******************************************************************************** Trades report produced on 22/04/2024 21:38 from 21/04/2024 21:38 to 22/04/2024 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12048 BUXL caleb_strategy_v3 [20240600] 2024-04-22 07:00:30 [-1] 130.440000 12053 CRUDE_W caleb_strategy_v3 [20241200] 2024-04-22 13:00:38 [-1] 77.060000 12059 DOW caleb_strategy_v3 [20240600] 2024-04-22 14:00:45 [1] 38304.000000 12065 EUR caleb_strategy_v3 [20240600] 2024-04-22 14:01:14 [-1] 1.066050 12051 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-22 08:00:47 [-1] 97.370000 12049 EUROSTX caleb_strategy_v3 [20240600] 2024-04-22 07:00:31 [-1] 4907.000000 12050 GASOIL caleb_strategy_v3 [20240700] 2024-04-22 08:00:30 [-1] 771.750000 12056 GAS_US_mini caleb_strategy_v3 [20240700] 2024-04-22 13:01:27 [1] 2.345000 12058 GOLD_micro caleb_strategy_v3 [20240600] 2024-04-22 13:01:35 [1] 2349.800000 12057 GOLD_micro caleb_strategy_v3 [20240600] 2024-04-22 13:01:28 [1] 2349.900000 12054 HEATOIL caleb_strategy_v3 [20240700] 2024-04-22 13:00:40 [-1] 2.547600 12061 JPY caleb_strategy_v3 [20240600] 2024-04-22 14:00:50 [-1] 0.006518 12078 LIVECOW caleb_strategy_v3 [20240800] 2024-04-22 14:30:52 [1] 176.000000 12071 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:03:46 [-1] 0.057650 12077 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:09:46 [-1] 0.057610 12073 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:05:46 [-1] 0.057630 12072 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:04:46 [-1] 0.057640 12076 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:08:49 [-1] 0.057600 12067 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:01:46 [-1] 0.057610 12062 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:01:07 [-1] 0.057600 12074 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:06:46 [-1] 0.057610 12075 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:07:47 [-1] 0.057590 12070 MXP caleb_strategy_v3 [20240600] 2024-04-22 14:03:16 [-1] 0.057600 12064 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-22 14:01:10 [1] 17301.250000 12047 NIKKEI caleb_strategy_v3 [20240600] 2024-04-22 02:01:20 [-1] 37290.000000 12052 PLAT caleb_strategy_v3 [20240700] 2024-04-22 13:00:35 [1] 935.900000 12060 RUSSELL caleb_strategy_v3 [20240600] 2024-04-22 14:00:47 [-1] 1970.400000 12066 RUSSELL caleb_strategy_v3 [20240600] 2024-04-22 14:01:46 [-1] 1971.100000 12069 RUSSELL caleb_strategy_v3 [20240600] 2024-04-22 14:02:46 [-1] 1970.500000 12079 SOYBEAN caleb_strategy_v3 [20241100] 2024-04-22 14:30:53 [1] 1167.000000 12063 SP500_micro caleb_strategy_v3 [20240600] 2024-04-22 14:01:09 [1] 5032.000000 12068 SP500_micro caleb_strategy_v3 [20240600] 2024-04-22 14:01:47 [1] 5033.250000 12055 SUGAR11 caleb_strategy_v3 [20241000] 2024-04-22 13:00:41 [-1] 19.740000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12047 NIKKEI caleb_strategy_v3 2024-04-18 2024-04-22 03:01:16.738 2024-04-22 02:01:20 356476.738 NaN 12048 BUXL caleb_strategy_v3 2024-04-19 2024-04-22 08:00:28.122 2024-04-22 07:00:30 288028.122 NaN 12049 EUROSTX caleb_strategy_v3 2024-04-19 2024-04-22 08:00:31.510 2024-04-22 07:00:31 288031.51 NaN 12050 GASOIL caleb_strategy_v3 2024-04-18 2024-04-22 09:00:29.132 2024-04-22 08:00:30 378029.132 NaN 12051 EURIBOR-ICE caleb_strategy_v3 2024-04-19 2024-04-22 09:00:30.954 2024-04-22 08:00:47 291630.954 NaN 12052 PLAT caleb_strategy_v3 2024-04-19 2024-04-22 14:00:35.410 2024-04-22 13:00:35 309635.41 NaN 12053 CRUDE_W caleb_strategy_v3 2024-04-19 2024-04-22 14:00:36.419 2024-04-22 13:00:38 309636.419 NaN 12054 HEATOIL caleb_strategy_v3 2024-04-19 2024-04-22 14:00:39.330 2024-04-22 13:00:40 309639.33 NaN 12055 SUGAR11 caleb_strategy_v3 2024-04-19 2024-04-22 14:00:41.195 2024-04-22 13:00:41 309641.195 NaN 12056 GAS_US_mini caleb_strategy_v3 2024-04-19 2024-04-22 14:00:41.970 2024-04-22 13:01:27 309641.97 NaN 12057 GOLD_micro caleb_strategy_v3 2024-04-19 2024-04-22 14:01:28.230 2024-04-22 13:01:28 309688.23 NaN 12058 GOLD_micro caleb_strategy_v3 2024-04-19 2024-04-22 14:01:35.388 2024-04-22 13:01:35 309695.388 NaN 12059 DOW caleb_strategy_v3 2024-04-19 2024-04-22 15:00:45.694 2024-04-22 14:00:45 313245.694 NaN 12061 JPY caleb_strategy_v3 2024-04-19 2024-04-22 15:00:48.031 2024-04-22 14:00:50 313248.031 NaN 12064 NASDAQ_micro caleb_strategy_v3 2024-04-19 2024-04-22 15:01:10.142 2024-04-22 14:01:10 313270.142 NaN 12065 EUR caleb_strategy_v3 2024-04-19 2024-04-22 15:01:11.046 2024-04-22 14:01:14 313271.046 NaN 12068 SP500_micro caleb_strategy_v3 2024-04-19 2024-04-22 15:01:47.208 2024-04-22 14:01:47 313307.208 NaN 12063 SP500_micro caleb_strategy_v3 2024-04-19 2024-04-22 15:01:08.046 2024-04-22 14:01:09 313268.046 NaN 12066 RUSSELL caleb_strategy_v3 2024-04-19 2024-04-22 15:01:46.037 2024-04-22 14:01:46 313306.037 NaN 12060 RUSSELL caleb_strategy_v3 2024-04-19 2024-04-22 15:00:46.714 2024-04-22 14:00:47 313246.714 NaN 12069 RUSSELL caleb_strategy_v3 2024-04-19 2024-04-22 15:02:46.216 2024-04-22 14:02:46 313366.216 NaN 12067 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:01:46.633 2024-04-22 14:01:46 313306.633 NaN 12070 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:02:46.775 2024-04-22 14:03:16 313366.775 NaN 12071 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:03:46.638 2024-04-22 14:03:46 313426.638 NaN 12072 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:04:46.672 2024-04-22 14:04:46 313486.672 NaN 12073 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:05:46.619 2024-04-22 14:05:46 313546.619 NaN 12074 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:06:46.796 2024-04-22 14:06:46 313606.796 NaN 12075 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:07:46.840 2024-04-22 14:07:47 313666.84 NaN 12076 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:08:46.884 2024-04-22 14:08:49 313726.884 NaN 12077 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:09:46.694 2024-04-22 14:09:46 313786.694 NaN 12062 MXP caleb_strategy_v3 2024-04-19 2024-04-22 15:00:50.838 2024-04-22 14:01:07 313250.838 NaN 12078 LIVECOW caleb_strategy_v3 2024-04-19 2024-04-22 15:30:51.206 2024-04-22 14:30:52 315051.206 NaN 12079 SOYBEAN caleb_strategy_v3 2024-04-19 2024-04-22 15:30:53.118 2024-04-22 14:30:53 315053.118 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 12047 NIKKEI caleb_strategy_v3 [-1] 38170.0 None 37287.5 37285.0 37290.0 37290.0 37290.0 -882.5 -2.5 5.0 -0.0 NaN 2.5 12048 BUXL caleb_strategy_v3 [-1] 130.82 None 130.45 130.44 130.46 130.46 130.44 -0.37 -0.01 -0.0 -0.02 NaN -0.01 12049 EUROSTX caleb_strategy_v3 [-1] 4851.0 None 4906.5 4906.0 4907.0 4907.0 4907.0 55.5 -0.5 1.0 -0.0 NaN 0.5 12050 GASOIL caleb_strategy_v3 [-1] 782.25 None 771.875 771.75 772.0 NaN 771.75 -10.375 -0.125 -0.0 NaN NaN -0.125 12051 EURIBOR-ICE caleb_strategy_v3 [-1] 97.38 None 97.375 97.37 97.38 97.38 97.37 -0.005 -0.005 -0.0 -0.01 NaN -0.005 12052 PLAT caleb_strategy_v3 [1] 942.3 None 935.75 935.9 935.6 935.6 935.9 6.55 -0.15 0.0 -0.3 NaN -0.15 12053 CRUDE_W caleb_strategy_v3 [-1] 78.01 None 77.075 77.07 77.08 77.08 77.06 -0.935 -0.005 -0.01 -0.02 NaN -0.015 12054 HEATOIL caleb_strategy_v3 [-1] 2.5622 None 2.54825 2.5479 2.5486 2.5486 2.5476 -0.01395 -0.00035 -0.0003 -0.001 NaN -0.00065 12055 SUGAR11 caleb_strategy_v3 [-1] 19.63 None 20.0 20.0 20.0 20.0 19.74 0.37 -0.0 -0.26 -0.26 NaN -0.26 12056 GAS_US_mini caleb_strategy_v3 [1] 2.32 None 2.3375 2.34 2.335 2.335 2.345 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 12057 GOLD_micro caleb_strategy_v3 [1] 2409.6 None 2350.0 2350.1 2349.9 2349.9 2349.9 59.6 -0.1 0.2 0.0 NaN 0.1 12058 GOLD_micro caleb_strategy_v3 [1] 2409.6 None 2349.85 2349.9 2349.8 2349.8 2349.8 59.75 -0.05 0.1 0.0 NaN 0.05 12059 DOW caleb_strategy_v3 [1] 38148.0 None 38303.0 38304.0 38302.0 38302.0 38304.0 -155.0 -1.0 0.0 -2.0 NaN -1.0 12061 JPY caleb_strategy_v3 [-1] 0.006527 None 0.006518 0.006518 0.006518 0.006518 0.006518 -0.000008 -0.0 -0.0 -0.0 NaN -0.0 12064 NASDAQ_micro caleb_strategy_v3 [1] 17173.25 None 17301.5 17301.75 17301.25 17301.25 17301.25 -128.25 -0.25 0.5 0.0 NaN 0.25 12065 EUR caleb_strategy_v3 [-1] 1.0676 None 1.066125 1.0661 1.06615 1.06615 1.06605 -0.001475 -0.000025 -0.00005 -0.0001 NaN -0.000075 12068 SP500_micro caleb_strategy_v3 [1] 5004.75 None 5031.875 5032.0 5031.75 5031.75 5033.25 -27.125 -0.125 -1.25 -1.5 NaN -1.375 12063 SP500_micro caleb_strategy_v3 [1] 5004.75 None 5031.625 5031.75 5031.5 5031.5 5032.0 -26.875 -0.125 -0.25 -0.5 NaN -0.375 12066 RUSSELL caleb_strategy_v3 [-1] 1951.3 None 1970.6 1970.5 1970.7 1970.7 1971.1 19.3 -0.1 0.6 0.4 NaN 0.5 12060 RUSSELL caleb_strategy_v3 [-1] 1951.3 None 1970.6 1970.5 1970.7 1970.7 1970.4 19.3 -0.1 -0.1 -0.3 NaN -0.2 12069 RUSSELL caleb_strategy_v3 [-1] 1951.3 None 1971.2 1971.1 1971.3 1971.3 1970.5 19.9 -0.1 -0.6 -0.8 NaN -0.7 12067 MXP caleb_strategy_v3 [-1] 0.05777 None 0.0576 0.05759 0.05761 0.05761 0.05761 -0.00017 -0.00001 0.00002 -0.0 NaN 0.00001 12070 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057615 0.05761 0.05762 0.05762 0.0576 -0.000155 -0.000005 -0.00001 -0.00002 NaN -0.000015 12071 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057605 0.0576 0.05761 0.05761 0.05765 -0.000165 -0.000005 0.00005 0.00004 NaN 0.000045 12072 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057655 0.05765 0.05766 0.05766 0.05764 -0.000115 -0.000005 -0.00001 -0.00002 NaN -0.000015 12073 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057645 0.05764 0.05765 0.05765 0.05763 -0.000125 -0.000005 -0.00001 -0.00002 NaN -0.000015 12074 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057635 0.05763 0.05764 0.05764 0.05761 -0.000135 -0.000005 -0.00002 -0.00003 NaN -0.000025 12075 MXP caleb_strategy_v3 [-1] 0.05777 None 0.05762 0.05761 0.05763 0.05763 0.05759 -0.00015 -0.00001 -0.00002 -0.00004 NaN -0.00003 12076 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057595 0.05759 0.0576 0.0576 0.0576 -0.000175 -0.000005 0.00001 -0.0 NaN 0.000005 12077 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057605 0.0576 0.05761 NaN 0.05761 -0.000165 -0.000005 0.00001 NaN NaN 0.000005 12062 MXP caleb_strategy_v3 [-1] 0.05777 None 0.057595 0.05759 0.0576 0.0576 0.0576 -0.000175 -0.000005 0.00001 -0.0 NaN 0.000005 12078 LIVECOW caleb_strategy_v3 [1] 173.575 None 175.0 175.0 175.0 175.0 176.0 -1.425 0.0 -1.0 -1.0 NaN -1.0 12079 SOYBEAN caleb_strategy_v3 [1] 1160.75 None 1167.0 1167.25 1166.75 1166.75 1167.0 -6.25 -0.25 0.25 -0.25 NaN 0.0 ================================================================================================================================================================ 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 12047 NIKKEI caleb_strategy_v3 [-1] 7254.141787 -1216.546389 -3.446307 6.892614 -0.0 NaN 3.446307 12048 BUXL caleb_strategy_v3 [-1] 22.825352 -162.100457 -4.381093 -0.0 -8.762187 NaN -4.381093 12049 EUROSTX caleb_strategy_v3 [-1] 571.085303 971.8338 -8.755259 17.510519 -0.0 NaN 8.755259 12050 GASOIL caleb_strategy_v3 [-1] 214.576105 -483.511433 -5.825439 -0.0 NaN NaN -5.825439 12051 EURIBOR-ICE caleb_strategy_v3 [-1] 1.017417 -49.144043 -49.144043 -0.0 -98.288087 NaN -49.144043 12052 PLAT caleb_strategy_v3 [1] 245.342142 266.97411 -6.113911 0.0 -12.227822 NaN -6.113911 12053 CRUDE_W caleb_strategy_v3 [-1] 14.57174 -641.652958 -3.431299 -6.862598 -13.725197 NaN -10.293898 12054 HEATOIL caleb_strategy_v3 [-1] 0.675582 -206.488555 -5.180716 -4.440614 -14.802047 NaN -9.621331 12055 SUGAR11 caleb_strategy_v3 [-1] 4.86742 760.156274 -0.0 -534.163868 -534.163868 NaN -534.163868 12056 GAS_US_mini caleb_strategy_v3 [1] 1.381119 -126.708829 -18.101261 -36.202523 -72.405045 NaN -54.303784 12057 GOLD_micro caleb_strategy_v3 [1] 371.779496 1603.100779 -2.689766 5.379533 0.0 NaN 2.689766 12058 GOLD_micro caleb_strategy_v3 [1] 371.779496 1607.135429 -1.344883 2.689766 0.0 NaN 1.344883 12059 DOW caleb_strategy_v3 [1] 4418.684483 -350.783136 -2.263117 0.0 -4.526234 NaN -2.263117 12061 JPY caleb_strategy_v3 [-1] 0.000492 -167.514562 -5.076199 -0.0 -10.152398 NaN -5.076199 12064 NASDAQ_micro caleb_strategy_v3 [1] 3117.517517 -411.385018 -0.80192 1.60384 0.0 NaN 0.80192 12065 EUR caleb_strategy_v3 [-1] 0.070268 -209.910741 -3.557809 -7.115618 -14.231237 NaN -10.673427 12068 SP500_micro caleb_strategy_v3 [1] 665.881338 -407.354861 -1.877211 -18.772113 -22.526536 NaN -20.649325 12063 SP500_micro caleb_strategy_v3 [1] 665.881338 -403.600439 -1.877211 -3.754423 -7.508845 NaN -5.631634 12066 RUSSELL caleb_strategy_v3 [-1] 400.810336 481.524508 -2.494946 14.969674 9.979783 NaN 12.474728 12060 RUSSELL caleb_strategy_v3 [-1] 400.810336 481.524508 -2.494946 -2.494946 -7.484837 NaN -4.989891 12069 RUSSELL caleb_strategy_v3 [-1] 400.810336 496.494182 -2.494946 -14.969674 -19.959565 NaN -17.464619 12067 MXP caleb_strategy_v3 [-1] 0.005836 -291.309309 -17.135842 34.271683 -0.0 NaN 17.135842 12070 MXP caleb_strategy_v3 [-1] 0.005836 -265.605546 -8.567921 -17.135842 -34.271683 NaN -25.703763 12071 MXP caleb_strategy_v3 [-1] 0.005836 -282.741388 -8.567921 85.679209 68.543367 NaN 77.111288 12072 MXP caleb_strategy_v3 [-1] 0.005836 -197.06218 -8.567921 -17.135842 -34.271683 NaN -25.703763 12073 MXP caleb_strategy_v3 [-1] 0.005836 -214.198021 -8.567921 -17.135842 -34.271683 NaN -25.703763 12074 MXP caleb_strategy_v3 [-1] 0.005836 -231.333863 -8.567921 -34.271683 -51.407525 NaN -42.839604 12075 MXP caleb_strategy_v3 [-1] 0.005836 -257.037626 -17.135842 -34.271683 -68.543367 NaN -51.407525 12076 MXP caleb_strategy_v3 [-1] 0.005836 -299.87723 -8.567921 17.135842 -0.0 NaN 8.567921 12077 MXP caleb_strategy_v3 [-1] 0.005836 -282.741388 -8.567921 17.135842 NaN NaN 8.567921 12062 MXP caleb_strategy_v3 [-1] 0.005836 -299.87723 -8.567921 17.135842 -0.0 NaN 8.567921 12078 LIVECOW caleb_strategy_v3 [1] 24.241858 -587.826231 0.0 -412.509636 -412.509636 NaN -412.509636 12079 SOYBEAN caleb_strategy_v3 [1] 169.838217 -367.997268 -14.719891 14.719891 -14.719891 NaN 0.0 ======================================================================================================================================================================== 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 12047 NIKKEI caleb_strategy_v3 [-1] 0.646222 -570.29122 -1.615556 3.231112 -0.0 NaN 1.615556 12048 BUXL caleb_strategy_v3 [-1] 1066.65 -394.6605 -10.6665 -0.0 -21.333 NaN -10.6665 12049 EUROSTX caleb_strategy_v3 [-1] 10.6665 591.99075 -5.33325 10.6665 -0.0 NaN 5.33325 12050 GASOIL caleb_strategy_v3 [-1] 100.0 -1037.5 -12.5 -0.0 NaN NaN -12.5 12051 EURIBOR-ICE caleb_strategy_v3 [-1] 2666.625 -13.333125 -13.333125 -0.0 -26.66625 NaN -13.333125 12052 PLAT caleb_strategy_v3 [1] 50.0 327.5 -7.5 0.0 -15.0 NaN -7.5 12053 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -935.0 -5.0 -10.0 -20.0 NaN -15.0 12054 HEATOIL caleb_strategy_v3 [-1] 42000.0 -585.9 -14.7 -12.6 -42.0 NaN -27.3 12055 SUGAR11 caleb_strategy_v3 [-1] 1120.0 414.4 -0.0 -291.2 -291.2 NaN -291.2 12056 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -43.75 -6.25 -12.5 -25.0 NaN -18.75 12057 GOLD_micro caleb_strategy_v3 [1] 10.0 596.0 -1.0 2.0 0.0 NaN 1.0 12058 GOLD_micro caleb_strategy_v3 [1] 10.0 597.5 -0.5 1.0 0.0 NaN 0.5 12059 DOW caleb_strategy_v3 [1] 0.5 -77.5 -0.5 0.0 -1.0 NaN -0.5 12061 JPY caleb_strategy_v3 [-1] 12500000.0 -103.125 -3.125 -0.0 -6.25 NaN -3.125 12064 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -256.5 -0.5 1.0 0.0 NaN 0.5 12065 EUR caleb_strategy_v3 [-1] 125000.0 -184.375 -3.125 -6.25 -12.5 NaN -9.375 12068 SP500_micro caleb_strategy_v3 [1] 5.0 -135.625 -0.625 -6.25 -7.5 NaN -6.875 12063 SP500_micro caleb_strategy_v3 [1] 5.0 -134.375 -0.625 -1.25 -2.5 NaN -1.875 12066 RUSSELL caleb_strategy_v3 [-1] 5.0 96.5 -0.5 3.0 2.0 NaN 2.5 12060 RUSSELL caleb_strategy_v3 [-1] 5.0 96.5 -0.5 -0.5 -1.5 NaN -1.0 12069 RUSSELL caleb_strategy_v3 [-1] 5.0 99.5 -0.5 -3.0 -4.0 NaN -3.5 12067 MXP caleb_strategy_v3 [-1] 500000.0 -85.0 -5.0 10.0 -0.0 NaN 5.0 12070 MXP caleb_strategy_v3 [-1] 500000.0 -77.5 -2.5 -5.0 -10.0 NaN -7.5 12071 MXP caleb_strategy_v3 [-1] 500000.0 -82.5 -2.5 25.0 20.0 NaN 22.5 12072 MXP caleb_strategy_v3 [-1] 500000.0 -57.5 -2.5 -5.0 -10.0 NaN -7.5 12073 MXP caleb_strategy_v3 [-1] 500000.0 -62.5 -2.5 -5.0 -10.0 NaN -7.5 12074 MXP caleb_strategy_v3 [-1] 500000.0 -67.5 -2.5 -10.0 -15.0 NaN -12.5 12075 MXP caleb_strategy_v3 [-1] 500000.0 -75.0 -5.0 -10.0 -20.0 NaN -15.0 12076 MXP caleb_strategy_v3 [-1] 500000.0 -87.5 -2.5 5.0 -0.0 NaN 2.5 12077 MXP caleb_strategy_v3 [-1] 500000.0 -82.5 -2.5 5.0 NaN NaN 2.5 12062 MXP caleb_strategy_v3 [-1] 500000.0 -87.5 -2.5 5.0 -0.0 NaN 2.5 12078 LIVECOW caleb_strategy_v3 [1] 400.0 -570.0 0.0 -400.0 -400.0 NaN -400.0 12079 SOYBEAN caleb_strategy_v3 [1] 50.0 -312.5 -12.5 12.5 -12.5 NaN 0.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -394.6605 CRUDE_W -935.0 DOW -77.5 EUR -184.375 EURIBOR-ICE -13.333125 EUROSTX 591.99075 GASOIL -1037.5 GAS_US_mini -43.75 GOLD_micro 1193.5 HEATOIL -585.9 JPY -103.125 LIVECOW -570.0 MXP -765.0 NASDAQ_micro -256.5 NIKKEI -570.29122 PLAT 327.5 RUSSELL 292.5 SOYBEAN -312.5 SP500_micro -270.0 SUGAR11 414.4 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3299.544095 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -10.6665 CRUDE_W -5.0 DOW -0.5 EUR -3.125 EURIBOR-ICE -13.333125 EUROSTX -5.33325 GASOIL -12.5 GAS_US_mini -6.25 GOLD_micro -1.5 HEATOIL -14.7 JPY -3.125 LIVECOW 0.0 MXP -30.0 NASDAQ_micro -0.5 NIKKEI -1.615556 PLAT -7.5 RUSSELL -1.5 SOYBEAN -12.5 SP500_micro -1.25 SUGAR11 -0.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -130.898431 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL -0.0 CRUDE_W -10.0 DOW 0.0 EUR -6.25 EURIBOR-ICE -0.0 EUROSTX 10.6665 GASOIL -0.0 GAS_US_mini -12.5 GOLD_micro 3.0 HEATOIL -12.6 JPY -0.0 LIVECOW -400.0 MXP 15.0 NASDAQ_micro 1.0 NIKKEI 3.231112 PLAT 0.0 RUSSELL -0.5 SOYBEAN 12.5 SP500_micro -7.5 SUGAR11 -291.2 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -695.152388 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL -21.333 CRUDE_W -20.0 DOW -1.0 EUR -12.5 EURIBOR-ICE -26.66625 EUROSTX -0.0 GASOIL 0 GAS_US_mini -25.0 GOLD_micro 0.0 HEATOIL -42.0 JPY -6.25 LIVECOW -400.0 MXP -45.0 NASDAQ_micro 0.0 NIKKEI -0.0 PLAT -15.0 RUSSELL -3.5 SOYBEAN -12.5 SP500_micro -10.0 SUGAR11 -291.2 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -931.94925 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CRUDE_W 0 DOW 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 JPY 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 PLAT 0 RUSSELL 0 SOYBEAN 0 SP500_micro 0 SUGAR11 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 BUXL -10.6665 CRUDE_W -15.0 DOW -0.5 EUR -9.375 EURIBOR-ICE -13.333125 EUROSTX 5.33325 GASOIL -12.5 GAS_US_mini -18.75 GOLD_micro 1.5 HEATOIL -27.3 JPY -3.125 LIVECOW -400.0 MXP -15.0 NASDAQ_micro 0.5 NIKKEI 1.615556 PLAT -7.5 RUSSELL -2.0 SOYBEAN 0.0 SP500_micro -8.75 SUGAR11 -291.2 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -826.050819 ******************************************************************************** END OF REPORT ********************************************************************************