******************************************************************************** Trades report produced on 06/03/2024 21:37 from 05/03/2024 21:37 to 06/03/2024 21:37 ******************************************************************************** =================================================================================================== Broker orders =================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 10900 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:11:18 [1] 600.100000 10905 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:16:19 [-1] 607.900000 10904 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:16:18 [1] 600.300000 10903 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:13:49 [-1] 608.400000 10902 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:12:19 [1] 600.400000 10901 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:11:38 [-1] 608.400000 10899 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:10:45 [-1] 608.100000 10898 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:10:18 [1] 600.100000 10897 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:10:04 [-1] 608.400000 10896 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:09:18 [1] 600.300000 10895 CANOLA _ROLL_PSEUDO_STRATEGY [20240700] 2024-03-06 14:09:04 [-1] 608.300000 10894 CANOLA _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-06 14:00:23 [1] 599.900000 10908 DOW caleb_strategy_v3 [20240300] 2024-03-06 15:00:38 [-1] 38760.000000 10907 EUR caleb_strategy_v3 [20240600] 2024-03-06 15:00:37 [1] 1.093150 10879 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:11:24 [1] 145.890000 10878 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:11:23 [-1] 146.430000 10880 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:18:02 [-1] 146.430000 10876 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:06:18 [-1] 146.430000 10877 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:06:19 [1] 145.890000 10882 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:25:46 [-1] 146.420000 10883 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:29:02 [1] 145.890000 10884 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:30:01 [-1] 146.410000 10885 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:30:03 [1] 145.800000 10886 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:30:07 [-1] 146.410000 10887 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:30:25 [1] 145.800000 10881 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:20:42 [1] 145.740000 10888 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:31:07 [-1] 146.380000 10889 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:36:08 [1] 145.790000 10890 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:36:49 [-1] 146.400000 10891 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:37:58 [1] 145.800000 10892 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 03:39:43 [-1] 146.400000 10875 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 03:00:22 [1] 145.890000 10906 JPY caleb_strategy_v3 [20240600] 2024-03-06 15:00:35 [1] 0.006798 10965 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:38:26 [1] 0.058350 10964 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:37:35 [1] 0.058330 10963 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:37:05 [1] 0.058350 10962 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:34:53 [1] 0.058350 10961 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:33:55 [1] 0.058330 10960 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:33:18 [1] 0.058330 10959 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:32:03 [1] 0.058340 10958 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:31:44 [1] 0.058340 10955 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:27:55 [1] 0.058360 10956 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:28:52 [1] 0.058350 10966 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:39:11 [1] 0.058350 10954 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:26:46 [1] 0.058350 10953 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:25:54 [1] 0.058350 10952 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:25:24 [1] 0.058340 10951 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:24:37 [1] 0.058350 10950 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:22:11 [1] 0.058370 10957 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:30:05 [1] 0.058330 10967 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:43:07 [1] 0.058360 10984 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:03:01 [1] 0.058390 10969 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:44:38 [1] 0.058360 10986 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:05:31 [1] 0.058380 10985 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:03:57 [1] 0.058370 10949 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:22:03 [1] 0.058370 10983 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:02:45 [1] 0.058390 10982 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:00:14 [1] 0.058390 10981 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:59:34 [1] 0.058400 10980 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:58:20 [1] 0.058410 10979 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:57:30 [1] 0.058410 10978 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:56:41 [1] 0.058400 10977 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:56:01 [1] 0.058400 10976 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:53:59 [1] 0.058390 10975 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:50:47 [1] 0.058390 10974 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:50:16 [1] 0.058380 10973 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:48:12 [1] 0.058370 10972 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:47:17 [1] 0.058360 10971 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:46:49 [1] 0.058370 10970 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:45:38 [1] 0.058370 10968 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:43:40 [1] 0.058360 10948 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:20:52 [1] 0.058370 10931 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:07:18 [-1] 0.059140 10946 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:18:13 [1] 0.058370 10911 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:00:49 [-1] 0.059190 10912 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:01:05 [1] 0.058370 10915 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:01:31 [-1] 0.059180 10916 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:01:50 [1] 0.058370 10919 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:02:31 [-1] 0.059190 10920 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:02:32 [1] 0.058370 10923 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:03:48 [-1] 0.059180 10947 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:19:15 [1] 0.058350 10927 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:04:42 [-1] 0.059170 10928 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:05:06 [1] 0.058350 10929 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:06:41 [-1] 0.059160 10930 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:07:14 [1] 0.058320 10987 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:05:59 [1] 0.058390 10924 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:04:13 [1] 0.058360 10933 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:08:18 [-1] 0.059150 10932 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:07:23 [1] 0.058320 10944 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:16:44 [1] 0.058370 10943 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:15:10 [1] 0.058360 10942 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:13:49 [1] 0.058350 10941 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:13:13 [1] 0.058350 10940 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:12:45 [1] 0.058350 10945 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:18:03 [1] 0.058360 10938 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:10:45 [1] 0.058350 10939 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:12:13 [-49] 0.059162 10934 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:08:59 [1] 0.058340 10988 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 16:11:50 [1] 0.058390 10936 MXP _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:10:18 [1] 0.058350 10937 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:10:26 [-1] 0.059170 10935 MXP _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:09:26 [-1] 0.059160 10910 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-03-06 15:00:42 [-1] 18281.000000 10893 SMI caleb_strategy_v3 [20240300] 2024-03-06 08:00:09 [1] 11376.000000 10926 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:04:15 [1] 5169.250000 10925 SP500_micro _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:04:14 [-1] 5107.500000 10922 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:02:33 [1] 5171.250000 10918 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:01:52 [1] 5171.500000 10917 SP500_micro _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:01:51 [-1] 5109.500000 10914 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-06 15:01:08 [1] 5173.250000 10913 SP500_micro _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:01:06 [-1] 5111.250000 10921 SP500_micro _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-06 15:02:32 [-1] 5109.500000 10909 US20 caleb_strategy_v3 [20240600] 2024-03-06 15:00:39 [1] 121.187500 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 10880 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:11:27.937 2024-03-06 03:18:02 40287.937 394.063 10881 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:18:03.044 2024-03-06 03:20:42 40683.044 158.956 10882 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:20:46.014 2024-03-06 03:25:46 40846.014 299.986 10883 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:25:46.750 2024-03-06 03:29:02 41146.75 195.25 10884 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:29:05.777 2024-03-06 03:30:01 41345.777 55.223 10885 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:30:02.414 2024-03-06 03:30:03 41402.414 0.586 10886 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:30:07.366 2024-03-06 03:30:07 41407.366 NaN 10887 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:30:08.279 2024-03-06 03:30:25 41408.279 16.721 10888 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:31:07.182 2024-03-06 03:31:07 41467.182 NaN 10889 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:31:08.344 2024-03-06 03:36:08 41468.344 299.656 10890 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:36:12.045 2024-03-06 03:36:49 41772.045 36.955 10891 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:36:49.930 2024-03-06 03:37:58 41809.93 68.07 10892 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:38:02.281 2024-03-06 03:39:43 41882.281 100.719 10875 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:00:22.009 2024-03-06 03:00:22 39622.009 NaN 10876 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:01:18.698 2024-03-06 03:06:18 39678.698 299.302 10877 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:06:19.240 2024-03-06 03:06:19 39979.24 NaN 10878 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:06:23.342 2024-03-06 03:11:23 39983.342 299.658 10879 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY 2024-03-05 16:00:00 2024-03-06 03:11:23.876 2024-03-06 03:11:24 40283.876 0.124 10893 SMI caleb_strategy_v3 2024-03-05 18:00:00 2024-03-06 08:00:08.618 2024-03-06 08:00:09 50408.618 0.382 10894 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:00:23.058 2024-03-06 14:00:23 68423.058 NaN 10895 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:00:24.244 2024-03-06 14:09:04 68424.244 519.756 10896 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:09:18.839 2024-03-06 14:09:18 68958.839 NaN 10897 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:09:19.270 2024-03-06 14:10:04 68959.27 44.73 10898 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:10:18.723 2024-03-06 14:10:18 69018.723 NaN 10899 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:10:19.139 2024-03-06 14:10:45 69019.139 25.861 10900 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:11:18.727 2024-03-06 14:11:18 69078.727 NaN 10901 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:11:19.326 2024-03-06 14:11:38 69079.326 18.674 10902 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:12:18.860 2024-03-06 14:12:19 69138.86 0.14 10903 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:12:19.466 2024-03-06 14:13:49 69139.466 89.534 10904 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:13:53.342 2024-03-06 14:16:18 69233.342 144.658 10905 CANOLA _ROLL_PSEUDO_STRATEGY 2024-03-05 19:00:00 2024-03-06 14:16:19.338 2024-03-06 14:16:19 69379.338 NaN 10906 JPY caleb_strategy_v3 2024-03-05 00:00:00 2024-03-06 15:00:31.623 2024-03-06 15:00:35 140431.623 3.377 10907 EUR caleb_strategy_v3 2024-03-05 00:00:00 2024-03-06 15:00:36.830 2024-03-06 15:00:37 140436.83 0.17 10908 DOW caleb_strategy_v3 2024-03-05 00:00:00 2024-03-06 15:00:38.286 2024-03-06 15:00:38 140438.286 NaN 10909 US20 caleb_strategy_v3 2024-03-05 00:00:00 2024-03-06 15:00:39.506 2024-03-06 15:00:39 140439.506 NaN 10910 NASDAQ_micro caleb_strategy_v3 2024-03-05 00:00:00 2024-03-06 15:00:40.694 2024-03-06 15:00:42 140440.694 1.306 10913 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:06.678 2024-03-06 15:01:06 68466.678 NaN 10914 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:07.714 2024-03-06 15:01:08 68467.714 0.286 10917 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:51.519 2024-03-06 15:01:51 68511.519 NaN 10918 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:52.316 2024-03-06 15:01:52 68512.316 NaN 10921 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:02:32.449 2024-03-06 15:02:32 68552.449 NaN 10922 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:02:33.002 2024-03-06 15:02:33 68553.002 NaN 10925 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:04:14.335 2024-03-06 15:04:14 68654.335 NaN 10926 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:04:15.031 2024-03-06 15:04:15 68655.031 NaN 10911 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:00:43.175 2024-03-06 15:00:49 68443.175 5.825 10912 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:00:50.115 2024-03-06 15:01:05 68450.115 14.885 10915 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:31.046 2024-03-06 15:01:31 68491.046 NaN 10916 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:01:31.795 2024-03-06 15:01:50 68491.795 18.205 10919 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:02:31.116 2024-03-06 15:02:31 68551.116 NaN 10920 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:02:31.542 2024-03-06 15:02:32 68551.542 0.458 10923 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:03:31.202 2024-03-06 15:03:48 68611.202 16.798 10924 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:03:48.687 2024-03-06 15:04:13 68628.687 24.313 10927 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:04:31.153 2024-03-06 15:04:42 68671.153 10.847 10928 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:04:43.510 2024-03-06 15:05:06 68683.51 22.49 10929 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:05:31.624 2024-03-06 15:06:41 68731.624 69.376 10930 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:06:41.654 2024-03-06 15:07:14 68801.654 32.346 10931 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:07:18.032 2024-03-06 15:07:18 68838.032 NaN 10932 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:07:18.747 2024-03-06 15:07:23 68838.747 4.253 10933 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:08:18.706 2024-03-06 15:08:18 68898.706 NaN 10934 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:08:19.338 2024-03-06 15:08:59 68899.338 39.662 10935 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:09:22.669 2024-03-06 15:09:26 68962.669 3.331 10936 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:09:26.995 2024-03-06 15:10:18 68966.995 51.005 10937 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:10:22.829 2024-03-06 15:10:26 69022.829 3.171 10938 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:10:27.287 2024-03-06 15:10:45 69027.287 17.713 10939 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:11:23.462 2024-03-06 15:12:13 69083.462 49.538 10940 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:12:14.067 2024-03-06 15:12:45 69134.067 30.933 10941 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:12:49.226 2024-03-06 15:13:13 69169.226 23.774 10942 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:13:49.543 2024-03-06 15:13:49 69229.543 NaN 10943 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:14:49.792 2024-03-06 15:15:10 69289.792 20.208 10944 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:15:49.793 2024-03-06 15:16:44 69349.793 54.207 10945 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:16:49.914 2024-03-06 15:18:03 69409.914 73.086 10946 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:18:07.376 2024-03-06 15:18:13 69487.376 5.624 10947 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:19:07.824 2024-03-06 15:19:15 69547.824 7.176 10948 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:20:07.906 2024-03-06 15:20:52 69607.906 44.094 10949 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:21:08.385 2024-03-06 15:22:03 69668.385 54.615 10950 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:22:08.734 2024-03-06 15:22:11 69728.734 2.266 10951 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:23:08.879 2024-03-06 15:24:37 69788.879 88.121 10952 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:24:40.815 2024-03-06 15:25:24 69880.815 43.185 10953 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:25:40.863 2024-03-06 15:25:54 69940.863 13.137 10954 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:26:40.916 2024-03-06 15:26:46 70000.916 5.084 10955 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:27:41.283 2024-03-06 15:27:55 70061.283 13.717 10956 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:28:41.523 2024-03-06 15:28:52 70121.523 10.477 10957 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:29:41.986 2024-03-06 15:30:05 70181.986 23.014 10958 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:30:41.936 2024-03-06 15:31:44 70241.936 62.064 10959 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:31:48.322 2024-03-06 15:32:03 70308.322 14.678 10960 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:32:48.691 2024-03-06 15:33:18 70368.691 29.309 10961 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:33:49.305 2024-03-06 15:33:55 70429.305 5.695 10962 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:34:49.388 2024-03-06 15:34:53 70489.388 3.612 10963 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:35:49.434 2024-03-06 15:37:05 70549.434 75.566 10964 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:37:09.119 2024-03-06 15:37:35 70629.119 25.881 10965 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:38:09.146 2024-03-06 15:38:26 70689.146 16.854 10966 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:39:09.211 2024-03-06 15:39:11 70749.211 1.789 10967 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:40:09.669 2024-03-06 15:43:07 70809.669 177.331 10968 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:43:10.788 2024-03-06 15:43:40 70990.788 29.212 10969 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:44:11.079 2024-03-06 15:44:38 71051.079 26.921 10970 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:45:11.093 2024-03-06 15:45:38 71111.093 26.907 10971 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:46:11.270 2024-03-06 15:46:49 71171.27 37.73 10972 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:47:11.332 2024-03-06 15:47:17 71231.332 5.668 10973 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:48:11.625 2024-03-06 15:48:12 71291.625 0.375 10974 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:49:11.921 2024-03-06 15:50:16 71351.921 64.079 10975 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:50:20.216 2024-03-06 15:50:47 71420.216 26.784 10976 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:51:20.275 2024-03-06 15:53:59 71480.275 158.725 10977 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:54:03.465 2024-03-06 15:56:01 71643.465 117.535 10978 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:56:05.740 2024-03-06 15:56:41 71765.74 35.26 10979 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:57:06.227 2024-03-06 15:57:30 71826.227 23.773 10980 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:58:06.583 2024-03-06 15:58:20 71886.583 13.417 10981 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 15:59:06.607 2024-03-06 15:59:34 71946.607 27.393 10982 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:00:06.907 2024-03-06 16:00:14 72006.907 7.093 10983 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:01:07.388 2024-03-06 16:02:45 72067.388 97.612 10984 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:02:49.441 2024-03-06 16:03:01 72169.441 11.559 10985 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:03:49.935 2024-03-06 16:03:57 72229.935 7.065 10986 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:04:49.975 2024-03-06 16:05:31 72289.975 41.025 10987 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:05:49.980 2024-03-06 16:05:59 72349.98 9.02 10988 MXP _ROLL_PSEUDO_STRATEGY 2024-03-05 20:00:00 2024-03-06 16:06:50.029 2024-03-06 16:11:50 72410.029 299.971 ======================================================================================================================================================================================================================================== 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 10880 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.44 146.43 146.45 146.45 146.43 -0.17 -0.01 -0.0 -0.02 NaN -0.01 10881 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.81 145.88 145.74 145.74 145.74 0.2 -0.07 0.14 0.0 NaN 0.07 10882 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.44 146.43 146.45 146.45 146.42 -0.17 -0.01 -0.01 -0.03 NaN -0.02 10883 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.81 145.88 145.74 145.74 145.89 0.2 -0.07 -0.01 -0.15 NaN -0.08 10884 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.435 146.42 146.45 146.45 146.41 -0.175 -0.015 -0.01 -0.04 NaN -0.025 10885 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.795 145.88 145.71 145.71 145.8 0.215 -0.085 0.08 -0.09 NaN -0.005 10886 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.42 146.41 146.43 146.43 146.41 -0.19 -0.01 -0.0 -0.02 NaN -0.01 10887 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.77 145.8 145.74 145.74 145.8 0.24 -0.03 0.0 -0.06 NaN -0.03 10888 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.415 146.41 146.42 NaN 146.38 -0.195 -0.005 -0.03 NaN NaN -0.035 10889 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.765 145.79 145.74 145.74 145.79 0.245 -0.025 0.0 -0.05 NaN -0.025 10890 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.395 146.39 146.4 146.4 146.4 -0.215 -0.005 0.01 -0.0 NaN 0.005 10891 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.77 145.8 145.74 145.74 145.8 0.24 -0.03 0.0 -0.06 NaN -0.03 10892 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.4 146.39 146.41 146.41 146.4 -0.21 -0.01 0.01 -0.01 NaN 0.0 10875 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.81 145.89 145.73 NaN 145.89 0.2 -0.08 0.0 NaN NaN -0.08 10876 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.44 146.43 146.45 146.45 146.43 -0.17 -0.01 -0.0 -0.02 NaN -0.01 10877 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.81 145.89 145.73 NaN 145.89 0.2 -0.08 0.0 NaN NaN -0.08 10878 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 146.61 None 146.44 146.43 146.45 146.45 146.43 -0.17 -0.01 -0.0 -0.02 NaN -0.01 10879 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 146.01 None 145.81 145.89 145.73 NaN 145.89 0.2 -0.08 0.0 NaN NaN -0.08 10893 SMI caleb_strategy_v3 [1] 11375.0 None 11375.5 11376.0 11375.0 11375.0 11376.0 -0.5 -0.5 0.0 -1.0 NaN -0.5 10894 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.65 600.7 600.6 600.6 599.9 -5.05 -0.05 0.8 0.7 NaN 0.75 10895 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.85 608.7 609.0 609.0 608.3 5.25 -0.15 -0.4 -0.7 NaN -0.55 10896 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.65 600.7 600.6 600.6 600.3 -5.05 -0.05 0.4 0.3 NaN 0.35 10897 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.5 608.3 608.7 608.7 608.4 4.9 -0.2 0.1 -0.3 NaN -0.1 10898 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.65 600.7 600.6 600.6 600.1 -5.05 -0.05 0.6 0.5 NaN 0.55 10899 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.25 608.1 608.4 608.4 608.1 4.65 -0.15 -0.0 -0.3 NaN -0.15 10900 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.65 600.7 600.6 600.6 600.1 -5.05 -0.05 0.6 0.5 NaN 0.55 10901 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.25 608.1 608.4 608.4 608.4 4.65 -0.15 0.3 -0.0 NaN 0.15 10902 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.2 600.3 600.1 600.1 600.4 -4.6 -0.1 -0.1 -0.3 NaN -0.2 10903 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.3 608.2 608.4 608.4 608.4 4.7 -0.1 0.2 -0.0 NaN 0.1 10904 CANOLA _ROLL_PSEUDO_STRATEGY [1] 595.6 None 600.35 600.4 600.3 600.3 600.3 -4.75 -0.05 0.1 0.0 NaN 0.05 10905 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 603.6 None 608.35 608.2 608.5 608.5 607.9 4.75 -0.15 -0.3 -0.6 NaN -0.45 10906 JPY caleb_strategy_v3 [1] 0.006778 None 0.006799 0.006799 0.006798 0.006798 0.006798 -0.000021 -0.000001 0.000001 -0.0 NaN 0.000001 10907 EUR caleb_strategy_v3 [1] 1.08985 None 1.09305 1.0931 1.093 1.093 1.09315 -0.0032 -0.00005 -0.00005 -0.00015 NaN -0.0001 10908 DOW caleb_strategy_v3 [-1] 38537.0 None 38760.0 38759.0 38761.0 38761.0 38760.0 223.0 -1.0 1.0 -1.0 NaN 0.0 10909 US20 caleb_strategy_v3 [1] 120.8125 None 121.203125 121.21875 121.1875 121.1875 121.1875 -0.390625 -0.015625 0.03125 0.0 NaN 0.015625 10910 NASDAQ_micro caleb_strategy_v3 [-1] 18099.75 None 18283.75 18283.0 18284.5 18284.5 18281.0 184.0 -0.75 -2.0 -3.5 NaN -2.75 10913 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5068.5 None 5111.125 5111.0 5111.25 5111.25 5111.25 42.625 -0.125 0.25 -0.0 NaN 0.125 10914 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5129.75 None 5173.125 5173.25 5173.0 5173.0 5173.25 -43.375 -0.125 0.0 -0.25 NaN -0.125 10917 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5068.5 None 5111.375 5111.25 5111.5 5111.5 5109.5 42.875 -0.125 -1.75 -2.0 NaN -1.875 10918 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5129.75 None 5173.25 5173.5 5173.0 5173.0 5171.5 -43.5 -0.25 2.0 1.5 NaN 1.75 10921 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5068.5 None 5109.625 5109.5 5109.75 5109.75 5109.5 41.125 -0.125 -0.0 -0.25 NaN -0.125 10922 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5129.75 None 5171.375 5171.5 5171.25 5171.25 5171.25 -41.625 -0.125 0.25 0.0 NaN 0.125 10925 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5068.5 None 5109.625 5109.5 5109.75 5109.75 5107.5 41.125 -0.125 -2.0 -2.25 NaN -2.125 10926 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5129.75 None 5171.375 5171.5 5171.25 5171.25 5169.25 -41.625 -0.125 2.25 2.0 NaN 2.125 10911 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059185 0.05918 0.05919 0.05919 0.05919 0.000295 -0.000005 0.00001 -0.0 NaN 0.000005 10912 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05837 0.05834 0.05834 0.05837 -0.000305 -0.000015 0.0 -0.00003 NaN -0.000015 10915 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059195 0.05919 0.0592 0.0592 0.05918 0.000305 -0.000005 -0.00001 -0.00002 NaN -0.000015 10916 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05837 -0.00031 -0.00001 0.0 -0.00002 NaN -0.00001 10919 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059185 0.05918 0.05919 0.05919 0.05919 0.000295 -0.000005 0.00001 -0.0 NaN 0.000005 10920 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 NaN 0.05837 -0.00031 -0.00001 0.0 NaN NaN -0.00001 10923 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059195 0.05919 0.0592 0.0592 0.05918 0.000305 -0.000005 -0.00001 -0.00002 NaN -0.000015 10924 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05835 0.05836 0.05834 0.05834 0.05836 -0.0003 -0.00001 0.0 -0.00002 NaN -0.00001 10927 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059185 0.05918 0.05919 0.05919 0.05917 0.000295 -0.000005 -0.00001 -0.00002 NaN -0.000015 10928 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058345 0.05835 0.05834 0.05834 0.05835 -0.000295 -0.000005 0.0 -0.00001 NaN -0.000005 10929 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059175 0.05917 0.05918 0.05918 0.05916 0.000285 -0.000005 -0.00001 -0.00002 NaN -0.000015 10930 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05833 0.05834 0.05832 0.05832 0.05832 -0.00028 -0.00001 0.00002 0.0 NaN 0.00001 10931 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059165 0.05916 0.05917 0.05917 0.05914 0.000275 -0.000005 -0.00002 -0.00003 NaN -0.000025 10932 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05831 0.05832 0.0583 0.0583 0.05832 -0.00026 -0.00001 0.0 -0.00002 NaN -0.00001 10933 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059145 0.05914 0.05915 0.05915 0.05915 0.000255 -0.000005 0.00001 -0.0 NaN 0.000005 10934 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058325 0.05833 0.05832 0.05832 0.05834 -0.000275 -0.000005 -0.00001 -0.00002 NaN -0.000015 10935 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059155 0.05915 0.05916 0.05916 0.05916 0.000265 -0.000005 0.00001 -0.0 NaN 0.000005 10936 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058335 0.05834 0.05833 0.05833 0.05835 -0.000285 -0.000005 -0.00001 -0.00002 NaN -0.000015 10937 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.05889 None 0.059165 0.05916 0.05917 0.05917 0.05917 0.000275 -0.000005 0.00001 -0.0 NaN 0.000005 10938 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10939 MXP _ROLL_PSEUDO_STRATEGY [-49] 0.05889 None 0.059175 0.05917 0.05918 0.05918 0.059162 0.000285 -0.000005 -0.000008 -0.000018 NaN -0.000013 10940 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05833 0.05834 0.05832 0.05832 0.05835 -0.00028 -0.00001 -0.00001 -0.00003 NaN -0.00002 10941 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10942 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10943 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05836 -0.00031 -0.00001 0.00001 -0.00001 NaN -0.0 10944 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05835 0.05836 0.05834 0.05834 0.05837 -0.0003 -0.00001 -0.00001 -0.00003 NaN -0.00002 10945 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058365 0.05837 0.05836 0.05836 0.05836 -0.000315 -0.000005 0.00001 0.0 NaN 0.000005 10946 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05836 0.05835 0.05835 0.05837 -0.000305 -0.000005 -0.00001 -0.00002 NaN -0.000015 10947 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05835 0.05836 0.05834 0.05834 0.05835 -0.0003 -0.00001 0.00001 -0.00001 NaN 0.0 10948 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05837 -0.00031 -0.00001 0.0 -0.00002 NaN -0.00001 10949 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05837 -0.00031 -0.00001 0.0 -0.00002 NaN -0.00001 10950 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05837 -0.00031 -0.00001 0.0 -0.00002 NaN -0.00001 10951 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05836 0.05835 0.05835 0.05835 -0.000305 -0.000005 0.00001 0.0 NaN 0.000005 10952 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058345 0.05835 0.05834 0.05834 0.05834 -0.000295 -0.000005 0.00001 0.0 NaN 0.000005 10953 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10954 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05836 0.05835 0.05835 0.05835 -0.000305 -0.000005 0.00001 0.0 NaN 0.000005 10955 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05835 0.05836 0.05834 0.05834 0.05836 -0.0003 -0.00001 0.0 -0.00002 NaN -0.00001 10956 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05835 -0.00031 -0.00001 0.00002 0.0 NaN 0.00001 10957 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05833 -0.00029 -0.00001 0.00002 0.0 NaN 0.00001 10958 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05833 0.05834 0.05832 0.05832 0.05834 -0.00028 -0.00001 0.0 -0.00002 NaN -0.00001 10959 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05833 0.05834 0.05832 0.05832 0.05834 -0.00028 -0.00001 0.0 -0.00002 NaN -0.00001 10960 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05833 0.05834 0.05832 0.05832 0.05833 -0.00028 -0.00001 0.00001 -0.00001 NaN 0.0 10961 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05832 0.05833 0.05831 0.05831 0.05833 -0.00027 -0.00001 0.0 -0.00002 NaN -0.00001 10962 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10963 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10964 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05833 -0.00029 -0.00001 0.00002 0.0 NaN 0.00001 10965 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058335 0.05834 0.05833 0.05833 0.05835 -0.000285 -0.000005 -0.00001 -0.00002 NaN -0.000015 10966 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05835 -0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 10967 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05834 0.05835 0.05833 0.05833 0.05836 -0.00029 -0.00001 -0.00001 -0.00003 NaN -0.00002 10968 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05835 0.05836 0.05834 0.05834 0.05836 -0.0003 -0.00001 0.0 -0.00002 NaN -0.00001 10969 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058345 0.05835 0.05834 0.05834 0.05836 -0.000295 -0.000005 -0.00001 -0.00002 NaN -0.000015 10970 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05836 0.05835 0.05835 0.05837 -0.000305 -0.000005 -0.00001 -0.00002 NaN -0.000015 10971 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058375 0.05838 0.05837 0.05837 0.05837 -0.000325 -0.000005 0.00001 0.0 NaN 0.000005 10972 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05837 0.05838 0.05836 0.05836 0.05836 -0.00032 -0.00001 0.00002 0.0 NaN 0.00001 10973 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058355 0.05836 0.05835 NaN 0.05837 -0.000305 -0.000005 -0.00001 NaN NaN -0.000015 10974 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05836 0.05837 0.05835 0.05835 0.05838 -0.00031 -0.00001 -0.00001 -0.00003 NaN -0.00002 10975 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058365 0.05837 0.05836 0.05836 0.05839 -0.000315 -0.000005 -0.00002 -0.00003 NaN -0.000025 10976 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05838 0.05839 0.05837 0.05837 0.05839 -0.00033 -0.00001 0.0 -0.00002 NaN -0.00001 10977 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058385 0.05839 0.05838 0.05838 0.0584 -0.000335 -0.000005 -0.00001 -0.00002 NaN -0.000015 10978 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058395 0.0584 0.05839 0.05839 0.0584 -0.000345 -0.000005 0.0 -0.00001 NaN -0.000005 10979 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.0584 0.05841 0.05839 0.05839 0.05841 -0.00035 -0.00001 0.0 -0.00002 NaN -0.00001 10980 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058405 0.05841 0.0584 0.0584 0.05841 -0.000355 -0.000005 0.0 -0.00001 NaN -0.000005 10981 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058405 0.05841 0.0584 0.0584 0.0584 -0.000355 -0.000005 0.00001 0.0 NaN 0.000005 10982 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058395 0.0584 0.05839 0.05839 0.05839 -0.000345 -0.000005 0.00001 0.0 NaN 0.000005 10983 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058385 0.05839 0.05838 0.05838 0.05839 -0.000335 -0.000005 0.0 -0.00001 NaN -0.000005 10984 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058385 0.05839 0.05838 0.05838 0.05839 -0.000335 -0.000005 0.0 -0.00001 NaN -0.000005 10985 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058365 0.05837 0.05836 0.05836 0.05837 -0.000315 -0.000005 0.0 -0.00001 NaN -0.000005 10986 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.05837 0.05838 0.05836 0.05836 0.05838 -0.00032 -0.00001 0.0 -0.00002 NaN -0.00001 10987 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058375 0.05838 0.05837 0.05837 0.05839 -0.000325 -0.000005 -0.00001 -0.00002 NaN -0.000015 10988 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05805 None 0.058385 0.05839 0.05838 0.05838 0.05839 -0.000335 -0.000005 0.0 -0.00001 NaN -0.000005 ==================================================================================================================================================================== 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 10880 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -404.957943 -23.821055 -0.0 -47.642111 NaN -23.821055 10881 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 476.421109 -166.747388 333.494776 0.0 NaN 166.747388 10882 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -404.957943 -23.821055 -23.821055 -71.463166 NaN -47.642111 10883 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 476.421109 -166.747388 -23.821055 -357.315832 NaN -190.568444 10884 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -416.868471 -35.731583 -23.821055 -95.284222 NaN -59.552639 10885 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 512.152692 -202.478971 190.568444 -214.389499 NaN -11.910528 10886 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -452.600054 -23.821055 -0.0 -47.642111 NaN -23.821055 10887 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 571.705331 -71.463166 0.0 -142.926333 NaN -71.463166 10888 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -464.510582 -11.910528 -71.463166 NaN NaN -83.373694 10889 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 583.615859 -59.552639 0.0 -119.105277 NaN -59.552639 10890 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -512.152692 -11.910528 23.821055 -0.0 NaN 11.910528 10891 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 571.705331 -71.463166 0.0 -142.926333 NaN -71.463166 10892 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -500.242165 -23.821055 23.821055 -23.821055 NaN 0.0 10875 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 476.421109 -190.568444 0.0 NaN NaN -190.568444 10876 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -404.957943 -23.821055 -0.0 -47.642111 NaN -23.821055 10877 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 476.421109 -190.568444 0.0 NaN NaN -190.568444 10878 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 4.197967 -404.957943 -23.821055 -0.0 -47.642111 NaN -23.821055 10879 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 4.197967 476.421109 -190.568444 0.0 NaN NaN -190.568444 10893 SMI caleb_strategy_v3 [1] 1069.549915 -4.674864 -4.674864 0.0 -9.349727 NaN -4.674864 10894 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -402.805894 -3.988177 63.810835 55.83448 NaN 59.822658 10895 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 418.758603 -11.964532 -31.905417 -55.83448 NaN -43.869949 10896 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -402.805894 -3.988177 31.905417 23.929063 NaN 27.91724 10897 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 390.841363 -15.952709 7.976354 -23.929063 NaN -7.976354 10898 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -402.805894 -3.988177 47.858126 39.881772 NaN 43.869949 10899 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 370.900477 -11.964532 -0.0 -23.929063 NaN -11.964532 10900 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -402.805894 -3.988177 47.858126 39.881772 NaN 43.869949 10901 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 370.900477 -11.964532 23.929063 -0.0 NaN 11.964532 10902 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -366.9123 -7.976354 -7.976354 -23.929063 NaN -15.952709 10903 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 374.888654 -7.976354 15.952709 -0.0 NaN 7.976354 10904 CANOLA _ROLL_PSEUDO_STRATEGY [1] 125.370559 -378.876831 -3.988177 7.976354 0.0 NaN 3.988177 10905 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 125.370559 378.876831 -11.964532 -23.929063 -47.858126 NaN -35.893595 10906 JPY caleb_strategy_v3 [1] 0.000559 -371.530787 -13.428824 26.857647 -0.0 NaN 13.428824 10907 EUR caleb_strategy_v3 [1] 0.060059 -532.806532 -8.325102 -8.325102 -24.975306 NaN -16.650204 10908 DOW caleb_strategy_v3 [-1] 3853.961558 578.625388 -2.594733 2.594733 -2.594733 NaN 0.0 10909 US20 caleb_strategy_v3 [1] 13.917847 -280.664819 -11.226593 22.453186 0.0 NaN 11.226593 10910 NASDAQ_micro caleb_strategy_v3 [-1] 2844.637247 646.831156 -2.63654 -7.030773 -12.303854 NaN -9.667313 10913 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 588.494205 724.306198 -2.124065 4.24813 -0.0 NaN 2.124065 10914 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 588.494205 -737.050588 -2.124065 0.0 -4.24813 NaN -2.124065 10917 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 588.494205 728.554328 -2.124065 -29.736911 -33.985042 NaN -31.860976 10918 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 588.494205 -739.174653 -4.24813 33.985042 25.488781 NaN 29.736911 10921 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 588.494205 698.817416 -2.124065 -0.0 -4.24813 NaN -2.124065 10922 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 588.494205 -707.313677 -2.124065 4.24813 0.0 NaN 2.124065 10925 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 588.494205 698.817416 -2.124065 -33.985042 -38.233172 NaN -36.109107 10926 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 588.494205 -707.313677 -2.124065 38.233172 33.985042 NaN 36.109107 10911 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 675.250698 -11.444927 22.889854 -0.0 NaN 11.444927 10912 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -34.334781 0.0 -68.669563 NaN -34.334781 10915 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 698.140552 -11.444927 -22.889854 -45.779708 NaN -34.334781 10916 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 0.0 -45.779708 NaN -22.889854 10919 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 675.250698 -11.444927 22.889854 -0.0 NaN 11.444927 10920 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 0.0 NaN NaN -22.889854 10923 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 698.140552 -11.444927 -22.889854 -45.779708 NaN -34.334781 10924 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -686.695625 -22.889854 0.0 -45.779708 NaN -22.889854 10927 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 675.250698 -11.444927 -22.889854 -45.779708 NaN -34.334781 10928 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -675.250698 -11.444927 0.0 -22.889854 NaN -11.444927 10929 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 652.360844 -11.444927 -22.889854 -45.779708 NaN -34.334781 10930 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -640.915917 -22.889854 45.779708 0.0 NaN 22.889854 10931 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 629.47099 -11.444927 -45.779708 -68.669563 NaN -57.224635 10932 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -595.136209 -22.889854 0.0 -45.779708 NaN -22.889854 10933 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 583.691281 -11.444927 22.889854 -0.0 NaN 11.444927 10934 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -629.47099 -11.444927 -22.889854 -45.779708 NaN -34.334781 10935 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 606.581136 -11.444927 22.889854 -0.0 NaN 11.444927 10936 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -652.360844 -11.444927 -22.889854 -45.779708 NaN -34.334781 10937 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.004369 629.47099 -11.444927 22.889854 -0.0 NaN 11.444927 10938 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10939 MXP _ROLL_PSEUDO_STRATEGY [-49] 0.004369 652.360844 -11.444927 -18.311883 -41.201738 NaN -29.75681 10940 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -640.915917 -22.889854 -22.889854 -68.669563 NaN -45.779708 10941 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10942 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10943 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 22.889854 -22.889854 NaN -0.0 10944 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -686.695625 -22.889854 -22.889854 -68.669563 NaN -45.779708 10945 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -721.030407 -11.444927 22.889854 0.0 NaN 11.444927 10946 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -11.444927 -22.889854 -45.779708 NaN -34.334781 10947 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -686.695625 -22.889854 22.889854 -22.889854 NaN 0.0 10948 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 0.0 -45.779708 NaN -22.889854 10949 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 0.0 -45.779708 NaN -22.889854 10950 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 0.0 -45.779708 NaN -22.889854 10951 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -11.444927 22.889854 0.0 NaN 11.444927 10952 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -675.250698 -11.444927 22.889854 0.0 NaN 11.444927 10953 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10954 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -11.444927 22.889854 0.0 NaN 11.444927 10955 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -686.695625 -22.889854 0.0 -45.779708 NaN -22.889854 10956 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 45.779708 0.0 NaN 22.889854 10957 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 45.779708 0.0 NaN 22.889854 10958 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -640.915917 -22.889854 0.0 -45.779708 NaN -22.889854 10959 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -640.915917 -22.889854 0.0 -45.779708 NaN -22.889854 10960 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -640.915917 -22.889854 22.889854 -22.889854 NaN 0.0 10961 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -618.026063 -22.889854 0.0 -45.779708 NaN -22.889854 10962 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10963 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10964 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 45.779708 0.0 NaN 22.889854 10965 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -652.360844 -11.444927 -22.889854 -45.779708 NaN -34.334781 10966 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 0.0 -45.779708 NaN -22.889854 10967 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -663.805771 -22.889854 -22.889854 -68.669563 NaN -45.779708 10968 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -686.695625 -22.889854 0.0 -45.779708 NaN -22.889854 10969 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -675.250698 -11.444927 -22.889854 -45.779708 NaN -34.334781 10970 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -11.444927 -22.889854 -45.779708 NaN -34.334781 10971 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -743.920261 -11.444927 22.889854 0.0 NaN 11.444927 10972 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -732.475334 -22.889854 45.779708 0.0 NaN 22.889854 10973 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -698.140552 -11.444927 -22.889854 NaN NaN -34.334781 10974 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -709.585479 -22.889854 -22.889854 -68.669563 NaN -45.779708 10975 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -721.030407 -11.444927 -45.779708 -68.669563 NaN -57.224635 10976 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -755.365188 -22.889854 0.0 -45.779708 NaN -22.889854 10977 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -766.810115 -11.444927 -22.889854 -45.779708 NaN -34.334781 10978 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -789.699969 -11.444927 0.0 -22.889854 NaN -11.444927 10979 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -801.144896 -22.889854 0.0 -45.779708 NaN -22.889854 10980 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -812.589823 -11.444927 0.0 -22.889854 NaN -11.444927 10981 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -812.589823 -11.444927 22.889854 0.0 NaN 11.444927 10982 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -789.699969 -11.444927 22.889854 0.0 NaN 11.444927 10983 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -766.810115 -11.444927 0.0 -22.889854 NaN -11.444927 10984 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -766.810115 -11.444927 0.0 -22.889854 NaN -11.444927 10985 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -721.030407 -11.444927 0.0 -22.889854 NaN -11.444927 10986 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -732.475334 -22.889854 0.0 -45.779708 NaN -22.889854 10987 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -743.920261 -11.444927 -22.889854 -45.779708 NaN -34.334781 10988 MXP _ROLL_PSEUDO_STRATEGY [1] 0.004369 -766.810115 -11.444927 0.0 -22.889854 NaN -11.444927 ============================================================================================================================================================================== 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 10880 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -113.490707 -6.675924 -0.0 -13.351848 NaN -6.675924 10881 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 133.518479 -46.731468 93.462935 0.0 NaN 46.731468 10882 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -113.490707 -6.675924 -6.675924 -20.027772 NaN -13.351848 10883 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 133.518479 -46.731468 -6.675924 -100.138859 NaN -53.407392 10884 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -116.828669 -10.013886 -6.675924 -26.703696 NaN -16.68981 10885 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 143.532365 -56.745354 53.407392 -60.083316 NaN -3.337962 10886 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -126.842555 -6.675924 -0.0 -13.351848 NaN -6.675924 10887 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 160.222175 -20.027772 0.0 -40.055544 NaN -20.027772 10888 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -130.180517 -3.337962 -20.027772 NaN NaN -23.365734 10889 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 163.560137 -16.68981 0.0 -33.37962 NaN -16.68981 10890 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -143.532365 -3.337962 6.675924 -0.0 NaN 3.337962 10891 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 160.222175 -20.027772 0.0 -40.055544 NaN -20.027772 10892 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -140.194403 -6.675924 6.675924 -6.675924 NaN 0.0 10875 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 133.518479 -53.407392 0.0 NaN NaN -53.407392 10876 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -113.490707 -6.675924 -0.0 -13.351848 NaN -6.675924 10877 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 133.518479 -53.407392 0.0 NaN NaN -53.407392 10878 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [-1] 667.592395 -113.490707 -6.675924 -0.0 -13.351848 NaN -6.675924 10879 JGB-SGX-mini _ROLL_PSEUDO_STRATEGY [1] 667.592395 133.518479 -53.407392 0.0 NaN NaN -53.407392 10893 SMI caleb_strategy_v3 [1] 11.3115 -5.65575 -5.65575 0.0 -11.3115 NaN -5.65575 10894 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -74.341234 -0.736052 11.776829 10.304725 NaN 11.040777 10895 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 77.285441 -2.208155 -5.888415 -10.304725 NaN -8.09657 10896 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -74.341234 -0.736052 5.888415 4.416311 NaN 5.152363 10897 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 72.133078 -2.944207 1.472104 -4.416311 NaN -1.472104 10898 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -74.341234 -0.736052 8.832622 7.360518 NaN 8.09657 10899 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 68.452819 -2.208155 -0.0 -4.416311 NaN -2.208155 10900 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -74.341234 -0.736052 8.832622 7.360518 NaN 8.09657 10901 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 68.452819 -2.208155 4.416311 -0.0 NaN 2.208155 10902 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -67.716767 -1.472104 -1.472104 -4.416311 NaN -2.944207 10903 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 69.188871 -1.472104 2.944207 -0.0 NaN 1.472104 10904 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.721036 -69.924923 -0.736052 1.472104 0.0 NaN 0.736052 10905 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.721036 69.924923 -2.208155 -4.416311 -8.832622 NaN -6.624466 10906 JPY caleb_strategy_v3 [1] 12500000.0 -259.375 -9.375 18.75 -0.0 NaN 9.375 10907 EUR caleb_strategy_v3 [1] 125000.0 -400.0 -6.25 -6.25 -18.75 NaN -12.5 10908 DOW caleb_strategy_v3 [-1] 0.5 111.5 -0.5 0.5 -0.5 NaN 0.0 10909 US20 caleb_strategy_v3 [1] 1000.0 -390.625 -15.625 31.25 0.0 NaN 15.625 10910 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 368.0 -1.5 -4.0 -7.0 NaN -5.5 10913 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 213.125 -0.625 1.25 -0.0 NaN 0.625 10914 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 -216.875 -0.625 0.0 -1.25 NaN -0.625 10917 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 214.375 -0.625 -8.75 -10.0 NaN -9.375 10918 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 -217.5 -1.25 10.0 7.5 NaN 8.75 10921 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 205.625 -0.625 -0.0 -1.25 NaN -0.625 10922 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 -208.125 -0.625 1.25 0.0 NaN 0.625 10925 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 205.625 -0.625 -10.0 -11.25 NaN -10.625 10926 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 -208.125 -0.625 11.25 10.0 NaN 10.625 10911 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 147.5 -2.5 5.0 -0.0 NaN 2.5 10912 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -7.5 0.0 -15.0 NaN -7.5 10915 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 152.5 -2.5 -5.0 -10.0 NaN -7.5 10916 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 0.0 -10.0 NaN -5.0 10919 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 147.5 -2.5 5.0 -0.0 NaN 2.5 10920 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 0.0 NaN NaN -5.0 10923 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 152.5 -2.5 -5.0 -10.0 NaN -7.5 10924 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -150.0 -5.0 0.0 -10.0 NaN -5.0 10927 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 147.5 -2.5 -5.0 -10.0 NaN -7.5 10928 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -147.5 -2.5 0.0 -5.0 NaN -2.5 10929 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 142.5 -2.5 -5.0 -10.0 NaN -7.5 10930 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -140.0 -5.0 10.0 0.0 NaN 5.0 10931 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 137.5 -2.5 -10.0 -15.0 NaN -12.5 10932 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -130.0 -5.0 0.0 -10.0 NaN -5.0 10933 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 127.5 -2.5 5.0 -0.0 NaN 2.5 10934 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -137.5 -2.5 -5.0 -10.0 NaN -7.5 10935 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 132.5 -2.5 5.0 -0.0 NaN 2.5 10936 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -142.5 -2.5 -5.0 -10.0 NaN -7.5 10937 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 137.5 -2.5 5.0 -0.0 NaN 2.5 10938 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10939 MXP _ROLL_PSEUDO_STRATEGY [-49] 500000.0 142.5 -2.5 -4.0 -9.0 NaN -6.5 10940 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -140.0 -5.0 -5.0 -15.0 NaN -10.0 10941 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10942 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10943 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 5.0 -5.0 NaN -0.0 10944 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -150.0 -5.0 -5.0 -15.0 NaN -10.0 10945 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -157.5 -2.5 5.0 0.0 NaN 2.5 10946 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -2.5 -5.0 -10.0 NaN -7.5 10947 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -150.0 -5.0 5.0 -5.0 NaN 0.0 10948 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 0.0 -10.0 NaN -5.0 10949 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 0.0 -10.0 NaN -5.0 10950 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 0.0 -10.0 NaN -5.0 10951 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -2.5 5.0 0.0 NaN 2.5 10952 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -147.5 -2.5 5.0 0.0 NaN 2.5 10953 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10954 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -2.5 5.0 0.0 NaN 2.5 10955 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -150.0 -5.0 0.0 -10.0 NaN -5.0 10956 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 10.0 0.0 NaN 5.0 10957 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 10.0 0.0 NaN 5.0 10958 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -140.0 -5.0 0.0 -10.0 NaN -5.0 10959 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -140.0 -5.0 0.0 -10.0 NaN -5.0 10960 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -140.0 -5.0 5.0 -5.0 NaN 0.0 10961 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -135.0 -5.0 0.0 -10.0 NaN -5.0 10962 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10963 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10964 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 10.0 0.0 NaN 5.0 10965 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -142.5 -2.5 -5.0 -10.0 NaN -7.5 10966 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 10967 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -145.0 -5.0 -5.0 -15.0 NaN -10.0 10968 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -150.0 -5.0 0.0 -10.0 NaN -5.0 10969 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -147.5 -2.5 -5.0 -10.0 NaN -7.5 10970 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -2.5 -5.0 -10.0 NaN -7.5 10971 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -162.5 -2.5 5.0 0.0 NaN 2.5 10972 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -160.0 -5.0 10.0 0.0 NaN 5.0 10973 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -152.5 -2.5 -5.0 NaN NaN -7.5 10974 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -155.0 -5.0 -5.0 -15.0 NaN -10.0 10975 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -157.5 -2.5 -10.0 -15.0 NaN -12.5 10976 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -165.0 -5.0 0.0 -10.0 NaN -5.0 10977 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -167.5 -2.5 -5.0 -10.0 NaN -7.5 10978 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -172.5 -2.5 0.0 -5.0 NaN -2.5 10979 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -175.0 -5.0 0.0 -10.0 NaN -5.0 10980 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -177.5 -2.5 0.0 -5.0 NaN -2.5 10981 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -177.5 -2.5 5.0 0.0 NaN 2.5 10982 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -172.5 -2.5 5.0 0.0 NaN 2.5 10983 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -167.5 -2.5 0.0 -5.0 NaN -2.5 10984 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -167.5 -2.5 0.0 -5.0 NaN -2.5 10985 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -157.5 -2.5 0.0 -5.0 NaN -2.5 10986 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -160.0 -5.0 0.0 -10.0 NaN -5.0 10987 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -162.5 -2.5 -5.0 -10.0 NaN -7.5 10988 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -167.5 -2.5 0.0 -5.0 NaN -2.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA -9.568674 JGB-SGX-mini 183.587909 MXP -7445.0 SP500_micro -11.875 caleb_strategy_v3 DOW 111.5 EUR -400.0 JPY -259.375 NASDAQ_micro 368.0 SMI -5.65575 US20 -390.625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -7282.855765 caleb_strategy_v3 -576.15575 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA -18.401295 JGB-SGX-mini -423.921171 MXP -265.0 SP500_micro -5.625 caleb_strategy_v3 DOW -0.5 EUR -6.25 JPY -9.375 NASDAQ_micro -1.5 SMI -5.65575 US20 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -712.947466 caleb_strategy_v3 -38.90575 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA 33.858384 JGB-SGX-mini 120.166631 MXP 16.0 SP500_micro 5.0 caleb_strategy_v3 DOW 0.5 EUR -6.25 JPY 18.75 NASDAQ_micro -4.0 SMI 0.0 US20 31.25 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 175.025015 caleb_strategy_v3 40.25 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA -2.944207 JGB-SGX-mini -380.527665 MXP -494.0 SP500_micro -6.25 caleb_strategy_v3 DOW -0.5 EUR -18.75 JPY -0.0 NASDAQ_micro -7.0 SMI -11.3115 US20 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -883.721872 caleb_strategy_v3 -37.5615 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA 0 JGB-SGX-mini 0 MXP 0 SP500_micro 0 caleb_strategy_v3 DOW 0 EUR 0 JPY 0 NASDAQ_micro 0 SMI 0 US20 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 CANOLA 15.457088 JGB-SGX-mini -303.75454 MXP -249.0 SP500_micro -0.625 caleb_strategy_v3 DOW 0.0 EUR -12.5 JPY 9.375 NASDAQ_micro -5.5 SMI -5.65575 US20 15.625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -537.922451 caleb_strategy_v3 1.34425 ******************************************************************************** END OF REPORT ********************************************************************************