******************************************************************************** Trades report produced on 23/04/2024 21:37 from 22/04/2024 21:37 to 23/04/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12104 CORN caleb_strategy_v3 [20241200] 2024-04-23 14:30:42 [1] 473.000000 12083 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-23 08:00:45 [-1] 97.400000 12084 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-23 08:01:29 [-1] 97.405000 12085 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-23 08:02:29 [-1] 97.410000 12093 GASOLINE _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-23 13:02:37 [1] 2.547200 12095 GASOLINE _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-23 13:03:37 [1] 2.552300 12088 GASOLINE _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-23 13:00:41 [-1] 2.599100 12089 GASOLINE _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-23 13:00:43 [1] 2.551300 12090 GASOLINE _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-23 13:01:36 [-1] 2.592000 12091 GASOLINE _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-23 13:01:37 [1] 2.544600 12092 GASOLINE _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-23 13:02:36 [-1] 2.594700 12094 GASOLINE _ROLL_PSEUDO_STRATEGY [20240700] 2024-04-23 13:03:36 [-1] 2.600100 12086 GOLD_micro caleb_strategy_v3 [20240600] 2024-04-23 13:00:36 [-1] 2324.700000 12087 HEATOIL caleb_strategy_v3 [20240700] 2024-04-23 13:00:38 [-1] 2.547300 12106 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-04-23 14:30:45 [1] 176.925000 12105 LIVECOW _ROLL_PSEUDO_STRATEGY [20240600] 2024-04-23 14:30:43 [-1] 178.325000 12101 MXP caleb_strategy_v3 [20240600] 2024-04-23 14:01:02 [-1] 0.058110 12096 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-04-23 14:00:41 [-1] 17494.250000 12082 NIKKEI caleb_strategy_v3 [20240600] 2024-04-23 02:03:17 [-1] 37430.000000 12081 NIKKEI caleb_strategy_v3 [20240600] 2024-04-23 02:02:17 [-1] 37425.000000 12080 NIKKEI caleb_strategy_v3 [20240600] 2024-04-23 02:01:25 [-1] 37450.000000 12098 RUSSELL caleb_strategy_v3 [20240600] 2024-04-23 14:00:43 [-1] 2005.200000 12097 SP500_micro caleb_strategy_v3 [20240600] 2024-04-23 14:00:42 [1] 5081.250000 12102 SP500_micro caleb_strategy_v3 [20240600] 2024-04-23 14:01:41 [1] 5082.500000 12103 SP500_micro caleb_strategy_v3 [20240600] 2024-04-23 14:02:41 [1] 5081.000000 12100 US30 caleb_strategy_v3 [20240600] 2024-04-23 14:00:50 [-1] 121.343750 12099 US5 caleb_strategy_v3 [20240600] 2024-04-23 14:00:48 [1] 105.203125 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12080 NIKKEI caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 03:01:16.958 2024-04-23 02:01:25 97276.958 NaN 12081 NIKKEI caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 03:02:16.911 2024-04-23 02:02:17 97336.911 NaN 12082 NIKKEI caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 03:03:16.928 2024-04-23 02:03:17 97396.928 NaN 12083 EURIBOR-ICE caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 09:00:29.846 2024-04-23 08:00:45 118829.846 NaN 12084 EURIBOR-ICE caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 09:01:29.770 2024-04-23 08:01:29 118889.77 NaN 12085 EURIBOR-ICE caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 09:02:29.630 2024-04-23 08:02:29 118949.63 NaN 12086 GOLD_micro caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 14:00:36.466 2024-04-23 13:00:36 136836.466 NaN 12087 HEATOIL caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 14:00:37.318 2024-04-23 13:00:38 136837.318 NaN 12088 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:00:39.175 2024-04-23 13:00:41 64839.175 NaN 12089 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:00:41.978 2024-04-23 13:00:43 64841.978 NaN 12090 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:01:36.412 2024-04-23 13:01:36 64896.412 NaN 12091 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:01:36.966 2024-04-23 13:01:37 64896.966 NaN 12092 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:02:36.429 2024-04-23 13:02:36 64956.429 NaN 12093 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:02:36.989 2024-04-23 13:02:37 64956.989 NaN 12094 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:03:36.305 2024-04-23 13:03:36 65016.305 NaN 12095 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-04-22 20:00:00 2024-04-23 14:03:36.906 2024-04-23 13:03:37 65016.906 NaN 12096 NASDAQ_micro caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:41.390 2024-04-23 14:00:41 140441.39 NaN 12098 RUSSELL caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:43.370 2024-04-23 14:00:43 140443.37 NaN 12099 US5 caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:44.123 2024-04-23 14:00:48 140444.123 NaN 12100 US30 caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:49.178 2024-04-23 14:00:50 140449.178 NaN 12101 MXP caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:51.102 2024-04-23 14:01:02 140451.102 NaN 12097 SP500_micro caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:00:42.283 2024-04-23 14:00:42 140442.283 NaN 12102 SP500_micro caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:01:41.340 2024-04-23 14:01:41 140501.34 NaN 12103 SP500_micro caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:02:41.327 2024-04-23 14:02:41 140561.327 NaN 12104 CORN caleb_strategy_v3 2024-04-22 00:00:00 2024-04-23 15:30:42.583 2024-04-23 14:30:42 142242.583 NaN 12105 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-04-22 19:00:00 2024-04-23 15:30:43.635 2024-04-23 14:30:43 73843.635 NaN 12106 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-04-22 19:00:00 2024-04-23 15:30:44.642 2024-04-23 14:30:45 73844.642 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 12080 NIKKEI caleb_strategy_v3 [-1] 37805.0 None 37457.5 37455.0 37460.0 37460.0 37450.0 -347.5 -2.5 -5.0 -10.0 NaN -7.5 12081 NIKKEI caleb_strategy_v3 [-1] 37805.0 None 37452.5 37450.0 37455.0 37455.0 37425.0 -352.5 -2.5 -25.0 -30.0 NaN -27.5 12082 NIKKEI caleb_strategy_v3 [-1] 37805.0 None 37427.5 37425.0 37430.0 37430.0 37430.0 -377.5 -2.5 5.0 -0.0 NaN 2.5 12083 EURIBOR-ICE caleb_strategy_v3 [-1] 97.41 None 97.4075 97.405 97.41 97.41 97.4 -0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 12084 EURIBOR-ICE caleb_strategy_v3 [-1] 97.41 None 97.4025 97.4 97.405 97.405 97.405 -0.0075 -0.0025 0.005 -0.0 NaN 0.0025 12085 EURIBOR-ICE caleb_strategy_v3 [-1] 97.41 None 97.4075 97.405 97.41 97.41 97.41 -0.0025 -0.0025 0.005 -0.0 NaN 0.0025 12086 GOLD_micro caleb_strategy_v3 [-1] 2343.2 None 2324.6 2324.5 2324.7 2324.7 2324.7 -18.6 -0.1 0.2 -0.0 NaN 0.1 12087 HEATOIL caleb_strategy_v3 [-1] 2.5781 None 2.5478 2.5474 2.5482 2.5482 2.5473 -0.0303 -0.0004 -0.0001 -0.0009 NaN -0.0005 12088 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 2.6285 None 2.5988 2.5985 2.5991 2.5991 2.5991 -0.0297 -0.0003 0.0006 -0.0 NaN 0.0003 12089 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 2.5771 None 2.5509 2.5511 2.5507 2.5507 2.5513 0.0262 -0.0002 -0.0002 -0.0006 NaN -0.0004 12090 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 2.6285 None 2.59915 2.5989 2.5994 2.5994 2.592 -0.02935 -0.00025 -0.0069 -0.0074 NaN -0.00715 12091 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 2.5771 None 2.55095 2.5513 2.5506 2.5506 2.5446 0.02615 -0.00035 0.0067 0.006 NaN 0.00635 12092 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 2.6285 None 2.5923 2.592 2.5926 2.5926 2.5947 -0.0362 -0.0003 0.0027 0.0021 NaN 0.0024 12093 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 2.5771 None 2.5442 2.5446 2.5438 2.5438 2.5472 0.0329 -0.0004 -0.0026 -0.0034 NaN -0.003 12094 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 2.6285 None 2.59495 2.5947 2.5952 2.5952 2.6001 -0.03355 -0.00025 0.0054 0.0049 NaN 0.00515 12095 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 2.5771 None 2.5469 2.5472 2.5466 2.5466 2.5523 0.0302 -0.0003 -0.0051 -0.0057 NaN -0.0054 12096 NASDAQ_micro caleb_strategy_v3 [-1] 17404.75 None 17496.75 17496.5 17497.0 17497.0 17494.25 92.0 -0.25 -2.25 -2.75 NaN -2.5 12098 RUSSELL caleb_strategy_v3 [-1] 1988.5 None 2005.35 2005.3 2005.4 2005.4 2005.2 16.85 -0.05 -0.1 -0.2 NaN -0.15 12099 US5 caleb_strategy_v3 [1] 105.046875 None 105.191406 105.195312 105.1875 105.1875 105.203125 -0.144531 -0.003906 -0.007812 -0.015625 NaN -0.011719 12100 US30 caleb_strategy_v3 [-1] 120.90625 None 121.328125 121.3125 121.34375 121.34375 121.34375 0.421875 -0.015625 0.03125 -0.0 NaN 0.015625 12101 MXP caleb_strategy_v3 [-1] 0.05782 None 0.05811 0.0581 0.05812 0.05812 0.05811 0.00029 -0.00001 0.00001 -0.00001 NaN 0.0 12097 SP500_micro caleb_strategy_v3 [1] 5062.5 None 5081.375 5081.5 5081.25 5081.25 5081.25 -18.875 -0.125 0.25 0.0 NaN 0.125 12102 SP500_micro caleb_strategy_v3 [1] 5062.5 None 5081.125 5081.25 5081.0 5081.0 5082.5 -18.625 -0.125 -1.25 -1.5 NaN -1.375 12103 SP500_micro caleb_strategy_v3 [1] 5062.5 None 5082.375 5082.5 5082.25 5082.25 5081.0 -19.875 -0.125 1.5 1.25 NaN 1.375 12104 CORN caleb_strategy_v3 [1] 472.25 None 475.0 475.0 475.0 475.0 473.0 -2.75 0.0 2.0 2.0 NaN 2.0 12105 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 178.05 None 178.3375 178.325 178.35 178.35 178.325 0.2875 -0.0125 -0.0 -0.025 NaN -0.0125 12106 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 176.275 None 176.9 176.925 176.875 176.875 176.925 -0.625 -0.025 0.0 -0.05 NaN -0.025 =================================================================================================================================================================== 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 12080 NIKKEI caleb_strategy_v3 [-1] 7012.75052 -495.525969 -3.564935 -7.12987 -14.25974 NaN -10.694805 12081 NIKKEI caleb_strategy_v3 [-1] 7012.75052 -502.65584 -3.564935 -35.64935 -42.77922 NaN -39.214285 12082 NIKKEI caleb_strategy_v3 [-1] 7012.75052 -538.30519 -3.564935 7.12987 -0.0 NaN 3.564935 12083 EURIBOR-ICE caleb_strategy_v3 [-1] 0.992755 -25.182437 -25.182437 -50.364874 -100.729748 NaN -75.547311 12084 EURIBOR-ICE caleb_strategy_v3 [-1] 0.992755 -75.547311 -25.182437 50.364874 -0.0 NaN 25.182437 12085 EURIBOR-ICE caleb_strategy_v3 [-1] 0.992755 -25.182437 -25.182437 50.364874 -0.0 NaN 25.182437 12086 GOLD_micro caleb_strategy_v3 [-1] 366.864364 -506.999366 -2.725803 5.451606 -0.0 NaN 2.725803 12087 HEATOIL caleb_strategy_v3 [-1] 0.665184 -455.513372 -6.013378 -1.503344 -13.5301 NaN -7.516722 12088 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 0.58561 -507.163502 -5.122864 10.245727 -0.0 NaN 5.122864 12089 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 0.58561 447.39676 -3.415242 -3.415242 -10.245727 NaN -6.830485 12090 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 0.58561 -501.186828 -4.269053 -117.825864 -126.36397 NaN -122.094917 12091 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 0.58561 446.542949 -5.976674 114.410622 102.457273 NaN 108.433947 12092 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 0.58561 -618.158882 -5.122864 46.105773 35.860046 NaN 40.982909 12093 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 0.58561 561.807381 -6.830485 -44.398152 -58.059121 NaN -51.228637 12094 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 0.58561 -572.906919 -4.269053 92.211546 83.67344 NaN 87.942493 12095 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 0.58561 515.701608 -5.122864 -87.088682 -97.33441 NaN -92.211546 12096 NASDAQ_micro caleb_strategy_v3 [-1] 3168.583143 290.350595 -0.788996 -7.100966 -8.678958 NaN -7.889962 12098 RUSSELL caleb_strategy_v3 [-1] 407.135124 413.86751 -1.228094 -2.456187 -4.912374 NaN -3.684281 12099 US5 caleb_strategy_v3 [1] 5.063466 -285.439386 -7.714578 -15.429156 -30.858312 NaN -23.143734 12100 US30 caleb_strategy_v3 [-1] 18.410569 229.148271 -8.486973 16.973946 -0.0 NaN 8.486973 12101 MXP caleb_strategy_v3 [-1] 0.00602 481.694952 -16.610171 16.610171 -16.610171 NaN 0.0 12097 SP500_micro caleb_strategy_v3 [1] 672.177192 -280.803934 -1.859629 3.719257 0.0 NaN 1.859629 12102 SP500_micro caleb_strategy_v3 [1] 672.177192 -277.084677 -1.859629 -18.596287 -22.315544 NaN -20.455916 12103 SP500_micro caleb_strategy_v3 [1] 672.177192 -295.680964 -1.859629 22.315544 18.596287 NaN 20.455916 12104 CORN caleb_strategy_v3 [1] 85.983635 -319.828301 0.0 232.602401 232.602401 NaN 232.602401 12105 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 23.903041 120.277585 -5.22946 -0.0 -10.45892 NaN -5.22946 12106 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 23.903041 -261.473011 -10.45892 0.0 -20.917841 NaN -10.45892 ============================================================================================================================================================================= 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 12080 NIKKEI caleb_strategy_v3 [-1] 0.646158 -224.539774 -1.615394 -3.230788 -6.461576 NaN -4.846182 12081 NIKKEI caleb_strategy_v3 [-1] 0.646158 -227.770562 -1.615394 -16.153941 -19.384729 NaN -17.769335 12082 NIKKEI caleb_strategy_v3 [-1] 0.646158 -243.924503 -1.615394 3.230788 -0.0 NaN 1.615394 12083 EURIBOR-ICE caleb_strategy_v3 [-1] 2661.625 -6.654062 -6.654062 -13.308125 -26.61625 NaN -19.962187 12084 EURIBOR-ICE caleb_strategy_v3 [-1] 2661.625 -19.962187 -6.654062 13.308125 -0.0 NaN 6.654062 12085 EURIBOR-ICE caleb_strategy_v3 [-1] 2661.625 -6.654062 -6.654062 13.308125 -0.0 NaN 6.654062 12086 GOLD_micro caleb_strategy_v3 [-1] 10.0 -186.0 -1.0 2.0 -0.0 NaN 1.0 12087 HEATOIL caleb_strategy_v3 [-1] 42000.0 -1272.6 -16.8 -4.2 -37.8 NaN -21.0 12088 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 42000.0 -1247.4 -12.6 25.2 -0.0 NaN 12.6 12089 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 42000.0 1100.4 -8.4 -8.4 -25.2 NaN -16.8 12090 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 42000.0 -1232.7 -10.5 -289.8 -310.8 NaN -300.3 12091 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 42000.0 1098.3 -14.7 281.4 252.0 NaN 266.7 12092 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 42000.0 -1520.4 -12.6 113.4 88.2 NaN 100.8 12093 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 42000.0 1381.8 -16.8 -109.2 -142.8 NaN -126.0 12094 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 42000.0 -1409.1 -10.5 226.8 205.8 NaN 216.3 12095 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 42000.0 1268.4 -12.6 -214.2 -239.4 NaN -226.8 12096 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 184.0 -0.5 -4.5 -5.5 NaN -5.0 12098 RUSSELL caleb_strategy_v3 [-1] 5.0 84.25 -0.25 -0.5 -1.0 NaN -0.75 12099 US5 caleb_strategy_v3 [1] 1000.0 -144.53125 -3.90625 -7.8125 -15.625 NaN -11.71875 12100 US30 caleb_strategy_v3 [-1] 1000.0 421.875 -15.625 31.25 -0.0 NaN 15.625 12101 MXP caleb_strategy_v3 [-1] 500000.0 145.0 -5.0 5.0 -5.0 NaN 0.0 12097 SP500_micro caleb_strategy_v3 [1] 5.0 -94.375 -0.625 1.25 0.0 NaN 0.625 12102 SP500_micro caleb_strategy_v3 [1] 5.0 -93.125 -0.625 -6.25 -7.5 NaN -6.875 12103 SP500_micro caleb_strategy_v3 [1] 5.0 -99.375 -0.625 7.5 6.25 NaN 6.875 12104 CORN caleb_strategy_v3 [1] 50.0 -137.5 0.0 100.0 100.0 NaN 100.0 12105 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 115.0 -5.0 -0.0 -10.0 NaN -5.0 12106 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -250.0 -10.0 0.0 -20.0 NaN -10.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -560.7 LIVECOW -135.0 caleb_strategy_v3 CORN -137.5 EURIBOR-ICE -33.270312 GOLD_micro -186.0 HEATOIL -1272.6 MXP 145.0 NASDAQ_micro 184.0 NIKKEI -696.23484 RUSSELL 84.25 SP500_micro -286.875 US30 421.875 US5 -144.53125 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -695.7 caleb_strategy_v3 -1921.886402 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -98.7 LIVECOW -15.0 caleb_strategy_v3 CORN 0.0 EURIBOR-ICE -19.962187 GOLD_micro -1.0 HEATOIL -16.8 MXP -5.0 NASDAQ_micro -0.5 NIKKEI -4.846182 RUSSELL -0.25 SP500_micro -1.875 US30 -15.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -113.7 caleb_strategy_v3 -69.76462 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 25.2 LIVECOW 0.0 caleb_strategy_v3 CORN 100.0 EURIBOR-ICE 13.308125 GOLD_micro 2.0 HEATOIL -4.2 MXP 5.0 NASDAQ_micro -4.5 NIKKEI -16.153941 RUSSELL -0.5 SP500_micro 2.5 US30 31.25 US5 -7.8125 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 25.2 caleb_strategy_v3 120.891684 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -172.2 LIVECOW -30.0 caleb_strategy_v3 CORN 100.0 EURIBOR-ICE -26.61625 GOLD_micro -0.0 HEATOIL -37.8 MXP -5.0 NASDAQ_micro -5.5 NIKKEI -25.846305 RUSSELL -1.0 SP500_micro -1.25 US30 -0.0 US5 -15.625 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -202.2 caleb_strategy_v3 -18.637555 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 0 LIVECOW 0 caleb_strategy_v3 CORN 0 EURIBOR-ICE 0 GOLD_micro 0 HEATOIL 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SP500_micro 0 US30 0 US5 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 GASOLINE -73.5 LIVECOW -15.0 caleb_strategy_v3 CORN 100.0 EURIBOR-ICE -6.654062 GOLD_micro 1.0 HEATOIL -21.0 MXP 0.0 NASDAQ_micro -5.0 NIKKEI -21.000123 RUSSELL -0.75 SP500_micro 0.625 US30 15.625 US5 -11.71875 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -88.5 caleb_strategy_v3 51.127065 ******************************************************************************** END OF REPORT ********************************************************************************