******************************************************************************** Trades report produced on 11/03/2024 21:37 from 10/03/2024 21:37 to 11/03/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11153 CHF caleb_strategy_v3 [20240300] 2024-03-11 15:01:40 [1] 1.138900 11136 COCOA caleb_strategy_v3 [20240700] 2024-03-11 14:00:32 [1] 6209.000000 11137 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-11 14:00:34 [-1] 73.060000 11141 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-11 14:01:15 [-1] 73.020000 11100 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:02:35 [1] 17998.000000 11096 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:01:35 [1] 18014.000000 11124 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:09:54 [1] 17993.000000 11092 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:00:35 [1] 18009.000000 11121 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:08:35 [1] 17993.000000 11118 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:08:23 [1] 18001.000000 11115 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:06:35 [1] 17999.000000 11112 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:05:35 [1] 17993.000000 11104 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:03:35 [1] 18002.000000 11108 DAX caleb_strategy_v3 [20240600] 2024-03-11 08:04:35 [1] 17987.000000 11162 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:04:25 [-1] 38634.000000 11169 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:06:28 [-1] 38643.000000 11172 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:07:28 [-1] 38636.000000 11149 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:00:35 [-1] 38631.000000 11157 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:03:25 [-1] 38622.000000 11166 DOW caleb_strategy_v3 [20240300] 2024-03-11 15:05:27 [-1] 38629.000000 11134 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-03-11 09:01:36 [-1] 97.765000 11117 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:06:36 [1] 4882.000000 11119 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:08:23 [-1] 4926.000000 11120 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:08:24 [1] 4883.000000 11122 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:08:36 [-1] 4925.000000 11123 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:08:37 [1] 4882.000000 11125 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:09:55 [-1] 4924.000000 11130 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:11:36 [1] 4882.000000 11127 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:10:35 [-1] 4926.000000 11128 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:10:36 [1] 4883.000000 11133 EUROSTX caleb_strategy_v3 [20240600] 2024-03-11 08:14:47 [1] 4879.000000 11116 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:06:36 [-1] 4925.000000 11132 EUROSTX caleb_strategy_v3 [20240600] 2024-03-11 08:13:36 [1] 4879.000000 11131 EUROSTX caleb_strategy_v3 [20240600] 2024-03-11 08:12:38 [1] 4880.000000 11126 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:10:02 [1] 4881.000000 11114 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:05:37 [1] 4881.000000 11129 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:11:35 [-1] 4925.000000 11111 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:04:37 [1] 4880.000000 11113 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:05:37 [-1] 4924.000000 11098 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:01:36 [-1] 4931.000000 11099 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:01:37 [1] 4887.000000 11102 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:02:40 [-1] 4926.000000 11094 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:00:39 [-1] 4930.000000 11106 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:03:37 [-1] 4925.000000 11107 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:03:37 [1] 4882.000000 11110 EUROSTX _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 08:04:37 [-1] 4923.000000 11103 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:02:41 [1] 4883.000000 11095 EUROSTX _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 08:00:51 [1] 4888.000000 11135 GASOIL caleb_strategy_v3 [20240600] 2024-03-11 09:01:39 [-1] 775.250000 11139 GAS_US_mini caleb_strategy_v3 [20240500] 2024-03-11 14:00:47 [1] 1.885000 11140 GOLD_micro caleb_strategy_v3 [20240400] 2024-03-11 14:00:48 [1] 2188.400000 11143 GOLD_micro caleb_strategy_v3 [20240400] 2024-03-11 14:01:21 [1] 2188.300000 11144 GOLD_micro caleb_strategy_v3 [20240400] 2024-03-11 14:02:15 [1] 2186.900000 11145 GOLD_micro caleb_strategy_v3 [20240400] 2024-03-11 14:03:16 [1] 2185.500000 11146 GOLD_micro caleb_strategy_v3 [20240400] 2024-03-11 14:04:16 [1] 2183.600000 11151 JPY caleb_strategy_v3 [20240600] 2024-03-11 15:01:34 [1] 0.006905 11177 LEANHOG caleb_strategy_v3 [20240600] 2024-03-11 15:31:32 [1] 101.600000 11176 LEANHOG caleb_strategy_v3 [20240600] 2024-03-11 15:30:32 [1] 101.625000 11081 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:01:32 [-1] 38520.000000 11088 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:08:21 [-1] 38525.000000 11089 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:09:23 [-1] 38530.000000 11091 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:11:36 [-1] 38530.000000 11087 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:07:29 [-1] 38515.000000 11090 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:10:23 [-1] 38540.000000 11085 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:05:49 [-1] 38500.000000 11084 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:04:39 [-1] 38495.000000 11083 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:03:50 [-1] 38505.000000 11082 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:02:19 [-1] 38520.000000 11086 NIKKEI caleb_strategy_v3 [20240600] 2024-03-11 03:06:49 [-1] 38520.000000 11171 NZD caleb_strategy_v3 [20240600] 2024-03-11 15:06:37 [1] 0.616900 11168 NZD caleb_strategy_v3 [20240600] 2024-03-11 15:05:29 [1] 0.616800 11165 NZD _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 15:05:21 [1] 0.616800 11164 NZD _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 15:05:10 [-1] 0.616800 11160 NZD _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 15:03:44 [-1] 0.616800 11161 NZD _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 15:03:45 [1] 0.616850 11155 NZD _ROLL_PSEUDO_STRATEGY [20240300] 2024-03-11 15:03:02 [-1] 0.616850 11156 NZD _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-11 15:03:08 [1] 0.616900 11142 PLAT caleb_strategy_v3 [20240400] 2024-03-11 14:01:19 [1] 936.000000 11138 PLAT caleb_strategy_v3 [20240400] 2024-03-11 14:00:35 [1] 936.200000 11170 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:06:28 [-1] 2094.800000 11167 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:05:28 [-1] 2094.400000 11163 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:04:27 [-1] 2093.900000 11158 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:03:26 [-1] 2093.700000 11152 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:01:36 [-1] 2093.100000 11175 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:09:30 [-1] 2093.800000 11174 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:08:28 [-1] 2093.800000 11173 RUSSELL caleb_strategy_v3 [20240600] 2024-03-11 15:07:28 [-1] 2094.300000 11101 SMI caleb_strategy_v3 [20240900] 2024-03-11 08:02:40 [1] 11535.000000 11097 SMI caleb_strategy_v3 [20240900] 2024-03-11 08:01:35 [1] 11535.000000 11093 SMI caleb_strategy_v3 [20240900] 2024-03-11 08:00:38 [1] 11528.000000 11109 SMI caleb_strategy_v3 [20240900] 2024-03-11 08:04:36 [1] 11524.000000 11105 SMI caleb_strategy_v3 [20240900] 2024-03-11 08:03:36 [1] 11535.000000 11148 SP400 caleb_strategy_v3 [20240600] 2024-03-11 15:00:33 [1] 2970.200000 11147 SP500_micro caleb_strategy_v3 [20240600] 2024-03-11 15:00:27 [1] 5177.000000 11159 US30 caleb_strategy_v3 [20240600] 2024-03-11 15:03:43 [1] 130.312500 11154 US30 caleb_strategy_v3 [20240600] 2024-03-11 15:02:56 [1] 130.343750 11150 VIX caleb_strategy_v3 [20240500] 2024-03-11 15:01:32 [1] 16.750000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11081 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:01:18.658 2024-03-11 03:01:32 270078.658 13.342 11082 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:02:18.811 2024-03-11 03:02:19 270138.811 0.189 11083 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:03:19.140 2024-03-11 03:03:50 270199.14 30.86 11084 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:04:19.180 2024-03-11 03:04:39 270259.18 19.82 11085 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:05:19.640 2024-03-11 03:05:49 270319.64 29.36 11086 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:06:19.678 2024-03-11 03:06:49 270379.678 29.322 11087 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:07:20.159 2024-03-11 03:07:29 270440.159 8.841 11088 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:08:20.212 2024-03-11 03:08:21 270500.212 0.788 11089 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:09:20.257 2024-03-11 03:09:23 270560.257 2.743 11090 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:10:20.721 2024-03-11 03:10:23 270620.721 2.279 11091 NIKKEI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 03:11:20.826 2024-03-11 03:11:36 270680.826 15.174 11105 SMI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:03:36.090 2024-03-11 08:03:36 288216.09 NaN 11109 SMI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:04:35.889 2024-03-11 08:04:36 288275.889 0.111 11093 SMI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:00:36.243 2024-03-11 08:00:38 288036.243 1.757 11097 SMI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:01:35.699 2024-03-11 08:01:35 288095.699 NaN 11101 SMI caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:02:35.678 2024-03-11 08:02:40 288155.678 4.322 11104 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:03:35.167 2024-03-11 08:03:35 288215.167 NaN 11108 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:04:35.178 2024-03-11 08:04:35 288275.178 NaN 11112 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:05:35.194 2024-03-11 08:05:35 288335.194 NaN 11115 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:06:35.045 2024-03-11 08:06:35 288395.045 NaN 11118 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:07:35.052 2024-03-11 08:08:23 288455.052 47.948 11121 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:08:35.455 2024-03-11 08:08:35 288515.455 NaN 11092 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:00:34.818 2024-03-11 08:00:35 288034.818 0.182 11124 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:09:35.521 2024-03-11 08:09:54 288575.521 18.479 11096 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:01:34.806 2024-03-11 08:01:35 288094.806 0.194 11100 DAX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:02:35.154 2024-03-11 08:02:35 288155.154 NaN 11094 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:00:38.894 2024-03-11 08:00:39 216038.894 0.106 11095 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:00:39.911 2024-03-11 08:00:51 216039.911 11.089 11098 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:01:36.537 2024-03-11 08:01:36 216096.537 NaN 11099 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:01:37.039 2024-03-11 08:01:37 216097.039 NaN 11102 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:02:40.718 2024-03-11 08:02:40 216160.718 NaN 11103 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:02:41.545 2024-03-11 08:02:41 216161.545 NaN 11106 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:03:36.962 2024-03-11 08:03:37 216216.962 0.038 11107 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:03:37.776 2024-03-11 08:03:37 216217.776 NaN 11110 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:04:36.569 2024-03-11 08:04:37 216276.569 0.431 11111 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:04:37.396 2024-03-11 08:04:37 216277.396 NaN 11113 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:05:36.124 2024-03-11 08:05:37 216336.124 0.876 11114 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:05:37.586 2024-03-11 08:05:37 216337.586 NaN 11116 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:06:36.019 2024-03-11 08:06:36 216396.019 NaN 11117 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:06:36.652 2024-03-11 08:06:36 216396.652 NaN 11119 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:08:23.608 2024-03-11 08:08:23 216503.608 NaN 11120 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:08:24.265 2024-03-11 08:08:24 216504.265 NaN 11122 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:08:36.184 2024-03-11 08:08:36 216516.184 NaN 11123 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:08:37.073 2024-03-11 08:08:37 216517.073 NaN 11125 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:09:54.916 2024-03-11 08:09:55 216594.916 0.084 11126 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:09:55.751 2024-03-11 08:10:02 216595.751 6.249 11127 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:10:35.563 2024-03-11 08:10:35 216635.563 NaN 11128 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:10:36.219 2024-03-11 08:10:36 216636.219 NaN 11129 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:11:35.423 2024-03-11 08:11:35 216695.423 NaN 11130 EUROSTX _ROLL_PSEUDO_STRATEGY 2024-03-08 20:00:00 2024-03-11 08:11:36.458 2024-03-11 08:11:36 216696.458 NaN 11131 EUROSTX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:12:35.975 2024-03-11 08:12:38 288755.975 2.025 11132 EUROSTX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:13:36.131 2024-03-11 08:13:36 288816.131 NaN 11133 EUROSTX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 08:14:36.584 2024-03-11 08:14:47 288876.584 10.416 11134 EURIBOR-ICE caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 09:00:44.710 2024-03-11 09:01:36 291644.71 51.29 11135 GASOIL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 09:01:37.206 2024-03-11 09:01:39 291697.206 1.794 11136 COCOA caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:00:16.146 2024-03-11 14:00:32 309616.146 15.854 11139 GAS_US_mini caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:00:36.611 2024-03-11 14:00:47 309636.611 10.389 11137 CRUDE_W caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:00:34.170 2024-03-11 14:00:34 309634.17 NaN 11141 CRUDE_W caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:01:15.450 2024-03-11 14:01:15 309675.45 NaN 11138 PLAT caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:00:35.514 2024-03-11 14:00:35 309635.514 NaN 11142 PLAT caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:01:16.117 2024-03-11 14:01:19 309676.117 2.883 11140 GOLD_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:00:48.106 2024-03-11 14:00:48 309648.106 NaN 11143 GOLD_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:01:19.637 2024-03-11 14:01:21 309679.637 1.363 11144 GOLD_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:02:15.407 2024-03-11 14:02:15 309735.407 NaN 11145 GOLD_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:03:16.040 2024-03-11 14:03:16 309796.04 NaN 11146 GOLD_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 14:04:16.131 2024-03-11 14:04:16 309856.131 NaN 11147 SP500_micro caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:00:27.198 2024-03-11 15:00:27 313227.198 NaN 11148 SP400 caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:00:28.442 2024-03-11 15:00:33 313228.442 4.558 11150 VIX caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:00:36.311 2024-03-11 15:01:32 313236.311 55.689 11151 JPY caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:01:33.222 2024-03-11 15:01:34 313293.222 0.778 11153 CHF caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:01:36.843 2024-03-11 15:01:40 313296.843 3.157 11154 US30 caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:01:41.502 2024-03-11 15:02:56 313301.502 74.498 11159 US30 caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:03:26.808 2024-03-11 15:03:43 313406.808 16.192 11155 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:02:57.486 2024-03-11 15:03:02 244977.486 4.514 11156 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:03:03.270 2024-03-11 15:03:08 244983.27 4.73 11160 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:03:44.264 2024-03-11 15:03:44 245024.264 NaN 11161 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:03:45.275 2024-03-11 15:03:45 245025.275 NaN 11164 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:04:28.348 2024-03-11 15:05:10 245068.348 41.652 11165 NZD _ROLL_PSEUDO_STRATEGY 2024-03-08 19:00:00 2024-03-11 15:05:11.041 2024-03-11 15:05:21 245111.041 9.959 11168 NZD caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:05:28.674 2024-03-11 15:05:29 313528.674 0.326 11171 NZD caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:06:29.192 2024-03-11 15:06:37 313589.192 7.808 11169 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:06:27.982 2024-03-11 15:06:28 313587.982 0.018 11172 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:07:28.022 2024-03-11 15:07:28 313648.022 NaN 11149 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:00:34.278 2024-03-11 15:00:35 313234.278 0.722 11157 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:03:25.537 2024-03-11 15:03:25 313405.537 NaN 11162 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:04:25.554 2024-03-11 15:04:25 313465.554 NaN 11166 DOW caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:05:27.590 2024-03-11 15:05:27 313527.59 NaN 11170 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:06:28.583 2024-03-11 15:06:28 313588.583 NaN 11173 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:07:28.699 2024-03-11 15:07:28 313648.699 NaN 11174 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:08:28.092 2024-03-11 15:08:28 313708.092 NaN 11175 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:09:28.127 2024-03-11 15:09:30 313768.127 1.873 11152 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:01:35.751 2024-03-11 15:01:36 313295.751 0.249 11158 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:03:26.201 2024-03-11 15:03:26 313406.201 NaN 11163 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:04:26.169 2024-03-11 15:04:27 313466.169 0.831 11167 RUSSELL caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:05:28.268 2024-03-11 15:05:28 313528.268 NaN 11176 LEANHOG caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:30:32.466 2024-03-11 15:30:32 315032.466 NaN 11177 LEANHOG caleb_strategy_v3 2024-03-08 00:00:00 2024-03-11 15:31:32.166 2024-03-11 15:31:32 315092.166 NaN ======================================================================================================================================================================================================================================= 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 11081 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38517.5 38515.0 38520.0 38520.0 38520.0 -347.5 -2.5 5.0 -0.0 NaN 2.5 11082 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38522.5 38520.0 38525.0 NaN 38520.0 -342.5 -2.5 -0.0 NaN NaN -2.5 11083 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38502.5 38500.0 38505.0 38505.0 38505.0 -362.5 -2.5 5.0 -0.0 NaN 2.5 11084 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38502.5 38500.0 38505.0 38505.0 38495.0 -362.5 -2.5 -5.0 -10.0 NaN -7.5 11085 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38497.5 38495.0 38500.0 38500.0 38500.0 -367.5 -2.5 5.0 -0.0 NaN 2.5 11086 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38517.5 38515.0 38520.0 38520.0 38520.0 -347.5 -2.5 5.0 -0.0 NaN 2.5 11087 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38522.5 38520.0 38525.0 38525.0 38515.0 -342.5 -2.5 -5.0 -10.0 NaN -7.5 11088 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38522.5 38520.0 38525.0 38525.0 38525.0 -342.5 -2.5 5.0 -0.0 NaN 2.5 11089 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38537.5 38535.0 38540.0 38540.0 38530.0 -327.5 -2.5 -5.0 -10.0 NaN -7.5 11090 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38537.5 38535.0 38540.0 38540.0 38540.0 -327.5 -2.5 5.0 -0.0 NaN 2.5 11091 NIKKEI caleb_strategy_v3 [-1] 38865.0 None 38537.5 38535.0 38540.0 38540.0 38530.0 -327.5 -2.5 -5.0 -10.0 NaN -7.5 11105 SMI caleb_strategy_v3 [1] 11536.0 None 11531.5 11536.0 11527.0 11527.0 11535.0 4.5 -4.5 1.0 -8.0 NaN -3.5 11109 SMI caleb_strategy_v3 [1] 11536.0 None 11530.5 11535.0 11526.0 11526.0 11524.0 5.5 -4.5 11.0 2.0 NaN 6.5 11093 SMI caleb_strategy_v3 [1] 11536.0 None 11524.5 11529.0 11520.0 11520.0 11528.0 11.5 -4.5 1.0 -8.0 NaN -3.5 11097 SMI caleb_strategy_v3 [1] 11536.0 None 11524.0 11528.0 11520.0 11520.0 11535.0 12.0 -4.0 -7.0 -15.0 NaN -11.0 11101 SMI caleb_strategy_v3 [1] 11536.0 None 11530.5 11535.0 11526.0 11526.0 11535.0 5.5 -4.5 0.0 -9.0 NaN -4.5 11104 DAX caleb_strategy_v3 [1] 18081.0 None 17996.5 17998.0 17995.0 17995.0 18002.0 84.5 -1.5 -4.0 -7.0 NaN -5.5 11108 DAX caleb_strategy_v3 [1] 18081.0 None 17999.5 18002.0 17997.0 17997.0 17987.0 81.5 -2.5 15.0 10.0 NaN 12.5 11112 DAX caleb_strategy_v3 [1] 18081.0 None 17984.5 17987.0 17982.0 17982.0 17993.0 96.5 -2.5 -6.0 -11.0 NaN -8.5 11115 DAX caleb_strategy_v3 [1] 18081.0 None 17991.0 17993.0 17989.0 17989.0 17999.0 90.0 -2.0 -6.0 -10.0 NaN -8.0 11118 DAX caleb_strategy_v3 [1] 18081.0 None 17996.5 17999.0 17994.0 17994.0 18001.0 84.5 -2.5 -2.0 -7.0 NaN -4.5 11121 DAX caleb_strategy_v3 [1] 18081.0 None 17998.0 18001.0 17995.0 17995.0 17993.0 83.0 -3.0 8.0 2.0 NaN 5.0 11092 DAX caleb_strategy_v3 [1] 18081.0 None 18012.0 18015.0 18009.0 18009.0 18009.0 69.0 -3.0 6.0 0.0 NaN 3.0 11124 DAX caleb_strategy_v3 [1] 18081.0 None 17991.0 17993.0 17989.0 17989.0 17993.0 90.0 -2.0 0.0 -4.0 NaN -2.0 11096 DAX caleb_strategy_v3 [1] 18081.0 None 18006.5 18009.0 18004.0 18004.0 18014.0 74.5 -2.5 -5.0 -10.0 NaN -7.5 11100 DAX caleb_strategy_v3 [1] 18081.0 None 18011.5 18014.0 18009.0 18009.0 17998.0 69.5 -2.5 16.0 11.0 NaN 13.5 11094 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4929.5 4929.0 4930.0 4930.0 4930.0 -23.5 -0.5 1.0 -0.0 NaN 0.5 11095 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4886.5 4887.0 4886.0 4886.0 4888.0 22.5 -0.5 -1.0 -2.0 NaN -1.5 11098 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4930.5 4930.0 4931.0 4931.0 4931.0 -22.5 -0.5 1.0 -0.0 NaN 0.5 11099 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4887.5 4888.0 4887.0 4887.0 4887.0 21.5 -0.5 1.0 0.0 NaN 0.5 11102 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4930.5 4930.0 4931.0 4931.0 4926.0 -22.5 -0.5 -4.0 -5.0 NaN -4.5 11103 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4887.5 4888.0 4887.0 4887.0 4883.0 21.5 -0.5 5.0 4.0 NaN 4.5 11106 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4926.5 4926.0 4927.0 4927.0 4925.0 -26.5 -0.5 -1.0 -2.0 NaN -1.5 11107 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4882.5 4883.0 4882.0 4882.0 4882.0 26.5 -0.5 1.0 0.0 NaN 0.5 11110 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4925.5 4925.0 4926.0 4926.0 4923.0 -27.5 -0.5 -2.0 -3.0 NaN -2.5 11111 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4881.5 4882.0 4881.0 4881.0 4880.0 27.5 -0.5 2.0 1.0 NaN 1.5 11113 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4923.5 4923.0 4924.0 4924.0 4924.0 -29.5 -0.5 1.0 -0.0 NaN 0.5 11114 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4879.5 4880.0 4879.0 4879.0 4881.0 29.5 -0.5 -1.0 -2.0 NaN -1.5 11116 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4923.5 4923.0 4924.0 4924.0 4925.0 -29.5 -0.5 2.0 1.0 NaN 1.5 11117 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4880.5 4881.0 4880.0 4880.0 4882.0 28.5 -0.5 -1.0 -2.0 NaN -1.5 11119 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4925.5 4925.0 4926.0 4926.0 4926.0 -27.5 -0.5 1.0 -0.0 NaN 0.5 11120 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4881.5 4882.0 4881.0 4881.0 4883.0 27.5 -0.5 -1.0 -2.0 NaN -1.5 11122 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4926.5 4926.0 4927.0 4927.0 4925.0 -26.5 -0.5 -1.0 -2.0 NaN -1.5 11123 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4882.5 4883.0 4882.0 4882.0 4882.0 26.5 -0.5 1.0 0.0 NaN 0.5 11125 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4925.5 4925.0 4926.0 4926.0 4924.0 -27.5 -0.5 -1.0 -2.0 NaN -1.5 11126 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4881.5 4882.0 4881.0 4881.0 4881.0 27.5 -0.5 1.0 0.0 NaN 0.5 11127 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4924.5 4924.0 4925.0 4925.0 4926.0 -28.5 -0.5 2.0 1.0 NaN 1.5 11128 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4881.5 4882.0 4881.0 4881.0 4883.0 27.5 -0.5 -1.0 -2.0 NaN -1.5 11129 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 4953.0 None 4926.5 4926.0 4927.0 NaN 4925.0 -26.5 -0.5 -1.0 NaN NaN -1.5 11130 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 4909.0 None 4882.5 4883.0 4882.0 4882.0 4882.0 26.5 -0.5 1.0 0.0 NaN 0.5 11131 EUROSTX caleb_strategy_v3 [1] 4909.0 None 4878.5 4879.0 4878.0 4878.0 4880.0 30.5 -0.5 -1.0 -2.0 NaN -1.5 11132 EUROSTX caleb_strategy_v3 [1] 4909.0 None 4879.5 4880.0 4879.0 4879.0 4879.0 29.5 -0.5 1.0 0.0 NaN 0.5 11133 EUROSTX caleb_strategy_v3 [1] 4909.0 None 4878.0 4879.0 4877.0 4877.0 4879.0 31.0 -1.0 0.0 -2.0 NaN -1.0 11134 EURIBOR-ICE caleb_strategy_v3 [-1] 97.775 None 97.7725 97.77 97.775 97.775 97.765 -0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 11135 GASOIL caleb_strategy_v3 [-1] 777.75 None 775.375 775.25 775.5 775.5 775.25 -2.375 -0.125 -0.0 -0.25 NaN -0.125 11136 COCOA caleb_strategy_v3 [1] 6034.0 None 6206.0 6208.0 6204.0 6204.0 6209.0 -172.0 -2.0 -1.0 -5.0 NaN -3.0 11139 GAS_US_mini caleb_strategy_v3 [1] 1.93 None 1.885 1.89 1.88 1.88 1.885 0.045 -0.005 0.005 -0.005 NaN -0.0 11137 CRUDE_W caleb_strategy_v3 [-1] 73.42 None 73.07 73.06 73.08 73.08 73.06 -0.35 -0.01 -0.0 -0.02 NaN -0.01 11141 CRUDE_W caleb_strategy_v3 [-1] 73.42 None 73.065 73.06 73.07 73.07 73.02 -0.355 -0.005 -0.04 -0.05 NaN -0.045 11138 PLAT caleb_strategy_v3 [1] 915.1 None 936.1 936.2 936.0 936.0 936.2 -21.0 -0.1 0.0 -0.2 NaN -0.1 11142 PLAT caleb_strategy_v3 [1] 915.1 None 936.1 936.2 936.0 936.0 936.0 -21.0 -0.1 0.2 0.0 NaN 0.1 11140 GOLD_micro caleb_strategy_v3 [1] 2183.4 None 2188.35 2188.4 2188.3 2188.3 2188.4 -4.95 -0.05 0.0 -0.1 NaN -0.05 11143 GOLD_micro caleb_strategy_v3 [1] 2183.4 None 2188.35 2188.4 2188.3 2188.3 2188.3 -4.95 -0.05 0.1 0.0 NaN 0.05 11144 GOLD_micro caleb_strategy_v3 [1] 2183.4 None 2188.3 2188.4 2188.2 2188.2 2186.9 -4.9 -0.1 1.5 1.3 NaN 1.4 11145 GOLD_micro caleb_strategy_v3 [1] 2183.4 None 2186.8 2186.9 2186.7 2186.7 2185.5 -3.4 -0.1 1.4 1.2 NaN 1.3 11146 GOLD_micro caleb_strategy_v3 [1] 2183.4 None 2185.45 2185.5 2185.4 2185.4 2183.6 -2.05 -0.05 1.9 1.8 NaN 1.85 11147 SP500_micro caleb_strategy_v3 [1] 5203.25 None 5176.625 5176.75 5176.5 5176.5 5177.0 26.625 -0.125 -0.25 -0.5 NaN -0.375 11148 SP400 caleb_strategy_v3 [1] 2991.2 None 2969.95 2970.1 2969.8 2969.8 2970.2 21.25 -0.15 -0.1 -0.4 NaN -0.25 11150 VIX caleb_strategy_v3 [1] 16.55 None 16.675 16.7 16.65 16.65 16.75 -0.125 -0.025 -0.05 -0.1 NaN -0.075 11151 JPY caleb_strategy_v3 [1] 0.006906 None 0.006905 0.006905 0.006905 0.006905 0.006905 0.000001 -0.0 0.0 -0.0 NaN -0.0 11153 CHF caleb_strategy_v3 [1] 1.1408 None 1.138925 1.13895 1.1389 1.1389 1.1389 0.001875 -0.000025 0.00005 0.0 NaN 0.000025 11154 US30 caleb_strategy_v3 [1] 130.40625 None 130.296875 130.3125 130.28125 130.28125 130.34375 0.109375 -0.015625 -0.03125 -0.0625 NaN -0.046875 11159 US30 caleb_strategy_v3 [1] 130.40625 None 130.328125 130.34375 130.3125 130.3125 130.3125 0.078125 -0.015625 0.03125 0.0 NaN 0.015625 11155 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.6178 None 0.616875 0.61685 0.6169 0.6169 0.61685 -0.000925 -0.000025 -0.0 -0.00005 NaN -0.000025 11156 NZD _ROLL_PSEUDO_STRATEGY [1] 0.6177 None 0.61685 0.6169 0.6168 0.6168 0.6169 0.00085 -0.00005 0.0 -0.0001 NaN -0.00005 11160 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.6178 None 0.616875 0.61685 0.6169 NaN 0.6168 -0.000925 -0.000025 -0.00005 NaN NaN -0.000075 11161 NZD _ROLL_PSEUDO_STRATEGY [1] 0.6177 None 0.616875 0.6169 0.61685 0.61685 0.61685 0.000825 -0.000025 0.00005 0.0 NaN 0.000025 11164 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.6178 None 0.61685 0.6168 0.6169 0.6169 0.6168 -0.00095 -0.00005 -0.0 -0.0001 NaN -0.00005 11165 NZD _ROLL_PSEUDO_STRATEGY [1] 0.6177 None 0.616825 0.61685 0.6168 0.6168 0.6168 0.000875 -0.000025 0.00005 0.0 NaN 0.000025 11168 NZD caleb_strategy_v3 [1] 0.61755 None 0.616775 0.6168 0.61675 NaN 0.6168 0.000775 -0.000025 0.0 NaN NaN -0.000025 11171 NZD caleb_strategy_v3 [1] 0.61755 None 0.616825 0.61685 0.6168 0.6168 0.6169 0.000725 -0.000025 -0.00005 -0.0001 NaN -0.000075 11169 DOW caleb_strategy_v3 [-1] 38907.0 None 38630.5 38629.0 38632.0 38632.0 38643.0 -276.5 -1.5 14.0 11.0 NaN 12.5 11172 DOW caleb_strategy_v3 [-1] 38907.0 None 38644.0 38643.0 38645.0 38645.0 38636.0 -263.0 -1.0 -7.0 -9.0 NaN -8.0 11149 DOW caleb_strategy_v3 [-1] 38907.0 None 38633.0 38632.0 38634.0 38634.0 38631.0 -274.0 -1.0 -1.0 -3.0 NaN -2.0 11157 DOW caleb_strategy_v3 [-1] 38907.0 None 38632.0 38631.0 38633.0 38633.0 38622.0 -275.0 -1.0 -9.0 -11.0 NaN -10.0 11162 DOW caleb_strategy_v3 [-1] 38907.0 None 38623.5 38622.0 38625.0 38625.0 38634.0 -283.5 -1.5 12.0 9.0 NaN 10.5 11166 DOW caleb_strategy_v3 [-1] 38907.0 None 38635.0 38634.0 38636.0 38636.0 38629.0 -272.0 -1.0 -5.0 -7.0 NaN -6.0 11170 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2094.45 2094.4 2094.5 2094.5 2094.8 -17.85 -0.05 0.4 0.3 NaN 0.35 11173 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2094.9 2094.8 2095.0 2095.0 2094.3 -17.4 -0.1 -0.5 -0.7 NaN -0.6 11174 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2094.35 2094.3 2094.4 2094.4 2093.8 -17.95 -0.05 -0.5 -0.6 NaN -0.55 11175 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2093.9 2093.8 2094.0 2094.0 2093.8 -18.4 -0.1 -0.0 -0.2 NaN -0.1 11152 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2093.25 2093.2 2093.3 2093.3 2093.1 -19.05 -0.05 -0.1 -0.2 NaN -0.15 11158 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2093.2 2093.1 2093.3 2093.3 2093.7 -19.1 -0.1 0.6 0.4 NaN 0.5 11163 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2093.8 2093.7 2093.9 2093.9 2093.9 -18.5 -0.1 0.2 -0.0 NaN 0.1 11167 RUSSELL caleb_strategy_v3 [-1] 2112.3 None 2093.8 2093.7 2093.9 2093.9 2094.4 -18.5 -0.1 0.7 0.5 NaN 0.6 11176 LEANHOG caleb_strategy_v3 [1] 101.875 None 101.6125 101.625 101.6 101.6 101.625 0.2625 -0.0125 0.0 -0.025 NaN -0.0125 11177 LEANHOG caleb_strategy_v3 [1] 101.875 None 102.0625 101.625 102.5 102.5 101.6 -0.1875 0.4375 0.025 0.9 NaN 0.4625 =================================================================================================================================================================== 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 11081 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -516.344392 -3.714708 7.429416 -0.0 NaN 3.714708 11082 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -508.914976 -3.714708 -0.0 NaN NaN -3.714708 11083 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -538.632639 -3.714708 7.429416 -0.0 NaN 3.714708 11084 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -538.632639 -3.714708 -7.429416 -14.858831 NaN -11.144124 11085 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -546.062055 -3.714708 7.429416 -0.0 NaN 3.714708 11086 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -516.344392 -3.714708 7.429416 -0.0 NaN 3.714708 11087 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -508.914976 -3.714708 -7.429416 -14.858831 NaN -11.144124 11088 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -508.914976 -3.714708 7.429416 -0.0 NaN 3.714708 11089 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -486.626729 -3.714708 -7.429416 -14.858831 NaN -11.144124 11090 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -486.626729 -3.714708 7.429416 -0.0 NaN 3.714708 11091 NIKKEI caleb_strategy_v3 [-1] 6730.004342 -486.626729 -3.714708 -7.429416 -14.858831 NaN -11.144124 11105 SMI caleb_strategy_v3 [1] 1068.903398 42.099221 -42.099221 9.355382 -74.843059 NaN -32.743838 11109 SMI caleb_strategy_v3 [1] 1068.903398 51.454603 -42.099221 102.909206 18.710765 NaN 60.809985 11093 SMI caleb_strategy_v3 [1] 1068.903398 107.586897 -42.099221 9.355382 -74.843059 NaN -32.743838 11097 SMI caleb_strategy_v3 [1] 1068.903398 112.264588 -37.421529 -65.487677 -140.330736 NaN -102.909206 11101 SMI caleb_strategy_v3 [1] 1068.903398 51.454603 -42.099221 0.0 -84.198441 NaN -42.099221 11104 DAX caleb_strategy_v3 [1] 1683.915526 501.806645 -8.90781 -23.754161 -41.569781 NaN -32.661971 11108 DAX caleb_strategy_v3 [1] 1683.915526 483.991024 -14.84635 89.078103 59.385402 NaN 74.231752 11112 DAX caleb_strategy_v3 [1] 1683.915526 573.069127 -14.84635 -35.631241 -65.323942 NaN -50.477591 11115 DAX caleb_strategy_v3 [1] 1683.915526 534.468616 -11.87708 -35.631241 -59.385402 NaN -47.508321 11118 DAX caleb_strategy_v3 [1] 1683.915526 501.806645 -14.84635 -11.87708 -41.569781 NaN -26.723431 11121 DAX caleb_strategy_v3 [1] 1683.915526 492.898834 -17.815621 47.508321 11.87708 NaN 29.692701 11092 DAX caleb_strategy_v3 [1] 1683.915526 409.759272 -17.815621 35.631241 0.0 NaN 17.815621 11124 DAX caleb_strategy_v3 [1] 1683.915526 534.468616 -11.87708 0.0 -23.754161 NaN -11.87708 11096 DAX caleb_strategy_v3 [1] 1683.915526 442.421243 -14.84635 -29.692701 -59.385402 NaN -44.539051 11100 DAX caleb_strategy_v3 [1] 1683.915526 412.728542 -14.84635 95.016643 65.323942 NaN 80.170292 11094 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -452.994569 -9.638182 19.276365 -0.0 NaN 9.638182 11095 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 433.718204 -9.638182 -19.276365 -38.552729 NaN -28.914547 11098 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -433.718204 -9.638182 19.276365 -0.0 NaN 9.638182 11099 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 414.44184 -9.638182 19.276365 0.0 NaN 9.638182 11102 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -433.718204 -9.638182 -77.105459 -96.381823 NaN -86.743641 11103 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 414.44184 -9.638182 96.381823 77.105459 NaN 86.743641 11106 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -510.823663 -9.638182 -19.276365 -38.552729 NaN -28.914547 11107 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 510.823663 -9.638182 19.276365 0.0 NaN 9.638182 11110 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -530.100027 -9.638182 -38.552729 -57.829094 NaN -48.190912 11111 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 530.100027 -9.638182 38.552729 19.276365 NaN 28.914547 11113 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -568.652757 -9.638182 19.276365 -0.0 NaN 9.638182 11114 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 568.652757 -9.638182 -19.276365 -38.552729 NaN -28.914547 11116 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -568.652757 -9.638182 38.552729 19.276365 NaN 28.914547 11117 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 549.376392 -9.638182 -19.276365 -38.552729 NaN -28.914547 11119 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -530.100027 -9.638182 19.276365 -0.0 NaN 9.638182 11120 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 530.100027 -9.638182 -19.276365 -38.552729 NaN -28.914547 11122 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -510.823663 -9.638182 -19.276365 -38.552729 NaN -28.914547 11123 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 510.823663 -9.638182 19.276365 0.0 NaN 9.638182 11125 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -530.100027 -9.638182 -19.276365 -38.552729 NaN -28.914547 11126 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 530.100027 -9.638182 19.276365 0.0 NaN 9.638182 11127 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -549.376392 -9.638182 38.552729 19.276365 NaN 28.914547 11128 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 530.100027 -9.638182 -19.276365 -38.552729 NaN -28.914547 11129 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 518.770017 -510.823663 -9.638182 -19.276365 NaN NaN -28.914547 11130 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 518.770017 510.823663 -9.638182 19.276365 0.0 NaN 9.638182 11131 EUROSTX caleb_strategy_v3 [1] 518.770017 587.929121 -9.638182 -19.276365 -38.552729 NaN -28.914547 11132 EUROSTX caleb_strategy_v3 [1] 518.770017 568.652757 -9.638182 19.276365 0.0 NaN 9.638182 11133 EUROSTX caleb_strategy_v3 [1] 518.770017 597.567303 -19.276365 0.0 -38.552729 NaN -19.276365 11134 EURIBOR-ICE caleb_strategy_v3 [-1] 0.963456 -25.94824 -25.94824 -51.89648 -103.79296 NaN -77.84472 11135 GASOIL caleb_strategy_v3 [-1] 232.058897 -102.344708 -5.386564 -0.0 -10.773127 NaN -5.386564 11136 COCOA caleb_strategy_v3 [1] 2388.617005 -720.081954 -8.373046 -4.186523 -20.932615 NaN -12.559569 11139 GAS_US_mini caleb_strategy_v3 [1] 1.669141 269.599828 -29.955536 29.955536 -29.955536 NaN -0.0 11137 CRUDE_W caleb_strategy_v3 [-1] 15.541989 -225.196402 -6.434183 -0.0 -12.868366 NaN -6.434183 11141 CRUDE_W caleb_strategy_v3 [-1] 15.541989 -228.413493 -3.217091 -25.736732 -32.170915 NaN -28.953823 11138 PLAT caleb_strategy_v3 [1] 253.656635 -827.890821 -3.942337 0.0 -7.884674 NaN -3.942337 11142 PLAT caleb_strategy_v3 [1] 253.656635 -827.890821 -3.942337 7.884674 0.0 NaN 3.942337 11140 GOLD_micro caleb_strategy_v3 [1] 237.546412 -208.380331 -2.104852 0.0 -4.209704 NaN -2.104852 11143 GOLD_micro caleb_strategy_v3 [1] 237.546412 -208.380331 -2.104852 4.209704 0.0 NaN 2.104852 11144 GOLD_micro caleb_strategy_v3 [1] 237.546412 -206.27548 -4.209704 63.145555 54.726148 NaN 58.935851 11145 GOLD_micro caleb_strategy_v3 [1] 237.546412 -143.129925 -4.209704 58.935851 50.516444 NaN 54.726148 11146 GOLD_micro caleb_strategy_v3 [1] 237.546412 -86.298925 -2.104852 79.98437 75.774666 NaN 77.879518 11147 SP500_micro caleb_strategy_v3 [1] 582.929981 456.744393 -2.14434 -4.28868 -8.577359 NaN -6.43302 11148 SP400 caleb_strategy_v3 [1] 419.181736 506.940026 -3.5784 -2.3856 -9.5424 NaN -5.964 11150 VIX caleb_strategy_v3 [1] 5.42449 -230.436424 -46.087285 -92.17457 -184.349139 NaN -138.261854 11151 JPY caleb_strategy_v3 [1] 0.000585 12.814709 -4.27157 0.0 -8.543139 NaN -4.27157 11153 CHF caleb_strategy_v3 [1] 0.075688 247.72787 -3.303038 6.606077 0.0 NaN 3.303038 11154 US30 caleb_strategy_v3 [1] 18.104468 60.413265 -8.630466 -17.260933 -34.521866 NaN -25.891399 11159 US30 caleb_strategy_v3 [1] 18.104468 43.152332 -8.630466 17.260933 0.0 NaN 8.630466 11155 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.056892 -162.589215 -4.394303 -0.0 -8.788606 NaN -4.394303 11156 NZD _ROLL_PSEUDO_STRATEGY [1] 0.056892 149.406306 -8.788606 0.0 -17.577212 NaN -8.788606 11160 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.056892 -162.589215 -4.394303 -8.788606 NaN NaN -13.182909 11161 NZD _ROLL_PSEUDO_STRATEGY [1] 0.056892 145.012003 -4.394303 8.788606 0.0 NaN 4.394303 11164 NZD _ROLL_PSEUDO_STRATEGY [-1] 0.056892 -166.983518 -8.788606 -0.0 -17.577212 NaN -8.788606 11165 NZD _ROLL_PSEUDO_STRATEGY [1] 0.056892 153.800609 -4.394303 8.788606 0.0 NaN 4.394303 11168 NZD caleb_strategy_v3 [1] 0.056892 136.223397 -4.394303 0.0 NaN NaN -4.394303 11171 NZD caleb_strategy_v3 [1] 0.056892 127.43479 -4.394303 -8.788606 -17.577212 NaN -13.182909 11169 DOW caleb_strategy_v3 [-1] 3659.564815 -755.554319 -4.098848 38.255915 30.058219 NaN 34.157067 11172 DOW caleb_strategy_v3 [-1] 3659.564815 -718.664686 -2.732565 -19.127957 -24.593088 NaN -21.860523 11149 DOW caleb_strategy_v3 [-1] 3659.564815 -748.722905 -2.732565 -2.732565 -8.197696 NaN -5.465131 11157 DOW caleb_strategy_v3 [-1] 3659.564815 -751.455471 -2.732565 -24.593088 -30.058219 NaN -27.325653 11162 DOW caleb_strategy_v3 [-1] 3659.564815 -774.682276 -4.098848 32.790784 24.593088 NaN 28.691936 11166 DOW caleb_strategy_v3 [-1] 3659.564815 -743.257774 -2.732565 -13.662827 -19.127957 NaN -16.395392 11170 RUSSELL caleb_strategy_v3 [-1] 402.589469 -443.379705 -1.24196 9.93568 7.45176 NaN 8.69372 11173 RUSSELL caleb_strategy_v3 [-1] 402.589469 -432.202066 -2.48392 -12.4196 -17.387439 NaN -14.90352 11174 RUSSELL caleb_strategy_v3 [-1] 402.589469 -445.863625 -1.24196 -12.4196 -14.90352 NaN -13.66156 11175 RUSSELL caleb_strategy_v3 [-1] 402.589469 -457.041265 -2.48392 -0.0 -4.96784 NaN -2.48392 11152 RUSSELL caleb_strategy_v3 [-1] 402.589469 -473.186744 -1.24196 -2.48392 -4.96784 NaN -3.72588 11158 RUSSELL caleb_strategy_v3 [-1] 402.589469 -474.428704 -2.48392 14.90352 9.93568 NaN 12.4196 11163 RUSSELL caleb_strategy_v3 [-1] 402.589469 -459.525185 -2.48392 4.96784 -0.0 NaN 2.48392 11167 RUSSELL caleb_strategy_v3 [-1] 402.589469 -459.525185 -2.48392 17.387439 12.4196 NaN 14.90352 11176 LEANHOG caleb_strategy_v3 [1] 16.692677 157.254582 -7.488313 0.0 -14.976627 NaN -7.488313 11177 LEANHOG caleb_strategy_v3 [1] 16.692677 -112.324701 262.090969 14.976627 539.158566 NaN 277.067596 ============================================================================================================================================================================= 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 11081 NIKKEI caleb_strategy_v3 [-1] 0.680717 -236.549039 -1.701792 3.403583 -0.0 NaN 1.701792 11082 NIKKEI caleb_strategy_v3 [-1] 0.680717 -233.145456 -1.701792 -0.0 NaN NaN -1.701792 11083 NIKKEI caleb_strategy_v3 [-1] 0.680717 -246.759789 -1.701792 3.403583 -0.0 NaN 1.701792 11084 NIKKEI caleb_strategy_v3 [-1] 0.680717 -246.759789 -1.701792 -3.403583 -6.807167 NaN -5.105375 11085 NIKKEI caleb_strategy_v3 [-1] 0.680717 -250.163372 -1.701792 3.403583 -0.0 NaN 1.701792 11086 NIKKEI caleb_strategy_v3 [-1] 0.680717 -236.549039 -1.701792 3.403583 -0.0 NaN 1.701792 11087 NIKKEI caleb_strategy_v3 [-1] 0.680717 -233.145456 -1.701792 -3.403583 -6.807167 NaN -5.105375 11088 NIKKEI caleb_strategy_v3 [-1] 0.680717 -233.145456 -1.701792 3.403583 -0.0 NaN 1.701792 11089 NIKKEI caleb_strategy_v3 [-1] 0.680717 -222.934706 -1.701792 -3.403583 -6.807167 NaN -5.105375 11090 NIKKEI caleb_strategy_v3 [-1] 0.680717 -222.934706 -1.701792 3.403583 -0.0 NaN 1.701792 11091 NIKKEI caleb_strategy_v3 [-1] 0.680717 -222.934706 -1.701792 -3.403583 -6.807167 NaN -5.105375 11105 SMI caleb_strategy_v3 [1] 11.402 51.309 -51.309 11.402 -91.216 NaN -39.907 11109 SMI caleb_strategy_v3 [1] 11.402 62.711 -51.309 125.422 22.804 NaN 74.113 11093 SMI caleb_strategy_v3 [1] 11.402 131.123 -51.309 11.402 -91.216 NaN -39.907 11097 SMI caleb_strategy_v3 [1] 11.402 136.824 -45.608 -79.814 -171.03 NaN -125.422 11101 SMI caleb_strategy_v3 [1] 11.402 62.711 -51.309 0.0 -102.618 NaN -51.309 11104 DAX caleb_strategy_v3 [1] 1.0944 92.4768 -1.6416 -4.3776 -7.6608 NaN -6.0192 11108 DAX caleb_strategy_v3 [1] 1.0944 89.1936 -2.736 16.416 10.944 NaN 13.68 11112 DAX caleb_strategy_v3 [1] 1.0944 105.6096 -2.736 -6.5664 -12.0384 NaN -9.3024 11115 DAX caleb_strategy_v3 [1] 1.0944 98.496 -2.1888 -6.5664 -10.944 NaN -8.7552 11118 DAX caleb_strategy_v3 [1] 1.0944 92.4768 -2.736 -2.1888 -7.6608 NaN -4.9248 11121 DAX caleb_strategy_v3 [1] 1.0944 90.8352 -3.2832 8.7552 2.1888 NaN 5.472 11092 DAX caleb_strategy_v3 [1] 1.0944 75.5136 -3.2832 6.5664 0.0 NaN 3.2832 11124 DAX caleb_strategy_v3 [1] 1.0944 98.496 -2.1888 0.0 -4.3776 NaN -2.1888 11096 DAX caleb_strategy_v3 [1] 1.0944 81.5328 -2.736 -5.472 -10.944 NaN -8.208 11100 DAX caleb_strategy_v3 [1] 1.0944 76.0608 -2.736 17.5104 12.0384 NaN 14.7744 11094 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -257.184 -5.472 10.944 -0.0 NaN 5.472 11095 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 246.24 -5.472 -10.944 -21.888 NaN -16.416 11098 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -246.24 -5.472 10.944 -0.0 NaN 5.472 11099 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 235.296 -5.472 10.944 0.0 NaN 5.472 11102 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -246.24 -5.472 -43.776 -54.72 NaN -49.248 11103 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 235.296 -5.472 54.72 43.776 NaN 49.248 11106 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -290.016 -5.472 -10.944 -21.888 NaN -16.416 11107 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 290.016 -5.472 10.944 0.0 NaN 5.472 11110 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -300.96 -5.472 -21.888 -32.832 NaN -27.36 11111 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 300.96 -5.472 21.888 10.944 NaN 16.416 11113 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -322.848 -5.472 10.944 -0.0 NaN 5.472 11114 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 322.848 -5.472 -10.944 -21.888 NaN -16.416 11116 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -322.848 -5.472 21.888 10.944 NaN 16.416 11117 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 311.904 -5.472 -10.944 -21.888 NaN -16.416 11119 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -300.96 -5.472 10.944 -0.0 NaN 5.472 11120 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 300.96 -5.472 -10.944 -21.888 NaN -16.416 11122 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -290.016 -5.472 -10.944 -21.888 NaN -16.416 11123 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 290.016 -5.472 10.944 0.0 NaN 5.472 11125 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -300.96 -5.472 -10.944 -21.888 NaN -16.416 11126 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 300.96 -5.472 10.944 0.0 NaN 5.472 11127 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -311.904 -5.472 21.888 10.944 NaN 16.416 11128 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 300.96 -5.472 -10.944 -21.888 NaN -16.416 11129 EUROSTX _ROLL_PSEUDO_STRATEGY [-1] 10.944 -290.016 -5.472 -10.944 NaN NaN -16.416 11130 EUROSTX _ROLL_PSEUDO_STRATEGY [1] 10.944 290.016 -5.472 10.944 0.0 NaN 5.472 11131 EUROSTX caleb_strategy_v3 [1] 10.944 333.792 -5.472 -10.944 -21.888 NaN -16.416 11132 EUROSTX caleb_strategy_v3 [1] 10.944 322.848 -5.472 10.944 0.0 NaN 5.472 11133 EUROSTX caleb_strategy_v3 [1] 10.944 339.264 -10.944 0.0 -21.888 NaN -10.944 11134 EURIBOR-ICE caleb_strategy_v3 [-1] 2736.0 -6.84 -6.84 -13.68 -27.36 NaN -20.52 11135 GASOIL caleb_strategy_v3 [-1] 100.0 -237.5 -12.5 -0.0 -25.0 NaN -12.5 11136 COCOA caleb_strategy_v3 [1] 10.0 -1720.0 -20.0 -10.0 -50.0 NaN -30.0 11139 GAS_US_mini caleb_strategy_v3 [1] 2500.0 112.5 -12.5 12.5 -12.5 NaN -0.0 11137 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -350.0 -10.0 -0.0 -20.0 NaN -10.0 11141 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -355.0 -5.0 -40.0 -50.0 NaN -45.0 11138 PLAT caleb_strategy_v3 [1] 50.0 -1050.0 -5.0 0.0 -10.0 NaN -5.0 11142 PLAT caleb_strategy_v3 [1] 50.0 -1050.0 -5.0 10.0 0.0 NaN 5.0 11140 GOLD_micro caleb_strategy_v3 [1] 10.0 -49.5 -0.5 0.0 -1.0 NaN -0.5 11143 GOLD_micro caleb_strategy_v3 [1] 10.0 -49.5 -0.5 1.0 0.0 NaN 0.5 11144 GOLD_micro caleb_strategy_v3 [1] 10.0 -49.0 -1.0 15.0 13.0 NaN 14.0 11145 GOLD_micro caleb_strategy_v3 [1] 10.0 -34.0 -1.0 14.0 12.0 NaN 13.0 11146 GOLD_micro caleb_strategy_v3 [1] 10.0 -20.5 -0.5 19.0 18.0 NaN 18.5 11147 SP500_micro caleb_strategy_v3 [1] 5.0 133.125 -0.625 -1.25 -2.5 NaN -1.875 11148 SP400 caleb_strategy_v3 [1] 100.0 2125.0 -15.0 -10.0 -40.0 NaN -25.0 11150 VIX caleb_strategy_v3 [1] 1000.0 -125.0 -25.0 -50.0 -100.0 NaN -75.0 11151 JPY caleb_strategy_v3 [1] 12500000.0 9.375 -3.125 0.0 -6.25 NaN -3.125 11153 CHF caleb_strategy_v3 [1] 125000.0 234.375 -3.125 6.25 0.0 NaN 3.125 11154 US30 caleb_strategy_v3 [1] 1000.0 109.375 -15.625 -31.25 -62.5 NaN -46.875 11159 US30 caleb_strategy_v3 [1] 1000.0 78.125 -15.625 31.25 0.0 NaN 15.625 11155 NZD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -92.5 -2.5 -0.0 -5.0 NaN -2.5 11156 NZD _ROLL_PSEUDO_STRATEGY [1] 100000.0 85.0 -5.0 0.0 -10.0 NaN -5.0 11160 NZD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -92.5 -2.5 -5.0 NaN NaN -7.5 11161 NZD _ROLL_PSEUDO_STRATEGY [1] 100000.0 82.5 -2.5 5.0 0.0 NaN 2.5 11164 NZD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -95.0 -5.0 -0.0 -10.0 NaN -5.0 11165 NZD _ROLL_PSEUDO_STRATEGY [1] 100000.0 87.5 -2.5 5.0 0.0 NaN 2.5 11168 NZD caleb_strategy_v3 [1] 100000.0 77.5 -2.5 0.0 NaN NaN -2.5 11171 NZD caleb_strategy_v3 [1] 100000.0 72.5 -2.5 -5.0 -10.0 NaN -7.5 11169 DOW caleb_strategy_v3 [-1] 0.5 -138.25 -0.75 7.0 5.5 NaN 6.25 11172 DOW caleb_strategy_v3 [-1] 0.5 -131.5 -0.5 -3.5 -4.5 NaN -4.0 11149 DOW caleb_strategy_v3 [-1] 0.5 -137.0 -0.5 -0.5 -1.5 NaN -1.0 11157 DOW caleb_strategy_v3 [-1] 0.5 -137.5 -0.5 -4.5 -5.5 NaN -5.0 11162 DOW caleb_strategy_v3 [-1] 0.5 -141.75 -0.75 6.0 4.5 NaN 5.25 11166 DOW caleb_strategy_v3 [-1] 0.5 -136.0 -0.5 -2.5 -3.5 NaN -3.0 11170 RUSSELL caleb_strategy_v3 [-1] 5.0 -89.25 -0.25 2.0 1.5 NaN 1.75 11173 RUSSELL caleb_strategy_v3 [-1] 5.0 -87.0 -0.5 -2.5 -3.5 NaN -3.0 11174 RUSSELL caleb_strategy_v3 [-1] 5.0 -89.75 -0.25 -2.5 -3.0 NaN -2.75 11175 RUSSELL caleb_strategy_v3 [-1] 5.0 -92.0 -0.5 -0.0 -1.0 NaN -0.5 11152 RUSSELL caleb_strategy_v3 [-1] 5.0 -95.25 -0.25 -0.5 -1.0 NaN -0.75 11158 RUSSELL caleb_strategy_v3 [-1] 5.0 -95.5 -0.5 3.0 2.0 NaN 2.5 11163 RUSSELL caleb_strategy_v3 [-1] 5.0 -92.5 -0.5 1.0 -0.0 NaN 0.5 11167 RUSSELL caleb_strategy_v3 [-1] 5.0 -92.5 -0.5 3.5 2.5 NaN 3.0 11176 LEANHOG caleb_strategy_v3 [1] 400.0 105.0 -5.0 0.0 -10.0 NaN -5.0 11177 LEANHOG caleb_strategy_v3 [1] 400.0 -75.0 175.0 10.0 360.0 NaN 185.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUROSTX -54.72 NZD -25.0 caleb_strategy_v3 CHF 234.375 COCOA -1720.0 CRUDE_W -705.0 DAX 900.6912 DOW -822.0 EURIBOR-ICE -6.84 EUROSTX 995.904 GASOIL -237.5 GAS_US_mini 112.5 GOLD_micro -202.5 JPY 9.375 LEANHOG 30.0 NIKKEI -2585.021511 NZD 150.0 PLAT -2100.0 RUSSELL -733.75 SMI 444.678 SP400 2125.0 SP500_micro 133.125 US30 187.5 VIX -125.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -79.72 caleb_strategy_v3 -3914.463311 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUROSTX -131.328 NZD -20.0 caleb_strategy_v3 CHF -3.125 COCOA -20.0 CRUDE_W -15.0 DAX -26.2656 DOW -3.5 EURIBOR-ICE -6.84 EUROSTX -21.888 GASOIL -12.5 GAS_US_mini -12.5 GOLD_micro -3.5 JPY -3.125 LEANHOG 170.0 NIKKEI -18.719708 NZD -5.0 PLAT -10.0 RUSSELL -3.25 SMI -250.844 SP400 -15.0 SP500_micro -0.625 US30 -31.25 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -151.328 caleb_strategy_v3 -317.932308 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUROSTX 54.72 NZD 5.0 caleb_strategy_v3 CHF 6.25 COCOA -10.0 CRUDE_W -40.0 DAX 24.0768 DOW 2.0 EURIBOR-ICE -13.68 EUROSTX 0.0 GASOIL -0.0 GAS_US_mini 12.5 GOLD_micro 49.0 JPY 0.0 LEANHOG 10.0 NIKKEI 6.807167 NZD -5.0 PLAT 10.0 RUSSELL 4.0 SMI 68.412 SP400 -10.0 SP500_micro -1.25 US30 0.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 59.72 caleb_strategy_v3 63.115967 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUROSTX -186.048 NZD -25.0 caleb_strategy_v3 CHF 0.0 COCOA -50.0 CRUDE_W -70.0 DAX -28.4544 DOW -5.0 EURIBOR-ICE -27.36 EUROSTX -43.776 GASOIL -25.0 GAS_US_mini -12.5 GOLD_micro 42.0 JPY -6.25 LEANHOG 350.0 NIKKEI -27.228666 NZD -10.0 PLAT -10.0 RUSSELL -2.5 SMI -433.276 SP400 -40.0 SP500_micro -2.5 US30 -62.5 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -211.048 caleb_strategy_v3 -564.345066 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EUROSTX 0 NZD 0 caleb_strategy_v3 CHF 0 COCOA 0 CRUDE_W 0 DAX 0 DOW 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LEANHOG 0 NIKKEI 0 NZD 0 PLAT 0 RUSSELL 0 SMI 0 SP400 0 SP500_micro 0 US30 0 VIX 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 EUROSTX -76.608 NZD -15.0 caleb_strategy_v3 CHF 3.125 COCOA -30.0 CRUDE_W -55.0 DAX -2.1888 DOW -1.5 EURIBOR-ICE -20.52 EUROSTX -21.888 GASOIL -12.5 GAS_US_mini -0.0 GOLD_micro 45.5 JPY -3.125 LEANHOG 180.0 NIKKEI -11.912542 NZD -10.0 PLAT 0.0 RUSSELL 0.75 SMI -182.432 SP400 -25.0 SP500_micro -1.875 US30 -31.25 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -91.608 caleb_strategy_v3 -254.816342 ******************************************************************************** END OF REPORT ********************************************************************************