******************************************************************************** Trades report produced on 26/01/2024 21:37 from 25/01/2024 21:37 to 26/01/2024 21:37 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9946 BTP caleb_strategy_v3 [20240300] 2024-01-26 08:01:02 [-1] 118.510000 9945 BUND caleb_strategy_v3 [20240300] 2024-01-26 08:01:00 [-1] 134.870000 9947 COPPER caleb_strategy_v3 [20240300] 2024-01-26 14:00:18 [1] 3.868000 9948 COTTON2 caleb_strategy_v3 [20240500] 2024-01-26 14:00:32 [1] 86.370000 9949 CRUDE_W caleb_strategy_v3 [20241200] 2024-01-26 14:00:36 [1] 73.460000 9965 EUR caleb_strategy_v3 [20240300] 2024-01-26 15:01:30 [-1] 1.088850 9960 EUR caleb_strategy_v3 [20240300] 2024-01-26 15:01:00 [-1] 1.089050 9980 FEEDCOW caleb_strategy_v3 [20240500] 2024-01-26 15:32:24 [1] 250.000000 9978 FEEDCOW caleb_strategy_v3 [20240500] 2024-01-26 15:31:41 [1] 250.100000 9976 FEEDCOW caleb_strategy_v3 [20240500] 2024-01-26 15:30:47 [1] 250.075000 9953 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-26 14:03:16 [1] 2043.400000 9954 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-26 14:04:18 [1] 2043.500000 9950 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-26 14:00:38 [1] 2043.100000 9951 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-26 14:01:16 [1] 2043.400000 9952 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-26 14:02:17 [1] 2044.600000 9941 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-26 03:00:23 [-1] 146.270000 9943 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-26 03:06:31 [-1] 146.260000 9944 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-26 03:11:35 [-1] 146.260000 9973 LEANHOG caleb_strategy_v3 [20240400] 2024-01-26 15:30:24 [1] 82.975000 9974 LIVECOW caleb_strategy_v3 [20240400] 2024-01-26 15:30:29 [-1] 181.700000 9979 LIVECOW caleb_strategy_v3 [20240400] 2024-01-26 15:32:24 [-1] 181.650000 9977 LIVECOW caleb_strategy_v3 [20240400] 2024-01-26 15:31:24 [-1] 181.675000 9962 MXP caleb_strategy_v3 [20240300] 2024-01-26 15:01:27 [-1] 0.057690 9956 MXP caleb_strategy_v3 [20240300] 2024-01-26 15:00:44 [-1] 0.057700 9968 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:02:20 [1] 17534.250000 9972 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:05:19 [1] 17523.000000 9971 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:04:19 [1] 17534.750000 9958 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:00:46 [1] 17534.000000 9964 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:01:29 [1] 17534.000000 9970 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-26 15:03:20 [1] 17543.500000 9942 NIKKEI caleb_strategy_v3 [20240300] 2024-01-26 03:01:30 [1] 35835.000000 9959 NZD caleb_strategy_v3 [20240300] 2024-01-26 15:00:59 [-1] 0.610550 9957 RUSSELL caleb_strategy_v3 [20240300] 2024-01-26 15:00:45 [-1] 1997.100000 9963 RUSSELL caleb_strategy_v3 [20240300] 2024-01-26 15:01:28 [-1] 1996.900000 9969 RUSSELL caleb_strategy_v3 [20240300] 2024-01-26 15:03:19 [-1] 1993.800000 9967 RUSSELL caleb_strategy_v3 [20240300] 2024-01-26 15:02:19 [-1] 1994.500000 9975 SOYMEAL caleb_strategy_v3 [20240500] 2024-01-26 15:30:30 [1] 355.700000 9966 US5 caleb_strategy_v3 [20240300] 2024-01-26 15:02:19 [-1] 107.664063 9955 US5 caleb_strategy_v3 [20240300] 2024-01-26 15:00:19 [-1] 107.687500 9961 US5 caleb_strategy_v3 [20240300] 2024-01-26 15:01:18 [-1] 107.679688 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9942 NIKKEI caleb_strategy_v3 2024-01-25 2024-01-26 03:01:18.254 2024-01-26 03:01:30 97278.254 11.746 9944 JGB-SGX-mini caleb_strategy_v3 2024-01-25 2024-01-26 03:06:34.865 2024-01-26 03:11:35 97594.865 300.135 9941 JGB-SGX-mini caleb_strategy_v3 2024-01-25 2024-01-26 03:00:22.905 2024-01-26 03:00:23 97222.905 0.095 9943 JGB-SGX-mini caleb_strategy_v3 2024-01-25 2024-01-26 03:01:30.951 2024-01-26 03:06:31 97290.951 300.049 9945 BUND caleb_strategy_v3 2024-01-25 2024-01-26 08:01:00.335 2024-01-26 08:01:00 115260.335 NaN 9946 BTP caleb_strategy_v3 2024-01-25 2024-01-26 08:01:01.662 2024-01-26 08:01:02 115261.662 0.338 9947 COPPER caleb_strategy_v3 2024-01-25 2024-01-26 14:00:16.962 2024-01-26 14:00:18 136816.962 1.038 9948 COTTON2 caleb_strategy_v3 2024-01-25 2024-01-26 14:00:20.230 2024-01-26 14:00:32 136820.23 11.77 9949 CRUDE_W caleb_strategy_v3 2024-01-25 2024-01-26 14:00:33.202 2024-01-26 14:00:36 136833.202 2.798 9952 GOLD_micro caleb_strategy_v3 2024-01-25 2024-01-26 14:02:16.311 2024-01-26 14:02:17 136936.311 0.689 9953 GOLD_micro caleb_strategy_v3 2024-01-25 2024-01-26 14:03:16.284 2024-01-26 14:03:16 136996.284 NaN 9954 GOLD_micro caleb_strategy_v3 2024-01-25 2024-01-26 14:04:16.472 2024-01-26 14:04:18 137056.472 1.528 9950 GOLD_micro caleb_strategy_v3 2024-01-25 2024-01-26 14:00:37.227 2024-01-26 14:00:38 136837.227 0.773 9951 GOLD_micro caleb_strategy_v3 2024-01-25 2024-01-26 14:01:16.240 2024-01-26 14:01:16 136876.24 NaN 9959 NZD caleb_strategy_v3 2024-01-25 2024-01-26 15:00:47.770 2024-01-26 15:00:59 140447.77 11.23 9962 MXP caleb_strategy_v3 2024-01-25 2024-01-26 15:01:19.441 2024-01-26 15:01:27 140479.441 7.559 9956 MXP caleb_strategy_v3 2024-01-25 2024-01-26 15:00:20.429 2024-01-26 15:00:44 140420.429 23.571 9960 EUR caleb_strategy_v3 2024-01-25 2024-01-26 15:01:00.135 2024-01-26 15:01:00 140460.135 NaN 9965 EUR caleb_strategy_v3 2024-01-25 2024-01-26 15:01:29.927 2024-01-26 15:01:30 140489.927 0.073 9961 US5 caleb_strategy_v3 2024-01-25 2024-01-26 15:01:18.685 2024-01-26 15:01:18 140478.685 NaN 9955 US5 caleb_strategy_v3 2024-01-25 2024-01-26 15:00:18.834 2024-01-26 15:00:19 140418.834 0.166 9966 US5 caleb_strategy_v3 2024-01-25 2024-01-26 15:02:18.828 2024-01-26 15:02:19 140538.828 0.172 9969 RUSSELL caleb_strategy_v3 2024-01-25 2024-01-26 15:03:19.263 2024-01-26 15:03:19 140599.263 NaN 9963 RUSSELL caleb_strategy_v3 2024-01-25 2024-01-26 15:01:28.487 2024-01-26 15:01:28 140488.487 NaN 9957 RUSSELL caleb_strategy_v3 2024-01-25 2024-01-26 15:00:45.403 2024-01-26 15:00:45 140445.403 NaN 9967 RUSSELL caleb_strategy_v3 2024-01-25 2024-01-26 15:02:19.596 2024-01-26 15:02:19 140539.596 NaN 9958 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:00:46.792 2024-01-26 15:00:46 140446.792 NaN 9964 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:01:29.183 2024-01-26 15:01:29 140489.183 NaN 9968 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:02:20.451 2024-01-26 15:02:20 140540.451 NaN 9970 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:03:20.021 2024-01-26 15:03:20 140600.021 NaN 9971 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:04:19.203 2024-01-26 15:04:19 140659.203 NaN 9972 NASDAQ_micro caleb_strategy_v3 2024-01-25 2024-01-26 15:05:19.394 2024-01-26 15:05:19 140719.394 NaN 9973 LEANHOG caleb_strategy_v3 2024-01-25 2024-01-26 15:30:23.998 2024-01-26 15:30:24 142223.998 0.002 9975 SOYMEAL caleb_strategy_v3 2024-01-25 2024-01-26 15:30:29.990 2024-01-26 15:30:30 142229.99 0.01 9977 LIVECOW caleb_strategy_v3 2024-01-25 2024-01-26 15:31:24.087 2024-01-26 15:31:24 142284.087 NaN 9979 LIVECOW caleb_strategy_v3 2024-01-25 2024-01-26 15:32:24.226 2024-01-26 15:32:24 142344.226 NaN 9974 LIVECOW caleb_strategy_v3 2024-01-25 2024-01-26 15:30:24.918 2024-01-26 15:30:29 142224.918 4.082 9976 FEEDCOW caleb_strategy_v3 2024-01-25 2024-01-26 15:30:31.620 2024-01-26 15:30:47 142231.62 15.38 9978 FEEDCOW caleb_strategy_v3 2024-01-25 2024-01-26 15:31:24.810 2024-01-26 15:31:41 142284.81 16.19 9980 FEEDCOW caleb_strategy_v3 2024-01-25 2024-01-26 15:32:24.872 2024-01-26 15:32:24 142344.872 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 9942 NIKKEI caleb_strategy_v3 [1] 36070.0 None 35832.5 35835.0 35830.0 35830.0 35835.0 237.5 -2.5 0.0 -5.0 NaN -2.5 9944 JGB-SGX-mini caleb_strategy_v3 [-1] 146.08 None 146.275 146.26 146.29 146.29 146.26 0.195 -0.015 -0.0 -0.03 NaN -0.015 9941 JGB-SGX-mini caleb_strategy_v3 [-1] 146.08 None 146.28 146.27 146.29 NaN 146.27 0.2 -0.01 -0.0 NaN NaN -0.01 9943 JGB-SGX-mini caleb_strategy_v3 [-1] 146.08 None 146.28 146.27 146.29 146.29 146.26 0.2 -0.01 -0.01 -0.03 NaN -0.02 9945 BUND caleb_strategy_v3 [-1] 134.54 None 134.885 134.88 134.89 134.89 134.87 0.345 -0.005 -0.01 -0.02 NaN -0.015 9946 BTP caleb_strategy_v3 [-1] 118.03 None 118.525 118.52 118.53 118.53 118.51 0.495 -0.005 -0.01 -0.02 NaN -0.015 9947 COPPER caleb_strategy_v3 [1] 3.87 None 3.86725 3.8675 3.867 3.867 3.868 0.00275 -0.00025 -0.0005 -0.001 NaN -0.00075 9948 COTTON2 caleb_strategy_v3 [1] 87.01 None 86.355 86.37 86.34 86.34 86.37 0.655 -0.015 0.0 -0.03 NaN -0.015 9949 CRUDE_W caleb_strategy_v3 [1] 73.98 None 73.465 73.47 73.46 73.46 73.46 0.515 -0.005 0.01 0.0 NaN 0.005 9952 GOLD_micro caleb_strategy_v3 [1] 2037.0 None 2044.4 2044.6 2044.2 2044.2 2044.6 -7.4 -0.2 0.0 -0.4 NaN -0.2 9953 GOLD_micro caleb_strategy_v3 [1] 2037.0 None 2043.25 2043.4 2043.1 NaN 2043.4 -6.25 -0.15 0.0 NaN NaN -0.15 9954 GOLD_micro caleb_strategy_v3 [1] 2037.0 None 2043.5 2043.7 2043.3 2043.3 2043.5 -6.5 -0.2 0.2 -0.2 NaN 0.0 9950 GOLD_micro caleb_strategy_v3 [1] 2037.0 None 2042.95 2043.1 2042.8 2042.8 2043.1 -5.95 -0.15 0.0 -0.3 NaN -0.15 9951 GOLD_micro caleb_strategy_v3 [1] 2037.0 None 2042.95 2043.1 2042.8 NaN 2043.4 -5.95 -0.15 -0.3 NaN NaN -0.45 9959 NZD caleb_strategy_v3 [-1] 0.61115 None 0.6105 0.61045 0.61055 0.61055 0.61055 -0.00065 -0.00005 0.0001 -0.0 NaN 0.00005 9962 MXP caleb_strategy_v3 [-1] 0.05762 None 0.057705 0.0577 0.05771 0.05771 0.05769 0.000085 -0.000005 -0.00001 -0.00002 NaN -0.000015 9956 MXP caleb_strategy_v3 [-1] 0.05762 None 0.057715 0.05771 0.05772 0.05772 0.0577 0.000095 -0.000005 -0.00001 -0.00002 NaN -0.000015 9960 EUR caleb_strategy_v3 [-1] 1.08565 None 1.089125 1.0891 1.08915 1.08915 1.08905 0.003475 -0.000025 -0.00005 -0.0001 NaN -0.000075 9965 EUR caleb_strategy_v3 [-1] 1.08565 None 1.0891 1.08905 1.08915 1.08915 1.08885 0.00345 -0.00005 -0.0002 -0.0003 NaN -0.00025 9961 US5 caleb_strategy_v3 [-1] 107.859375 None 107.691406 107.6875 107.695312 107.695312 107.679688 -0.167969 -0.003906 -0.007812 -0.015625 NaN -0.011718 9955 US5 caleb_strategy_v3 [-1] 107.859375 None 107.683594 107.679688 107.6875 107.6875 107.6875 -0.175781 -0.003906 0.007812 -0.0 NaN 0.003906 9966 US5 caleb_strategy_v3 [-1] 107.859375 None 107.683594 107.679688 107.6875 107.6875 107.664063 -0.175781 -0.003906 -0.015625 -0.023437 NaN -0.019531 9969 RUSSELL caleb_strategy_v3 [-1] 1982.1 None 1994.6 1994.5 1994.7 1994.7 1993.8 12.5 -0.1 -0.7 -0.9 NaN -0.8 9963 RUSSELL caleb_strategy_v3 [-1] 1982.1 None 1997.2 1997.1 1997.3 1997.3 1996.9 15.1 -0.1 -0.2 -0.4 NaN -0.3 9957 RUSSELL caleb_strategy_v3 [-1] 1982.1 None 1997.5 1997.4 1997.6 1997.6 1997.1 15.4 -0.1 -0.3 -0.5 NaN -0.4 9967 RUSSELL caleb_strategy_v3 [-1] 1982.1 None 1997.0 1996.9 1997.1 1997.1 1994.5 14.9 -0.1 -2.4 -2.6 NaN -2.5 9958 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17534.375 17534.5 17534.25 NaN 17534.0 76.125 -0.125 0.5 NaN NaN 0.375 9964 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17533.375 17533.5 17533.25 17533.25 17534.0 77.125 -0.125 -0.5 -0.75 NaN -0.625 9968 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17535.625 17535.75 17535.5 17535.5 17534.25 74.875 -0.125 1.5 1.25 NaN 1.375 9970 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17542.625 17542.75 17542.5 17542.5 17543.5 67.875 -0.125 -0.75 -1.0 NaN -0.875 9971 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17534.5 17534.75 17534.25 17534.25 17534.75 76.0 -0.25 0.0 -0.5 NaN -0.25 9972 NASDAQ_micro caleb_strategy_v3 [1] 17610.5 None 17523.125 17523.25 17523.0 17523.0 17523.0 87.375 -0.125 0.25 0.0 NaN 0.125 9973 LEANHOG caleb_strategy_v3 [1] 82.475 None 82.5 82.5 82.5 82.5 82.975 -0.025 0.0 -0.475 -0.475 NaN -0.475 9975 SOYMEAL caleb_strategy_v3 [1] 357.6 None 355.7 355.8 355.6 355.6 355.7 1.9 -0.1 0.1 -0.1 NaN 0.0 9977 LIVECOW caleb_strategy_v3 [-1] 180.6 None 182.1 181.7 182.5 182.5 181.675 1.5 -0.4 -0.025 -0.825 NaN -0.425 9979 LIVECOW caleb_strategy_v3 [-1] 180.6 None 182.0875 181.675 182.5 182.5 181.65 1.4875 -0.4125 -0.025 -0.85 NaN -0.4375 9974 LIVECOW caleb_strategy_v3 [-1] 180.6 None 181.725 181.7 181.75 181.75 181.7 1.125 -0.025 -0.0 -0.05 NaN -0.025 9976 FEEDCOW caleb_strategy_v3 [1] 249.15 None 250.125 250.175 250.075 250.075 250.075 -0.975 -0.05 0.1 0.0 NaN 0.05 9978 FEEDCOW caleb_strategy_v3 [1] 249.15 None 250.0875 250.175 250.0 250.0 250.1 -0.9375 -0.0875 0.075 -0.1 NaN -0.0125 9980 FEEDCOW caleb_strategy_v3 [1] 249.15 None 250.05 250.1 250.0 250.0 250.0 -0.9 -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 9942 NIKKEI caleb_strategy_v3 [1] 5403.442403 439.534619 -4.62668 0.0 -9.25336 NaN -4.62668 9944 JGB-SGX-mini caleb_strategy_v3 [-1] 5.191386 375.622198 -28.894015 -0.0 -57.78803 NaN -28.894015 9941 JGB-SGX-mini caleb_strategy_v3 [-1] 5.191386 385.253536 -19.262677 -0.0 NaN NaN -19.262677 9943 JGB-SGX-mini caleb_strategy_v3 [-1] 5.191386 385.253536 -19.262677 -19.262677 -57.78803 NaN -38.525354 9945 BUND caleb_strategy_v3 [-1] 9.776521 352.886256 -5.114294 -10.228587 -20.457174 NaN -15.342881 9946 BTP caleb_strategy_v3 [-1] 10.476761 472.474254 -4.772467 -9.544934 -19.089869 NaN -14.317402 9947 COPPER caleb_strategy_v3 [1] 0.720277 38.179734 -3.470885 -6.94177 -13.88354 NaN -10.412655 9948 COTTON2 caleb_strategy_v3 [1] 17.986444 364.163145 -8.339614 0.0 -16.679228 NaN -8.339614 9949 CRUDE_W caleb_strategy_v3 [1] 19.311064 266.686499 -2.589189 5.178379 0.0 NaN 2.589189 9952 GOLD_micro caleb_strategy_v3 [1] 241.03386 -307.010808 -8.297589 0.0 -16.595179 NaN -8.297589 9953 GOLD_micro caleb_strategy_v3 [1] 241.03386 -259.299669 -6.223192 0.0 NaN NaN -6.223192 9954 GOLD_micro caleb_strategy_v3 [1] 241.03386 -269.671656 -8.297589 8.297589 -8.297589 NaN 0.0 9950 GOLD_micro caleb_strategy_v3 [1] 241.03386 -246.853285 -6.223192 0.0 -12.446384 NaN -6.223192 9951 GOLD_micro caleb_strategy_v3 [1] 241.03386 -246.853285 -6.223192 -12.446384 NaN NaN -18.669576 9959 NZD caleb_strategy_v3 [-1] 0.056308 -115.437418 -8.879801 17.759603 -0.0 NaN 8.879801 9962 MXP caleb_strategy_v3 [-1] 0.005958 142.674845 -8.392638 -16.785276 -33.570552 NaN -25.177914 9956 MXP caleb_strategy_v3 [-1] 0.005958 159.460121 -8.392638 -16.785276 -33.570552 NaN -25.177914 9960 EUR caleb_strategy_v3 [-1] 0.070039 496.153062 -3.569446 -7.138893 -14.277786 NaN -10.708339 9965 EUR caleb_strategy_v3 [-1] 0.070039 492.583616 -7.138893 -28.555572 -42.833358 NaN -35.694465 9961 US5 caleb_strategy_v3 [-1] 5.025975 -334.201341 -7.772124 -15.543254 -31.087502 NaN -23.315378 9955 US5 caleb_strategy_v3 [-1] 5.025975 -349.74559 -7.772124 15.544248 -0.0 NaN 7.772124 9966 US5 caleb_strategy_v3 [-1] 5.025975 -349.74559 -7.772124 -31.087502 -46.63175 NaN -38.859626 9969 RUSSELL caleb_strategy_v3 [-1] 391.818858 319.024972 -2.5522 -17.865398 -22.969798 NaN -20.417598 9963 RUSSELL caleb_strategy_v3 [-1] 391.818858 385.382166 -2.5522 -5.1044 -10.208799 NaN -7.656599 9957 RUSSELL caleb_strategy_v3 [-1] 391.818858 393.038765 -2.5522 -7.656599 -12.760999 NaN -10.208799 9967 RUSSELL caleb_strategy_v3 [-1] 391.818858 380.277766 -2.5522 -61.252795 -66.357194 NaN -63.804994 9958 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 301.915243 -0.495756 1.983023 NaN NaN 1.487267 9964 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 305.881289 -0.495756 -1.983023 -2.974534 NaN -2.478779 9968 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 296.957686 -0.495756 5.949069 4.957557 NaN 5.453313 9970 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 269.195364 -0.495756 -2.974534 -3.966046 NaN -3.47029 9971 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 301.419487 -0.991511 0.0 -1.983023 NaN -0.991511 9972 NASDAQ_micro caleb_strategy_v3 [1] 2521.403003 346.533259 -0.495756 0.991511 0.0 NaN 0.495756 9973 LEANHOG caleb_strategy_v3 [1] 20.279603 -12.327657 0.0 -234.225488 -234.225488 NaN -234.225488 9975 SOYMEAL caleb_strategy_v3 [1] 81.643005 232.720488 -12.248447 12.248447 -12.248447 NaN 0.0 9977 LIVECOW caleb_strategy_v3 [-1] 20.498386 731.764936 -195.137316 -12.196082 -402.470715 NaN -207.333399 9979 LIVECOW caleb_strategy_v3 [-1] 20.498386 725.666895 -201.235357 -12.196082 -414.666797 NaN -213.43144 9974 LIVECOW caleb_strategy_v3 [-1] 20.498386 548.823702 -12.196082 -0.0 -24.392165 NaN -12.196082 9976 FEEDCOW caleb_strategy_v3 [1] 32.174336 -303.036556 -15.540336 31.080672 0.0 NaN 15.540336 9978 FEEDCOW caleb_strategy_v3 [1] 32.174336 -291.381303 -27.195588 23.310504 -31.080672 NaN -3.885084 9980 FEEDCOW caleb_strategy_v3 [1] 32.174336 -279.726051 -15.540336 31.080672 0.0 NaN 15.540336 ======================================================================================================================================================================== 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 9942 NIKKEI caleb_strategy_v3 [1] 0.676714 160.719482 -1.691784 0.0 -3.383568 NaN -1.691784 9944 JGB-SGX-mini caleb_strategy_v3 [-1] 676.713608 131.959154 -10.150704 -0.0 -20.301408 NaN -10.150704 9941 JGB-SGX-mini caleb_strategy_v3 [-1] 676.713608 135.342722 -6.767136 -0.0 NaN NaN -6.767136 9943 JGB-SGX-mini caleb_strategy_v3 [-1] 676.713608 135.342722 -6.767136 -6.767136 -20.301408 NaN -13.534272 9945 BUND caleb_strategy_v3 [-1] 1082.8 373.566 -5.414 -10.828 -21.656 NaN -16.242 9946 BTP caleb_strategy_v3 [-1] 1082.8 535.986 -5.414 -10.828 -21.656 NaN -16.242 9947 COPPER caleb_strategy_v3 [1] 25000.0 68.75 -6.25 -12.5 -25.0 NaN -18.75 9948 COTTON2 caleb_strategy_v3 [1] 500.0 327.5 -7.5 0.0 -15.0 NaN -7.5 9949 CRUDE_W caleb_strategy_v3 [1] 1000.0 515.0 -5.0 10.0 0.0 NaN 5.0 9952 GOLD_micro caleb_strategy_v3 [1] 10.0 -74.0 -2.0 0.0 -4.0 NaN -2.0 9953 GOLD_micro caleb_strategy_v3 [1] 10.0 -62.5 -1.5 0.0 NaN NaN -1.5 9954 GOLD_micro caleb_strategy_v3 [1] 10.0 -65.0 -2.0 2.0 -2.0 NaN 0.0 9950 GOLD_micro caleb_strategy_v3 [1] 10.0 -59.5 -1.5 0.0 -3.0 NaN -1.5 9951 GOLD_micro caleb_strategy_v3 [1] 10.0 -59.5 -1.5 -3.0 NaN NaN -4.5 9959 NZD caleb_strategy_v3 [-1] 100000.0 -65.0 -5.0 10.0 -0.0 NaN 5.0 9962 MXP caleb_strategy_v3 [-1] 500000.0 42.5 -2.5 -5.0 -10.0 NaN -7.5 9956 MXP caleb_strategy_v3 [-1] 500000.0 47.5 -2.5 -5.0 -10.0 NaN -7.5 9960 EUR caleb_strategy_v3 [-1] 125000.0 434.375 -3.125 -6.25 -12.5 NaN -9.375 9965 EUR caleb_strategy_v3 [-1] 125000.0 431.25 -6.25 -25.0 -37.5 NaN -31.25 9961 US5 caleb_strategy_v3 [-1] 1000.0 -167.96875 -3.90625 -7.812 -15.6245 NaN -11.71825 9955 US5 caleb_strategy_v3 [-1] 1000.0 -175.78125 -3.90625 7.8125 -0.0 NaN 3.90625 9966 US5 caleb_strategy_v3 [-1] 1000.0 -175.78125 -3.90625 -15.6245 -23.437 NaN -19.53075 9969 RUSSELL caleb_strategy_v3 [-1] 5.0 62.5 -0.5 -3.5 -4.5 NaN -4.0 9963 RUSSELL caleb_strategy_v3 [-1] 5.0 75.5 -0.5 -1.0 -2.0 NaN -1.5 9957 RUSSELL caleb_strategy_v3 [-1] 5.0 77.0 -0.5 -1.5 -2.5 NaN -2.0 9967 RUSSELL caleb_strategy_v3 [-1] 5.0 74.5 -0.5 -12.0 -13.0 NaN -12.5 9958 NASDAQ_micro caleb_strategy_v3 [1] 2.0 152.25 -0.25 1.0 NaN NaN 0.75 9964 NASDAQ_micro caleb_strategy_v3 [1] 2.0 154.25 -0.25 -1.0 -1.5 NaN -1.25 9968 NASDAQ_micro caleb_strategy_v3 [1] 2.0 149.75 -0.25 3.0 2.5 NaN 2.75 9970 NASDAQ_micro caleb_strategy_v3 [1] 2.0 135.75 -0.25 -1.5 -2.0 NaN -1.75 9971 NASDAQ_micro caleb_strategy_v3 [1] 2.0 152.0 -0.5 0.0 -1.0 NaN -0.5 9972 NASDAQ_micro caleb_strategy_v3 [1] 2.0 174.75 -0.25 0.5 0.0 NaN 0.25 9973 LEANHOG caleb_strategy_v3 [1] 400.0 -10.0 0.0 -190.0 -190.0 NaN -190.0 9975 SOYMEAL caleb_strategy_v3 [1] 100.0 190.0 -10.0 10.0 -10.0 NaN 0.0 9977 LIVECOW caleb_strategy_v3 [-1] 400.0 600.0 -160.0 -10.0 -330.0 NaN -170.0 9979 LIVECOW caleb_strategy_v3 [-1] 400.0 595.0 -165.0 -10.0 -340.0 NaN -175.0 9974 LIVECOW caleb_strategy_v3 [-1] 400.0 450.0 -10.0 -0.0 -20.0 NaN -10.0 9976 FEEDCOW caleb_strategy_v3 [1] 500.0 -487.5 -25.0 50.0 0.0 NaN 25.0 9978 FEEDCOW caleb_strategy_v3 [1] 500.0 -468.75 -43.75 37.5 -50.0 NaN -6.25 9980 FEEDCOW caleb_strategy_v3 [1] 500.0 -450.0 -25.0 50.0 0.0 NaN 25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 535.986 BUND 373.566 COPPER 68.75 COTTON2 327.5 CRUDE_W 515.0 EUR 865.625 FEEDCOW -1406.25 GOLD_micro -320.5 JGB-SGX-mini 402.644597 LEANHOG -10.0 LIVECOW 1645.0 MXP 90.0 NASDAQ_micro 918.75 NIKKEI 160.719482 NZD -65.0 RUSSELL 289.5 SOYMEAL 190.0 US5 -519.53125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 4061.759829 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.414 BUND -5.414 COPPER -6.25 COTTON2 -7.5 CRUDE_W -5.0 EUR -9.375 FEEDCOW -93.75 GOLD_micro -8.5 JGB-SGX-mini -23.684976 LEANHOG 0.0 LIVECOW -335.0 MXP -5.0 NASDAQ_micro -1.75 NIKKEI -1.691784 NZD -5.0 RUSSELL -2.0 SOYMEAL -10.0 US5 -11.71875 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -537.04851 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP -10.828 BUND -10.828 COPPER -12.5 COTTON2 0.0 CRUDE_W 10.0 EUR -31.25 FEEDCOW 137.5 GOLD_micro -1.0 JGB-SGX-mini -6.767136 LEANHOG -190.0 LIVECOW -20.0 MXP -10.0 NASDAQ_micro 2.0 NIKKEI 0.0 NZD 10.0 RUSSELL -18.0 SOYMEAL 10.0 US5 -15.624 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -157.297136 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP -21.656 BUND -21.656 COPPER -25.0 COTTON2 -15.0 CRUDE_W 0.0 EUR -50.0 FEEDCOW -50.0 GOLD_micro -9.0 JGB-SGX-mini -40.602816 LEANHOG -190.0 LIVECOW -690.0 MXP -20.0 NASDAQ_micro -2.0 NIKKEI -3.383568 NZD -0.0 RUSSELL -22.0 SOYMEAL -10.0 US5 -39.0615 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1209.359885 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUND 0 COPPER 0 COTTON2 0 CRUDE_W 0 EUR 0 FEEDCOW 0 GOLD_micro 0 JGB-SGX-mini 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 RUSSELL 0 SOYMEAL 0 US5 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 -16.242 BUND -16.242 COPPER -18.75 COTTON2 -7.5 CRUDE_W 5.0 EUR -40.625 FEEDCOW 43.75 GOLD_micro -9.5 JGB-SGX-mini -30.452112 LEANHOG -190.0 LIVECOW -355.0 MXP -15.0 NASDAQ_micro 0.25 NIKKEI -1.691784 NZD 5.0 RUSSELL -20.0 SOYMEAL 0.0 US5 -27.34275 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -694.345646 ******************************************************************************** END OF REPORT ********************************************************************************