******************************************************************************** Trades report produced on 08/02/2024 21:37 from 07/02/2024 21:37 to 08/02/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 10176 BOBL caleb_strategy_v3 [20240300] 2024-02-08 08:00:42 [-1] 117.370000 10177 BOBL caleb_strategy_v3 [20240300] 2024-02-08 08:01:35 [-1] 117.380000 10178 BOBL caleb_strategy_v3 [20240300] 2024-02-08 08:02:38 [-1] 117.390000 10184 CRUDE_W caleb_strategy_v3 [20241200] 2024-02-08 14:00:05 [1] 72.220000 10189 EUR caleb_strategy_v3 [20240300] 2024-02-08 15:00:07 [1] 1.078200 10179 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-08 09:00:57 [1] 97.770000 10180 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-08 09:06:37 [1] 97.770000 10181 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-08 09:07:20 [1] 97.775000 10182 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-08 09:07:41 [1] 97.770000 10186 GAS_US_mini caleb_strategy_v3 [20240400] 2024-02-08 14:00:09 [-1] 1.945000 10188 GOLD_micro caleb_strategy_v3 [20240400] 2024-02-08 14:02:05 [-1] 2035.800000 10185 GOLD_micro caleb_strategy_v3 [20240400] 2024-02-08 14:00:06 [-1] 2035.500000 10187 GOLD_micro caleb_strategy_v3 [20240400] 2024-02-08 14:01:03 [-1] 2034.900000 10197 JPY caleb_strategy_v3 [20240300] 2024-02-08 15:01:20 [-1] 0.006737 10194 JPY caleb_strategy_v3 [20240300] 2024-02-08 15:01:00 [-1] 0.006738 10201 LEANHOG caleb_strategy_v3 [20240600] 2024-02-08 15:30:29 [-1] 94.775000 10200 MXP caleb_strategy_v3 [20240300] 2024-02-08 15:04:20 [1] 0.058180 10192 MXP caleb_strategy_v3 [20240300] 2024-02-08 15:00:57 [1] 0.058200 10196 MXP caleb_strategy_v3 [20240300] 2024-02-08 15:01:19 [1] 0.058190 10198 MXP caleb_strategy_v3 [20240300] 2024-02-08 15:02:42 [1] 0.058180 10199 MXP caleb_strategy_v3 [20240300] 2024-02-08 15:03:23 [1] 0.058180 10193 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-08 15:00:58 [1] 17846.750000 10175 NIKKEI caleb_strategy_v3 [20240300] 2024-02-08 03:01:27 [1] 36740.000000 10190 NZD caleb_strategy_v3 [20240300] 2024-02-08 15:00:12 [-1] 0.609050 10183 ROBUSTA caleb_strategy_v3 [20240500] 2024-02-08 10:01:03 [1] 3100.000000 10195 SP500_micro caleb_strategy_v3 [20240300] 2024-02-08 15:01:01 [-1] 5012.500000 10191 US5 caleb_strategy_v3 [20240300] 2024-02-08 15:00:37 [-1] 107.375000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 10175 NIKKEI caleb_strategy_v3 2024-02-07 2024-02-08 03:01:22.407 2024-02-08 03:01:27 97282.407 4.593 10176 BOBL caleb_strategy_v3 2024-02-07 2024-02-08 08:00:35.714 2024-02-08 08:00:42 115235.714 6.286 10177 BOBL caleb_strategy_v3 2024-02-07 2024-02-08 08:01:35.640 2024-02-08 08:01:35 115295.64 NaN 10178 BOBL caleb_strategy_v3 2024-02-07 2024-02-08 08:02:35.661 2024-02-08 08:02:38 115355.661 2.339 10179 EURIBOR-ICE caleb_strategy_v3 2024-02-07 2024-02-08 09:00:37.162 2024-02-08 09:00:57 118837.162 19.838 10180 EURIBOR-ICE caleb_strategy_v3 2024-02-07 2024-02-08 09:01:36.895 2024-02-08 09:06:37 118896.895 300.105 10181 EURIBOR-ICE caleb_strategy_v3 2024-02-07 2024-02-08 09:06:40.603 2024-02-08 09:07:20 119200.603 39.397 10182 EURIBOR-ICE caleb_strategy_v3 2024-02-07 2024-02-08 09:07:41.012 2024-02-08 09:07:41 119261.012 NaN 10183 ROBUSTA caleb_strategy_v3 2024-02-07 2024-02-08 10:00:50.314 2024-02-08 10:01:03 122450.314 12.686 10184 CRUDE_W caleb_strategy_v3 2024-02-07 2024-02-08 14:00:03.958 2024-02-08 14:00:05 136803.958 1.042 10186 GAS_US_mini caleb_strategy_v3 2024-02-07 2024-02-08 14:00:07.687 2024-02-08 14:00:09 136807.687 1.313 10185 GOLD_micro caleb_strategy_v3 2024-02-07 2024-02-08 14:00:06.426 2024-02-08 14:00:06 136806.426 NaN 10187 GOLD_micro caleb_strategy_v3 2024-02-07 2024-02-08 14:01:03.205 2024-02-08 14:01:03 136863.205 NaN 10188 GOLD_micro caleb_strategy_v3 2024-02-07 2024-02-08 14:02:03.442 2024-02-08 14:02:05 136923.442 1.558 10189 EUR caleb_strategy_v3 2024-02-07 2024-02-08 15:00:06.871 2024-02-08 15:00:07 140406.871 0.129 10190 NZD caleb_strategy_v3 2024-02-07 2024-02-08 15:00:08.567 2024-02-08 15:00:12 140408.567 3.433 10191 US5 caleb_strategy_v3 2024-02-07 2024-02-08 15:00:13.652 2024-02-08 15:00:37 140413.652 23.348 10193 NASDAQ_micro caleb_strategy_v3 2024-02-07 2024-02-08 15:00:58.731 2024-02-08 15:00:58 140458.731 NaN 10195 SP500_micro caleb_strategy_v3 2024-02-07 2024-02-08 15:01:01.231 2024-02-08 15:01:01 140461.231 NaN 10194 JPY caleb_strategy_v3 2024-02-07 2024-02-08 15:00:59.702 2024-02-08 15:01:00 140459.702 0.298 10197 JPY caleb_strategy_v3 2024-02-07 2024-02-08 15:01:20.373 2024-02-08 15:01:20 140480.373 NaN 10192 MXP caleb_strategy_v3 2024-02-07 2024-02-08 15:00:38.827 2024-02-08 15:00:57 140438.827 18.173 10196 MXP caleb_strategy_v3 2024-02-07 2024-02-08 15:01:19.787 2024-02-08 15:01:19 140479.787 NaN 10198 MXP caleb_strategy_v3 2024-02-07 2024-02-08 15:02:20.307 2024-02-08 15:02:42 140540.307 21.693 10199 MXP caleb_strategy_v3 2024-02-07 2024-02-08 15:03:20.444 2024-02-08 15:03:23 140600.444 2.556 10200 MXP caleb_strategy_v3 2024-02-07 2024-02-08 15:04:20.253 2024-02-08 15:04:20 140660.253 NaN 10201 LEANHOG caleb_strategy_v3 2024-02-07 2024-02-08 15:30:27.883 2024-02-08 15:30:29 142227.883 1.117 ==================================================================================================================================================================================================================================== 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 10175 NIKKEI caleb_strategy_v3 [1] 36295.0 None 36732.5 36735.0 36730.0 36730.0 36740.0 -437.5 -2.5 -5.0 -10.0 NaN -7.5 10176 BOBL caleb_strategy_v3 [-1] 117.4 None 117.375 117.37 117.38 117.38 117.37 -0.025 -0.005 -0.0 -0.01 NaN -0.005 10177 BOBL caleb_strategy_v3 [-1] 117.4 None 117.365 117.36 117.37 117.37 117.38 -0.035 -0.005 0.02 0.01 NaN 0.015 10178 BOBL caleb_strategy_v3 [-1] 117.4 None 117.385 117.38 117.39 117.39 117.39 -0.015 -0.005 0.01 -0.0 NaN 0.005 10179 EURIBOR-ICE caleb_strategy_v3 [1] 97.75 None 97.765 97.77 97.76 97.76 97.77 -0.015 -0.005 0.0 -0.01 NaN -0.005 10180 EURIBOR-ICE caleb_strategy_v3 [1] 97.75 None 97.7675 97.77 97.765 97.765 97.77 -0.0175 -0.0025 0.0 -0.005 NaN -0.0025 10181 EURIBOR-ICE caleb_strategy_v3 [1] 97.75 None 97.7675 97.77 97.765 97.765 97.775 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 10182 EURIBOR-ICE caleb_strategy_v3 [1] 97.75 None 97.7725 97.775 97.77 97.77 97.77 -0.0225 -0.0025 0.005 0.0 NaN 0.0025 10183 ROBUSTA caleb_strategy_v3 [1] 3121.0 None 3098.5 3100.0 3097.0 3097.0 3100.0 22.5 -1.5 0.0 -3.0 NaN -1.5 10184 CRUDE_W caleb_strategy_v3 [1] 71.63 None 72.21 72.22 72.2 72.2 72.22 -0.58 -0.01 0.0 -0.02 NaN -0.01 10186 GAS_US_mini caleb_strategy_v3 [-1] 1.98 None 1.9525 1.95 1.955 1.955 1.945 -0.0275 -0.0025 -0.005 -0.01 NaN -0.0075 10185 GOLD_micro caleb_strategy_v3 [-1] 2050.9 None 2035.55 2035.5 2035.6 2035.6 2035.5 -15.35 -0.05 -0.0 -0.1 NaN -0.05 10187 GOLD_micro caleb_strategy_v3 [-1] 2050.9 None 2035.55 2035.5 2035.6 NaN 2034.9 -15.35 -0.05 -0.6 NaN NaN -0.65 10188 GOLD_micro caleb_strategy_v3 [-1] 2050.9 None 2035.95 2035.9 2036.0 2036.0 2035.8 -14.95 -0.05 -0.1 -0.2 NaN -0.15 10189 EUR caleb_strategy_v3 [1] 1.0789 None 1.078125 1.07815 1.0781 1.0781 1.0782 0.000775 -0.000025 -0.00005 -0.0001 NaN -0.000075 10190 NZD caleb_strategy_v3 [-1] 0.6107 None 0.609025 0.609 0.60905 0.60905 0.60905 -0.001675 -0.000025 0.00005 -0.0 NaN 0.000025 10191 US5 caleb_strategy_v3 [-1] 107.578125 None 107.386719 107.382812 107.390625 107.390625 107.375 -0.191406 -0.003906 -0.007812 -0.015625 NaN -0.011719 10193 NASDAQ_micro caleb_strategy_v3 [1] 17856.0 None 17848.125 17848.25 17848.0 17848.0 17846.75 7.875 -0.125 1.5 1.25 NaN 1.375 10195 SP500_micro caleb_strategy_v3 [-1] 5016.75 None 5012.875 5012.75 5013.0 5013.0 5012.5 -3.875 -0.125 -0.25 -0.5 NaN -0.375 10194 JPY caleb_strategy_v3 [-1] 0.006794 None 0.006738 0.006738 0.006738 0.006738 0.006738 -0.000056 -0.0 0.0 -0.0 NaN 0.0 10197 JPY caleb_strategy_v3 [-1] 0.006794 None 0.006738 0.006738 0.006738 0.006738 0.006737 -0.000056 -0.0 -0.000001 -0.000001 NaN -0.000001 10192 MXP caleb_strategy_v3 [1] 0.0582 None 0.058205 0.05821 0.0582 0.0582 0.0582 -0.000005 -0.000005 0.00001 0.0 NaN 0.000005 10196 MXP caleb_strategy_v3 [1] 0.0582 None 0.058195 0.0582 0.05819 0.05819 0.05819 0.000005 -0.000005 0.00001 0.0 NaN 0.000005 10198 MXP caleb_strategy_v3 [1] 0.0582 None 0.058185 0.05819 0.05818 0.05818 0.05818 0.000015 -0.000005 0.00001 0.0 NaN 0.000005 10199 MXP caleb_strategy_v3 [1] 0.0582 None 0.05818 0.05819 0.05817 0.05817 0.05818 0.00002 -0.00001 0.00001 -0.00001 NaN -0.0 10200 MXP caleb_strategy_v3 [1] 0.0582 None 0.058175 0.05818 0.05817 NaN 0.05818 0.000025 -0.000005 0.0 NaN NaN -0.000005 10201 LEANHOG caleb_strategy_v3 [-1] 95.575 None 95.0 95.0 95.0 95.0 94.775 -0.575 -0.0 -0.225 -0.225 NaN -0.225 =============================================================================================================================================================== 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 10175 NIKKEI caleb_strategy_v3 [1] 5624.587335 -777.834842 -4.444771 -8.889541 -17.779082 NaN -13.334312 10176 BOBL caleb_strategy_v3 [-1] 6.045037 -41.356242 -8.271248 -0.0 -16.542497 NaN -8.271248 10177 BOBL caleb_strategy_v3 [-1] 6.045037 -57.898739 -8.271248 33.084994 16.542497 NaN 24.813745 10178 BOBL caleb_strategy_v3 [-1] 6.045037 -24.813745 -8.271248 16.542497 -0.0 NaN 8.271248 10179 EURIBOR-ICE caleb_strategy_v3 [1] 1.139738 -131.609241 -43.869747 0.0 -87.739494 NaN -43.869747 10180 EURIBOR-ICE caleb_strategy_v3 [1] 1.139738 -153.544115 -21.934874 0.0 -43.869747 NaN -21.934874 10181 EURIBOR-ICE caleb_strategy_v3 [1] 1.139738 -153.544115 -21.934874 -43.869747 -87.739494 NaN -65.804621 10182 EURIBOR-ICE caleb_strategy_v3 [1] 1.139738 -197.413862 -21.934874 43.869747 0.0 NaN 21.934874 10183 ROBUSTA caleb_strategy_v3 [1] 704.944604 319.174016 -21.278268 0.0 -42.556535 NaN -21.278268 10184 CRUDE_W caleb_strategy_v3 [1] 19.603065 -295.8721 -5.101243 0.0 -10.202486 NaN -5.101243 10186 GAS_US_mini caleb_strategy_v3 [-1] 1.691494 -162.578188 -14.779835 -29.55967 -59.119341 NaN -44.339506 10185 GOLD_micro caleb_strategy_v3 [-1] 225.26445 -681.421325 -2.219613 -0.0 -4.439227 NaN -2.219613 10187 GOLD_micro caleb_strategy_v3 [-1] 225.26445 -681.421325 -2.219613 -26.635361 NaN NaN -28.854975 10188 GOLD_micro caleb_strategy_v3 [-1] 225.26445 -663.664418 -2.219613 -4.439227 -8.878454 NaN -6.65884 10189 EUR caleb_strategy_v3 [1] 0.070262 110.301884 -3.558125 -7.116251 -14.232501 NaN -10.674376 10190 NZD caleb_strategy_v3 [-1] 0.055406 -302.313144 -4.512136 9.024273 -0.0 NaN 4.512136 10191 US5 caleb_strategy_v3 [-1] 5.66076 -338.12821 -6.900576 -13.801151 -27.602303 NaN -20.701727 10193 NASDAQ_micro caleb_strategy_v3 [1] 2723.750823 28.912336 -0.458926 5.507112 4.58926 NaN 5.048186 10195 SP500_micro caleb_strategy_v3 [-1] 592.283731 -65.424725 -2.110475 -4.22095 -8.4419 NaN -6.331425 10194 JPY caleb_strategy_v3 [-1] 0.000691 -806.6283 -3.617167 7.234335 -0.0 NaN 3.617167 10197 JPY caleb_strategy_v3 [-1] 0.000691 -806.6283 -3.617167 -7.234335 -14.468669 NaN -10.851502 10192 MXP caleb_strategy_v3 [1] 0.005347 -9.350302 -9.350302 18.700605 0.0 NaN 9.350302 10196 MXP caleb_strategy_v3 [1] 0.005347 9.350302 -9.350302 18.700605 0.0 NaN 9.350302 10198 MXP caleb_strategy_v3 [1] 0.005347 28.050907 -9.350302 18.700605 0.0 NaN 9.350302 10199 MXP caleb_strategy_v3 [1] 0.005347 37.401209 -18.700605 18.700605 -18.700605 NaN -0.0 10200 MXP caleb_strategy_v3 [1] 0.005347 46.751511 -9.350302 0.0 NaN NaN -9.350302 10201 LEANHOG caleb_strategy_v3 [-1] 19.381202 -296.679231 -0.0 -116.091873 -116.091873 NaN -116.091873 ======================================================================================================================================================================== 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 10175 NIKKEI caleb_strategy_v3 [1] 0.67228 -294.12259 -1.680701 -3.361401 -6.722802 NaN -5.042102 10176 BOBL caleb_strategy_v3 [-1] 1078.2 -26.955 -5.391 -0.0 -10.782 NaN -5.391 10177 BOBL caleb_strategy_v3 [-1] 1078.2 -37.737 -5.391 21.564 10.782 NaN 16.173 10178 BOBL caleb_strategy_v3 [-1] 1078.2 -16.173 -5.391 10.782 -0.0 NaN 5.391 10179 EURIBOR-ICE caleb_strategy_v3 [1] 2695.5 -40.4325 -13.4775 0.0 -26.955 NaN -13.4775 10180 EURIBOR-ICE caleb_strategy_v3 [1] 2695.5 -47.17125 -6.73875 0.0 -13.4775 NaN -6.73875 10181 EURIBOR-ICE caleb_strategy_v3 [1] 2695.5 -47.17125 -6.73875 -13.4775 -26.955 NaN -20.21625 10182 EURIBOR-ICE caleb_strategy_v3 [1] 2695.5 -60.64875 -6.73875 13.4775 0.0 NaN 6.73875 10183 ROBUSTA caleb_strategy_v3 [1] 10.0 225.0 -15.0 0.0 -30.0 NaN -15.0 10184 CRUDE_W caleb_strategy_v3 [1] 1000.0 -580.0 -10.0 0.0 -20.0 NaN -10.0 10186 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -68.75 -6.25 -12.5 -25.0 NaN -18.75 10185 GOLD_micro caleb_strategy_v3 [-1] 10.0 -153.5 -0.5 -0.0 -1.0 NaN -0.5 10187 GOLD_micro caleb_strategy_v3 [-1] 10.0 -153.5 -0.5 -6.0 NaN NaN -6.5 10188 GOLD_micro caleb_strategy_v3 [-1] 10.0 -149.5 -0.5 -1.0 -2.0 NaN -1.5 10189 EUR caleb_strategy_v3 [1] 125000.0 96.875 -3.125 -6.25 -12.5 NaN -9.375 10190 NZD caleb_strategy_v3 [-1] 100000.0 -167.5 -2.5 5.0 -0.0 NaN 2.5 10191 US5 caleb_strategy_v3 [-1] 1000.0 -191.40625 -3.90625 -7.8125 -15.625 NaN -11.71875 10193 NASDAQ_micro caleb_strategy_v3 [1] 2.0 15.75 -0.25 3.0 2.5 NaN 2.75 10195 SP500_micro caleb_strategy_v3 [-1] 5.0 -19.375 -0.625 -1.25 -2.5 NaN -1.875 10194 JPY caleb_strategy_v3 [-1] 12500000.0 -696.875 -3.125 6.25 -0.0 NaN 3.125 10197 JPY caleb_strategy_v3 [-1] 12500000.0 -696.875 -3.125 -6.25 -12.5 NaN -9.375 10192 MXP caleb_strategy_v3 [1] 500000.0 -2.5 -2.5 5.0 0.0 NaN 2.5 10196 MXP caleb_strategy_v3 [1] 500000.0 2.5 -2.5 5.0 0.0 NaN 2.5 10198 MXP caleb_strategy_v3 [1] 500000.0 7.5 -2.5 5.0 0.0 NaN 2.5 10199 MXP caleb_strategy_v3 [1] 500000.0 10.0 -5.0 5.0 -5.0 NaN -0.0 10200 MXP caleb_strategy_v3 [1] 500000.0 12.5 -2.5 0.0 NaN NaN -2.5 10201 LEANHOG caleb_strategy_v3 [-1] 400.0 -230.0 -0.0 -90.0 -90.0 NaN -90.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -80.865 CRUDE_W -580.0 EUR 96.875 EURIBOR-ICE -195.42375 GAS_US_mini -68.75 GOLD_micro -456.5 JPY -1393.75 LEANHOG -230.0 MXP 30.0 NASDAQ_micro 15.75 NIKKEI -294.12259 NZD -167.5 ROBUSTA 225.0 SP500_micro -19.375 US5 -191.40625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3310.06759 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -16.173 CRUDE_W -10.0 EUR -3.125 EURIBOR-ICE -33.69375 GAS_US_mini -6.25 GOLD_micro -1.5 JPY -6.25 LEANHOG -0.0 MXP -15.0 NASDAQ_micro -0.25 NIKKEI -1.680701 NZD -2.5 ROBUSTA -15.0 SP500_micro -0.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -115.953701 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 32.346 CRUDE_W 0.0 EUR -6.25 EURIBOR-ICE 0.0 GAS_US_mini -12.5 GOLD_micro -7.0 JPY -0.0 LEANHOG -90.0 MXP 20.0 NASDAQ_micro 3.0 NIKKEI -3.361401 NZD 5.0 ROBUSTA 0.0 SP500_micro -1.25 US5 -7.8125 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -67.827901 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0.0 CRUDE_W -20.0 EUR -12.5 EURIBOR-ICE -67.3875 GAS_US_mini -25.0 GOLD_micro -3.0 JPY -12.5 LEANHOG -90.0 MXP -5.0 NASDAQ_micro 2.5 NIKKEI -6.722802 NZD -0.0 ROBUSTA -30.0 SP500_micro -2.5 US5 -15.625 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -287.735302 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 CRUDE_W 0 EUR 0 EURIBOR-ICE 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 ROBUSTA 0 SP500_micro 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 BOBL 16.173 CRUDE_W -10.0 EUR -9.375 EURIBOR-ICE -33.69375 GAS_US_mini -18.75 GOLD_micro -8.5 JPY -6.25 LEANHOG -90.0 MXP 5.0 NASDAQ_micro 2.75 NIKKEI -5.042102 NZD 2.5 ROBUSTA -15.0 SP500_micro -1.875 US5 -11.71875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -183.781602 ******************************************************************************** END OF REPORT ********************************************************************************