******************************************************************************** Trades report produced on 19/02/2024 21:37 from 18/02/2024 21:37 to 19/02/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 10459 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:07:49 [-1] 52940.000 10467 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:09:15 [-1] 52910.000 10470 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:15:12 [-1] 52915.000 10471 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:16:18 [-1] 52915.000 10472 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:18:12 [-1] 52955.000 10473 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:18:29 [-1] 52955.000 10474 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:19:15 [-1] 52990.000 10475 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:20:15 [-1] 53030.000 10476 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:21:26 [-1] 53025.000 10477 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:22:27 [-1] 53015.000 10478 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:23:19 [-1] 53055.000 10479 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:24:17 [-1] 53070.000 10480 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:25:24 [-1] 53050.000 10481 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:26:25 [-1] 53080.000 10482 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:27:25 [-1] 53035.000 10483 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:28:17 [-1] 53040.000 10484 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:29:48 [-1] 53015.000 10485 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:30:17 [-1] 53010.000 10486 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:32:39 [-1] 52980.000 10487 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:32:49 [-1] 52970.000 10488 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:34:20 [-1] 52965.000 10489 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:34:46 [-1] 52955.000 10490 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:39:26 [-1] 52920.000 10491 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:41:40 [-1] 52915.000 10492 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:42:02 [-1] 52910.000 10493 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:42:44 [-1] 52910.000 10463 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:08:07 [-1] 52915.000 10494 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:45:06 [-1] 52860.000 10495 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:45:14 [-1] 52885.000 10496 BITCOIN caleb_strategy_v3 [20240300] 2024-02-19 15:46:10 [-1] 52865.000 10440 BTP caleb_strategy_v3 [20240300] 2024-02-19 08:00:36 [-1] 117.540 10454 COPPER caleb_strategy_v3 [20240300] 2024-02-19 14:01:54 [1] 3.822 10462 DOW caleb_strategy_v3 [20240300] 2024-02-19 15:08:06 [1] 38713.000 10457 DOW caleb_strategy_v3 [20240300] 2024-02-19 15:00:22 [1] 38718.000 10466 DOW caleb_strategy_v3 [20240300] 2024-02-19 15:09:14 [1] 38714.000 10469 DOW caleb_strategy_v3 [20240300] 2024-02-19 15:10:12 [1] 38713.000 10452 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-19 09:01:50 [-1] 97.615 10441 EUROSTX caleb_strategy_v3 [20240300] 2024-02-19 08:00:44 [-1] 4762.000 10443 EUROSTX caleb_strategy_v3 [20240300] 2024-02-19 08:01:36 [-1] 4764.000 10455 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-19 15:00:17 [1] 17790.000 10468 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-19 15:10:07 [1] 17793.250 10460 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-19 15:08:05 [1] 17790.250 10464 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-19 15:09:05 [1] 17791.500 10453 PLAT caleb_strategy_v3 [20240400] 2024-02-19 14:01:28 [1] 914.100 10456 RUSSELL caleb_strategy_v3 [20240300] 2024-02-19 15:00:20 [-1] 2031.000 10465 RUSSELL caleb_strategy_v3 [20240300] 2024-02-19 15:09:06 [-1] 2028.900 10461 RUSSELL caleb_strategy_v3 [20240300] 2024-02-19 15:08:06 [-1] 2028.800 10450 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:07:35 [-1] 11229.000 10449 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:06:35 [-1] 11228.000 10448 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:05:45 [-1] 11227.000 10447 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:04:36 [-1] 11217.000 10446 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:03:36 [-1] 11221.000 10445 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:02:36 [-1] 11219.000 10444 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:01:36 [-1] 11221.000 10442 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:01:04 [-1] 11216.000 10451 SMI caleb_strategy_v3 [20240300] 2024-02-19 08:08:39 [-1] 11219.000 10458 US20 caleb_strategy_v3 [20240300] 2024-02-19 15:05:23 [-1] 117.875 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 10440 BTP caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 08:00:35.870 2024-02-19 08:00:36 288035.87 0.13 10441 EUROSTX caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 08:00:37.318 2024-02-19 08:00:44 288037.318 6.682 10443 EUROSTX caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 08:01:35.684 2024-02-19 08:01:36 288095.684 0.316 10442 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:00:45.578 2024-02-19 08:01:04 234045.578 18.422 10444 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:01:36.560 2024-02-19 08:01:36 234096.56 NaN 10445 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:02:35.904 2024-02-19 08:02:36 234155.904 0.096 10446 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:03:35.928 2024-02-19 08:03:36 234215.928 0.072 10447 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:04:35.928 2024-02-19 08:04:36 234275.928 0.072 10448 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:05:35.854 2024-02-19 08:05:45 234335.854 9.146 10449 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:06:35.856 2024-02-19 08:06:35 234395.856 NaN 10450 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:07:35.814 2024-02-19 08:07:35 234455.814 NaN 10451 SMI caleb_strategy_v3 2024-02-16 15:00:00 2024-02-19 08:08:35.855 2024-02-19 08:08:39 234515.855 3.145 10452 EURIBOR-ICE caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 09:00:38.622 2024-02-19 09:01:50 291638.622 71.378 10453 PLAT caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 14:00:17.102 2024-02-19 14:01:28 309617.102 70.898 10454 COPPER caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 14:01:29.514 2024-02-19 14:01:54 309689.514 24.486 10458 US20 caleb_strategy_v3 2024-02-16 20:00:00 2024-02-19 15:00:23.106 2024-02-19 15:05:23 241223.106 299.894 10456 RUSSELL caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:00:18.318 2024-02-19 15:00:20 313218.318 1.682 10465 RUSSELL caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:09:06.351 2024-02-19 15:09:06 313746.351 NaN 10461 RUSSELL caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:08:06.139 2024-02-19 15:08:06 313686.139 NaN 10464 NASDAQ_micro caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:09:05.399 2024-02-19 15:09:05 313745.399 NaN 10460 NASDAQ_micro caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:08:05.289 2024-02-19 15:08:05 313685.289 NaN 10468 NASDAQ_micro caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:10:05.725 2024-02-19 15:10:07 313805.725 1.275 10455 NASDAQ_micro caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:00:17.358 2024-02-19 15:00:17 313217.358 NaN 10457 DOW caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:00:21.578 2024-02-19 15:00:22 313221.578 0.422 10466 DOW caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:09:06.993 2024-02-19 15:09:14 313746.993 7.007 10469 DOW caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:10:08.130 2024-02-19 15:10:12 313808.13 3.87 10462 DOW caleb_strategy_v3 2024-02-16 00:00:00 2024-02-19 15:08:06.841 2024-02-19 15:08:06 313686.841 NaN 10496 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:46:09.487 2024-02-19 15:46:10 258369.487 0.513 10459 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:05:23.958 2024-02-19 15:07:49 255923.958 145.042 10463 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:08:07.411 2024-02-19 15:08:07 256087.411 NaN 10467 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:09:15.438 2024-02-19 15:09:15 256155.438 NaN 10470 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:10:12.898 2024-02-19 15:15:12 256212.898 299.102 10471 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:15:16.407 2024-02-19 15:16:18 256516.407 61.593 10472 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:16:21.776 2024-02-19 15:18:12 256581.776 110.224 10473 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:18:15.538 2024-02-19 15:18:29 256695.538 13.462 10474 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:19:15.733 2024-02-19 15:19:15 256755.733 NaN 10475 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:20:15.557 2024-02-19 15:20:15 256815.557 NaN 10476 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:21:15.760 2024-02-19 15:21:26 256875.76 10.24 10477 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:22:15.888 2024-02-19 15:22:27 256935.888 11.112 10478 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:23:16.171 2024-02-19 15:23:19 256996.171 2.829 10479 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:24:16.481 2024-02-19 15:24:17 257056.481 0.519 10480 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:25:16.467 2024-02-19 15:25:24 257116.467 7.533 10481 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:26:16.379 2024-02-19 15:26:25 257176.379 8.621 10482 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:27:16.601 2024-02-19 15:27:25 257236.601 8.399 10483 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:28:16.608 2024-02-19 15:28:17 257296.608 0.392 10484 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:29:16.631 2024-02-19 15:29:48 257356.631 31.369 10485 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:30:17.071 2024-02-19 15:30:17 257417.071 NaN 10486 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:31:17.238 2024-02-19 15:32:39 257477.238 81.762 10487 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:32:42.536 2024-02-19 15:32:49 257562.536 6.464 10488 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:33:42.729 2024-02-19 15:34:20 257622.729 37.271 10489 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:34:43.176 2024-02-19 15:34:46 257683.176 2.824 10490 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:35:43.259 2024-02-19 15:39:26 257743.259 222.741 10491 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:39:30.346 2024-02-19 15:41:40 257970.346 129.654 10492 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:41:44.363 2024-02-19 15:42:02 258104.363 17.637 10493 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:42:44.238 2024-02-19 15:42:44 258164.238 NaN 10494 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:43:44.661 2024-02-19 15:45:06 258224.661 81.339 10495 BITCOIN caleb_strategy_v3 2024-02-16 16:00:00 2024-02-19 15:45:09.419 2024-02-19 15:45:14 258309.419 4.581 =================================================================================================================================================================================================================================== 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 10440 BTP caleb_strategy_v3 [-1] 117.65 None 117.535 117.53 117.54 117.54 117.54 -0.115 -0.005 0.01 -0.0 NaN 0.005 10441 EUROSTX caleb_strategy_v3 [-1] 4767.0 None 4761.5 4761.0 4762.0 4762.0 4762.0 -5.5 -0.5 1.0 -0.0 NaN 0.5 10443 EUROSTX caleb_strategy_v3 [-1] 4767.0 None 4762.5 4762.0 4763.0 NaN 4764.0 -4.5 -0.5 2.0 NaN NaN 1.5 10442 SMI caleb_strategy_v3 [-1] 11227.0 None 11216.0 11215.0 11217.0 11217.0 11216.0 -11.0 -1.0 1.0 -1.0 NaN 0.0 10444 SMI caleb_strategy_v3 [-1] 11227.0 None 11216.5 11216.0 11217.0 11217.0 11221.0 -10.5 -0.5 5.0 4.0 NaN 4.5 10445 SMI caleb_strategy_v3 [-1] 11227.0 None 11221.5 11221.0 11222.0 11222.0 11219.0 -5.5 -0.5 -2.0 -3.0 NaN -2.5 10446 SMI caleb_strategy_v3 [-1] 11227.0 None 11220.0 11219.0 11221.0 11221.0 11221.0 -7.0 -1.0 2.0 -0.0 NaN 1.0 10447 SMI caleb_strategy_v3 [-1] 11227.0 None 11222.0 11221.0 11223.0 11223.0 11217.0 -5.0 -1.0 -4.0 -6.0 NaN -5.0 10448 SMI caleb_strategy_v3 [-1] 11227.0 None 11226.0 11225.0 11227.0 11227.0 11227.0 -1.0 -1.0 2.0 -0.0 NaN 1.0 10449 SMI caleb_strategy_v3 [-1] 11227.0 None 11226.5 11226.0 11227.0 11227.0 11228.0 -0.5 -0.5 2.0 1.0 NaN 1.5 10450 SMI caleb_strategy_v3 [-1] 11227.0 None 11228.5 11228.0 11229.0 11229.0 11229.0 1.5 -0.5 1.0 -0.0 NaN 0.5 10451 SMI caleb_strategy_v3 [-1] 11227.0 None 11222.0 11221.0 11223.0 11223.0 11219.0 -5.0 -1.0 -2.0 -4.0 NaN -3.0 10452 EURIBOR-ICE caleb_strategy_v3 [-1] 97.615 None 97.6225 97.62 97.625 97.625 97.615 0.0075 -0.0025 -0.005 -0.01 NaN -0.0075 10453 PLAT caleb_strategy_v3 [1] 911.7 None 914.25 914.4 914.1 914.1 914.1 -2.55 -0.15 0.3 0.0 NaN 0.15 10454 COPPER caleb_strategy_v3 [1] 3.8245 None 3.82175 3.822 3.8215 3.8215 3.822 0.00275 -0.00025 0.0 -0.0005 NaN -0.00025 10458 US20 caleb_strategy_v3 [-1] 118.1875 None 117.890625 117.875 117.90625 117.90625 117.875 -0.296875 -0.015625 -0.0 -0.03125 NaN -0.015625 10456 RUSSELL caleb_strategy_v3 [-1] 2044.4 None 2030.95 2030.9 2031.0 2031.0 2031.0 -13.45 -0.05 0.1 -0.0 NaN 0.05 10465 RUSSELL caleb_strategy_v3 [-1] 2044.4 None 2028.85 2028.8 2028.9 2028.9 2028.9 -15.55 -0.05 0.1 -0.0 NaN 0.05 10461 RUSSELL caleb_strategy_v3 [-1] 2044.4 None 2030.95 2030.9 2031.0 2031.0 2028.8 -13.45 -0.05 -2.1 -2.2 NaN -2.15 10464 NASDAQ_micro caleb_strategy_v3 [1] 17779.25 None 17791.375 17791.5 17791.25 NaN 17791.5 -12.125 -0.125 0.0 NaN NaN -0.125 10460 NASDAQ_micro caleb_strategy_v3 [1] 17779.25 None 17789.875 17790.0 17789.75 NaN 17790.25 -10.625 -0.125 -0.25 NaN NaN -0.375 10468 NASDAQ_micro caleb_strategy_v3 [1] 17779.25 None 17793.0 17793.25 17792.75 17792.75 17793.25 -13.75 -0.25 0.0 -0.5 NaN -0.25 10455 NASDAQ_micro caleb_strategy_v3 [1] 17779.25 None 17790.0 17790.25 17789.75 17789.75 17790.0 -10.75 -0.25 0.25 -0.25 NaN 0.0 10457 DOW caleb_strategy_v3 [1] 38747.0 None 38718.5 38719.0 38718.0 38718.0 38718.0 28.5 -0.5 1.0 0.0 NaN 0.5 10466 DOW caleb_strategy_v3 [1] 38747.0 None 38712.5 38713.0 38712.0 38712.0 38714.0 34.5 -0.5 -1.0 -2.0 NaN -1.5 10469 DOW caleb_strategy_v3 [1] 38747.0 None 38713.5 38714.0 38713.0 38713.0 38713.0 33.5 -0.5 1.0 0.0 NaN 0.5 10462 DOW caleb_strategy_v3 [1] 38747.0 None 38718.5 38719.0 38718.0 38718.0 38713.0 28.5 -0.5 6.0 5.0 NaN 5.5 10496 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52885.0 52865.0 52905.0 52905.0 52865.0 -35.0 -20.0 -0.0 -40.0 NaN -20.0 10459 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52905.0 52870.0 52940.0 52940.0 52940.0 -15.0 -35.0 70.0 -0.0 NaN 35.0 10463 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52957.5 52925.0 52990.0 52990.0 52915.0 37.5 -32.5 -10.0 -75.0 NaN -42.5 10467 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52945.0 52915.0 52975.0 52975.0 52910.0 25.0 -30.0 -5.0 -65.0 NaN -35.0 10470 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52922.5 52910.0 52935.0 52935.0 52915.0 2.5 -12.5 5.0 -20.0 NaN -7.5 10471 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52937.5 52915.0 52960.0 52960.0 52915.0 17.5 -22.5 -0.0 -45.0 NaN -22.5 10472 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52935.0 52915.0 52955.0 52955.0 52955.0 15.0 -20.0 40.0 -0.0 NaN 20.0 10473 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52987.5 52960.0 53015.0 53015.0 52955.0 67.5 -27.5 -5.0 -60.0 NaN -32.5 10474 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52982.5 52955.0 53010.0 53010.0 52990.0 62.5 -27.5 35.0 -20.0 NaN 7.5 10475 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53015.0 52990.0 53040.0 NaN 53030.0 95.0 -25.0 40.0 NaN NaN 15.0 10476 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53057.5 53030.0 53085.0 53085.0 53025.0 137.5 -27.5 -5.0 -60.0 NaN -32.5 10477 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53047.5 53015.0 53080.0 53080.0 53015.0 127.5 -32.5 -0.0 -65.0 NaN -32.5 10478 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53087.5 53055.0 53120.0 53120.0 53055.0 167.5 -32.5 -0.0 -65.0 NaN -32.5 10479 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53112.5 53075.0 53150.0 53150.0 53070.0 192.5 -37.5 -5.0 -80.0 NaN -42.5 10480 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53095.0 53060.0 53130.0 53130.0 53050.0 175.0 -35.0 -10.0 -80.0 NaN -45.0 10481 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53127.5 53095.0 53160.0 53160.0 53080.0 207.5 -32.5 -15.0 -80.0 NaN -47.5 10482 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53090.0 53060.0 53120.0 53120.0 53035.0 170.0 -30.0 -25.0 -85.0 NaN -55.0 10483 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53077.5 53040.0 53115.0 53115.0 53040.0 157.5 -37.5 -0.0 -75.0 NaN -37.5 10484 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53062.5 53025.0 53100.0 53100.0 53015.0 142.5 -37.5 -10.0 -85.0 NaN -47.5 10485 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53052.5 53015.0 53090.0 53090.0 53010.0 132.5 -37.5 -5.0 -80.0 NaN -42.5 10486 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53025.0 52990.0 53060.0 53060.0 52980.0 105.0 -35.0 -10.0 -80.0 NaN -45.0 10487 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53015.0 52975.0 53055.0 53055.0 52970.0 95.0 -40.0 -5.0 -85.0 NaN -45.0 10488 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53005.0 52965.0 53045.0 53045.0 52965.0 85.0 -40.0 -0.0 -80.0 NaN -40.0 10489 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 53002.5 52955.0 53050.0 53050.0 52955.0 82.5 -47.5 -0.0 -95.0 NaN -47.5 10490 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52962.5 52925.0 53000.0 53000.0 52920.0 42.5 -37.5 -5.0 -80.0 NaN -42.5 10491 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52947.5 52915.0 52980.0 52980.0 52915.0 27.5 -32.5 -0.0 -65.0 NaN -32.5 10492 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52950.0 52915.0 52985.0 52985.0 52910.0 30.0 -35.0 -5.0 -75.0 NaN -40.0 10493 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52935.0 52910.0 52960.0 NaN 52910.0 15.0 -25.0 -0.0 NaN NaN -25.0 10494 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52927.5 52910.0 52945.0 NaN 52860.0 7.5 -17.5 -50.0 NaN NaN -67.5 10495 BITCOIN caleb_strategy_v3 [-1] 52920.0 None 52915.0 52885.0 52945.0 52945.0 52885.0 -5.0 -30.0 -0.0 -60.0 NaN -30.0 =============================================================================================================================================================== 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 10440 BTP caleb_strategy_v3 [-1] 10.085256 -114.027844 -4.957732 9.915465 -0.0 NaN 4.957732 10441 EUROSTX caleb_strategy_v3 [-1] 535.430665 -102.72105 -9.338277 18.676555 -0.0 NaN 9.338277 10443 EUROSTX caleb_strategy_v3 [-1] 535.430665 -84.044495 -9.338277 37.353109 NaN NaN 28.014832 10442 SMI caleb_strategy_v3 [-1] 1209.275392 -90.963564 -8.269415 8.269415 -8.269415 NaN 0.0 10444 SMI caleb_strategy_v3 [-1] 1209.275392 -86.828857 -4.134707 41.347075 33.07766 NaN 37.212367 10445 SMI caleb_strategy_v3 [-1] 1209.275392 -45.481782 -4.134707 -16.53883 -24.808245 NaN -20.673537 10446 SMI caleb_strategy_v3 [-1] 1209.275392 -57.885905 -8.269415 16.53883 -0.0 NaN 8.269415 10447 SMI caleb_strategy_v3 [-1] 1209.275392 -41.347075 -8.269415 -33.07766 -49.61649 NaN -41.347075 10448 SMI caleb_strategy_v3 [-1] 1209.275392 -8.269415 -8.269415 16.53883 -0.0 NaN 8.269415 10449 SMI caleb_strategy_v3 [-1] 1209.275392 -4.134707 -4.134707 16.53883 8.269415 NaN 12.404122 10450 SMI caleb_strategy_v3 [-1] 1209.275392 12.404122 -4.134707 8.269415 -0.0 NaN 4.134707 10451 SMI caleb_strategy_v3 [-1] 1209.275392 -41.347075 -8.269415 -16.53883 -33.07766 NaN -24.808245 10452 EURIBOR-ICE caleb_strategy_v3 [-1] 1.027775 72.97318 -24.324393 -48.648787 -97.297574 NaN -72.97318 10453 PLAT caleb_strategy_v3 [1] 241.326904 -105.665799 -6.215635 12.43127 0.0 NaN 6.215635 10454 COPPER caleb_strategy_v3 [1] 0.695495 39.540198 -3.594563 0.0 -7.189127 NaN -3.594563 10458 US20 caleb_strategy_v3 [-1] 15.195381 -195.371867 -10.28273 -0.0 -20.56546 NaN -10.28273 10456 RUSSELL caleb_strategy_v3 [-1] 508.325379 -264.594304 -0.983622 1.967244 -0.0 NaN 0.983622 10465 RUSSELL caleb_strategy_v3 [-1] 508.325379 -305.906426 -0.983622 1.967244 -0.0 NaN 0.983622 10461 RUSSELL caleb_strategy_v3 [-1] 508.325379 -264.594304 -0.983622 -41.312122 -43.279366 NaN -42.295744 10464 NASDAQ_micro caleb_strategy_v3 [1] 2827.248844 -42.886214 -0.442126 0.0 NaN NaN -0.442126 10460 NASDAQ_micro caleb_strategy_v3 [1] 2827.248844 -37.580703 -0.442126 -0.884252 NaN NaN -1.326378 10468 NASDAQ_micro caleb_strategy_v3 [1] 2827.248844 -48.633851 -0.884252 0.0 -1.768504 NaN -0.884252 10455 NASDAQ_micro caleb_strategy_v3 [1] 2827.248844 -38.022829 -0.884252 0.884252 -0.884252 NaN 0.0 10457 DOW caleb_strategy_v3 [1] 4087.762326 69.720296 -1.223163 2.446326 0.0 NaN 1.223163 10466 DOW caleb_strategy_v3 [1] 4087.762326 84.398253 -1.223163 -2.446326 -4.892652 NaN -3.669489 10469 DOW caleb_strategy_v3 [1] 4087.762326 81.951927 -1.223163 2.446326 0.0 NaN 1.223163 10462 DOW caleb_strategy_v3 [1] 4087.762326 69.720296 -1.223163 14.677957 12.231631 NaN 13.454794 10496 BITCOIN caleb_strategy_v3 [-1] 18278.282242 -19.148408 -10.941947 -0.0 -21.883894 NaN -10.941947 10459 BITCOIN caleb_strategy_v3 [-1] 18278.282242 -8.20646 -19.148408 38.296815 -0.0 NaN 19.148408 10463 BITCOIN caleb_strategy_v3 [-1] 18278.282242 20.516151 -17.780664 -5.470974 -41.032302 NaN -23.251638 10467 BITCOIN caleb_strategy_v3 [-1] 18278.282242 13.677434 -16.412921 -2.735487 -35.561329 NaN -19.148408 10470 BITCOIN caleb_strategy_v3 [-1] 18278.282242 1.367743 -6.838717 2.735487 -10.941947 NaN -4.10323 10471 BITCOIN caleb_strategy_v3 [-1] 18278.282242 9.574204 -12.309691 -0.0 -24.619381 NaN -12.309691 10472 BITCOIN caleb_strategy_v3 [-1] 18278.282242 8.20646 -10.941947 21.883894 -0.0 NaN 10.941947 10473 BITCOIN caleb_strategy_v3 [-1] 18278.282242 36.929072 -15.045177 -2.735487 -32.825842 NaN -17.780664 10474 BITCOIN caleb_strategy_v3 [-1] 18278.282242 34.193585 -15.045177 19.148408 -10.941947 NaN 4.10323 10475 BITCOIN caleb_strategy_v3 [-1] 18278.282242 51.974249 -13.677434 21.883894 NaN NaN 8.20646 10476 BITCOIN caleb_strategy_v3 [-1] 18278.282242 75.225887 -15.045177 -2.735487 -32.825842 NaN -17.780664 10477 BITCOIN caleb_strategy_v3 [-1] 18278.282242 69.754914 -17.780664 -0.0 -35.561329 NaN -17.780664 10478 BITCOIN caleb_strategy_v3 [-1] 18278.282242 91.638808 -17.780664 -0.0 -35.561329 NaN -17.780664 10479 BITCOIN caleb_strategy_v3 [-1] 18278.282242 105.316242 -20.516151 -2.735487 -43.767789 NaN -23.251638 10480 BITCOIN caleb_strategy_v3 [-1] 18278.282242 95.742038 -19.148408 -5.470974 -43.767789 NaN -24.619381 10481 BITCOIN caleb_strategy_v3 [-1] 18278.282242 113.522703 -17.780664 -8.20646 -43.767789 NaN -25.987125 10482 BITCOIN caleb_strategy_v3 [-1] 18278.282242 93.006552 -16.412921 -13.677434 -46.503276 NaN -30.090355 10483 BITCOIN caleb_strategy_v3 [-1] 18278.282242 86.167835 -20.516151 -0.0 -41.032302 NaN -20.516151 10484 BITCOIN caleb_strategy_v3 [-1] 18278.282242 77.961374 -20.516151 -5.470974 -46.503276 NaN -25.987125 10485 BITCOIN caleb_strategy_v3 [-1] 18278.282242 72.4904 -20.516151 -2.735487 -43.767789 NaN -23.251638 10486 BITCOIN caleb_strategy_v3 [-1] 18278.282242 57.445223 -19.148408 -5.470974 -43.767789 NaN -24.619381 10487 BITCOIN caleb_strategy_v3 [-1] 18278.282242 51.974249 -21.883894 -2.735487 -46.503276 NaN -24.619381 10488 BITCOIN caleb_strategy_v3 [-1] 18278.282242 46.503276 -21.883894 -0.0 -43.767789 NaN -21.883894 10489 BITCOIN caleb_strategy_v3 [-1] 18278.282242 45.135532 -25.987125 -0.0 -51.974249 NaN -25.987125 10490 BITCOIN caleb_strategy_v3 [-1] 18278.282242 23.251638 -20.516151 -2.735487 -43.767789 NaN -23.251638 10491 BITCOIN caleb_strategy_v3 [-1] 18278.282242 15.045177 -17.780664 -0.0 -35.561329 NaN -17.780664 10492 BITCOIN caleb_strategy_v3 [-1] 18278.282242 16.412921 -19.148408 -2.735487 -41.032302 NaN -21.883894 10493 BITCOIN caleb_strategy_v3 [-1] 18278.282242 8.20646 -13.677434 -0.0 NaN NaN -13.677434 10494 BITCOIN caleb_strategy_v3 [-1] 18278.282242 4.10323 -9.574204 -27.354868 NaN NaN -36.929072 10495 BITCOIN caleb_strategy_v3 [-1] 18278.282242 -2.735487 -16.412921 -0.0 -32.825842 NaN -16.412921 ======================================================================================================================================================================== 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 10440 BTP caleb_strategy_v3 [-1] 1078.7 -124.0505 -5.3935 10.787 -0.0 NaN 5.3935 10441 EUROSTX caleb_strategy_v3 [-1] 10.787 -59.3285 -5.3935 10.787 -0.0 NaN 5.3935 10443 EUROSTX caleb_strategy_v3 [-1] 10.787 -48.5415 -5.3935 21.574 NaN NaN 16.1805 10442 SMI caleb_strategy_v3 [-1] 11.351 -124.861 -11.351 11.351 -11.351 NaN 0.0 10444 SMI caleb_strategy_v3 [-1] 11.351 -119.1855 -5.6755 56.755 45.404 NaN 51.0795 10445 SMI caleb_strategy_v3 [-1] 11.351 -62.4305 -5.6755 -22.702 -34.053 NaN -28.3775 10446 SMI caleb_strategy_v3 [-1] 11.351 -79.457 -11.351 22.702 -0.0 NaN 11.351 10447 SMI caleb_strategy_v3 [-1] 11.351 -56.755 -11.351 -45.404 -68.106 NaN -56.755 10448 SMI caleb_strategy_v3 [-1] 11.351 -11.351 -11.351 22.702 -0.0 NaN 11.351 10449 SMI caleb_strategy_v3 [-1] 11.351 -5.6755 -5.6755 22.702 11.351 NaN 17.0265 10450 SMI caleb_strategy_v3 [-1] 11.351 17.0265 -5.6755 11.351 -0.0 NaN 5.6755 10451 SMI caleb_strategy_v3 [-1] 11.351 -56.755 -11.351 -22.702 -45.404 NaN -34.053 10452 EURIBOR-ICE caleb_strategy_v3 [-1] 2696.75 20.225625 -6.741875 -13.48375 -26.9675 NaN -20.225625 10453 PLAT caleb_strategy_v3 [1] 50.0 -127.5 -7.5 15.0 0.0 NaN 7.5 10454 COPPER caleb_strategy_v3 [1] 25000.0 68.75 -6.25 0.0 -12.5 NaN -6.25 10458 US20 caleb_strategy_v3 [-1] 1000.0 -296.875 -15.625 -0.0 -31.25 NaN -15.625 10456 RUSSELL caleb_strategy_v3 [-1] 5.0 -67.25 -0.25 0.5 -0.0 NaN 0.25 10465 RUSSELL caleb_strategy_v3 [-1] 5.0 -77.75 -0.25 0.5 -0.0 NaN 0.25 10461 RUSSELL caleb_strategy_v3 [-1] 5.0 -67.25 -0.25 -10.5 -11.0 NaN -10.75 10464 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -24.25 -0.25 0.0 NaN NaN -0.25 10460 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -21.25 -0.25 -0.5 NaN NaN -0.75 10468 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -27.5 -0.5 0.0 -1.0 NaN -0.5 10455 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -21.5 -0.5 0.5 -0.5 NaN 0.0 10457 DOW caleb_strategy_v3 [1] 0.5 14.25 -0.25 0.5 0.0 NaN 0.25 10466 DOW caleb_strategy_v3 [1] 0.5 17.25 -0.25 -0.5 -1.0 NaN -0.75 10469 DOW caleb_strategy_v3 [1] 0.5 16.75 -0.25 0.5 0.0 NaN 0.25 10462 DOW caleb_strategy_v3 [1] 0.5 14.25 -0.25 3.0 2.5 NaN 2.75 10496 BITCOIN caleb_strategy_v3 [-1] 0.1 -3.5 -2.0 -0.0 -4.0 NaN -2.0 10459 BITCOIN caleb_strategy_v3 [-1] 0.1 -1.5 -3.5 7.0 -0.0 NaN 3.5 10463 BITCOIN caleb_strategy_v3 [-1] 0.1 3.75 -3.25 -1.0 -7.5 NaN -4.25 10467 BITCOIN caleb_strategy_v3 [-1] 0.1 2.5 -3.0 -0.5 -6.5 NaN -3.5 10470 BITCOIN caleb_strategy_v3 [-1] 0.1 0.25 -1.25 0.5 -2.0 NaN -0.75 10471 BITCOIN caleb_strategy_v3 [-1] 0.1 1.75 -2.25 -0.0 -4.5 NaN -2.25 10472 BITCOIN caleb_strategy_v3 [-1] 0.1 1.5 -2.0 4.0 -0.0 NaN 2.0 10473 BITCOIN caleb_strategy_v3 [-1] 0.1 6.75 -2.75 -0.5 -6.0 NaN -3.25 10474 BITCOIN caleb_strategy_v3 [-1] 0.1 6.25 -2.75 3.5 -2.0 NaN 0.75 10475 BITCOIN caleb_strategy_v3 [-1] 0.1 9.5 -2.5 4.0 NaN NaN 1.5 10476 BITCOIN caleb_strategy_v3 [-1] 0.1 13.75 -2.75 -0.5 -6.0 NaN -3.25 10477 BITCOIN caleb_strategy_v3 [-1] 0.1 12.75 -3.25 -0.0 -6.5 NaN -3.25 10478 BITCOIN caleb_strategy_v3 [-1] 0.1 16.75 -3.25 -0.0 -6.5 NaN -3.25 10479 BITCOIN caleb_strategy_v3 [-1] 0.1 19.25 -3.75 -0.5 -8.0 NaN -4.25 10480 BITCOIN caleb_strategy_v3 [-1] 0.1 17.5 -3.5 -1.0 -8.0 NaN -4.5 10481 BITCOIN caleb_strategy_v3 [-1] 0.1 20.75 -3.25 -1.5 -8.0 NaN -4.75 10482 BITCOIN caleb_strategy_v3 [-1] 0.1 17.0 -3.0 -2.5 -8.5 NaN -5.5 10483 BITCOIN caleb_strategy_v3 [-1] 0.1 15.75 -3.75 -0.0 -7.5 NaN -3.75 10484 BITCOIN caleb_strategy_v3 [-1] 0.1 14.25 -3.75 -1.0 -8.5 NaN -4.75 10485 BITCOIN caleb_strategy_v3 [-1] 0.1 13.25 -3.75 -0.5 -8.0 NaN -4.25 10486 BITCOIN caleb_strategy_v3 [-1] 0.1 10.5 -3.5 -1.0 -8.0 NaN -4.5 10487 BITCOIN caleb_strategy_v3 [-1] 0.1 9.5 -4.0 -0.5 -8.5 NaN -4.5 10488 BITCOIN caleb_strategy_v3 [-1] 0.1 8.5 -4.0 -0.0 -8.0 NaN -4.0 10489 BITCOIN caleb_strategy_v3 [-1] 0.1 8.25 -4.75 -0.0 -9.5 NaN -4.75 10490 BITCOIN caleb_strategy_v3 [-1] 0.1 4.25 -3.75 -0.5 -8.0 NaN -4.25 10491 BITCOIN caleb_strategy_v3 [-1] 0.1 2.75 -3.25 -0.0 -6.5 NaN -3.25 10492 BITCOIN caleb_strategy_v3 [-1] 0.1 3.0 -3.5 -0.5 -7.5 NaN -4.0 10493 BITCOIN caleb_strategy_v3 [-1] 0.1 1.5 -2.5 -0.0 NaN NaN -2.5 10494 BITCOIN caleb_strategy_v3 [-1] 0.1 0.75 -1.75 -5.0 NaN NaN -6.75 10495 BITCOIN caleb_strategy_v3 [-1] 0.1 -0.5 -3.0 -0.0 -6.0 NaN -3.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 236.75 BTP -124.0505 COPPER 68.75 DOW 62.5 EURIBOR-ICE 20.225625 EUROSTX -107.87 NASDAQ_micro -94.5 PLAT -127.5 RUSSELL -212.25 SMI -499.444 US20 -296.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1074.263875 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -93.25 BTP -5.3935 COPPER -6.25 DOW -1.0 EURIBOR-ICE -6.741875 EUROSTX -10.787 NASDAQ_micro -1.5 PLAT -7.5 RUSSELL -0.75 SMI -79.457 US20 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -228.254375 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 2.0 BTP 10.787 COPPER 0.0 DOW 3.5 EURIBOR-ICE -13.48375 EUROSTX 32.361 NASDAQ_micro 0.0 PLAT 15.0 RUSSELL -9.5 SMI 56.755 US20 -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 97.41925 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN -170.0 BTP -0.0 COPPER -12.5 DOW 1.5 EURIBOR-ICE -26.9675 EUROSTX -0.0 NASDAQ_micro -1.5 PLAT 0.0 RUSSELL -11.0 SMI -102.159 US20 -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -353.8765 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BITCOIN 0 BTP 0 COPPER 0 DOW 0 EURIBOR-ICE 0 EUROSTX 0 NASDAQ_micro 0 PLAT 0 RUSSELL 0 SMI 0 US20 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 -91.25 BTP 5.3935 COPPER -6.25 DOW 2.5 EURIBOR-ICE -20.225625 EUROSTX 21.574 NASDAQ_micro -1.5 PLAT 7.5 RUSSELL -10.25 SMI -22.702 US20 -15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -130.835125 ******************************************************************************** END OF REPORT ********************************************************************************