******************************************************************************** Trades report produced on 19/03/2024 21:37 from 18/03/2024 21:37 to 19/03/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11363 CHF caleb_strategy_v3 [20240600] 2024-03-19 15:00:49 [-1] 1.137150 11361 COCOA caleb_strategy_v3 [20240700] 2024-03-19 14:00:46 [-1] 7602.000000 11360 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-19 14:00:45 [1] 77.470000 11362 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-19 14:01:40 [1] 77.480000 11356 EUROSTX caleb_strategy_v3 [20240600] 2024-03-19 08:00:29 [1] 4934.000000 11357 GASOIL caleb_strategy_v3 [20240600] 2024-03-19 09:00:31 [1] 828.250000 11359 HEATOIL caleb_strategy_v3 [20240600] 2024-03-19 14:00:41 [1] 2.712300 11369 JPY caleb_strategy_v3 [20240600] 2024-03-19 15:06:14 [1] 0.006729 11372 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-03-19 15:06:26 [-1] 18136.500000 11364 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-03-19 15:00:50 [-1] 18115.250000 11368 NZD caleb_strategy_v3 [20240600] 2024-03-19 15:05:49 [-1] 0.605400 11374 NZD caleb_strategy_v3 [20240600] 2024-03-19 15:06:28 [-1] 0.605350 11358 ROBUSTA caleb_strategy_v3 [20240500] 2024-03-19 10:00:43 [-1] 3321.000000 11366 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:05:03 [1] 2045.600000 11380 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:11:27 [1] 2046.400000 11381 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:12:27 [1] 2046.200000 11379 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:10:27 [1] 2046.500000 11378 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:09:26 [1] 2045.300000 11377 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:08:26 [1] 2045.800000 11373 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:06:27 [1] 2046.600000 11376 RUSSELL caleb_strategy_v3 [20240600] 2024-03-19 15:07:26 [1] 2046.100000 11382 SOYOIL caleb_strategy_v3 [20240700] 2024-03-19 15:30:30 [1] 49.190000 11375 SP500_micro caleb_strategy_v3 [20240600] 2024-03-19 15:06:29 [-1] 5209.250000 11370 SP500_micro caleb_strategy_v3 [20240600] 2024-03-19 15:06:17 [-1] 5209.750000 11371 US10U caleb_strategy_v3 [20240600] 2024-03-19 15:06:23 [1] 113.640625 11367 US30 caleb_strategy_v3 [20240600] 2024-03-19 15:05:11 [-1] 126.437500 11365 VIX caleb_strategy_v3 [20240600] 2024-03-19 15:05:02 [1] 16.550000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11356 EUROSTX caleb_strategy_v3 2024-03-18 2024-03-19 08:00:28.578 2024-03-19 08:00:29 115228.578 0.422 11357 GASOIL caleb_strategy_v3 2024-03-18 2024-03-19 09:00:29.810 2024-03-19 09:00:31 118829.81 1.19 11358 ROBUSTA caleb_strategy_v3 2024-03-18 2024-03-19 10:00:31.747 2024-03-19 10:00:43 122431.747 11.253 11359 HEATOIL caleb_strategy_v3 2024-03-18 2024-03-19 14:00:40.615 2024-03-19 14:00:41 136840.615 0.385 11361 COCOA caleb_strategy_v3 2024-03-18 2024-03-19 14:00:45.697 2024-03-19 14:00:46 136845.697 0.303 11360 CRUDE_W caleb_strategy_v3 2024-03-18 2024-03-19 14:00:41.947 2024-03-19 14:00:45 136841.947 3.053 11362 CRUDE_W caleb_strategy_v3 2024-03-18 2024-03-19 14:01:40.399 2024-03-19 14:01:40 136900.399 NaN 11363 CHF caleb_strategy_v3 2024-03-18 2024-03-19 15:00:45.606 2024-03-19 15:00:49 140445.606 3.394 11365 VIX caleb_strategy_v3 2024-03-18 2024-03-19 15:00:51.503 2024-03-19 15:05:02 140451.503 250.497 11367 US30 caleb_strategy_v3 2024-03-18 2024-03-19 15:05:04.690 2024-03-19 15:05:11 140704.69 6.31 11369 JPY caleb_strategy_v3 2024-03-18 2024-03-19 15:05:50.214 2024-03-19 15:06:14 140750.214 23.786 11371 US10U caleb_strategy_v3 2024-03-18 2024-03-19 15:06:18.635 2024-03-19 15:06:23 140778.635 4.365 11372 NASDAQ_micro caleb_strategy_v3 2024-03-18 2024-03-19 15:06:26.392 2024-03-19 15:06:26 140786.392 NaN 11364 NASDAQ_micro caleb_strategy_v3 2024-03-18 2024-03-19 15:00:50.522 2024-03-19 15:00:50 140450.522 NaN 11368 NZD caleb_strategy_v3 2024-03-18 2024-03-19 15:05:12.642 2024-03-19 15:05:49 140712.642 36.358 11374 NZD caleb_strategy_v3 2024-03-18 2024-03-19 15:06:28.137 2024-03-19 15:06:28 140788.137 NaN 11370 SP500_micro caleb_strategy_v3 2024-03-18 2024-03-19 15:06:15.194 2024-03-19 15:06:17 140775.194 1.806 11375 SP500_micro caleb_strategy_v3 2024-03-18 2024-03-19 15:06:28.882 2024-03-19 15:06:29 140788.882 0.118 11366 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:05:03.451 2024-03-19 15:05:03 140703.451 NaN 11373 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:06:27.408 2024-03-19 15:06:27 140787.408 NaN 11376 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:07:26.758 2024-03-19 15:07:26 140846.758 NaN 11377 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:08:26.816 2024-03-19 15:08:26 140906.816 NaN 11378 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:09:26.704 2024-03-19 15:09:26 140966.704 NaN 11379 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:10:26.896 2024-03-19 15:10:27 141026.896 0.104 11380 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:11:26.980 2024-03-19 15:11:27 141086.98 0.02 11381 RUSSELL caleb_strategy_v3 2024-03-18 2024-03-19 15:12:27.502 2024-03-19 15:12:27 141147.502 NaN 11382 SOYOIL caleb_strategy_v3 2024-03-18 2024-03-19 15:30:30.469 2024-03-19 15:30:30 142230.469 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 11356 EUROSTX caleb_strategy_v3 [1] 4937.0 None 4934.5 4935.0 4934.0 4934.0 4934.0 2.5 -0.5 1.0 0.0 NaN 0.5 11357 GASOIL caleb_strategy_v3 [1] 831.75 None 827.875 828.0 827.75 827.75 828.25 3.875 -0.125 -0.25 -0.5 NaN -0.375 11358 ROBUSTA caleb_strategy_v3 [-1] 3349.0 None 3323.5 3322.0 3325.0 3325.0 3321.0 -25.5 -1.5 -1.0 -4.0 NaN -2.5 11359 HEATOIL caleb_strategy_v3 [1] 2.7285 None 2.71205 2.7123 2.7118 2.7118 2.7123 0.01645 -0.00025 0.0 -0.0005 NaN -0.00025 11361 COCOA caleb_strategy_v3 [-1] 7612.0 None 7606.0 7602.0 7610.0 7610.0 7602.0 -6.0 -4.0 -0.0 -8.0 NaN -4.0 11360 CRUDE_W caleb_strategy_v3 [1] 77.25 None 77.47 77.48 77.46 77.46 77.47 -0.22 -0.01 0.01 -0.01 NaN 0.0 11362 CRUDE_W caleb_strategy_v3 [1] 77.25 None 77.46 77.47 77.45 77.45 77.48 -0.21 -0.01 -0.01 -0.03 NaN -0.02 11363 CHF caleb_strategy_v3 [-1] 1.1365 None 1.137225 1.1372 1.13725 1.13725 1.13715 0.000725 -0.000025 -0.00005 -0.0001 NaN -0.000075 11365 VIX caleb_strategy_v3 [1] 16.75 None 16.575 16.6 16.55 16.55 16.55 0.175 -0.025 0.05 0.0 NaN 0.025 11367 US30 caleb_strategy_v3 [-1] 126.21875 None 126.421875 126.40625 126.4375 126.4375 126.4375 0.203125 -0.015625 0.03125 -0.0 NaN 0.015625 11369 JPY caleb_strategy_v3 [1] 0.006797 None 0.006728 0.006729 0.006728 0.006728 0.006729 0.000069 -0.0 -0.0 -0.000001 NaN -0.000001 11371 US10U caleb_strategy_v3 [1] 113.40625 None 113.648438 113.65625 113.640625 113.640625 113.640625 -0.242188 -0.007812 0.015625 0.0 NaN 0.007812 11372 NASDAQ_micro caleb_strategy_v3 [-1] 18231.75 None 18115.375 18115.25 18115.5 NaN 18136.5 -116.375 -0.125 21.25 NaN NaN 21.125 11364 NASDAQ_micro caleb_strategy_v3 [-1] 18231.75 None 18115.5 18115.25 18115.75 18115.75 18115.25 -116.25 -0.25 -0.0 -0.5 NaN -0.25 11368 NZD caleb_strategy_v3 [-1] 0.6083 None 0.60545 0.6054 0.6055 0.6055 0.6054 -0.00285 -0.00005 -0.0 -0.0001 NaN -0.00005 11374 NZD caleb_strategy_v3 [-1] 0.6083 None 0.605425 0.6054 0.60545 0.60545 0.60535 -0.002875 -0.000025 -0.00005 -0.0001 NaN -0.000075 11370 SP500_micro caleb_strategy_v3 [-1] 5215.75 None 5210.125 5210.0 5210.25 5210.25 5209.75 -5.625 -0.125 -0.25 -0.5 NaN -0.375 11375 SP500_micro caleb_strategy_v3 [-1] 5215.75 None 5209.875 5209.75 5210.0 5210.0 5209.25 -5.875 -0.125 -0.5 -0.75 NaN -0.625 11366 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2045.5 2045.6 2045.4 2045.4 2045.6 3.2 -0.1 0.0 -0.2 NaN -0.1 11373 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2045.5 2045.6 2045.4 2045.4 2046.6 3.2 -0.1 -1.0 -1.2 NaN -1.1 11376 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2046.55 2046.6 2046.5 2046.5 2046.1 2.15 -0.05 0.5 0.4 NaN 0.45 11377 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2046.05 2046.1 2046.0 2046.0 2045.8 2.65 -0.05 0.3 0.2 NaN 0.25 11378 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2045.75 2045.8 2045.7 2045.7 2045.3 2.95 -0.05 0.5 0.4 NaN 0.45 11379 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2045.75 2045.8 2045.7 2045.7 2046.5 2.95 -0.05 -0.7 -0.8 NaN -0.75 11380 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2046.45 2046.5 2046.4 2046.4 2046.4 2.25 -0.05 0.1 0.0 NaN 0.05 11381 RUSSELL caleb_strategy_v3 [1] 2048.7 None 2046.35 2046.4 2046.3 2046.3 2046.2 2.35 -0.05 0.2 0.1 NaN 0.15 11382 SOYOIL caleb_strategy_v3 [1] 49.38 None 49.0 49.0 49.0 49.0 49.19 0.38 0.0 -0.19 -0.19 NaN -0.19 ================================================================================================================================================================ 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 11356 EUROSTX caleb_strategy_v3 [1] 500.344185 49.965605 -9.993121 19.986242 0.0 NaN 9.993121 11357 GASOIL caleb_strategy_v3 [1] 227.779155 170.120923 -5.487772 -10.975543 -21.951087 NaN -16.463315 11358 ROBUSTA caleb_strategy_v3 [-1] 736.735281 -346.121608 -20.360095 -13.573396 -54.293586 NaN -33.933491 11359 HEATOIL caleb_strategy_v3 [1] 0.702072 234.306598 -3.560891 0.0 -7.121781 NaN -3.560891 11361 COCOA caleb_strategy_v3 [-1] 2629.476396 -22.818231 -15.212154 -0.0 -30.424308 NaN -15.212154 11360 CRUDE_W caleb_strategy_v3 [1] 15.02127 -146.458992 -6.657227 6.657227 -6.657227 NaN 0.0 11362 CRUDE_W caleb_strategy_v3 [1] 15.02127 -139.801765 -6.657227 -6.657227 -19.971681 NaN -13.314454 11363 CHF caleb_strategy_v3 [-1] 0.073224 99.011212 -3.41418 -6.828359 -13.656719 NaN -10.242539 11365 VIX caleb_strategy_v3 [1] 5.674213 308.412837 -44.058977 88.117953 0.0 NaN 44.058977 11367 US30 caleb_strategy_v3 [-1] 18.220869 111.479313 -8.575332 17.150664 -0.0 NaN 8.575332 11369 JPY caleb_strategy_v3 [1] 0.000624 1109.942411 -4.007012 -8.014025 -16.028049 NaN -12.021037 11371 US10U caleb_strategy_v3 [1] 8.928016 -271.266863 -8.750544 17.501088 0.0 NaN 8.750544 11372 NASDAQ_micro caleb_strategy_v3 [-1] 2793.432398 -416.60217 -0.447478 76.071288 NaN NaN 75.62381 11364 NASDAQ_micro caleb_strategy_v3 [-1] 2793.432398 -416.154692 -0.894956 -0.0 -1.789913 NaN -0.894956 11368 NZD caleb_strategy_v3 [-1] 0.054488 -523.053424 -9.176376 -0.0 -18.352752 NaN -9.176376 11374 NZD caleb_strategy_v3 [-1] 0.054488 -527.641612 -4.588188 -9.176376 -18.352752 NaN -13.764564 11370 SP500_micro caleb_strategy_v3 [-1] 570.304398 -98.631538 -2.191812 -4.383624 -8.767248 NaN -6.575436 11375 SP500_micro caleb_strategy_v3 [-1] 570.304398 -103.015162 -2.191812 -8.767248 -13.150872 NaN -10.95906 11366 RUSSELL caleb_strategy_v3 [1] 385.867659 82.929987 -2.591562 0.0 -5.183124 NaN -2.591562 11373 RUSSELL caleb_strategy_v3 [1] 385.867659 82.929987 -2.591562 -25.915621 -31.098745 NaN -28.507183 11376 RUSSELL caleb_strategy_v3 [1] 385.867659 55.718585 -1.295781 12.95781 10.366248 NaN 11.662029 11377 RUSSELL caleb_strategy_v3 [1] 385.867659 68.676396 -1.295781 7.774686 5.183124 NaN 6.478905 11378 RUSSELL caleb_strategy_v3 [1] 385.867659 76.451082 -1.295781 12.95781 10.366248 NaN 11.662029 11379 RUSSELL caleb_strategy_v3 [1] 385.867659 76.451082 -1.295781 -18.140935 -20.732497 NaN -19.436716 11380 RUSSELL caleb_strategy_v3 [1] 385.867659 58.310147 -1.295781 2.591562 0.0 NaN 1.295781 11381 RUSSELL caleb_strategy_v3 [1] 385.867659 60.901709 -1.295781 5.183124 2.591562 NaN 3.887343 11382 SOYOIL caleb_strategy_v3 [1] 12.396166 306.54639 0.0 -153.273195 -153.273195 NaN -153.273195 ======================================================================================================================================================================== 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 11356 EUROSTX caleb_strategy_v3 [1] 10.8655 27.16375 -5.43275 10.8655 0.0 NaN 5.43275 11357 GASOIL caleb_strategy_v3 [1] 100.0 387.5 -12.5 -25.0 -50.0 NaN -37.5 11358 ROBUSTA caleb_strategy_v3 [-1] 10.0 -255.0 -15.0 -10.0 -40.0 NaN -25.0 11359 HEATOIL caleb_strategy_v3 [1] 42000.0 690.9 -10.5 0.0 -21.0 NaN -10.5 11361 COCOA caleb_strategy_v3 [-1] 10.0 -60.0 -40.0 -0.0 -80.0 NaN -40.0 11360 CRUDE_W caleb_strategy_v3 [1] 1000.0 -220.0 -10.0 10.0 -10.0 NaN 0.0 11362 CRUDE_W caleb_strategy_v3 [1] 1000.0 -210.0 -10.0 -10.0 -30.0 NaN -20.0 11363 CHF caleb_strategy_v3 [-1] 125000.0 90.625 -3.125 -6.25 -12.5 NaN -9.375 11365 VIX caleb_strategy_v3 [1] 1000.0 175.0 -25.0 50.0 0.0 NaN 25.0 11367 US30 caleb_strategy_v3 [-1] 1000.0 203.125 -15.625 31.25 -0.0 NaN 15.625 11369 JPY caleb_strategy_v3 [1] 12500000.0 865.625 -3.125 -6.25 -12.5 NaN -9.375 11371 US10U caleb_strategy_v3 [1] 1000.0 -242.1875 -7.8125 15.625 0.0 NaN 7.8125 11372 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -232.75 -0.25 42.5 NaN NaN 42.25 11364 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -232.5 -0.5 -0.0 -1.0 NaN -0.5 11368 NZD caleb_strategy_v3 [-1] 100000.0 -285.0 -5.0 -0.0 -10.0 NaN -5.0 11374 NZD caleb_strategy_v3 [-1] 100000.0 -287.5 -2.5 -5.0 -10.0 NaN -7.5 11370 SP500_micro caleb_strategy_v3 [-1] 5.0 -28.125 -0.625 -1.25 -2.5 NaN -1.875 11375 SP500_micro caleb_strategy_v3 [-1] 5.0 -29.375 -0.625 -2.5 -3.75 NaN -3.125 11366 RUSSELL caleb_strategy_v3 [1] 5.0 16.0 -0.5 0.0 -1.0 NaN -0.5 11373 RUSSELL caleb_strategy_v3 [1] 5.0 16.0 -0.5 -5.0 -6.0 NaN -5.5 11376 RUSSELL caleb_strategy_v3 [1] 5.0 10.75 -0.25 2.5 2.0 NaN 2.25 11377 RUSSELL caleb_strategy_v3 [1] 5.0 13.25 -0.25 1.5 1.0 NaN 1.25 11378 RUSSELL caleb_strategy_v3 [1] 5.0 14.75 -0.25 2.5 2.0 NaN 2.25 11379 RUSSELL caleb_strategy_v3 [1] 5.0 14.75 -0.25 -3.5 -4.0 NaN -3.75 11380 RUSSELL caleb_strategy_v3 [1] 5.0 11.25 -0.25 0.5 0.0 NaN 0.25 11381 RUSSELL caleb_strategy_v3 [1] 5.0 11.75 -0.25 1.0 0.5 NaN 0.75 11382 SOYOIL caleb_strategy_v3 [1] 600.0 228.0 0.0 -114.0 -114.0 NaN -114.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 90.625 COCOA -60.0 CRUDE_W -430.0 EUROSTX 27.16375 GASOIL 387.5 HEATOIL 690.9 JPY 865.625 NASDAQ_micro -465.25 NZD -572.5 ROBUSTA -255.0 RUSSELL 108.5 SOYOIL 228.0 SP500_micro -57.5 US10U -242.1875 US30 203.125 VIX 175.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 694.00125 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -3.125 COCOA -40.0 CRUDE_W -20.0 EUROSTX -5.43275 GASOIL -12.5 HEATOIL -10.5 JPY -3.125 NASDAQ_micro -0.75 NZD -7.5 ROBUSTA -15.0 RUSSELL -2.5 SOYOIL 0.0 SP500_micro -1.25 US10U -7.8125 US30 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -170.12025 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COCOA -0.0 CRUDE_W 0.0 EUROSTX 10.8655 GASOIL -25.0 HEATOIL 0.0 JPY -6.25 NASDAQ_micro 42.5 NZD -5.0 ROBUSTA -10.0 RUSSELL -0.5 SOYOIL -114.0 SP500_micro -3.75 US10U 15.625 US30 31.25 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -20.5095 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -12.5 COCOA -80.0 CRUDE_W -40.0 EUROSTX 0.0 GASOIL -50.0 HEATOIL -21.0 JPY -12.5 NASDAQ_micro -1.0 NZD -20.0 ROBUSTA -40.0 RUSSELL -5.5 SOYOIL -114.0 SP500_micro -6.25 US10U 0.0 US30 -0.0 VIX 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -402.75 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COCOA 0 CRUDE_W 0 EUROSTX 0 GASOIL 0 HEATOIL 0 JPY 0 NASDAQ_micro 0 NZD 0 ROBUSTA 0 RUSSELL 0 SOYOIL 0 SP500_micro 0 US10U 0 US30 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 CHF -9.375 COCOA -40.0 CRUDE_W -20.0 EUROSTX 5.43275 GASOIL -37.5 HEATOIL -10.5 JPY -9.375 NASDAQ_micro 41.75 NZD -12.5 ROBUSTA -25.0 RUSSELL -3.0 SOYOIL -114.0 SP500_micro -5.0 US10U 7.8125 US30 15.625 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -190.62975 ******************************************************************************** END OF REPORT ********************************************************************************