******************************************************************************** Trades report produced on 09/05/2024 21:37 from 08/05/2024 21:37 to 09/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12420 AUD caleb_strategy_v3 [20240600] 2024-05-09 14:01:11 [1] 0.661100 12418 CHF caleb_strategy_v3 [20240600] 2024-05-09 14:01:02 [1] 1.106900 12404 COCOA caleb_strategy_v3 [20240900] 2024-05-09 13:00:17 [1] 8323.000000 12410 COFFEE caleb_strategy_v3 [20240700] 2024-05-09 13:00:56 [-1] 198.550000 12406 COPPER caleb_strategy_v3 [20240700] 2024-05-09 13:00:19 [-1] 4.552500 12407 CRUDE_W caleb_strategy_v3 [20241200] 2024-05-09 13:00:20 [-1] 76.260000 12400 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-09 08:00:55 [-1] 97.410000 12401 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-09 08:03:32 [-1] 97.405000 12402 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-09 08:05:19 [-1] 97.410000 12403 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-09 08:06:48 [-1] 97.405000 12408 GAS_US_mini caleb_strategy_v3 [20240700] 2024-05-09 13:00:54 [1] 2.480000 12412 GAS_US_mini caleb_strategy_v3 [20240700] 2024-05-09 13:01:16 [1] 2.485000 12414 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-09 13:02:16 [-1] 2331.900000 12413 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-09 13:01:17 [-1] 2331.000000 12415 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-09 13:03:17 [-1] 2332.400000 12409 GOLD_micro caleb_strategy_v3 [20240600] 2024-05-09 13:00:55 [-1] 2331.400000 12425 JPY caleb_strategy_v3 [20240600] 2024-05-09 14:01:37 [1] 0.006461 12431 LEANHOG caleb_strategy_v3 [20240800] 2024-05-09 14:30:12 [-1] 101.300000 12429 LIVECOW caleb_strategy_v3 [20240800] 2024-05-09 14:30:03 [1] 174.925000 12416 MXP caleb_strategy_v3 [20240600] 2024-05-09 14:00:51 [1] 0.058740 12427 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-09 14:06:55 [-1] 18176.750000 12422 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-09 14:01:14 [-1] 18164.250000 12423 NZD caleb_strategy_v3 [20240600] 2024-05-09 14:01:16 [1] 0.601550 12398 OAT caleb_strategy_v3 [20240600] 2024-05-09 07:00:39 [1] 126.440000 12399 OAT caleb_strategy_v3 [20240600] 2024-05-09 07:01:33 [1] 126.450000 12411 PLAT caleb_strategy_v3 [20240700] 2024-05-09 13:00:59 [1] 983.200000 12421 RUSSELL caleb_strategy_v3 [20240600] 2024-05-09 14:01:13 [-1] 2066.300000 12430 SOYOIL caleb_strategy_v3 [20240900] 2024-05-09 14:30:10 [-1] 43.540000 12417 SP400 caleb_strategy_v3 [20240600] 2024-05-09 14:00:53 [1] 2987.500000 12405 SUGAR11 caleb_strategy_v3 [20241000] 2024-05-09 13:00:18 [1] 19.650000 12424 US30 caleb_strategy_v3 [20240600] 2024-05-09 14:01:19 [1] 122.031250 12419 US5 caleb_strategy_v3 [20240600] 2024-05-09 14:01:09 [1] 105.656250 12426 VIX caleb_strategy_v3 [20240800] 2024-05-09 14:06:38 [-1] 15.850000 12432 WHEAT caleb_strategy_v3 [20241200] 2024-05-09 14:31:01 [1] 687.250000 12428 WHEAT caleb_strategy_v3 [20241200] 2024-05-09 14:30:01 [1] 687.500000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12398 OAT caleb_strategy_v3 2024-05-08 2024-05-09 08:00:33.310 2024-05-09 07:00:39 115233.31 NaN 12399 OAT caleb_strategy_v3 2024-05-08 2024-05-09 08:01:33.559 2024-05-09 07:01:33 115293.559 NaN 12400 EURIBOR-ICE caleb_strategy_v3 2024-05-08 2024-05-09 09:00:35.890 2024-05-09 08:00:55 118835.89 NaN 12401 EURIBOR-ICE caleb_strategy_v3 2024-05-08 2024-05-09 09:01:35.779 2024-05-09 08:03:32 118895.779 NaN 12402 EURIBOR-ICE caleb_strategy_v3 2024-05-08 2024-05-09 09:03:36.000 2024-05-09 08:05:19 119016.0 NaN 12403 EURIBOR-ICE caleb_strategy_v3 2024-05-08 2024-05-09 09:05:23.074 2024-05-09 08:06:48 119123.074 NaN 12404 COCOA caleb_strategy_v3 2024-05-08 2024-05-09 14:00:16.662 2024-05-09 13:00:17 136816.662 NaN 12405 SUGAR11 caleb_strategy_v3 2024-05-08 2024-05-09 14:00:17.958 2024-05-09 13:00:18 136817.958 NaN 12406 COPPER caleb_strategy_v3 2024-05-08 2024-05-09 14:00:19.278 2024-05-09 13:00:19 136819.278 NaN 12407 CRUDE_W caleb_strategy_v3 2024-05-08 2024-05-09 14:00:20.674 2024-05-09 13:00:20 136820.674 NaN 12410 COFFEE caleb_strategy_v3 2024-05-08 2024-05-09 14:00:56.373 2024-05-09 13:00:56 136856.373 NaN 12411 PLAT caleb_strategy_v3 2024-05-08 2024-05-09 14:00:57.439 2024-05-09 13:00:59 136857.439 NaN 12408 GAS_US_mini caleb_strategy_v3 2024-05-08 2024-05-09 14:00:21.930 2024-05-09 13:00:54 136821.93 NaN 12412 GAS_US_mini caleb_strategy_v3 2024-05-08 2024-05-09 14:01:16.207 2024-05-09 13:01:16 136876.207 NaN 12409 GOLD_micro caleb_strategy_v3 2024-05-08 2024-05-09 14:00:55.082 2024-05-09 13:00:55 136855.082 NaN 12413 GOLD_micro caleb_strategy_v3 2024-05-08 2024-05-09 14:01:16.974 2024-05-09 13:01:17 136876.974 NaN 12414 GOLD_micro caleb_strategy_v3 2024-05-08 2024-05-09 14:02:16.538 2024-05-09 13:02:16 136936.538 NaN 12415 GOLD_micro caleb_strategy_v3 2024-05-08 2024-05-09 14:03:16.898 2024-05-09 13:03:17 136996.898 NaN 12416 MXP caleb_strategy_v3 2024-05-08 2024-05-09 15:00:26.599 2024-05-09 14:00:51 140426.599 NaN 12417 SP400 caleb_strategy_v3 2024-05-08 2024-05-09 15:00:51.970 2024-05-09 14:00:53 140451.97 NaN 12418 CHF caleb_strategy_v3 2024-05-08 2024-05-09 15:00:54.486 2024-05-09 14:01:02 140454.486 NaN 12419 US5 caleb_strategy_v3 2024-05-08 2024-05-09 15:01:03.414 2024-05-09 14:01:09 140463.414 NaN 12420 AUD caleb_strategy_v3 2024-05-08 2024-05-09 15:01:10.090 2024-05-09 14:01:11 140470.09 NaN 12421 RUSSELL caleb_strategy_v3 2024-05-08 2024-05-09 15:01:11.990 2024-05-09 14:01:13 140471.99 NaN 12423 NZD caleb_strategy_v3 2024-05-08 2024-05-09 15:01:15.223 2024-05-09 14:01:16 140475.223 NaN 12424 US30 caleb_strategy_v3 2024-05-08 2024-05-09 15:01:17.258 2024-05-09 14:01:19 140477.258 NaN 12425 JPY caleb_strategy_v3 2024-05-08 2024-05-09 15:01:20.210 2024-05-09 14:01:37 140480.21 NaN 12426 VIX caleb_strategy_v3 2024-05-08 2024-05-09 15:01:38.202 2024-05-09 14:06:38 140498.202 NaN 12427 NASDAQ_micro caleb_strategy_v3 2024-05-08 2024-05-09 15:06:55.326 2024-05-09 14:06:55 140815.326 NaN 12422 NASDAQ_micro caleb_strategy_v3 2024-05-08 2024-05-09 15:01:14.266 2024-05-09 14:01:14 140474.266 NaN 12429 LIVECOW caleb_strategy_v3 2024-05-08 2024-05-09 15:30:02.559 2024-05-09 14:30:03 142202.559 NaN 12430 SOYOIL caleb_strategy_v3 2024-05-08 2024-05-09 15:30:04.575 2024-05-09 14:30:10 142204.575 NaN 12431 LEANHOG caleb_strategy_v3 2024-05-08 2024-05-09 15:30:11.078 2024-05-09 14:30:12 142211.078 NaN 12432 WHEAT caleb_strategy_v3 2024-05-08 2024-05-09 15:31:01.347 2024-05-09 14:31:01 142261.347 NaN 12428 WHEAT caleb_strategy_v3 2024-05-08 2024-05-09 15:30:01.443 2024-05-09 14:30:01 142201.443 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 12398 OAT caleb_strategy_v3 [1] 126.59 None 126.425 126.43 126.42 126.42 126.44 0.165 -0.005 -0.01 -0.02 NaN -0.015 12399 OAT caleb_strategy_v3 [1] 126.59 None 126.435 126.44 126.43 126.43 126.45 0.155 -0.005 -0.01 -0.02 NaN -0.015 12400 EURIBOR-ICE caleb_strategy_v3 [-1] 97.43 None 97.4075 97.405 97.41 97.41 97.41 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 12401 EURIBOR-ICE caleb_strategy_v3 [-1] 97.43 None 97.41 97.405 97.415 97.415 97.405 -0.02 -0.005 -0.0 -0.01 NaN -0.005 12402 EURIBOR-ICE caleb_strategy_v3 [-1] 97.43 None 97.4075 97.405 97.41 97.41 97.41 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 12403 EURIBOR-ICE caleb_strategy_v3 [-1] 97.43 None 97.41 97.405 97.415 97.415 97.405 -0.02 -0.005 -0.0 -0.01 NaN -0.005 12404 COCOA caleb_strategy_v3 [1] 8227.0 None 8318.0 8323.0 8313.0 8313.0 8323.0 -91.0 -5.0 0.0 -10.0 NaN -5.0 12405 SUGAR11 caleb_strategy_v3 [1] 19.64 None 20.0 20.0 20.0 20.0 19.65 -0.36 0.0 0.35 0.35 NaN 0.35 12406 COPPER caleb_strategy_v3 [-1] 4.5445 None 4.55325 4.553 4.5535 4.5535 4.5525 0.00875 -0.00025 -0.0005 -0.001 NaN -0.00075 12407 CRUDE_W caleb_strategy_v3 [-1] 75.97 None 76.285 76.28 76.29 76.29 76.26 0.315 -0.005 -0.02 -0.03 NaN -0.025 12410 COFFEE caleb_strategy_v3 [-1] 198.15 None 198.625 198.6 198.65 NaN 198.55 0.475 -0.025 -0.05 NaN NaN -0.075 12411 PLAT caleb_strategy_v3 [1] 985.9 None 983.1 983.2 983.0 983.0 983.2 2.8 -0.1 0.0 -0.2 NaN -0.1 12408 GAS_US_mini caleb_strategy_v3 [1] 2.465 None 2.4775 2.48 2.475 2.475 2.48 -0.0125 -0.0025 0.0 -0.005 NaN -0.0025 12412 GAS_US_mini caleb_strategy_v3 [1] 2.465 None 2.4775 2.48 2.475 NaN 2.485 -0.0125 -0.0025 -0.005 NaN NaN -0.0075 12409 GOLD_micro caleb_strategy_v3 [-1] 2319.9 None 2331.5 2331.4 2331.6 2331.6 2331.4 11.6 -0.1 -0.0 -0.2 NaN -0.1 12413 GOLD_micro caleb_strategy_v3 [-1] 2319.9 None 2331.5 2331.4 2331.6 NaN 2331.0 11.6 -0.1 -0.4 NaN NaN -0.5 12414 GOLD_micro caleb_strategy_v3 [-1] 2319.9 None 2332.15 2332.1 2332.2 2332.2 2331.9 12.25 -0.05 -0.2 -0.3 NaN -0.25 12415 GOLD_micro caleb_strategy_v3 [-1] 2319.9 None 2332.3 2332.2 2332.4 2332.4 2332.4 12.4 -0.1 0.2 -0.0 NaN 0.1 12416 MXP caleb_strategy_v3 [1] 0.0588 None 0.058725 0.05873 0.05872 0.05872 0.05874 0.000075 -0.000005 -0.00001 -0.00002 NaN -0.000015 12417 SP400 caleb_strategy_v3 [1] 2979.0 None 2987.1 2987.3 2986.9 2986.9 2987.5 -8.1 -0.2 -0.2 -0.6 NaN -0.4 12418 CHF caleb_strategy_v3 [1] 1.106 None 1.106825 1.10685 1.1068 1.1068 1.1069 -0.000825 -0.000025 -0.00005 -0.0001 NaN -0.000075 12419 US5 caleb_strategy_v3 [1] 105.640625 None 105.660156 105.664062 105.65625 105.65625 105.65625 -0.019531 -0.003906 0.007812 0.0 NaN 0.003906 12420 AUD caleb_strategy_v3 [1] 0.6585 None 0.661125 0.66115 0.6611 0.6611 0.6611 -0.002625 -0.000025 0.00005 0.0 NaN 0.000025 12421 RUSSELL caleb_strategy_v3 [-1] 2061.2 None 2066.25 2066.2 2066.3 2066.3 2066.3 5.05 -0.05 0.1 -0.0 NaN 0.05 12423 NZD caleb_strategy_v3 [1] 0.59985 None 0.601475 0.6015 0.60145 0.60145 0.60155 -0.001625 -0.000025 -0.00005 -0.0001 NaN -0.000075 12424 US30 caleb_strategy_v3 [1] 122.6875 None 122.046875 122.0625 122.03125 122.03125 122.03125 0.640625 -0.015625 0.03125 0.0 NaN 0.015625 12425 JPY caleb_strategy_v3 [1] 0.006465 None 0.006461 0.006462 0.006461 0.006461 0.006461 0.000004 -0.0 0.000001 0.0 NaN 0.0 12426 VIX caleb_strategy_v3 [-1] 15.95 None 15.875 15.85 15.9 15.9 15.85 -0.075 -0.025 -0.0 -0.05 NaN -0.025 12427 NASDAQ_micro caleb_strategy_v3 [-1] 18166.75 None 18164.5 18164.25 18164.75 18164.75 18176.75 -2.25 -0.25 12.5 12.0 NaN 12.25 12422 NASDAQ_micro caleb_strategy_v3 [-1] 18166.75 None 18164.875 18164.75 18165.0 18165.0 18164.25 -1.875 -0.125 -0.5 -0.75 NaN -0.625 12429 LIVECOW caleb_strategy_v3 [1] 174.275 None 174.9 174.925 174.875 174.875 174.925 -0.625 -0.025 0.0 -0.05 NaN -0.025 12430 SOYOIL caleb_strategy_v3 [-1] 44.22 None 43.565 43.56 43.57 43.57 43.54 -0.655 -0.005 -0.02 -0.03 NaN -0.025 12431 LEANHOG caleb_strategy_v3 [-1] 101.775 None 102.5 102.5 102.5 102.5 101.3 0.725 -0.0 -1.2 -1.2 NaN -1.2 12432 WHEAT caleb_strategy_v3 [1] 681.0 None 681.25 687.5 675.0 675.0 687.25 -0.25 -6.25 0.25 -12.25 NaN -6.0 12428 WHEAT caleb_strategy_v3 [1] 681.0 None 687.5 700.0 675.0 675.0 687.5 -6.5 -12.5 12.5 -12.5 NaN 0.0 =============================================================================================================================================================== 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 12398 OAT caleb_strategy_v3 [1] 9.702378 170.06141 -5.153376 -10.306752 -20.613504 NaN -15.460128 12399 OAT caleb_strategy_v3 [1] 9.702378 159.754657 -5.153376 -10.306752 -20.613504 NaN -15.460128 12400 EURIBOR-ICE caleb_strategy_v3 [-1] 1.001405 -224.684279 -24.96492 49.92984 -0.0 NaN 24.96492 12401 EURIBOR-ICE caleb_strategy_v3 [-1] 1.001405 -199.719359 -49.92984 -0.0 -99.859679 NaN -49.92984 12402 EURIBOR-ICE caleb_strategy_v3 [-1] 1.001405 -224.684279 -24.96492 49.92984 -0.0 NaN 24.96492 12403 EURIBOR-ICE caleb_strategy_v3 [-1] 1.001405 -199.719359 -49.92984 -0.0 -99.859679 NaN -49.92984 12404 COCOA caleb_strategy_v3 [1] 6925.086367 -131.406303 -7.220127 0.0 -14.440253 NaN -7.220127 12405 SUGAR11 caleb_strategy_v3 [1] 4.988845 -721.60991 0.0 701.56519 701.56519 NaN 701.56519 12406 COPPER caleb_strategy_v3 [-1] 0.895622 97.697412 -2.791355 -5.582709 -11.165418 NaN -8.374064 12407 CRUDE_W caleb_strategy_v3 [-1] 14.672705 214.684346 -3.407688 -13.630752 -20.446128 NaN -17.03844 12410 COFFEE caleb_strategy_v3 [-1] 74.505294 63.753859 -3.355466 -6.710933 NaN NaN -10.066399 12411 PLAT caleb_strategy_v3 [1] 238.24891 117.524147 -4.197291 0.0 -8.394582 NaN -4.197291 12408 GAS_US_mini caleb_strategy_v3 [1] 1.457666 -85.753535 -17.150707 0.0 -34.301414 NaN -17.150707 12412 GAS_US_mini caleb_strategy_v3 [1] 1.457666 -85.753535 -17.150707 -34.301414 NaN NaN -51.452121 12409 GOLD_micro caleb_strategy_v3 [-1] 347.728299 333.593786 -2.875809 -0.0 -5.751617 NaN -2.875809 12413 GOLD_micro caleb_strategy_v3 [-1] 347.728299 333.593786 -2.875809 -11.503234 NaN NaN -14.379043 12414 GOLD_micro caleb_strategy_v3 [-1] 347.728299 352.286542 -1.437904 -5.751617 -8.627426 NaN -7.189521 12415 GOLD_micro caleb_strategy_v3 [-1] 347.728299 356.600254 -2.875809 5.751617 -0.0 NaN 2.875809 12416 MXP caleb_strategy_v3 [1] 0.005644 132.890779 -8.859385 -17.718771 -35.437541 NaN -26.578156 12417 SP400 caleb_strategy_v3 [1] 445.546123 -181.79936 -4.488873 -4.488873 -13.466619 NaN -8.977746 12418 CHF caleb_strategy_v3 [1] 0.078589 -104.976155 -3.181096 -6.362191 -12.724382 NaN -9.543287 12419 US5 caleb_strategy_v3 [1] 4.626304 -42.217827 -8.443565 16.887131 0.0 NaN 8.443565 12420 AUD caleb_strategy_v3 [1] 0.066706 -393.517296 -3.747784 7.495568 0.0 NaN 3.747784 12421 RUSSELL caleb_strategy_v3 [-1] 380.980153 132.552837 -1.312404 2.624809 -0.0 NaN 1.312404 12423 NZD caleb_strategy_v3 [1] 0.057962 -280.354914 -4.313153 -8.626305 -17.25261 NaN -12.939458 12424 US30 caleb_strategy_v3 [1] 17.428506 367.573108 -8.965198 17.930396 0.0 NaN 8.965198 12425 JPY caleb_strategy_v3 [1] 0.000787 47.633766 -3.175584 6.351169 0.0 NaN 3.175584 12426 VIX caleb_strategy_v3 [-1] 6.153903 -121.873866 -40.624622 -0.0 -81.249244 NaN -40.624622 12427 NASDAQ_micro caleb_strategy_v3 [-1] 3125.231489 -7.199467 -0.799941 39.997037 38.397156 NaN 39.197096 12422 NASDAQ_micro caleb_strategy_v3 [-1] 3125.231489 -5.999556 -0.39997 -1.599881 -2.399822 NaN -1.999852 12429 LIVECOW caleb_strategy_v3 [1] 24.299641 -257.205449 -10.288218 0.0 -20.576436 NaN -10.288218 12430 SOYOIL caleb_strategy_v3 [-1] 12.701501 -515.687072 -3.936543 -15.74617 -23.619255 NaN -19.682713 12431 LEANHOG caleb_strategy_v3 [-1] 20.430642 354.859138 -0.0 -587.353055 -587.353055 NaN -587.353055 12432 WHEAT caleb_strategy_v3 [1] 174.520083 -14.324999 -358.124973 14.324999 -701.924948 NaN -343.799974 12428 WHEAT caleb_strategy_v3 [1] 174.520083 -372.449972 -716.249947 716.249947 -716.249947 NaN 0.0 ======================================================================================================================================================================== 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 12398 OAT caleb_strategy_v3 [1] 1074.35 177.26775 -5.37175 -10.7435 -21.487 NaN -16.11525 12399 OAT caleb_strategy_v3 [1] 1074.35 166.52425 -5.37175 -10.7435 -21.487 NaN -16.11525 12400 EURIBOR-ICE caleb_strategy_v3 [-1] 2685.875 -60.432188 -6.714687 13.429375 -0.0 NaN 6.714687 12401 EURIBOR-ICE caleb_strategy_v3 [-1] 2685.875 -53.7175 -13.429375 -0.0 -26.85875 NaN -13.429375 12402 EURIBOR-ICE caleb_strategy_v3 [-1] 2685.875 -60.432188 -6.714687 13.429375 -0.0 NaN 6.714687 12403 EURIBOR-ICE caleb_strategy_v3 [-1] 2685.875 -53.7175 -13.429375 -0.0 -26.85875 NaN -13.429375 12404 COCOA caleb_strategy_v3 [1] 10.0 -910.0 -50.0 0.0 -100.0 NaN -50.0 12405 SUGAR11 caleb_strategy_v3 [1] 1120.0 -403.2 0.0 392.0 392.0 NaN 392.0 12406 COPPER caleb_strategy_v3 [-1] 25000.0 218.75 -6.25 -12.5 -25.0 NaN -18.75 12407 CRUDE_W caleb_strategy_v3 [-1] 1000.0 315.0 -5.0 -20.0 -30.0 NaN -25.0 12410 COFFEE caleb_strategy_v3 [-1] 375.0 178.125 -9.375 -18.75 NaN NaN -28.125 12411 PLAT caleb_strategy_v3 [1] 50.0 140.0 -5.0 0.0 -10.0 NaN -5.0 12408 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -31.25 -6.25 0.0 -12.5 NaN -6.25 12412 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -31.25 -6.25 -12.5 NaN NaN -18.75 12409 GOLD_micro caleb_strategy_v3 [-1] 10.0 116.0 -1.0 -0.0 -2.0 NaN -1.0 12413 GOLD_micro caleb_strategy_v3 [-1] 10.0 116.0 -1.0 -4.0 NaN NaN -5.0 12414 GOLD_micro caleb_strategy_v3 [-1] 10.0 122.5 -0.5 -2.0 -3.0 NaN -2.5 12415 GOLD_micro caleb_strategy_v3 [-1] 10.0 124.0 -1.0 2.0 -0.0 NaN 1.0 12416 MXP caleb_strategy_v3 [1] 500000.0 37.5 -2.5 -5.0 -10.0 NaN -7.5 12417 SP400 caleb_strategy_v3 [1] 100.0 -810.0 -20.0 -20.0 -60.0 NaN -40.0 12418 CHF caleb_strategy_v3 [1] 125000.0 -103.125 -3.125 -6.25 -12.5 NaN -9.375 12419 US5 caleb_strategy_v3 [1] 1000.0 -19.53125 -3.90625 7.8125 0.0 NaN 3.90625 12420 AUD caleb_strategy_v3 [1] 100000.0 -262.5 -2.5 5.0 0.0 NaN 2.5 12421 RUSSELL caleb_strategy_v3 [-1] 5.0 25.25 -0.25 0.5 -0.0 NaN 0.25 12423 NZD caleb_strategy_v3 [1] 100000.0 -162.5 -2.5 -5.0 -10.0 NaN -7.5 12424 US30 caleb_strategy_v3 [1] 1000.0 640.625 -15.625 31.25 0.0 NaN 15.625 12425 JPY caleb_strategy_v3 [1] 12500000.0 46.875 -3.125 6.25 0.0 NaN 3.125 12426 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -0.0 -50.0 NaN -25.0 12427 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -4.5 -0.5 25.0 24.0 NaN 24.5 12422 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -3.75 -0.25 -1.0 -1.5 NaN -1.25 12429 LIVECOW caleb_strategy_v3 [1] 400.0 -250.0 -10.0 0.0 -20.0 NaN -10.0 12430 SOYOIL caleb_strategy_v3 [-1] 600.0 -393.0 -3.0 -12.0 -18.0 NaN -15.0 12431 LEANHOG caleb_strategy_v3 [-1] 400.0 290.0 -0.0 -480.0 -480.0 NaN -480.0 12432 WHEAT caleb_strategy_v3 [1] 50.0 -12.5 -312.5 12.5 -612.5 NaN -300.0 12428 WHEAT caleb_strategy_v3 [1] 50.0 -325.0 -625.0 625.0 -625.0 NaN 0.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -262.5 CHF -103.125 COCOA -910.0 COFFEE 178.125 COPPER 218.75 CRUDE_W 315.0 EURIBOR-ICE -228.299375 GAS_US_mini -62.5 GOLD_micro 478.5 JPY 46.875 LEANHOG 290.0 LIVECOW -250.0 MXP 37.5 NASDAQ_micro -8.25 NZD -162.5 OAT 343.792 PLAT 140.0 RUSSELL 25.25 SOYOIL -393.0 SP400 -810.0 SUGAR11 -403.2 US30 640.625 US5 -19.53125 VIX -75.0 WHEAT -337.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1310.988625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CHF -3.125 COCOA -50.0 COFFEE -9.375 COPPER -6.25 CRUDE_W -5.0 EURIBOR-ICE -40.288125 GAS_US_mini -12.5 GOLD_micro -3.5 JPY -3.125 LEANHOG -0.0 LIVECOW -10.0 MXP -2.5 NASDAQ_micro -0.75 NZD -2.5 OAT -10.7435 PLAT -5.0 RUSSELL -0.25 SOYOIL -3.0 SP400 -20.0 SUGAR11 0.0 US30 -15.625 US5 -3.90625 VIX -25.0 WHEAT -937.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -1172.437875 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 CHF -6.25 COCOA 0.0 COFFEE -18.75 COPPER -12.5 CRUDE_W -20.0 EURIBOR-ICE 26.85875 GAS_US_mini -12.5 GOLD_micro -4.0 JPY 6.25 LEANHOG -480.0 LIVECOW 0.0 MXP -5.0 NASDAQ_micro 24.0 NZD -5.0 OAT -21.487 PLAT 0.0 RUSSELL 0.5 SOYOIL -12.0 SP400 -20.0 SUGAR11 392.0 US30 31.25 US5 7.8125 VIX -0.0 WHEAT 637.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 513.68425 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0.0 CHF -12.5 COCOA -100.0 COFFEE 0 COPPER -25.0 CRUDE_W -30.0 EURIBOR-ICE -53.7175 GAS_US_mini -12.5 GOLD_micro -5.0 JPY 0.0 LEANHOG -480.0 LIVECOW -20.0 MXP -10.0 NASDAQ_micro 22.5 NZD -10.0 OAT -42.974 PLAT -10.0 RUSSELL -0.0 SOYOIL -18.0 SP400 -60.0 SUGAR11 392.0 US30 0.0 US5 0.0 VIX -50.0 WHEAT -1237.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1762.6915 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CHF 0 COCOA 0 COFFEE 0 COPPER 0 CRUDE_W 0 EURIBOR-ICE 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NZD 0 OAT 0 PLAT 0 RUSSELL 0 SOYOIL 0 SP400 0 SUGAR11 0 US30 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 AUD 2.5 CHF -9.375 COCOA -50.0 COFFEE -28.125 COPPER -18.75 CRUDE_W -25.0 EURIBOR-ICE -13.429375 GAS_US_mini -25.0 GOLD_micro -7.5 JPY 3.125 LEANHOG -480.0 LIVECOW -10.0 MXP -7.5 NASDAQ_micro 23.25 NZD -7.5 OAT -32.2305 PLAT -5.0 RUSSELL 0.25 SOYOIL -15.0 SP400 -40.0 SUGAR11 392.0 US30 15.625 US5 3.90625 VIX -25.0 WHEAT -300.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -658.753625 ******************************************************************************** END OF REPORT ********************************************************************************