******************************************************************************** Trades report produced on 29/04/2024 21:37 from 28/04/2024 21:37 to 29/04/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12190 BOBL caleb_strategy_v3 [20240600] 2024-04-29 07:00:35 [1] 116.72000 12191 BOBL caleb_strategy_v3 [20240600] 2024-04-29 07:01:29 [1] 116.71000 12187 BUND caleb_strategy_v3 [20240600] 2024-04-29 07:00:31 [1] 130.51000 12188 BUXL caleb_strategy_v3 [20240600] 2024-04-29 07:00:32 [-1] 129.16000 12200 CAD caleb_strategy_v3 [20240600] 2024-04-29 14:01:03 [1] 0.73225 12199 CHF caleb_strategy_v3 [20240600] 2024-04-29 14:01:02 [1] 1.10130 12221 CORN caleb_strategy_v3 [20241200] 2024-04-29 14:33:09 [1] 470.25000 12219 CORN caleb_strategy_v3 [20241200] 2024-04-29 14:31:09 [1] 470.75000 12218 CORN caleb_strategy_v3 [20241200] 2024-04-29 14:30:14 [1] 470.75000 12220 CORN caleb_strategy_v3 [20241200] 2024-04-29 14:32:09 [1] 470.50000 12186 DAX caleb_strategy_v3 [20240600] 2024-04-29 07:00:29 [-1] 18402.00000 12197 EUR caleb_strategy_v3 [20240600] 2024-04-29 14:00:49 [-1] 1.07230 12192 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-04-29 08:00:44 [-1] 97.35500 12216 FEEDCOW caleb_strategy_v3 [20240800] 2024-04-29 14:30:11 [1] 260.70000 12193 HEATOIL caleb_strategy_v3 [20240800] 2024-04-29 13:00:40 [-1] 2.58320 12217 LIVECOW caleb_strategy_v3 [20240800] 2024-04-29 14:30:13 [1] 176.32500 12214 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:24:50 [-1] 0.05806 12213 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:23:07 [-1] 0.05808 12212 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:22:23 [-1] 0.05807 12211 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:21:07 [-1] 0.05808 12209 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:16:02 [-1] 0.05807 12205 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:07:14 [-1] 0.05810 12207 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:12:19 [-1] 0.05808 12201 MXP caleb_strategy_v3 [20240600] 2024-04-29 14:01:10 [-1] 0.05810 12189 OAT caleb_strategy_v3 [20240600] 2024-04-29 07:00:33 [-1] 125.75000 12195 PLAT caleb_strategy_v3 [20240700] 2024-04-29 13:00:46 [-1] 946.80000 12204 RUSSELL caleb_strategy_v3 [20240600] 2024-04-29 14:06:16 [-1] 2026.40000 12196 SILVER-mini caleb_strategy_v3 [20240900] 2024-04-29 13:01:29 [1] 27.78750 12215 SOYOIL caleb_strategy_v3 [20240800] 2024-04-29 14:30:09 [1] 45.40000 12194 SUGAR11 caleb_strategy_v3 [20241000] 2024-04-29 13:00:41 [-1] 19.42000 12202 US30 caleb_strategy_v3 [20240600] 2024-04-29 14:01:13 [-1] 120.00000 12198 US5 caleb_strategy_v3 [20240600] 2024-04-29 14:01:01 [1] 104.96875 12206 VIX caleb_strategy_v3 [20240700] 2024-04-29 14:12:15 [-1] 16.45000 12203 VIX caleb_strategy_v3 [20240700] 2024-04-29 14:06:14 [-1] 16.45000 12210 VIX caleb_strategy_v3 [20240700] 2024-04-29 14:21:03 [-1] 16.40000 12208 VIX caleb_strategy_v3 [20240700] 2024-04-29 14:15:58 [-1] 16.40000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12186 DAX caleb_strategy_v3 2024-04-26 2024-04-29 08:00:29.006 2024-04-29 07:00:29 288029.006 NaN 12187 BUND caleb_strategy_v3 2024-04-26 2024-04-29 08:00:30.690 2024-04-29 07:00:31 288030.69 NaN 12188 BUXL caleb_strategy_v3 2024-04-26 2024-04-29 08:00:31.702 2024-04-29 07:00:32 288031.702 NaN 12189 OAT caleb_strategy_v3 2024-04-26 2024-04-29 08:00:33.342 2024-04-29 07:00:33 288033.342 NaN 12190 BOBL caleb_strategy_v3 2024-04-26 2024-04-29 08:00:34.518 2024-04-29 07:00:35 288034.518 NaN 12191 BOBL caleb_strategy_v3 2024-04-26 2024-04-29 08:01:28.924 2024-04-29 07:01:29 288088.924 NaN 12192 EURIBOR-ICE caleb_strategy_v3 2024-04-26 2024-04-29 09:00:30.719 2024-04-29 08:00:44 291630.719 NaN 12193 HEATOIL caleb_strategy_v3 2024-04-26 2024-04-29 14:00:39.651 2024-04-29 13:00:40 309639.651 NaN 12194 SUGAR11 caleb_strategy_v3 2024-04-26 2024-04-29 14:00:41.169 2024-04-29 13:00:41 309641.169 NaN 12195 PLAT caleb_strategy_v3 2024-04-26 2024-04-29 14:00:41.966 2024-04-29 13:00:46 309641.966 NaN 12196 SILVER-mini caleb_strategy_v3 2024-04-26 2024-04-29 14:00:46.735 2024-04-29 13:01:29 309646.735 NaN 12197 EUR caleb_strategy_v3 2024-04-26 2024-04-29 15:00:48.391 2024-04-29 14:00:49 313248.391 NaN 12198 US5 caleb_strategy_v3 2024-04-26 2024-04-29 15:00:50.230 2024-04-29 14:01:01 313250.23 NaN 12199 CHF caleb_strategy_v3 2024-04-26 2024-04-29 15:01:01.843 2024-04-29 14:01:02 313261.843 NaN 12200 CAD caleb_strategy_v3 2024-04-26 2024-04-29 15:01:02.798 2024-04-29 14:01:03 313262.798 NaN 12202 US30 caleb_strategy_v3 2024-04-26 2024-04-29 15:01:11.554 2024-04-29 14:01:13 313271.554 NaN 12204 RUSSELL caleb_strategy_v3 2024-04-26 2024-04-29 15:06:15.346 2024-04-29 14:06:16 313575.346 NaN 12208 VIX caleb_strategy_v3 2024-04-26 2024-04-29 15:12:20.118 2024-04-29 14:15:58 313940.118 NaN 12210 VIX caleb_strategy_v3 2024-04-26 2024-04-29 15:16:03.123 2024-04-29 14:21:03 314163.123 NaN 12203 VIX caleb_strategy_v3 2024-04-26 2024-04-29 15:01:14.482 2024-04-29 14:06:14 313274.482 NaN 12206 VIX caleb_strategy_v3 2024-04-26 2024-04-29 15:07:15.524 2024-04-29 14:12:15 313635.524 NaN 12201 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:01:04.402 2024-04-29 14:01:10 313264.402 NaN 12205 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:06:19.840 2024-04-29 14:07:14 313579.84 NaN 12207 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:12:19.369 2024-04-29 14:12:19 313939.369 NaN 12209 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:16:02.256 2024-04-29 14:16:02 314162.256 NaN 12211 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:21:06.987 2024-04-29 14:21:07 314466.987 NaN 12212 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:22:07.267 2024-04-29 14:22:23 314527.267 NaN 12213 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:23:07.325 2024-04-29 14:23:07 314587.325 NaN 12214 MXP caleb_strategy_v3 2024-04-26 2024-04-29 15:24:07.828 2024-04-29 14:24:50 314647.828 NaN 12215 SOYOIL caleb_strategy_v3 2024-04-26 2024-04-29 15:30:09.283 2024-04-29 14:30:09 315009.283 NaN 12216 FEEDCOW caleb_strategy_v3 2024-04-26 2024-04-29 15:30:10.374 2024-04-29 14:30:11 315010.374 NaN 12217 LIVECOW caleb_strategy_v3 2024-04-26 2024-04-29 15:30:12.770 2024-04-29 14:30:13 315012.77 NaN 12218 CORN caleb_strategy_v3 2024-04-26 2024-04-29 15:30:14.718 2024-04-29 14:30:14 315014.718 NaN 12219 CORN caleb_strategy_v3 2024-04-26 2024-04-29 15:31:09.147 2024-04-29 14:31:09 315069.147 NaN 12220 CORN caleb_strategy_v3 2024-04-26 2024-04-29 15:32:09.222 2024-04-29 14:32:09 315129.222 NaN 12221 CORN caleb_strategy_v3 2024-04-26 2024-04-29 15:33:09.275 2024-04-29 14:33:09 315189.275 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 12186 DAX caleb_strategy_v3 [-1] 18369.0 None 18401.5 18400.0 18403.0 18403.0 18402.0 32.5 -1.5 2.0 -1.0 NaN 0.5 12187 BUND caleb_strategy_v3 [1] 130.23 None 130.515 130.52 130.51 130.51 130.51 -0.285 -0.005 0.01 0.0 NaN 0.005 12188 BUXL caleb_strategy_v3 [-1] 128.52 None 129.16 129.14 129.18 129.18 129.16 0.64 -0.02 0.02 -0.02 NaN 0.0 12189 OAT caleb_strategy_v3 [-1] 125.37 None 125.765 125.76 125.77 125.77 125.75 0.395 -0.005 -0.01 -0.02 NaN -0.015 12190 BOBL caleb_strategy_v3 [1] 116.58 None 116.725 116.73 116.72 116.72 116.72 -0.145 -0.005 0.01 0.0 NaN 0.005 12191 BOBL caleb_strategy_v3 [1] 116.58 None 116.725 116.73 116.72 116.72 116.71 -0.145 -0.005 0.02 0.01 NaN 0.015 12192 EURIBOR-ICE caleb_strategy_v3 [-1] 97.34 None 97.36 97.355 97.365 97.365 97.355 0.02 -0.005 -0.0 -0.01 NaN -0.005 12193 HEATOIL caleb_strategy_v3 [-1] 2.5788 None 2.58365 2.5833 2.584 2.584 2.5832 0.00485 -0.00035 -0.0001 -0.0008 NaN -0.00045 12194 SUGAR11 caleb_strategy_v3 [-1] 19.2 None 19.0 19.0 19.0 NaN 19.42 -0.2 -0.0 0.42 NaN NaN 0.42 12195 PLAT caleb_strategy_v3 [-1] 922.4 None 946.65 946.5 946.8 946.8 946.8 24.25 -0.15 0.3 -0.0 NaN 0.15 12196 SILVER-mini caleb_strategy_v3 [1] 27.8625 None 27.8 27.8125 27.7875 27.7875 27.7875 0.0625 -0.0125 0.025 0.0 NaN 0.0125 12197 EUR caleb_strategy_v3 [-1] 1.0729 None 1.07235 1.0723 1.0724 1.0724 1.0723 -0.00055 -0.00005 -0.0 -0.0001 NaN -0.00005 12198 US5 caleb_strategy_v3 [1] 104.875 None 104.972656 104.976562 104.96875 104.96875 104.96875 -0.097656 -0.003906 0.007812 0.0 NaN 0.003906 12199 CHF caleb_strategy_v3 [1] 1.10115 None 1.101225 1.10125 1.1012 1.1012 1.1013 -0.000075 -0.000025 -0.00005 -0.0001 NaN -0.000075 12200 CAD caleb_strategy_v3 [1] 0.7329 None 0.732175 0.7322 0.73215 0.73215 0.73225 0.000725 -0.000025 -0.00005 -0.0001 NaN -0.000075 12202 US30 caleb_strategy_v3 [-1] 119.6875 None 119.984375 119.96875 120.0 120.0 120.0 0.296875 -0.015625 0.03125 -0.0 NaN 0.015625 12204 RUSSELL caleb_strategy_v3 [-1] 2016.5 None 2026.55 2026.5 2026.6 2026.6 2026.4 10.05 -0.05 -0.1 -0.2 NaN -0.15 12208 VIX caleb_strategy_v3 [-1] 16.45 None 16.475 16.45 16.5 16.5 16.4 0.025 -0.025 -0.05 -0.1 NaN -0.075 12210 VIX caleb_strategy_v3 [-1] 16.45 None 16.425 16.4 16.45 16.45 16.4 -0.025 -0.025 -0.0 -0.05 NaN -0.025 12203 VIX caleb_strategy_v3 [-1] 16.45 None 16.475 16.45 16.5 16.5 16.45 0.025 -0.025 -0.0 -0.05 NaN -0.025 12206 VIX caleb_strategy_v3 [-1] 16.45 None 16.475 16.45 16.5 16.5 16.45 0.025 -0.025 -0.0 -0.05 NaN -0.025 12201 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058095 0.05809 0.0581 0.0581 0.0581 0.000225 -0.000005 0.00001 -0.0 NaN 0.000005 12205 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058095 0.05809 0.0581 0.0581 0.0581 0.000225 -0.000005 0.00001 -0.0 NaN 0.000005 12207 MXP caleb_strategy_v3 [-1] 0.05787 None 0.0581 0.05809 0.05811 0.05811 0.05808 0.00023 -0.00001 -0.00001 -0.00003 NaN -0.00002 12209 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058085 0.05808 0.05809 0.05809 0.05807 0.000215 -0.000005 -0.00001 -0.00002 NaN -0.000015 12211 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058075 0.05807 0.05808 0.05808 0.05808 0.000205 -0.000005 0.00001 -0.0 NaN 0.000005 12212 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058085 0.05808 0.05809 0.05809 0.05807 0.000215 -0.000005 -0.00001 -0.00002 NaN -0.000015 12213 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058075 0.05807 0.05808 0.05808 0.05808 0.000205 -0.000005 0.00001 -0.0 NaN 0.000005 12214 MXP caleb_strategy_v3 [-1] 0.05787 None 0.058085 0.05808 0.05809 0.05809 0.05806 0.000215 -0.000005 -0.00002 -0.00003 NaN -0.000025 12215 SOYOIL caleb_strategy_v3 [1] 45.78 None 45.0 45.0 45.0 45.0 45.4 0.78 0.0 -0.4 -0.4 NaN -0.4 12216 FEEDCOW caleb_strategy_v3 [1] 260.175 None 260.625 260.675 260.575 260.575 260.7 -0.45 -0.05 -0.025 -0.125 NaN -0.075 12217 LIVECOW caleb_strategy_v3 [1] 176.75 None 177.5 177.5 177.5 177.5 176.325 -0.75 0.0 1.175 1.175 NaN 1.175 12218 CORN caleb_strategy_v3 [1] 473.25 None 470.625 470.75 470.5 470.5 470.75 2.625 -0.125 0.0 -0.25 NaN -0.125 12219 CORN caleb_strategy_v3 [1] 473.25 None 472.875 470.75 475.0 475.0 470.75 0.375 2.125 0.0 4.25 NaN 2.125 12220 CORN caleb_strategy_v3 [1] 473.25 None 470.625 470.75 470.5 470.5 470.5 2.625 -0.125 0.25 0.0 NaN 0.125 12221 CORN caleb_strategy_v3 [1] 473.25 None 470.375 470.5 470.25 470.25 470.25 2.875 -0.125 0.25 0.0 NaN 0.125 =============================================================================================================================================================== 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 12186 DAX caleb_strategy_v3 [-1] 2259.687999 143.825165 -6.638085 8.850779 -4.42539 NaN 2.212695 12187 BUND caleb_strategy_v3 [1] 10.001531 -284.956365 -4.999234 9.998469 0.0 NaN 4.999234 12188 BUXL caleb_strategy_v3 [-1] 22.822087 280.430093 -8.76344 8.76344 -8.76344 NaN 0.0 12189 OAT caleb_strategy_v3 [-1] 9.929963 397.785982 -5.035266 -10.070531 -20.141062 NaN -15.105797 12190 BOBL caleb_strategy_v3 [1] 5.133256 -282.471786 -9.740406 19.480813 0.0 NaN 9.740406 12191 BOBL caleb_strategy_v3 [1] 5.133256 -282.471786 -9.740406 38.961626 19.480813 NaN 29.221219 12192 EURIBOR-ICE caleb_strategy_v3 [-1] 0.975895 204.940143 -51.235036 -0.0 -102.470071 NaN -51.235036 12193 HEATOIL caleb_strategy_v3 [-1] 0.624077 77.714775 -5.608283 -1.602366 -12.818932 NaN -7.210649 12194 SUGAR11 caleb_strategy_v3 [-1] 5.200791 -384.556911 -0.0 807.569513 NaN NaN 807.569513 12195 PLAT caleb_strategy_v3 [-1] 254.151022 954.157092 -5.902003 11.804005 -0.0 NaN 5.902003 12196 SILVER-mini caleb_strategy_v3 [1] 7.790496 80.22596 -16.045192 32.090384 0.0 NaN 16.045192 12197 EUR caleb_strategy_v3 [-1] 0.067327 -81.691209 -7.426474 -0.0 -14.852947 NaN -7.426474 12198 US5 caleb_strategy_v3 [1] 4.843586 -201.619732 -8.064789 16.129579 0.0 NaN 8.064789 12199 CHF caleb_strategy_v3 [1] 0.072336 -10.368348 -3.456116 -6.912232 -13.824464 NaN -10.368348 12200 CAD caleb_strategy_v3 [1] 0.040214 180.2875 -6.21681 -12.433621 -24.867241 NaN -18.650431 12202 US30 caleb_strategy_v3 [-1] 17.865639 166.170939 -8.745839 17.491678 -0.0 NaN 8.745839 12204 RUSSELL caleb_strategy_v3 [-1] 387.366254 259.444387 -1.290768 -2.581536 -5.163072 NaN -3.872304 12208 VIX caleb_strategy_v3 [-1] 6.763602 36.962551 -36.962551 -73.925102 -147.850205 NaN -110.887654 12210 VIX caleb_strategy_v3 [-1] 6.763602 -36.962551 -36.962551 -0.0 -73.925102 NaN -36.962551 12203 VIX caleb_strategy_v3 [-1] 6.763602 36.962551 -36.962551 -0.0 -73.925102 NaN -36.962551 12206 VIX caleb_strategy_v3 [-1] 6.763602 36.962551 -36.962551 -0.0 -73.925102 NaN -36.962551 12201 MXP caleb_strategy_v3 [-1] 0.006005 374.6851 -8.326336 16.652671 -0.0 NaN 8.326336 12205 MXP caleb_strategy_v3 [-1] 0.006005 374.6851 -8.326336 16.652671 -0.0 NaN 8.326336 12207 MXP caleb_strategy_v3 [-1] 0.006005 383.011435 -16.652671 -16.652671 -49.958013 NaN -33.305342 12209 MXP caleb_strategy_v3 [-1] 0.006005 358.032429 -8.326336 -16.652671 -33.305342 NaN -24.979007 12211 MXP caleb_strategy_v3 [-1] 0.006005 341.379758 -8.326336 16.652671 -0.0 NaN 8.326336 12212 MXP caleb_strategy_v3 [-1] 0.006005 358.032429 -8.326336 -16.652671 -33.305342 NaN -24.979007 12213 MXP caleb_strategy_v3 [-1] 0.006005 341.379758 -8.326336 16.652671 -0.0 NaN 8.326336 12214 MXP caleb_strategy_v3 [-1] 0.006005 358.032429 -8.326336 -33.305342 -49.958013 NaN -41.631678 12215 SOYOIL caleb_strategy_v3 [1] 12.379419 630.078045 0.0 -323.116946 -323.116946 NaN -323.116946 12216 FEEDCOW caleb_strategy_v3 [1] 37.292293 -120.668364 -13.407596 -6.703798 -33.51899 NaN -20.111394 12217 LIVECOW caleb_strategy_v3 [1] 24.460636 -306.615081 0.0 480.363627 480.363627 NaN 480.363627 12218 CORN caleb_strategy_v3 [1] 81.65078 321.491111 -15.309101 0.0 -30.618201 NaN -15.309101 12219 CORN caleb_strategy_v3 [1] 81.65078 45.927302 260.254709 0.0 520.509417 NaN 260.254709 12220 CORN caleb_strategy_v3 [1] 81.65078 321.491111 -15.309101 30.618201 0.0 NaN 15.309101 12221 CORN caleb_strategy_v3 [1] 81.65078 352.109312 -15.309101 30.618201 0.0 NaN 15.309101 ======================================================================================================================================================================== 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 12186 DAX caleb_strategy_v3 [-1] 1.07265 34.861125 -1.608975 2.1453 -1.07265 NaN 0.536325 12187 BUND caleb_strategy_v3 [1] 1072.65 -305.70525 -5.36325 10.7265 0.0 NaN 5.36325 12188 BUXL caleb_strategy_v3 [-1] 1072.65 686.496 -21.453 21.453 -21.453 NaN 0.0 12189 OAT caleb_strategy_v3 [-1] 1072.65 423.69675 -5.36325 -10.7265 -21.453 NaN -16.08975 12190 BOBL caleb_strategy_v3 [1] 1072.65 -155.53425 -5.36325 10.7265 0.0 NaN 5.36325 12191 BOBL caleb_strategy_v3 [1] 1072.65 -155.53425 -5.36325 21.453 10.7265 NaN 16.08975 12192 EURIBOR-ICE caleb_strategy_v3 [-1] 2681.625 53.6325 -13.408125 -0.0 -26.81625 NaN -13.408125 12193 HEATOIL caleb_strategy_v3 [-1] 42000.0 203.7 -14.7 -4.2 -33.6 NaN -18.9 12194 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -224.0 -0.0 470.4 NaN NaN 470.4 12195 PLAT caleb_strategy_v3 [-1] 50.0 1212.5 -7.5 15.0 -0.0 NaN 7.5 12196 SILVER-mini caleb_strategy_v3 [1] 2500.0 156.25 -31.25 62.5 0.0 NaN 31.25 12197 EUR caleb_strategy_v3 [-1] 125000.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 12198 US5 caleb_strategy_v3 [1] 1000.0 -97.65625 -3.90625 7.8125 0.0 NaN 3.90625 12199 CHF caleb_strategy_v3 [1] 125000.0 -9.375 -3.125 -6.25 -12.5 NaN -9.375 12200 CAD caleb_strategy_v3 [1] 100000.0 72.5 -2.5 -5.0 -10.0 NaN -7.5 12202 US30 caleb_strategy_v3 [-1] 1000.0 296.875 -15.625 31.25 -0.0 NaN 15.625 12204 RUSSELL caleb_strategy_v3 [-1] 5.0 50.25 -0.25 -0.5 -1.0 NaN -0.75 12208 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -50.0 -100.0 NaN -75.0 12210 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -0.0 -50.0 NaN -25.0 12203 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -0.0 -50.0 NaN -25.0 12206 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -0.0 -50.0 NaN -25.0 12201 MXP caleb_strategy_v3 [-1] 500000.0 112.5 -2.5 5.0 -0.0 NaN 2.5 12205 MXP caleb_strategy_v3 [-1] 500000.0 112.5 -2.5 5.0 -0.0 NaN 2.5 12207 MXP caleb_strategy_v3 [-1] 500000.0 115.0 -5.0 -5.0 -15.0 NaN -10.0 12209 MXP caleb_strategy_v3 [-1] 500000.0 107.5 -2.5 -5.0 -10.0 NaN -7.5 12211 MXP caleb_strategy_v3 [-1] 500000.0 102.5 -2.5 5.0 -0.0 NaN 2.5 12212 MXP caleb_strategy_v3 [-1] 500000.0 107.5 -2.5 -5.0 -10.0 NaN -7.5 12213 MXP caleb_strategy_v3 [-1] 500000.0 102.5 -2.5 5.0 -0.0 NaN 2.5 12214 MXP caleb_strategy_v3 [-1] 500000.0 107.5 -2.5 -10.0 -15.0 NaN -12.5 12215 SOYOIL caleb_strategy_v3 [1] 600.0 468.0 0.0 -240.0 -240.0 NaN -240.0 12216 FEEDCOW caleb_strategy_v3 [1] 500.0 -225.0 -25.0 -12.5 -62.5 NaN -37.5 12217 LIVECOW caleb_strategy_v3 [1] 400.0 -300.0 0.0 470.0 470.0 NaN 470.0 12218 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 0.0 -12.5 NaN -6.25 12219 CORN caleb_strategy_v3 [1] 50.0 18.75 106.25 0.0 212.5 NaN 106.25 12220 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 12.5 0.0 NaN 6.25 12221 CORN caleb_strategy_v3 [1] 50.0 143.75 -6.25 12.5 0.0 NaN 6.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -311.0685 BUND -305.70525 BUXL 686.496 CAD 72.5 CHF -9.375 CORN 425.0 DAX 34.861125 EUR -68.75 EURIBOR-ICE 53.6325 FEEDCOW -225.0 HEATOIL 203.7 LIVECOW -300.0 MXP 867.5 OAT 423.69675 PLAT 1212.5 RUSSELL 50.25 SILVER-mini 156.25 SOYOIL 468.0 SUGAR11 -224.0 US30 296.875 US5 -97.65625 VIX 50.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3459.706375 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -10.7265 BUND -5.36325 BUXL -21.453 CAD -2.5 CHF -3.125 CORN 87.5 DAX -1.608975 EUR -6.25 EURIBOR-ICE -13.408125 FEEDCOW -25.0 HEATOIL -14.7 LIVECOW 0.0 MXP -22.5 OAT -5.36325 PLAT -7.5 RUSSELL -0.25 SILVER-mini -31.25 SOYOIL 0.0 SUGAR11 -0.0 US30 -15.625 US5 -3.90625 VIX -100.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -203.02935 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 32.1795 BUND 10.7265 BUXL 21.453 CAD -5.0 CHF -6.25 CORN 25.0 DAX 2.1453 EUR -0.0 EURIBOR-ICE -0.0 FEEDCOW -12.5 HEATOIL -4.2 LIVECOW 470.0 MXP -5.0 OAT -10.7265 PLAT 15.0 RUSSELL -0.5 SILVER-mini 62.5 SOYOIL -240.0 SUGAR11 470.4 US30 31.25 US5 7.8125 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 814.2903 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 10.7265 BUND 0.0 BUXL -21.453 CAD -10.0 CHF -12.5 CORN 200.0 DAX -1.07265 EUR -12.5 EURIBOR-ICE -26.81625 FEEDCOW -62.5 HEATOIL -33.6 LIVECOW 470.0 MXP -50.0 OAT -21.453 PLAT -0.0 RUSSELL -1.0 SILVER-mini 0.0 SOYOIL -240.0 SUGAR11 0 US30 -0.0 US5 0.0 VIX -250.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -62.1684 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 BUND 0 BUXL 0 CAD 0 CHF 0 CORN 0 DAX 0 EUR 0 EURIBOR-ICE 0 FEEDCOW 0 HEATOIL 0 LIVECOW 0 MXP 0 OAT 0 PLAT 0 RUSSELL 0 SILVER-mini 0 SOYOIL 0 SUGAR11 0 US30 0 US5 0 VIX 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 21.453 BUND 5.36325 BUXL 0.0 CAD -7.5 CHF -9.375 CORN 112.5 DAX 0.536325 EUR -6.25 EURIBOR-ICE -13.408125 FEEDCOW -37.5 HEATOIL -18.9 LIVECOW 470.0 MXP -27.5 OAT -16.08975 PLAT 7.5 RUSSELL -0.75 SILVER-mini 31.25 SOYOIL -240.0 SUGAR11 470.4 US30 15.625 US5 3.90625 VIX -150.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 611.26095 ******************************************************************************** END OF REPORT ********************************************************************************