******************************************************************************** Trades report produced on 30/01/2024 21:37 from 29/01/2024 21:37 to 30/01/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 10000 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:00:46 [-1] 43765.000000 10015 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:05:50 [-1] 43750.000000 10009 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:02:45 [-1] 43720.000000 10011 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:03:42 [-1] 43785.000000 10013 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:04:42 [-1] 43790.000000 10005 BITCOIN caleb_strategy_v3 [20240200] 2024-01-30 15:01:46 [-1] 43710.000000 9988 BOBL caleb_strategy_v3 [20240300] 2024-01-30 08:00:30 [-1] 118.080000 9993 COPPER caleb_strategy_v3 [20240300] 2024-01-30 14:00:41 [1] 3.865500 9995 COPPER caleb_strategy_v3 [20240300] 2024-01-30 14:01:36 [1] 3.866000 10007 DOW caleb_strategy_v3 [20240300] 2024-01-30 15:02:42 [1] 38434.000000 9997 DOW caleb_strategy_v3 [20240300] 2024-01-30 15:00:43 [1] 38454.000000 10002 DOW caleb_strategy_v3 [20240300] 2024-01-30 15:01:42 [1] 38436.000000 9992 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-30 09:00:34 [-1] 97.870000 9991 EUROSTX caleb_strategy_v3 [20240300] 2024-01-30 08:02:27 [1] 4669.000000 9990 EUROSTX caleb_strategy_v3 [20240300] 2024-01-30 08:01:27 [1] 4670.000000 9989 EUROSTX caleb_strategy_v3 [20240300] 2024-01-30 08:00:34 [1] 4675.000000 10016 FEEDCOW caleb_strategy_v3 [20240500] 2024-01-30 15:30:42 [1] 251.250000 9994 GOLD_micro caleb_strategy_v3 [20240400] 2024-01-30 14:00:44 [1] 2055.900000 10003 JPY caleb_strategy_v3 [20240300] 2024-01-30 15:01:43 [1] 0.006830 9998 JPY caleb_strategy_v3 [20240300] 2024-01-30 15:00:44 [1] 0.006832 10001 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-30 15:01:41 [-1] 17624.750000 9996 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-30 15:00:42 [-1] 17641.250000 10006 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-30 15:02:41 [-1] 17633.500000 9986 NIKKEI caleb_strategy_v3 [20240300] 2024-01-30 03:01:34 [-1] 36120.000000 10012 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:04:41 [1] 2008.300000 10010 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:03:41 [1] 2010.100000 10008 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:02:43 [1] 2009.400000 10004 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:01:43 [1] 2007.900000 9999 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:00:45 [1] 2010.400000 10014 RUSSELL caleb_strategy_v3 [20240300] 2024-01-30 15:05:41 [1] 2007.000000 9987 SMI caleb_strategy_v3 [20240300] 2024-01-30 08:00:27 [1] 11380.000000 10017 SOYMEAL caleb_strategy_v3 [20240500] 2024-01-30 15:30:47 [1] 359.000000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9986 NIKKEI caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 03:01:16.074 2024-01-30 03:01:34 97276.074 17.926 9987 SMI caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 08:00:27.077 2024-01-30 08:00:27 115227.077 NaN 9988 BOBL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 08:00:28.218 2024-01-30 08:00:30 115228.218 1.782 9989 EUROSTX caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 08:00:30.854 2024-01-30 08:00:34 115230.854 3.146 9990 EUROSTX caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 08:01:27.021 2024-01-30 08:01:27 115287.021 NaN 9991 EUROSTX caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 08:02:27.041 2024-01-30 08:02:27 115347.041 NaN 9992 EURIBOR-ICE caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 09:00:28.026 2024-01-30 09:00:34 118828.026 5.974 9994 GOLD_micro caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 14:00:42.314 2024-01-30 14:00:44 136842.314 1.686 9993 COPPER caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 14:00:36.458 2024-01-30 14:00:41 136836.458 4.542 9995 COPPER caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 14:01:36.139 2024-01-30 14:01:36 136896.139 NaN 10003 JPY caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:01:43.049 2024-01-30 15:01:43 140503.049 NaN 9998 JPY caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:00:43.760 2024-01-30 15:00:44 140443.76 0.24 10001 NASDAQ_micro caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:01:41.710 2024-01-30 15:01:41 140501.71 NaN 9996 NASDAQ_micro caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:00:41.846 2024-01-30 15:00:42 140441.846 0.154 10006 NASDAQ_micro caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:02:41.607 2024-01-30 15:02:41 140561.607 NaN 10002 DOW caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:01:42.427 2024-01-30 15:01:42 140502.427 NaN 9997 DOW caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:00:42.798 2024-01-30 15:00:43 140442.798 0.202 10007 DOW caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:02:42.185 2024-01-30 15:02:42 140562.185 NaN 9999 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:00:44.998 2024-01-30 15:00:45 140444.998 0.002 10004 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:01:43.539 2024-01-30 15:01:43 140503.539 NaN 10008 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:02:42.911 2024-01-30 15:02:43 140562.911 0.089 10010 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:03:41.749 2024-01-30 15:03:41 140621.749 NaN 10012 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:04:41.780 2024-01-30 15:04:41 140681.78 NaN 10014 RUSSELL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:05:41.783 2024-01-30 15:05:41 140741.783 NaN 10000 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:00:46.583 2024-01-30 15:00:46 72046.583 NaN 10005 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:01:44.162 2024-01-30 15:01:46 72104.162 1.838 10009 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:02:43.745 2024-01-30 15:02:45 72163.745 1.255 10011 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:03:42.475 2024-01-30 15:03:42 72222.475 NaN 10013 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:04:42.259 2024-01-30 15:04:42 72282.259 NaN 10015 BITCOIN caleb_strategy_v3 2024-01-29 19:00:00 2024-01-30 15:05:42.392 2024-01-30 15:05:50 72342.392 7.608 10016 FEEDCOW caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:30:42.598 2024-01-30 15:30:42 142242.598 NaN 10017 SOYMEAL caleb_strategy_v3 2024-01-29 00:00:00 2024-01-30 15:30:43.706 2024-01-30 15:30:47 142243.706 3.294 ================================================================================================================================================================================================================================ 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 9986 NIKKEI caleb_strategy_v3 [-1] 36070.0 None 36117.5 36115.0 36120.0 36120.0 36120.0 47.5 -2.5 5.0 -0.0 NaN 2.5 9987 SMI caleb_strategy_v3 [1] 11378.0 None 11381.0 11382.0 11380.0 11380.0 11380.0 -3.0 -1.0 2.0 0.0 NaN 1.0 9988 BOBL caleb_strategy_v3 [-1] 118.17 None 118.095 118.09 118.1 118.1 118.08 -0.075 -0.005 -0.01 -0.02 NaN -0.015 9989 EUROSTX caleb_strategy_v3 [1] 4671.0 None 4673.5 4674.0 4673.0 4673.0 4675.0 -2.5 -0.5 -1.0 -2.0 NaN -1.5 9990 EUROSTX caleb_strategy_v3 [1] 4671.0 None 4674.5 4675.0 4674.0 4674.0 4670.0 -3.5 -0.5 5.0 4.0 NaN 4.5 9991 EUROSTX caleb_strategy_v3 [1] 4671.0 None 4669.5 4670.0 4669.0 4669.0 4669.0 1.5 -0.5 1.0 0.0 NaN 0.5 9992 EURIBOR-ICE caleb_strategy_v3 [-1] 97.89 None 97.8675 97.865 97.87 97.87 97.87 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 9994 GOLD_micro caleb_strategy_v3 [1] 2048.1 None 2055.95 2056.0 2055.9 2055.9 2055.9 -7.85 -0.05 0.1 0.0 NaN 0.05 9993 COPPER caleb_strategy_v3 [1] 3.885 None 3.86525 3.8655 3.865 3.865 3.8655 0.01975 -0.00025 0.0 -0.0005 NaN -0.00025 9995 COPPER caleb_strategy_v3 [1] 3.885 None 3.86525 3.8655 3.865 NaN 3.866 0.01975 -0.00025 -0.0005 NaN NaN -0.00075 10003 JPY caleb_strategy_v3 [1] 0.006832 None 0.006832 0.006833 0.006832 0.006832 0.00683 -0.0 -0.0 0.000002 0.000002 NaN 0.000002 9998 JPY caleb_strategy_v3 [1] 0.006832 None 0.006833 0.006833 0.006832 0.006832 0.006832 -0.0 -0.0 0.000001 -0.0 NaN 0.0 10001 NASDAQ_micro caleb_strategy_v3 [-1] 17673.0 None 17641.375 17641.0 17641.75 17641.75 17624.75 -31.625 -0.375 -16.25 -17.0 NaN -16.625 9996 NASDAQ_micro caleb_strategy_v3 [-1] 17673.0 None 17643.0 17642.75 17643.25 17643.25 17641.25 -30.0 -0.25 -1.5 -2.0 NaN -1.75 10006 NASDAQ_micro caleb_strategy_v3 [-1] 17673.0 None 17625.0 17624.75 17625.25 17625.25 17633.5 -48.0 -0.25 8.75 8.25 NaN 8.5 10002 DOW caleb_strategy_v3 [1] 38372.0 None 38453.0 38454.0 38452.0 38452.0 38436.0 -81.0 -1.0 18.0 16.0 NaN 17.0 9997 DOW caleb_strategy_v3 [1] 38372.0 None 38451.5 38452.0 38451.0 38451.0 38454.0 -79.5 -0.5 -2.0 -3.0 NaN -2.5 10007 DOW caleb_strategy_v3 [1] 38372.0 None 38435.0 38436.0 38434.0 38434.0 38434.0 -63.0 -1.0 2.0 0.0 NaN 1.0 9999 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2010.45 2010.5 2010.4 2010.4 2010.4 4.05 -0.05 0.1 0.0 NaN 0.05 10004 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2010.3 2010.4 2010.2 2010.2 2007.9 4.2 -0.1 2.5 2.3 NaN 2.4 10008 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2007.8 2007.9 2007.7 2007.7 2009.4 6.7 -0.1 -1.5 -1.7 NaN -1.6 10010 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2009.3 2009.4 2009.2 2009.2 2010.1 5.2 -0.1 -0.7 -0.9 NaN -0.8 10012 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2010.0 2010.1 2009.9 2009.9 2008.3 4.5 -0.1 1.8 1.6 NaN 1.7 10014 RUSSELL caleb_strategy_v3 [1] 2014.5 None 2008.25 2008.3 2008.2 2008.2 2007.0 6.25 -0.05 1.3 1.2 NaN 1.25 10000 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43772.5 43765.0 43780.0 NaN 43765.0 422.5 -7.5 -0.0 NaN NaN -7.5 10005 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43702.5 43695.0 43710.0 43710.0 43710.0 352.5 -7.5 15.0 -0.0 NaN 7.5 10009 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43712.5 43705.0 43720.0 43720.0 43720.0 362.5 -7.5 15.0 -0.0 NaN 7.5 10011 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43780.0 43775.0 43785.0 43785.0 43785.0 430.0 -5.0 10.0 -0.0 NaN 5.0 10013 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43795.0 43790.0 43800.0 43800.0 43790.0 445.0 -5.0 -0.0 -10.0 NaN -5.0 10015 BITCOIN caleb_strategy_v3 [-1] 43350.0 None 43755.0 43750.0 43760.0 43760.0 43750.0 405.0 -5.0 -0.0 -10.0 NaN -5.0 10016 FEEDCOW caleb_strategy_v3 [1] 250.0 None 251.25 252.5 250.0 250.0 251.25 -1.25 -1.25 1.25 -1.25 NaN 0.0 10017 SOYMEAL caleb_strategy_v3 [1] 352.8 None 359.05 359.1 359.0 359.0 359.0 -6.25 -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 9986 NIKKEI caleb_strategy_v3 [-1] 5402.761035 87.91801 -4.627264 9.254527 -0.0 NaN 4.627264 9987 SMI caleb_strategy_v3 [1] 1209.842227 -24.796622 -8.265541 16.531081 0.0 NaN 8.265541 9988 BOBL caleb_strategy_v3 [-1] 5.121483 -146.441957 -9.762797 -19.525594 -39.051188 NaN -29.288391 9989 EUROSTX caleb_strategy_v3 [1] 593.883971 -42.095765 -8.419153 -16.838306 -33.676612 NaN -25.257459 9990 EUROSTX caleb_strategy_v3 [1] 593.883971 -58.934071 -8.419153 84.19153 67.353224 NaN 75.772377 9991 EUROSTX caleb_strategy_v3 [1] 593.883971 25.257459 -8.419153 16.838306 0.0 NaN 8.419153 9992 EURIBOR-ICE caleb_strategy_v3 [-1] 1.038364 -216.686982 -24.076331 48.152663 -0.0 NaN 24.076331 9994 GOLD_micro caleb_strategy_v3 [1] 236.526037 -331.887351 -2.113932 4.227864 0.0 NaN 2.113932 9993 COPPER caleb_strategy_v3 [1] 0.703879 280.588021 -3.551747 0.0 -7.103494 NaN -3.551747 9995 COPPER caleb_strategy_v3 [1] 0.703879 280.588021 -3.551747 -7.103494 NaN NaN -10.655241 10003 JPY caleb_strategy_v3 [1] 0.000662 -3.777595 -3.777595 37.775954 30.220763 NaN 33.998358 9998 JPY caleb_strategy_v3 [1] 0.000662 -7.555191 -7.555191 15.110381 -0.0 NaN 7.555191 10001 NASDAQ_micro caleb_strategy_v3 [-1] 2569.486739 -123.079055 -1.459435 -63.242202 -66.161073 NaN -64.701638 9996 NASDAQ_micro caleb_strategy_v3 [-1] 2569.486739 -116.754835 -0.972957 -5.837742 -7.783656 NaN -6.810699 10006 NASDAQ_micro caleb_strategy_v3 [-1] 2569.486739 -186.807736 -0.972957 34.053494 32.10758 NaN 33.080537 10002 DOW caleb_strategy_v3 [1] 3430.062109 -236.147327 -2.915399 52.477184 46.646386 NaN 49.561785 9997 DOW caleb_strategy_v3 [1] 3430.062109 -231.774229 -1.4577 -5.830798 -8.746197 NaN -7.288498 10007 DOW caleb_strategy_v3 [1] 3430.062109 -183.670144 -2.915399 5.830798 0.0 NaN 2.915399 9999 RUSSELL caleb_strategy_v3 [1] 392.955062 103.06522 -1.27241 2.54482 0.0 NaN 1.27241 10004 RUSSELL caleb_strategy_v3 [1] 392.955062 106.882451 -2.54482 63.620506 58.530866 NaN 61.075686 10008 RUSSELL caleb_strategy_v3 [1] 392.955062 170.502957 -2.54482 -38.172304 -43.261944 NaN -40.717124 10010 RUSSELL caleb_strategy_v3 [1] 392.955062 132.330653 -2.54482 -17.813742 -22.903382 NaN -20.358562 10012 RUSSELL caleb_strategy_v3 [1] 392.955062 114.516911 -2.54482 45.806765 40.717124 NaN 43.261944 10014 RUSSELL caleb_strategy_v3 [1] 392.955062 159.051266 -1.27241 33.082663 30.537843 NaN 31.810253 10000 BITCOIN caleb_strategy_v3 [-1] 19275.593167 219.189104 -3.890931 -0.0 NaN NaN -3.890931 10005 BITCOIN caleb_strategy_v3 [-1] 19275.593167 182.87375 -3.890931 7.781862 -0.0 NaN 3.890931 10009 BITCOIN caleb_strategy_v3 [-1] 19275.593167 188.061657 -3.890931 7.781862 -0.0 NaN 3.890931 10011 BITCOIN caleb_strategy_v3 [-1] 19275.593167 223.080035 -2.593954 5.187908 -0.0 NaN 2.593954 10013 BITCOIN caleb_strategy_v3 [-1] 19275.593167 230.861897 -2.593954 -0.0 -5.187908 NaN -2.593954 10015 BITCOIN caleb_strategy_v3 [-1] 19275.593167 210.110266 -2.593954 -0.0 -5.187908 NaN -2.593954 10016 FEEDCOW caleb_strategy_v3 [1] 31.64442 -395.014355 -395.014355 395.014355 -395.014355 NaN 0.0 10017 SOYMEAL caleb_strategy_v3 [1] 88.031563 -709.972625 -5.679781 11.359562 0.0 NaN 5.679781 ======================================================================================================================================================================== 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 9986 NIKKEI caleb_strategy_v3 [-1] 0.678592 32.23311 -1.696479 3.392959 -0.0 NaN 1.696479 9987 SMI caleb_strategy_v3 [1] 11.603 -34.809 -11.603 23.206 0.0 NaN 11.603 9988 BOBL caleb_strategy_v3 [-1] 1081.4 -81.105 -5.407 -10.814 -21.628 NaN -16.221 9989 EUROSTX caleb_strategy_v3 [1] 10.814 -27.035 -5.407 -10.814 -21.628 NaN -16.221 9990 EUROSTX caleb_strategy_v3 [1] 10.814 -37.849 -5.407 54.07 43.256 NaN 48.663 9991 EUROSTX caleb_strategy_v3 [1] 10.814 16.221 -5.407 10.814 0.0 NaN 5.407 9992 EURIBOR-ICE caleb_strategy_v3 [-1] 2703.5 -60.82875 -6.75875 13.5175 -0.0 NaN 6.75875 9994 GOLD_micro caleb_strategy_v3 [1] 10.0 -78.5 -0.5 1.0 0.0 NaN 0.5 9993 COPPER caleb_strategy_v3 [1] 25000.0 493.75 -6.25 0.0 -12.5 NaN -6.25 9995 COPPER caleb_strategy_v3 [1] 25000.0 493.75 -6.25 -12.5 NaN NaN -18.75 10003 JPY caleb_strategy_v3 [1] 12500000.0 -3.125 -3.125 31.25 25.0 NaN 28.125 9998 JPY caleb_strategy_v3 [1] 12500000.0 -6.25 -6.25 12.5 -0.0 NaN 6.25 10001 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -63.25 -0.75 -32.5 -34.0 NaN -33.25 9996 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -60.0 -0.5 -3.0 -4.0 NaN -3.5 10006 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -96.0 -0.5 17.5 16.5 NaN 17.0 10002 DOW caleb_strategy_v3 [1] 0.5 -40.5 -0.5 9.0 8.0 NaN 8.5 9997 DOW caleb_strategy_v3 [1] 0.5 -39.75 -0.25 -1.0 -1.5 NaN -1.25 10007 DOW caleb_strategy_v3 [1] 0.5 -31.5 -0.5 1.0 0.0 NaN 0.5 9999 RUSSELL caleb_strategy_v3 [1] 5.0 20.25 -0.25 0.5 0.0 NaN 0.25 10004 RUSSELL caleb_strategy_v3 [1] 5.0 21.0 -0.5 12.5 11.5 NaN 12.0 10008 RUSSELL caleb_strategy_v3 [1] 5.0 33.5 -0.5 -7.5 -8.5 NaN -8.0 10010 RUSSELL caleb_strategy_v3 [1] 5.0 26.0 -0.5 -3.5 -4.5 NaN -4.0 10012 RUSSELL caleb_strategy_v3 [1] 5.0 22.5 -0.5 9.0 8.0 NaN 8.5 10014 RUSSELL caleb_strategy_v3 [1] 5.0 31.25 -0.25 6.5 6.0 NaN 6.25 10000 BITCOIN caleb_strategy_v3 [-1] 0.1 42.25 -0.75 -0.0 NaN NaN -0.75 10005 BITCOIN caleb_strategy_v3 [-1] 0.1 35.25 -0.75 1.5 -0.0 NaN 0.75 10009 BITCOIN caleb_strategy_v3 [-1] 0.1 36.25 -0.75 1.5 -0.0 NaN 0.75 10011 BITCOIN caleb_strategy_v3 [-1] 0.1 43.0 -0.5 1.0 -0.0 NaN 0.5 10013 BITCOIN caleb_strategy_v3 [-1] 0.1 44.5 -0.5 -0.0 -1.0 NaN -0.5 10015 BITCOIN caleb_strategy_v3 [-1] 0.1 40.5 -0.5 -0.0 -1.0 NaN -0.5 10016 FEEDCOW caleb_strategy_v3 [1] 500.0 -625.0 -625.0 625.0 -625.0 NaN 0.0 10017 SOYMEAL caleb_strategy_v3 [1] 100.0 -625.0 -5.0 10.0 0.0 NaN 5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 241.75 BOBL -81.105 COPPER 987.5 DOW -111.75 EURIBOR-ICE -60.82875 EUROSTX -48.663 FEEDCOW -625.0 GOLD_micro -78.5 JPY -9.375 NASDAQ_micro -219.25 NIKKEI 32.23311 RUSSELL 154.5 SMI -34.809 SOYMEAL -625.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -478.29764 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -3.75 BOBL -5.407 COPPER -12.5 DOW -1.25 EURIBOR-ICE -6.75875 EUROSTX -16.221 FEEDCOW -625.0 GOLD_micro -0.5 JPY -9.375 NASDAQ_micro -1.75 NIKKEI -1.696479 RUSSELL -2.5 SMI -11.603 SOYMEAL -5.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -703.311229 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 4.0 BOBL -10.814 COPPER -12.5 DOW 9.0 EURIBOR-ICE 13.5175 EUROSTX 54.07 FEEDCOW 625.0 GOLD_micro 1.0 JPY 43.75 NASDAQ_micro -18.0 NIKKEI 3.392959 RUSSELL 17.5 SMI 23.206 SOYMEAL 10.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 763.122459 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -2.0 BOBL -21.628 COPPER -12.5 DOW 6.5 EURIBOR-ICE -0.0 EUROSTX 21.628 FEEDCOW -625.0 GOLD_micro 0.0 JPY 25.0 NASDAQ_micro -21.5 NIKKEI -0.0 RUSSELL 12.5 SMI 0.0 SOYMEAL 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -617.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 0 BOBL 0 COPPER 0 DOW 0 EURIBOR-ICE 0 EUROSTX 0 FEEDCOW 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SMI 0 SOYMEAL 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 0.25 BOBL -16.221 COPPER -25.0 DOW 7.75 EURIBOR-ICE 6.75875 EUROSTX 37.849 FEEDCOW 0.0 GOLD_micro 0.5 JPY 34.375 NASDAQ_micro -19.75 NIKKEI 1.696479 RUSSELL 15.0 SMI 11.603 SOYMEAL 5.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 59.811229 ******************************************************************************** END OF REPORT ********************************************************************************