******************************************************************************** Trades report produced on 01/05/2024 21:37 from 30/04/2024 21:37 to 01/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12227 COCOA caleb_strategy_v3 [20240700] 2024-05-01 13:00:58 [-1] 8694.000000 12223 COFFEE caleb_strategy_v3 [20240700] 2024-05-01 13:00:49 [-1] 215.750000 12224 COPPER caleb_strategy_v3 [20240700] 2024-05-01 13:00:50 [-1] 4.517000 12225 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:00:51 [-1] 2308.900000 12228 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:01:41 [-1] 2308.400000 12229 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:02:41 [-1] 2308.700000 12230 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:03:41 [-1] 2308.500000 12231 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:04:41 [-1] 2308.100000 12232 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:05:41 [-1] 2307.200000 12233 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-01 13:06:41 [-1] 2306.900000 12235 JPY caleb_strategy_v3 [20240600] 2024-05-01 14:00:44 [-1] 0.006387 12251 LEANHOG caleb_strategy_v3 [20240700] 2024-05-01 14:30:11 [-1] 105.225000 12234 NZD caleb_strategy_v3 [20240600] 2024-05-01 14:00:43 [1] 0.589750 12222 PLAT caleb_strategy_v3 [20240700] 2024-05-01 13:00:48 [1] 959.100000 12253 REDWHEAT caleb_strategy_v3 [20240900] 2024-05-01 14:30:14 [1] 641.000000 12242 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:02:43 [-1] 1986.400000 12250 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:09:05 [-1] 1985.500000 12249 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:08:05 [-1] 1988.000000 12248 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:07:09 [-1] 1986.700000 12246 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:06:07 [-1] 1987.900000 12238 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:01:07 [-1] 1986.900000 12240 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:01:49 [-1] 1986.800000 12244 RUSSELL caleb_strategy_v3 [20240600] 2024-05-01 14:06:01 [-1] 1988.000000 12226 SILVER-mini caleb_strategy_v3 [20240900] 2024-05-01 13:00:55 [-1] 26.925000 12236 SP500_micro caleb_strategy_v3 [20240600] 2024-05-01 14:00:45 [1] 5048.000000 12237 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:01:07 [-1] 16.600000 12245 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:06:06 [-1] 16.650000 12243 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:06:00 [-1] 16.600000 12241 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:02:42 [-1] 16.650000 12239 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:01:48 [-1] 16.600000 12247 VIX caleb_strategy_v3 [20240700] 2024-05-01 14:07:09 [-1] 16.600000 12252 WHEAT caleb_strategy_v3 [20241200] 2024-05-01 14:30:13 [1] 644.250000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12222 PLAT caleb_strategy_v3 2024-04-30 2024-05-01 14:00:41.346 2024-05-01 13:00:48 136841.346 NaN 12223 COFFEE caleb_strategy_v3 2024-04-30 2024-05-01 14:00:49.214 2024-05-01 13:00:49 136849.214 NaN 12224 COPPER caleb_strategy_v3 2024-04-30 2024-05-01 14:00:50.286 2024-05-01 13:00:50 136850.286 NaN 12226 SILVER-mini caleb_strategy_v3 2024-04-30 2024-05-01 14:00:52.165 2024-05-01 13:00:55 136852.165 NaN 12227 COCOA caleb_strategy_v3 2024-04-30 2024-05-01 14:00:56.574 2024-05-01 13:00:58 136856.574 NaN 12225 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:00:51.287 2024-05-01 13:00:51 136851.287 NaN 12228 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:01:41.015 2024-05-01 13:01:41 136901.015 NaN 12229 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:02:41.193 2024-05-01 13:02:41 136961.193 NaN 12230 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:03:41.034 2024-05-01 13:03:41 137021.034 NaN 12231 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:04:41.067 2024-05-01 13:04:41 137081.067 NaN 12232 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:05:41.070 2024-05-01 13:05:41 137141.07 NaN 12233 GOLD_micro caleb_strategy_v3 2024-04-30 2024-05-01 14:06:41.120 2024-05-01 13:06:41 137201.12 NaN 12234 NZD caleb_strategy_v3 2024-04-30 2024-05-01 15:00:42.950 2024-05-01 14:00:43 140442.95 NaN 12235 JPY caleb_strategy_v3 2024-04-30 2024-05-01 15:00:43.802 2024-05-01 14:00:44 140443.802 NaN 12236 SP500_micro caleb_strategy_v3 2024-04-30 2024-05-01 15:00:45.334 2024-05-01 14:00:45 140445.334 NaN 12237 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:00:46.642 2024-05-01 14:01:07 140446.642 NaN 12239 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:01:42.839 2024-05-01 14:01:48 140502.839 NaN 12241 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:02:42.698 2024-05-01 14:02:42 140562.698 NaN 12243 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:03:42.882 2024-05-01 14:06:00 140622.882 NaN 12245 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:06:05.012 2024-05-01 14:06:06 140765.012 NaN 12247 VIX caleb_strategy_v3 2024-04-30 2024-05-01 15:07:05.424 2024-05-01 14:07:09 140825.424 NaN 12238 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:01:07.634 2024-05-01 14:01:07 140467.634 NaN 12240 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:01:49.168 2024-05-01 14:01:49 140509.168 NaN 12242 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:02:43.288 2024-05-01 14:02:43 140563.288 NaN 12244 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:06:01.172 2024-05-01 14:06:01 140761.172 NaN 12246 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:06:07.144 2024-05-01 14:06:07 140767.144 NaN 12248 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:07:09.529 2024-05-01 14:07:09 140829.529 NaN 12249 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:08:05.649 2024-05-01 14:08:05 140885.649 NaN 12250 RUSSELL caleb_strategy_v3 2024-04-30 2024-05-01 15:09:05.660 2024-05-01 14:09:05 140945.66 NaN 12251 LEANHOG caleb_strategy_v3 2024-04-30 2024-05-01 15:30:10.666 2024-05-01 14:30:11 142210.666 NaN 12252 WHEAT caleb_strategy_v3 2024-04-30 2024-05-01 15:30:13.018 2024-05-01 14:30:13 142213.018 NaN 12253 REDWHEAT caleb_strategy_v3 2024-04-30 2024-05-01 15:30:14.238 2024-05-01 14:30:14 142214.238 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 12222 PLAT caleb_strategy_v3 [1] 946.8 None 959.2 959.3 959.1 959.1 959.1 -12.4 -0.1 0.2 0.0 NaN 0.1 12223 COFFEE caleb_strategy_v3 [-1] 213.65 None 215.825 215.75 215.9 215.9 215.75 2.175 -0.075 -0.0 -0.15 NaN -0.075 12224 COPPER caleb_strategy_v3 [-1] 4.563 None 4.51775 4.5175 4.518 4.518 4.517 -0.04525 -0.00025 -0.0005 -0.001 NaN -0.00075 12226 SILVER-mini caleb_strategy_v3 [-1] 27.2 None 26.94375 26.925 26.9625 26.9625 26.925 -0.25625 -0.01875 -0.0 -0.0375 NaN -0.01875 12227 COCOA caleb_strategy_v3 [-1] 7772.0 None 8705.0 8697.0 8713.0 8713.0 8694.0 933.0 -8.0 -3.0 -19.0 NaN -11.0 12225 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2309.0 2308.9 2309.1 2309.1 2308.9 6.0 -0.1 -0.0 -0.2 NaN -0.1 12228 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2309.0 2308.9 2309.1 2309.1 2308.4 6.0 -0.1 -0.5 -0.7 NaN -0.6 12229 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2308.5 2308.4 2308.6 2308.6 2308.7 5.5 -0.1 0.3 0.1 NaN 0.2 12230 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2308.8 2308.7 2308.9 2308.9 2308.5 5.8 -0.1 -0.2 -0.4 NaN -0.3 12231 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2308.6 2308.5 2308.7 2308.7 2308.1 5.6 -0.1 -0.4 -0.6 NaN -0.5 12232 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2308.2 2308.1 2308.3 2308.3 2307.2 5.2 -0.1 -0.9 -1.1 NaN -1.0 12233 GOLD_micro caleb_strategy_v3 [-1] 2303.0 None 2307.25 2307.2 2307.3 2307.3 2306.9 4.25 -0.05 -0.3 -0.4 NaN -0.35 12234 NZD caleb_strategy_v3 [1] 0.58985 None 0.5897 0.58975 0.58965 0.58965 0.58975 0.00015 -0.00005 0.0 -0.0001 NaN -0.00005 12235 JPY caleb_strategy_v3 [-1] 0.006388 None 0.006387 0.006386 0.006387 0.006387 0.006387 -0.000001 -0.000001 0.000001 -0.0 NaN 0.0 12236 SP500_micro caleb_strategy_v3 [1] 5096.5 None 5047.625 5047.75 5047.5 5047.5 5048.0 48.875 -0.125 -0.25 -0.5 NaN -0.375 12237 VIX caleb_strategy_v3 [-1] 16.35 None 16.675 16.65 16.7 16.7 16.6 0.325 -0.025 -0.05 -0.1 NaN -0.075 12239 VIX caleb_strategy_v3 [-1] 16.35 None 16.65 16.6 16.7 16.7 16.6 0.3 -0.05 -0.0 -0.1 NaN -0.05 12241 VIX caleb_strategy_v3 [-1] 16.35 None 16.625 16.6 16.65 16.65 16.65 0.275 -0.025 0.05 -0.0 NaN 0.025 12243 VIX caleb_strategy_v3 [-1] 16.35 None 16.675 16.65 16.7 16.7 16.6 0.325 -0.025 -0.05 -0.1 NaN -0.075 12245 VIX caleb_strategy_v3 [-1] 16.35 None 16.625 16.6 16.65 16.65 16.65 0.275 -0.025 0.05 -0.0 NaN 0.025 12247 VIX caleb_strategy_v3 [-1] 16.35 None 16.675 16.65 16.7 16.7 16.6 0.325 -0.025 -0.05 -0.1 NaN -0.075 12238 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1987.4 1987.3 1987.5 1987.5 1986.9 -8.2 -0.1 -0.4 -0.6 NaN -0.5 12240 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1987.0 1986.9 1987.1 1987.1 1986.8 -8.6 -0.1 -0.1 -0.3 NaN -0.2 12242 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1986.9 1986.8 1987.0 1987.0 1986.4 -8.7 -0.1 -0.4 -0.6 NaN -0.5 12244 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1986.45 1986.4 1986.5 1986.5 1988.0 -9.15 -0.05 1.6 1.5 NaN 1.55 12246 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1986.45 1986.4 1986.5 1986.5 1987.9 -9.15 -0.05 1.5 1.4 NaN 1.45 12248 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1987.9 1987.8 1988.0 1988.0 1986.7 -7.7 -0.1 -1.1 -1.3 NaN -1.2 12249 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1986.8 1986.7 1986.9 1986.9 1988.0 -8.8 -0.1 1.3 1.1 NaN 1.2 12250 RUSSELL caleb_strategy_v3 [-1] 1995.6 None 1988.05 1988.0 1988.1 1988.1 1985.5 -7.55 -0.05 -2.5 -2.6 NaN -2.55 12251 LEANHOG caleb_strategy_v3 [-1] 105.7 None 105.25 105.225 105.275 105.275 105.225 -0.45 -0.025 -0.0 -0.05 NaN -0.025 12252 WHEAT caleb_strategy_v3 [1] 649.5 None 644.125 644.25 644.0 644.0 644.25 5.375 -0.125 0.0 -0.25 NaN -0.125 12253 REDWHEAT caleb_strategy_v3 [1] 648.5 None 650.0 650.0 650.0 650.0 641.0 -1.5 0.0 9.0 9.0 NaN 9.0 ================================================================================================================================================================ 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 12222 PLAT caleb_strategy_v3 [1] 258.766142 -479.197158 -3.864493 7.728986 0.0 NaN 3.864493 12223 COFFEE caleb_strategy_v3 [-1] 74.356179 292.510996 -10.086586 -0.0 -20.173172 NaN -10.086586 12224 COPPER caleb_strategy_v3 [-1] 0.924068 -489.682626 -2.705429 -5.410858 -10.821715 NaN -8.116287 12226 SILVER-mini caleb_strategy_v3 [-1] 7.844567 -326.65922 -23.901894 -0.0 -47.803788 NaN -23.901894 12227 COCOA caleb_strategy_v3 [-1] 6577.240993 1418.527922 -12.163155 -4.561183 -28.887493 NaN -16.724338 12225 GOLD_micro caleb_strategy_v3 [-1] 377.025699 159.140346 -2.652339 -0.0 -5.304678 NaN -2.652339 12228 GOLD_micro caleb_strategy_v3 [-1] 377.025699 159.140346 -2.652339 -13.261695 -18.566374 NaN -15.914035 12229 GOLD_micro caleb_strategy_v3 [-1] 377.025699 145.87865 -2.652339 7.957017 2.652339 NaN 5.304678 12230 GOLD_micro caleb_strategy_v3 [-1] 377.025699 153.835667 -2.652339 -5.304678 -10.609356 NaN -7.957017 12231 GOLD_micro caleb_strategy_v3 [-1] 377.025699 148.530989 -2.652339 -10.609356 -15.914035 NaN -13.261695 12232 GOLD_micro caleb_strategy_v3 [-1] 377.025699 137.921633 -2.652339 -23.871052 -29.17573 NaN -26.523391 12233 GOLD_micro caleb_strategy_v3 [-1] 377.025699 112.724411 -1.32617 -7.957017 -10.609356 NaN -9.283187 12234 NZD caleb_strategy_v3 [1] 0.059995 25.002216 -8.334072 0.0 -16.668144 NaN -8.334072 12235 JPY caleb_strategy_v3 [-1] 0.000641 -15.603976 -7.801988 7.801988 -7.801988 NaN 0.0 12236 SP500_micro caleb_strategy_v3 [1] 719.555013 679.23924 -1.737185 -3.47437 -6.948739 NaN -5.211554 12237 VIX caleb_strategy_v3 [-1] 6.782446 479.178166 -36.859859 -73.719718 -147.439436 NaN -110.579577 12239 VIX caleb_strategy_v3 [-1] 6.782446 442.318307 -73.719718 -0.0 -147.439436 NaN -73.719718 12241 VIX caleb_strategy_v3 [-1] 6.782446 405.458448 -36.859859 73.719718 -0.0 NaN 36.859859 12243 VIX caleb_strategy_v3 [-1] 6.782446 479.178166 -36.859859 -73.719718 -147.439436 NaN -110.579577 12245 VIX caleb_strategy_v3 [-1] 6.782446 405.458448 -36.859859 73.719718 -0.0 NaN 36.859859 12247 VIX caleb_strategy_v3 [-1] 6.782446 479.178166 -36.859859 -73.719718 -147.439436 NaN -110.579577 12238 RUSSELL caleb_strategy_v3 [-1] 421.528742 -194.530033 -2.372317 -9.48927 -14.233905 NaN -11.861587 12240 RUSSELL caleb_strategy_v3 [-1] 421.528742 -204.019303 -2.372317 -2.372317 -7.116952 NaN -4.744635 12242 RUSSELL caleb_strategy_v3 [-1] 421.528742 -206.39162 -2.372317 -9.48927 -14.233905 NaN -11.861587 12244 RUSSELL caleb_strategy_v3 [-1] 421.528742 -217.067049 -1.186159 37.95708 35.584762 NaN 36.770921 12246 RUSSELL caleb_strategy_v3 [-1] 421.528742 -217.067049 -1.186159 35.584762 33.212445 NaN 34.398603 12248 RUSSELL caleb_strategy_v3 [-1] 421.528742 -182.668445 -2.372317 -26.095492 -30.840127 NaN -28.46781 12249 RUSSELL caleb_strategy_v3 [-1] 421.528742 -208.763937 -2.372317 30.840127 26.095492 NaN 28.46781 12250 RUSSELL caleb_strategy_v3 [-1] 421.528742 -179.109969 -1.186159 -59.307937 -61.680254 NaN -60.494096 12251 LEANHOG caleb_strategy_v3 [-1] 22.188168 -202.810797 -11.267266 -0.0 -22.534533 NaN -11.267266 12252 WHEAT caleb_strategy_v3 [1] 160.992246 333.867011 -7.764349 0.0 -15.528698 NaN -7.764349 12253 REDWHEAT caleb_strategy_v3 [1] 191.281301 -78.418538 0.0 470.511229 470.511229 NaN 470.511229 ======================================================================================================================================================================== 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 12222 PLAT caleb_strategy_v3 [1] 50.0 -620.0 -5.0 10.0 0.0 NaN 5.0 12223 COFFEE caleb_strategy_v3 [-1] 375.0 815.625 -28.125 -0.0 -56.25 NaN -28.125 12224 COPPER caleb_strategy_v3 [-1] 25000.0 -1131.25 -6.25 -12.5 -25.0 NaN -18.75 12226 SILVER-mini caleb_strategy_v3 [-1] 2500.0 -640.625 -46.875 -0.0 -93.75 NaN -46.875 12227 COCOA caleb_strategy_v3 [-1] 10.0 9330.0 -80.0 -30.0 -190.0 NaN -110.0 12225 GOLD_micro caleb_strategy_v3 [-1] 10.0 60.0 -1.0 -0.0 -2.0 NaN -1.0 12228 GOLD_micro caleb_strategy_v3 [-1] 10.0 60.0 -1.0 -5.0 -7.0 NaN -6.0 12229 GOLD_micro caleb_strategy_v3 [-1] 10.0 55.0 -1.0 3.0 1.0 NaN 2.0 12230 GOLD_micro caleb_strategy_v3 [-1] 10.0 58.0 -1.0 -2.0 -4.0 NaN -3.0 12231 GOLD_micro caleb_strategy_v3 [-1] 10.0 56.0 -1.0 -4.0 -6.0 NaN -5.0 12232 GOLD_micro caleb_strategy_v3 [-1] 10.0 52.0 -1.0 -9.0 -11.0 NaN -10.0 12233 GOLD_micro caleb_strategy_v3 [-1] 10.0 42.5 -0.5 -3.0 -4.0 NaN -3.5 12234 NZD caleb_strategy_v3 [1] 100000.0 15.0 -5.0 0.0 -10.0 NaN -5.0 12235 JPY caleb_strategy_v3 [-1] 12500000.0 -12.5 -6.25 6.25 -6.25 NaN 0.0 12236 SP500_micro caleb_strategy_v3 [1] 5.0 244.375 -0.625 -1.25 -2.5 NaN -1.875 12237 VIX caleb_strategy_v3 [-1] 1000.0 325.0 -25.0 -50.0 -100.0 NaN -75.0 12239 VIX caleb_strategy_v3 [-1] 1000.0 300.0 -50.0 -0.0 -100.0 NaN -50.0 12241 VIX caleb_strategy_v3 [-1] 1000.0 275.0 -25.0 50.0 -0.0 NaN 25.0 12243 VIX caleb_strategy_v3 [-1] 1000.0 325.0 -25.0 -50.0 -100.0 NaN -75.0 12245 VIX caleb_strategy_v3 [-1] 1000.0 275.0 -25.0 50.0 -0.0 NaN 25.0 12247 VIX caleb_strategy_v3 [-1] 1000.0 325.0 -25.0 -50.0 -100.0 NaN -75.0 12238 RUSSELL caleb_strategy_v3 [-1] 5.0 -41.0 -0.5 -2.0 -3.0 NaN -2.5 12240 RUSSELL caleb_strategy_v3 [-1] 5.0 -43.0 -0.5 -0.5 -1.5 NaN -1.0 12242 RUSSELL caleb_strategy_v3 [-1] 5.0 -43.5 -0.5 -2.0 -3.0 NaN -2.5 12244 RUSSELL caleb_strategy_v3 [-1] 5.0 -45.75 -0.25 8.0 7.5 NaN 7.75 12246 RUSSELL caleb_strategy_v3 [-1] 5.0 -45.75 -0.25 7.5 7.0 NaN 7.25 12248 RUSSELL caleb_strategy_v3 [-1] 5.0 -38.5 -0.5 -5.5 -6.5 NaN -6.0 12249 RUSSELL caleb_strategy_v3 [-1] 5.0 -44.0 -0.5 6.5 5.5 NaN 6.0 12250 RUSSELL caleb_strategy_v3 [-1] 5.0 -37.75 -0.25 -12.5 -13.0 NaN -12.75 12251 LEANHOG caleb_strategy_v3 [-1] 400.0 -180.0 -10.0 -0.0 -20.0 NaN -10.0 12252 WHEAT caleb_strategy_v3 [1] 50.0 268.75 -6.25 0.0 -12.5 NaN -6.25 12253 REDWHEAT caleb_strategy_v3 [1] 50.0 -75.0 0.0 450.0 450.0 NaN 450.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COCOA 9330.0 COFFEE 815.625 COPPER -1131.25 GOLD_micro 383.5 JPY -12.5 LEANHOG -180.0 NZD 15.0 PLAT -620.0 REDWHEAT -75.0 RUSSELL -339.25 SILVER-mini -640.625 SP500_micro 244.375 VIX 1825.0 WHEAT 268.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 9883.625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COCOA -80.0 COFFEE -28.125 COPPER -6.25 GOLD_micro -6.5 JPY -6.25 LEANHOG -10.0 NZD -5.0 PLAT -5.0 REDWHEAT 0.0 RUSSELL -3.25 SILVER-mini -46.875 SP500_micro -0.625 VIX -175.0 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -379.125 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COCOA -30.0 COFFEE -0.0 COPPER -12.5 GOLD_micro -20.0 JPY 6.25 LEANHOG -0.0 NZD 0.0 PLAT 10.0 REDWHEAT 450.0 RUSSELL -0.5 SILVER-mini -0.0 SP500_micro -1.25 VIX -50.0 WHEAT 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 352.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA -190.0 COFFEE -56.25 COPPER -25.0 GOLD_micro -33.0 JPY -6.25 LEANHOG -20.0 NZD -10.0 PLAT 0.0 REDWHEAT 450.0 RUSSELL -7.0 SILVER-mini -93.75 SP500_micro -2.5 VIX -400.0 WHEAT -12.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -406.25 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA 0 COFFEE 0 COPPER 0 GOLD_micro 0 JPY 0 LEANHOG 0 NZD 0 PLAT 0 REDWHEAT 0 RUSSELL 0 SILVER-mini 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 COCOA -110.0 COFFEE -28.125 COPPER -18.75 GOLD_micro -26.5 JPY 0.0 LEANHOG -10.0 NZD -5.0 PLAT 5.0 REDWHEAT 450.0 RUSSELL -3.75 SILVER-mini -46.875 SP500_micro -1.875 VIX -225.0 WHEAT -6.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -27.125 ******************************************************************************** END OF REPORT ********************************************************************************