******************************************************************************** Trades report produced on 26/03/2024 21:37 from 25/03/2024 21:37 to 26/03/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11483 AUD caleb_strategy_v3 [20240600] 2024-03-26 15:01:17 [-1] 0.65525 11472 BTP caleb_strategy_v3 [20240600] 2024-03-26 08:00:39 [1] 118.89000 11492 CHF caleb_strategy_v3 [20240600] 2024-03-26 15:02:30 [-1] 1.11745 11477 COCOA caleb_strategy_v3 [20240700] 2024-03-26 14:01:08 [-1] 9303.00000 11481 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-26 14:03:48 [1] 77.18000 11479 CRUDE_W caleb_strategy_v3 [20241200] 2024-03-26 14:03:43 [1] 77.16000 11495 DOW caleb_strategy_v3 [20240600] 2024-03-26 15:02:49 [-1] 39809.00000 11489 DOW caleb_strategy_v3 [20240600] 2024-03-26 15:02:12 [-1] 39812.00000 11499 DOW caleb_strategy_v3 [20240600] 2024-03-26 15:03:36 [-1] 39798.00000 11501 DOW caleb_strategy_v3 [20240600] 2024-03-26 15:04:36 [-1] 39797.00000 11485 EUR caleb_strategy_v3 [20240600] 2024-03-26 15:01:19 [-1] 1.08775 11475 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-03-26 09:05:11 [1] 97.63000 11473 EUROSTX caleb_strategy_v3 [20240600] 2024-03-26 08:00:41 [1] 5005.00000 11474 GASOIL caleb_strategy_v3 [20240600] 2024-03-26 09:00:46 [1] 805.50000 11482 GAS_US_mini caleb_strategy_v3 [20240600] 2024-03-26 14:05:07 [-1] 2.03000 11480 GAS_US_mini caleb_strategy_v3 [20240600] 2024-03-26 14:03:47 [-1] 2.02500 11478 GAS_US_mini caleb_strategy_v3 [20240600] 2024-03-26 14:03:41 [-1] 2.03000 11498 GBP caleb_strategy_v3 [20240600] 2024-03-26 15:03:35 [-1] 1.26360 11494 GBP caleb_strategy_v3 [20240600] 2024-03-26 15:02:48 [-1] 1.26370 11488 GBP caleb_strategy_v3 [20240600] 2024-03-26 15:02:09 [-1] 1.26380 11503 LIVECOW caleb_strategy_v3 [20240600] 2024-03-26 15:30:42 [-1] 177.90000 11476 PLAT caleb_strategy_v3 [20240700] 2024-03-26 14:00:51 [-1] 919.10000 11496 RUSSELL caleb_strategy_v3 [20240600] 2024-03-26 15:02:50 [1] 2101.90000 11491 RUSSELL caleb_strategy_v3 [20240600] 2024-03-26 15:02:16 [1] 2102.30000 11502 SOYOIL caleb_strategy_v3 [20240700] 2024-03-26 15:30:40 [1] 49.14000 11500 SP500_micro caleb_strategy_v3 [20240600] 2024-03-26 15:04:35 [-1] 5290.25000 11497 SP500_micro caleb_strategy_v3 [20240600] 2024-03-26 15:03:34 [-1] 5290.00000 11484 SP500_micro caleb_strategy_v3 [20240600] 2024-03-26 15:01:18 [-1] 5291.25000 11493 SP500_micro caleb_strategy_v3 [20240600] 2024-03-26 15:02:38 [-1] 5291.50000 11487 US10U caleb_strategy_v3 [20240600] 2024-03-26 15:02:04 [1] 114.00000 11486 US20 caleb_strategy_v3 [20240600] 2024-03-26 15:01:25 [1] 119.21875 11490 VIX caleb_strategy_v3 [20240600] 2024-03-26 15:02:14 [-1] 16.05000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11472 BTP caleb_strategy_v3 2024-03-25 2024-03-26 08:00:38.086 2024-03-26 08:00:39 115238.086 0.914 11473 EUROSTX caleb_strategy_v3 2024-03-25 2024-03-26 08:00:40.059 2024-03-26 08:00:41 115240.059 0.941 11474 GASOIL caleb_strategy_v3 2024-03-25 2024-03-26 09:00:39.286 2024-03-26 09:00:46 118839.286 6.714 11475 EURIBOR-ICE caleb_strategy_v3 2024-03-25 2024-03-26 09:00:47.698 2024-03-26 09:05:11 118847.698 263.302 11476 PLAT caleb_strategy_v3 2024-03-25 2024-03-26 14:00:50.283 2024-03-26 14:00:51 136850.283 0.717 11477 COCOA caleb_strategy_v3 2024-03-25 2024-03-26 14:00:52.278 2024-03-26 14:01:08 136852.278 15.722 11481 CRUDE_W caleb_strategy_v3 2024-03-25 2024-03-26 14:03:47.745 2024-03-26 14:03:48 137027.745 0.255 11479 CRUDE_W caleb_strategy_v3 2024-03-25 2024-03-26 14:03:42.107 2024-03-26 14:03:43 137022.107 0.893 11480 GAS_US_mini caleb_strategy_v3 2024-03-25 2024-03-26 14:03:46.706 2024-03-26 14:03:47 137026.706 0.294 11482 GAS_US_mini caleb_strategy_v3 2024-03-25 2024-03-26 14:04:46.855 2024-03-26 14:05:07 137086.855 20.145 11478 GAS_US_mini caleb_strategy_v3 2024-03-25 2024-03-26 14:01:09.703 2024-03-26 14:03:41 136869.703 151.297 11483 AUD caleb_strategy_v3 2024-03-25 2024-03-26 15:00:57.459 2024-03-26 15:01:17 140457.459 19.541 11485 EUR caleb_strategy_v3 2024-03-25 2024-03-26 15:01:19.335 2024-03-26 15:01:19 140479.335 NaN 11486 US20 caleb_strategy_v3 2024-03-25 2024-03-26 15:01:20.590 2024-03-26 15:01:25 140480.59 4.41 11487 US10U caleb_strategy_v3 2024-03-25 2024-03-26 15:01:26.907 2024-03-26 15:02:04 140486.907 37.093 11490 VIX caleb_strategy_v3 2024-03-25 2024-03-26 15:02:13.290 2024-03-26 15:02:14 140533.29 0.71 11492 CHF caleb_strategy_v3 2024-03-25 2024-03-26 15:02:17.470 2024-03-26 15:02:30 140537.47 12.53 11496 RUSSELL caleb_strategy_v3 2024-03-25 2024-03-26 15:02:50.054 2024-03-26 15:02:50 140570.054 NaN 11491 RUSSELL caleb_strategy_v3 2024-03-25 2024-03-26 15:02:15.602 2024-03-26 15:02:16 140535.602 0.398 11488 GBP caleb_strategy_v3 2024-03-25 2024-03-26 15:02:05.327 2024-03-26 15:02:09 140525.327 3.673 11498 GBP caleb_strategy_v3 2024-03-25 2024-03-26 15:03:35.204 2024-03-26 15:03:35 140615.204 NaN 11494 GBP caleb_strategy_v3 2024-03-25 2024-03-26 15:02:39.147 2024-03-26 15:02:48 140559.147 8.853 11500 SP500_micro caleb_strategy_v3 2024-03-25 2024-03-26 15:04:34.304 2024-03-26 15:04:35 140674.304 0.696 11497 SP500_micro caleb_strategy_v3 2024-03-25 2024-03-26 15:03:34.355 2024-03-26 15:03:34 140614.355 NaN 11484 SP500_micro caleb_strategy_v3 2024-03-25 2024-03-26 15:01:18.241 2024-03-26 15:01:18 140478.241 NaN 11493 SP500_micro caleb_strategy_v3 2024-03-25 2024-03-26 15:02:33.720 2024-03-26 15:02:38 140553.72 4.28 11489 DOW caleb_strategy_v3 2024-03-25 2024-03-26 15:02:10.582 2024-03-26 15:02:12 140530.582 1.418 11499 DOW caleb_strategy_v3 2024-03-25 2024-03-26 15:03:36.115 2024-03-26 15:03:36 140616.115 NaN 11501 DOW caleb_strategy_v3 2024-03-25 2024-03-26 15:04:35.746 2024-03-26 15:04:36 140675.746 0.254 11495 DOW caleb_strategy_v3 2024-03-25 2024-03-26 15:02:49.363 2024-03-26 15:02:49 140569.363 NaN 11502 SOYOIL caleb_strategy_v3 2024-03-25 2024-03-26 15:30:40.342 2024-03-26 15:30:40 142240.342 NaN 11503 LIVECOW caleb_strategy_v3 2024-03-25 2024-03-26 15:30:41.982 2024-03-26 15:30:42 142241.982 0.018 ==================================================================================================================================================================================================================================== 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 11472 BTP caleb_strategy_v3 [1] 118.71 None 118.875 118.88 118.87 118.87 118.89 -0.165 -0.005 -0.01 -0.02 NaN -0.015 11473 EUROSTX caleb_strategy_v3 [1] 4998.0 None 5003.5 5004.0 5003.0 5003.0 5005.0 -5.5 -0.5 -1.0 -2.0 NaN -1.5 11474 GASOIL caleb_strategy_v3 [1] 808.75 None 805.125 805.25 805.0 805.0 805.5 3.625 -0.125 -0.25 -0.5 NaN -0.375 11475 EURIBOR-ICE caleb_strategy_v3 [1] 97.62 None 97.6225 97.625 97.62 97.62 97.63 -0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 11476 PLAT caleb_strategy_v3 [-1] 916.1 None 919.4 919.3 919.5 919.5 919.1 3.3 -0.1 -0.2 -0.4 NaN -0.3 11477 COCOA caleb_strategy_v3 [-1] 9081.0 None 9314.5 9307.0 9322.0 9322.0 9303.0 233.5 -7.5 -4.0 -19.0 NaN -11.5 11481 CRUDE_W caleb_strategy_v3 [1] 77.14 None 77.155 77.16 77.15 77.15 77.18 -0.015 -0.005 -0.02 -0.03 NaN -0.025 11479 CRUDE_W caleb_strategy_v3 [1] 77.14 None 77.15 77.16 77.14 77.14 77.16 -0.01 -0.01 0.0 -0.02 NaN -0.01 11480 GAS_US_mini caleb_strategy_v3 [-1] 2.03 None 2.0325 2.03 2.035 NaN 2.025 0.0025 -0.0025 -0.005 NaN NaN -0.0075 11482 GAS_US_mini caleb_strategy_v3 [-1] 2.03 None 2.0325 2.03 2.035 2.035 2.03 0.0025 -0.0025 -0.0 -0.005 NaN -0.0025 11478 GAS_US_mini caleb_strategy_v3 [-1] 2.03 None 2.0325 2.03 2.035 2.035 2.03 0.0025 -0.0025 -0.0 -0.005 NaN -0.0025 11483 AUD caleb_strategy_v3 [-1] 0.6553 None 0.655225 0.6552 0.65525 0.65525 0.65525 -0.000075 -0.000025 0.00005 -0.0 NaN 0.000025 11485 EUR caleb_strategy_v3 [-1] 1.0876 None 1.0878 1.08775 1.08785 1.08785 1.08775 0.0002 -0.00005 -0.0 -0.0001 NaN -0.00005 11486 US20 caleb_strategy_v3 [1] 119.40625 None 119.171875 119.1875 119.15625 119.15625 119.21875 0.234375 -0.015625 -0.03125 -0.0625 NaN -0.046875 11487 US10U caleb_strategy_v3 [1] 114.140625 None 114.007812 114.015625 114.0 114.0 114.0 0.132812 -0.007812 0.015625 0.0 NaN 0.007812 11490 VIX caleb_strategy_v3 [-1] 16.25 None 16.125 16.1 16.15 16.15 16.05 -0.125 -0.025 -0.05 -0.1 NaN -0.075 11492 CHF caleb_strategy_v3 [-1] 1.12255 None 1.11755 1.1175 1.1176 1.1176 1.11745 -0.005 -0.00005 -0.00005 -0.00015 NaN -0.0001 11496 RUSSELL caleb_strategy_v3 [1] 2096.5 None 2102.25 2102.3 2102.2 2102.2 2101.9 -5.75 -0.05 0.4 0.3 NaN 0.35 11491 RUSSELL caleb_strategy_v3 [1] 2096.5 None 2102.35 2102.4 2102.3 2102.3 2102.3 -5.85 -0.05 0.1 0.0 NaN 0.05 11488 GBP caleb_strategy_v3 [-1] 1.2644 None 1.26375 1.2637 1.2638 1.2638 1.2638 -0.00065 -0.00005 0.0001 -0.0 NaN 0.00005 11498 GBP caleb_strategy_v3 [-1] 1.2644 None 1.26375 1.2637 1.2638 1.2638 1.2636 -0.00065 -0.00005 -0.0001 -0.0002 NaN -0.00015 11494 GBP caleb_strategy_v3 [-1] 1.2644 None 1.26385 1.2638 1.2639 1.2639 1.2637 -0.00055 -0.00005 -0.0001 -0.0002 NaN -0.00015 11500 SP500_micro caleb_strategy_v3 [-1] 5277.75 None 5290.125 5290.0 5290.25 5290.25 5290.25 12.375 -0.125 0.25 -0.0 NaN 0.125 11497 SP500_micro caleb_strategy_v3 [-1] 5277.75 None 5291.375 5291.25 5291.5 5291.5 5290.0 13.625 -0.125 -1.25 -1.5 NaN -1.375 11484 SP500_micro caleb_strategy_v3 [-1] 5277.75 None 5291.625 5291.5 5291.75 5291.75 5291.25 13.875 -0.125 -0.25 -0.5 NaN -0.375 11493 SP500_micro caleb_strategy_v3 [-1] 5277.75 None 5291.375 5291.25 5291.5 5291.5 5291.5 13.625 -0.125 0.25 -0.0 NaN 0.125 11489 DOW caleb_strategy_v3 [-1] 39696.0 None 39811.5 39811.0 39812.0 39812.0 39812.0 115.5 -0.5 1.0 -0.0 NaN 0.5 11499 DOW caleb_strategy_v3 [-1] 39696.0 None 39809.5 39809.0 39810.0 39810.0 39798.0 113.5 -0.5 -11.0 -12.0 NaN -11.5 11501 DOW caleb_strategy_v3 [-1] 39696.0 None 39798.5 39798.0 39799.0 39799.0 39797.0 102.5 -0.5 -1.0 -2.0 NaN -1.5 11495 DOW caleb_strategy_v3 [-1] 39696.0 None 39811.5 39811.0 39812.0 39812.0 39809.0 115.5 -0.5 -2.0 -3.0 NaN -2.5 11502 SOYOIL caleb_strategy_v3 [1] 49.56 None 49.0 49.0 49.0 49.0 49.14 0.56 0.0 -0.14 -0.14 NaN -0.14 11503 LIVECOW caleb_strategy_v3 [-1] 181.725 None 177.9125 177.9 177.925 177.925 177.9 -3.8125 -0.0125 -0.0 -0.025 NaN -0.0125 ================================================================================================================================================================ 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 11472 BTP caleb_strategy_v3 [1] 9.158334 -180.163772 -5.459508 -10.919016 -21.838033 NaN -16.378525 11473 EUROSTX caleb_strategy_v3 [1] 489.580122 -112.341162 -10.212833 -20.425666 -40.851332 NaN -30.638499 11474 GASOIL caleb_strategy_v3 [1] 220.740748 164.219793 -5.662751 -11.325503 -22.651006 NaN -16.988254 11475 EURIBOR-ICE caleb_strategy_v3 [1] 0.955849 -26.154764 -26.154764 -52.309528 -104.619056 NaN -78.464292 11476 PLAT caleb_strategy_v3 [-1] 246.991698 133.607729 -4.048719 -8.097438 -16.194876 NaN -12.146157 11477 COCOA caleb_strategy_v3 [-1] 2987.414421 781.612348 -25.105322 -13.389505 -63.600148 NaN -38.494827 11481 CRUDE_W caleb_strategy_v3 [1] 14.894858 -10.070589 -3.356863 -13.427452 -20.141179 NaN -16.784316 11479 CRUDE_W caleb_strategy_v3 [1] 14.894858 -6.713726 -6.713726 0.0 -13.427452 NaN -6.713726 11480 GAS_US_mini caleb_strategy_v3 [-1] 1.516796 16.482112 -16.482112 -32.964223 NaN NaN -49.446335 11482 GAS_US_mini caleb_strategy_v3 [-1] 1.516796 16.482112 -16.482112 -0.0 -32.964223 NaN -16.482112 11478 GAS_US_mini caleb_strategy_v3 [-1] 1.516796 16.482112 -16.482112 -0.0 -32.964223 NaN -16.482112 11483 AUD caleb_strategy_v3 [-1] 0.057891 -12.955375 -4.318458 8.636917 -0.0 NaN 4.318458 11485 EUR caleb_strategy_v3 [-1] 0.064631 30.944755 -7.736189 -0.0 -15.472377 NaN -7.736189 11486 US20 caleb_strategy_v3 [1] 12.588624 186.180006 -12.412 -24.824001 -49.648002 NaN -37.236001 11487 US10U caleb_strategy_v3 [1] 8.582703 154.744368 -9.10261 18.20522 0.0 NaN 9.10261 11490 VIX caleb_strategy_v3 [-1] 5.435735 -229.959692 -45.991938 -91.983877 -183.967754 NaN -137.975815 11492 CHF caleb_strategy_v3 [-1] 0.081434 -613.995078 -6.139951 -6.139951 -18.419852 NaN -12.279902 11496 RUSSELL caleb_strategy_v3 [1] 393.823509 -146.004489 -1.269604 10.156834 7.617625 NaN 8.88723 11491 RUSSELL caleb_strategy_v3 [1] 393.823509 -148.543697 -1.269604 2.539208 0.0 NaN 1.269604 11488 GBP caleb_strategy_v3 [-1] 0.087675 -74.137363 -5.702874 11.405748 -0.0 NaN 5.702874 11498 GBP caleb_strategy_v3 [-1] 0.087675 -74.137363 -5.702874 -11.405748 -22.811496 NaN -17.108622 11494 GBP caleb_strategy_v3 [-1] 0.087675 -62.731615 -5.702874 -11.405748 -22.811496 NaN -17.108622 11500 SP500_micro caleb_strategy_v3 [-1] 555.121752 222.92407 -2.251758 4.503517 -0.0 NaN 2.251758 11497 SP500_micro caleb_strategy_v3 [-1] 555.121752 245.441652 -2.251758 -22.517583 -27.021099 NaN -24.769341 11484 SP500_micro caleb_strategy_v3 [-1] 555.121752 249.945169 -2.251758 -4.503517 -9.007033 NaN -6.755275 11493 SP500_micro caleb_strategy_v3 [-1] 555.121752 245.441652 -2.251758 4.503517 -0.0 NaN 2.251758 11489 DOW caleb_strategy_v3 [-1] 4027.455551 286.781564 -1.241479 2.482957 -0.0 NaN 1.241479 11499 DOW caleb_strategy_v3 [-1] 4027.455551 281.815649 -1.241479 -27.31253 -29.795487 NaN -28.554008 11501 DOW caleb_strategy_v3 [-1] 4027.455551 254.503119 -1.241479 -2.482957 -4.965915 NaN -3.724436 11495 DOW caleb_strategy_v3 [-1] 4027.455551 286.781564 -1.241479 -4.965915 -7.448872 NaN -6.207393 11502 SOYOIL caleb_strategy_v3 [1] 13.449526 416.371553 0.0 -104.092888 -104.092888 NaN -104.092888 11503 LIVECOW caleb_strategy_v3 [-1] 21.785771 -1749.995417 -5.73769 -0.0 -11.47538 NaN -5.73769 ======================================================================================================================================================================== 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 11472 BTP caleb_strategy_v3 [1] 1085.25 -179.06625 -5.42625 -10.8525 -21.705 NaN -16.27875 11473 EUROSTX caleb_strategy_v3 [1] 10.8525 -59.68875 -5.42625 -10.8525 -21.705 NaN -16.27875 11474 GASOIL caleb_strategy_v3 [1] 100.0 362.5 -12.5 -25.0 -50.0 NaN -37.5 11475 EURIBOR-ICE caleb_strategy_v3 [1] 2713.125 -6.782812 -6.782812 -13.565625 -27.13125 NaN -20.348437 11476 PLAT caleb_strategy_v3 [-1] 50.0 165.0 -5.0 -10.0 -20.0 NaN -15.0 11477 COCOA caleb_strategy_v3 [-1] 10.0 2335.0 -75.0 -40.0 -190.0 NaN -115.0 11481 CRUDE_W caleb_strategy_v3 [1] 1000.0 -15.0 -5.0 -20.0 -30.0 NaN -25.0 11479 CRUDE_W caleb_strategy_v3 [1] 1000.0 -10.0 -10.0 0.0 -20.0 NaN -10.0 11480 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 6.25 -6.25 -12.5 NaN NaN -18.75 11482 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 6.25 -6.25 -0.0 -12.5 NaN -6.25 11478 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 6.25 -6.25 -0.0 -12.5 NaN -6.25 11483 AUD caleb_strategy_v3 [-1] 100000.0 -7.5 -2.5 5.0 -0.0 NaN 2.5 11485 EUR caleb_strategy_v3 [-1] 125000.0 25.0 -6.25 -0.0 -12.5 NaN -6.25 11486 US20 caleb_strategy_v3 [1] 1000.0 234.375 -15.625 -31.25 -62.5 NaN -46.875 11487 US10U caleb_strategy_v3 [1] 1000.0 132.8125 -7.8125 15.625 0.0 NaN 7.8125 11490 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 -50.0 -100.0 NaN -75.0 11492 CHF caleb_strategy_v3 [-1] 125000.0 -625.0 -6.25 -6.25 -18.75 NaN -12.5 11496 RUSSELL caleb_strategy_v3 [1] 5.0 -28.75 -0.25 2.0 1.5 NaN 1.75 11491 RUSSELL caleb_strategy_v3 [1] 5.0 -29.25 -0.25 0.5 0.0 NaN 0.25 11488 GBP caleb_strategy_v3 [-1] 62500.0 -40.625 -3.125 6.25 -0.0 NaN 3.125 11498 GBP caleb_strategy_v3 [-1] 62500.0 -40.625 -3.125 -6.25 -12.5 NaN -9.375 11494 GBP caleb_strategy_v3 [-1] 62500.0 -34.375 -3.125 -6.25 -12.5 NaN -9.375 11500 SP500_micro caleb_strategy_v3 [-1] 5.0 61.875 -0.625 1.25 -0.0 NaN 0.625 11497 SP500_micro caleb_strategy_v3 [-1] 5.0 68.125 -0.625 -6.25 -7.5 NaN -6.875 11484 SP500_micro caleb_strategy_v3 [-1] 5.0 69.375 -0.625 -1.25 -2.5 NaN -1.875 11493 SP500_micro caleb_strategy_v3 [-1] 5.0 68.125 -0.625 1.25 -0.0 NaN 0.625 11489 DOW caleb_strategy_v3 [-1] 0.5 57.75 -0.25 0.5 -0.0 NaN 0.25 11499 DOW caleb_strategy_v3 [-1] 0.5 56.75 -0.25 -5.5 -6.0 NaN -5.75 11501 DOW caleb_strategy_v3 [-1] 0.5 51.25 -0.25 -0.5 -1.0 NaN -0.75 11495 DOW caleb_strategy_v3 [-1] 0.5 57.75 -0.25 -1.0 -1.5 NaN -1.25 11502 SOYOIL caleb_strategy_v3 [1] 600.0 336.0 0.0 -84.0 -84.0 NaN -84.0 11503 LIVECOW caleb_strategy_v3 [-1] 400.0 -1525.0 -5.0 -0.0 -10.0 NaN -5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 BTP -179.06625 CHF -625.0 COCOA 2335.0 CRUDE_W -25.0 DOW 223.5 EUR 25.0 EURIBOR-ICE -6.782812 EUROSTX -59.68875 GASOIL 362.5 GAS_US_mini 18.75 GBP -115.625 LIVECOW -1525.0 PLAT 165.0 RUSSELL -58.0 SOYOIL 336.0 SP500_micro 267.5 US10U 132.8125 US20 234.375 VIX -125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1373.774688 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BTP -5.42625 CHF -6.25 COCOA -75.0 CRUDE_W -15.0 DOW -1.0 EUR -6.25 EURIBOR-ICE -6.782812 EUROSTX -5.42625 GASOIL -12.5 GAS_US_mini -18.75 GBP -9.375 LIVECOW -5.0 PLAT -5.0 RUSSELL -0.5 SOYOIL 0.0 SP500_micro -2.5 US10U -7.8125 US20 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -225.697812 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 BTP -10.8525 CHF -6.25 COCOA -40.0 CRUDE_W -20.0 DOW -6.5 EUR -0.0 EURIBOR-ICE -13.565625 EUROSTX -10.8525 GASOIL -25.0 GAS_US_mini -12.5 GBP -6.25 LIVECOW -0.0 PLAT -10.0 RUSSELL 2.5 SOYOIL -84.0 SP500_micro -5.0 US10U 15.625 US20 -31.25 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -308.895625 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -0.0 BTP -21.705 CHF -18.75 COCOA -190.0 CRUDE_W -50.0 DOW -8.5 EUR -12.5 EURIBOR-ICE -27.13125 EUROSTX -21.705 GASOIL -50.0 GAS_US_mini -25.0 GBP -25.0 LIVECOW -10.0 PLAT -20.0 RUSSELL 1.5 SOYOIL -84.0 SP500_micro -10.0 US10U 0.0 US20 -62.5 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -735.29125 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 CHF 0 COCOA 0 CRUDE_W 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 GBP 0 LIVECOW 0 PLAT 0 RUSSELL 0 SOYOIL 0 SP500_micro 0 US10U 0 US20 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 AUD 2.5 BTP -16.27875 CHF -12.5 COCOA -115.0 CRUDE_W -35.0 DOW -7.5 EUR -6.25 EURIBOR-ICE -20.348437 EUROSTX -16.27875 GASOIL -37.5 GAS_US_mini -31.25 GBP -15.625 LIVECOW -5.0 PLAT -15.0 RUSSELL 2.0 SOYOIL -84.0 SP500_micro -7.5 US10U 7.8125 US20 -46.875 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -534.593437 ******************************************************************************** END OF REPORT ********************************************************************************