******************************************************************************** Trades report produced on 08/04/2024 21:37 from 07/04/2024 21:37 to 08/04/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11622 AUD caleb_strategy_v3 [20240600] 2024-04-08 14:00:48 [1] 0.661950 11612 BOBL caleb_strategy_v3 [20240600] 2024-04-08 07:01:31 [-1] 117.590000 11611 BOBL caleb_strategy_v3 [20240600] 2024-04-08 07:00:43 [-1] 117.580000 11610 BTP caleb_strategy_v3 [20240600] 2024-04-08 07:00:33 [-1] 117.550000 11631 CHF caleb_strategy_v3 [20240600] 2024-04-08 14:03:30 [1] 1.113400 11628 CHF caleb_strategy_v3 [20240600] 2024-04-08 14:03:24 [1] 1.113450 11634 CHF caleb_strategy_v3 [20240600] 2024-04-08 14:04:29 [1] 1.113250 11621 COPPER caleb_strategy_v3 [20240700] 2024-04-08 13:00:43 [1] 4.296500 11620 CRUDE_W caleb_strategy_v3 [20241200] 2024-04-08 13:00:43 [1] 80.150000 11617 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-04-08 08:09:25 [-1] 97.530000 11618 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-04-08 08:12:10 [-1] 97.535000 11616 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-04-08 08:09:21 [-1] 97.530000 11613 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-04-08 08:05:33 [-1] 97.535000 11614 GASOIL _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 08:05:35 [-1] 835.500000 11615 GASOIL _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 08:05:37 [1] 830.250000 11645 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:31:32 [-1] 107.425000 11649 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:32:33 [-1] 107.625000 11646 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:31:33 [1] 109.425000 11650 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:32:34 [1] 109.600000 11653 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:33:33 [-1] 107.575000 11654 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:33:34 [1] 109.575000 11657 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:34:34 [-1] 107.625000 11658 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:34:34 [1] 109.625000 11659 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:35:34 [-1] 107.550000 11660 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:35:34 [1] 109.550000 11641 LEANHOG _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-08 14:30:36 [-1] 107.375000 11642 LEANHOG _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:30:37 [1] 109.375000 11639 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:07:29 [-1] 18280.750000 11637 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:06:29 [-1] 18304.500000 11635 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:05:29 [-1] 18303.250000 11632 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:04:28 [-1] 18299.000000 11629 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:03:28 [-1] 18298.750000 11624 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-08 14:01:21 [-1] 18298.500000 11600 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:01:21 [-1] 39625.000000 11601 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:02:17 [-1] 39635.000000 11602 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:03:28 [-1] 39640.000000 11603 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:04:19 [-1] 39620.000000 11604 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:05:18 [-1] 39595.000000 11605 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:06:18 [-1] 39595.000000 11606 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:07:19 [-1] 39585.000000 11607 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:08:19 [-1] 39560.000000 11608 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:09:19 [-1] 39560.000000 11609 NIKKEI caleb_strategy_v3 [20240600] 2024-04-08 02:10:19 [-1] 39575.000000 11640 REDWHEAT caleb_strategy_v3 [20240700] 2024-04-08 14:30:33 [1] 587.500000 11619 ROBUSTA caleb_strategy_v3 [20240700] 2024-04-08 09:00:26 [-1] 3714.000000 11636 RUSSELL caleb_strategy_v3 [20240600] 2024-04-08 14:05:29 [-1] 2086.400000 11638 RUSSELL caleb_strategy_v3 [20240600] 2024-04-08 14:06:29 [-1] 2086.300000 11630 RUSSELL caleb_strategy_v3 [20240600] 2024-04-08 14:03:29 [-1] 2086.900000 11626 RUSSELL caleb_strategy_v3 [20240600] 2024-04-08 14:02:32 [-1] 2087.500000 11633 RUSSELL caleb_strategy_v3 [20240600] 2024-04-08 14:04:29 [-1] 2085.300000 11647 SOYOIL _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:31:34 [1] 48.460000 11656 SOYOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-08 14:33:35 [-1] 48.610000 11655 SOYOIL _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:33:35 [1] 48.530000 11652 SOYOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-08 14:32:39 [-1] 48.570000 11651 SOYOIL _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:32:34 [1] 48.470000 11648 SOYOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-08 14:31:35 [-1] 48.540000 11643 SOYOIL _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-08 14:30:38 [1] 48.460000 11644 SOYOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-08 14:30:40 [-1] 48.550000 11625 US20 caleb_strategy_v3 [20240600] 2024-04-08 14:02:30 [-1] 117.093750 11623 US5 caleb_strategy_v3 [20240600] 2024-04-08 14:01:20 [-1] 106.117188 11627 VIX caleb_strategy_v3 [20240600] 2024-04-08 14:03:23 [1] 16.700000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11600 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:01:17.314 2024-04-08 02:01:21 270077.314 NaN 11601 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:02:17.579 2024-04-08 02:02:17 270137.579 NaN 11602 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:03:17.692 2024-04-08 02:03:28 270197.692 NaN 11603 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:04:18.104 2024-04-08 02:04:19 270258.104 NaN 11604 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:05:18.346 2024-04-08 02:05:18 270318.346 NaN 11605 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:06:18.381 2024-04-08 02:06:18 270378.381 NaN 11606 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:07:18.836 2024-04-08 02:07:19 270438.836 NaN 11607 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:08:18.912 2024-04-08 02:08:19 270498.912 NaN 11608 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:09:18.979 2024-04-08 02:09:19 270558.979 NaN 11609 NIKKEI caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 03:10:18.883 2024-04-08 02:10:19 270618.883 NaN 11610 BTP caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 08:00:31.751 2024-04-08 07:00:33 288031.751 NaN 11611 BOBL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 08:00:34.394 2024-04-08 07:00:43 288034.394 NaN 11612 BOBL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 08:01:31.642 2024-04-08 07:01:31 288091.642 NaN 11614 GASOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 20:00:00 2024-04-08 09:05:33.910 2024-04-08 08:05:35 219933.91 NaN 11615 GASOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 20:00:00 2024-04-08 09:05:36.129 2024-04-08 08:05:37 219936.129 NaN 11616 EURIBOR-ICE caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 09:05:40.962 2024-04-08 08:09:21 291940.962 NaN 11617 EURIBOR-ICE caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 09:09:25.347 2024-04-08 08:09:25 292165.347 NaN 11618 EURIBOR-ICE caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 09:10:25.796 2024-04-08 08:12:10 292225.796 NaN 11613 EURIBOR-ICE caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 09:00:33.019 2024-04-08 08:05:33 291633.019 NaN 11619 ROBUSTA caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 10:00:24.554 2024-04-08 09:00:26 295224.554 NaN 11620 CRUDE_W caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 14:00:42.723 2024-04-08 13:00:43 309642.723 NaN 11621 COPPER caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 14:00:43.731 2024-04-08 13:00:43 309643.731 NaN 11622 AUD caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:00:47.322 2024-04-08 14:00:48 313247.322 NaN 11623 US5 caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:00:49.434 2024-04-08 14:01:20 313249.434 NaN 11625 US20 caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:01:22.194 2024-04-08 14:02:30 313282.194 NaN 11627 VIX caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:02:33.035 2024-04-08 14:03:23 313353.035 NaN 11634 CHF caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:04:29.798 2024-04-08 14:04:29 313469.798 NaN 11628 CHF caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:03:24.499 2024-04-08 14:03:24 313404.499 NaN 11631 CHF caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:03:29.948 2024-04-08 14:03:30 313409.948 NaN 11626 RUSSELL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:02:31.645 2024-04-08 14:02:32 313351.645 NaN 11630 RUSSELL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:03:29.205 2024-04-08 14:03:29 313409.205 NaN 11633 RUSSELL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:04:28.972 2024-04-08 14:04:29 313468.972 NaN 11636 RUSSELL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:05:29.548 2024-04-08 14:05:29 313529.548 NaN 11638 RUSSELL caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:06:29.698 2024-04-08 14:06:29 313589.698 NaN 11624 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:01:20.894 2024-04-08 14:01:21 313280.894 NaN 11629 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:03:28.404 2024-04-08 14:03:28 313408.404 NaN 11632 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:04:28.485 2024-04-08 14:04:28 313468.485 NaN 11635 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:05:28.893 2024-04-08 14:05:29 313528.893 NaN 11637 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:06:29.036 2024-04-08 14:06:29 313589.036 NaN 11639 NASDAQ_micro caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:07:29.098 2024-04-08 14:07:29 313649.098 NaN 11640 REDWHEAT caleb_strategy_v3 2024-04-05 00:00:00 2024-04-08 15:30:33.132 2024-04-08 14:30:33 315033.132 NaN 11648 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:31:34.714 2024-04-08 14:31:35 246694.714 NaN 11651 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:32:34.608 2024-04-08 14:32:34 246754.608 NaN 11652 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:32:35.461 2024-04-08 14:32:39 246755.461 NaN 11655 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:33:34.875 2024-04-08 14:33:35 246814.875 NaN 11656 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:33:35.427 2024-04-08 14:33:35 246815.427 NaN 11643 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:30:38.303 2024-04-08 14:30:38 246638.303 NaN 11644 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:30:39.395 2024-04-08 14:30:40 246639.395 NaN 11647 SOYOIL _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:31:34.205 2024-04-08 14:31:34 246694.205 NaN 11649 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:32:33.422 2024-04-08 14:32:33 246753.422 NaN 11650 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:32:33.935 2024-04-08 14:32:34 246753.935 NaN 11653 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:33:33.503 2024-04-08 14:33:33 246813.503 NaN 11654 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:33:34.257 2024-04-08 14:33:34 246814.257 NaN 11657 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:34:33.900 2024-04-08 14:34:34 246873.9 NaN 11658 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:34:34.359 2024-04-08 14:34:34 246874.359 NaN 11659 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:35:33.872 2024-04-08 14:35:34 246933.872 NaN 11660 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:35:34.459 2024-04-08 14:35:34 246934.459 NaN 11641 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:30:34.130 2024-04-08 14:30:36 246634.13 NaN 11642 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:30:37.144 2024-04-08 14:30:37 246637.144 NaN 11645 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:31:32.739 2024-04-08 14:31:32 246692.739 NaN 11646 LEANHOG _ROLL_PSEUDO_STRATEGY 2024-04-05 19:00:00 2024-04-08 15:31:33.503 2024-04-08 14:31:33 246693.503 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 11600 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39622.5 39620.0 39625.0 39625.0 39625.0 342.5 -2.5 5.0 -0.0 NaN 2.5 11601 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39622.5 39620.0 39625.0 39625.0 39635.0 342.5 -2.5 15.0 10.0 NaN 12.5 11602 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39637.5 39635.0 39640.0 39640.0 39640.0 357.5 -2.5 5.0 -0.0 NaN 2.5 11603 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39627.5 39625.0 39630.0 39630.0 39620.0 347.5 -2.5 -5.0 -10.0 NaN -7.5 11604 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39622.5 39620.0 39625.0 39625.0 39595.0 342.5 -2.5 -25.0 -30.0 NaN -27.5 11605 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39597.5 39595.0 39600.0 39600.0 39595.0 317.5 -2.5 -0.0 -5.0 NaN -2.5 11606 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39597.5 39595.0 39600.0 39600.0 39585.0 317.5 -2.5 -10.0 -15.0 NaN -12.5 11607 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39587.5 39585.0 39590.0 39590.0 39560.0 307.5 -2.5 -25.0 -30.0 NaN -27.5 11608 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39562.5 39560.0 39565.0 39565.0 39560.0 282.5 -2.5 -0.0 -5.0 NaN -2.5 11609 NIKKEI caleb_strategy_v3 [-1] 39280.0 None 39562.5 39560.0 39565.0 39565.0 39575.0 282.5 -2.5 15.0 10.0 NaN 12.5 11610 BTP caleb_strategy_v3 [-1] 117.99 None 117.565 117.56 117.57 117.57 117.55 -0.425 -0.005 -0.01 -0.02 NaN -0.015 11611 BOBL caleb_strategy_v3 [-1] 117.76 None 117.595 117.59 117.6 117.6 117.58 -0.165 -0.005 -0.01 -0.02 NaN -0.015 11612 BOBL caleb_strategy_v3 [-1] 117.76 None 117.585 117.58 117.59 117.59 117.59 -0.175 -0.005 0.01 -0.0 NaN 0.005 11614 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 843.0 None 835.625 835.5 835.75 835.75 835.5 -7.375 -0.125 -0.0 -0.25 NaN -0.125 11615 GASOIL _ROLL_PSEUDO_STRATEGY [1] 837.25 None 830.25 830.5 830.0 830.0 830.25 7.0 -0.25 0.25 -0.25 NaN 0.0 11616 EURIBOR-ICE caleb_strategy_v3 [-1] 97.57 None 97.5375 97.535 97.54 97.54 97.53 -0.0325 -0.0025 -0.005 -0.01 NaN -0.0075 11617 EURIBOR-ICE caleb_strategy_v3 [-1] 97.57 None 97.535 97.53 97.54 97.54 97.53 -0.035 -0.005 -0.0 -0.01 NaN -0.005 11618 EURIBOR-ICE caleb_strategy_v3 [-1] 97.57 None 97.5325 97.53 97.535 97.535 97.535 -0.0375 -0.0025 0.005 -0.0 NaN 0.0025 11613 EURIBOR-ICE caleb_strategy_v3 [-1] 97.57 None 97.5375 97.535 97.54 97.54 97.535 -0.0325 -0.0025 -0.0 -0.005 NaN -0.0025 11619 ROBUSTA caleb_strategy_v3 [-1] 3671.0 None 3717.5 3716.0 3719.0 3719.0 3714.0 46.5 -1.5 -2.0 -5.0 NaN -3.5 11620 CRUDE_W caleb_strategy_v3 [1] 80.42 None 80.14 80.15 80.13 80.13 80.15 0.28 -0.01 0.0 -0.02 NaN -0.01 11621 COPPER caleb_strategy_v3 [1] 4.267 None 4.29625 4.2965 4.296 NaN 4.2965 -0.02925 -0.00025 0.0 NaN NaN -0.00025 11622 AUD caleb_strategy_v3 [1] 0.6594 None 0.6619 0.66195 0.66185 0.66185 0.66195 -0.0025 -0.00005 0.0 -0.0001 NaN -0.00005 11623 US5 caleb_strategy_v3 [-1] 106.257812 None 106.113281 106.109375 106.117188 106.117188 106.117188 -0.144531 -0.003906 0.007813 0.0 NaN 0.003907 11625 US20 caleb_strategy_v3 [-1] 117.375 None 117.140625 117.125 117.15625 117.15625 117.09375 -0.234375 -0.015625 -0.03125 -0.0625 NaN -0.046875 11627 VIX caleb_strategy_v3 [1] 16.95 None 16.725 16.75 16.7 16.7 16.7 0.225 -0.025 0.05 0.0 NaN 0.025 11634 CHF caleb_strategy_v3 [1] 1.117 None 1.113375 1.1134 1.11335 1.11335 1.11325 0.003625 -0.000025 0.00015 0.0001 NaN 0.000125 11628 CHF caleb_strategy_v3 [1] 1.117 None 1.1134 1.11345 1.11335 1.11335 1.11345 0.0036 -0.00005 0.0 -0.0001 NaN -0.00005 11631 CHF caleb_strategy_v3 [1] 1.117 None 1.113425 1.11345 1.1134 1.1134 1.1134 0.003575 -0.000025 0.00005 0.0 NaN 0.000025 11626 RUSSELL caleb_strategy_v3 [-1] 2083.3 None 2087.65 2087.6 2087.7 2087.7 2087.5 4.35 -0.05 -0.1 -0.2 NaN -0.15 11630 RUSSELL caleb_strategy_v3 [-1] 2083.3 None 2087.65 2087.6 2087.7 2087.7 2086.9 4.35 -0.05 -0.7 -0.8 NaN -0.75 11633 RUSSELL caleb_strategy_v3 [-1] 2083.3 None 2086.9 2086.8 2087.0 2087.0 2085.3 3.6 -0.1 -1.5 -1.7 NaN -1.6 11636 RUSSELL caleb_strategy_v3 [-1] 2083.3 None 2085.35 2085.3 2085.4 2085.4 2086.4 2.05 -0.05 1.1 1.0 NaN 1.05 11638 RUSSELL caleb_strategy_v3 [-1] 2083.3 None 2086.45 2086.4 2086.5 2086.5 2086.3 3.15 -0.05 -0.1 -0.2 NaN -0.15 11624 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18299.375 18299.25 18299.5 18299.5 18298.5 19.125 -0.125 -0.75 -1.0 NaN -0.875 11629 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18298.5 18298.25 18298.75 18298.75 18298.75 18.25 -0.25 0.5 -0.0 NaN 0.25 11632 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18298.5 18298.25 18298.75 18298.75 18299.0 18.25 -0.25 0.75 0.25 NaN 0.5 11635 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18299.25 18299.0 18299.5 18299.5 18303.25 19.0 -0.25 4.25 3.75 NaN 4.0 11637 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18303.5 18303.25 18303.75 18303.75 18304.5 23.25 -0.25 1.25 0.75 NaN 1.0 11639 NASDAQ_micro caleb_strategy_v3 [-1] 18280.25 None 18304.75 18304.5 18305.0 18305.0 18280.75 24.5 -0.25 -23.75 -24.25 NaN -24.0 11640 REDWHEAT caleb_strategy_v3 [1] 580.5 None 587.5 600.0 575.0 NaN 587.5 -7.0 -12.5 12.5 NaN NaN 0.0 11648 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 49.65 None 48.775 48.55 49.0 NaN 48.54 -0.875 -0.225 -0.01 NaN NaN -0.235 11651 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 49.62 None 48.23 48.46 48.0 48.0 48.47 1.39 -0.23 -0.01 -0.47 NaN -0.24 11652 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 49.65 None 48.56 48.55 48.57 48.57 48.57 -1.09 -0.01 0.02 -0.0 NaN 0.01 11655 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 49.62 None 48.235 48.47 48.0 48.0 48.53 1.385 -0.235 -0.06 -0.53 NaN -0.295 11656 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 49.65 None 48.62 48.61 48.63 NaN 48.61 -1.03 -0.01 -0.0 NaN NaN -0.01 11643 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 49.62 None 48.0 48.0 48.0 48.0 48.46 1.62 0.0 -0.46 -0.46 NaN -0.46 11644 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 49.65 None 49.0 49.0 49.0 49.0 48.55 -0.65 -0.0 -0.45 -0.45 NaN -0.45 11647 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 49.62 None 48.23 48.46 48.0 48.0 48.46 1.39 -0.23 0.0 -0.46 NaN -0.23 11649 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.4625 107.425 107.5 107.5 107.625 -0.4375 -0.0375 0.2 0.125 NaN 0.1625 11650 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 109.7125 109.425 110.0 110.0 109.6 -0.2625 0.2875 -0.175 0.4 NaN 0.1125 11653 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.6375 107.625 107.65 107.65 107.575 -0.2625 -0.0125 -0.05 -0.075 NaN -0.0625 11654 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 109.575 109.6 109.55 109.55 109.575 -0.125 -0.025 0.025 -0.025 NaN -0.0 11657 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.5375 107.575 107.5 107.5 107.625 -0.3625 0.0375 0.05 0.125 NaN 0.0875 11658 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 109.7875 109.575 110.0 NaN 109.625 -0.3375 0.2125 -0.05 NaN NaN 0.1625 11659 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.6375 107.625 107.65 107.65 107.55 -0.2625 -0.0125 -0.075 -0.1 NaN -0.0875 11660 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 109.525 109.55 109.5 NaN 109.55 -0.075 -0.025 0.0 NaN NaN -0.025 11641 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.4125 107.4 107.425 107.425 107.375 -0.4875 -0.0125 -0.025 -0.05 NaN -0.0375 11642 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 110.0 110.0 110.0 110.0 109.375 -0.55 0.0 0.625 0.625 NaN 0.625 11645 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 107.9 None 107.4375 107.375 107.5 107.5 107.425 -0.4625 -0.0625 0.05 -0.075 NaN -0.0125 11646 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 109.45 None 109.3625 109.375 109.35 109.35 109.425 0.0875 -0.0125 -0.05 -0.075 NaN -0.0625 ==================================================================================================================================================================== 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 11600 NIKKEI caleb_strategy_v3 [-1] 6509.49829 526.154221 -3.840542 7.681084 -0.0 NaN 3.840542 11601 NIKKEI caleb_strategy_v3 [-1] 6509.49829 526.154221 -3.840542 23.043251 15.362167 NaN 19.202709 11602 NIKKEI caleb_strategy_v3 [-1] 6509.49829 549.197471 -3.840542 7.681084 -0.0 NaN 3.840542 11603 NIKKEI caleb_strategy_v3 [-1] 6509.49829 533.835304 -3.840542 -7.681084 -15.362167 NaN -11.521625 11604 NIKKEI caleb_strategy_v3 [-1] 6509.49829 526.154221 -3.840542 -38.405418 -46.086501 NaN -42.245959 11605 NIKKEI caleb_strategy_v3 [-1] 6509.49829 487.748803 -3.840542 -0.0 -7.681084 NaN -3.840542 11606 NIKKEI caleb_strategy_v3 [-1] 6509.49829 487.748803 -3.840542 -15.362167 -23.043251 NaN -19.202709 11607 NIKKEI caleb_strategy_v3 [-1] 6509.49829 472.386636 -3.840542 -38.405418 -46.086501 NaN -42.245959 11608 NIKKEI caleb_strategy_v3 [-1] 6509.49829 433.981219 -3.840542 -0.0 -7.681084 NaN -3.840542 11609 NIKKEI caleb_strategy_v3 [-1] 6509.49829 433.981219 -3.840542 23.043251 15.362167 NaN 19.202709 11610 BTP caleb_strategy_v3 [-1] 9.829344 -432.378805 -5.086809 -10.173619 -20.347238 NaN -15.260428 11611 BOBL caleb_strategy_v3 [-1] 4.666905 -353.5534 -10.713739 -21.427479 -42.854958 NaN -32.141218 11612 BOBL caleb_strategy_v3 [-1] 4.666905 -374.980879 -10.713739 21.427479 -0.0 NaN 10.713739 11614 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 219.395927 -336.15027 -5.697462 -0.0 -11.394924 NaN -5.697462 11615 GASOIL _ROLL_PSEUDO_STRATEGY [1] 219.395927 319.057883 -11.394924 11.394924 -11.394924 NaN 0.0 11616 EURIBOR-ICE caleb_strategy_v3 [-1] 0.922584 -352.271358 -27.097797 -54.195594 -108.391187 NaN -81.29339 11617 EURIBOR-ICE caleb_strategy_v3 [-1] 0.922584 -379.369155 -54.195594 -0.0 -108.391187 NaN -54.195594 11618 EURIBOR-ICE caleb_strategy_v3 [-1] 0.922584 -406.466951 -27.097797 54.195594 -0.0 NaN 27.097797 11613 EURIBOR-ICE caleb_strategy_v3 [-1] 0.922584 -352.271358 -27.097797 -0.0 -54.195594 NaN -27.097797 11619 ROBUSTA caleb_strategy_v3 [-1] 829.465203 560.602179 -18.083941 -24.111922 -60.279804 NaN -42.195863 11620 CRUDE_W caleb_strategy_v3 [1] 14.051639 199.265016 -7.116608 0.0 -14.233215 NaN -7.116608 11621 COPPER caleb_strategy_v3 [1] 0.746655 -391.747068 -3.348266 0.0 NaN NaN -3.348266 11622 AUD caleb_strategy_v3 [1] 0.057341 -435.986907 -8.719738 0.0 -17.439476 NaN -8.719738 11623 US5 caleb_strategy_v3 [-1] 4.359521 -331.530126 -8.960274 17.921694 0.001147 NaN 8.961421 11625 US20 caleb_strategy_v3 [-1] 12.371793 -189.443027 -12.629535 -25.25907 -50.518141 NaN -37.888605 11627 VIX caleb_strategy_v3 [1] 5.960709 377.471853 -41.941317 83.882634 0.0 NaN 41.941317 11634 CHF caleb_strategy_v3 [1] 0.077569 467.325852 -3.222937 19.337621 12.891748 NaN 16.114685 11628 CHF caleb_strategy_v3 [1] 0.077569 464.102915 -6.445874 0.0 -12.891748 NaN -6.445874 11631 CHF caleb_strategy_v3 [1] 0.077569 460.879978 -3.222937 6.445874 0.0 NaN 3.222937 11626 RUSSELL caleb_strategy_v3 [-1] 394.443786 110.281874 -1.267608 -2.535215 -5.070431 NaN -3.802823 11630 RUSSELL caleb_strategy_v3 [-1] 394.443786 110.281874 -1.267608 -17.746508 -20.281724 NaN -19.014116 11633 RUSSELL caleb_strategy_v3 [-1] 394.443786 91.267758 -2.535215 -38.028232 -43.098663 NaN -40.563448 11636 RUSSELL caleb_strategy_v3 [-1] 394.443786 51.971918 -1.267608 27.88737 25.352155 NaN 26.619763 11638 RUSSELL caleb_strategy_v3 [-1] 394.443786 79.859288 -1.267608 -2.535215 -5.070431 NaN -3.802823 11624 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 70.128241 -0.458355 -2.750127 -3.666836 NaN -3.208482 11629 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 66.91976 -0.916709 1.833418 -0.0 NaN 0.916709 11632 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 66.91976 -0.916709 2.750127 0.916709 NaN 1.833418 11635 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 69.669887 -0.916709 15.584054 13.750636 NaN 14.667345 11637 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 85.25394 -0.916709 4.583545 2.750127 NaN 3.666836 11639 NASDAQ_micro caleb_strategy_v3 [-1] 2727.146676 89.837486 -0.916709 -87.087358 -88.920776 NaN -88.004067 11640 REDWHEAT caleb_strategy_v3 [1] 175.403905 -399.078915 -712.64092 712.64092 NaN NaN 0.0 11648 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 13.117849 -667.030088 -171.522023 -7.623201 NaN NaN -179.145224 11651 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 13.117849 1059.624941 -175.333623 -7.623201 -358.290448 NaN -182.956824 11652 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 13.117849 -830.92891 -7.623201 15.246402 -0.0 NaN 7.623201 11655 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 13.117849 1055.81334 -179.145224 -45.739206 -404.029654 NaN -224.88443 11656 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 13.117849 -785.189704 -7.623201 -0.0 NaN NaN -7.623201 11643 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 13.117849 1234.958564 0.0 -350.667247 -350.667247 NaN -350.667247 11644 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 13.117849 -495.508066 -0.0 -343.044046 -343.044046 NaN -343.044046 11647 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 13.117849 1059.624941 -175.333623 0.0 -350.667247 NaN -175.333623 11649 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -234.954474 -20.138955 107.40776 67.12985 NaN 87.268805 11650 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 -140.972685 154.398655 -93.98179 214.815519 NaN 60.416865 11653 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -140.972685 -6.712985 -26.85194 -40.27791 NaN -33.564925 11654 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 -67.12985 -13.42597 13.42597 -13.42597 NaN -0.0 11657 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -194.676565 20.138955 26.85194 67.12985 NaN 46.990895 11658 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 -181.250595 114.120745 -26.85194 NaN NaN 87.268805 11659 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -140.972685 -6.712985 -40.27791 -53.70388 NaN -46.990895 11660 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 -40.27791 -13.42597 0.0 NaN NaN -13.42597 11641 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -261.806414 -6.712985 -13.42597 -26.85194 NaN -20.138955 11642 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 -295.371339 0.0 335.649249 335.649249 NaN 335.649249 11645 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 18.620629 -248.380444 -33.564925 26.85194 -40.27791 NaN -6.712985 11646 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 18.620629 46.990895 -6.712985 -26.85194 -40.27791 NaN -33.564925 ============================================================================================================================================================================= 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 11600 NIKKEI caleb_strategy_v3 [-1] 0.658809 225.642174 -1.647023 3.294046 -0.0 NaN 1.647023 11601 NIKKEI caleb_strategy_v3 [-1] 0.658809 225.642174 -1.647023 9.882139 6.588093 NaN 8.235116 11602 NIKKEI caleb_strategy_v3 [-1] 0.658809 235.524313 -1.647023 3.294046 -0.0 NaN 1.647023 11603 NIKKEI caleb_strategy_v3 [-1] 0.658809 228.936221 -1.647023 -3.294046 -6.588093 NaN -4.94107 11604 NIKKEI caleb_strategy_v3 [-1] 0.658809 225.642174 -1.647023 -16.470232 -19.764278 NaN -18.117255 11605 NIKKEI caleb_strategy_v3 [-1] 0.658809 209.171943 -1.647023 -0.0 -3.294046 NaN -1.647023 11606 NIKKEI caleb_strategy_v3 [-1] 0.658809 209.171943 -1.647023 -6.588093 -9.882139 NaN -8.235116 11607 NIKKEI caleb_strategy_v3 [-1] 0.658809 202.58385 -1.647023 -16.470232 -19.764278 NaN -18.117255 11608 NIKKEI caleb_strategy_v3 [-1] 0.658809 186.113618 -1.647023 -0.0 -3.294046 NaN -1.647023 11609 NIKKEI caleb_strategy_v3 [-1] 0.658809 186.113618 -1.647023 9.882139 6.588093 NaN 8.235116 11610 BTP caleb_strategy_v3 [-1] 1083.6 -460.53 -5.418 -10.836 -21.672 NaN -16.254 11611 BOBL caleb_strategy_v3 [-1] 1083.6 -178.794 -5.418 -10.836 -21.672 NaN -16.254 11612 BOBL caleb_strategy_v3 [-1] 1083.6 -189.63 -5.418 10.836 -0.0 NaN 5.418 11614 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -737.5 -12.5 -0.0 -25.0 NaN -12.5 11615 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100.0 700.0 -25.0 25.0 -25.0 NaN 0.0 11616 EURIBOR-ICE caleb_strategy_v3 [-1] 2709.0 -88.0425 -6.7725 -13.545 -27.09 NaN -20.3175 11617 EURIBOR-ICE caleb_strategy_v3 [-1] 2709.0 -94.815 -13.545 -0.0 -27.09 NaN -13.545 11618 EURIBOR-ICE caleb_strategy_v3 [-1] 2709.0 -101.5875 -6.7725 13.545 -0.0 NaN 6.7725 11613 EURIBOR-ICE caleb_strategy_v3 [-1] 2709.0 -88.0425 -6.7725 -0.0 -13.545 NaN -6.7725 11619 ROBUSTA caleb_strategy_v3 [-1] 10.0 465.0 -15.0 -20.0 -50.0 NaN -35.0 11620 CRUDE_W caleb_strategy_v3 [1] 1000.0 280.0 -10.0 0.0 -20.0 NaN -10.0 11621 COPPER caleb_strategy_v3 [1] 25000.0 -731.25 -6.25 0.0 NaN NaN -6.25 11622 AUD caleb_strategy_v3 [1] 100000.0 -250.0 -5.0 0.0 -10.0 NaN -5.0 11623 US5 caleb_strategy_v3 [-1] 1000.0 -144.53125 -3.90625 7.813 0.0005 NaN 3.90675 11625 US20 caleb_strategy_v3 [-1] 1000.0 -234.375 -15.625 -31.25 -62.5 NaN -46.875 11627 VIX caleb_strategy_v3 [1] 1000.0 225.0 -25.0 50.0 0.0 NaN 25.0 11634 CHF caleb_strategy_v3 [1] 125000.0 453.125 -3.125 18.75 12.5 NaN 15.625 11628 CHF caleb_strategy_v3 [1] 125000.0 450.0 -6.25 0.0 -12.5 NaN -6.25 11631 CHF caleb_strategy_v3 [1] 125000.0 446.875 -3.125 6.25 0.0 NaN 3.125 11626 RUSSELL caleb_strategy_v3 [-1] 5.0 21.75 -0.25 -0.5 -1.0 NaN -0.75 11630 RUSSELL caleb_strategy_v3 [-1] 5.0 21.75 -0.25 -3.5 -4.0 NaN -3.75 11633 RUSSELL caleb_strategy_v3 [-1] 5.0 18.0 -0.5 -7.5 -8.5 NaN -8.0 11636 RUSSELL caleb_strategy_v3 [-1] 5.0 10.25 -0.25 5.5 5.0 NaN 5.25 11638 RUSSELL caleb_strategy_v3 [-1] 5.0 15.75 -0.25 -0.5 -1.0 NaN -0.75 11624 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 38.25 -0.25 -1.5 -2.0 NaN -1.75 11629 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 36.5 -0.5 1.0 -0.0 NaN 0.5 11632 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 36.5 -0.5 1.5 0.5 NaN 1.0 11635 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 38.0 -0.5 8.5 7.5 NaN 8.0 11637 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 46.5 -0.5 2.5 1.5 NaN 2.0 11639 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 49.0 -0.5 -47.5 -48.5 NaN -48.0 11640 REDWHEAT caleb_strategy_v3 [1] 50.0 -350.0 -625.0 625.0 NaN NaN 0.0 11648 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 600.0 -525.0 -135.0 -6.0 NaN NaN -141.0 11651 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 600.0 834.0 -138.0 -6.0 -282.0 NaN -144.0 11652 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 600.0 -654.0 -6.0 12.0 -0.0 NaN 6.0 11655 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 600.0 831.0 -141.0 -36.0 -318.0 NaN -177.0 11656 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 600.0 -618.0 -6.0 -0.0 NaN NaN -6.0 11643 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 600.0 972.0 0.0 -276.0 -276.0 NaN -276.0 11644 SOYOIL _ROLL_PSEUDO_STRATEGY [-1] 600.0 -390.0 -0.0 -270.0 -270.0 NaN -270.0 11647 SOYOIL _ROLL_PSEUDO_STRATEGY [1] 600.0 834.0 -138.0 0.0 -276.0 NaN -138.0 11649 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -175.0 -15.0 80.0 50.0 NaN 65.0 11650 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 -105.0 115.0 -70.0 160.0 NaN 45.0 11653 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -105.0 -5.0 -20.0 -30.0 NaN -25.0 11654 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 -50.0 -10.0 10.0 -10.0 NaN -0.0 11657 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -145.0 15.0 20.0 50.0 NaN 35.0 11658 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 -135.0 85.0 -20.0 NaN NaN 65.0 11659 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -105.0 -5.0 -30.0 -40.0 NaN -35.0 11660 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 -30.0 -10.0 0.0 NaN NaN -10.0 11641 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -195.0 -5.0 -10.0 -20.0 NaN -15.0 11642 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 -220.0 0.0 250.0 250.0 NaN 250.0 11645 LEANHOG _ROLL_PSEUDO_STRATEGY [-1] 400.0 -185.0 -25.0 20.0 -30.0 NaN -5.0 11646 LEANHOG _ROLL_PSEUDO_STRATEGY [1] 400.0 35.0 -5.0 -20.0 -30.0 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -37.5 LEANHOG -1415.0 SOYOIL 1284.0 caleb_strategy_v3 AUD -250.0 BOBL -368.424 BTP -460.53 CHF 1350.0 COPPER -731.25 CRUDE_W 280.0 EURIBOR-ICE -372.4875 NASDAQ_micro 244.75 NIKKEI 2134.542029 REDWHEAT -350.0 ROBUSTA 465.0 RUSSELL 87.5 US20 -234.375 US5 -144.53125 VIX 225.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -168.5 caleb_strategy_v3 1875.194279 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -37.5 LEANHOG 135.0 SOYOIL -564.0 caleb_strategy_v3 AUD -5.0 BOBL -10.836 BTP -5.418 CHF -12.5 COPPER -6.25 CRUDE_W -10.0 EURIBOR-ICE -33.8625 NASDAQ_micro -2.75 NIKKEI -16.470232 REDWHEAT -625.0 ROBUSTA -15.0 RUSSELL -1.5 US20 -15.625 US5 -3.90625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -466.5 caleb_strategy_v3 -789.117982 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 25.0 LEANHOG 210.0 SOYOIL -582.0 caleb_strategy_v3 AUD 0.0 BOBL 0.0 BTP -10.836 CHF 25.0 COPPER 0.0 CRUDE_W 0.0 EURIBOR-ICE 0.0 NASDAQ_micro -35.5 NIKKEI -16.470232 REDWHEAT 625.0 ROBUSTA -20.0 RUSSELL -6.5 US20 -31.25 US5 7.813 VIX 50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -347.0 caleb_strategy_v3 587.256768 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -50.0 LEANHOG 350.0 SOYOIL -1422.0 caleb_strategy_v3 AUD -10.0 BOBL -21.672 BTP -21.672 CHF 0.0 COPPER 0 CRUDE_W -20.0 EURIBOR-ICE -67.725 NASDAQ_micro -41.0 NIKKEI -49.410695 REDWHEAT 0 ROBUSTA -50.0 RUSSELL -9.5 US20 -62.5 US5 0.0005 VIX 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -1122.0 caleb_strategy_v3 -353.479195 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 0 LEANHOG 0 SOYOIL 0 caleb_strategy_v3 AUD 0 BOBL 0 BTP 0 CHF 0 COPPER 0 CRUDE_W 0 EURIBOR-ICE 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 US20 0 US5 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 GASOIL -12.5 LEANHOG 345.0 SOYOIL -1146.0 caleb_strategy_v3 AUD -5.0 BOBL -10.836 BTP -16.254 CHF 12.5 COPPER -6.25 CRUDE_W -10.0 EURIBOR-ICE -33.8625 NASDAQ_micro -38.25 NIKKEI -32.940463 REDWHEAT 0.0 ROBUSTA -35.0 RUSSELL -8.0 US20 -46.875 US5 3.90675 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -813.5 caleb_strategy_v3 -201.861213 ******************************************************************************** END OF REPORT ********************************************************************************