] 111.90625 None 111.867188 111.875 111.859375 111.859375 111.859375 0.039062 -0.007812 0.015625 0.0 NaN 0.007812 9681 US10 caleb_strategy_v3 [1] 111.90625 None 111.898438 111.90625 111.890625 111.890625 111.890625 0.007812 -0.007812 0.015625 0.0 NaN 0.007812 9690 US10 caleb_strategy_v3 [1] 111.90625 None 111.867188 111.875 111.859375 111.859375 111.859375 0.039062 -0.007812 0.015625 0.0 NaN 0.007812 9686 US10 caleb_strategy_v3 [1] 111.90625 None 111.882812 111.890625 111.875 111.875 111.875 0.023438 -0.007812 0.015625 0.0 NaN 0.007812 9691 LEANHOG caleb_strategy_v3 [1] 78.9 None 80.0 80.0 80.0 80.0 79.0 -1.1 0.0 1.0 1.0 NaN 1.0 ============================================================================================================================================================== 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 9655 JGB-SGX-mini caleb_strategy_v3 [1] 4.988934 0.0 -20.044364 0.0 -40.088728 NaN -20.044364 9664 NIKKEI caleb_strategy_v3 [1] 4795.020963 -547.442862 -5.213742 -10.427483 -20.854966 NaN -15.641225 9665 NIKKEI caleb_strategy_v3 [1] 4795.020963 -557.870345 -5.213742 10.427483 0.0 NaN 5.213742 9656 NIKKEI caleb_strategy_v3 [1] 4795.020963 -537.015379 -5.213742 10.427483 0.0 NaN 5.213742 9657 NIKKEI caleb_strategy_v3 [1] 4795.020963 -526.587896 -5.213742 10.427483 0.0 NaN 5.213742 9658 NIKKEI caleb_strategy_v3 [1] 4795.020963 -526.587896 -5.213742 -10.427483 -20.854966 NaN -15.641225 9659 NIKKEI caleb_strategy_v3 [1] 4795.020963 -537.015379 -5.213742 0.0 -10.427483 NaN -5.213742 9660 NIKKEI caleb_strategy_v3 [1] 4795.020963 -537.015379 -5.213742 -20.854966 -31.282449 NaN -26.068708 9661 NIKKEI caleb_strategy_v3 [1] 4795.020963 -557.870345 -5.213742 10.427483 0.0 NaN 5.213742 9662 NIKKEI caleb_strategy_v3 [1] 4795.020963 -547.442862 -5.213742 10.427483 0.0 NaN 5.213742 9663 NIKKEI caleb_strategy_v3 [1] 4795.020963 -537.015379 -5.213742 -10.427483 -20.854966 NaN -15.641225 9666 BUXL caleb_strategy_v3 [-1] 24.888833 289.286364 -8.035732 16.071465 -0.0 NaN 8.035732 9667 BTP caleb_strategy_v3 [1] 11.060922 -284.786391 -4.520419 0.0 NaN NaN -4.520419 9669 GASOIL caleb_strategy_v3 [-1] 263.389427 208.816279 -9.491649 -0.0 -18.983298 NaN -9.491649 9672 EURIBOR-ICE caleb_strategy_v3 [1] 1.101497 -340.445917 -22.696394 -45.392789 -90.785578 NaN -68.089183 9668 EURIBOR-ICE caleb_strategy_v3 [1] 1.101497 -385.838706 -22.696394 0.0 -45.392789 NaN -22.696394 9670 EURIBOR-ICE caleb_strategy_v3 [1] 1.101497 -385.838706 -22.696394 0.0 NaN NaN -22.696394 9671 EURIBOR-ICE caleb_strategy_v3 [1] 1.101497 -385.838706 -22.696394 45.392789 0.0 NaN 22.696394 9674 PLAT caleb_strategy_v3 [-1] 235.322871 -12.748442 -8.498961 -4.249481 -21.247404 NaN -12.748442 9676 COPPER caleb_strategy_v3 [-1] 0.709747 10.56714 -3.52238 -0.0 -7.04476 NaN -3.52238 9673 COCOA caleb_strategy_v3 [-1] 785.329284 458.406438 -12.733512 25.467024 -0.0 NaN 12.733512 9677 COCOA caleb_strategy_v3 [-1] 785.329284 483.873463 -12.733512 12.733512 -12.733512 NaN 0.0 9675 GAS_US_mini caleb_strategy_v3 [1] 1.853602 80.923533 -26.974511 0.0 -53.949022 NaN -26.974511 9678 GAS_US_mini caleb_strategy_v3 [1] 1.853602 67.436278 -13.487256 26.974511 0.0 NaN 13.487256 9682 CAD caleb_strategy_v3 [-1] 0.040355 -377.899268 -6.19507 12.39014 -0.0 NaN 6.19507 9683 RUSSELL caleb_strategy_v3 [1] 431.108939 532.348042 -1.1598 2.319599 0.0 NaN 1.1598 9684 US20 caleb_strategy_v3 [1] 15.616727 190.100654 -10.005298 20.010595 0.0 NaN 10.005298 9679 US20 caleb_strategy_v3 [1] 15.616727 170.090059 -10.005298 20.010595 0.0 NaN 10.005298 9680 US30 caleb_strategy_v3 [-1] 21.767285 -279.949928 -7.178203 14.356407 -0.0 NaN 7.178203 9689 US30 caleb_strategy_v3 [-1] 21.767285 -308.662741 -7.178203 14.356407 -0.0 NaN 7.178203 9685 US30 caleb_strategy_v3 [-1] 21.767285 -265.593521 -7.178203 -28.712813 -43.06922 NaN -35.891016 9687 US30 caleb_strategy_v3 [-1] 21.767285 -294.306334 -7.178203 -14.356407 -28.712813 NaN -21.53461 9688 US10 caleb_strategy_v3 [1] 7.711079 50.657629 -10.131526 20.263052 0.0 NaN 10.131526 9681 US10 caleb_strategy_v3 [1] 7.711079 10.131526 -10.131526 20.263052 0.0 NaN 10.131526 9690 US10 caleb_strategy_v3 [1] 7.711079 50.657629 -10.131526 20.263052 0.0 NaN 10.131526 9686 US10 caleb_strategy_v3 [1] 7.711079 30.394577 -10.131526 20.263052 0.0 NaN 10.131526 9691 LEANHOG caleb_strategy_v3 [1] 20.741588 -530.335474 0.0 482.123158 482.123158 NaN 482.123158 ======================================================================================================================================================================== 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 9655 JGB-SGX-mini caleb_strategy_v3 [1] 687.788656 0.0 -6.877887 0.0 -13.755773 NaN -6.877887 9664 NIKKEI caleb_strategy_v3 [1] 0.687789 -180.544522 -1.719472 -3.438943 -6.877887 NaN -5.158415 9665 NIKKEI caleb_strategy_v3 [1] 0.687789 -183.983466 -1.719472 3.438943 0.0 NaN 1.719472 9656 NIKKEI caleb_strategy_v3 [1] 0.687789 -177.105579 -1.719472 3.438943 0.0 NaN 1.719472 9657 NIKKEI caleb_strategy_v3 [1] 0.687789 -173.666636 -1.719472 3.438943 0.0 NaN 1.719472 9658 NIKKEI caleb_strategy_v3 [1] 0.687789 -173.666636 -1.719472 -3.438943 -6.877887 NaN -5.158415 9659 NIKKEI caleb_strategy_v3 [1] 0.687789 -177.105579 -1.719472 0.0 -3.438943 NaN -1.719472 9660 NIKKEI caleb_strategy_v3 [1] 0.687789 -177.105579 -1.719472 -6.877887 -10.31683 NaN -8.597358 9661 NIKKEI caleb_strategy_v3 [1] 0.687789 -183.983466 -1.719472 3.438943 0.0 NaN 1.719472 9662 NIKKEI caleb_strategy_v3 [1] 0.687789 -180.544522 -1.719472 3.438943 0.0 NaN 1.719472 9663 NIKKEI caleb_strategy_v3 [1] 0.687789 -177.105579 -1.719472 -3.438943 -6.877887 NaN -5.158415 9666 BUXL caleb_strategy_v3 [-1] 1098.55 790.956 -21.971 43.942 -0.0 NaN 21.971 9667 BTP caleb_strategy_v3 [1] 1098.55 -346.04325 -5.49275 0.0 NaN NaN -5.49275 9669 GASOIL caleb_strategy_v3 [-1] 100.0 550.0 -25.0 -0.0 -50.0 NaN -25.0 9672 EURIBOR-ICE caleb_strategy_v3 [1] 2746.375 -102.989062 -6.865937 -13.731875 -27.46375 NaN -20.597812 9668 EURIBOR-ICE caleb_strategy_v3 [1] 2746.375 -116.720937 -6.865937 0.0 -13.731875 NaN -6.865937 9670 EURIBOR-ICE caleb_strategy_v3 [1] 2746.375 -116.720937 -6.865937 0.0 NaN NaN -6.865937 9671 EURIBOR-ICE caleb_strategy_v3 [1] 2746.375 -116.720937 -6.865937 13.731875 0.0 NaN 6.865937 9674 PLAT caleb_strategy_v3 [-1] 50.0 -15.0 -10.0 -5.0 -25.0 NaN -15.0 9676 COPPER caleb_strategy_v3 [-1] 25000.0 18.75 -6.25 -0.0 -12.5 NaN -6.25 9673 COCOA caleb_strategy_v3 [-1] 10.0 360.0 -10.0 20.0 -0.0 NaN 10.0 9677 COCOA caleb_strategy_v3 [-1] 10.0 380.0 -10.0 10.0 -10.0 NaN 0.0 9675 GAS_US_mini caleb_strategy_v3 [1] 2500.0 37.5 -12.5 0.0 -25.0 NaN -12.5 9678 GAS_US_mini caleb_strategy_v3 [1] 2500.0 31.25 -6.25 12.5 0.0 NaN 6.25 9682 CAD caleb_strategy_v3 [-1] 100000.0 -152.5 -2.5 5.0 -0.0 NaN 2.5 9683 RUSSELL caleb_strategy_v3 [1] 5.0 114.75 -0.25 0.5 0.0 NaN 0.25 9684 US20 caleb_strategy_v3 [1] 1000.0 296.875 -15.625 31.25 0.0 NaN 15.625 9679 US20 caleb_strategy_v3 [1] 1000.0 265.625 -15.625 31.25 0.0 NaN 15.625 9680 US30 caleb_strategy_v3 [-1] 1000.0 -609.375 -15.625 31.25 -0.0 NaN 15.625 9689 US30 caleb_strategy_v3 [-1] 1000.0 -671.875 -15.625 31.25 -0.0 NaN 15.625 9685 US30 caleb_strategy_v3 [-1] 1000.0 -578.125 -15.625 -62.5 -93.75 NaN -78.125 9687 US30 caleb_strategy_v3 [-1] 1000.0 -640.625 -15.625 -31.25 -62.5 NaN -46.875 9688 US10 caleb_strategy_v3 [1] 1000.0 39.0625 -7.8125 15.625 0.0 NaN 7.8125 9681 US10 caleb_strategy_v3 [1] 1000.0 7.8125 -7.8125 15.625 0.0 NaN 7.8125 9690 US10 caleb_strategy_v3 [1] 1000.0 39.0625 -7.8125 15.625 0.0 NaN 7.8125 9686 US10 caleb_strategy_v3 [1] 1000.0 23.4375 -7.8125 15.625 0.0 NaN 7.8125 9691 LEANHOG caleb_strategy_v3 [1] 400.0 -440.0 0.0 400.0 400.0 NaN 400.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP -346.04325 BUXL 790.956 CAD -152.5 COCOA 740.0 COPPER 18.75 EURIBOR-ICE -453.151875 GASOIL 550.0 GAS_US_mini 68.75 JGB-SGX-mini 0.0 LEANHOG -440.0 NIKKEI -1784.811563 PLAT -15.0 RUSSELL 114.75 US10 109.375 US20 562.5 US30 -2500.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2736.425688 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.49275 BUXL -21.971 CAD -2.5 COCOA -20.0 COPPER -6.25 EURIBOR-ICE -27.46375 GASOIL -25.0 GAS_US_mini -18.75 JGB-SGX-mini -6.877887 LEANHOG 0.0 NIKKEI -17.194716 PLAT -10.0 RUSSELL -0.25 US10 -31.25 US20 -31.25 US30 -62.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -286.750103 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 0.0 BUXL 43.942 CAD 5.0 COCOA 30.0 COPPER -0.0 EURIBOR-ICE 0.0 GASOIL -0.0 GAS_US_mini 12.5 JGB-SGX-mini 0.0 LEANHOG 400.0 NIKKEI 0.0 PLAT -5.0 RUSSELL 0.5 US10 62.5 US20 62.5 US30 -31.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 580.692 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUXL -0.0 CAD -0.0 COCOA -10.0 COPPER -12.5 EURIBOR-ICE -41.195625 GASOIL -50.0 GAS_US_mini -25.0 JGB-SGX-mini -13.755773 LEANHOG 400.0 NIKKEI -34.389433 PLAT -25.0 RUSSELL 0.0 US10 0.0 US20 0.0 US30 -156.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 31.909169 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUXL 0 CAD 0 COCOA 0 COPPER 0 EURIBOR-ICE 0 GASOIL 0 GAS_US_mini 0 JGB-SGX-mini 0 LEANHOG 0 NIKKEI 0 PLAT 0 RUSSELL 0 US10 0 US20 0 US30 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.49275 BUXL 21.971 CAD 2.5 COCOA 10.0 COPPER -6.25 EURIBOR-ICE -27.46375 GASOIL -25.0 GAS_US_mini -6.25 JGB-SGX-mini -6.877887 LEANHOG 400.0 NIKKEI -17.194716 PLAT -15.0 RUSSELL 0.25 US10 31.25 US20 31.25 US30 -93.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 293.941897 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