******************************************************************************** Trades report produced on 11/04/2024 21:37 from 10/04/2024 21:37 to 11/04/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11767 CAC caleb_strategy_v3 [20240500] 2024-04-11 07:37:01.000 [1] 8020.500000 11763 CAC caleb_strategy_v3 [20240500] 2024-04-11 19:45:02.428 [0] NaN 11761 CAC caleb_strategy_v3 [20240500] 2024-04-11 19:45:02.358 [0] NaN 11765 CAC caleb_strategy_v3 [20240500] 2024-04-11 19:45:02.495 [0] NaN 11781 CHF caleb_strategy_v3 [20240600] 2024-04-11 14:00:39.000 [-1] 1.105450 11774 COTTON2 caleb_strategy_v3 [20240700] 2024-04-11 13:00:14.000 [-1] 86.410000 11760 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:00:51.000 [-1] 18325.000000 11762 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:10:56.000 [-1] 18322.000000 11764 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:21:00.000 [-1] 18308.000000 11766 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:31:05.000 [-1] 18320.000000 11768 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:37:05.000 [-1] 18311.000000 11769 DAX caleb_strategy_v3 [20240600] 2024-04-11 07:38:05.000 [-1] 18321.000000 11782 DOW caleb_strategy_v3 [20240600] 2024-04-11 14:00:41.000 [1] 38646.000000 11770 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-11 08:03:16.000 [-1] 97.470000 11790 FEEDCOW caleb_strategy_v3 [20240800] 2024-04-11 14:30:19.000 [-1] 246.775000 11771 GASOIL caleb_strategy_v3 [20240700] 2024-04-11 08:03:19.000 [1] 828.500000 11758 JGB-SGX-mini caleb_strategy_v3 [20240600] 2024-04-11 02:06:17.000 [-1] 144.640000 11759 JGB-SGX-mini caleb_strategy_v3 [20240600] 2024-04-11 02:11:21.000 [-1] 144.630000 11789 LIVECOW caleb_strategy_v3 [20240600] 2024-04-11 14:30:17.000 [-1] 172.750000 11776 MXP caleb_strategy_v3 [20240600] 2024-04-11 14:00:17.000 [-1] 0.060170 11778 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-11 14:00:20.000 [-1] 18249.500000 11779 NZD caleb_strategy_v3 [20240600] 2024-04-11 14:00:27.000 [1] 0.599300 11773 ROBUSTA caleb_strategy_v3 [20240700] 2024-04-11 09:02:00.000 [1] 3736.000000 11772 ROBUSTA caleb_strategy_v3 [20240700] 2024-04-11 09:01:42.000 [1] 3737.000000 11775 RUSSELL caleb_strategy_v3 [20240600] 2024-04-11 14:00:15.000 [1] 2045.800000 11777 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:00:18.000 [-1] 5205.500000 11783 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:01:15.000 [-1] 5201.250000 11784 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:02:15.000 [-1] 5199.000000 11785 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:03:15.000 [-1] 5198.250000 11786 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:04:14.000 [-1] 5200.750000 11787 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:05:15.000 [-1] 5199.500000 11788 SP500_micro caleb_strategy_v3 [20240600] 2024-04-11 14:06:14.000 [-1] 5196.750000 11780 US10U caleb_strategy_v3 [20240600] 2024-04-11 14:00:36.000 [-1] 111.328125 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11758 JGB-SGX-mini caleb_strategy_v3 2024-04-10 2024-04-11 03:01:17.139 2024-04-11 02:06:17.000 97277.139 NaN 11759 JGB-SGX-mini caleb_strategy_v3 2024-04-10 2024-04-11 03:06:21.088 2024-04-11 02:11:21.000 97581.088 NaN 11760 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:00:48.950 2024-04-11 07:00:51.000 201648.95 NaN 11762 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:10:55.902 2024-04-11 07:10:56.000 202255.902 NaN 11764 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:21:00.464 2024-04-11 07:21:00.000 202860.464 NaN 11766 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:31:05.331 2024-04-11 07:31:05.000 203465.331 NaN 11768 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:37:05.263 2024-04-11 07:37:05.000 203825.263 NaN 11769 DAX caleb_strategy_v3 2024-04-09 2024-04-11 08:38:05.323 2024-04-11 07:38:05.000 203885.323 NaN 11770 EURIBOR-ICE caleb_strategy_v3 2024-04-09 2024-04-11 09:00:11.211 2024-04-11 08:03:16.000 205211.211 NaN 11771 GASOIL caleb_strategy_v3 2024-04-10 2024-04-11 09:03:17.923 2024-04-11 08:03:19.000 118997.923 NaN 11772 ROBUSTA caleb_strategy_v3 2024-04-10 2024-04-11 10:00:34.011 2024-04-11 09:01:42.000 122434.011 NaN 11773 ROBUSTA caleb_strategy_v3 2024-04-10 2024-04-11 10:01:46.137 2024-04-11 09:02:00.000 122506.137 NaN 11774 COTTON2 caleb_strategy_v3 2024-04-10 2024-04-11 14:00:12.797 2024-04-11 13:00:14.000 136812.797 NaN 11775 RUSSELL caleb_strategy_v3 2024-04-10 2024-04-11 15:00:15.382 2024-04-11 14:00:15.000 140415.382 NaN 11776 MXP caleb_strategy_v3 2024-04-10 2024-04-11 15:00:16.860 2024-04-11 14:00:17.000 140416.86 NaN 11778 NASDAQ_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:00:19.810 2024-04-11 14:00:20.000 140419.81 NaN 11779 NZD caleb_strategy_v3 2024-04-10 2024-04-11 15:00:21.765 2024-04-11 14:00:27.000 140421.765 NaN 11780 US10U caleb_strategy_v3 2024-04-10 2024-04-11 15:00:28.662 2024-04-11 14:00:36.000 140428.662 NaN 11781 CHF caleb_strategy_v3 2024-04-10 2024-04-11 15:00:38.238 2024-04-11 14:00:39.000 140438.238 NaN 11782 DOW caleb_strategy_v3 2024-04-10 2024-04-11 15:00:40.630 2024-04-11 14:00:41.000 140440.63 NaN 11777 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:00:18.402 2024-04-11 14:00:18.000 140418.402 NaN 11783 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:01:14.719 2024-04-11 14:01:15.000 140474.719 NaN 11784 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:02:14.742 2024-04-11 14:02:15.000 140534.742 NaN 11785 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:03:14.751 2024-04-11 14:03:15.000 140594.751 NaN 11786 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:04:14.766 2024-04-11 14:04:14.000 140654.766 NaN 11787 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:05:14.785 2024-04-11 14:05:15.000 140714.785 NaN 11788 SP500_micro caleb_strategy_v3 2024-04-10 2024-04-11 15:06:14.683 2024-04-11 14:06:14.000 140774.683 NaN 11789 LIVECOW caleb_strategy_v3 2024-04-10 2024-04-11 15:30:17.595 2024-04-11 14:30:17.000 142217.595 NaN 11790 FEEDCOW caleb_strategy_v3 2024-04-10 2024-04-11 15:30:19.290 2024-04-11 14:30:19.000 142219.29 NaN 11761 CAC caleb_strategy_v3 2024-04-10 2024-04-11 08:00:52.215 2024-04-11 19:45:02.358 115252.215 42250.143 11763 CAC caleb_strategy_v3 2024-04-10 2024-04-11 08:10:56.752 2024-04-11 19:45:02.428 115856.752 41645.676 11765 CAC caleb_strategy_v3 2024-04-10 2024-04-11 08:21:01.415 2024-04-11 19:45:02.495 116461.415 41041.08 11767 CAC caleb_strategy_v3 2024-04-10 2024-04-11 08:31:05.882 2024-04-11 07:37:01.000 117065.882 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 11758 JGB-SGX-mini caleb_strategy_v3 [-1] 144.7 None 144.64 144.63 144.65 144.65 144.64 -0.06 -0.01 0.01 -0.01 NaN 0.0 11759 JGB-SGX-mini caleb_strategy_v3 [-1] 144.7 None 144.65 144.64 144.66 144.66 144.63 -0.05 -0.01 -0.01 -0.03 NaN -0.02 11760 DAX caleb_strategy_v3 [-1] 18319.0 None 18326.5 18326.0 18327.0 18327.0 18325.0 7.5 -0.5 -1.0 -2.0 NaN -1.5 11762 DAX caleb_strategy_v3 [-1] 18319.0 None 18326.0 18325.0 18327.0 18327.0 18322.0 7.0 -1.0 -3.0 -5.0 NaN -4.0 11764 DAX caleb_strategy_v3 [-1] 18319.0 None 18322.0 18321.0 18323.0 18323.0 18308.0 3.0 -1.0 -13.0 -15.0 NaN -14.0 11766 DAX caleb_strategy_v3 [-1] 18319.0 None 18308.5 18308.0 18309.0 18309.0 18320.0 -10.5 -0.5 12.0 11.0 NaN 11.5 11768 DAX caleb_strategy_v3 [-1] 18319.0 None 18320.5 18320.0 18321.0 18321.0 18311.0 1.5 -0.5 -9.0 -10.0 NaN -9.5 11769 DAX caleb_strategy_v3 [-1] 18319.0 None 18311.5 18311.0 18312.0 18312.0 18321.0 -7.5 -0.5 10.0 9.0 NaN 9.5 11770 EURIBOR-ICE caleb_strategy_v3 [-1] 97.61 None 97.4775 97.475 97.48 97.48 97.47 -0.1325 -0.0025 -0.005 -0.01 NaN -0.0075 11771 GASOIL caleb_strategy_v3 [1] 828.75 None 828.375 828.5 828.25 828.25 828.5 0.375 -0.125 0.0 -0.25 NaN -0.125 11772 ROBUSTA caleb_strategy_v3 [1] 3712.0 None 3735.0 3737.0 3733.0 3733.0 3737.0 -23.0 -2.0 0.0 -4.0 NaN -2.0 11773 ROBUSTA caleb_strategy_v3 [1] 3712.0 None 3735.5 3737.0 3734.0 3734.0 3736.0 -23.5 -1.5 1.0 -2.0 NaN -0.5 11774 COTTON2 caleb_strategy_v3 [-1] 87.08 None 86.425 86.41 86.44 86.44 86.41 -0.655 -0.015 -0.0 -0.03 NaN -0.015 11775 RUSSELL caleb_strategy_v3 [1] 2036.0 None 2045.9 2046.0 2045.8 2045.8 2045.8 -9.9 -0.1 0.2 0.0 NaN 0.1 11776 MXP caleb_strategy_v3 [-1] 0.06016 None 0.060165 0.06016 0.06017 0.06017 0.06017 0.000005 -0.000005 0.00001 -0.0 NaN 0.000005 11778 NASDAQ_micro caleb_strategy_v3 [-1] 18150.25 None 18250.875 18250.75 18251.0 18251.0 18249.5 100.625 -0.125 -1.25 -1.5 NaN -1.375 11779 NZD caleb_strategy_v3 [1] 0.5972 None 0.59935 0.5994 0.5993 0.5993 0.5993 -0.00215 -0.00005 0.0001 0.0 NaN 0.00005 11780 US10U caleb_strategy_v3 [-1] 111.390625 None 111.351562 111.34375 111.359375 111.359375 111.328125 -0.039062 -0.007812 -0.015625 -0.03125 NaN -0.023438 11781 CHF caleb_strategy_v3 [-1] 1.103 None 1.10545 1.1054 1.1055 1.1055 1.10545 0.00245 -0.00005 0.00005 -0.00005 NaN 0.0 11782 DOW caleb_strategy_v3 [1] 38626.0 None 38647.0 38648.0 38646.0 38646.0 38646.0 -21.0 -1.0 2.0 0.0 NaN 1.0 11777 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5205.375 5205.25 5205.5 5205.5 5205.5 4.875 -0.125 0.25 -0.0 NaN 0.125 11783 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5205.625 5205.5 5205.75 5205.75 5201.25 5.125 -0.125 -4.25 -4.5 NaN -4.375 11784 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5201.375 5201.25 5201.5 5201.5 5199.0 0.875 -0.125 -2.25 -2.5 NaN -2.375 11785 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5198.875 5198.75 5199.0 5199.0 5198.25 -1.625 -0.125 -0.5 -0.75 NaN -0.625 11786 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5198.375 5198.25 5198.5 5198.5 5200.75 -2.125 -0.125 2.5 2.25 NaN 2.375 11787 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5200.875 5200.75 5201.0 5201.0 5199.5 0.375 -0.125 -1.25 -1.5 NaN -1.375 11788 SP500_micro caleb_strategy_v3 [-1] 5200.5 None 5199.5 5199.25 5199.75 5199.75 5196.75 -1.0 -0.25 -2.5 -3.0 NaN -2.75 11789 LIVECOW caleb_strategy_v3 [-1] 172.925 None 172.775 172.75 172.8 172.8 172.75 -0.15 -0.025 -0.0 -0.05 NaN -0.025 11790 FEEDCOW caleb_strategy_v3 [-1] 247.6 None 247.5 247.5 247.5 247.5 246.775 -0.1 -0.0 -0.725 -0.725 NaN -0.725 11761 CAC caleb_strategy_v3 [1] 7975.5 None 7979.25 7981.0 7977.5 7977.5 NaN -3.75 -1.75 NaN NaN NaN NaN 11763 CAC caleb_strategy_v3 [1] 7975.5 None 7975.75 7977.5 7974.0 7974.0 NaN -0.25 -1.75 NaN NaN NaN NaN 11765 CAC caleb_strategy_v3 [1] 7975.5 None 7992.5 7993.5 7991.5 7991.5 NaN -17.0 -1.0 NaN NaN NaN NaN 11767 CAC caleb_strategy_v3 [1] 7975.5 None 8005.5 8006.5 8004.5 8004.5 8020.5 -30.0 -1.0 -14.0 -16.0 NaN -15.0 ================================================================================================================================================================ 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 11758 JGB-SGX-mini caleb_strategy_v3 [-1] 3.798322 -157.964506 -26.327418 26.327418 -26.327418 NaN 0.0 11759 JGB-SGX-mini caleb_strategy_v3 [-1] 3.798322 -131.637088 -26.327418 -26.327418 -78.982253 NaN -52.654835 11760 DAX caleb_strategy_v3 [-1] 1951.736982 38.427309 -2.561821 -5.123641 -10.247282 NaN -7.685462 11762 DAX caleb_strategy_v3 [-1] 1951.736982 35.865488 -5.123641 -15.370924 -25.618206 NaN -20.494565 11764 DAX caleb_strategy_v3 [-1] 1951.736982 15.370924 -5.123641 -66.607336 -76.854618 NaN -71.730977 11766 DAX caleb_strategy_v3 [-1] 1951.736982 -53.798233 -2.561821 61.483694 56.360053 NaN 58.921874 11768 DAX caleb_strategy_v3 [-1] 1951.736982 7.685462 -2.561821 -46.112771 -51.236412 NaN -48.674591 11769 DAX caleb_strategy_v3 [-1] 1951.736982 -38.427309 -2.561821 51.236412 46.112771 NaN 48.674591 11770 EURIBOR-ICE caleb_strategy_v3 [-1] 0.955089 -1387.304565 -26.175558 -52.351116 -104.702231 NaN -78.526673 11771 GASOIL caleb_strategy_v3 [1] 212.314868 17.662447 -5.887482 0.0 -11.774964 NaN -5.887482 11772 ROBUSTA caleb_strategy_v3 [1] 798.913098 -287.891137 -25.034012 0.0 -50.068024 NaN -25.034012 11773 ROBUSTA caleb_strategy_v3 [1] 798.913098 -294.14964 -18.775509 12.517006 -25.034012 NaN -6.258503 11774 COTTON2 caleb_strategy_v3 [-1] 24.308056 -269.45799 -6.170794 -0.0 -12.341587 NaN -6.170794 11775 RUSSELL caleb_strategy_v3 [1] 422.596692 -234.265914 -2.366322 4.732645 0.0 NaN 2.366322 11776 MXP caleb_strategy_v3 [-1] 0.00456 10.964228 -10.964228 21.928456 -0.0 NaN 10.964228 11778 NASDAQ_micro caleb_strategy_v3 [-1] 2844.545858 353.747153 -0.439437 -4.394375 -5.273249 NaN -4.833812 11779 NZD caleb_strategy_v3 [1] 0.059307 -362.522615 -8.430758 16.861517 0.0 NaN 8.430758 11780 US10U caleb_strategy_v3 [-1] 9.727519 -40.156692 -8.031338 -16.062677 -32.125353 NaN -24.094015 11781 CHF caleb_strategy_v3 [-1] 0.084619 289.534351 -5.908864 5.908864 -5.908864 NaN 0.0 11782 DOW caleb_strategy_v3 [1] 4447.795255 -47.214404 -2.248305 4.49661 0.0 NaN 2.248305 11777 SP500_micro caleb_strategy_v3 [-1] 626.208726 77.849442 -1.99614 3.992279 -0.0 NaN 1.99614 11783 SP500_micro caleb_strategy_v3 [-1] 626.208726 81.841721 -1.99614 -67.868744 -71.861024 NaN -69.864884 11784 SP500_micro caleb_strategy_v3 [-1] 626.208726 13.972977 -1.99614 -35.930512 -39.922791 NaN -37.926651 11785 SP500_micro caleb_strategy_v3 [-1] 626.208726 -25.949814 -1.99614 -7.984558 -11.976837 NaN -9.980698 11786 SP500_micro caleb_strategy_v3 [-1] 626.208726 -33.934372 -1.99614 39.922791 35.930512 NaN 37.926651 11787 SP500_micro caleb_strategy_v3 [-1] 626.208726 5.988419 -1.99614 -19.961395 -23.953675 NaN -21.957535 11788 SP500_micro caleb_strategy_v3 [-1] 626.208726 -15.969116 -3.992279 -39.922791 -47.907349 NaN -43.91507 11789 LIVECOW caleb_strategy_v3 [-1] 23.67521 -63.35741 -10.559568 -0.0 -21.119137 NaN -10.559568 11790 FEEDCOW caleb_strategy_v3 [-1] 35.791446 -27.939636 -0.0 -202.562364 -202.562364 NaN -202.562364 11761 CAC caleb_strategy_v3 [1] 772.492667 -48.54415 -22.653937 NaN NaN NaN NaN 11763 CAC caleb_strategy_v3 [1] 772.492667 -3.236277 -22.653937 NaN NaN NaN NaN 11765 CAC caleb_strategy_v3 [1] 772.492667 -220.066814 -12.945107 NaN NaN NaN NaN 11767 CAC caleb_strategy_v3 [1] 772.492667 -388.353201 -12.945107 -181.231494 -207.121707 NaN -194.176601 ========================================================================================================================================================================= 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 11758 JGB-SGX-mini caleb_strategy_v3 [-1] 653.526429 -39.211586 -6.535264 6.535264 -6.535264 NaN 0.0 11759 JGB-SGX-mini caleb_strategy_v3 [-1] 653.526429 -32.676321 -6.535264 -6.535264 -19.605793 NaN -13.070529 11760 DAX caleb_strategy_v3 [-1] 1.07405 8.055375 -0.537025 -1.07405 -2.1481 NaN -1.611075 11762 DAX caleb_strategy_v3 [-1] 1.07405 7.51835 -1.07405 -3.22215 -5.37025 NaN -4.2962 11764 DAX caleb_strategy_v3 [-1] 1.07405 3.22215 -1.07405 -13.96265 -16.11075 NaN -15.0367 11766 DAX caleb_strategy_v3 [-1] 1.07405 -11.277525 -0.537025 12.8886 11.81455 NaN 12.351575 11768 DAX caleb_strategy_v3 [-1] 1.07405 1.611075 -0.537025 -9.66645 -10.7405 NaN -10.203475 11769 DAX caleb_strategy_v3 [-1] 1.07405 -8.055375 -0.537025 10.7405 9.66645 NaN 10.203475 11770 EURIBOR-ICE caleb_strategy_v3 [-1] 2685.125 -355.779063 -6.712812 -13.425625 -26.85125 NaN -20.138437 11771 GASOIL caleb_strategy_v3 [1] 100.0 37.5 -12.5 0.0 -25.0 NaN -12.5 11772 ROBUSTA caleb_strategy_v3 [1] 10.0 -230.0 -20.0 0.0 -40.0 NaN -20.0 11773 ROBUSTA caleb_strategy_v3 [1] 10.0 -235.0 -15.0 10.0 -20.0 NaN -5.0 11774 COTTON2 caleb_strategy_v3 [-1] 500.0 -327.5 -7.5 -0.0 -15.0 NaN -7.5 11775 RUSSELL caleb_strategy_v3 [1] 5.0 -49.5 -0.5 1.0 0.0 NaN 0.5 11776 MXP caleb_strategy_v3 [-1] 500000.0 2.5 -2.5 5.0 -0.0 NaN 2.5 11778 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 201.25 -0.25 -2.5 -3.0 NaN -2.75 11779 NZD caleb_strategy_v3 [1] 100000.0 -215.0 -5.0 10.0 0.0 NaN 5.0 11780 US10U caleb_strategy_v3 [-1] 1000.0 -39.0625 -7.8125 -15.625 -31.25 NaN -23.4375 11781 CHF caleb_strategy_v3 [-1] 125000.0 306.25 -6.25 6.25 -6.25 NaN 0.0 11782 DOW caleb_strategy_v3 [1] 0.5 -10.5 -0.5 1.0 0.0 NaN 0.5 11777 SP500_micro caleb_strategy_v3 [-1] 5.0 24.375 -0.625 1.25 -0.0 NaN 0.625 11783 SP500_micro caleb_strategy_v3 [-1] 5.0 25.625 -0.625 -21.25 -22.5 NaN -21.875 11784 SP500_micro caleb_strategy_v3 [-1] 5.0 4.375 -0.625 -11.25 -12.5 NaN -11.875 11785 SP500_micro caleb_strategy_v3 [-1] 5.0 -8.125 -0.625 -2.5 -3.75 NaN -3.125 11786 SP500_micro caleb_strategy_v3 [-1] 5.0 -10.625 -0.625 12.5 11.25 NaN 11.875 11787 SP500_micro caleb_strategy_v3 [-1] 5.0 1.875 -0.625 -6.25 -7.5 NaN -6.875 11788 SP500_micro caleb_strategy_v3 [-1] 5.0 -5.0 -1.25 -12.5 -15.0 NaN -13.75 11789 LIVECOW caleb_strategy_v3 [-1] 400.0 -60.0 -10.0 -0.0 -20.0 NaN -10.0 11790 FEEDCOW caleb_strategy_v3 [-1] 500.0 -50.0 -0.0 -362.5 -362.5 NaN -362.5 11761 CAC caleb_strategy_v3 [1] 10.7405 -40.276875 -18.795875 NaN NaN NaN NaN 11763 CAC caleb_strategy_v3 [1] 10.7405 -2.685125 -18.795875 NaN NaN NaN NaN 11765 CAC caleb_strategy_v3 [1] 10.7405 -182.5885 -10.7405 NaN NaN NaN NaN 11767 CAC caleb_strategy_v3 [1] 10.7405 -322.215 -10.7405 -150.367 -171.848 NaN -161.1075 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAC -547.7655 CHF 306.25 COTTON2 -327.5 DAX 1.07405 DOW -10.5 EURIBOR-ICE -355.779063 FEEDCOW -50.0 GASOIL 37.5 JGB-SGX-mini -71.887907 LIVECOW -60.0 MXP 2.5 NASDAQ_micro 201.25 NZD -215.0 ROBUSTA -465.0 RUSSELL -49.5 SP500_micro 32.5 US10U -39.0625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1610.92092 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAC -59.07275 CHF -6.25 COTTON2 -7.5 DAX -4.2962 DOW -0.5 EURIBOR-ICE -6.712812 FEEDCOW -0.0 GASOIL -12.5 JGB-SGX-mini -13.070529 LIVECOW -10.0 MXP -2.5 NASDAQ_micro -0.25 NZD -5.0 ROBUSTA -35.0 RUSSELL -0.5 SP500_micro -5.0 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -175.964791 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAC -150.367 CHF 6.25 COTTON2 -0.0 DAX -4.2962 DOW 1.0 EURIBOR-ICE -13.425625 FEEDCOW -362.5 GASOIL 0.0 JGB-SGX-mini 0.0 LIVECOW -0.0 MXP 5.0 NASDAQ_micro -2.5 NZD 10.0 ROBUSTA 10.0 RUSSELL 1.0 SP500_micro -40.0 US10U -15.625 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -555.463825 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAC -171.848 CHF -6.25 COTTON2 -15.0 DAX -12.8886 DOW 0.0 EURIBOR-ICE -26.85125 FEEDCOW -362.5 GASOIL -25.0 JGB-SGX-mini -26.141057 LIVECOW -20.0 MXP -0.0 NASDAQ_micro -3.0 NZD 0.0 ROBUSTA -60.0 RUSSELL 0.0 SP500_micro -50.0 US10U -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -810.728907 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAC 0 CHF 0 COTTON2 0 DAX 0 DOW 0 EURIBOR-ICE 0 FEEDCOW 0 GASOIL 0 JGB-SGX-mini 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NZD 0 ROBUSTA 0 RUSSELL 0 SP500_micro 0 US10U 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 CAC -161.1075 CHF 0.0 COTTON2 -7.5 DAX -8.5924 DOW 0.5 EURIBOR-ICE -20.138437 FEEDCOW -362.5 GASOIL -12.5 JGB-SGX-mini -13.070529 LIVECOW -10.0 MXP 2.5 NASDAQ_micro -2.75 NZD 5.0 ROBUSTA -25.0 RUSSELL 0.5 SP500_micro -45.0 US10U -23.4375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -683.096366 ******************************************************************************** END OF REPORT ********************************************************************************