******************************************************************************** Trades report produced on 18/04/2024 21:37 from 17/04/2024 21:37 to 18/04/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12003 BOBL caleb_strategy_v3 [20240600] 2024-04-18 07:00:42 [1] 117.36000 12008 COCOA caleb_strategy_v3 [20240700] 2024-04-18 13:01:27 [-1] 10591.00000 12026 CORN caleb_strategy_v3 [20241200] 2024-04-18 14:31:08 [1] 461.75000 12002 DAX caleb_strategy_v3 [20240600] 2024-04-18 07:00:40 [-1] 18042.00000 12018 DOW caleb_strategy_v3 [20240600] 2024-04-18 14:02:15 [1] 38163.00000 12010 DOW caleb_strategy_v3 [20240600] 2024-04-18 14:00:07 [1] 38174.00000 12015 DOW caleb_strategy_v3 [20240600] 2024-04-18 14:01:15 [1] 38180.00000 12009 EUR caleb_strategy_v3 [20240600] 2024-04-18 14:00:06 [-1] 1.06765 12005 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-18 08:03:20 [-1] 97.46000 12001 EUROSTX caleb_strategy_v3 [20240600] 2024-04-18 07:00:38 [-1] 4889.00000 12004 GASOIL caleb_strategy_v3 [20240700] 2024-04-18 08:00:38 [-1] 787.00000 12007 GAS_US_mini caleb_strategy_v3 [20240700] 2024-04-18 13:01:07 [-1] 2.31000 12025 LEANHOG caleb_strategy_v3 [20240700] 2024-04-18 14:30:24 [-1] 103.45000 12012 MXP caleb_strategy_v3 [20240600] 2024-04-18 14:00:15 [-1] 0.05819 12019 MXP caleb_strategy_v3 [20240600] 2024-04-18 14:02:16 [-1] 0.05813 12016 MXP caleb_strategy_v3 [20240600] 2024-04-18 14:01:16 [-1] 0.05814 12000 NIKKEI caleb_strategy_v3 [20240600] 2024-04-18 02:02:18 [-1] 37960.00000 11999 NIKKEI caleb_strategy_v3 [20240600] 2024-04-18 02:01:19 [-1] 37955.00000 12006 ROBUSTA caleb_strategy_v3 [20240700] 2024-04-18 09:00:40 [-1] 4227.00000 12011 RUSSELL caleb_strategy_v3 [20240600] 2024-04-18 14:00:08 [-1] 1967.00000 12023 SOYBEAN caleb_strategy_v3 [20241100] 2024-04-18 14:30:21 [-1] 1155.00000 12027 SOYOIL caleb_strategy_v3 [20240800] 2024-04-18 14:31:10 [-1] 45.51000 12013 SP500_micro caleb_strategy_v3 [20240600] 2024-04-18 14:00:16 [-1] 5065.25000 12017 SP500_micro caleb_strategy_v3 [20240600] 2024-04-18 14:01:16 [-1] 5063.75000 12020 SP500_micro caleb_strategy_v3 [20240600] 2024-04-18 14:02:17 [-1] 5063.25000 12021 SP500_micro caleb_strategy_v3 [20240600] 2024-04-18 14:03:15 [-1] 5061.25000 12022 SP500_micro caleb_strategy_v3 [20240600] 2024-04-18 14:04:15 [-1] 5061.50000 12014 VIX caleb_strategy_v3 [20240700] 2024-04-18 14:00:57 [-1] 17.95000 12024 WHEAT caleb_strategy_v3 [20241200] 2024-04-18 14:30:23 [-1] 598.50000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12000 NIKKEI caleb_strategy_v3 2024-04-16 2024-04-18 03:02:18.677 2024-04-18 02:02:18 183738.677 NaN 11999 NIKKEI caleb_strategy_v3 2024-04-16 2024-04-18 03:01:18.623 2024-04-18 02:01:19 183678.623 NaN 12001 EUROSTX caleb_strategy_v3 2024-04-17 2024-04-18 08:00:33.290 2024-04-18 07:00:38 115233.29 NaN 12002 DAX caleb_strategy_v3 2024-04-17 2024-04-18 08:00:38.814 2024-04-18 07:00:40 115238.814 NaN 12003 BOBL caleb_strategy_v3 2024-04-17 2024-04-18 08:00:41.558 2024-04-18 07:00:42 115241.558 NaN 12004 GASOIL caleb_strategy_v3 2024-04-17 2024-04-18 09:00:35.146 2024-04-18 08:00:38 118835.146 NaN 12005 EURIBOR-ICE caleb_strategy_v3 2024-04-17 2024-04-18 09:00:39.418 2024-04-18 08:03:20 118839.418 NaN 12006 ROBUSTA caleb_strategy_v3 2024-04-17 2024-04-18 10:00:33.735 2024-04-18 09:00:40 122433.735 NaN 12007 GAS_US_mini caleb_strategy_v3 2024-04-17 2024-04-18 14:00:52.378 2024-04-18 13:01:07 136852.378 NaN 12008 COCOA caleb_strategy_v3 2024-04-17 2024-04-18 14:01:08.563 2024-04-18 13:01:27 136868.563 NaN 12009 EUR caleb_strategy_v3 2024-04-17 2024-04-18 15:00:03.590 2024-04-18 14:00:06 140403.59 NaN 12011 RUSSELL caleb_strategy_v3 2024-04-17 2024-04-18 15:00:08.586 2024-04-18 14:00:08 140408.586 NaN 12014 VIX caleb_strategy_v3 2024-04-17 2024-04-18 15:00:17.571 2024-04-18 14:00:57 140417.571 NaN 12010 DOW caleb_strategy_v3 2024-04-17 2024-04-18 15:00:07.494 2024-04-18 14:00:07 140407.494 NaN 12018 DOW caleb_strategy_v3 2024-04-17 2024-04-18 15:02:15.498 2024-04-18 14:02:15 140535.498 NaN 12015 DOW caleb_strategy_v3 2024-04-17 2024-04-18 15:01:15.010 2024-04-18 14:01:15 140475.01 NaN 12016 MXP caleb_strategy_v3 2024-04-17 2024-04-18 15:01:15.692 2024-04-18 14:01:16 140475.692 NaN 12019 MXP caleb_strategy_v3 2024-04-17 2024-04-18 15:02:16.099 2024-04-18 14:02:16 140536.099 NaN 12012 MXP caleb_strategy_v3 2024-04-17 2024-04-18 15:00:09.650 2024-04-18 14:00:15 140409.65 NaN 12013 SP500_micro caleb_strategy_v3 2024-04-17 2024-04-18 15:00:16.330 2024-04-18 14:00:16 140416.33 NaN 12017 SP500_micro caleb_strategy_v3 2024-04-17 2024-04-18 15:01:16.625 2024-04-18 14:01:16 140476.625 NaN 12020 SP500_micro caleb_strategy_v3 2024-04-17 2024-04-18 15:02:17.556 2024-04-18 14:02:17 140537.556 NaN 12021 SP500_micro caleb_strategy_v3 2024-04-17 2024-04-18 15:03:15.580 2024-04-18 14:03:15 140595.58 NaN 12022 SP500_micro caleb_strategy_v3 2024-04-17 2024-04-18 15:04:15.453 2024-04-18 14:04:15 140655.453 NaN 12023 SOYBEAN caleb_strategy_v3 2024-04-17 2024-04-18 15:30:21.442 2024-04-18 14:30:21 142221.442 NaN 12024 WHEAT caleb_strategy_v3 2024-04-17 2024-04-18 15:30:22.592 2024-04-18 14:30:23 142222.592 NaN 12025 LEANHOG caleb_strategy_v3 2024-04-17 2024-04-18 15:30:24.618 2024-04-18 14:30:24 142224.618 NaN 12026 CORN caleb_strategy_v3 2024-04-17 2024-04-18 15:30:25.552 2024-04-18 14:31:08 142225.552 NaN 12027 SOYOIL caleb_strategy_v3 2024-04-17 2024-04-18 15:31:09.734 2024-04-18 14:31:10 142269.734 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 12000 NIKKEI caleb_strategy_v3 [-1] 38390.0 None 37957.5 37955.0 37960.0 37960.0 37960.0 -432.5 -2.5 5.0 -0.0 NaN 2.5 11999 NIKKEI caleb_strategy_v3 [-1] 38390.0 None 37962.5 37960.0 37965.0 37965.0 37955.0 -427.5 -2.5 -5.0 -10.0 NaN -7.5 12001 EUROSTX caleb_strategy_v3 [-1] 4862.0 None 4890.5 4890.0 4891.0 4891.0 4889.0 28.5 -0.5 -1.0 -2.0 NaN -1.5 12002 DAX caleb_strategy_v3 [-1] 17991.0 None 18042.0 18041.0 18043.0 18043.0 18042.0 51.0 -1.0 1.0 -1.0 NaN 0.0 12003 BOBL caleb_strategy_v3 [1] 117.34 None 117.365 117.37 117.36 117.36 117.36 -0.025 -0.005 0.01 0.0 NaN 0.005 12004 GASOIL caleb_strategy_v3 [-1] 792.75 None 787.125 787.0 787.25 787.25 787.0 -5.625 -0.125 -0.0 -0.25 NaN -0.125 12005 EURIBOR-ICE caleb_strategy_v3 [-1] 97.46 None 97.465 97.46 97.47 97.47 97.46 0.005 -0.005 -0.0 -0.01 NaN -0.005 12006 ROBUSTA caleb_strategy_v3 [-1] 4185.0 None 4228.0 4227.0 4229.0 4229.0 4227.0 43.0 -1.0 -0.0 -2.0 NaN -1.0 12007 GAS_US_mini caleb_strategy_v3 [-1] 2.28 None 2.3125 2.31 2.315 2.315 2.31 0.0325 -0.0025 -0.0 -0.005 NaN -0.0025 12008 COCOA caleb_strategy_v3 [-1] 10143.0 None 10596.5 10591.0 10602.0 10602.0 10591.0 453.5 -5.5 -0.0 -11.0 NaN -5.5 12009 EUR caleb_strategy_v3 [-1] 1.0696 None 1.06765 1.0676 1.0677 1.0677 1.06765 -0.00195 -0.00005 0.00005 -0.00005 NaN 0.0 12011 RUSSELL caleb_strategy_v3 [-1] 1965.9 None 1966.8 1966.7 1966.9 1966.9 1967.0 0.9 -0.1 0.3 0.1 NaN 0.2 12014 VIX caleb_strategy_v3 [-1] 18.1 None 17.925 17.9 17.95 17.95 17.95 -0.175 -0.025 0.05 -0.0 NaN 0.025 12010 DOW caleb_strategy_v3 [1] 37990.0 None 38175.0 38176.0 38174.0 38174.0 38174.0 -185.0 -1.0 2.0 0.0 NaN 1.0 12018 DOW caleb_strategy_v3 [1] 37990.0 None 38179.5 38180.0 38179.0 38179.0 38163.0 -189.5 -0.5 17.0 16.0 NaN 16.5 12015 DOW caleb_strategy_v3 [1] 37990.0 None 38173.0 38174.0 38172.0 38172.0 38180.0 -183.0 -1.0 -6.0 -8.0 NaN -7.0 12016 MXP caleb_strategy_v3 [-1] 0.05837 None 0.058195 0.05819 0.0582 NaN 0.05814 -0.000175 -0.000005 -0.00005 NaN NaN -0.000055 12019 MXP caleb_strategy_v3 [-1] 0.05837 None 0.05814 0.05813 0.05815 0.05815 0.05813 -0.00023 -0.00001 -0.0 -0.00002 NaN -0.00001 12012 MXP caleb_strategy_v3 [-1] 0.05837 None 0.05819 0.05818 0.0582 0.0582 0.05819 -0.00018 -0.00001 0.00001 -0.00001 NaN -0.0 12013 SP500_micro caleb_strategy_v3 [-1] 5061.0 None 5065.125 5065.0 5065.25 5065.25 5065.25 4.125 -0.125 0.25 -0.0 NaN 0.125 12017 SP500_micro caleb_strategy_v3 [-1] 5061.0 None 5065.375 5065.25 5065.5 5065.5 5063.75 4.375 -0.125 -1.5 -1.75 NaN -1.625 12020 SP500_micro caleb_strategy_v3 [-1] 5061.0 None 5063.625 5063.5 5063.75 5063.75 5063.25 2.625 -0.125 -0.25 -0.5 NaN -0.375 12021 SP500_micro caleb_strategy_v3 [-1] 5061.0 None 5063.375 5063.25 5063.5 5063.5 5061.25 2.375 -0.125 -2.0 -2.25 NaN -2.125 12022 SP500_micro caleb_strategy_v3 [-1] 5061.0 None 5061.375 5061.25 5061.5 5061.5 5061.5 0.375 -0.125 0.25 -0.0 NaN 0.125 12023 SOYBEAN caleb_strategy_v3 [-1] 1160.5 None 1155.125 1155.0 1155.25 1155.25 1155.0 -5.375 -0.125 -0.0 -0.25 NaN -0.125 12024 WHEAT caleb_strategy_v3 [-1] 594.75 None 598.875 598.75 599.0 NaN 598.5 4.125 -0.125 -0.25 NaN NaN -0.375 12025 LEANHOG caleb_strategy_v3 [-1] 104.1 None 102.5 102.5 102.5 102.5 103.45 -1.6 -0.0 0.95 0.95 NaN 0.95 12026 CORN caleb_strategy_v3 [1] 464.75 None 461.875 462.0 461.75 461.75 461.75 2.875 -0.125 0.25 0.0 NaN 0.125 12027 SOYOIL caleb_strategy_v3 [-1] 45.69 None 46.0 46.0 46.0 46.0 45.51 0.31 -0.0 -0.49 -0.49 NaN -0.49 ================================================================================================================================================================ 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 12000 NIKKEI caleb_strategy_v3 [-1] 6337.07106 -682.491952 -3.94504 7.89008 -0.0 NaN 3.94504 11999 NIKKEI caleb_strategy_v3 [-1] 6337.07106 -674.601872 -3.94504 -7.89008 -15.780161 NaN -11.835121 12001 EUROSTX caleb_strategy_v3 [-1] 557.201131 511.484963 -8.97342 -17.946841 -35.893682 NaN -26.920261 12002 DAX caleb_strategy_v3 [-1] 2049.429823 248.849702 -4.879406 4.879406 -4.879406 NaN 0.0 12003 BOBL caleb_strategy_v3 [1] 5.398162 -46.312057 -9.262411 18.524823 0.0 NaN 9.262411 12004 GASOIL caleb_strategy_v3 [-1] 221.073417 -254.440361 -5.65423 -0.0 -11.308461 NaN -5.65423 12005 EURIBOR-ICE caleb_strategy_v3 [-1] 1.050551 47.594062 -47.594062 -0.0 -95.188125 NaN -47.594062 12006 ROBUSTA caleb_strategy_v3 [-1] 1061.24147 405.185824 -9.422926 -0.0 -18.845852 NaN -9.422926 12007 GAS_US_mini caleb_strategy_v3 [-1] 1.389499 233.897287 -17.992099 -0.0 -35.984198 NaN -17.992099 12008 COCOA caleb_strategy_v3 [-1] 4522.641425 1002.732601 -12.161035 -0.0 -24.32207 NaN -12.161035 12009 EUR caleb_strategy_v3 [-1] 0.072798 -267.86585 -6.868355 6.868355 -6.868355 NaN 0.0 12011 RUSSELL caleb_strategy_v3 [-1] 405.473349 22.19628 -2.466253 7.39876 2.466253 NaN 4.932507 12014 VIX caleb_strategy_v3 [-1] 6.663139 -262.638978 -37.519854 75.039708 -0.0 NaN 37.519854 12010 DOW caleb_strategy_v3 [1] 4320.534826 -428.18773 -2.314528 4.629057 0.0 NaN 2.314528 12018 DOW caleb_strategy_v3 [1] 4320.534826 -438.603107 -1.157264 39.346981 37.032452 NaN 38.189716 12015 DOW caleb_strategy_v3 [1] 4320.534826 -423.558674 -2.314528 -13.88717 -18.516226 NaN -16.201698 12016 MXP caleb_strategy_v3 [-1] 0.006049 -289.297482 -8.265642 -82.656423 NaN NaN -90.922066 12019 MXP caleb_strategy_v3 [-1] 0.006049 -380.219548 -16.531285 -0.0 -33.062569 NaN -16.531285 12012 MXP caleb_strategy_v3 [-1] 0.006049 -297.563124 -16.531285 16.531285 -16.531285 NaN -0.0 12013 SP500_micro caleb_strategy_v3 [-1] 643.115327 64.140906 -1.943664 3.887328 -0.0 NaN 1.943664 12017 SP500_micro caleb_strategy_v3 [-1] 643.115327 68.028234 -1.943664 -23.323966 -27.211294 NaN -25.26763 12020 SP500_micro caleb_strategy_v3 [-1] 643.115327 40.81694 -1.943664 -3.887328 -7.774655 NaN -5.830991 12021 SP500_micro caleb_strategy_v3 [-1] 643.115327 36.929613 -1.943664 -31.098621 -34.985949 NaN -33.042285 12022 SP500_micro caleb_strategy_v3 [-1] 643.115327 5.830991 -1.943664 3.887328 -0.0 NaN 1.943664 12023 SOYBEAN caleb_strategy_v3 [-1] 165.001363 -325.754885 -7.575695 -0.0 -15.15139 NaN -7.575695 12024 WHEAT caleb_strategy_v3 [-1] 141.556725 291.402616 -8.830382 -17.660765 NaN NaN -26.491147 12025 LEANHOG caleb_strategy_v3 [-1] 21.206208 -754.496056 -0.0 447.982033 447.982033 NaN 447.982033 12026 CORN caleb_strategy_v3 [1] 84.101535 341.848694 -14.862987 29.725973 0.0 NaN 14.862987 12027 SOYOIL caleb_strategy_v3 [-1] 12.822317 241.76598 -0.0 -382.146226 -382.146226 NaN -382.146226 ========================================================================================================================================================================= 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 12000 NIKKEI caleb_strategy_v3 [-1] 0.648176 -280.336274 -1.620441 3.240882 -0.0 NaN 1.620441 11999 NIKKEI caleb_strategy_v3 [-1] 0.648176 -277.095392 -1.620441 -3.240882 -6.481764 NaN -4.861323 12001 EUROSTX caleb_strategy_v3 [-1] 10.685 304.5225 -5.3425 -10.685 -21.37 NaN -16.0275 12002 DAX caleb_strategy_v3 [-1] 1.0685 54.4935 -1.0685 1.0685 -1.0685 NaN 0.0 12003 BOBL caleb_strategy_v3 [1] 1068.5 -26.7125 -5.3425 10.685 0.0 NaN 5.3425 12004 GASOIL caleb_strategy_v3 [-1] 100.0 -562.5 -12.5 -0.0 -25.0 NaN -12.5 12005 EURIBOR-ICE caleb_strategy_v3 [-1] 2671.25 13.35625 -13.35625 -0.0 -26.7125 NaN -13.35625 12006 ROBUSTA caleb_strategy_v3 [-1] 10.0 430.0 -10.0 -0.0 -20.0 NaN -10.0 12007 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 81.25 -6.25 -0.0 -12.5 NaN -6.25 12008 COCOA caleb_strategy_v3 [-1] 10.0 4535.0 -55.0 -0.0 -110.0 NaN -55.0 12009 EUR caleb_strategy_v3 [-1] 125000.0 -243.75 -6.25 6.25 -6.25 NaN 0.0 12011 RUSSELL caleb_strategy_v3 [-1] 5.0 4.5 -0.5 1.5 0.5 NaN 1.0 12014 VIX caleb_strategy_v3 [-1] 1000.0 -175.0 -25.0 50.0 -0.0 NaN 25.0 12010 DOW caleb_strategy_v3 [1] 0.5 -92.5 -0.5 1.0 0.0 NaN 0.5 12018 DOW caleb_strategy_v3 [1] 0.5 -94.75 -0.25 8.5 8.0 NaN 8.25 12015 DOW caleb_strategy_v3 [1] 0.5 -91.5 -0.5 -3.0 -4.0 NaN -3.5 12016 MXP caleb_strategy_v3 [-1] 500000.0 -87.5 -2.5 -25.0 NaN NaN -27.5 12019 MXP caleb_strategy_v3 [-1] 500000.0 -115.0 -5.0 -0.0 -10.0 NaN -5.0 12012 MXP caleb_strategy_v3 [-1] 500000.0 -90.0 -5.0 5.0 -5.0 NaN -0.0 12013 SP500_micro caleb_strategy_v3 [-1] 5.0 20.625 -0.625 1.25 -0.0 NaN 0.625 12017 SP500_micro caleb_strategy_v3 [-1] 5.0 21.875 -0.625 -7.5 -8.75 NaN -8.125 12020 SP500_micro caleb_strategy_v3 [-1] 5.0 13.125 -0.625 -1.25 -2.5 NaN -1.875 12021 SP500_micro caleb_strategy_v3 [-1] 5.0 11.875 -0.625 -10.0 -11.25 NaN -10.625 12022 SP500_micro caleb_strategy_v3 [-1] 5.0 1.875 -0.625 1.25 -0.0 NaN 0.625 12023 SOYBEAN caleb_strategy_v3 [-1] 50.0 -268.75 -6.25 -0.0 -12.5 NaN -6.25 12024 WHEAT caleb_strategy_v3 [-1] 50.0 206.25 -6.25 -12.5 NaN NaN -18.75 12025 LEANHOG caleb_strategy_v3 [-1] 400.0 -640.0 -0.0 380.0 380.0 NaN 380.0 12026 CORN caleb_strategy_v3 [1] 50.0 143.75 -6.25 12.5 0.0 NaN 6.25 12027 SOYOIL caleb_strategy_v3 [-1] 600.0 186.0 -0.0 -294.0 -294.0 NaN -294.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -26.7125 COCOA 4535.0 CORN 143.75 DAX 54.4935 DOW -278.75 EUR -243.75 EURIBOR-ICE 13.35625 EUROSTX 304.5225 GASOIL -562.5 GAS_US_mini 81.25 LEANHOG -640.0 MXP -292.5 NIKKEI -557.431666 ROBUSTA 430.0 RUSSELL 4.5 SOYBEAN -268.75 SOYOIL 186.0 SP500_micro 69.375 VIX -175.0 WHEAT 206.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2983.103084 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.3425 COCOA -55.0 CORN -6.25 DAX -1.0685 DOW -1.25 EUR -6.25 EURIBOR-ICE -13.35625 EUROSTX -5.3425 GASOIL -12.5 GAS_US_mini -6.25 LEANHOG -0.0 MXP -12.5 NIKKEI -3.240882 ROBUSTA -10.0 RUSSELL -0.5 SOYBEAN -6.25 SOYOIL -0.0 SP500_micro -3.125 VIX -25.0 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -179.475632 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 10.685 COCOA -0.0 CORN 12.5 DAX 1.0685 DOW 6.5 EUR 6.25 EURIBOR-ICE -0.0 EUROSTX -10.685 GASOIL -0.0 GAS_US_mini -0.0 LEANHOG 380.0 MXP -20.0 NIKKEI 0.0 ROBUSTA -0.0 RUSSELL 1.5 SOYBEAN -0.0 SOYOIL -294.0 SP500_micro -16.25 VIX 50.0 WHEAT -12.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 115.0685 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0.0 COCOA -110.0 CORN 0.0 DAX -1.0685 DOW 4.0 EUR -6.25 EURIBOR-ICE -26.7125 EUROSTX -21.37 GASOIL -25.0 GAS_US_mini -12.5 LEANHOG 380.0 MXP -15.0 NIKKEI -6.481764 ROBUSTA -20.0 RUSSELL 0.5 SOYBEAN -12.5 SOYOIL -294.0 SP500_micro -22.5 VIX -0.0 WHEAT 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -188.882764 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 COCOA 0 CORN 0 DAX 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 LEANHOG 0 MXP 0 NIKKEI 0 ROBUSTA 0 RUSSELL 0 SOYBEAN 0 SOYOIL 0 SP500_micro 0 VIX 0 WHEAT 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 BOBL 5.3425 COCOA -55.0 CORN 6.25 DAX 0.0 DOW 5.25 EUR 0.0 EURIBOR-ICE -13.35625 EUROSTX -16.0275 GASOIL -12.5 GAS_US_mini -6.25 LEANHOG 380.0 MXP -32.5 NIKKEI -3.240882 ROBUSTA -10.0 RUSSELL 1.0 SOYBEAN -6.25 SOYOIL -294.0 SP500_micro -19.375 VIX 25.0 WHEAT -18.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -64.407132 ******************************************************************************** END OF REPORT ********************************************************************************