******************************************************************************** Trades report produced on 07/05/2024 21:37 from 06/05/2024 21:37 to 07/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12332 BOBL caleb_strategy_v3 [20240600] 2024-05-07 07:01:02 [1] 117.130000 12340 COPPER caleb_strategy_v3 [20240700] 2024-05-07 13:00:14 [1] 4.592500 12359 CORN caleb_strategy_v3 [20241200] 2024-05-07 14:32:16 [1] 490.750000 12355 CORN caleb_strategy_v3 [20241200] 2024-05-07 14:30:19 [1] 490.250000 12358 CORN caleb_strategy_v3 [20241200] 2024-05-07 14:31:16 [1] 490.500000 12345 EUR caleb_strategy_v3 [20240600] 2024-05-07 14:00:20 [1] 1.079900 12335 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-07 08:05:36 [1] 97.470000 12333 EUROSTX caleb_strategy_v3 [20240600] 2024-05-07 07:01:16 [-1] 4962.000000 12334 GASOIL caleb_strategy_v3 [20240700] 2024-05-07 08:00:35 [1] 758.250000 12337 GASOLINE caleb_strategy_v3 [20240800] 2024-05-07 13:00:06 [-1] 2.486700 12336 GAS_US_mini caleb_strategy_v3 [20240700] 2024-05-07 13:00:04 [1] 2.450000 12341 GAS_US_mini caleb_strategy_v3 [20240700] 2024-05-07 13:01:03 [1] 2.440000 12339 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-07 13:00:13 [1] 2325.000000 12342 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-07 13:01:04 [1] 2323.900000 12343 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-07 13:02:03 [1] 2324.600000 12353 LEANHOG caleb_strategy_v3 [20240700] 2024-05-07 14:30:17 [-1] 103.250000 12347 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-07 14:05:23 [1] 18193.750000 12331 NIKKEI caleb_strategy_v3 [20240600] 2024-05-07 02:01:21 [1] 38670.000000 12350 RUSSELL caleb_strategy_v3 [20240600] 2024-05-07 14:05:43 [1] 2075.300000 12344 RUSSELL caleb_strategy_v3 [20240600] 2024-05-07 14:00:07 [1] 2076.400000 12356 SOYBEAN caleb_strategy_v3 [20241100] 2024-05-07 14:30:21 [1] 1228.500000 12357 SOYOIL caleb_strategy_v3 [20240800] 2024-05-07 14:30:23 [1] 44.930000 12348 SP500_micro caleb_strategy_v3 [20240600] 2024-05-07 14:05:24 [1] 5213.750000 12338 SUGAR11 caleb_strategy_v3 [20241000] 2024-05-07 13:00:12 [-1] 19.590000 12352 US5 caleb_strategy_v3 [20240600] 2024-05-07 14:13:10 [1] 105.859375 12349 US5 caleb_strategy_v3 [20240600] 2024-05-07 14:05:25 [1] 105.843750 12346 VIX caleb_strategy_v3 [20240700] 2024-05-07 14:05:22 [-1] 15.450000 12351 VIX caleb_strategy_v3 [20240700] 2024-05-07 14:10:44 [-1] 15.450000 12354 WHEAT caleb_strategy_v3 [20241200] 2024-05-07 14:30:18 [1] 692.500000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12331 NIKKEI caleb_strategy_v3 2024-05-06 2024-05-07 03:01:17.550 2024-05-07 02:01:21 97277.55 NaN 12332 BOBL caleb_strategy_v3 2024-05-06 2024-05-07 08:00:29.630 2024-05-07 07:01:02 115229.63 NaN 12333 EUROSTX caleb_strategy_v3 2024-05-06 2024-05-07 08:01:03.446 2024-05-07 07:01:16 115263.446 NaN 12334 GASOIL caleb_strategy_v3 2024-05-06 2024-05-07 09:00:33.558 2024-05-07 08:00:35 118833.558 NaN 12335 EURIBOR-ICE caleb_strategy_v3 2024-05-06 2024-05-07 09:00:36.030 2024-05-07 08:05:36 118836.03 NaN 12337 GASOLINE caleb_strategy_v3 2024-05-06 2024-05-07 14:00:05.678 2024-05-07 13:00:06 136805.678 NaN 12338 SUGAR11 caleb_strategy_v3 2024-05-06 2024-05-07 14:00:07.999 2024-05-07 13:00:12 136807.999 NaN 12340 COPPER caleb_strategy_v3 2024-05-06 2024-05-07 14:00:14.630 2024-05-07 13:00:14 136814.63 NaN 12336 GAS_US_mini caleb_strategy_v3 2024-05-06 2024-05-07 14:00:04.138 2024-05-07 13:00:04 136804.138 NaN 12341 GAS_US_mini caleb_strategy_v3 2024-05-06 2024-05-07 14:01:03.387 2024-05-07 13:01:03 136863.387 NaN 12339 GOLD_micro caleb_strategy_v3 2024-05-06 2024-05-07 14:00:13.194 2024-05-07 13:00:13 136813.194 NaN 12342 GOLD_micro caleb_strategy_v3 2024-05-06 2024-05-07 14:01:03.999 2024-05-07 13:01:04 136863.999 NaN 12343 GOLD_micro caleb_strategy_v3 2024-05-06 2024-05-07 14:02:03.412 2024-05-07 13:02:03 136923.412 NaN 12345 EUR caleb_strategy_v3 2024-05-06 2024-05-07 15:00:08.898 2024-05-07 14:00:20 140408.898 NaN 12347 NASDAQ_micro caleb_strategy_v3 2024-05-06 2024-05-07 15:05:23.198 2024-05-07 14:05:23 140723.198 NaN 12348 SP500_micro caleb_strategy_v3 2024-05-06 2024-05-07 15:05:24.242 2024-05-07 14:05:24 140724.242 NaN 12344 RUSSELL caleb_strategy_v3 2024-05-06 2024-05-07 15:00:07.626 2024-05-07 14:00:07 140407.626 NaN 12350 RUSSELL caleb_strategy_v3 2024-05-06 2024-05-07 15:05:43.771 2024-05-07 14:05:43 140743.771 NaN 12346 VIX caleb_strategy_v3 2024-05-06 2024-05-07 15:00:21.959 2024-05-07 14:05:22 140421.959 NaN 12351 VIX caleb_strategy_v3 2024-05-06 2024-05-07 15:05:44.443 2024-05-07 14:10:44 140744.443 NaN 12352 US5 caleb_strategy_v3 2024-05-06 2024-05-07 15:10:45.057 2024-05-07 14:13:10 141045.057 NaN 12349 US5 caleb_strategy_v3 2024-05-06 2024-05-07 15:05:25.282 2024-05-07 14:05:25 140725.282 NaN 12353 LEANHOG caleb_strategy_v3 2024-05-06 2024-05-07 15:30:17.438 2024-05-07 14:30:17 142217.438 NaN 12354 WHEAT caleb_strategy_v3 2024-05-06 2024-05-07 15:30:18.630 2024-05-07 14:30:18 142218.63 NaN 12356 SOYBEAN caleb_strategy_v3 2024-05-06 2024-05-07 15:30:20.818 2024-05-07 14:30:21 142220.818 NaN 12357 SOYOIL caleb_strategy_v3 2024-05-06 2024-05-07 15:30:22.005 2024-05-07 14:30:23 142222.005 NaN 12355 CORN caleb_strategy_v3 2024-05-06 2024-05-07 15:30:19.795 2024-05-07 14:30:19 142219.795 NaN 12358 CORN caleb_strategy_v3 2024-05-06 2024-05-07 15:31:16.731 2024-05-07 14:31:16 142276.731 NaN 12359 CORN caleb_strategy_v3 2024-05-06 2024-05-07 15:32:16.885 2024-05-07 14:32:16 142336.885 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 12331 NIKKEI caleb_strategy_v3 [1] 38845.0 None 38662.5 38665.0 38660.0 38660.0 38670.0 182.5 -2.5 -5.0 -10.0 NaN -7.5 12332 BOBL caleb_strategy_v3 [1] 117.13 None 117.135 117.14 117.13 117.13 117.13 -0.005 -0.005 0.01 0.0 NaN 0.005 12333 EUROSTX caleb_strategy_v3 [-1] 4952.0 None 4962.5 4962.0 4963.0 4963.0 4962.0 10.5 -0.5 -0.0 -1.0 NaN -0.5 12334 GASOIL caleb_strategy_v3 [1] 758.5 None 758.25 758.5 758.0 758.0 758.25 0.25 -0.25 0.25 -0.25 NaN 0.0 12335 EURIBOR-ICE caleb_strategy_v3 [1] 97.455 None 97.4675 97.47 97.465 97.465 97.47 -0.0125 -0.0025 0.0 -0.005 NaN -0.0025 12337 GASOLINE caleb_strategy_v3 [-1] 2.5158 None 2.48695 2.4867 2.4872 2.4872 2.4867 -0.02885 -0.00025 -0.0 -0.0005 NaN -0.00025 12338 SUGAR11 caleb_strategy_v3 [-1] 19.47 None 19.605 19.6 19.61 19.61 19.59 0.135 -0.005 -0.01 -0.02 NaN -0.015 12340 COPPER caleb_strategy_v3 [1] 4.61 None 4.5925 4.593 4.592 4.592 4.5925 0.0175 -0.0005 0.0005 -0.0005 NaN -0.0 12336 GAS_US_mini caleb_strategy_v3 [1] 2.46 None 2.445 2.45 2.44 2.44 2.45 0.015 -0.005 0.0 -0.01 NaN -0.005 12341 GAS_US_mini caleb_strategy_v3 [1] 2.46 None 2.4475 2.45 2.445 2.445 2.44 0.0125 -0.0025 0.01 0.005 NaN 0.0075 12339 GOLD_micro caleb_strategy_v3 [1] 2334.9 None 2324.8 2324.9 2324.7 2324.7 2325.0 10.1 -0.1 -0.1 -0.3 NaN -0.2 12342 GOLD_micro caleb_strategy_v3 [1] 2334.9 None 2324.9 2325.0 2324.8 2324.8 2323.9 10.0 -0.1 1.1 0.9 NaN 1.0 12343 GOLD_micro caleb_strategy_v3 [1] 2334.9 None 2323.8 2323.9 2323.7 2323.7 2324.6 11.1 -0.1 -0.7 -0.9 NaN -0.8 12345 EUR caleb_strategy_v3 [1] 1.0793 None 1.079875 1.0799 1.07985 1.07985 1.0799 -0.000575 -0.000025 0.0 -0.00005 NaN -0.000025 12347 NASDAQ_micro caleb_strategy_v3 [1] 18144.25 None 18193.0 18193.25 18192.75 18192.75 18193.75 -48.75 -0.25 -0.5 -1.0 NaN -0.75 12348 SP500_micro caleb_strategy_v3 [1] 5193.75 None 5213.375 5213.5 5213.25 5213.25 5213.75 -19.625 -0.125 -0.25 -0.5 NaN -0.375 12344 RUSSELL caleb_strategy_v3 [1] 2070.1 None 2076.45 2076.5 2076.4 2076.4 2076.4 -6.35 -0.05 0.1 0.0 NaN 0.05 12350 RUSSELL caleb_strategy_v3 [1] 2070.1 None 2076.45 2076.5 2076.4 2076.4 2075.3 -6.35 -0.05 1.2 1.1 NaN 1.15 12346 VIX caleb_strategy_v3 [-1] 15.6 None 15.475 15.45 15.5 15.5 15.45 -0.125 -0.025 -0.0 -0.05 NaN -0.025 12351 VIX caleb_strategy_v3 [-1] 15.6 None 15.475 15.45 15.5 15.5 15.45 -0.125 -0.025 -0.0 -0.05 NaN -0.025 12352 US5 caleb_strategy_v3 [1] 105.703125 None 105.847656 105.851562 105.84375 105.84375 105.859375 -0.144531 -0.003906 -0.007812 -0.015625 NaN -0.011719 12349 US5 caleb_strategy_v3 [1] 105.703125 None 105.847656 105.851562 105.84375 105.84375 105.84375 -0.144531 -0.003906 0.007812 0.0 NaN 0.003906 12353 LEANHOG caleb_strategy_v3 [-1] 102.25 None 102.5 102.5 102.5 102.5 103.25 0.25 -0.0 0.75 0.75 NaN 0.75 12354 WHEAT caleb_strategy_v3 [1] 690.5 None 700.0 700.0 700.0 700.0 692.5 -9.5 0.0 7.5 7.5 NaN 7.5 12356 SOYBEAN caleb_strategy_v3 [1] 1218.0 None 1225.0 1225.0 1225.0 1225.0 1228.5 -7.0 0.0 -3.5 -3.5 NaN -3.5 12357 SOYOIL caleb_strategy_v3 [1] 44.0 None 45.0 45.0 45.0 NaN 44.93 -1.0 0.0 0.07 NaN NaN 0.07 12355 CORN caleb_strategy_v3 [1] 488.25 None 500.0 500.0 500.0 500.0 490.25 -11.75 0.0 9.75 9.75 NaN 9.75 12358 CORN caleb_strategy_v3 [1] 488.25 None 490.125 490.25 490.0 490.0 490.5 -1.875 -0.125 -0.25 -0.5 NaN -0.375 12359 CORN caleb_strategy_v3 [1] 488.25 None 495.25 490.5 500.0 500.0 490.75 -7.0 4.75 -0.25 9.25 NaN 4.5 ================================================================================================================================================================ 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 12331 NIKKEI caleb_strategy_v3 [1] 6767.316736 269.678526 -3.694226 -7.388453 -14.776906 NaN -11.082679 12332 BOBL caleb_strategy_v3 [1] 5.194881 -9.62486 -9.62486 19.24972 0.0 NaN 9.62486 12333 EUROSTX caleb_strategy_v3 [-1] 652.895886 160.821966 -7.658189 -0.0 -15.316378 NaN -7.658189 12334 GASOIL caleb_strategy_v3 [1] 197.083139 12.685002 -12.685002 12.685002 -12.685002 NaN 0.0 12335 EURIBOR-ICE caleb_strategy_v3 [1] 1.024269 -122.038263 -24.407653 0.0 -48.815305 NaN -24.407653 12337 GASOLINE caleb_strategy_v3 [-1] 0.629275 -458.463769 -3.972823 -0.0 -7.945646 NaN -3.972823 12338 SUGAR11 caleb_strategy_v3 [-1] 5.096676 264.878502 -9.810315 -19.62063 -39.24126 NaN -29.430945 12340 COPPER caleb_strategy_v3 [1] 0.897747 194.932353 -5.569496 5.569496 -5.569496 NaN -0.0 12336 GAS_US_mini caleb_strategy_v3 [1] 1.472147 101.892012 -33.964004 0.0 -67.928008 NaN -33.964004 12341 GAS_US_mini caleb_strategy_v3 [1] 1.472147 84.91001 -16.982002 67.928008 33.964004 NaN 50.946006 12339 GOLD_micro caleb_strategy_v3 [1] 352.467128 286.551545 -2.837144 -2.837144 -8.511432 NaN -5.674288 12342 GOLD_micro caleb_strategy_v3 [1] 352.467128 283.714401 -2.837144 31.208584 25.534296 NaN 28.37144 12343 GOLD_micro caleb_strategy_v3 [1] 352.467128 314.922985 -2.837144 -19.860008 -25.534296 NaN -22.697152 12345 EUR caleb_strategy_v3 [1] 0.065714 -87.500635 -3.804375 0.0 -7.608751 NaN -3.804375 12347 NASDAQ_micro caleb_strategy_v3 [1] 3251.811438 -149.916442 -0.768802 -1.537605 -3.075209 NaN -2.306407 12348 SP500_micro caleb_strategy_v3 [1] 690.2726 -284.307968 -1.810879 -3.621758 -7.243515 NaN -5.432636 12344 RUSSELL caleb_strategy_v3 [1] 392.349225 -161.845611 -1.274375 2.54875 0.0 NaN 1.274375 12350 RUSSELL caleb_strategy_v3 [1] 392.349225 -161.845611 -1.274375 30.584997 28.036248 NaN 29.310622 12346 VIX caleb_strategy_v3 [-1] 6.384248 -195.794403 -39.158881 -0.0 -78.317761 NaN -39.158881 12351 VIX caleb_strategy_v3 [-1] 6.384248 -195.794403 -39.158881 -0.0 -78.317761 NaN -39.158881 12352 US5 caleb_strategy_v3 [1] 4.768862 -303.072841 -8.191158 -16.382316 -32.764631 NaN -24.573474 12349 US5 caleb_strategy_v3 [1] 4.768862 -303.072841 -8.191158 16.382316 0.0 NaN 8.191158 12353 LEANHOG caleb_strategy_v3 [-1] 20.847976 119.915715 -0.0 359.747146 359.747146 NaN 359.747146 12354 WHEAT caleb_strategy_v3 [1] 176.506451 -538.223954 0.0 424.913648 424.913648 NaN 424.913648 12356 SOYBEAN caleb_strategy_v3 [1] 185.281802 -377.802889 0.0 -188.901444 -188.901444 NaN -188.901444 12357 SOYOIL caleb_strategy_v3 [1] 12.470197 -801.911956 0.0 56.133837 NaN NaN 56.133837 12355 CORN caleb_strategy_v3 [1] 80.259756 -1463.996471 0.0 1214.805583 1214.805583 NaN 1214.805583 12358 CORN caleb_strategy_v3 [1] 80.259756 -233.616458 -15.574431 -31.148861 -62.297722 NaN -46.723292 12359 CORN caleb_strategy_v3 [1] 80.259756 -872.168111 591.828361 -31.148861 1152.50786 NaN 560.6795 ========================================================================================================================================================================= 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 12331 NIKKEI caleb_strategy_v3 [1] 0.646979 118.073684 -1.617448 -3.234895 -6.469791 NaN -4.852343 12332 BOBL caleb_strategy_v3 [1] 1075.7 -5.3785 -5.3785 10.757 0.0 NaN 5.3785 12333 EUROSTX caleb_strategy_v3 [-1] 10.757 112.9485 -5.3785 -0.0 -10.757 NaN -5.3785 12334 GASOIL caleb_strategy_v3 [1] 100.0 25.0 -25.0 25.0 -25.0 NaN 0.0 12335 EURIBOR-ICE caleb_strategy_v3 [1] 2689.25 -33.615625 -6.723125 0.0 -13.44625 NaN -6.723125 12337 GASOLINE caleb_strategy_v3 [-1] 42000.0 -1211.7 -10.5 -0.0 -21.0 NaN -10.5 12338 SUGAR11 caleb_strategy_v3 [-1] 1120.0 151.2 -5.6 -11.2 -22.4 NaN -16.8 12340 COPPER caleb_strategy_v3 [1] 25000.0 437.5 -12.5 12.5 -12.5 NaN -0.0 12336 GAS_US_mini caleb_strategy_v3 [1] 2500.0 37.5 -12.5 0.0 -25.0 NaN -12.5 12341 GAS_US_mini caleb_strategy_v3 [1] 2500.0 31.25 -6.25 25.0 12.5 NaN 18.75 12339 GOLD_micro caleb_strategy_v3 [1] 10.0 101.0 -1.0 -1.0 -3.0 NaN -2.0 12342 GOLD_micro caleb_strategy_v3 [1] 10.0 100.0 -1.0 11.0 9.0 NaN 10.0 12343 GOLD_micro caleb_strategy_v3 [1] 10.0 111.0 -1.0 -7.0 -9.0 NaN -8.0 12345 EUR caleb_strategy_v3 [1] 125000.0 -71.875 -3.125 0.0 -6.25 NaN -3.125 12347 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -97.5 -0.5 -1.0 -2.0 NaN -1.5 12348 SP500_micro caleb_strategy_v3 [1] 5.0 -98.125 -0.625 -1.25 -2.5 NaN -1.875 12344 RUSSELL caleb_strategy_v3 [1] 5.0 -31.75 -0.25 0.5 0.0 NaN 0.25 12350 RUSSELL caleb_strategy_v3 [1] 5.0 -31.75 -0.25 6.0 5.5 NaN 5.75 12346 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 -0.0 -50.0 NaN -25.0 12351 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 -0.0 -50.0 NaN -25.0 12352 US5 caleb_strategy_v3 [1] 1000.0 -144.53125 -3.90625 -7.8125 -15.625 NaN -11.71875 12349 US5 caleb_strategy_v3 [1] 1000.0 -144.53125 -3.90625 7.8125 0.0 NaN 3.90625 12353 LEANHOG caleb_strategy_v3 [-1] 400.0 100.0 -0.0 300.0 300.0 NaN 300.0 12354 WHEAT caleb_strategy_v3 [1] 50.0 -475.0 0.0 375.0 375.0 NaN 375.0 12356 SOYBEAN caleb_strategy_v3 [1] 50.0 -350.0 0.0 -175.0 -175.0 NaN -175.0 12357 SOYOIL caleb_strategy_v3 [1] 600.0 -600.0 0.0 42.0 NaN NaN 42.0 12355 CORN caleb_strategy_v3 [1] 50.0 -587.5 0.0 487.5 487.5 NaN 487.5 12358 CORN caleb_strategy_v3 [1] 50.0 -93.75 -6.25 -12.5 -25.0 NaN -18.75 12359 CORN caleb_strategy_v3 [1] 50.0 -350.0 237.5 -12.5 462.5 NaN 225.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.3785 COPPER 437.5 CORN -1031.25 EUR -71.875 EURIBOR-ICE -33.615625 EUROSTX 112.9485 GASOIL 25.0 GASOLINE -1211.7 GAS_US_mini 68.75 GOLD_micro 312.0 LEANHOG 100.0 NASDAQ_micro -97.5 NIKKEI 118.073684 RUSSELL -63.5 SOYBEAN -350.0 SOYOIL -600.0 SP500_micro -98.125 SUGAR11 151.2 US5 -289.0625 VIX -250.0 WHEAT -475.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3251.534441 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.3785 COPPER -12.5 CORN 231.25 EUR -3.125 EURIBOR-ICE -6.723125 EUROSTX -5.3785 GASOIL -25.0 GASOLINE -10.5 GAS_US_mini -18.75 GOLD_micro -3.0 LEANHOG -0.0 NASDAQ_micro -0.5 NIKKEI -1.617448 RUSSELL -0.5 SOYBEAN 0.0 SOYOIL 0.0 SP500_micro -0.625 SUGAR11 -5.6 US5 -7.8125 VIX -50.0 WHEAT 0.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 74.239927 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 10.757 COPPER 12.5 CORN 462.5 EUR 0.0 EURIBOR-ICE 0.0 EUROSTX -0.0 GASOIL 25.0 GASOLINE -0.0 GAS_US_mini 25.0 GOLD_micro 3.0 LEANHOG 300.0 NASDAQ_micro -1.0 NIKKEI -3.234895 RUSSELL 6.5 SOYBEAN -175.0 SOYOIL 42.0 SP500_micro -1.25 SUGAR11 -11.2 US5 0.0 VIX -0.0 WHEAT 375.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1070.572105 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0.0 COPPER -12.5 CORN 925.0 EUR -6.25 EURIBOR-ICE -13.44625 EUROSTX -10.757 GASOIL -25.0 GASOLINE -21.0 GAS_US_mini -12.5 GOLD_micro -3.0 LEANHOG 300.0 NASDAQ_micro -2.0 NIKKEI -6.469791 RUSSELL 5.5 SOYBEAN -175.0 SOYOIL 0 SP500_micro -2.5 SUGAR11 -22.4 US5 -15.625 VIX -100.0 WHEAT 375.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1177.051959 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 COPPER 0 CORN 0 EUR 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GASOLINE 0 GAS_US_mini 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SOYOIL 0 SP500_micro 0 SUGAR11 0 US5 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 BOBL 5.3785 COPPER -0.0 CORN 693.75 EUR -3.125 EURIBOR-ICE -6.723125 EUROSTX -5.3785 GASOIL 0.0 GASOLINE -10.5 GAS_US_mini 6.25 GOLD_micro 0.0 LEANHOG 300.0 NASDAQ_micro -1.5 NIKKEI -4.852343 RUSSELL 6.0 SOYBEAN -175.0 SOYOIL 42.0 SP500_micro -1.875 SUGAR11 -16.8 US5 -7.8125 VIX -50.0 WHEAT 375.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1144.812032 ******************************************************************************** END OF REPORT ********************************************************************************