******************************************************************************** Trades report produced on 18/01/2024 21:36 from 17/01/2024 21:36 to 18/01/2024 21:36 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9830 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:13:46 [-1] 42745.00000 9832 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:16:01 [-1] 42785.00000 9833 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:16:53 [-1] 42800.00000 9834 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:17:48 [-1] 42825.00000 9835 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:18:44 [-1] 42880.00000 9836 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:19:47 [-1] 42855.00000 9837 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:20:44 [-1] 42820.00000 9838 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:21:44 [-1] 42800.00000 9839 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:22:46 [-1] 42835.00000 9840 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:23:51 [-1] 42790.00000 9841 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:24:44 [-1] 42795.00000 9842 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:25:44 [-1] 42795.00000 9843 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:26:44 [-1] 42810.00000 9844 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:27:44 [-1] 42790.00000 9845 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:28:51 [-1] 42765.00000 9846 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:29:47 [-1] 42735.00000 9848 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:31:05 [-1] 42755.00000 9849 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:31:45 [-1] 42710.00000 9850 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:33:01 [-1] 42695.00000 9851 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:33:48 [-1] 42730.00000 9852 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:34:44 [-1] 42750.00000 9853 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:35:47 [-1] 42740.00000 9831 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:14:50 [-1] 42755.00000 9854 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:36:46 [-1] 42770.00000 9855 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:37:45 [-1] 42740.00000 9828 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:11:48 [-1] 42715.00000 9856 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:38:45 [-1] 42735.00000 9857 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:39:45 [-1] 42720.00000 9858 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:40:49 [-1] 42730.00000 9859 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:41:45 [-1] 42685.00000 9860 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:42:44 [-1] 42705.00000 9829 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:12:44 [-1] 42740.00000 9818 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:01:44 [-1] 42810.00000 9819 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:02:44 [-1] 42755.00000 9816 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:00:53 [-1] 42830.00000 9821 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:04:52 [-1] 42720.00000 9822 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:05:44 [-1] 42750.00000 9823 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:06:44 [-1] 42750.00000 9824 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:07:44 [-1] 42745.00000 9825 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:08:44 [-1] 42760.00000 9826 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:09:58 [-1] 42690.00000 9827 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:10:47 [-1] 42685.00000 9820 BITCOIN caleb_strategy_v3 [20240100] 2024-01-18 15:03:44 [-1] 42725.00000 9847 CORN caleb_strategy_v3 [20241200] 2024-01-18 15:30:45 [-1] 471.50000 9813 EUROSTX caleb_strategy_v3 [20240300] 2024-01-18 08:01:28 [-1] 4439.00000 9812 EUROSTX caleb_strategy_v3 [20240300] 2024-01-18 08:00:30 [-1] 4438.00000 9814 MXP caleb_strategy_v3 [20240300] 2024-01-18 15:00:45 [-1] 0.05753 9817 MXP caleb_strategy_v3 [20240300] 2024-01-18 15:01:44 [-1] 0.05757 9815 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-18 15:00:46 [-1] 17032.50000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9812 EUROSTX caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 08:00:27.982 2024-01-18 08:00:30 115227.982 2.018 9813 EUROSTX caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 08:01:27.929 2024-01-18 08:01:28 115287.929 0.071 9815 NASDAQ_micro caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 15:00:46.274 2024-01-18 15:00:46 140446.274 NaN 9817 MXP caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 15:01:44.165 2024-01-18 15:01:44 140504.165 NaN 9814 MXP caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 15:00:44.318 2024-01-18 15:00:45 140444.318 0.682 9847 CORN caleb_strategy_v3 2024-01-17 00:00:00 2024-01-18 15:30:45.026 2024-01-18 15:30:45 142245.026 NaN 9856 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:38:44.733 2024-01-18 15:38:45 70724.733 0.267 9857 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:39:44.735 2024-01-18 15:39:45 70784.735 0.265 9858 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:40:44.750 2024-01-18 15:40:49 70844.75 4.25 9859 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:41:44.773 2024-01-18 15:41:45 70904.773 0.227 9860 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:42:44.567 2024-01-18 15:42:44 70964.567 NaN 9816 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:00:47.398 2024-01-18 15:00:53 68447.398 5.602 9818 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:01:44.786 2024-01-18 15:01:44 68504.786 NaN 9819 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:02:44.197 2024-01-18 15:02:44 68564.197 NaN 9820 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:03:44.230 2024-01-18 15:03:44 68624.23 NaN 9821 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:04:44.061 2024-01-18 15:04:52 68684.061 7.939 9822 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:05:44.223 2024-01-18 15:05:44 68744.223 NaN 9823 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:06:44.052 2024-01-18 15:06:44 68804.052 NaN 9824 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:07:44.266 2024-01-18 15:07:44 68864.266 NaN 9825 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:08:44.277 2024-01-18 15:08:44 68924.277 NaN 9826 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:09:44.298 2024-01-18 15:09:58 68984.298 13.702 9827 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:10:44.314 2024-01-18 15:10:47 69044.314 2.686 9828 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:11:44.339 2024-01-18 15:11:48 69104.339 3.661 9829 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:12:44.135 2024-01-18 15:12:44 69164.135 NaN 9830 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:13:44.364 2024-01-18 15:13:46 69224.364 1.636 9831 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:14:44.374 2024-01-18 15:14:50 69284.374 5.626 9832 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:15:44.377 2024-01-18 15:16:01 69344.377 16.623 9833 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:16:44.393 2024-01-18 15:16:53 69404.393 8.607 9834 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:17:44.410 2024-01-18 15:17:48 69464.41 3.59 9835 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:18:44.229 2024-01-18 15:18:44 69524.229 NaN 9836 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:19:44.331 2024-01-18 15:19:47 69584.331 2.669 9837 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:20:44.462 2024-01-18 15:20:44 69644.462 NaN 9838 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:21:44.488 2024-01-18 15:21:44 69704.488 NaN 9839 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:22:44.379 2024-01-18 15:22:46 69764.379 1.621 9840 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:23:44.517 2024-01-18 15:23:51 69824.517 6.483 9841 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:24:44.410 2024-01-18 15:24:44 69884.41 NaN 9842 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:25:44.559 2024-01-18 15:25:44 69944.559 NaN 9843 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:26:44.558 2024-01-18 15:26:44 70004.558 NaN 9844 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:27:44.561 2024-01-18 15:27:44 70064.561 NaN 9845 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:28:44.580 2024-01-18 15:28:51 70124.58 6.42 9846 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:29:44.575 2024-01-18 15:29:47 70184.575 2.425 9848 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:30:45.816 2024-01-18 15:31:05 70245.816 19.184 9849 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:31:44.629 2024-01-18 15:31:45 70304.629 0.371 9850 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:32:44.646 2024-01-18 15:33:01 70364.646 16.354 9851 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:33:44.664 2024-01-18 15:33:48 70424.664 3.336 9852 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:34:44.555 2024-01-18 15:34:44 70484.555 NaN 9853 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:35:44.699 2024-01-18 15:35:47 70544.699 2.301 9854 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:36:44.697 2024-01-18 15:36:46 70604.697 1.303 9855 BITCOIN caleb_strategy_v3 2024-01-17 20:00:00 2024-01-18 15:37:44.715 2024-01-18 15:37:45 70664.715 0.285 ================================================================================================================================================================================================================================= 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 9812 EUROSTX caleb_strategy_v3 [-1] 4418.0 None 4439.5 4439.0 4440.0 4440.0 4438.0 21.5 -0.5 -1.0 -2.0 NaN -1.5 9813 EUROSTX caleb_strategy_v3 [-1] 4418.0 None 4438.5 4438.0 4439.0 4439.0 4439.0 20.5 -0.5 1.0 -0.0 NaN 0.5 9815 NASDAQ_micro caleb_strategy_v3 [-1] 16817.75 None 17033.125 17033.0 17033.25 17033.25 17032.5 215.375 -0.125 -0.5 -0.75 NaN -0.625 9817 MXP caleb_strategy_v3 [-1] 0.05745 None 0.057535 0.05753 0.05754 0.05754 0.05757 0.000085 -0.000005 0.00004 0.00003 NaN 0.000035 9814 MXP caleb_strategy_v3 [-1] 0.05745 None 0.057545 0.05754 0.05755 0.05755 0.05753 0.000095 -0.000005 -0.00001 -0.00002 NaN -0.000015 9847 CORN caleb_strategy_v3 [-1] 474.75 None 475.0 475.0 475.0 475.0 471.5 0.25 -0.0 -3.5 -3.5 NaN -3.5 9856 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42750.0 42740.0 42760.0 42760.0 42735.0 95.0 -10.0 -5.0 -25.0 NaN -15.0 9857 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42730.0 42720.0 42740.0 42740.0 42720.0 75.0 -10.0 -0.0 -20.0 NaN -10.0 9858 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42740.0 42730.0 42750.0 42750.0 42730.0 85.0 -10.0 -0.0 -20.0 NaN -10.0 9859 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42695.0 42685.0 42705.0 42705.0 42685.0 40.0 -10.0 -0.0 -20.0 NaN -10.0 9860 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42710.0 42705.0 42715.0 NaN 42705.0 55.0 -5.0 -0.0 NaN NaN -5.0 9816 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42837.5 42830.0 42845.0 42845.0 42830.0 182.5 -7.5 -0.0 -15.0 NaN -7.5 9818 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42835.0 42830.0 42840.0 42840.0 42810.0 180.0 -5.0 -20.0 -30.0 NaN -25.0 9819 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42815.0 42810.0 42820.0 42820.0 42755.0 160.0 -5.0 -55.0 -65.0 NaN -60.0 9820 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42760.0 42755.0 42765.0 42765.0 42725.0 105.0 -5.0 -30.0 -40.0 NaN -35.0 9821 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42715.0 42710.0 42720.0 42720.0 42720.0 60.0 -5.0 10.0 -0.0 NaN 5.0 9822 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42722.5 42715.0 42730.0 42730.0 42750.0 67.5 -7.5 35.0 20.0 NaN 27.5 9823 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42755.0 42750.0 42760.0 NaN 42750.0 100.0 -5.0 -0.0 NaN NaN -5.0 9824 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42737.5 42730.0 42745.0 42745.0 42745.0 82.5 -7.5 15.0 -0.0 NaN 7.5 9825 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42770.0 42760.0 42780.0 42780.0 42760.0 115.0 -10.0 -0.0 -20.0 NaN -10.0 9826 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42697.5 42690.0 42705.0 42705.0 42690.0 42.5 -7.5 -0.0 -15.0 NaN -7.5 9827 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42692.5 42685.0 42700.0 42700.0 42685.0 37.5 -7.5 -0.0 -15.0 NaN -7.5 9828 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42725.0 42715.0 42735.0 42735.0 42715.0 70.0 -10.0 -0.0 -20.0 NaN -10.0 9829 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42747.5 42740.0 42755.0 NaN 42740.0 92.5 -7.5 -0.0 NaN NaN -7.5 9830 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42762.5 42755.0 42770.0 42770.0 42745.0 107.5 -7.5 -10.0 -25.0 NaN -17.5 9831 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42765.0 42755.0 42775.0 42775.0 42755.0 110.0 -10.0 -0.0 -20.0 NaN -10.0 9832 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42790.0 42785.0 42795.0 42795.0 42785.0 135.0 -5.0 -0.0 -10.0 NaN -5.0 9833 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42802.5 42795.0 42810.0 42810.0 42800.0 147.5 -7.5 5.0 -10.0 NaN -2.5 9834 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42820.0 42815.0 42825.0 42825.0 42825.0 165.0 -5.0 10.0 -0.0 NaN 5.0 9835 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42875.0 42870.0 42880.0 NaN 42880.0 220.0 -5.0 10.0 NaN NaN 5.0 9836 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42862.5 42855.0 42870.0 42870.0 42855.0 207.5 -7.5 -0.0 -15.0 NaN -7.5 9837 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42830.0 42825.0 42835.0 42835.0 42820.0 175.0 -5.0 -5.0 -15.0 NaN -10.0 9838 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42795.0 42790.0 42800.0 42800.0 42800.0 140.0 -5.0 10.0 -0.0 NaN 5.0 9839 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42842.5 42835.0 42850.0 42850.0 42835.0 187.5 -7.5 -0.0 -15.0 NaN -7.5 9840 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42800.0 42795.0 42805.0 42805.0 42790.0 145.0 -5.0 -5.0 -15.0 NaN -10.0 9841 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42812.5 42805.0 42820.0 42820.0 42795.0 157.5 -7.5 -10.0 -25.0 NaN -17.5 9842 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42805.0 42795.0 42815.0 42815.0 42795.0 150.0 -10.0 -0.0 -20.0 NaN -10.0 9843 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42820.0 42810.0 42830.0 42830.0 42810.0 165.0 -10.0 -0.0 -20.0 NaN -10.0 9844 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42802.5 42795.0 42810.0 42810.0 42790.0 147.5 -7.5 -5.0 -20.0 NaN -12.5 9845 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42775.0 42765.0 42785.0 42785.0 42765.0 120.0 -10.0 -0.0 -20.0 NaN -10.0 9846 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42757.5 42750.0 42765.0 42765.0 42735.0 102.5 -7.5 -15.0 -30.0 NaN -22.5 9848 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42747.5 42740.0 42755.0 42755.0 42755.0 92.5 -7.5 15.0 -0.0 NaN 7.5 9849 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42720.0 42710.0 42730.0 42730.0 42710.0 65.0 -10.0 -0.0 -20.0 NaN -10.0 9850 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42710.0 42700.0 42720.0 42720.0 42695.0 55.0 -10.0 -5.0 -25.0 NaN -15.0 9851 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42737.5 42730.0 42745.0 42745.0 42730.0 82.5 -7.5 -0.0 -15.0 NaN -7.5 9852 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42760.0 42750.0 42770.0 42770.0 42750.0 105.0 -10.0 -0.0 -20.0 NaN -10.0 9853 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42752.5 42745.0 42760.0 42760.0 42740.0 97.5 -7.5 -5.0 -20.0 NaN -12.5 9854 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42777.5 42770.0 42785.0 42785.0 42770.0 122.5 -7.5 -0.0 -15.0 NaN -7.5 9855 BITCOIN caleb_strategy_v3 [-1] 42655.0 None 42752.5 42745.0 42760.0 42760.0 42740.0 97.5 -7.5 -5.0 -20.0 NaN -12.5 ============================================================================================================================================================== 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 9812 EUROSTX caleb_strategy_v3 [-1] 568.698144 378.056448 -8.79201 -17.584021 -35.168042 NaN -26.376031 9813 EUROSTX caleb_strategy_v3 [-1] 568.698144 360.472427 -8.79201 17.584021 -0.0 NaN 8.79201 9815 NASDAQ_micro caleb_strategy_v3 [-1] 2566.712428 839.108416 -0.487004 -1.948017 -2.922026 NaN -2.435022 9817 MXP caleb_strategy_v3 [-1] 0.006237 136.277952 -8.01635 64.130801 48.098101 NaN 56.114451 9814 MXP caleb_strategy_v3 [-1] 0.006237 152.310653 -8.01635 -16.0327 -32.065401 NaN -24.04905 9847 CORN caleb_strategy_v3 [-1] 72.749781 34.364365 -0.0 -481.101106 -481.101106 NaN -481.101106 9856 BITCOIN caleb_strategy_v3 [-1] 19888.233736 47.766937 -5.028099 -2.514049 -12.570246 NaN -7.542148 9857 BITCOIN caleb_strategy_v3 [-1] 19888.233736 37.710739 -5.028099 -0.0 -10.056197 NaN -5.028099 9858 BITCOIN caleb_strategy_v3 [-1] 19888.233736 42.738838 -5.028099 -0.0 -10.056197 NaN -5.028099 9859 BITCOIN caleb_strategy_v3 [-1] 19888.233736 20.112394 -5.028099 -0.0 -10.056197 NaN -5.028099 9860 BITCOIN caleb_strategy_v3 [-1] 19888.233736 27.654542 -2.514049 -0.0 NaN NaN -2.514049 9816 BITCOIN caleb_strategy_v3 [-1] 19888.233736 91.762799 -3.771074 -0.0 -7.542148 NaN -3.771074 9818 BITCOIN caleb_strategy_v3 [-1] 19888.233736 90.505775 -2.514049 -10.056197 -15.084296 NaN -12.570246 9819 BITCOIN caleb_strategy_v3 [-1] 19888.233736 80.449577 -2.514049 -27.654542 -32.682641 NaN -30.168592 9820 BITCOIN caleb_strategy_v3 [-1] 19888.233736 52.795035 -2.514049 -15.084296 -20.112394 NaN -17.598345 9821 BITCOIN caleb_strategy_v3 [-1] 19888.233736 30.168592 -2.514049 5.028099 -0.0 NaN 2.514049 9822 BITCOIN caleb_strategy_v3 [-1] 19888.233736 33.939665 -3.771074 17.598345 10.056197 NaN 13.827271 9823 BITCOIN caleb_strategy_v3 [-1] 19888.233736 50.280986 -2.514049 -0.0 NaN NaN -2.514049 9824 BITCOIN caleb_strategy_v3 [-1] 19888.233736 41.481813 -3.771074 7.542148 -0.0 NaN 3.771074 9825 BITCOIN caleb_strategy_v3 [-1] 19888.233736 57.823134 -5.028099 -0.0 -10.056197 NaN -5.028099 9826 BITCOIN caleb_strategy_v3 [-1] 19888.233736 21.369419 -3.771074 -0.0 -7.542148 NaN -3.771074 9827 BITCOIN caleb_strategy_v3 [-1] 19888.233736 18.85537 -3.771074 -0.0 -7.542148 NaN -3.771074 9828 BITCOIN caleb_strategy_v3 [-1] 19888.233736 35.19669 -5.028099 -0.0 -10.056197 NaN -5.028099 9829 BITCOIN caleb_strategy_v3 [-1] 19888.233736 46.509912 -3.771074 -0.0 NaN NaN -3.771074 9830 BITCOIN caleb_strategy_v3 [-1] 19888.233736 54.05206 -3.771074 -5.028099 -12.570246 NaN -8.799173 9831 BITCOIN caleb_strategy_v3 [-1] 19888.233736 55.309084 -5.028099 -0.0 -10.056197 NaN -5.028099 9832 BITCOIN caleb_strategy_v3 [-1] 19888.233736 67.879331 -2.514049 -0.0 -5.028099 NaN -2.514049 9833 BITCOIN caleb_strategy_v3 [-1] 19888.233736 74.164454 -3.771074 2.514049 -5.028099 NaN -1.257025 9834 BITCOIN caleb_strategy_v3 [-1] 19888.233736 82.963627 -2.514049 5.028099 -0.0 NaN 2.514049 9835 BITCOIN caleb_strategy_v3 [-1] 19888.233736 110.618169 -2.514049 5.028099 NaN NaN 2.514049 9836 BITCOIN caleb_strategy_v3 [-1] 19888.233736 104.333046 -3.771074 -0.0 -7.542148 NaN -3.771074 9837 BITCOIN caleb_strategy_v3 [-1] 19888.233736 87.991725 -2.514049 -2.514049 -7.542148 NaN -5.028099 9838 BITCOIN caleb_strategy_v3 [-1] 19888.233736 70.39338 -2.514049 5.028099 -0.0 NaN 2.514049 9839 BITCOIN caleb_strategy_v3 [-1] 19888.233736 94.276849 -3.771074 -0.0 -7.542148 NaN -3.771074 9840 BITCOIN caleb_strategy_v3 [-1] 19888.233736 72.90743 -2.514049 -2.514049 -7.542148 NaN -5.028099 9841 BITCOIN caleb_strategy_v3 [-1] 19888.233736 79.192553 -3.771074 -5.028099 -12.570246 NaN -8.799173 9842 BITCOIN caleb_strategy_v3 [-1] 19888.233736 75.421479 -5.028099 -0.0 -10.056197 NaN -5.028099 9843 BITCOIN caleb_strategy_v3 [-1] 19888.233736 82.963627 -5.028099 -0.0 -10.056197 NaN -5.028099 9844 BITCOIN caleb_strategy_v3 [-1] 19888.233736 74.164454 -3.771074 -2.514049 -10.056197 NaN -6.285123 9845 BITCOIN caleb_strategy_v3 [-1] 19888.233736 60.337183 -5.028099 -0.0 -10.056197 NaN -5.028099 9846 BITCOIN caleb_strategy_v3 [-1] 19888.233736 51.538011 -3.771074 -7.542148 -15.084296 NaN -11.313222 9848 BITCOIN caleb_strategy_v3 [-1] 19888.233736 46.509912 -3.771074 7.542148 -0.0 NaN 3.771074 9849 BITCOIN caleb_strategy_v3 [-1] 19888.233736 32.682641 -5.028099 -0.0 -10.056197 NaN -5.028099 9850 BITCOIN caleb_strategy_v3 [-1] 19888.233736 27.654542 -5.028099 -2.514049 -12.570246 NaN -7.542148 9851 BITCOIN caleb_strategy_v3 [-1] 19888.233736 41.481813 -3.771074 -0.0 -7.542148 NaN -3.771074 9852 BITCOIN caleb_strategy_v3 [-1] 19888.233736 52.795035 -5.028099 -0.0 -10.056197 NaN -5.028099 9853 BITCOIN caleb_strategy_v3 [-1] 19888.233736 49.023961 -3.771074 -2.514049 -10.056197 NaN -6.285123 9854 BITCOIN caleb_strategy_v3 [-1] 19888.233736 61.594208 -3.771074 -0.0 -7.542148 NaN -3.771074 9855 BITCOIN caleb_strategy_v3 [-1] 19888.233736 49.023961 -3.771074 -2.514049 -10.056197 NaN -6.285123 ======================================================================================================================================================================= 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 9812 EUROSTX caleb_strategy_v3 [-1] 10.904 234.436 -5.452 -10.904 -21.808 NaN -16.356 9813 EUROSTX caleb_strategy_v3 [-1] 10.904 223.532 -5.452 10.904 -0.0 NaN 5.452 9815 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 430.75 -0.25 -1.0 -1.5 NaN -1.25 9817 MXP caleb_strategy_v3 [-1] 500000.0 42.5 -2.5 20.0 15.0 NaN 17.5 9814 MXP caleb_strategy_v3 [-1] 500000.0 47.5 -2.5 -5.0 -10.0 NaN -7.5 9847 CORN caleb_strategy_v3 [-1] 50.0 12.5 -0.0 -175.0 -175.0 NaN -175.0 9856 BITCOIN caleb_strategy_v3 [-1] 0.1 9.5 -1.0 -0.5 -2.5 NaN -1.5 9857 BITCOIN caleb_strategy_v3 [-1] 0.1 7.5 -1.0 -0.0 -2.0 NaN -1.0 9858 BITCOIN caleb_strategy_v3 [-1] 0.1 8.5 -1.0 -0.0 -2.0 NaN -1.0 9859 BITCOIN caleb_strategy_v3 [-1] 0.1 4.0 -1.0 -0.0 -2.0 NaN -1.0 9860 BITCOIN caleb_strategy_v3 [-1] 0.1 5.5 -0.5 -0.0 NaN NaN -0.5 9816 BITCOIN caleb_strategy_v3 [-1] 0.1 18.25 -0.75 -0.0 -1.5 NaN -0.75 9818 BITCOIN caleb_strategy_v3 [-1] 0.1 18.0 -0.5 -2.0 -3.0 NaN -2.5 9819 BITCOIN caleb_strategy_v3 [-1] 0.1 16.0 -0.5 -5.5 -6.5 NaN -6.0 9820 BITCOIN caleb_strategy_v3 [-1] 0.1 10.5 -0.5 -3.0 -4.0 NaN -3.5 9821 BITCOIN caleb_strategy_v3 [-1] 0.1 6.0 -0.5 1.0 -0.0 NaN 0.5 9822 BITCOIN caleb_strategy_v3 [-1] 0.1 6.75 -0.75 3.5 2.0 NaN 2.75 9823 BITCOIN caleb_strategy_v3 [-1] 0.1 10.0 -0.5 -0.0 NaN NaN -0.5 9824 BITCOIN caleb_strategy_v3 [-1] 0.1 8.25 -0.75 1.5 -0.0 NaN 0.75 9825 BITCOIN caleb_strategy_v3 [-1] 0.1 11.5 -1.0 -0.0 -2.0 NaN -1.0 9826 BITCOIN caleb_strategy_v3 [-1] 0.1 4.25 -0.75 -0.0 -1.5 NaN -0.75 9827 BITCOIN caleb_strategy_v3 [-1] 0.1 3.75 -0.75 -0.0 -1.5 NaN -0.75 9828 BITCOIN caleb_strategy_v3 [-1] 0.1 7.0 -1.0 -0.0 -2.0 NaN -1.0 9829 BITCOIN caleb_strategy_v3 [-1] 0.1 9.25 -0.75 -0.0 NaN NaN -0.75 9830 BITCOIN caleb_strategy_v3 [-1] 0.1 10.75 -0.75 -1.0 -2.5 NaN -1.75 9831 BITCOIN caleb_strategy_v3 [-1] 0.1 11.0 -1.0 -0.0 -2.0 NaN -1.0 9832 BITCOIN caleb_strategy_v3 [-1] 0.1 13.5 -0.5 -0.0 -1.0 NaN -0.5 9833 BITCOIN caleb_strategy_v3 [-1] 0.1 14.75 -0.75 0.5 -1.0 NaN -0.25 9834 BITCOIN caleb_strategy_v3 [-1] 0.1 16.5 -0.5 1.0 -0.0 NaN 0.5 9835 BITCOIN caleb_strategy_v3 [-1] 0.1 22.0 -0.5 1.0 NaN NaN 0.5 9836 BITCOIN caleb_strategy_v3 [-1] 0.1 20.75 -0.75 -0.0 -1.5 NaN -0.75 9837 BITCOIN caleb_strategy_v3 [-1] 0.1 17.5 -0.5 -0.5 -1.5 NaN -1.0 9838 BITCOIN caleb_strategy_v3 [-1] 0.1 14.0 -0.5 1.0 -0.0 NaN 0.5 9839 BITCOIN caleb_strategy_v3 [-1] 0.1 18.75 -0.75 -0.0 -1.5 NaN -0.75 9840 BITCOIN caleb_strategy_v3 [-1] 0.1 14.5 -0.5 -0.5 -1.5 NaN -1.0 9841 BITCOIN caleb_strategy_v3 [-1] 0.1 15.75 -0.75 -1.0 -2.5 NaN -1.75 9842 BITCOIN caleb_strategy_v3 [-1] 0.1 15.0 -1.0 -0.0 -2.0 NaN -1.0 9843 BITCOIN caleb_strategy_v3 [-1] 0.1 16.5 -1.0 -0.0 -2.0 NaN -1.0 9844 BITCOIN caleb_strategy_v3 [-1] 0.1 14.75 -0.75 -0.5 -2.0 NaN -1.25 9845 BITCOIN caleb_strategy_v3 [-1] 0.1 12.0 -1.0 -0.0 -2.0 NaN -1.0 9846 BITCOIN caleb_strategy_v3 [-1] 0.1 10.25 -0.75 -1.5 -3.0 NaN -2.25 9848 BITCOIN caleb_strategy_v3 [-1] 0.1 9.25 -0.75 1.5 -0.0 NaN 0.75 9849 BITCOIN caleb_strategy_v3 [-1] 0.1 6.5 -1.0 -0.0 -2.0 NaN -1.0 9850 BITCOIN caleb_strategy_v3 [-1] 0.1 5.5 -1.0 -0.5 -2.5 NaN -1.5 9851 BITCOIN caleb_strategy_v3 [-1] 0.1 8.25 -0.75 -0.0 -1.5 NaN -0.75 9852 BITCOIN caleb_strategy_v3 [-1] 0.1 10.5 -1.0 -0.0 -2.0 NaN -1.0 9853 BITCOIN caleb_strategy_v3 [-1] 0.1 9.75 -0.75 -0.5 -2.0 NaN -1.25 9854 BITCOIN caleb_strategy_v3 [-1] 0.1 12.25 -0.75 -0.0 -1.5 NaN -0.75 9855 BITCOIN caleb_strategy_v3 [-1] 0.1 9.75 -0.75 -0.5 -2.0 NaN -1.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 494.5 CORN 12.5 EUROSTX 457.968 MXP 90.0 NASDAQ_micro 430.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1485.718 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -32.5 CORN -0.0 EUROSTX -10.904 MXP -5.0 NASDAQ_micro -0.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -48.654 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -6.5 CORN -175.0 EUROSTX 0.0 MXP 15.0 NASDAQ_micro -1.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -167.5 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -68.0 CORN -175.0 EUROSTX -21.808 MXP 5.0 NASDAQ_micro -1.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -261.308 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 0 CORN 0 EUROSTX 0 MXP 0 NASDAQ_micro 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 BITCOIN -39.0 CORN -175.0 EUROSTX -10.904 MXP 10.0 NASDAQ_micro -1.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -216.154 ******************************************************************************** END OF REPORT ********************************************************************************