******************************************************************************** Trades report produced on 15/01/2024 21:36 from 14/01/2024 21:36 to 15/01/2024 21:36 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9745 AUD caleb_strategy_v3 [20240300] 2024-01-15 15:00:48 [-1] 0.66655 9731 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-15 09:03:21 [-1] 97.90000 9732 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-15 09:05:07 [-1] 97.90500 9743 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:10:01 [1] 2.50000 9741 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:06:19 [1] 2.49500 9740 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:06:13 [-1] 2.46000 9739 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:03:35 [1] 2.50000 9738 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:03:12 [-1] 2.46500 9742 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:09:19 [-1] 2.46500 9736 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:01:36 [-1] 2.46000 9735 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:01:35 [1] 2.50000 9734 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:00:46 [-1] 2.46000 9733 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:00:37 [1] 2.50000 9744 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240400] 2024-01-15 14:13:19 [-1] 2.47000 9737 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-01-15 14:02:36 [1] 2.49500 9751 MXP caleb_strategy_v3 [20240300] 2024-01-15 15:03:35 [1] 0.05857 9747 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-15 15:00:50 [1] 16953.25000 9729 NIKKEI caleb_strategy_v3 [20240300] 2024-01-15 03:01:52 [1] 35930.00000 9730 NIKKEI caleb_strategy_v3 [20240300] 2024-01-15 03:02:19 [1] 35930.00000 9755 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:06:43 [-1] 1962.60000 9749 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:01:47 [-1] 1961.30000 9752 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:03:39 [-1] 1961.30000 9753 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:04:39 [-1] 1962.30000 9754 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:05:39 [-1] 1962.60000 9756 RUSSELL caleb_strategy_v3 [20240300] 2024-01-15 15:07:45 [-1] 1962.60000 9746 SP500_micro caleb_strategy_v3 [20240300] 2024-01-15 15:00:49 [1] 4811.00000 9748 US20 caleb_strategy_v3 [20240300] 2024-01-15 15:01:41 [1] 122.53125 9750 US30 caleb_strategy_v3 [20240300] 2024-01-15 15:03:23 [-1] 129.00000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9729 NIKKEI caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 03:01:19.426 2024-01-15 03:01:52 270079.426 32.574 9730 NIKKEI caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 03:02:19.322 2024-01-15 03:02:19 270139.322 NaN 9731 EURIBOR-ICE caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 09:00:33.902 2024-01-15 09:03:21 291633.902 167.098 9732 EURIBOR-ICE caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 09:03:25.085 2024-01-15 09:05:07 291805.085 101.915 9733 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:00:35.338 2024-01-15 14:00:37 241235.338 1.662 9734 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:00:38.655 2024-01-15 14:00:46 241238.655 7.345 9735 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:01:34.975 2024-01-15 14:01:35 241294.975 0.025 9736 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:01:35.756 2024-01-15 14:01:36 241295.756 0.244 9737 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:02:35.186 2024-01-15 14:02:36 241355.186 0.814 9738 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:02:37.195 2024-01-15 14:03:12 241357.195 34.805 9739 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:03:35.196 2024-01-15 14:03:35 241415.196 NaN 9740 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:03:35.930 2024-01-15 14:06:13 241415.93 157.07 9741 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:06:17.199 2024-01-15 14:06:19 241577.199 1.801 9742 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:06:20.542 2024-01-15 14:09:19 241580.542 178.458 9743 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:09:23.193 2024-01-15 14:10:01 241763.193 37.807 9744 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-01-12 19:00:00 2024-01-15 14:10:02.025 2024-01-15 14:13:19 241802.025 196.975 9745 AUD caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:00:39.376 2024-01-15 15:00:48 313239.376 8.624 9746 SP500_micro caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:00:49.550 2024-01-15 15:00:49 313249.55 NaN 9747 NASDAQ_micro caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:00:50.578 2024-01-15 15:00:50 313250.578 NaN 9748 US20 caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:00:51.482 2024-01-15 15:01:41 313251.482 49.518 9750 US30 caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:01:48.070 2024-01-15 15:03:23 313308.07 94.93 9751 MXP caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:03:23.915 2024-01-15 15:03:35 313403.915 11.085 9749 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:01:42.263 2024-01-15 15:01:47 313302.263 4.737 9752 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:03:38.768 2024-01-15 15:03:39 313418.768 0.232 9753 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:04:39.056 2024-01-15 15:04:39 313479.056 NaN 9754 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:05:39.767 2024-01-15 15:05:39 313539.767 NaN 9755 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:06:39.846 2024-01-15 15:06:43 313599.846 3.154 9756 RUSSELL caleb_strategy_v3 2024-01-12 00:00:00 2024-01-15 15:07:39.933 2024-01-15 15:07:45 313659.933 5.067 ====================================================================================================================================================================================================================================== 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 9729 NIKKEI caleb_strategy_v3 [1] 35515.0 None 35932.5 35935.0 35930.0 35930.0 35930.0 -417.5 -2.5 5.0 0.0 NaN 2.5 9730 NIKKEI caleb_strategy_v3 [1] 35515.0 None 35932.5 35935.0 35930.0 35930.0 35930.0 -417.5 -2.5 5.0 0.0 NaN 2.5 9731 EURIBOR-ICE caleb_strategy_v3 [-1] 97.945 None 97.905 97.9 97.91 97.91 97.9 -0.04 -0.005 -0.0 -0.01 NaN -0.005 9732 EURIBOR-ICE caleb_strategy_v3 [-1] 97.945 None 97.9025 97.9 97.905 97.905 97.905 -0.0425 -0.0025 0.005 -0.0 NaN 0.0025 9733 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.5025 2.505 2.5 2.5 2.5 0.1225 -0.0025 0.005 0.0 NaN 0.0025 9734 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.465 2.46 2.47 2.47 2.46 -0.11 -0.005 -0.0 -0.01 NaN -0.005 9735 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.4975 2.5 2.495 NaN 2.5 0.1275 -0.0025 0.0 NaN NaN -0.0025 9736 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.465 2.46 2.47 NaN 2.46 -0.11 -0.005 -0.0 NaN NaN -0.005 9737 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.4975 2.5 2.495 2.495 2.495 0.1275 -0.0025 0.005 0.0 NaN 0.0025 9738 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.4625 2.46 2.465 2.465 2.465 -0.1125 -0.0025 0.005 -0.0 NaN 0.0025 9739 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.5025 2.505 2.5 2.5 2.5 0.1225 -0.0025 0.005 0.0 NaN 0.0025 9740 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.465 2.46 2.47 2.47 2.46 -0.11 -0.005 -0.0 -0.01 NaN -0.005 9741 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.4925 2.495 2.49 2.49 2.495 0.1325 -0.0025 0.0 -0.005 NaN -0.0025 9742 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.4625 2.46 2.465 2.465 2.465 -0.1125 -0.0025 0.005 -0.0 NaN 0.0025 9743 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.625 None 2.5025 2.505 2.5 2.5 2.5 0.1225 -0.0025 0.005 0.0 NaN 0.0025 9744 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.575 None 2.465 2.46 2.47 2.47 2.47 -0.11 -0.005 0.01 -0.0 NaN 0.005 9745 AUD caleb_strategy_v3 [-1] 0.67005 None 0.66655 0.6665 0.6666 0.6666 0.66655 -0.0035 -0.00005 0.00005 -0.00005 NaN 0.0 9746 SP500_micro caleb_strategy_v3 [1] 4812.25 None 4810.875 4811.0 4810.75 4810.75 4811.0 1.375 -0.125 0.0 -0.25 NaN -0.125 9747 NASDAQ_micro caleb_strategy_v3 [1] 16945.5 None 16953.0 16953.25 16952.75 16952.75 16953.25 -7.5 -0.25 0.0 -0.5 NaN -0.25 9748 US20 caleb_strategy_v3 [1] 122.8125 None 122.484375 122.5 122.46875 122.46875 122.53125 0.328125 -0.015625 -0.03125 -0.0625 NaN -0.046875 9750 US30 caleb_strategy_v3 [-1] 129.46875 None 129.046875 129.03125 129.0625 129.0625 129.0 -0.421875 -0.015625 -0.03125 -0.0625 NaN -0.046875 9751 MXP caleb_strategy_v3 [1] 0.05868 None 0.058555 0.05856 0.05855 0.05855 0.05857 0.000125 -0.000005 -0.00001 -0.00002 NaN -0.000015 9749 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1961.45 1961.4 1961.5 1961.5 1961.3 -0.35 -0.05 -0.1 -0.2 NaN -0.15 9752 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1961.35 1961.3 1961.4 1961.4 1961.3 -0.45 -0.05 -0.0 -0.1 NaN -0.05 9753 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1961.4 1961.3 1961.5 NaN 1962.3 -0.4 -0.1 1.0 NaN NaN 0.9 9754 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1962.8 1962.7 1962.9 1962.9 1962.6 1.0 -0.1 -0.1 -0.3 NaN -0.2 9755 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1962.6 1962.5 1962.7 1962.7 1962.6 0.8 -0.1 0.1 -0.1 NaN 0.0 9756 RUSSELL caleb_strategy_v3 [-1] 1961.8 None 1962.55 1962.5 1962.6 1962.6 1962.6 0.75 -0.05 0.1 -0.0 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 9729 NIKKEI caleb_strategy_v3 [1] 5370.020827 -777.464396 -4.655475 9.310951 0.0 NaN 4.655475 9730 NIKKEI caleb_strategy_v3 [1] 5370.020827 -777.464396 -4.655475 9.310951 0.0 NaN 4.655475 9731 EURIBOR-ICE caleb_strategy_v3 [-1] 1.091621 -366.427407 -45.803426 -0.0 -91.606852 NaN -45.803426 9732 EURIBOR-ICE caleb_strategy_v3 [-1] 1.091621 -389.32912 -22.901713 45.803426 -0.0 NaN 22.901713 9733 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 666.142064 -13.594736 27.189472 0.0 NaN 13.594736 9734 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -598.168384 -27.189472 -0.0 -54.378944 NaN -27.189472 9735 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 693.331536 -13.594736 0.0 NaN NaN -13.594736 9736 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -598.168384 -27.189472 -0.0 NaN NaN -27.189472 9737 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 693.331536 -13.594736 27.189472 0.0 NaN 13.594736 9738 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -611.76312 -13.594736 27.189472 -0.0 NaN 13.594736 9739 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 666.142064 -13.594736 27.189472 0.0 NaN 13.594736 9740 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -598.168384 -27.189472 -0.0 -54.378944 NaN -27.189472 9741 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 720.521008 -13.594736 0.0 -27.189472 NaN -13.594736 9742 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -611.76312 -13.594736 27.189472 -0.0 NaN 13.594736 9743 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.838947 666.142064 -13.594736 27.189472 0.0 NaN 13.594736 9744 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.838947 -598.168384 -27.189472 54.378944 -0.0 NaN 27.189472 9745 AUD caleb_strategy_v3 [-1] 0.062444 -560.505763 -8.007225 8.007225 -8.007225 NaN 0.0 9746 SP500_micro caleb_strategy_v3 [1] 552.030792 24.908031 -2.264366 0.0 -4.528733 NaN -2.264366 9747 NASDAQ_micro caleb_strategy_v3 [1] 2464.387111 -30.43353 -1.014451 0.0 -2.028902 NaN -1.014451 9748 US20 caleb_strategy_v3 [1] 15.382615 213.308991 -10.157571 -20.315142 -40.630284 NaN -30.472713 9750 US30 caleb_strategy_v3 [-1] 21.377021 -197.349766 -7.309251 -14.618501 -29.237002 NaN -21.927752 9751 MXP caleb_strategy_v3 [1] 0.005329 234.556635 -9.382265 -18.764531 -37.529062 NaN -28.146796 9749 RUSSELL caleb_strategy_v3 [-1] 421.001434 -8.313511 -1.187644 -2.375289 -4.750578 NaN -3.562933 9752 RUSSELL caleb_strategy_v3 [-1] 421.001434 -10.6888 -1.187644 -0.0 -2.375289 NaN -1.187644 9753 RUSSELL caleb_strategy_v3 [-1] 421.001434 -9.501155 -2.375289 23.752888 NaN NaN 21.377599 9754 RUSSELL caleb_strategy_v3 [-1] 421.001434 23.752888 -2.375289 -2.375289 -7.125866 NaN -4.750578 9755 RUSSELL caleb_strategy_v3 [-1] 421.001434 19.002311 -2.375289 2.375289 -2.375289 NaN 0.0 9756 RUSSELL caleb_strategy_v3 [-1] 421.001434 17.814666 -1.187644 2.375289 -0.0 NaN 1.187644 ============================================================================================================================================================================ 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 9729 NIKKEI caleb_strategy_v3 [1] 0.687983 -287.232762 -1.719957 3.439913 0.0 NaN 1.719957 9730 NIKKEI caleb_strategy_v3 [1] 0.687983 -287.232762 -1.719957 3.439913 0.0 NaN 1.719957 9731 EURIBOR-ICE caleb_strategy_v3 [-1] 2740.625 -109.625 -13.703125 -0.0 -27.40625 NaN -13.703125 9732 EURIBOR-ICE caleb_strategy_v3 [-1] 2740.625 -116.476562 -6.851562 13.703125 -0.0 NaN 6.851562 9733 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 306.25 -6.25 12.5 0.0 NaN 6.25 9734 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -275.0 -12.5 -0.0 -25.0 NaN -12.5 9735 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 318.75 -6.25 0.0 NaN NaN -6.25 9736 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -275.0 -12.5 -0.0 NaN NaN -12.5 9737 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 318.75 -6.25 12.5 0.0 NaN 6.25 9738 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -281.25 -6.25 12.5 -0.0 NaN 6.25 9739 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 306.25 -6.25 12.5 0.0 NaN 6.25 9740 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -275.0 -12.5 -0.0 -25.0 NaN -12.5 9741 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 331.25 -6.25 0.0 -12.5 NaN -6.25 9742 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -281.25 -6.25 12.5 -0.0 NaN 6.25 9743 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 306.25 -6.25 12.5 0.0 NaN 6.25 9744 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -275.0 -12.5 25.0 -0.0 NaN 12.5 9745 AUD caleb_strategy_v3 [-1] 100000.0 -350.0 -5.0 5.0 -5.0 NaN 0.0 9746 SP500_micro caleb_strategy_v3 [1] 5.0 6.875 -0.625 0.0 -1.25 NaN -0.625 9747 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -15.0 -0.5 0.0 -1.0 NaN -0.5 9748 US20 caleb_strategy_v3 [1] 1000.0 328.125 -15.625 -31.25 -62.5 NaN -46.875 9750 US30 caleb_strategy_v3 [-1] 1000.0 -421.875 -15.625 -31.25 -62.5 NaN -46.875 9751 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 -5.0 -10.0 NaN -7.5 9749 RUSSELL caleb_strategy_v3 [-1] 5.0 -1.75 -0.25 -0.5 -1.0 NaN -0.75 9752 RUSSELL caleb_strategy_v3 [-1] 5.0 -2.25 -0.25 -0.0 -0.5 NaN -0.25 9753 RUSSELL caleb_strategy_v3 [-1] 5.0 -2.0 -0.5 5.0 NaN NaN 4.5 9754 RUSSELL caleb_strategy_v3 [-1] 5.0 5.0 -0.5 -0.5 -1.5 NaN -1.0 9755 RUSSELL caleb_strategy_v3 [-1] 5.0 4.0 -0.5 0.5 -0.5 NaN 0.0 9756 RUSSELL caleb_strategy_v3 [-1] 5.0 3.75 -0.25 0.5 -0.0 NaN 0.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 225.0 caleb_strategy_v3 AUD -350.0 EURIBOR-ICE -226.101562 MXP 62.5 NASDAQ_micro -15.0 NIKKEI -574.465523 RUSSELL 6.75 SP500_micro 6.875 US20 328.125 US30 -421.875 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 225.0 caleb_strategy_v3 -1183.192086 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -100.0 caleb_strategy_v3 AUD -5.0 EURIBOR-ICE -20.554687 MXP -2.5 NASDAQ_micro -0.5 NIKKEI -3.439913 RUSSELL -2.25 SP500_micro -0.625 US20 -15.625 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -100.0 caleb_strategy_v3 -66.119601 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 100.0 caleb_strategy_v3 AUD 5.0 EURIBOR-ICE 13.703125 MXP -5.0 NASDAQ_micro 0.0 NIKKEI 6.879827 RUSSELL 5.0 SP500_micro 0.0 US20 -31.25 US30 -31.25 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 100.0 caleb_strategy_v3 -36.917048 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -62.5 caleb_strategy_v3 AUD -5.0 EURIBOR-ICE -27.40625 MXP -10.0 NASDAQ_micro -1.0 NIKKEI 0.0 RUSSELL -3.5 SP500_micro -1.25 US20 -62.5 US30 -62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -62.5 caleb_strategy_v3 -173.15625 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 AUD 0 EURIBOR-ICE 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SP500_micro 0 US20 0 US30 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0.0 caleb_strategy_v3 AUD 0.0 EURIBOR-ICE -6.851562 MXP -7.5 NASDAQ_micro -0.5 NIKKEI 3.439913 RUSSELL 2.75 SP500_micro -0.625 US20 -46.875 US30 -46.875 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.0 caleb_strategy_v3 -103.036649 ******************************************************************************** END OF REPORT ********************************************************************************