******************************************************************************** Trades report produced on 16/04/2024 21:37 from 15/04/2024 21:37 to 16/04/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11873 AUD caleb_strategy_v3 [20240600] 2024-04-16 14:00:57 [-1] 0.64095 11881 AUD caleb_strategy_v3 [20240600] 2024-04-16 14:01:47 [-1] 0.64115 11885 AUD caleb_strategy_v3 [20240600] 2024-04-16 14:02:47 [-1] 0.64120 11867 BTP caleb_strategy_v3 [20240600] 2024-04-16 07:00:39 [1] 117.27000 11871 COFFEE caleb_strategy_v3 [20240700] 2024-04-16 13:00:44 [1] 229.35000 11918 CORN caleb_strategy_v3 [20241200] 2024-04-16 14:34:12 [-1] 465.75000 11872 CRUDE_W caleb_strategy_v3 [20241200] 2024-04-16 13:00:45 [1] 80.02000 11902 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:11:48 [-1] 38119.00000 11894 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:05:47 [-1] 38092.00000 11899 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:08:47 [-1] 38095.00000 11900 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:09:47 [-1] 38126.00000 11901 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:10:48 [-1] 38109.00000 11903 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:12:47 [-1] 38116.00000 11892 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:04:47 [-1] 38092.00000 11889 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:03:47 [-1] 38070.00000 11886 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:02:48 [-1] 38085.00000 11882 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:01:48 [-1] 38097.00000 11874 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:00:58 [-1] 38099.00000 11898 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:07:47 [-1] 38079.00000 11896 DOW caleb_strategy_v3 [20240600] 2024-04-16 14:06:47 [-1] 38097.00000 11880 EUR caleb_strategy_v3 [20240600] 2024-04-16 14:01:23 [-1] 1.06575 11870 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-16 08:04:10 [1] 97.49000 11868 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-16 08:01:31 [1] 97.49500 11869 GASOIL caleb_strategy_v3 [20240700] 2024-04-16 08:01:34 [1] 817.50000 11922 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:38:45 [-1] 2.25000 11921 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:37:39 [1] 1.92500 11920 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:37:35 [-1] 2.25000 11919 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:36:57 [1] 1.92500 11915 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:34:05 [-1] 2.25000 11914 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:32:46 [1] 1.93000 11913 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:26:51 [-1] 2.25000 11923 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:39:13 [1] 1.92000 11924 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:39:44 [-1] 2.25000 11925 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:40:03 [1] 1.92500 11930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:46:30 [-1] 2.25000 11927 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:44:03 [1] 1.92000 11948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 15:11:16 [-1] 2.25500 11947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 15:11:15 [1] 1.93000 11946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 15:11:06 [-1] 2.25500 11945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 15:11:01 [1] 1.92500 11944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 15:07:03 [-1] 2.25000 11943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 15:06:49 [1] 1.92500 11942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 15:05:39 [-1] 2.24500 11941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 15:00:38 [1] 1.92000 11940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:59:57 [-1] 2.24500 11939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:58:58 [1] 1.91500 11938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:55:43 [-1] 2.24500 11937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:50:42 [1] 1.92000 11936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:49:43 [-1] 2.25000 11935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:49:43 [1] 1.92500 11934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:49:22 [-1] 2.25000 11933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:48:33 [1] 1.92500 11932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:48:00 [-1] 2.25000 11931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:46:40 [1] 1.92000 11912 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:26:48 [1] 1.93000 11929 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:46:27 [1] 1.92500 11928 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:45:06 [-1] 2.25000 11926 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:43:54 [-1] 2.24500 11911 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:25:49 [-1] 2.25000 11950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 15:13:56 [-1] 2.25500 11909 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:25:41 [-1] 2.24500 11908 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:25:40 [1] 1.93000 11907 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:23:23 [-1] 2.25000 11906 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:23:22 [1] 1.93500 11905 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-16 14:23:19 [-1] 2.25000 11904 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:21:55 [1] 1.93500 11910 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 14:25:48 [1] 1.93000 11949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-16 15:13:55 [1] 1.92500 11855 JGB-SGX-mini caleb_strategy_v3 [20240600] 2024-04-16 02:02:07 [-1] 144.26000 11916 LEANHOG caleb_strategy_v3 [20240700] 2024-04-16 14:34:10 [-1] 104.30000 11878 MXP caleb_strategy_v3 [20240600] 2024-04-16 14:01:20 [-1] 0.05820 11857 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:02:16 [-1] 38540.00000 11861 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:06:18 [-1] 38530.00000 11862 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:07:18 [-1] 38530.00000 11863 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:08:18 [-1] 38515.00000 11864 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:09:25 [-1] 38520.00000 11865 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:10:28 [-1] 38500.00000 11866 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:11:21 [-1] 38505.00000 11858 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:03:17 [-1] 38540.00000 11859 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:04:17 [-1] 38540.00000 11856 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:02:07 [-1] 38535.00000 11854 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:00:27 [-1] 38535.00000 11860 NIKKEI caleb_strategy_v3 [20240600] 2024-04-16 02:05:17 [-1] 38525.00000 11879 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:01:20 [1] 1970.30000 11884 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:01:49 [1] 1969.80000 11888 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:02:49 [1] 1970.00000 11891 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:03:49 [1] 1968.20000 11893 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:04:48 [1] 1971.00000 11895 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:05:48 [1] 1971.70000 11897 RUSSELL caleb_strategy_v3 [20240600] 2024-04-16 14:06:48 [1] 1969.70000 11917 SOYBEAN caleb_strategy_v3 [20241100] 2024-04-16 14:34:11 [-1] 1159.75000 11876 SP400 caleb_strategy_v3 [20240600] 2024-04-16 14:01:00 [-1] 2862.60000 11883 SP500_micro caleb_strategy_v3 [20240600] 2024-04-16 14:01:49 [-1] 5100.00000 11875 SP500_micro caleb_strategy_v3 [20240600] 2024-04-16 14:00:59 [-1] 5099.50000 11887 SP500_micro caleb_strategy_v3 [20240600] 2024-04-16 14:02:49 [-1] 5101.00000 11890 SP500_micro caleb_strategy_v3 [20240600] 2024-04-16 14:03:48 [-1] 5097.75000 11877 VIX caleb_strategy_v3 [20240700] 2024-04-16 14:01:17 [-1] 18.40000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11855 JGB-SGX-mini caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:01:16.611 2024-04-16 02:02:07 97276.611 NaN 11854 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:00:20.842 2024-04-16 02:00:27 97220.842 NaN 11856 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:02:07.667 2024-04-16 02:02:07 97327.667 NaN 11857 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:02:16.668 2024-04-16 02:02:16 97336.668 NaN 11858 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:03:17.130 2024-04-16 02:03:17 97397.13 NaN 11859 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:04:17.400 2024-04-16 02:04:17 97457.4 NaN 11860 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:05:17.427 2024-04-16 02:05:17 97517.427 NaN 11861 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:06:17.921 2024-04-16 02:06:18 97577.921 NaN 11862 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:07:17.805 2024-04-16 02:07:18 97637.805 NaN 11863 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:08:17.828 2024-04-16 02:08:18 97697.828 NaN 11864 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:09:18.069 2024-04-16 02:09:25 97758.069 NaN 11865 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:10:18.036 2024-04-16 02:10:28 97818.036 NaN 11866 NIKKEI caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 03:11:18.076 2024-04-16 02:11:21 97878.076 NaN 11867 BTP caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 08:00:38.250 2024-04-16 07:00:39 115238.25 NaN 11869 GASOIL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 09:01:32.090 2024-04-16 08:01:34 118892.09 NaN 11868 EURIBOR-ICE caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 09:00:39.397 2024-04-16 08:01:31 118839.397 NaN 11870 EURIBOR-ICE caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 09:01:39.654 2024-04-16 08:04:10 118899.654 NaN 11871 COFFEE caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 14:00:44.190 2024-04-16 13:00:44 136844.19 NaN 11872 CRUDE_W caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 14:00:45.167 2024-04-16 13:00:45 136845.167 NaN 11876 SP400 caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:00:59.907 2024-04-16 14:01:00 140459.907 NaN 11877 VIX caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:00.816 2024-04-16 14:01:17 140460.816 NaN 11878 MXP caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:18.219 2024-04-16 14:01:20 140478.219 NaN 11880 EUR caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:21.535 2024-04-16 14:01:23 140481.535 NaN 11873 AUD caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:00:47.858 2024-04-16 14:00:57 140447.858 NaN 11885 AUD caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:02:47.752 2024-04-16 14:02:47 140567.752 NaN 11881 AUD caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:47.733 2024-04-16 14:01:47 140507.733 NaN 11883 SP500_micro caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:48.955 2024-04-16 14:01:49 140508.955 NaN 11890 SP500_micro caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:03:48.438 2024-04-16 14:03:48 140628.438 NaN 11875 SP500_micro caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:00:58.726 2024-04-16 14:00:59 140458.726 NaN 11887 SP500_micro caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:02:49.168 2024-04-16 14:02:49 140569.168 NaN 11879 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:20.750 2024-04-16 14:01:20 140480.75 NaN 11884 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:49.332 2024-04-16 14:01:49 140509.332 NaN 11888 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:02:49.744 2024-04-16 14:02:49 140569.744 NaN 11891 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:03:49.256 2024-04-16 14:03:49 140629.256 NaN 11893 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:04:48.169 2024-04-16 14:04:48 140688.169 NaN 11895 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:05:48.534 2024-04-16 14:05:48 140748.534 NaN 11897 RUSSELL caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:06:48.288 2024-04-16 14:06:48 140808.288 NaN 11874 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:00:57.898 2024-04-16 14:00:58 140457.898 NaN 11882 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:01:48.191 2024-04-16 14:01:48 140508.191 NaN 11886 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:02:48.394 2024-04-16 14:02:48 140568.394 NaN 11889 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:03:47.778 2024-04-16 14:03:47 140627.778 NaN 11892 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:04:47.794 2024-04-16 14:04:47 140687.794 NaN 11894 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:05:47.814 2024-04-16 14:05:47 140747.814 NaN 11896 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:06:47.711 2024-04-16 14:06:47 140807.711 NaN 11898 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:07:47.856 2024-04-16 14:07:47 140867.856 NaN 11899 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:08:47.870 2024-04-16 14:08:47 140927.87 NaN 11900 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:09:47.894 2024-04-16 14:09:47 140987.894 NaN 11901 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:10:47.722 2024-04-16 14:10:48 141047.722 NaN 11902 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:11:47.925 2024-04-16 14:11:48 141107.925 NaN 11903 DOW caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:12:47.823 2024-04-16 14:12:47 141167.823 NaN 11916 LEANHOG caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:34:09.926 2024-04-16 14:34:10 142449.926 NaN 11917 SOYBEAN caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:34:11.802 2024-04-16 14:34:11 142451.802 NaN 11918 CORN caleb_strategy_v3 2024-04-15 00:00:00 2024-04-16 15:34:12.874 2024-04-16 14:34:12 142452.874 NaN 11904 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:21:48.266 2024-04-16 14:21:55 73308.266 NaN 11905 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:21:56.922 2024-04-16 14:23:19 73316.922 NaN 11906 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:23:22.904 2024-04-16 14:23:22 73402.904 NaN 11907 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:23:23.359 2024-04-16 14:23:23 73403.359 NaN 11908 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:24:23.125 2024-04-16 14:25:40 73463.125 NaN 11909 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:25:41.259 2024-04-16 14:25:41 73541.259 NaN 11910 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:25:45.632 2024-04-16 14:25:48 73545.632 NaN 11911 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:25:49.186 2024-04-16 14:25:49 73549.186 NaN 11912 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:26:45.962 2024-04-16 14:26:48 73605.962 NaN 11913 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:26:49.118 2024-04-16 14:26:51 73609.118 NaN 11914 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:27:46.251 2024-04-16 14:32:46 73666.251 NaN 11915 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:32:46.869 2024-04-16 14:34:05 73966.869 NaN 11919 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:34:13.565 2024-04-16 14:36:57 74053.565 NaN 11920 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:36:57.955 2024-04-16 14:37:35 74217.955 NaN 11921 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:37:39.262 2024-04-16 14:37:39 74259.262 NaN 11922 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:37:40.252 2024-04-16 14:38:45 74260.252 NaN 11923 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:38:49.418 2024-04-16 14:39:13 74329.418 NaN 11924 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:39:14.025 2024-04-16 14:39:44 74354.025 NaN 11925 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:39:49.859 2024-04-16 14:40:03 74389.859 NaN 11926 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:40:04.315 2024-04-16 14:43:54 74404.315 NaN 11927 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:43:58.774 2024-04-16 14:44:03 74638.774 NaN 11928 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:44:04.469 2024-04-16 14:45:06 74644.469 NaN 11929 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:45:10.851 2024-04-16 14:46:27 74710.851 NaN 11930 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:46:27.587 2024-04-16 14:46:30 74787.587 NaN 11931 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:46:34.396 2024-04-16 14:46:40 74794.396 NaN 11932 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:46:40.523 2024-04-16 14:48:00 74800.523 NaN 11933 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:48:04.832 2024-04-16 14:48:33 74884.832 NaN 11934 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:48:33.852 2024-04-16 14:49:22 74913.852 NaN 11935 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:49:26.220 2024-04-16 14:49:43 74966.22 NaN 11936 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:49:43.390 2024-04-16 14:49:43 74983.39 NaN 11937 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:50:26.731 2024-04-16 14:50:42 75026.731 NaN 11938 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:50:43.520 2024-04-16 14:55:43 75043.52 NaN 11939 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:55:47.491 2024-04-16 14:58:58 75347.491 NaN 11940 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 15:58:58.925 2024-04-16 14:59:57 75538.925 NaN 11941 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:00:01.075 2024-04-16 15:00:38 75601.075 NaN 11942 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:00:39.363 2024-04-16 15:05:39 75639.363 NaN 11943 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:05:58.680 2024-04-16 15:06:49 75958.68 NaN 11944 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:06:49.723 2024-04-16 15:07:03 76009.723 NaN 11945 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:07:07.876 2024-04-16 15:11:01 76027.876 NaN 11946 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:11:01.652 2024-04-16 15:11:06 76261.652 NaN 11947 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:11:10.237 2024-04-16 15:11:15 76270.237 NaN 11948 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:11:16.177 2024-04-16 15:11:16 76276.177 NaN 11949 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:12:10.324 2024-04-16 15:13:55 76330.324 NaN 11950 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-04-15 19:00:00 2024-04-16 16:13:56.229 2024-04-16 15:13:56 76436.229 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 11855 JGB-SGX-mini caleb_strategy_v3 [-1] 144.23 None 144.25 144.24 144.26 144.26 144.26 0.02 -0.01 0.02 -0.0 NaN 0.01 11854 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38532.5 38530.0 38535.0 38535.0 38535.0 -192.5 -2.5 5.0 -0.0 NaN 2.5 11856 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38532.5 38530.0 38535.0 38535.0 38535.0 -192.5 -2.5 5.0 -0.0 NaN 2.5 11857 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38537.5 38535.0 38540.0 38540.0 38540.0 -187.5 -2.5 5.0 -0.0 NaN 2.5 11858 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38537.5 38535.0 38540.0 38540.0 38540.0 -187.5 -2.5 5.0 -0.0 NaN 2.5 11859 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38537.5 38535.0 38540.0 38540.0 38540.0 -187.5 -2.5 5.0 -0.0 NaN 2.5 11860 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38537.5 38535.0 38540.0 38540.0 38525.0 -187.5 -2.5 -10.0 -15.0 NaN -12.5 11861 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38527.5 38525.0 38530.0 38530.0 38530.0 -197.5 -2.5 5.0 -0.0 NaN 2.5 11862 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38535.0 38530.0 38540.0 38540.0 38530.0 -190.0 -5.0 -0.0 -10.0 NaN -5.0 11863 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38532.5 38530.0 38535.0 NaN 38515.0 -192.5 -2.5 -15.0 NaN NaN -17.5 11864 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38522.5 38520.0 38525.0 38525.0 38520.0 -202.5 -2.5 -0.0 -5.0 NaN -2.5 11865 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38497.5 38495.0 38500.0 38500.0 38500.0 -227.5 -2.5 5.0 -0.0 NaN 2.5 11866 NIKKEI caleb_strategy_v3 [-1] 38725.0 None 38502.5 38500.0 38505.0 38505.0 38505.0 -222.5 -2.5 5.0 -0.0 NaN 2.5 11867 BTP caleb_strategy_v3 [1] 117.43 None 117.255 117.26 117.25 117.25 117.27 0.175 -0.005 -0.01 -0.02 NaN -0.015 11869 GASOIL caleb_strategy_v3 [1] 819.75 None 817.375 817.5 817.25 817.25 817.5 2.375 -0.125 0.0 -0.25 NaN -0.125 11868 EURIBOR-ICE caleb_strategy_v3 [1] 97.51 None 97.4975 97.5 97.495 97.495 97.495 0.0125 -0.0025 0.005 0.0 NaN 0.0025 11870 EURIBOR-ICE caleb_strategy_v3 [1] 97.51 None 97.495 97.5 97.49 97.49 97.49 0.015 -0.005 0.01 0.0 NaN 0.005 11871 COFFEE caleb_strategy_v3 [1] 229.35 None 229.3 229.35 229.25 229.25 229.35 0.05 -0.05 0.0 -0.1 NaN -0.05 11872 CRUDE_W caleb_strategy_v3 [1] 80.48 None 80.01 80.02 80.0 80.0 80.02 0.47 -0.01 0.0 -0.02 NaN -0.01 11876 SP400 caleb_strategy_v3 [-1] 2889.2 None 2862.4 2862.2 2862.6 2862.6 2862.6 -26.8 -0.2 0.4 -0.0 NaN 0.2 11877 VIX caleb_strategy_v3 [-1] 18.55 None 18.475 18.45 18.5 18.5 18.4 -0.075 -0.025 -0.05 -0.1 NaN -0.075 11878 MXP caleb_strategy_v3 [-1] 0.05918 None 0.05819 0.05818 0.0582 0.0582 0.0582 -0.00099 -0.00001 0.00002 -0.0 NaN 0.00001 11880 EUR caleb_strategy_v3 [-1] 1.06505 None 1.065725 1.0657 1.06575 1.06575 1.06575 0.000675 -0.000025 0.00005 -0.0 NaN 0.000025 11873 AUD caleb_strategy_v3 [-1] 0.6452 None 0.640925 0.6409 0.64095 0.64095 0.64095 -0.004275 -0.000025 0.00005 -0.0 NaN 0.000025 11885 AUD caleb_strategy_v3 [-1] 0.6452 None 0.641175 0.64115 0.6412 0.6412 0.6412 -0.004025 -0.000025 0.00005 -0.0 NaN 0.000025 11881 AUD caleb_strategy_v3 [-1] 0.6452 None 0.640925 0.6409 0.64095 0.64095 0.64115 -0.004275 -0.000025 0.00025 0.0002 NaN 0.000225 11883 SP500_micro caleb_strategy_v3 [-1] 5104.75 None 5099.625 5099.5 5099.75 5099.75 5100.0 -5.125 -0.125 0.5 0.25 NaN 0.375 11890 SP500_micro caleb_strategy_v3 [-1] 5104.75 None 5101.125 5101.0 5101.25 5101.25 5097.75 -3.625 -0.125 -3.25 -3.5 NaN -3.375 11875 SP500_micro caleb_strategy_v3 [-1] 5104.75 None 5099.875 5099.75 5100.0 5100.0 5099.5 -4.875 -0.125 -0.25 -0.5 NaN -0.375 11887 SP500_micro caleb_strategy_v3 [-1] 5104.75 None 5100.125 5100.0 5100.25 5100.25 5101.0 -4.625 -0.125 1.0 0.75 NaN 0.875 11879 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1970.3 1970.4 1970.2 1970.2 1970.3 16.4 -0.1 0.1 -0.1 NaN 0.0 11884 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1970.25 1970.3 1970.2 NaN 1969.8 16.45 -0.05 0.5 NaN NaN 0.45 11888 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1970.05 1970.1 1970.0 1970.0 1970.0 16.65 -0.05 0.1 0.0 NaN 0.05 11891 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1968.3 1968.4 1968.2 1968.2 1968.2 18.4 -0.1 0.2 0.0 NaN 0.1 11893 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1970.85 1970.9 1970.8 NaN 1971.0 15.85 -0.05 -0.1 NaN NaN -0.15 11895 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1971.6 1971.7 1971.5 1971.5 1971.7 15.1 -0.1 0.0 -0.2 NaN -0.1 11897 RUSSELL caleb_strategy_v3 [1] 1986.7 None 1969.75 1969.8 1969.7 1969.7 1969.7 16.95 -0.05 0.1 0.0 NaN 0.05 11874 DOW caleb_strategy_v3 [-1] 37975.0 None 38099.5 38099.0 38100.0 38100.0 38099.0 124.5 -0.5 -0.0 -1.0 NaN -0.5 11882 DOW caleb_strategy_v3 [-1] 37975.0 None 38099.5 38099.0 38100.0 38100.0 38097.0 124.5 -0.5 -2.0 -3.0 NaN -2.5 11886 DOW caleb_strategy_v3 [-1] 37975.0 None 38096.5 38096.0 38097.0 38097.0 38085.0 121.5 -0.5 -11.0 -12.0 NaN -11.5 11889 DOW caleb_strategy_v3 [-1] 37975.0 None 38087.0 38086.0 38088.0 38088.0 38070.0 112.0 -1.0 -16.0 -18.0 NaN -17.0 11892 DOW caleb_strategy_v3 [-1] 37975.0 None 38070.5 38070.0 38071.0 38071.0 38092.0 95.5 -0.5 22.0 21.0 NaN 21.5 11894 DOW caleb_strategy_v3 [-1] 37975.0 None 38092.5 38092.0 38093.0 38093.0 38092.0 117.5 -0.5 -0.0 -1.0 NaN -0.5 11896 DOW caleb_strategy_v3 [-1] 37975.0 None 38092.5 38092.0 38093.0 38093.0 38097.0 117.5 -0.5 5.0 4.0 NaN 4.5 11898 DOW caleb_strategy_v3 [-1] 37975.0 None 38097.5 38097.0 38098.0 38098.0 38079.0 122.5 -0.5 -18.0 -19.0 NaN -18.5 11899 DOW caleb_strategy_v3 [-1] 37975.0 None 38079.5 38079.0 38080.0 38080.0 38095.0 104.5 -0.5 16.0 15.0 NaN 15.5 11900 DOW caleb_strategy_v3 [-1] 37975.0 None 38096.5 38096.0 38097.0 38097.0 38126.0 121.5 -0.5 30.0 29.0 NaN 29.5 11901 DOW caleb_strategy_v3 [-1] 37975.0 None 38126.5 38126.0 38127.0 NaN 38109.0 151.5 -0.5 -17.0 NaN NaN -17.5 11902 DOW caleb_strategy_v3 [-1] 37975.0 None 38120.5 38120.0 38121.0 38121.0 38119.0 145.5 -0.5 -1.0 -2.0 NaN -1.5 11903 DOW caleb_strategy_v3 [-1] 37975.0 None 38117.5 38117.0 38118.0 38118.0 38116.0 142.5 -0.5 -1.0 -2.0 NaN -1.5 11916 LEANHOG caleb_strategy_v3 [-1] 103.725 None 104.35 104.325 104.375 104.375 104.3 0.625 -0.025 -0.025 -0.075 NaN -0.05 11917 SOYBEAN caleb_strategy_v3 [-1] 1167.0 None 1160.0 1159.75 1160.25 1160.25 1159.75 -7.0 -0.25 -0.0 -0.5 NaN -0.25 11918 CORN caleb_strategy_v3 [-1] 468.75 None 475.0 475.0 475.0 475.0 465.75 6.25 -0.0 -9.25 -9.25 NaN -9.25 11904 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9325 1.935 1.93 1.93 1.935 0.0175 -0.0025 0.0 -0.005 NaN -0.0025 11905 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 2.255 2.25 -0.0225 -0.0025 -0.0 -0.005 NaN -0.0025 11906 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9325 1.935 1.93 NaN 1.935 0.0175 -0.0025 0.0 NaN NaN -0.0025 11907 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11908 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.93 1.935 1.925 1.925 1.93 0.02 -0.005 0.005 -0.005 NaN 0.0 11909 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 NaN 2.245 -0.0225 -0.0025 -0.005 NaN NaN -0.0075 11910 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9275 1.93 1.925 1.925 1.93 0.0225 -0.0025 0.0 -0.005 NaN -0.0025 11911 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 NaN 2.25 -0.0225 -0.0025 -0.0 NaN NaN -0.0025 11912 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9275 1.93 1.925 1.925 1.93 0.0225 -0.0025 0.0 -0.005 NaN -0.0025 11913 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11914 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9275 1.93 1.925 1.925 1.93 0.0225 -0.0025 0.0 -0.005 NaN -0.0025 11915 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11919 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9275 1.93 1.925 1.925 1.925 0.0225 -0.0025 0.005 0.0 NaN 0.0025 11920 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2475 2.245 2.25 2.25 2.25 -0.0275 -0.0025 0.005 -0.0 NaN 0.0025 11921 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 NaN 1.925 0.0275 -0.0025 0.0 NaN NaN -0.0025 11922 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2475 2.245 2.25 2.25 2.25 -0.0275 -0.0025 0.005 -0.0 NaN 0.0025 11923 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 1.92 1.92 0.0275 -0.0025 0.005 0.0 NaN 0.0025 11924 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2475 2.245 2.25 2.25 2.25 -0.0275 -0.0025 0.005 -0.0 NaN 0.0025 11925 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 1.92 1.925 0.0275 -0.0025 0.0 -0.005 NaN -0.0025 11926 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 2.255 2.245 -0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 11927 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9175 1.92 1.915 1.915 1.92 0.0325 -0.0025 0.0 -0.005 NaN -0.0025 11928 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11929 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9175 1.92 1.915 1.915 1.925 0.0325 -0.0025 -0.005 -0.01 NaN -0.0075 11930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 1.92 1.92 0.0275 -0.0025 0.005 0.0 NaN 0.0025 11932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.25 -0.025 -0.005 0.005 -0.005 NaN 0.0 11933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.92 1.925 1.915 1.915 1.925 0.03 -0.005 0.0 -0.01 NaN -0.005 11934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 2.255 2.25 -0.0225 -0.0025 -0.0 -0.005 NaN -0.0025 11935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.92 1.925 1.915 1.915 1.925 0.03 -0.005 0.0 -0.01 NaN -0.005 11936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2525 2.25 2.255 NaN 2.25 -0.0225 -0.0025 -0.0 NaN NaN -0.0025 11937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.92 1.925 1.915 1.915 1.92 0.03 -0.005 0.005 -0.005 NaN 0.0 11938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.25 2.245 2.255 2.255 2.245 -0.025 -0.005 -0.0 -0.01 NaN -0.005 11939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9175 1.92 1.915 1.915 1.915 0.0325 -0.0025 0.005 0.0 NaN 0.0025 11940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2475 2.245 2.25 2.25 2.245 -0.0275 -0.0025 -0.0 -0.005 NaN -0.0025 11941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9125 1.915 1.91 1.91 1.92 0.0375 -0.0025 -0.005 -0.01 NaN -0.0075 11942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2475 2.245 2.25 2.25 2.245 -0.0275 -0.0025 -0.0 -0.005 NaN -0.0025 11943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 1.92 1.925 0.0275 -0.0025 0.0 -0.005 NaN -0.0025 11944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.255 2.25 2.26 2.26 2.25 -0.02 -0.005 -0.0 -0.01 NaN -0.005 11945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9225 1.925 1.92 1.92 1.925 0.0275 -0.0025 0.0 -0.005 NaN -0.0025 11946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.255 2.25 2.26 2.26 2.255 -0.02 -0.005 0.005 -0.005 NaN 0.0 11947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.925 1.93 1.92 1.92 1.93 0.025 -0.005 0.0 -0.01 NaN -0.005 11948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2575 2.255 2.26 NaN 2.255 -0.0175 -0.0025 -0.0 NaN NaN -0.0025 11949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.95 None 1.9275 1.93 1.925 1.925 1.925 0.0225 -0.0025 0.005 0.0 NaN 0.0025 11950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.275 None 2.2575 2.255 2.26 NaN 2.255 -0.0175 -0.0025 -0.0 NaN NaN -0.0025 =================================================================================================================================================================== 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 11855 JGB-SGX-mini caleb_strategy_v3 [-1] 4.279989 46.729093 -23.364546 46.729093 -0.0 NaN 23.364546 11854 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -308.302651 -4.003931 8.007861 -0.0 NaN 4.003931 11856 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -308.302651 -4.003931 8.007861 -0.0 NaN 4.003931 11857 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -300.29479 -4.003931 8.007861 -0.0 NaN 4.003931 11858 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -300.29479 -4.003931 8.007861 -0.0 NaN 4.003931 11859 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -300.29479 -4.003931 8.007861 -0.0 NaN 4.003931 11860 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -300.29479 -4.003931 -16.015722 -24.023583 NaN -20.019653 11861 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -316.310512 -4.003931 8.007861 -0.0 NaN 4.003931 11862 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -304.29872 -8.007861 -0.0 -16.015722 NaN -8.007861 11863 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -308.302651 -4.003931 -24.023583 NaN NaN -28.027514 11864 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -324.318373 -4.003931 -0.0 -8.007861 NaN -4.003931 11865 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -364.357678 -4.003931 8.007861 -0.0 NaN 4.003931 11866 NIKKEI caleb_strategy_v3 [-1] 6243.864576 -356.349817 -4.003931 8.007861 -0.0 NaN 4.003931 11867 BTP caleb_strategy_v3 [1] 11.168356 156.692713 -4.476935 -8.953869 -17.907739 NaN -13.430804 11869 GASOIL caleb_strategy_v3 [1] 206.76995 114.861952 -6.045366 0.0 -12.090732 NaN -6.045366 11868 EURIBOR-ICE caleb_strategy_v3 [1] 1.084845 115.22384 -23.044768 46.089536 0.0 NaN 23.044768 11870 EURIBOR-ICE caleb_strategy_v3 [1] 1.084845 138.268609 -46.089536 92.179072 0.0 NaN 46.089536 11871 COFFEE caleb_strategy_v3 [1] 51.886318 9.636452 -9.636452 0.0 -19.272904 NaN -9.636452 11872 CRUDE_W caleb_strategy_v3 [1] 13.298553 353.421911 -7.519615 0.0 -15.03923 NaN -7.519615 11876 SP400 caleb_strategy_v3 [-1] 473.463828 -566.04113 -4.224188 8.448375 -0.0 NaN 4.224188 11877 VIX caleb_strategy_v3 [-1] 6.948957 -107.929865 -35.976622 -71.953244 -143.906487 NaN -107.929865 11878 MXP caleb_strategy_v3 [-1] 0.006187 -1600.24682 -16.164109 32.328219 -0.0 NaN 16.164109 11880 EUR caleb_strategy_v3 [-1] 0.073638 91.664515 -3.394982 6.789964 -0.0 NaN 3.394982 11873 AUD caleb_strategy_v3 [-1] 0.071178 -600.606484 -3.512319 7.024637 -0.0 NaN 3.512319 11885 AUD caleb_strategy_v3 [-1] 0.071178 -565.483298 -3.512319 7.024637 -0.0 NaN 3.512319 11881 AUD caleb_strategy_v3 [-1] 0.071178 -600.606484 -3.512319 35.123186 28.098549 NaN 31.610868 11883 SP500_micro caleb_strategy_v3 [-1] 666.853877 -76.853418 -1.874474 7.497894 3.748947 NaN 5.623421 11890 SP500_micro caleb_strategy_v3 [-1] 666.853877 -54.359735 -1.874474 -48.736314 -52.485261 NaN -50.610788 11875 SP500_micro caleb_strategy_v3 [-1] 666.853877 -73.104471 -1.874474 -3.748947 -7.497894 NaN -5.623421 11887 SP500_micro caleb_strategy_v3 [-1] 666.853877 -69.355524 -1.874474 14.995789 11.246842 NaN 13.121315 11879 RUSSELL caleb_strategy_v3 [1] 419.368584 391.064105 -2.384537 2.384537 -2.384537 NaN 0.0 11884 RUSSELL caleb_strategy_v3 [1] 419.368584 392.256374 -1.192269 11.922686 NaN NaN 10.730418 11888 RUSSELL caleb_strategy_v3 [1] 419.368584 397.025448 -1.192269 2.384537 0.0 NaN 1.192269 11891 RUSSELL caleb_strategy_v3 [1] 419.368584 438.75485 -2.384537 4.769074 0.0 NaN 2.384537 11893 RUSSELL caleb_strategy_v3 [1] 419.368584 377.94915 -1.192269 -2.384537 NaN NaN -3.576806 11895 RUSSELL caleb_strategy_v3 [1] 419.368584 360.065121 -2.384537 0.0 -4.769074 NaN -2.384537 11897 RUSSELL caleb_strategy_v3 [1] 419.368584 404.17906 -1.192269 2.384537 0.0 NaN 1.192269 11874 DOW caleb_strategy_v3 [-1] 4526.125453 275.069706 -1.104698 -0.0 -2.209395 NaN -1.104698 11882 DOW caleb_strategy_v3 [-1] 4526.125453 275.069706 -1.104698 -4.41879 -6.628186 NaN -5.523488 11886 DOW caleb_strategy_v3 [-1] 4526.125453 268.441521 -1.104698 -24.303348 -26.512743 NaN -25.408045 11889 DOW caleb_strategy_v3 [-1] 4526.125453 247.452266 -2.209395 -35.350324 -39.769114 NaN -37.559719 11892 DOW caleb_strategy_v3 [-1] 4526.125453 210.997245 -1.104698 48.606695 46.3973 NaN 47.501998 11894 DOW caleb_strategy_v3 [-1] 4526.125453 259.60394 -1.104698 -0.0 -2.209395 NaN -1.104698 11896 DOW caleb_strategy_v3 [-1] 4526.125453 259.60394 -1.104698 11.046976 8.837581 NaN 9.942279 11898 DOW caleb_strategy_v3 [-1] 4526.125453 270.650916 -1.104698 -39.769114 -41.978509 NaN -40.873812 11899 DOW caleb_strategy_v3 [-1] 4526.125453 230.881802 -1.104698 35.350324 33.140928 NaN 34.245626 11900 DOW caleb_strategy_v3 [-1] 4526.125453 268.441521 -1.104698 66.281857 64.072462 NaN 65.177159 11901 DOW caleb_strategy_v3 [-1] 4526.125453 334.723378 -1.104698 -37.559719 NaN NaN -38.664417 11902 DOW caleb_strategy_v3 [-1] 4526.125453 321.467006 -1.104698 -2.209395 -4.41879 NaN -3.314093 11903 DOW caleb_strategy_v3 [-1] 4526.125453 314.838821 -1.104698 -2.209395 -4.41879 NaN -3.314093 11916 LEANHOG caleb_strategy_v3 [-1] 22.111877 282.65353 -11.306141 -11.306141 -33.918424 NaN -22.612282 11917 SOYBEAN caleb_strategy_v3 [-1] 164.608367 -425.251773 -15.187563 -0.0 -30.375127 NaN -15.187563 11918 CORN caleb_strategy_v3 [-1] 85.820868 728.261104 -0.0 -1077.826433 -1077.826433 NaN -1077.826433 11904 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 121.372464 -17.338923 0.0 -34.677847 NaN -17.338923 11905 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -0.0 -34.677847 NaN -17.338923 11906 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 121.372464 -17.338923 0.0 NaN NaN -17.338923 11907 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11908 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 138.711387 -34.677847 34.677847 -34.677847 NaN 0.0 11909 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -34.677847 NaN NaN -52.01677 11910 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 156.050311 -17.338923 0.0 -34.677847 NaN -17.338923 11911 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -0.0 NaN NaN -17.338923 11912 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 156.050311 -17.338923 0.0 -34.677847 NaN -17.338923 11913 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11914 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 156.050311 -17.338923 0.0 -34.677847 NaN -17.338923 11915 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11919 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 156.050311 -17.338923 34.677847 0.0 NaN 17.338923 11920 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -190.728157 -17.338923 34.677847 -0.0 NaN 17.338923 11921 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 0.0 NaN NaN -17.338923 11922 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -190.728157 -17.338923 34.677847 -0.0 NaN 17.338923 11923 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 34.677847 0.0 NaN 17.338923 11924 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -190.728157 -17.338923 34.677847 -0.0 NaN 17.338923 11925 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 0.0 -34.677847 NaN -17.338923 11926 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -34.677847 -69.355694 NaN -52.01677 11927 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 225.406004 -17.338923 0.0 -34.677847 NaN -17.338923 11928 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11929 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 225.406004 -17.338923 -34.677847 -69.355694 NaN -52.01677 11930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 34.677847 0.0 NaN 17.338923 11932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 34.677847 -34.677847 NaN 0.0 11933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 208.067081 -34.677847 0.0 -69.355694 NaN -34.677847 11934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -0.0 -34.677847 NaN -17.338923 11935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 208.067081 -34.677847 0.0 -69.355694 NaN -34.677847 11936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -156.050311 -17.338923 -0.0 NaN NaN -17.338923 11937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 208.067081 -34.677847 34.677847 -34.677847 NaN 0.0 11938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -173.389234 -34.677847 -0.0 -69.355694 NaN -34.677847 11939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 225.406004 -17.338923 34.677847 0.0 NaN 17.338923 11940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -190.728157 -17.338923 -0.0 -34.677847 NaN -17.338923 11941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 260.083851 -17.338923 -34.677847 -69.355694 NaN -52.01677 11942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -190.728157 -17.338923 -0.0 -34.677847 NaN -17.338923 11943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 0.0 -34.677847 NaN -17.338923 11944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -138.711387 -34.677847 -0.0 -69.355694 NaN -34.677847 11945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 190.728157 -17.338923 0.0 -34.677847 NaN -17.338923 11946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -138.711387 -34.677847 34.677847 -34.677847 NaN 0.0 11947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 173.389234 -34.677847 0.0 -69.355694 NaN -34.677847 11948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -121.372464 -17.338923 -0.0 NaN NaN -17.338923 11949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.441843 156.050311 -17.338923 34.677847 0.0 NaN 17.338923 11950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.441843 -121.372464 -17.338923 -0.0 NaN NaN -17.338923 ============================================================================================================================================================================= 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 11855 JGB-SGX-mini caleb_strategy_v3 [-1] 647.949564 12.958991 -6.479496 12.958991 -0.0 NaN 6.479496 11854 NIKKEI caleb_strategy_v3 [-1] 0.64795 -124.730291 -1.619874 3.239748 -0.0 NaN 1.619874 11856 NIKKEI caleb_strategy_v3 [-1] 0.64795 -124.730291 -1.619874 3.239748 -0.0 NaN 1.619874 11857 NIKKEI caleb_strategy_v3 [-1] 0.64795 -121.490543 -1.619874 3.239748 -0.0 NaN 1.619874 11858 NIKKEI caleb_strategy_v3 [-1] 0.64795 -121.490543 -1.619874 3.239748 -0.0 NaN 1.619874 11859 NIKKEI caleb_strategy_v3 [-1] 0.64795 -121.490543 -1.619874 3.239748 -0.0 NaN 1.619874 11860 NIKKEI caleb_strategy_v3 [-1] 0.64795 -121.490543 -1.619874 -6.479496 -9.719243 NaN -8.09937 11861 NIKKEI caleb_strategy_v3 [-1] 0.64795 -127.970039 -1.619874 3.239748 -0.0 NaN 1.619874 11862 NIKKEI caleb_strategy_v3 [-1] 0.64795 -123.110417 -3.239748 -0.0 -6.479496 NaN -3.239748 11863 NIKKEI caleb_strategy_v3 [-1] 0.64795 -124.730291 -1.619874 -9.719243 NaN NaN -11.339117 11864 NIKKEI caleb_strategy_v3 [-1] 0.64795 -131.209787 -1.619874 -0.0 -3.239748 NaN -1.619874 11865 NIKKEI caleb_strategy_v3 [-1] 0.64795 -147.408526 -1.619874 3.239748 -0.0 NaN 1.619874 11866 NIKKEI caleb_strategy_v3 [-1] 0.64795 -144.168778 -1.619874 3.239748 -0.0 NaN 1.619874 11867 BTP caleb_strategy_v3 [1] 1061.8 185.815 -5.309 -10.618 -21.236 NaN -15.927 11869 GASOIL caleb_strategy_v3 [1] 100.0 237.5 -12.5 0.0 -25.0 NaN -12.5 11868 EURIBOR-ICE caleb_strategy_v3 [1] 2654.5 33.18125 -6.63625 13.2725 0.0 NaN 6.63625 11870 EURIBOR-ICE caleb_strategy_v3 [1] 2654.5 39.8175 -13.2725 26.545 0.0 NaN 13.2725 11871 COFFEE caleb_strategy_v3 [1] 375.0 18.75 -18.75 0.0 -37.5 NaN -18.75 11872 CRUDE_W caleb_strategy_v3 [1] 1000.0 470.0 -10.0 0.0 -20.0 NaN -10.0 11876 SP400 caleb_strategy_v3 [-1] 100.0 -2680.0 -20.0 40.0 -0.0 NaN 20.0 11877 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -50.0 -100.0 NaN -75.0 11878 MXP caleb_strategy_v3 [-1] 500000.0 -495.0 -5.0 10.0 -0.0 NaN 5.0 11880 EUR caleb_strategy_v3 [-1] 125000.0 84.375 -3.125 6.25 -0.0 NaN 3.125 11873 AUD caleb_strategy_v3 [-1] 100000.0 -427.5 -2.5 5.0 -0.0 NaN 2.5 11885 AUD caleb_strategy_v3 [-1] 100000.0 -402.5 -2.5 5.0 -0.0 NaN 2.5 11881 AUD caleb_strategy_v3 [-1] 100000.0 -427.5 -2.5 25.0 20.0 NaN 22.5 11883 SP500_micro caleb_strategy_v3 [-1] 5.0 -25.625 -0.625 2.5 1.25 NaN 1.875 11890 SP500_micro caleb_strategy_v3 [-1] 5.0 -18.125 -0.625 -16.25 -17.5 NaN -16.875 11875 SP500_micro caleb_strategy_v3 [-1] 5.0 -24.375 -0.625 -1.25 -2.5 NaN -1.875 11887 SP500_micro caleb_strategy_v3 [-1] 5.0 -23.125 -0.625 5.0 3.75 NaN 4.375 11879 RUSSELL caleb_strategy_v3 [1] 5.0 82.0 -0.5 0.5 -0.5 NaN 0.0 11884 RUSSELL caleb_strategy_v3 [1] 5.0 82.25 -0.25 2.5 NaN NaN 2.25 11888 RUSSELL caleb_strategy_v3 [1] 5.0 83.25 -0.25 0.5 0.0 NaN 0.25 11891 RUSSELL caleb_strategy_v3 [1] 5.0 92.0 -0.5 1.0 0.0 NaN 0.5 11893 RUSSELL caleb_strategy_v3 [1] 5.0 79.25 -0.25 -0.5 NaN NaN -0.75 11895 RUSSELL caleb_strategy_v3 [1] 5.0 75.5 -0.5 0.0 -1.0 NaN -0.5 11897 RUSSELL caleb_strategy_v3 [1] 5.0 84.75 -0.25 0.5 0.0 NaN 0.25 11874 DOW caleb_strategy_v3 [-1] 0.5 62.25 -0.25 -0.0 -0.5 NaN -0.25 11882 DOW caleb_strategy_v3 [-1] 0.5 62.25 -0.25 -1.0 -1.5 NaN -1.25 11886 DOW caleb_strategy_v3 [-1] 0.5 60.75 -0.25 -5.5 -6.0 NaN -5.75 11889 DOW caleb_strategy_v3 [-1] 0.5 56.0 -0.5 -8.0 -9.0 NaN -8.5 11892 DOW caleb_strategy_v3 [-1] 0.5 47.75 -0.25 11.0 10.5 NaN 10.75 11894 DOW caleb_strategy_v3 [-1] 0.5 58.75 -0.25 -0.0 -0.5 NaN -0.25 11896 DOW caleb_strategy_v3 [-1] 0.5 58.75 -0.25 2.5 2.0 NaN 2.25 11898 DOW caleb_strategy_v3 [-1] 0.5 61.25 -0.25 -9.0 -9.5 NaN -9.25 11899 DOW caleb_strategy_v3 [-1] 0.5 52.25 -0.25 8.0 7.5 NaN 7.75 11900 DOW caleb_strategy_v3 [-1] 0.5 60.75 -0.25 15.0 14.5 NaN 14.75 11901 DOW caleb_strategy_v3 [-1] 0.5 75.75 -0.25 -8.5 NaN NaN -8.75 11902 DOW caleb_strategy_v3 [-1] 0.5 72.75 -0.25 -0.5 -1.0 NaN -0.75 11903 DOW caleb_strategy_v3 [-1] 0.5 71.25 -0.25 -0.5 -1.0 NaN -0.75 11916 LEANHOG caleb_strategy_v3 [-1] 400.0 250.0 -10.0 -10.0 -30.0 NaN -20.0 11917 SOYBEAN caleb_strategy_v3 [-1] 50.0 -350.0 -12.5 -0.0 -25.0 NaN -12.5 11918 CORN caleb_strategy_v3 [-1] 50.0 312.5 -0.0 -462.5 -462.5 NaN -462.5 11904 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 0.0 -12.5 NaN -6.25 11905 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 -12.5 NaN -6.25 11906 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 0.0 NaN NaN -6.25 11907 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11908 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 50.0 -12.5 12.5 -12.5 NaN 0.0 11909 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -12.5 NaN NaN -18.75 11910 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 0.0 -12.5 NaN -6.25 11911 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 NaN NaN -6.25 11912 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 0.0 -12.5 NaN -6.25 11913 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11914 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 0.0 -12.5 NaN -6.25 11915 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11919 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 12.5 0.0 NaN 6.25 11920 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 12.5 -0.0 NaN 6.25 11921 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 0.0 NaN NaN -6.25 11922 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 12.5 -0.0 NaN 6.25 11923 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 12.5 0.0 NaN 6.25 11924 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 12.5 -0.0 NaN 6.25 11925 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 0.0 -12.5 NaN -6.25 11926 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -12.5 -25.0 NaN -18.75 11927 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 81.25 -6.25 0.0 -12.5 NaN -6.25 11928 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11929 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 81.25 -6.25 -12.5 -25.0 NaN -18.75 11930 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11931 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 12.5 0.0 NaN 6.25 11932 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 12.5 -12.5 NaN 0.0 11933 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 75.0 -12.5 0.0 -25.0 NaN -12.5 11934 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 -12.5 NaN -6.25 11935 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 75.0 -12.5 0.0 -25.0 NaN -12.5 11936 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 NaN NaN -6.25 11937 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 75.0 -12.5 12.5 -12.5 NaN 0.0 11938 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 -0.0 -25.0 NaN -12.5 11939 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 81.25 -6.25 12.5 0.0 NaN 6.25 11940 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 11941 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 93.75 -6.25 -12.5 -25.0 NaN -18.75 11942 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 11943 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 0.0 -12.5 NaN -6.25 11944 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -50.0 -12.5 -0.0 -25.0 NaN -12.5 11945 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 0.0 -12.5 NaN -6.25 11946 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -50.0 -12.5 12.5 -12.5 NaN 0.0 11947 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 62.5 -12.5 0.0 -25.0 NaN -12.5 11948 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -43.75 -6.25 -0.0 NaN NaN -6.25 11949 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 12.5 0.0 NaN 6.25 11950 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -43.75 -6.25 -0.0 NaN NaN -6.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 150.0 caleb_strategy_v3 AUD -1257.5 BTP 185.815 COFFEE 18.75 CORN 312.5 CRUDE_W 470.0 DOW 800.5 EUR 84.375 EURIBOR-ICE 72.99875 GASOIL 237.5 JGB-SGX-mini 12.958991 LEANHOG 250.0 MXP -495.0 NIKKEI -1534.020592 RUSSELL 579.0 SOYBEAN -350.0 SP400 -2680.0 SP500_micro -91.25 VIX -75.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 150.0 caleb_strategy_v3 -3458.372851 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -362.5 caleb_strategy_v3 AUD -7.5 BTP -5.309 COFFEE -18.75 CORN -0.0 CRUDE_W -10.0 DOW -3.5 EUR -3.125 EURIBOR-ICE -19.90875 GASOIL -12.5 JGB-SGX-mini -6.479496 LEANHOG -10.0 MXP -5.0 NIKKEI -21.058361 RUSSELL -2.5 SOYBEAN -12.5 SP400 -20.0 SP500_micro -2.5 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -362.5 caleb_strategy_v3 -185.630606 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 162.5 caleb_strategy_v3 AUD 35.0 BTP -10.618 COFFEE 0.0 CORN -462.5 CRUDE_W 0.0 DOW 3.5 EUR 6.25 EURIBOR-ICE 39.8175 GASOIL 0.0 JGB-SGX-mini 12.958991 LEANHOG -10.0 MXP 10.0 NIKKEI 9.719243 RUSSELL 4.5 SOYBEAN -0.0 SP400 40.0 SP500_micro -10.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 162.5 caleb_strategy_v3 -381.372265 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -462.5 caleb_strategy_v3 AUD 20.0 BTP -21.236 COFFEE -37.5 CORN -462.5 CRUDE_W -20.0 DOW 5.5 EUR -0.0 EURIBOR-ICE 0.0 GASOIL -25.0 JGB-SGX-mini -0.0 LEANHOG -30.0 MXP -0.0 NIKKEI -19.438487 RUSSELL -1.5 SOYBEAN -25.0 SP400 -0.0 SP500_micro -15.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -462.5 caleb_strategy_v3 -731.674487 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 AUD 0 BTP 0 COFFEE 0 CORN 0 CRUDE_W 0 DOW 0 EUR 0 EURIBOR-ICE 0 GASOIL 0 JGB-SGX-mini 0 LEANHOG 0 MXP 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SP400 0 SP500_micro 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 GAS_US_mini -200.0 caleb_strategy_v3 AUD 27.5 BTP -15.927 COFFEE -18.75 CORN -462.5 CRUDE_W -10.0 DOW 0.0 EUR 3.125 EURIBOR-ICE 19.90875 GASOIL -12.5 JGB-SGX-mini 6.479496 LEANHOG -20.0 MXP 5.0 NIKKEI -11.339117 RUSSELL 2.0 SOYBEAN -12.5 SP400 20.0 SP500_micro -12.5 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -200.0 caleb_strategy_v3 -567.002872 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