******************************************************************************** Trades report produced on 23/02/2024 21:37 from 22/02/2024 21:37 to 23/02/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 10663 COCOA caleb_strategy_v3 [20240500] 2024-02-23 14:00:56 [-1] 6082.000000 10669 DOW caleb_strategy_v3 [20240300] 2024-02-23 15:02:00 [1] 39286.000000 10675 DOW caleb_strategy_v3 [20240300] 2024-02-23 15:03:59 [1] 39273.000000 10665 DOW caleb_strategy_v3 [20240300] 2024-02-23 15:01:00 [1] 39295.000000 10672 DOW caleb_strategy_v3 [20240300] 2024-02-23 15:02:59 [1] 39285.000000 10662 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-23 09:03:52 [1] 97.510000 10661 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-02-23 09:03:21 [1] 97.505000 10685 LEANHOG caleb_strategy_v3 [20240600] 2024-02-23 15:30:20 [1] 99.725000 10668 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-23 15:01:59 [1] 18070.750000 10664 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-02-23 15:01:00 [1] 18058.000000 10607 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:10:41 [1] 39175.000000 10606 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:10:33 [-1] 39440.000000 10605 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:10:02 [1] 39170.000000 10604 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:09:33 [-1] 39435.000000 10603 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:08:34 [1] 39180.000000 10602 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:08:33 [-1] 39440.000000 10596 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:04:41 [-1] 39450.000000 10599 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:07:29 [1] 39190.000000 10598 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:05:36 [-1] 39455.000000 10597 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:05:10 [1] 39190.000000 10608 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:12:07 [-1] 39445.000000 10595 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:04:23 [1] 39200.000000 10601 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:07:34 [1] 39185.000000 10609 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:12:08 [1] 39185.000000 10614 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:14:37 [-1] 39440.000000 10611 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:13:00 [1] 39180.000000 10612 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:13:44 [-1] 39440.000000 10613 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:13:56 [1] 39175.000000 10594 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:03:36 [-1] 39455.000000 10615 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:14:54 [1] 39185.000000 10616 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:15:34 [-1] 39450.000000 10617 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:16:00 [1] 39185.000000 10618 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:16:35 [-1] 39440.000000 10619 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:18:02 [1] 39185.000000 10620 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:18:07 [-1] 39450.000000 10621 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:18:17 [1] 39185.000000 10622 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:19:06 [-1] 39445.000000 10623 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:19:55 [1] 39190.000000 10610 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:12:55 [-1] 39435.000000 10593 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:03:03 [1] 39200.000000 10624 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:20:06 [-1] 39450.000000 10591 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:01:36 [1] 39190.000000 10641 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:28:59 [1] 39185.000000 10640 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:28:54 [-1] 39450.000000 10639 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:28:01 [1] 39200.000000 10638 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:27:54 [-1] 39455.000000 10592 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:02:35 [-1] 39465.000000 10636 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:26:54 [-1] 39450.000000 10635 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:26:15 [1] 39185.000000 10634 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:26:03 [-1] 39445.000000 10633 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:24:58 [1] 39180.000000 10632 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:24:53 [-1] 39440.000000 10631 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:24:05 [1] 39175.000000 10630 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:24:05 [-1] 39435.000000 10629 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:23:50 [1] 39185.000000 10628 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:23:42 [-1] 39440.000000 10627 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:21:08 [1] 39190.000000 10626 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:21:07 [-1] 39445.000000 10625 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:20:07 [1] 39190.000000 10642 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:30:08 [-1] 39450.000000 10643 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:30:42 [1] 39190.000000 10637 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:26:59 [1] 39190.000000 10645 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:31:20 [1] 39190.000000 10590 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:01:35 [-1] 39450.000000 10644 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:30:55 [-1] 39455.000000 10660 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:39:14 [-1] 39465.000000 10659 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:37:57 [1] 39210.000000 10658 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:37:56 [-1] 39470.000000 10657 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:36:59 [1] 39200.000000 10656 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:36:58 [-1] 39465.000000 10655 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:36:12 [1] 39205.000000 10589 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:01:19 [1] 39180.000000 10653 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:35:00 [1] 39190.000000 10654 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:35:56 [-1] 39465.000000 10646 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:31:56 [-1] 39440.000000 10647 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:32:08 [1] 39175.000000 10648 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:32:58 [-1] 39435.000000 10600 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:07:33 [-1] 39450.000000 10650 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:33:56 [-1] 39440.000000 10651 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:33:59 [1] 39175.000000 10652 NIKKEI _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 03:34:59 [-1] 39445.000000 10649 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 03:32:59 [1] 39175.000000 10683 US5 caleb_strategy_v3 [20240600] 2024-02-23 15:09:02 [-1] 106.750000 10682 US5 caleb_strategy_v3 [20240600] 2024-02-23 15:07:30 [-1] 106.757813 10681 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:06:33 [-1] 106.750000 10680 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:06:11 [1] 106.367188 10679 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:05:19 [-1] 106.757813 10678 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:05:11 [1] 106.375000 10676 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:04:07 [1] 106.359375 10674 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:03:23 [-1] 106.757813 10673 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:03:23 [1] 106.359375 10670 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:02:06 [1] 106.367188 10667 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:01:26 [-1] 106.773438 10666 US5 _ROLL_PSEUDO_STRATEGY [20240300] 2024-02-23 15:01:22 [1] 106.367188 10684 US5 caleb_strategy_v3 [20240600] 2024-02-23 15:09:33 [-1] 106.757813 10677 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:05:08 [-1] 106.765625 10671 US5 _ROLL_PSEUDO_STRATEGY [20240600] 2024-02-23 15:02:27 [-1] 106.765625 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 10624 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:20:06.765 2024-02-23 03:20:06 102006.765 NaN 10625 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:20:07.359 2024-02-23 03:20:07 102007.359 NaN 10626 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:21:06.771 2024-02-23 03:21:07 102066.771 0.229 10627 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:21:07.712 2024-02-23 03:21:08 102067.712 0.288 10628 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:22:06.983 2024-02-23 03:23:42 102126.983 95.017 10629 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:23:42.754 2024-02-23 03:23:50 102222.754 7.246 10630 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:23:53.523 2024-02-23 03:24:05 102233.523 11.477 10631 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:24:05.387 2024-02-23 03:24:05 102245.387 NaN 10632 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:24:53.780 2024-02-23 03:24:53 102293.78 NaN 10633 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:24:54.577 2024-02-23 03:24:58 102294.577 3.423 10634 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:25:53.786 2024-02-23 03:26:03 102353.786 9.214 10635 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:26:03.877 2024-02-23 03:26:15 102363.877 11.123 10636 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:26:53.875 2024-02-23 03:26:54 102413.875 0.125 10637 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:26:54.507 2024-02-23 03:26:59 102414.507 4.493 10638 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:27:53.977 2024-02-23 03:27:54 102473.977 0.023 10639 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:27:54.771 2024-02-23 03:28:01 102474.771 6.229 10640 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:28:54.498 2024-02-23 03:28:54 102534.498 NaN 10641 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:28:55.524 2024-02-23 03:28:59 102535.524 3.476 10642 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:29:54.871 2024-02-23 03:30:08 102594.871 13.129 10643 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:30:09.399 2024-02-23 03:30:42 102609.399 32.601 10644 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:30:55.228 2024-02-23 03:30:55 102655.228 NaN 10645 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:30:55.989 2024-02-23 03:31:20 102655.989 24.011 10646 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:31:55.750 2024-02-23 03:31:56 102715.75 0.25 10647 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:31:56.850 2024-02-23 03:32:08 102716.85 11.15 10648 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:32:55.845 2024-02-23 03:32:58 102775.845 2.155 10649 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:32:58.827 2024-02-23 03:32:59 102778.827 0.173 10650 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:33:55.904 2024-02-23 03:33:56 102835.904 0.096 10651 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:33:56.706 2024-02-23 03:33:59 102836.706 2.294 10652 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:34:55.859 2024-02-23 03:34:59 102895.859 3.141 10653 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:34:59.857 2024-02-23 03:35:00 102899.857 0.143 10654 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:35:56.024 2024-02-23 03:35:56 102956.024 NaN 10655 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:35:56.801 2024-02-23 03:36:12 102956.801 15.199 10656 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:36:56.077 2024-02-23 03:36:58 103016.077 1.923 10657 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:36:58.957 2024-02-23 03:36:59 103018.957 0.043 10658 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:37:56.077 2024-02-23 03:37:56 103076.077 NaN 10659 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:37:56.659 2024-02-23 03:37:57 103076.659 0.341 10660 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:38:56.555 2024-02-23 03:39:14 103136.555 17.445 10589 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:00:19.478 2024-02-23 03:01:19 100819.478 59.522 10590 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:01:35.451 2024-02-23 03:01:35 100895.451 NaN 10591 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:01:36.177 2024-02-23 03:01:36 100896.177 NaN 10592 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:02:35.482 2024-02-23 03:02:35 100955.482 NaN 10593 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:02:36.155 2024-02-23 03:03:03 100956.155 26.845 10594 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:03:35.883 2024-02-23 03:03:36 101015.883 0.117 10595 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:03:36.941 2024-02-23 03:04:23 101016.941 46.059 10596 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:04:36.155 2024-02-23 03:04:41 101076.155 4.845 10597 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:04:42.017 2024-02-23 03:05:10 101082.017 27.983 10598 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:05:36.322 2024-02-23 03:05:36 101136.322 NaN 10599 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:05:37.099 2024-02-23 03:07:29 101137.099 111.901 10600 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:07:32.968 2024-02-23 03:07:33 101252.968 0.032 10601 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:07:34.002 2024-02-23 03:07:34 101254.002 NaN 10602 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:08:33.075 2024-02-23 03:08:33 101313.075 NaN 10603 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:08:33.866 2024-02-23 03:08:34 101313.866 0.134 10604 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:09:33.506 2024-02-23 03:09:33 101373.506 NaN 10605 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:09:34.532 2024-02-23 03:10:02 101374.532 27.468 10606 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:10:33.525 2024-02-23 03:10:33 101433.525 NaN 10607 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:10:34.310 2024-02-23 03:10:41 101434.31 6.69 10608 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:11:34.012 2024-02-23 03:12:07 101494.012 32.988 10609 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:12:07.593 2024-02-23 03:12:08 101527.593 0.407 10610 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:12:34.168 2024-02-23 03:12:55 101554.168 20.832 10611 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:12:56.123 2024-02-23 03:13:00 101576.123 3.877 10612 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:13:34.686 2024-02-23 03:13:44 101614.686 9.314 10613 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:13:45.019 2024-02-23 03:13:56 101625.019 10.981 10614 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:14:34.715 2024-02-23 03:14:37 101674.715 2.285 10615 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:14:37.795 2024-02-23 03:14:54 101677.795 16.205 10616 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:15:34.737 2024-02-23 03:15:34 101734.737 NaN 10617 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:15:35.544 2024-02-23 03:16:00 101735.544 24.456 10618 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:16:34.833 2024-02-23 03:16:35 101794.833 0.167 10619 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:16:35.857 2024-02-23 03:18:02 101795.857 86.143 10620 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:18:05.671 2024-02-23 03:18:07 101885.671 1.329 10621 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:18:08.448 2024-02-23 03:18:17 101888.448 8.552 10622 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:19:06.284 2024-02-23 03:19:06 101946.284 NaN 10623 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-02-21 23:00:00 2024-02-23 03:19:07.298 2024-02-23 03:19:55 101947.298 47.702 10661 EURIBOR-ICE caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 09:00:21.910 2024-02-23 09:03:21 118821.91 179.09 10662 EURIBOR-ICE caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 09:03:28.961 2024-02-23 09:03:52 119008.961 23.039 10663 COCOA caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 14:00:56.227 2024-02-23 14:00:56 136856.227 NaN 10664 NASDAQ_micro caleb_strategy_v3 2024-02-21 00:00:00 2024-02-23 15:00:59.963 2024-02-23 15:01:00 226859.963 0.037 10668 NASDAQ_micro caleb_strategy_v3 2024-02-21 00:00:00 2024-02-23 15:01:59.576 2024-02-23 15:01:59 226919.576 NaN 10672 DOW caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:02:59.704 2024-02-23 15:02:59 140579.704 NaN 10665 DOW caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:01:00.899 2024-02-23 15:01:00 140460.899 NaN 10675 DOW caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:03:59.529 2024-02-23 15:03:59 140639.529 NaN 10669 DOW caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:02:00.145 2024-02-23 15:02:00 140520.145 NaN 10666 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:01:01.927 2024-02-23 15:01:22 68461.927 20.073 10667 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:01:23.330 2024-02-23 15:01:26 68483.33 2.67 10670 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:02:00.716 2024-02-23 15:02:06 68520.716 5.284 10671 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:02:06.570 2024-02-23 15:02:27 68526.57 20.43 10673 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:03:00.286 2024-02-23 15:03:23 68580.286 22.714 10674 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:03:23.560 2024-02-23 15:03:23 68603.56 NaN 10676 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:04:00.563 2024-02-23 15:04:07 68640.563 6.437 10677 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:04:08.070 2024-02-23 15:05:08 68648.07 59.93 10678 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:05:11.677 2024-02-23 15:05:11 68711.677 NaN 10679 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:05:12.346 2024-02-23 15:05:19 68712.346 6.654 10680 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:06:11.798 2024-02-23 15:06:11 68771.798 NaN 10681 US5 _ROLL_PSEUDO_STRATEGY 2024-02-22 20:00:00 2024-02-23 15:06:12.373 2024-02-23 15:06:33 68772.373 20.627 10682 US5 caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:07:14.227 2024-02-23 15:07:30 140834.227 15.773 10683 US5 caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:08:14.845 2024-02-23 15:09:02 140894.845 47.155 10684 US5 caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:09:15.239 2024-02-23 15:09:33 140955.239 17.761 10685 LEANHOG caleb_strategy_v3 2024-02-22 00:00:00 2024-02-23 15:30:19.083 2024-02-23 15:30:20 142219.083 0.917 ======================================================================================================================================================================================================================================== 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 10624 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39450.0 1157.5 -2.5 5.0 -0.0 NaN 2.5 10625 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39182.5 39185.0 39180.0 NaN 39190.0 -1132.5 -2.5 -5.0 NaN NaN -7.5 10626 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39445.0 1162.5 -2.5 -5.0 -10.0 NaN -7.5 10627 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39185.0 39190.0 39180.0 39180.0 39190.0 -1135.0 -5.0 0.0 -10.0 NaN -5.0 10628 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39440.0 1157.5 -2.5 -5.0 -10.0 NaN -7.5 10629 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39185.0 -1127.5 -2.5 -5.0 -10.0 NaN -7.5 10630 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39435.0 1152.5 -2.5 -5.0 -10.0 NaN -7.5 10631 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39172.5 39175.0 39170.0 NaN 39175.0 -1122.5 -2.5 0.0 NaN NaN -2.5 10632 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39437.5 39435.0 39440.0 39440.0 39440.0 1147.5 -2.5 5.0 -0.0 NaN 2.5 10633 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39180.0 39185.0 39175.0 39175.0 39180.0 -1130.0 -5.0 5.0 -5.0 NaN 0.0 10634 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39445.0 1152.5 -2.5 5.0 -0.0 NaN 2.5 10635 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39182.5 39185.0 39180.0 39180.0 39185.0 -1132.5 -2.5 0.0 -5.0 NaN -2.5 10636 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39450.0 1157.5 -2.5 5.0 -0.0 NaN 2.5 10637 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39190.0 39195.0 39185.0 39185.0 39190.0 -1140.0 -5.0 5.0 -5.0 NaN 0.0 10638 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39455.0 1162.5 -2.5 5.0 -0.0 NaN 2.5 10639 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39192.5 39195.0 39190.0 39190.0 39200.0 -1142.5 -2.5 -5.0 -10.0 NaN -7.5 10640 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39457.5 39455.0 39460.0 39460.0 39450.0 1167.5 -2.5 -5.0 -10.0 NaN -7.5 10641 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39187.5 39190.0 39185.0 39185.0 39185.0 -1137.5 -2.5 5.0 0.0 NaN 2.5 10642 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39450.0 1157.5 -2.5 5.0 -0.0 NaN 2.5 10643 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39187.5 39190.0 39185.0 39185.0 39190.0 -1137.5 -2.5 0.0 -5.0 NaN -2.5 10644 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39455.0 1157.5 -2.5 10.0 5.0 NaN 7.5 10645 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39192.5 39195.0 39190.0 39190.0 39190.0 -1142.5 -2.5 5.0 0.0 NaN 2.5 10646 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39457.5 39455.0 39460.0 39460.0 39440.0 1167.5 -2.5 -15.0 -20.0 NaN -17.5 10647 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39175.0 -1127.5 -2.5 5.0 0.0 NaN 2.5 10648 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39435.0 1152.5 -2.5 -5.0 -10.0 NaN -7.5 10649 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39172.5 39175.0 39170.0 39170.0 39175.0 -1122.5 -2.5 0.0 -5.0 NaN -2.5 10650 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39437.5 39435.0 39440.0 39440.0 39440.0 1147.5 -2.5 5.0 -0.0 NaN 2.5 10651 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39175.0 -1127.5 -2.5 5.0 0.0 NaN 2.5 10652 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39445.0 1152.5 -2.5 5.0 -0.0 NaN 2.5 10653 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39182.5 39185.0 39180.0 39180.0 39190.0 -1132.5 -2.5 -5.0 -10.0 NaN -7.5 10654 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39465.0 1152.5 -2.5 25.0 20.0 NaN 22.5 10655 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39200.0 39205.0 39195.0 39195.0 39205.0 -1150.0 -5.0 0.0 -10.0 NaN -5.0 10656 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39467.5 39465.0 39470.0 39470.0 39465.0 1177.5 -2.5 -0.0 -5.0 NaN -2.5 10657 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39197.5 39200.0 39195.0 39195.0 39200.0 -1147.5 -2.5 0.0 -5.0 NaN -2.5 10658 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39467.5 39465.0 39470.0 39470.0 39470.0 1177.5 -2.5 5.0 -0.0 NaN 2.5 10659 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39202.5 39205.0 39200.0 NaN 39210.0 -1152.5 -2.5 -5.0 NaN NaN -7.5 10660 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39472.5 39470.0 39475.0 39475.0 39465.0 1182.5 -2.5 -5.0 -10.0 NaN -7.5 10589 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39182.5 39185.0 39180.0 39180.0 39180.0 -1132.5 -2.5 5.0 0.0 NaN 2.5 10590 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39450.0 1157.5 -2.5 5.0 -0.0 NaN 2.5 10591 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 NaN 39190.0 -1127.5 -2.5 -10.0 NaN NaN -12.5 10592 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39465.0 1162.5 -2.5 15.0 10.0 NaN 12.5 10593 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39202.5 39205.0 39200.0 39200.0 39200.0 -1152.5 -2.5 5.0 0.0 NaN 2.5 10594 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39467.5 39465.0 39470.0 39470.0 39455.0 1177.5 -2.5 -10.0 -15.0 NaN -12.5 10595 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39192.5 39195.0 39190.0 39190.0 39200.0 -1142.5 -2.5 -5.0 -10.0 NaN -7.5 10596 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39457.5 39455.0 39460.0 39460.0 39450.0 1167.5 -2.5 -5.0 -10.0 NaN -7.5 10597 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39192.5 39195.0 39190.0 39190.0 39190.0 -1142.5 -2.5 5.0 0.0 NaN 2.5 10598 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39455.0 1162.5 -2.5 5.0 -0.0 NaN 2.5 10599 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39192.5 39195.0 39190.0 39190.0 39190.0 -1142.5 -2.5 5.0 0.0 NaN 2.5 10600 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39457.5 39455.0 39460.0 39460.0 39450.0 1167.5 -2.5 -5.0 -10.0 NaN -7.5 10601 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39187.5 39190.0 39185.0 39185.0 39185.0 -1137.5 -2.5 5.0 0.0 NaN 2.5 10602 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39440.0 1162.5 -2.5 -10.0 -15.0 NaN -12.5 10603 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 NaN 39180.0 -1127.5 -2.5 0.0 NaN NaN -2.5 10604 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39435.0 1152.5 -2.5 -5.0 -10.0 NaN -7.5 10605 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39172.5 39175.0 39170.0 39170.0 39170.0 -1122.5 -2.5 5.0 0.0 NaN 2.5 10606 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39437.5 39435.0 39440.0 39440.0 39440.0 1147.5 -2.5 5.0 -0.0 NaN 2.5 10607 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39175.0 -1127.5 -2.5 5.0 0.0 NaN 2.5 10608 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39445.0 1152.5 -2.5 5.0 -0.0 NaN 2.5 10609 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39180.0 39185.0 39175.0 39175.0 39185.0 -1130.0 -5.0 0.0 -10.0 NaN -5.0 10610 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39435.0 1152.5 -2.5 -5.0 -10.0 NaN -7.5 10611 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39172.5 39175.0 39170.0 39170.0 39180.0 -1122.5 -2.5 -5.0 -10.0 NaN -7.5 10612 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39437.5 39435.0 39440.0 39440.0 39440.0 1147.5 -2.5 5.0 -0.0 NaN 2.5 10613 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39172.5 39175.0 39170.0 39170.0 39175.0 -1122.5 -2.5 0.0 -5.0 NaN -2.5 10614 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39437.5 39435.0 39440.0 39440.0 39440.0 1147.5 -2.5 5.0 -0.0 NaN 2.5 10615 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39185.0 -1127.5 -2.5 -5.0 -10.0 NaN -7.5 10616 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39442.5 39440.0 39445.0 39445.0 39450.0 1152.5 -2.5 10.0 5.0 NaN 7.5 10617 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39187.5 39190.0 39185.0 39185.0 39185.0 -1137.5 -2.5 5.0 0.0 NaN 2.5 10618 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39452.5 39450.0 39455.0 39455.0 39440.0 1162.5 -2.5 -10.0 -15.0 NaN -12.5 10619 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39177.5 39180.0 39175.0 39175.0 39185.0 -1127.5 -2.5 -5.0 -10.0 NaN -7.5 10620 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39447.5 39445.0 39450.0 39450.0 39450.0 1157.5 -2.5 5.0 -0.0 NaN 2.5 10621 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39187.5 39190.0 39185.0 39185.0 39185.0 -1137.5 -2.5 5.0 0.0 NaN 2.5 10622 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38290.0 None 39450.0 39445.0 39455.0 39455.0 39445.0 1160.0 -5.0 -0.0 -10.0 NaN -5.0 10623 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38050.0 None 39182.5 39185.0 39180.0 39180.0 39190.0 -1132.5 -2.5 -5.0 -10.0 NaN -7.5 10661 EURIBOR-ICE caleb_strategy_v3 [1] 97.535 None 97.5075 97.51 97.505 97.505 97.505 0.0275 -0.0025 0.005 0.0 NaN 0.0025 10662 EURIBOR-ICE caleb_strategy_v3 [1] 97.535 None 97.505 97.51 97.5 97.5 97.51 0.03 -0.005 0.0 -0.01 NaN -0.005 10663 COCOA caleb_strategy_v3 [-1] 5947.0 None 6080.5 6079.0 6082.0 6082.0 6082.0 133.5 -1.5 3.0 -0.0 NaN 1.5 10664 NASDAQ_micro caleb_strategy_v3 [1] 17710.0 None 18058.125 18058.25 18058.0 18058.0 18058.0 -348.125 -0.125 0.25 0.0 NaN 0.125 10668 NASDAQ_micro caleb_strategy_v3 [1] 17710.0 None 18057.125 18057.25 18057.0 18057.0 18070.75 -347.125 -0.125 -13.5 -13.75 NaN -13.625 10672 DOW caleb_strategy_v3 [1] 39092.0 None 39285.5 39286.0 39285.0 39285.0 39285.0 -193.5 -0.5 1.0 0.0 NaN 0.5 10665 DOW caleb_strategy_v3 [1] 39092.0 None 39296.5 39297.0 39296.0 39296.0 39295.0 -204.5 -0.5 2.0 1.0 NaN 1.5 10675 DOW caleb_strategy_v3 [1] 39092.0 None 39284.5 39285.0 39284.0 NaN 39273.0 -192.5 -0.5 12.0 NaN NaN 11.5 10669 DOW caleb_strategy_v3 [1] 39092.0 None 39295.0 39296.0 39294.0 39294.0 39286.0 -203.0 -1.0 10.0 8.0 NaN 9.0 10666 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.371094 106.375 106.367188 106.367188 106.367188 -0.066406 -0.003906 0.007812 -0.0 NaN 0.003906 10667 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.769531 106.765625 106.773438 106.773438 106.773438 0.066406 -0.003906 0.007813 0.0 NaN 0.003907 10670 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.371094 106.375 106.367188 106.367188 106.367188 -0.066406 -0.003906 0.007812 -0.0 NaN 0.003906 10671 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.769531 106.765625 106.773438 106.773438 106.765625 0.066406 -0.003906 -0.0 -0.007812 NaN -0.003906 10673 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.363281 106.367188 106.359375 106.359375 106.359375 -0.058594 -0.003906 0.007812 0.0 NaN 0.003906 10674 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.769531 106.765625 106.773438 NaN 106.757813 0.066406 -0.003906 -0.007812 NaN NaN -0.011718 10676 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.363281 106.367188 106.359375 106.359375 106.359375 -0.058594 -0.003906 0.007812 0.0 NaN 0.003906 10677 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.761719 106.757812 106.765625 106.765625 106.765625 0.058594 -0.003906 0.007812 -0.0 NaN 0.003906 10678 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.363281 106.367188 106.359375 106.359375 106.375 -0.058594 -0.003906 -0.007812 -0.015625 NaN -0.011719 10679 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.769531 106.765625 106.773438 106.773438 106.757813 0.066406 -0.003906 -0.007812 -0.015625 NaN -0.011718 10680 US5 _ROLL_PSEUDO_STRATEGY [1] 106.304688 None 106.371094 106.375 106.367188 106.367188 106.367188 -0.066406 -0.003906 0.007812 -0.0 NaN 0.003906 10681 US5 _ROLL_PSEUDO_STRATEGY [-1] 106.703125 None 106.761719 106.757812 106.765625 106.765625 106.75 0.058594 -0.003906 -0.007812 -0.015625 NaN -0.011719 10682 US5 caleb_strategy_v3 [-1] 106.703125 None 106.761719 106.757812 106.765625 106.765625 106.757813 0.058594 -0.003906 0.0 -0.007812 NaN -0.003906 10683 US5 caleb_strategy_v3 [-1] 106.703125 None 106.746094 106.742188 106.75 106.75 106.75 0.042969 -0.003906 0.007812 -0.0 NaN 0.003906 10684 US5 caleb_strategy_v3 [-1] 106.703125 None 106.753906 106.75 106.757812 106.757812 106.757813 0.050781 -0.003906 0.007813 0.0 NaN 0.003907 10685 LEANHOG caleb_strategy_v3 [1] 99.0 None 99.7 99.725 99.675 99.675 99.725 -0.7 -0.025 0.0 -0.05 NaN -0.025 ==================================================================================================================================================================== 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 10624 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 9.109953 -0.0 NaN 4.554976 10625 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2063.404288 -4.554976 -9.109953 NaN NaN -13.664929 10626 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 -9.109953 -18.219905 NaN -13.664929 10627 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2067.959264 -9.109953 0.0 -18.219905 NaN -9.109953 10628 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 -9.109953 -18.219905 NaN -13.664929 10629 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 -9.109953 -18.219905 NaN -13.664929 10630 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 -9.109953 -18.219905 NaN -13.664929 10631 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2045.184383 -4.554976 0.0 NaN NaN -4.554976 10632 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2090.734146 -4.554976 9.109953 -0.0 NaN 4.554976 10633 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2058.849312 -9.109953 9.109953 -9.109953 NaN 0.0 10634 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 9.109953 -0.0 NaN 4.554976 10635 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2063.404288 -4.554976 0.0 -9.109953 NaN -4.554976 10636 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 9.109953 -0.0 NaN 4.554976 10637 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2077.069217 -9.109953 9.109953 -9.109953 NaN 0.0 10638 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 9.109953 -0.0 NaN 4.554976 10639 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2081.624193 -4.554976 -9.109953 -18.219905 NaN -13.664929 10640 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2127.173957 -4.554976 -9.109953 -18.219905 NaN -13.664929 10641 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2072.514241 -4.554976 9.109953 0.0 NaN 4.554976 10642 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 9.109953 -0.0 NaN 4.554976 10643 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2072.514241 -4.554976 0.0 -9.109953 NaN -4.554976 10644 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 18.219905 9.109953 NaN 13.664929 10645 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2081.624193 -4.554976 9.109953 0.0 NaN 4.554976 10646 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2127.173957 -4.554976 -27.329858 -36.439811 NaN -31.884834 10647 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 9.109953 0.0 NaN 4.554976 10648 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 -9.109953 -18.219905 NaN -13.664929 10649 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2045.184383 -4.554976 0.0 -9.109953 NaN -4.554976 10650 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2090.734146 -4.554976 9.109953 -0.0 NaN 4.554976 10651 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 9.109953 0.0 NaN 4.554976 10652 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 9.109953 -0.0 NaN 4.554976 10653 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2063.404288 -4.554976 -9.109953 -18.219905 NaN -13.664929 10654 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 45.549764 36.439811 NaN 40.994787 10655 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2095.289122 -9.109953 0.0 -18.219905 NaN -9.109953 10656 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2145.393862 -4.554976 -0.0 -9.109953 NaN -4.554976 10657 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2090.734146 -4.554976 0.0 -9.109953 NaN -4.554976 10658 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2145.393862 -4.554976 9.109953 -0.0 NaN 4.554976 10659 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2099.844099 -4.554976 -9.109953 NaN NaN -13.664929 10660 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2154.503815 -4.554976 -9.109953 -18.219905 NaN -13.664929 10589 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2063.404288 -4.554976 9.109953 0.0 NaN 4.554976 10590 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 9.109953 -0.0 NaN 4.554976 10591 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 -18.219905 NaN NaN -22.774882 10592 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 27.329858 18.219905 NaN 22.774882 10593 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2099.844099 -4.554976 9.109953 0.0 NaN 4.554976 10594 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2145.393862 -4.554976 -18.219905 -27.329858 NaN -22.774882 10595 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2081.624193 -4.554976 -9.109953 -18.219905 NaN -13.664929 10596 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2127.173957 -4.554976 -9.109953 -18.219905 NaN -13.664929 10597 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2081.624193 -4.554976 9.109953 0.0 NaN 4.554976 10598 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 9.109953 -0.0 NaN 4.554976 10599 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2081.624193 -4.554976 9.109953 0.0 NaN 4.554976 10600 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2127.173957 -4.554976 -9.109953 -18.219905 NaN -13.664929 10601 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2072.514241 -4.554976 9.109953 0.0 NaN 4.554976 10602 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 -18.219905 -27.329858 NaN -22.774882 10603 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 0.0 NaN NaN -4.554976 10604 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 -9.109953 -18.219905 NaN -13.664929 10605 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2045.184383 -4.554976 9.109953 0.0 NaN 4.554976 10606 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2090.734146 -4.554976 9.109953 -0.0 NaN 4.554976 10607 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 9.109953 0.0 NaN 4.554976 10608 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 9.109953 -0.0 NaN 4.554976 10609 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2058.849312 -9.109953 0.0 -18.219905 NaN -9.109953 10610 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 -9.109953 -18.219905 NaN -13.664929 10611 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2045.184383 -4.554976 -9.109953 -18.219905 NaN -13.664929 10612 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2090.734146 -4.554976 9.109953 -0.0 NaN 4.554976 10613 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2045.184383 -4.554976 0.0 -9.109953 NaN -4.554976 10614 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2090.734146 -4.554976 9.109953 -0.0 NaN 4.554976 10615 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 -9.109953 -18.219905 NaN -13.664929 10616 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2099.844099 -4.554976 18.219905 9.109953 NaN 13.664929 10617 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2072.514241 -4.554976 9.109953 0.0 NaN 4.554976 10618 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2118.064004 -4.554976 -18.219905 -27.329858 NaN -22.774882 10619 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2054.294335 -4.554976 -9.109953 -18.219905 NaN -13.664929 10620 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2108.954051 -4.554976 9.109953 -0.0 NaN 4.554976 10621 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2072.514241 -4.554976 9.109953 0.0 NaN 4.554976 10622 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 5488.502697 2113.509028 -9.109953 -0.0 -18.219905 NaN -9.109953 10623 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 5488.502697 -2063.404288 -4.554976 -9.109953 -18.219905 NaN -13.664929 10661 EURIBOR-ICE caleb_strategy_v3 [1] 1.028842 267.290827 -24.299166 48.598332 0.0 NaN 24.299166 10662 EURIBOR-ICE caleb_strategy_v3 [1] 1.028842 291.589993 -48.598332 0.0 -97.196664 NaN -48.598332 10663 COCOA caleb_strategy_v3 [-1] 1968.990037 678.012573 -7.618119 15.236238 -0.0 NaN 7.618119 10664 NASDAQ_micro caleb_strategy_v3 [1] 2843.481428 -1224.29145 -0.439602 0.879204 0.0 NaN 0.439602 10668 NASDAQ_micro caleb_strategy_v3 [1] 2843.481428 -1220.774634 -0.439602 -47.477011 -48.356215 NaN -47.916613 10672 DOW caleb_strategy_v3 [1] 4121.557821 -469.482677 -1.213134 2.426267 0.0 NaN 1.213134 10665 DOW caleb_strategy_v3 [1] 4121.557821 -496.171615 -1.213134 4.852534 2.426267 NaN 3.639401 10675 DOW caleb_strategy_v3 [1] 4121.557821 -467.05641 -1.213134 29.115205 NaN NaN 27.902071 10669 DOW caleb_strategy_v3 [1] 4121.557821 -492.532214 -2.426267 24.262671 19.410137 NaN 21.836404 10666 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -121.866398 -7.168612 14.336306 -0.000918 NaN 7.167694 10667 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 121.866398 -7.168612 14.338141 0.000918 NaN 7.169529 10670 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -121.866398 -7.168612 14.336306 -0.000918 NaN 7.167694 10671 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 121.866398 -7.168612 -0.0 -14.337223 NaN -7.168612 10673 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -107.529175 -7.168612 14.337223 0.0 NaN 7.168612 10674 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 121.866398 -7.168612 -14.336306 NaN NaN -21.504917 10676 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -107.529175 -7.168612 14.337223 0.0 NaN 7.168612 10677 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 107.529175 -7.168612 14.337223 -0.0 NaN 7.168612 10678 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -107.529175 -7.168612 -14.337223 -28.674447 NaN -21.505835 10679 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 121.866398 -7.168612 -14.336306 -28.673529 NaN -21.504917 10680 US5 _ROLL_PSEUDO_STRATEGY [1] 5.449103 -121.866398 -7.168612 14.336306 -0.000918 NaN 7.167694 10681 US5 _ROLL_PSEUDO_STRATEGY [-1] 5.449103 107.529175 -7.168612 -14.337223 -28.674447 NaN -21.505835 10682 US5 caleb_strategy_v3 [-1] 5.449103 107.529175 -7.168612 0.000918 -14.336306 NaN -7.167694 10683 US5 caleb_strategy_v3 [-1] 5.449103 78.854728 -7.168612 14.337223 -0.0 NaN 7.168612 10684 US5 caleb_strategy_v3 [-1] 5.449103 93.191951 -7.168612 14.338141 0.000918 NaN 7.169529 10685 LEANHOG caleb_strategy_v3 [1] 17.934509 -390.308988 -13.939607 0.0 -27.879213 NaN -13.939607 ============================================================================================================================================================================= 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 10624 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 3.32034 -0.0 NaN 1.66017 10625 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -752.05695 -1.66017 -3.32034 NaN NaN -4.98051 10626 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 -3.32034 -6.640679 NaN -4.98051 10627 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -753.71712 -3.32034 0.0 -6.640679 NaN -3.32034 10628 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 -3.32034 -6.640679 NaN -4.98051 10629 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 -3.32034 -6.640679 NaN -4.98051 10630 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 -3.32034 -6.640679 NaN -4.98051 10631 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -745.416271 -1.66017 0.0 NaN NaN -1.66017 10632 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 762.01797 -1.66017 3.32034 -0.0 NaN 1.66017 10633 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -750.396781 -3.32034 3.32034 -3.32034 NaN 0.0 10634 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 3.32034 -0.0 NaN 1.66017 10635 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -752.05695 -1.66017 0.0 -3.32034 NaN -1.66017 10636 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 3.32034 -0.0 NaN 1.66017 10637 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -757.03746 -3.32034 3.32034 -3.32034 NaN 0.0 10638 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 3.32034 -0.0 NaN 1.66017 10639 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -758.69763 -1.66017 -3.32034 -6.640679 NaN -4.98051 10640 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 775.299329 -1.66017 -3.32034 -6.640679 NaN -4.98051 10641 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -755.37729 -1.66017 3.32034 0.0 NaN 1.66017 10642 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 3.32034 -0.0 NaN 1.66017 10643 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -755.37729 -1.66017 0.0 -3.32034 NaN -1.66017 10644 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 6.640679 3.32034 NaN 4.98051 10645 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -758.69763 -1.66017 3.32034 0.0 NaN 1.66017 10646 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 775.299329 -1.66017 -9.961019 -13.281359 NaN -11.621189 10647 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 3.32034 0.0 NaN 1.66017 10648 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 -3.32034 -6.640679 NaN -4.98051 10649 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -745.416271 -1.66017 0.0 -3.32034 NaN -1.66017 10650 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 762.01797 -1.66017 3.32034 -0.0 NaN 1.66017 10651 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 3.32034 0.0 NaN 1.66017 10652 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 3.32034 -0.0 NaN 1.66017 10653 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -752.05695 -1.66017 -3.32034 -6.640679 NaN -4.98051 10654 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 16.601699 13.281359 NaN 14.941529 10655 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -763.67814 -3.32034 0.0 -6.640679 NaN -3.32034 10656 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 781.940008 -1.66017 -0.0 -3.32034 NaN -1.66017 10657 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -762.01797 -1.66017 0.0 -3.32034 NaN -1.66017 10658 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 781.940008 -1.66017 3.32034 -0.0 NaN 1.66017 10659 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -765.338309 -1.66017 -3.32034 NaN NaN -4.98051 10660 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 785.260348 -1.66017 -3.32034 -6.640679 NaN -4.98051 10589 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -752.05695 -1.66017 3.32034 0.0 NaN 1.66017 10590 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 3.32034 -0.0 NaN 1.66017 10591 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 -6.640679 NaN NaN -8.300849 10592 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 9.961019 6.640679 NaN 8.300849 10593 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -765.338309 -1.66017 3.32034 0.0 NaN 1.66017 10594 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 781.940008 -1.66017 -6.640679 -9.961019 NaN -8.300849 10595 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -758.69763 -1.66017 -3.32034 -6.640679 NaN -4.98051 10596 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 775.299329 -1.66017 -3.32034 -6.640679 NaN -4.98051 10597 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -758.69763 -1.66017 3.32034 0.0 NaN 1.66017 10598 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 3.32034 -0.0 NaN 1.66017 10599 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -758.69763 -1.66017 3.32034 0.0 NaN 1.66017 10600 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 775.299329 -1.66017 -3.32034 -6.640679 NaN -4.98051 10601 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -755.37729 -1.66017 3.32034 0.0 NaN 1.66017 10602 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 -6.640679 -9.961019 NaN -8.300849 10603 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 0.0 NaN NaN -1.66017 10604 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 -3.32034 -6.640679 NaN -4.98051 10605 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -745.416271 -1.66017 3.32034 0.0 NaN 1.66017 10606 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 762.01797 -1.66017 3.32034 -0.0 NaN 1.66017 10607 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 3.32034 0.0 NaN 1.66017 10608 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 3.32034 -0.0 NaN 1.66017 10609 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -750.396781 -3.32034 0.0 -6.640679 NaN -3.32034 10610 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 -3.32034 -6.640679 NaN -4.98051 10611 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -745.416271 -1.66017 -3.32034 -6.640679 NaN -4.98051 10612 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 762.01797 -1.66017 3.32034 -0.0 NaN 1.66017 10613 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -745.416271 -1.66017 0.0 -3.32034 NaN -1.66017 10614 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 762.01797 -1.66017 3.32034 -0.0 NaN 1.66017 10615 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 -3.32034 -6.640679 NaN -4.98051 10616 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 765.338309 -1.66017 6.640679 3.32034 NaN 4.98051 10617 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -755.37729 -1.66017 3.32034 0.0 NaN 1.66017 10618 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 771.978989 -1.66017 -6.640679 -9.961019 NaN -8.300849 10619 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -748.736611 -1.66017 -3.32034 -6.640679 NaN -4.98051 10620 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 768.658649 -1.66017 3.32034 -0.0 NaN 1.66017 10621 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -755.37729 -1.66017 3.32034 0.0 NaN 1.66017 10622 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.664068 770.318819 -3.32034 -0.0 -6.640679 NaN -3.32034 10623 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.664068 -752.05695 -1.66017 -3.32034 -6.640679 NaN -4.98051 10661 EURIBOR-ICE caleb_strategy_v3 [1] 2706.25 74.421875 -6.765625 13.53125 0.0 NaN 6.765625 10662 EURIBOR-ICE caleb_strategy_v3 [1] 2706.25 81.1875 -13.53125 0.0 -27.0625 NaN -13.53125 10663 COCOA caleb_strategy_v3 [-1] 10.0 1335.0 -15.0 30.0 -0.0 NaN 15.0 10664 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -696.25 -0.25 0.5 0.0 NaN 0.25 10668 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -694.25 -0.25 -27.0 -27.5 NaN -27.25 10672 DOW caleb_strategy_v3 [1] 0.5 -96.75 -0.25 0.5 0.0 NaN 0.25 10665 DOW caleb_strategy_v3 [1] 0.5 -102.25 -0.25 1.0 0.5 NaN 0.75 10675 DOW caleb_strategy_v3 [1] 0.5 -96.25 -0.25 6.0 NaN NaN 5.75 10669 DOW caleb_strategy_v3 [1] 0.5 -101.5 -0.5 5.0 4.0 NaN 4.5 10666 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -66.40625 -3.90625 7.812 -0.0005 NaN 3.90575 10667 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 66.40625 -3.90625 7.813 0.0005 NaN 3.90675 10670 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -66.40625 -3.90625 7.812 -0.0005 NaN 3.90575 10671 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 66.40625 -3.90625 -0.0 -7.8125 NaN -3.90625 10673 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -58.59375 -3.90625 7.8125 0.0 NaN 3.90625 10674 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 66.40625 -3.90625 -7.812 NaN NaN -11.71825 10676 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -58.59375 -3.90625 7.8125 0.0 NaN 3.90625 10677 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 58.59375 -3.90625 7.8125 -0.0 NaN 3.90625 10678 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -58.59375 -3.90625 -7.8125 -15.625 NaN -11.71875 10679 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 66.40625 -3.90625 -7.812 -15.6245 NaN -11.71825 10680 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 -66.40625 -3.90625 7.812 -0.0005 NaN 3.90575 10681 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 58.59375 -3.90625 -7.8125 -15.625 NaN -11.71875 10682 US5 caleb_strategy_v3 [-1] 1000.0 58.59375 -3.90625 0.0005 -7.812 NaN -3.90575 10683 US5 caleb_strategy_v3 [-1] 1000.0 42.96875 -3.90625 7.8125 -0.0 NaN 3.90625 10684 US5 caleb_strategy_v3 [-1] 1000.0 50.78125 -3.90625 7.813 0.0005 NaN 3.90675 10685 LEANHOG caleb_strategy_v3 [1] 400.0 -280.0 -10.0 0.0 -20.0 NaN -10.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 597.661153 US5 7.8125 caleb_strategy_v3 COCOA 1335.0 DOW -396.75 EURIBOR-ICE 155.609375 LEANHOG -280.0 NASDAQ_micro -1390.5 US5 152.34375 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 605.473653 caleb_strategy_v3 -424.296875 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI -129.49325 US5 -46.875 caleb_strategy_v3 COCOA -15.0 DOW -1.25 EURIBOR-ICE -20.296875 LEANHOG -10.0 NASDAQ_micro -0.5 US5 -11.71875 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -176.36825 caleb_strategy_v3 -58.765625 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 39.844077 US5 23.4375 caleb_strategy_v3 COCOA 30.0 DOW 12.5 EURIBOR-ICE 13.53125 LEANHOG 0.0 NASDAQ_micro -26.5 US5 15.626 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 63.281577 caleb_strategy_v3 45.15725 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI -189.259365 US5 -54.688 caleb_strategy_v3 COCOA -0.0 DOW 4.5 EURIBOR-ICE -27.0625 LEANHOG -20.0 NASDAQ_micro -27.5 US5 -7.8115 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -243.947365 caleb_strategy_v3 -77.874 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 0 US5 0 caleb_strategy_v3 COCOA 0 DOW 0 EURIBOR-ICE 0 LEANHOG 0 NASDAQ_micro 0 US5 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI -89.649173 US5 -23.4375 caleb_strategy_v3 COCOA 15.0 DOW 11.25 EURIBOR-ICE -6.765625 LEANHOG -10.0 NASDAQ_micro -27.0 US5 3.90725 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -113.086673 caleb_strategy_v3 -13.608375 ******************************************************************************** END OF REPORT ********************************************************************************