******************************************************************************** Trades report produced on 03/05/2024 21:37 from 02/05/2024 21:37 to 03/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12284 BTP caleb_strategy_v3 [20240600] 2024-05-03 07:00:14 [-1] 117.68000 12291 COCOA caleb_strategy_v3 [20240700] 2024-05-03 13:00:41 [-1] 7726.00000 12282 DAX caleb_strategy_v3 [20240600] 2024-05-03 07:00:10 [1] 18144.00000 12301 EUR caleb_strategy_v3 [20240600] 2024-05-03 14:01:03 [1] 1.08030 12288 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-03 08:06:01 [-1] 97.35000 12289 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-03 08:09:09 [-1] 97.35500 12286 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-03 08:02:06 [-1] 97.35000 12287 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-03 08:05:05 [-1] 97.35500 12285 GASOIL caleb_strategy_v3 [20240700] 2024-05-03 08:00:30 [-1] 754.75000 12293 GASOLINE caleb_strategy_v3 [20240800] 2024-05-03 13:00:45 [-1] 2.52000 12295 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-03 13:02:35 [1] 2314.60000 12292 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-03 13:00:42 [1] 2311.50000 12294 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-03 13:01:35 [1] 2313.50000 12290 HEATOIL caleb_strategy_v3 [20240800] 2024-05-03 13:00:38 [-1] 2.47110 12312 LEANHOG caleb_strategy_v3 [20240700] 2024-05-03 14:30:41 [-1] 102.77500 12313 LIVECOW caleb_strategy_v3 [20240800] 2024-05-03 14:30:43 [-1] 174.15000 12300 MXP caleb_strategy_v3 [20240600] 2024-05-03 14:01:01 [1] 0.05872 12299 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-03 14:00:57 [1] 17982.75000 12303 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-03 14:01:39 [1] 17956.50000 12305 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-03 14:02:39 [1] 17977.00000 12281 NIKKEI caleb_strategy_v3 [20240600] 2024-05-03 02:01:23 [1] 37925.00000 12297 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:00:41 [1] 2058.60000 12302 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:01:39 [1] 2056.10000 12304 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:02:39 [1] 2057.60000 12306 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:03:39 [1] 2053.90000 12307 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:04:39 [1] 2051.10000 12308 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:05:39 [1] 2053.20000 12309 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:06:39 [1] 2055.70000 12310 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:07:39 [1] 2055.20000 12311 RUSSELL caleb_strategy_v3 [20240600] 2024-05-03 14:08:39 [1] 2052.10000 12283 SMI caleb_strategy_v3 [20240600] 2024-05-03 07:00:12 [-1] 11234.00000 12314 SOYBEAN caleb_strategy_v3 [20241100] 2024-05-03 14:30:44 [1] 1196.25000 12296 SP400 caleb_strategy_v3 [20240600] 2024-05-03 14:00:39 [-1] 2961.10000 12298 VIX caleb_strategy_v3 [20240700] 2024-05-03 14:00:56 [-1] 15.85000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12281 NIKKEI caleb_strategy_v3 2024-05-02 2024-05-03 03:01:16.686 2024-05-03 02:01:23 97276.686 NaN 12282 DAX caleb_strategy_v3 2024-05-02 2024-05-03 08:00:10.038 2024-05-03 07:00:10 115210.038 NaN 12283 SMI caleb_strategy_v3 2024-05-02 2024-05-03 08:00:11.510 2024-05-03 07:00:12 115211.51 NaN 12284 BTP caleb_strategy_v3 2024-05-02 2024-05-03 08:00:13.722 2024-05-03 07:00:14 115213.722 NaN 12285 GASOIL caleb_strategy_v3 2024-05-02 2024-05-03 09:00:16.442 2024-05-03 08:00:30 118816.442 NaN 12288 EURIBOR-ICE caleb_strategy_v3 2024-05-02 2024-05-03 09:05:08.885 2024-05-03 08:06:01 119108.885 NaN 12289 EURIBOR-ICE caleb_strategy_v3 2024-05-02 2024-05-03 09:06:09.223 2024-05-03 08:09:09 119169.223 NaN 12286 EURIBOR-ICE caleb_strategy_v3 2024-05-02 2024-05-03 09:01:14.846 2024-05-03 08:02:06 118874.846 NaN 12287 EURIBOR-ICE caleb_strategy_v3 2024-05-02 2024-05-03 09:02:15.157 2024-05-03 08:05:05 118935.157 NaN 12290 HEATOIL caleb_strategy_v3 2024-05-02 2024-05-03 14:00:36.003 2024-05-03 13:00:38 136836.003 NaN 12291 COCOA caleb_strategy_v3 2024-05-02 2024-05-03 14:00:39.298 2024-05-03 13:00:41 136839.298 NaN 12293 GASOLINE caleb_strategy_v3 2024-05-02 2024-05-03 14:00:43.422 2024-05-03 13:00:45 136843.422 NaN 12292 GOLD_micro caleb_strategy_v3 2024-05-02 2024-05-03 14:00:42.342 2024-05-03 13:00:42 136842.342 NaN 12294 GOLD_micro caleb_strategy_v3 2024-05-02 2024-05-03 14:01:35.374 2024-05-03 13:01:35 136895.374 NaN 12295 GOLD_micro caleb_strategy_v3 2024-05-02 2024-05-03 14:02:35.380 2024-05-03 13:02:35 136955.38 NaN 12296 SP400 caleb_strategy_v3 2024-05-02 2024-05-03 15:00:39.778 2024-05-03 14:00:39 140439.778 NaN 12298 VIX caleb_strategy_v3 2024-05-02 2024-05-03 15:00:42.790 2024-05-03 14:00:56 140442.79 NaN 12300 MXP caleb_strategy_v3 2024-05-02 2024-05-03 15:00:58.610 2024-05-03 14:01:01 140458.61 NaN 12301 EUR caleb_strategy_v3 2024-05-02 2024-05-03 15:01:02.870 2024-05-03 14:01:03 140462.87 NaN 12305 NASDAQ_micro caleb_strategy_v3 2024-05-02 2024-05-03 15:02:39.623 2024-05-03 14:02:39 140559.623 NaN 12299 NASDAQ_micro caleb_strategy_v3 2024-05-02 2024-05-03 15:00:57.634 2024-05-03 14:00:57 140457.634 NaN 12303 NASDAQ_micro caleb_strategy_v3 2024-05-02 2024-05-03 15:01:39.605 2024-05-03 14:01:39 140499.605 NaN 12297 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:00:40.815 2024-05-03 14:00:41 140440.815 NaN 12302 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:01:39.045 2024-05-03 14:01:39 140499.045 NaN 12304 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:02:39.077 2024-05-03 14:02:39 140559.077 NaN 12306 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:03:39.085 2024-05-03 14:03:39 140619.085 NaN 12307 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:04:39.096 2024-05-03 14:04:39 140679.096 NaN 12308 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:05:39.264 2024-05-03 14:05:39 140739.264 NaN 12309 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:06:39.554 2024-05-03 14:06:39 140799.554 NaN 12310 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:07:39.562 2024-05-03 14:07:39 140859.562 NaN 12311 RUSSELL caleb_strategy_v3 2024-05-02 2024-05-03 15:08:39.799 2024-05-03 14:08:39 140919.799 NaN 12312 LEANHOG caleb_strategy_v3 2024-05-02 2024-05-03 15:30:41.118 2024-05-03 14:30:41 142241.118 NaN 12313 LIVECOW caleb_strategy_v3 2024-05-02 2024-05-03 15:30:42.038 2024-05-03 14:30:43 142242.038 NaN 12314 SOYBEAN caleb_strategy_v3 2024-05-02 2024-05-03 15:30:43.878 2024-05-03 14:30:44 142243.878 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 12281 NIKKEI caleb_strategy_v3 [1] 37905.0 None 37927.5 37930.0 37925.0 37925.0 37925.0 -22.5 -2.5 5.0 0.0 NaN 2.5 12282 DAX caleb_strategy_v3 [1] 18114.0 None 18145.0 18146.0 18144.0 18144.0 18144.0 -31.0 -1.0 2.0 0.0 NaN 1.0 12283 SMI caleb_strategy_v3 [-1] 11231.0 None 11233.5 11233.0 11234.0 11234.0 11234.0 2.5 -0.5 1.0 -0.0 NaN 0.5 12284 BTP caleb_strategy_v3 [-1] 117.55 None 117.685 117.68 117.69 117.69 117.68 0.135 -0.005 -0.0 -0.01 NaN -0.005 12285 GASOIL caleb_strategy_v3 [-1] 754.25 None 755.125 755.0 755.25 755.25 754.75 0.875 -0.125 -0.25 -0.5 NaN -0.375 12288 EURIBOR-ICE caleb_strategy_v3 [-1] 97.35 None 97.355 97.35 97.36 97.36 97.35 0.005 -0.005 -0.0 -0.01 NaN -0.005 12289 EURIBOR-ICE caleb_strategy_v3 [-1] 97.35 None 97.3525 97.35 97.355 97.355 97.355 0.0025 -0.0025 0.005 -0.0 NaN 0.0025 12286 EURIBOR-ICE caleb_strategy_v3 [-1] 97.35 None 97.3475 97.345 97.35 97.35 97.35 -0.0025 -0.0025 0.005 -0.0 NaN 0.0025 12287 EURIBOR-ICE caleb_strategy_v3 [-1] 97.35 None 97.35 97.345 97.355 97.355 97.355 -0.0 -0.005 0.01 -0.0 NaN 0.005 12290 HEATOIL caleb_strategy_v3 [-1] 2.4763 None 2.47165 2.4712 2.4721 2.4721 2.4711 -0.00465 -0.00045 -0.0001 -0.001 NaN -0.00055 12291 COCOA caleb_strategy_v3 [-1] 7340.0 None 7738.5 7732.0 7745.0 7745.0 7726.0 398.5 -6.5 -6.0 -19.0 NaN -12.5 12293 GASOLINE caleb_strategy_v3 [-1] 2.5215 None 2.5197 2.5194 2.52 2.52 2.52 -0.0018 -0.0003 0.0006 -0.0 NaN 0.0003 12292 GOLD_micro caleb_strategy_v3 [1] 2314.4 None 2311.4 2311.5 2311.3 2311.3 2311.5 3.0 -0.1 0.0 -0.2 NaN -0.1 12294 GOLD_micro caleb_strategy_v3 [1] 2314.4 None 2311.4 2311.5 2311.3 2311.3 2313.5 3.0 -0.1 -2.0 -2.2 NaN -2.1 12295 GOLD_micro caleb_strategy_v3 [1] 2314.4 None 2313.4 2313.5 2313.3 2313.3 2314.6 1.0 -0.1 -1.1 -1.3 NaN -1.2 12296 SP400 caleb_strategy_v3 [-1] 2919.0 None 2962.2 2961.6 2962.8 2962.8 2961.1 43.2 -0.6 -0.5 -1.7 NaN -1.1 12298 VIX caleb_strategy_v3 [-1] 16.3 None 15.925 15.9 15.95 15.95 15.85 -0.375 -0.025 -0.05 -0.1 NaN -0.075 12300 MXP caleb_strategy_v3 [1] 0.05853 None 0.05873 0.05874 0.05872 0.05872 0.05872 -0.0002 -0.00001 0.00002 0.0 NaN 0.00001 12301 EUR caleb_strategy_v3 [1] 1.0747 None 1.080325 1.08035 1.0803 1.0803 1.0803 -0.005625 -0.000025 0.00005 0.0 NaN 0.000025 12305 NASDAQ_micro caleb_strategy_v3 [1] 17678.0 None 17956.875 17957.25 17956.5 17956.5 17977.0 -278.875 -0.375 -19.75 -20.5 NaN -20.125 12299 NASDAQ_micro caleb_strategy_v3 [1] 17678.0 None 17981.375 17981.75 17981.0 17981.0 17982.75 -303.375 -0.375 -1.0 -1.75 NaN -1.375 12303 NASDAQ_micro caleb_strategy_v3 [1] 17678.0 None 17982.5 17983.0 17982.0 17982.0 17956.5 -304.5 -0.5 26.5 25.5 NaN 26.0 12297 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2058.15 2058.3 2058.0 2058.0 2058.6 -30.75 -0.15 -0.3 -0.6 NaN -0.45 12302 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2058.7 2058.9 2058.5 2058.5 2056.1 -31.3 -0.2 2.8 2.4 NaN 2.6 12304 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2056.0 2056.1 2055.9 2055.9 2057.6 -28.6 -0.1 -1.5 -1.7 NaN -1.6 12306 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2057.5 2057.6 2057.4 2057.4 2053.9 -30.1 -0.1 3.7 3.5 NaN 3.6 12307 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2053.75 2053.8 2053.7 2053.7 2051.1 -26.35 -0.05 2.7 2.6 NaN 2.65 12308 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2051.2 2051.3 2051.1 2051.1 2053.2 -23.8 -0.1 -1.9 -2.1 NaN -2.0 12309 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2053.15 2053.2 2053.1 2053.1 2055.7 -25.75 -0.05 -2.5 -2.6 NaN -2.55 12310 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2055.6 2055.7 2055.5 2055.5 2055.2 -28.2 -0.1 0.5 0.3 NaN 0.4 12311 RUSSELL caleb_strategy_v3 [1] 2027.4 None 2055.0 2055.1 2054.9 2054.9 2052.1 -27.6 -0.1 3.0 2.8 NaN 2.9 12312 LEANHOG caleb_strategy_v3 [-1] 103.375 None 102.7875 102.775 102.8 102.8 102.775 -0.5875 -0.0125 -0.0 -0.025 NaN -0.0125 12313 LIVECOW caleb_strategy_v3 [-1] 173.8 None 174.125 174.1 174.15 174.15 174.15 0.325 -0.025 0.05 -0.0 NaN 0.025 12314 SOYBEAN caleb_strategy_v3 [1] 1187.75 None 1196.125 1196.25 1196.0 1196.0 1196.25 -8.375 -0.125 0.0 -0.25 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 12281 NIKKEI caleb_strategy_v3 [1] 6893.552382 -32.639195 -3.626577 7.253154 0.0 NaN 3.626577 12282 DAX caleb_strategy_v3 [1] 2279.90447 -135.970609 -4.386149 8.772297 0.0 NaN 4.386149 12283 SMI caleb_strategy_v3 [-1] 1300.260474 19.226917 -3.845383 7.690767 -0.0 NaN 3.845383 12284 BTP caleb_strategy_v3 [-1] 11.184776 120.699779 -4.470362 -0.0 -8.940724 NaN -4.470362 12285 GASOIL caleb_strategy_v3 [-1] 199.920778 43.767337 -6.252477 -12.504953 -25.009907 NaN -18.75743 12288 EURIBOR-ICE caleb_strategy_v3 [-1] 1.099767 45.464185 -45.464185 -0.0 -90.92837 NaN -45.464185 12289 EURIBOR-ICE caleb_strategy_v3 [-1] 1.099767 22.732093 -22.732093 45.464185 -0.0 NaN 22.732093 12286 EURIBOR-ICE caleb_strategy_v3 [-1] 1.099767 -22.732093 -22.732093 45.464185 -0.0 NaN 22.732093 12287 EURIBOR-ICE caleb_strategy_v3 [-1] 1.099767 -0.0 -45.464185 90.92837 -0.0 NaN 45.464185 12290 HEATOIL caleb_strategy_v3 [-1] 0.616557 -75.418781 -7.298592 -1.621909 -16.219093 NaN -8.920501 12291 COCOA caleb_strategy_v3 [-1] 6964.443449 572.192169 -9.333122 -8.615189 -27.281433 NaN -17.948311 12293 GASOLINE caleb_strategy_v3 [-1] 0.63468 -28.360763 -4.726794 9.453588 -0.0 NaN 4.726794 12292 GOLD_micro caleb_strategy_v3 [1] 361.222561 83.051291 -2.768376 0.0 -5.536753 NaN -2.768376 12294 GOLD_micro caleb_strategy_v3 [1] 361.222561 83.051291 -2.768376 -55.367527 -60.90428 NaN -58.135904 12295 GOLD_micro caleb_strategy_v3 [1] 361.222561 27.683764 -2.768376 -30.45214 -35.988893 NaN -33.220516 12296 SP400 caleb_strategy_v3 [-1] 458.181767 942.857248 -13.09524 -10.9127 -37.103179 NaN -24.007939 12298 VIX caleb_strategy_v3 [-1] 6.561473 -571.518045 -38.101203 -76.202406 -152.404812 NaN -114.303609 12300 MXP caleb_strategy_v3 [1] 0.005912 -338.27735 -16.913868 33.827735 0.0 NaN 16.913868 12301 EUR caleb_strategy_v3 [1] 0.067847 -829.07195 -3.684764 7.369528 0.0 NaN 3.684764 12305 NASDAQ_micro caleb_strategy_v3 [1] 3355.623631 -831.067577 -1.117527 -58.856422 -61.091476 NaN -59.973949 12299 NASDAQ_micro caleb_strategy_v3 [1] 3355.623631 -904.079341 -1.117527 -2.980072 -5.215126 NaN -4.097599 12303 NASDAQ_micro caleb_strategy_v3 [1] 3355.623631 -907.431922 -1.490036 78.971908 75.991836 NaN 77.481872 12297 RUSSELL caleb_strategy_v3 [1] 399.241062 -770.211357 -3.757129 -7.514257 -15.028514 NaN -11.271386 12302 RUSSELL caleb_strategy_v3 [1] 399.241062 -783.987496 -5.009505 70.133067 60.114057 NaN 65.123562 12304 RUSSELL caleb_strategy_v3 [1] 399.241062 -716.359181 -2.504752 -37.571286 -42.58079 NaN -40.076038 12306 RUSSELL caleb_strategy_v3 [1] 399.241062 -753.930467 -2.504752 92.675838 87.666333 NaN 90.171086 12307 RUSSELL caleb_strategy_v3 [1] 399.241062 -660.002253 -1.252376 67.628314 65.123562 NaN 66.375938 12308 RUSSELL caleb_strategy_v3 [1] 399.241062 -596.131067 -2.504752 -47.590295 -52.5998 NaN -50.095048 12309 RUSSELL caleb_strategy_v3 [1] 399.241062 -644.973738 -1.252376 -62.61881 -65.123562 NaN -63.871186 12310 RUSSELL caleb_strategy_v3 [1] 399.241062 -706.340172 -2.504752 12.523762 7.514257 NaN 10.01901 12311 RUSSELL caleb_strategy_v3 [1] 399.241062 -691.311657 -2.504752 75.142571 70.133067 NaN 72.637819 12312 LEANHOG caleb_strategy_v3 [-1] 21.457299 -273.799607 -5.825524 -0.0 -11.651047 NaN -5.825524 12313 LIVECOW caleb_strategy_v3 [-1] 25.961795 125.183946 -9.629534 19.259069 -0.0 NaN 9.629534 12314 SOYBEAN caleb_strategy_v3 [1] 183.036251 -457.559633 -6.829248 0.0 -13.658497 NaN -6.829248 ======================================================================================================================================================================== 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 12281 NIKKEI caleb_strategy_v3 [1] 0.653646 -14.707036 -1.634115 3.26823 0.0 NaN 1.634115 12282 DAX caleb_strategy_v3 [1] 1.07335 -33.27385 -1.07335 2.1467 0.0 NaN 1.07335 12283 SMI caleb_strategy_v3 [-1] 11.003 27.5075 -5.5015 11.003 -0.0 NaN 5.5015 12284 BTP caleb_strategy_v3 [-1] 1073.35 144.90225 -5.36675 -0.0 -10.7335 NaN -5.36675 12285 GASOIL caleb_strategy_v3 [-1] 100.0 87.5 -12.5 -25.0 -50.0 NaN -37.5 12288 EURIBOR-ICE caleb_strategy_v3 [-1] 2683.375 13.416875 -13.416875 -0.0 -26.83375 NaN -13.416875 12289 EURIBOR-ICE caleb_strategy_v3 [-1] 2683.375 6.708437 -6.708437 13.416875 -0.0 NaN 6.708438 12286 EURIBOR-ICE caleb_strategy_v3 [-1] 2683.375 -6.708437 -6.708437 13.416875 -0.0 NaN 6.708437 12287 EURIBOR-ICE caleb_strategy_v3 [-1] 2683.375 -0.0 -13.416875 26.83375 -0.0 NaN 13.416875 12290 HEATOIL caleb_strategy_v3 [-1] 42000.0 -195.3 -18.9 -4.2 -42.0 NaN -23.1 12291 COCOA caleb_strategy_v3 [-1] 10.0 3985.0 -65.0 -60.0 -190.0 NaN -125.0 12293 GASOLINE caleb_strategy_v3 [-1] 42000.0 -75.6 -12.6 25.2 -0.0 NaN 12.6 12292 GOLD_micro caleb_strategy_v3 [1] 10.0 30.0 -1.0 0.0 -2.0 NaN -1.0 12294 GOLD_micro caleb_strategy_v3 [1] 10.0 30.0 -1.0 -20.0 -22.0 NaN -21.0 12295 GOLD_micro caleb_strategy_v3 [1] 10.0 10.0 -1.0 -11.0 -13.0 NaN -12.0 12296 SP400 caleb_strategy_v3 [-1] 100.0 4320.0 -60.0 -50.0 -170.0 NaN -110.0 12298 VIX caleb_strategy_v3 [-1] 1000.0 -375.0 -25.0 -50.0 -100.0 NaN -75.0 12300 MXP caleb_strategy_v3 [1] 500000.0 -100.0 -5.0 10.0 0.0 NaN 5.0 12301 EUR caleb_strategy_v3 [1] 125000.0 -703.125 -3.125 6.25 0.0 NaN 3.125 12305 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -557.75 -0.75 -39.5 -41.0 NaN -40.25 12299 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -606.75 -0.75 -2.0 -3.5 NaN -2.75 12303 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -609.0 -1.0 53.0 51.0 NaN 52.0 12297 RUSSELL caleb_strategy_v3 [1] 5.0 -153.75 -0.75 -1.5 -3.0 NaN -2.25 12302 RUSSELL caleb_strategy_v3 [1] 5.0 -156.5 -1.0 14.0 12.0 NaN 13.0 12304 RUSSELL caleb_strategy_v3 [1] 5.0 -143.0 -0.5 -7.5 -8.5 NaN -8.0 12306 RUSSELL caleb_strategy_v3 [1] 5.0 -150.5 -0.5 18.5 17.5 NaN 18.0 12307 RUSSELL caleb_strategy_v3 [1] 5.0 -131.75 -0.25 13.5 13.0 NaN 13.25 12308 RUSSELL caleb_strategy_v3 [1] 5.0 -119.0 -0.5 -9.5 -10.5 NaN -10.0 12309 RUSSELL caleb_strategy_v3 [1] 5.0 -128.75 -0.25 -12.5 -13.0 NaN -12.75 12310 RUSSELL caleb_strategy_v3 [1] 5.0 -141.0 -0.5 2.5 1.5 NaN 2.0 12311 RUSSELL caleb_strategy_v3 [1] 5.0 -138.0 -0.5 15.0 14.0 NaN 14.5 12312 LEANHOG caleb_strategy_v3 [-1] 400.0 -235.0 -5.0 -0.0 -10.0 NaN -5.0 12313 LIVECOW caleb_strategy_v3 [-1] 400.0 130.0 -10.0 20.0 -0.0 NaN 10.0 12314 SOYBEAN caleb_strategy_v3 [1] 50.0 -418.75 -6.25 0.0 -12.5 NaN -6.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 144.90225 COCOA 3985.0 DAX -33.27385 EUR -703.125 EURIBOR-ICE 13.416875 GASOIL 87.5 GASOLINE -75.6 GOLD_micro 70.0 HEATOIL -195.3 LEANHOG -235.0 LIVECOW 130.0 MXP -100.0 NASDAQ_micro -1773.5 NIKKEI -14.707036 RUSSELL -1262.25 SMI 27.5075 SOYBEAN -418.75 SP400 4320.0 VIX -375.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3591.820739 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.36675 COCOA -65.0 DAX -1.07335 EUR -3.125 EURIBOR-ICE -40.250625 GASOIL -12.5 GASOLINE -12.6 GOLD_micro -3.0 HEATOIL -18.9 LEANHOG -5.0 LIVECOW -10.0 MXP -5.0 NASDAQ_micro -2.5 NIKKEI -1.634115 RUSSELL -4.75 SMI -5.5015 SOYBEAN -6.25 SP400 -60.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -287.45134 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP -0.0 COCOA -60.0 DAX 2.1467 EUR 6.25 EURIBOR-ICE 53.6675 GASOIL -25.0 GASOLINE 25.2 GOLD_micro -31.0 HEATOIL -4.2 LEANHOG -0.0 LIVECOW 20.0 MXP 10.0 NASDAQ_micro 11.5 NIKKEI 3.26823 RUSSELL 32.5 SMI 11.003 SOYBEAN 0.0 SP400 -50.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -44.66457 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP -10.7335 COCOA -190.0 DAX 0.0 EUR 0.0 EURIBOR-ICE -26.83375 GASOIL -50.0 GASOLINE -0.0 GOLD_micro -37.0 HEATOIL -42.0 LEANHOG -10.0 LIVECOW -0.0 MXP 0.0 NASDAQ_micro 6.5 NIKKEI 0.0 RUSSELL 23.0 SMI -0.0 SOYBEAN -12.5 SP400 -170.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -619.56725 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 COCOA 0 DAX 0 EUR 0 EURIBOR-ICE 0 GASOIL 0 GASOLINE 0 GOLD_micro 0 HEATOIL 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SMI 0 SOYBEAN 0 SP400 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 BTP -5.36675 COCOA -125.0 DAX 1.07335 EUR 3.125 EURIBOR-ICE 13.416875 GASOIL -37.5 GASOLINE 12.6 GOLD_micro -34.0 HEATOIL -23.1 LEANHOG -5.0 LIVECOW 10.0 MXP 5.0 NASDAQ_micro 9.0 NIKKEI 1.634115 RUSSELL 27.75 SMI 5.5015 SOYBEAN -6.25 SP400 -110.0 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -332.11591 ******************************************************************************** END OF REPORT ********************************************************************************