******************************************************************************** Trades report produced on 02/05/2024 21:37 from 01/05/2024 21:37 to 02/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12269 AUD caleb_strategy_v3 [20240600] 2024-05-02 14:00:46 [1] 0.65325 12258 BOBL caleb_strategy_v3 [20240600] 2024-05-02 07:00:33 [1] 116.61000 12256 BTP caleb_strategy_v3 [20240600] 2024-05-02 07:00:28 [1] 117.40000 12265 COPPER caleb_strategy_v3 [20240700] 2024-05-02 13:00:55 [-1] 4.48500 12264 COTTON2 caleb_strategy_v3 [20240700] 2024-05-02 13:00:53 [-1] 76.61000 12263 CRUDE_W caleb_strategy_v3 [20241200] 2024-05-02 13:00:39 [-1] 75.60000 12260 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-02 08:00:40 [1] 97.35000 12259 EUROSTX caleb_strategy_v3 [20240600] 2024-05-02 07:00:35 [-1] 4881.00000 12261 GASOIL caleb_strategy_v3 [20240700] 2024-05-02 08:00:42 [-1] 759.25000 12262 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-02 13:00:37 [-1] 2304.30000 12266 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-02 13:01:38 [-1] 2303.10000 12267 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-02 13:02:38 [-1] 2302.80000 12280 LEANHOG caleb_strategy_v3 [20240700] 2024-05-02 14:31:42 [-1] 103.20000 12279 LEANHOG caleb_strategy_v3 [20240700] 2024-05-02 14:30:46 [-1] 103.15000 12278 LIVECOW caleb_strategy_v3 [20240800] 2024-05-02 14:30:43 [-1] 173.80000 12271 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-02 14:00:48 [-1] 17491.00000 12255 NIKKEI caleb_strategy_v3 [20240600] 2024-05-02 02:02:16 [1] 38200.00000 12254 NIKKEI caleb_strategy_v3 [20240600] 2024-05-02 02:01:24 [1] 38195.00000 12272 NZD caleb_strategy_v3 [20240600] 2024-05-02 14:00:49 [1] 0.59215 12274 RUSSELL caleb_strategy_v3 [20240600] 2024-05-02 14:01:41 [-1] 1996.80000 12276 RUSSELL caleb_strategy_v3 [20240600] 2024-05-02 14:02:41 [-1] 1995.60000 12277 RUSSELL caleb_strategy_v3 [20240600] 2024-05-02 14:03:41 [-1] 1996.50000 12270 RUSSELL caleb_strategy_v3 [20240600] 2024-05-02 14:00:47 [-1] 2000.20000 12257 SMI caleb_strategy_v3 [20240600] 2024-05-02 07:00:30 [-1] 11239.00000 12273 SP500_micro caleb_strategy_v3 [20240600] 2024-05-02 14:00:50 [1] 5059.25000 12275 SP500_micro caleb_strategy_v3 [20240600] 2024-05-02 14:01:42 [1] 5052.50000 12268 US30 caleb_strategy_v3 [20240600] 2024-05-02 14:00:41 [1] 119.90625 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12254 NIKKEI caleb_strategy_v3 2024-05-01 2024-05-02 03:01:15.523 2024-05-02 02:01:24 97275.523 NaN 12255 NIKKEI caleb_strategy_v3 2024-05-01 2024-05-02 03:02:15.868 2024-05-02 02:02:16 97335.868 NaN 12256 BTP caleb_strategy_v3 2024-04-30 2024-05-02 08:00:27.999 2024-05-02 07:00:28 201627.999 NaN 12257 SMI caleb_strategy_v3 2024-04-30 2024-05-02 08:00:29.194 2024-05-02 07:00:30 201629.194 NaN 12258 BOBL caleb_strategy_v3 2024-04-30 2024-05-02 08:00:31.494 2024-05-02 07:00:33 201631.494 NaN 12259 EUROSTX caleb_strategy_v3 2024-04-30 2024-05-02 08:00:34.278 2024-05-02 07:00:35 201634.278 NaN 12260 EURIBOR-ICE caleb_strategy_v3 2024-04-30 2024-05-02 09:00:29.794 2024-05-02 08:00:40 205229.794 NaN 12261 GASOIL caleb_strategy_v3 2024-05-01 2024-05-02 09:00:41.471 2024-05-02 08:00:42 118841.471 NaN 12263 CRUDE_W caleb_strategy_v3 2024-05-01 2024-05-02 14:00:38.071 2024-05-02 13:00:39 136838.071 NaN 12264 COTTON2 caleb_strategy_v3 2024-05-01 2024-05-02 14:00:39.970 2024-05-02 13:00:53 136839.97 NaN 12265 COPPER caleb_strategy_v3 2024-05-01 2024-05-02 14:00:54.513 2024-05-02 13:00:55 136854.513 NaN 12266 GOLD_micro caleb_strategy_v3 2024-05-01 2024-05-02 14:01:36.905 2024-05-02 13:01:38 136896.905 NaN 12267 GOLD_micro caleb_strategy_v3 2024-05-01 2024-05-02 14:02:36.928 2024-05-02 13:02:38 136956.928 NaN 12262 GOLD_micro caleb_strategy_v3 2024-05-01 2024-05-02 14:00:37.031 2024-05-02 13:00:37 136837.031 NaN 12268 US30 caleb_strategy_v3 2024-05-01 2024-05-02 15:00:41.641 2024-05-02 14:00:41 140441.641 NaN 12269 AUD caleb_strategy_v3 2024-05-01 2024-05-02 15:00:42.574 2024-05-02 14:00:46 140442.574 NaN 12271 NASDAQ_micro caleb_strategy_v3 2024-05-01 2024-05-02 15:00:48.254 2024-05-02 14:00:48 140448.254 NaN 12272 NZD caleb_strategy_v3 2024-05-01 2024-05-02 15:00:49.181 2024-05-02 14:00:49 140449.181 NaN 12273 SP500_micro caleb_strategy_v3 2024-05-01 2024-05-02 15:00:50.035 2024-05-02 14:00:50 140450.035 NaN 12275 SP500_micro caleb_strategy_v3 2024-05-01 2024-05-02 15:01:42.249 2024-05-02 14:01:42 140502.249 NaN 12274 RUSSELL caleb_strategy_v3 2024-05-01 2024-05-02 15:01:41.541 2024-05-02 14:01:41 140501.541 NaN 12276 RUSSELL caleb_strategy_v3 2024-05-01 2024-05-02 15:02:41.562 2024-05-02 14:02:41 140561.562 NaN 12277 RUSSELL caleb_strategy_v3 2024-05-01 2024-05-02 15:03:41.599 2024-05-02 14:03:41 140621.599 NaN 12270 RUSSELL caleb_strategy_v3 2024-05-01 2024-05-02 15:00:47.491 2024-05-02 14:00:47 140447.491 NaN 12278 LIVECOW caleb_strategy_v3 2024-05-01 2024-05-02 15:30:42.532 2024-05-02 14:30:43 142242.532 NaN 12280 LEANHOG caleb_strategy_v3 2024-05-01 2024-05-02 15:31:42.058 2024-05-02 14:31:42 142302.058 NaN 12279 LEANHOG caleb_strategy_v3 2024-05-01 2024-05-02 15:30:44.889 2024-05-02 14:30:46 142244.889 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 12254 NIKKEI caleb_strategy_v3 [1] 38460.0 None 38187.5 38190.0 38185.0 38185.0 38195.0 272.5 -2.5 -5.0 -10.0 NaN -7.5 12255 NIKKEI caleb_strategy_v3 [1] 38460.0 None 38192.5 38195.0 38190.0 38190.0 38200.0 267.5 -2.5 -5.0 -10.0 NaN -7.5 12256 BTP caleb_strategy_v3 [1] 116.99 None 117.39 117.4 117.38 117.38 117.4 -0.4 -0.01 0.0 -0.02 NaN -0.01 12257 SMI caleb_strategy_v3 [-1] 11265.0 None 11238.0 11237.0 11239.0 11239.0 11239.0 -27.0 -1.0 2.0 -0.0 NaN 1.0 12258 BOBL caleb_strategy_v3 [1] 116.43 None 116.615 116.62 116.61 116.61 116.61 -0.185 -0.005 0.01 0.0 NaN 0.005 12259 EUROSTX caleb_strategy_v3 [-1] 4897.0 None 4880.5 4880.0 4881.0 4881.0 4881.0 -16.5 -0.5 1.0 -0.0 NaN 0.5 12260 EURIBOR-ICE caleb_strategy_v3 [1] 97.29 None 97.3525 97.355 97.35 97.35 97.35 -0.0625 -0.0025 0.005 0.0 NaN 0.0025 12261 GASOIL caleb_strategy_v3 [-1] 758.25 None 759.375 759.25 759.5 NaN 759.25 1.125 -0.125 -0.0 NaN NaN -0.125 12263 CRUDE_W caleb_strategy_v3 [-1] 75.7 None 75.62 75.61 75.63 75.63 75.6 -0.08 -0.01 -0.01 -0.03 NaN -0.02 12264 COTTON2 caleb_strategy_v3 [-1] 76.49 None 76.595 76.58 76.61 76.61 76.61 0.105 -0.015 0.03 -0.0 NaN 0.015 12265 COPPER caleb_strategy_v3 [-1] 4.5895 None 4.48575 4.4855 4.486 4.486 4.485 -0.10375 -0.00025 -0.0005 -0.001 NaN -0.00075 12266 GOLD_micro caleb_strategy_v3 [-1] 2334.9 None 2303.3 2303.2 2303.4 2303.4 2303.1 -31.6 -0.1 -0.1 -0.3 NaN -0.2 12267 GOLD_micro caleb_strategy_v3 [-1] 2334.9 None 2302.7 2302.6 2302.8 2302.8 2302.8 -32.2 -0.1 0.2 -0.0 NaN 0.1 12262 GOLD_micro caleb_strategy_v3 [-1] 2334.9 None 2304.35 2304.3 2304.4 NaN 2304.3 -30.55 -0.05 -0.0 NaN NaN -0.05 12268 US30 caleb_strategy_v3 [1] 120.6875 None 119.890625 119.90625 119.875 119.875 119.90625 0.796875 -0.015625 0.0 -0.03125 NaN -0.015625 12269 AUD caleb_strategy_v3 [1] 0.65365 None 0.6533 0.65335 0.65325 0.65325 0.65325 0.00035 -0.00005 0.0001 0.0 NaN 0.00005 12271 NASDAQ_micro caleb_strategy_v3 [-1] 17762.5 None 17492.25 17492.0 17492.5 17492.5 17491.0 -270.25 -0.25 -1.0 -1.5 NaN -1.25 12272 NZD caleb_strategy_v3 [1] 0.5929 None 0.5921 0.59215 0.59205 0.59205 0.59215 0.0008 -0.00005 0.0 -0.0001 NaN -0.00005 12273 SP500_micro caleb_strategy_v3 [1] 5114.75 None 5059.375 5059.5 5059.25 5059.25 5059.25 55.375 -0.125 0.25 0.0 NaN 0.125 12275 SP500_micro caleb_strategy_v3 [1] 5114.75 None 5059.125 5059.25 5059.0 5059.0 5052.5 55.625 -0.125 6.75 6.5 NaN 6.625 12274 RUSSELL caleb_strategy_v3 [-1] 2024.3 None 2000.2 2000.1 2000.3 2000.3 1996.8 -24.1 -0.1 -3.3 -3.5 NaN -3.4 12276 RUSSELL caleb_strategy_v3 [-1] 2024.3 None 1996.75 1996.7 1996.8 1996.8 1995.6 -27.55 -0.05 -1.1 -1.2 NaN -1.15 12277 RUSSELL caleb_strategy_v3 [-1] 2024.3 None 1995.7 1995.6 1995.8 1995.8 1996.5 -28.6 -0.1 0.9 0.7 NaN 0.8 12270 RUSSELL caleb_strategy_v3 [-1] 2024.3 None 2000.15 2000.1 2000.2 2000.2 2000.2 -24.15 -0.05 0.1 -0.0 NaN 0.05 12278 LIVECOW caleb_strategy_v3 [-1] 171.325 None 175.0 175.0 175.0 175.0 173.8 3.675 -0.0 -1.2 -1.2 NaN -1.2 12280 LEANHOG caleb_strategy_v3 [-1] 103.825 None 103.175 103.15 103.2 103.2 103.2 -0.65 -0.025 0.05 -0.0 NaN 0.025 12279 LEANHOG caleb_strategy_v3 [-1] 103.825 None 102.5 102.5 102.5 102.5 103.15 -1.325 -0.0 0.65 0.65 NaN 0.65 ================================================================================================================================================================ 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 12254 NIKKEI caleb_strategy_v3 [1] 7069.029407 385.484321 -3.536553 -7.073107 -14.146214 NaN -10.60966 12255 NIKKEI caleb_strategy_v3 [1] 7069.029407 378.411214 -3.536553 -7.073107 -14.146214 NaN -10.60966 12256 BTP caleb_strategy_v3 [1] 11.15846 -358.472401 -8.96181 0.0 -17.92362 NaN -8.96181 12257 SMI caleb_strategy_v3 [-1] 1298.709166 -207.898741 -7.699953 15.399907 -0.0 NaN 7.699953 12258 BOBL caleb_strategy_v3 [1] 5.271428 -350.948559 -9.485096 18.970192 0.0 NaN 9.485096 12259 EUROSTX caleb_strategy_v3 [-1] 651.06937 -253.429216 -7.679673 15.359346 -0.0 NaN 7.679673 12260 EURIBOR-ICE caleb_strategy_v3 [1] 1.019287 -613.173914 -24.526957 49.053913 0.0 NaN 24.526957 12261 GASOIL caleb_strategy_v3 [-1] 202.101663 55.665054 -6.185006 -0.0 NaN NaN -6.185006 12263 CRUDE_W caleb_strategy_v3 [-1] 15.501722 -51.607171 -6.450896 -6.450896 -19.352689 NaN -12.901793 12264 COTTON2 caleb_strategy_v3 [-1] 22.605301 46.449283 -6.635612 13.271224 -0.0 NaN 6.635612 12265 COPPER caleb_strategy_v3 [-1] 0.927126 -1119.050123 -2.696506 -5.393013 -10.786025 NaN -8.089519 12266 GOLD_micro caleb_strategy_v3 [-1] 368.426332 -857.701996 -2.714247 -2.714247 -8.14274 NaN -5.428494 12267 GOLD_micro caleb_strategy_v3 [-1] 368.426332 -873.987477 -2.714247 5.428494 -0.0 NaN 2.714247 12262 GOLD_micro caleb_strategy_v3 [-1] 368.426332 -829.202404 -1.357123 -0.0 NaN NaN -1.357123 12268 US30 caleb_strategy_v3 [1] 17.679338 450.738022 -8.838 0.0 -17.676001 NaN -8.838 12269 AUD caleb_strategy_v3 [1] 0.069312 50.496223 -7.213746 14.427492 0.0 NaN 7.213746 12271 NASDAQ_micro caleb_strategy_v3 [-1] 3254.707281 -830.335808 -0.768118 -3.072473 -4.608709 NaN -3.840591 12272 NZD caleb_strategy_v3 [1] 0.059998 133.33812 -8.333633 0.0 -16.667265 NaN -8.333633 12273 SP500_micro caleb_strategy_v3 [1] 690.07468 802.449381 -1.811398 3.622796 0.0 NaN 1.811398 12275 SP500_micro caleb_strategy_v3 [1] 690.07468 806.072177 -1.811398 97.8155 94.192704 NaN 96.004102 12274 RUSSELL caleb_strategy_v3 [-1] 404.869467 -595.253581 -2.469932 -81.507752 -86.447615 NaN -83.977684 12276 RUSSELL caleb_strategy_v3 [-1] 404.869467 -680.46623 -1.234966 -27.169251 -29.639182 NaN -28.404217 12277 RUSSELL caleb_strategy_v3 [-1] 404.869467 -706.400515 -2.469932 22.229387 17.289523 NaN 19.759455 12270 RUSSELL caleb_strategy_v3 [-1] 404.869467 -596.488547 -1.234966 2.469932 -0.0 NaN 1.234966 12278 LIVECOW caleb_strategy_v3 [-1] 26.291985 1397.7644 -0.0 -456.412865 -456.412865 NaN -456.412865 12280 LEANHOG caleb_strategy_v3 [-1] 21.881951 -297.048469 -11.424941 22.849882 -0.0 NaN 11.424941 12279 LEANHOG caleb_strategy_v3 [-1] 21.881951 -605.521878 -0.0 297.048469 297.048469 NaN 297.048469 ========================================================================================================================================================================= 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 12254 NIKKEI caleb_strategy_v3 [1] 0.642843 175.174693 -1.607107 -3.214215 -6.428429 NaN -4.821322 12255 NIKKEI caleb_strategy_v3 [1] 0.642843 171.960478 -1.607107 -3.214215 -6.428429 NaN -4.821322 12256 BTP caleb_strategy_v3 [1] 1071.85 -428.74 -10.7185 0.0 -21.437 NaN -10.7185 12257 SMI caleb_strategy_v3 [-1] 10.919 -294.813 -10.919 21.838 -0.0 NaN 10.919 12258 BOBL caleb_strategy_v3 [1] 1071.85 -198.29225 -5.35925 10.7185 0.0 NaN 5.35925 12259 EUROSTX caleb_strategy_v3 [-1] 10.7185 -176.85525 -5.35925 10.7185 -0.0 NaN 5.35925 12260 EURIBOR-ICE caleb_strategy_v3 [1] 2679.625 -167.476562 -6.699063 13.398125 0.0 NaN 6.699062 12261 GASOIL caleb_strategy_v3 [-1] 100.0 112.5 -12.5 -0.0 NaN NaN -12.5 12263 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -80.0 -10.0 -10.0 -30.0 NaN -20.0 12264 COTTON2 caleb_strategy_v3 [-1] 500.0 52.5 -7.5 15.0 -0.0 NaN 7.5 12265 COPPER caleb_strategy_v3 [-1] 25000.0 -2593.75 -6.25 -12.5 -25.0 NaN -18.75 12266 GOLD_micro caleb_strategy_v3 [-1] 10.0 -316.0 -1.0 -1.0 -3.0 NaN -2.0 12267 GOLD_micro caleb_strategy_v3 [-1] 10.0 -322.0 -1.0 2.0 -0.0 NaN 1.0 12262 GOLD_micro caleb_strategy_v3 [-1] 10.0 -305.5 -0.5 -0.0 NaN NaN -0.5 12268 US30 caleb_strategy_v3 [1] 1000.0 796.875 -15.625 0.0 -31.25 NaN -15.625 12269 AUD caleb_strategy_v3 [1] 100000.0 35.0 -5.0 10.0 0.0 NaN 5.0 12271 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -540.5 -0.5 -2.0 -3.0 NaN -2.5 12272 NZD caleb_strategy_v3 [1] 100000.0 80.0 -5.0 0.0 -10.0 NaN -5.0 12273 SP500_micro caleb_strategy_v3 [1] 5.0 276.875 -0.625 1.25 0.0 NaN 0.625 12275 SP500_micro caleb_strategy_v3 [1] 5.0 278.125 -0.625 33.75 32.5 NaN 33.125 12274 RUSSELL caleb_strategy_v3 [-1] 5.0 -120.5 -0.5 -16.5 -17.5 NaN -17.0 12276 RUSSELL caleb_strategy_v3 [-1] 5.0 -137.75 -0.25 -5.5 -6.0 NaN -5.75 12277 RUSSELL caleb_strategy_v3 [-1] 5.0 -143.0 -0.5 4.5 3.5 NaN 4.0 12270 RUSSELL caleb_strategy_v3 [-1] 5.0 -120.75 -0.25 0.5 -0.0 NaN 0.25 12278 LIVECOW caleb_strategy_v3 [-1] 400.0 1470.0 -0.0 -480.0 -480.0 NaN -480.0 12280 LEANHOG caleb_strategy_v3 [-1] 400.0 -260.0 -10.0 20.0 -0.0 NaN 10.0 12279 LEANHOG caleb_strategy_v3 [-1] 400.0 -530.0 -0.0 260.0 260.0 NaN 260.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 35.0 BOBL -198.29225 BTP -428.74 COPPER -2593.75 COTTON2 52.5 CRUDE_W -80.0 EURIBOR-ICE -167.476562 EUROSTX -176.85525 GASOIL 112.5 GOLD_micro -943.5 LEANHOG -790.0 LIVECOW 1470.0 NASDAQ_micro -540.5 NIKKEI 347.135171 NZD 80.0 RUSSELL -522.0 SMI -294.813 SP500_micro 555.0 US30 796.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3286.916892 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 BOBL -5.35925 BTP -10.7185 COPPER -6.25 COTTON2 -7.5 CRUDE_W -10.0 EURIBOR-ICE -6.699063 EUROSTX -5.35925 GASOIL -12.5 GOLD_micro -2.5 LEANHOG -10.0 LIVECOW -0.0 NASDAQ_micro -0.5 NIKKEI -3.214215 NZD -5.0 RUSSELL -1.5 SMI -10.919 SP500_micro -1.25 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -119.894277 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 BOBL 10.7185 BTP 0.0 COPPER -12.5 COTTON2 15.0 CRUDE_W -10.0 EURIBOR-ICE 13.398125 EUROSTX 10.7185 GASOIL -0.0 GOLD_micro 1.0 LEANHOG 280.0 LIVECOW -480.0 NASDAQ_micro -2.0 NIKKEI -6.428429 NZD 0.0 RUSSELL -17.0 SMI 21.838 SP500_micro 35.0 US30 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -130.255304 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0.0 BOBL 0.0 BTP -21.437 COPPER -25.0 COTTON2 -0.0 CRUDE_W -30.0 EURIBOR-ICE 0.0 EUROSTX -0.0 GASOIL 0 GOLD_micro -3.0 LEANHOG 260.0 LIVECOW -480.0 NASDAQ_micro -3.0 NIKKEI -12.856858 NZD -10.0 RUSSELL -20.0 SMI -0.0 SP500_micro 32.5 US30 -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -344.043858 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BOBL 0 BTP 0 COPPER 0 COTTON2 0 CRUDE_W 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 RUSSELL 0 SMI 0 SP500_micro 0 US30 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 AUD 5.0 BOBL 5.35925 BTP -10.7185 COPPER -18.75 COTTON2 7.5 CRUDE_W -20.0 EURIBOR-ICE 6.699062 EUROSTX 5.35925 GASOIL -12.5 GOLD_micro -1.5 LEANHOG 270.0 LIVECOW -480.0 NASDAQ_micro -2.5 NIKKEI -9.642644 NZD -5.0 RUSSELL -18.5 SMI 10.919 SP500_micro 33.75 US30 -15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -250.149581 ******************************************************************************** END OF REPORT ********************************************************************************