******************************************************************************** Trades report produced on 17/05/2024 21:37 from 16/05/2024 21:37 to 17/05/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12558 COPPER caleb_strategy_v3 [20240700] 2024-05-17 13:00:43 [1] 5.008000 12561 DOW caleb_strategy_v3 [20240600] 2024-05-17 14:01:00 [1] 40045.000000 12567 DOW caleb_strategy_v3 [20240600] 2024-05-17 14:02:09 [1] 40053.000000 12563 EUR caleb_strategy_v3 [20240600] 2024-05-17 14:01:07 [1] 1.087100 12559 GAS_US_mini caleb_strategy_v3 [20240700] 2024-05-17 13:00:47 [1] 2.735000 12556 GOLD_micro caleb_strategy_v3 [20240800] 2024-05-17 13:00:41 [-1] 2421.800000 12565 JPY caleb_strategy_v3 [20240600] 2024-05-17 14:01:46 [-1] 0.006451 12573 MXP caleb_strategy_v3 [20240600] 2024-05-17 14:03:11 [1] 0.059790 12575 MXP caleb_strategy_v3 [20240600] 2024-05-17 14:04:11 [1] 0.059800 12570 MXP caleb_strategy_v3 [20240600] 2024-05-17 14:02:29 [1] 0.059770 12566 MXP caleb_strategy_v3 [20240600] 2024-05-17 14:02:05 [1] 0.059770 12577 MXP caleb_strategy_v3 [20240600] 2024-05-17 14:06:05 [1] 0.059780 12569 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-17 14:02:10 [1] 18641.250000 12564 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-17 14:01:07 [1] 18637.500000 12572 NASDAQ_micro caleb_strategy_v3 [20240600] 2024-05-17 14:03:10 [1] 18650.000000 12554 OAT caleb_strategy_v3 [20240600] 2024-05-17 07:00:34 [1] 126.590000 12557 PLAT caleb_strategy_v3 [20240700] 2024-05-17 13:00:42 [1] 1073.300000 12555 ROBUSTA caleb_strategy_v3 [20240900] 2024-05-17 09:00:32 [-1] 3372.000000 12568 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:02:10 [-1] 2104.400000 12562 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:01:01 [-1] 2103.800000 12588 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:16:11 [-1] 2103.600000 12587 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:15:11 [-1] 2101.900000 12586 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:14:11 [-1] 2102.400000 12585 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:13:11 [-1] 2102.300000 12584 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:12:11 [-1] 2101.700000 12583 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:11:11 [-1] 2101.900000 12582 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:10:11 [-1] 2102.800000 12581 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:09:11 [-1] 2103.000000 12580 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:08:10 [-1] 2103.400000 12579 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:07:11 [-1] 2103.300000 12578 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:06:11 [-1] 2104.600000 12576 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:05:10 [-1] 2105.500000 12571 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:03:09 [-1] 2105.000000 12574 RUSSELL caleb_strategy_v3 [20240600] 2024-05-17 14:04:10 [-1] 2105.600000 12560 SP400 caleb_strategy_v3 [20240600] 2024-05-17 14:00:59 [1] 3025.100000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12554 OAT caleb_strategy_v3 2024-05-16 2024-05-17 08:00:28.058 2024-05-17 07:00:34 115228.058 NaN 12555 ROBUSTA caleb_strategy_v3 2024-05-16 2024-05-17 10:00:32.018 2024-05-17 09:00:32 122432.018 NaN 12556 GOLD_micro caleb_strategy_v3 2024-05-16 2024-05-17 14:00:39.926 2024-05-17 13:00:41 136839.926 NaN 12557 PLAT caleb_strategy_v3 2024-05-16 2024-05-17 14:00:41.794 2024-05-17 13:00:42 136841.794 NaN 12558 COPPER caleb_strategy_v3 2024-05-15 2024-05-17 14:00:43.174 2024-05-17 13:00:43 223243.174 NaN 12559 GAS_US_mini caleb_strategy_v3 2024-05-16 2024-05-17 14:00:44.118 2024-05-17 13:00:47 136844.118 NaN 12560 SP400 caleb_strategy_v3 2024-05-16 2024-05-17 15:00:44.142 2024-05-17 14:00:59 140444.142 NaN 12563 EUR caleb_strategy_v3 2024-05-16 2024-05-17 15:01:02.618 2024-05-17 14:01:07 140462.618 NaN 12565 JPY caleb_strategy_v3 2024-05-16 2024-05-17 15:01:08.622 2024-05-17 14:01:46 140468.622 NaN 12561 DOW caleb_strategy_v3 2024-05-16 2024-05-17 15:01:00.354 2024-05-17 14:01:00 140460.354 NaN 12567 DOW caleb_strategy_v3 2024-05-16 2024-05-17 15:02:09.379 2024-05-17 14:02:09 140529.379 NaN 12569 NASDAQ_micro caleb_strategy_v3 2024-05-16 2024-05-17 15:02:10.759 2024-05-17 14:02:10 140530.759 NaN 12564 NASDAQ_micro caleb_strategy_v3 2024-05-16 2024-05-17 15:01:07.930 2024-05-17 14:01:07 140467.93 NaN 12572 NASDAQ_micro caleb_strategy_v3 2024-05-16 2024-05-17 15:03:10.311 2024-05-17 14:03:10 140590.311 NaN 12577 MXP caleb_strategy_v3 2024-05-16 2024-05-17 15:05:10.959 2024-05-17 14:06:05 140710.959 NaN 12566 MXP caleb_strategy_v3 2024-05-16 2024-05-17 15:01:46.666 2024-05-17 14:02:05 140506.666 NaN 12570 MXP caleb_strategy_v3 2024-05-16 2024-05-17 15:02:11.295 2024-05-17 14:02:29 140531.295 NaN 12573 MXP caleb_strategy_v3 2024-05-16 2024-05-17 15:03:10.985 2024-05-17 14:03:11 140590.985 NaN 12575 MXP caleb_strategy_v3 2024-05-16 2024-05-17 15:04:10.934 2024-05-17 14:04:11 140650.934 NaN 12576 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:05:10.421 2024-05-17 14:05:10 140710.421 NaN 12578 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:06:10.914 2024-05-17 14:06:11 140770.914 NaN 12579 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:07:10.976 2024-05-17 14:07:11 140830.976 NaN 12580 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:08:10.810 2024-05-17 14:08:10 140890.81 NaN 12581 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:09:11.012 2024-05-17 14:09:11 140951.012 NaN 12582 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:10:11.065 2024-05-17 14:10:11 141011.065 NaN 12583 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:11:11.078 2024-05-17 14:11:11 141071.078 NaN 12584 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:12:11.196 2024-05-17 14:12:11 141131.196 NaN 12585 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:13:11.024 2024-05-17 14:13:11 141191.024 NaN 12586 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:14:11.690 2024-05-17 14:14:11 141251.69 NaN 12587 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:15:11.799 2024-05-17 14:15:11 141311.799 NaN 12588 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:16:11.870 2024-05-17 14:16:11 141371.87 NaN 12562 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:01:01.174 2024-05-17 14:01:01 140461.174 NaN 12568 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:02:10.093 2024-05-17 14:02:10 140530.093 NaN 12571 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:03:09.872 2024-05-17 14:03:09 140589.872 NaN 12574 RUSSELL caleb_strategy_v3 2024-05-16 2024-05-17 15:04:10.366 2024-05-17 14:04:10 140650.366 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 12554 OAT caleb_strategy_v3 [1] 126.62 None 126.595 126.6 126.59 126.59 126.59 0.025 -0.005 0.01 0.0 NaN 0.005 12555 ROBUSTA caleb_strategy_v3 [-1] 3357.0 None 3373.5 3372.0 3375.0 3375.0 3372.0 16.5 -1.5 -0.0 -3.0 NaN -1.5 12556 GOLD_micro caleb_strategy_v3 [-1] 2408.2 None 2421.6 2421.4 2421.8 2421.8 2421.8 13.4 -0.2 0.4 -0.0 NaN 0.2 12557 PLAT caleb_strategy_v3 [1] 1071.9 None 1073.2 1073.3 1073.1 1073.1 1073.3 -1.3 -0.1 0.0 -0.2 NaN -0.1 12558 COPPER caleb_strategy_v3 [1] 4.924 None 5.0085 5.009 5.008 5.008 5.008 -0.0845 -0.0005 0.001 0.0 NaN 0.0005 12559 GAS_US_mini caleb_strategy_v3 [1] 2.695 None 2.735 2.74 2.73 2.73 2.735 -0.04 -0.005 0.005 -0.005 NaN 0.0 12560 SP400 caleb_strategy_v3 [1] 3035.5 None 3024.7 3025.1 3024.3 3024.3 3025.1 10.8 -0.4 0.0 -0.8 NaN -0.4 12563 EUR caleb_strategy_v3 [1] 1.08835 None 1.087025 1.08705 1.087 1.087 1.0871 0.001325 -0.000025 -0.00005 -0.0001 NaN -0.000075 12565 JPY caleb_strategy_v3 [-1] 0.006468 None 0.00645 0.00645 0.00645 0.00645 0.006451 -0.000018 -0.0 0.000001 0.000001 NaN 0.000001 12561 DOW caleb_strategy_v3 [1] 40104.0 None 40044.0 40045.0 40043.0 40043.0 40045.0 60.0 -1.0 0.0 -2.0 NaN -1.0 12567 DOW caleb_strategy_v3 [1] 40104.0 None 40044.5 40045.0 40044.0 40044.0 40053.0 59.5 -0.5 -8.0 -9.0 NaN -8.5 12569 NASDAQ_micro caleb_strategy_v3 [1] 18697.5 None 18637.375 18637.5 18637.25 18637.25 18641.25 60.125 -0.125 -3.75 -4.0 NaN -3.875 12564 NASDAQ_micro caleb_strategy_v3 [1] 18697.5 None 18637.75 18638.0 18637.5 18637.5 18637.5 59.75 -0.25 0.5 0.0 NaN 0.25 12572 NASDAQ_micro caleb_strategy_v3 [1] 18697.5 None 18641.125 18641.25 18641.0 18641.0 18650.0 56.375 -0.125 -8.75 -9.0 NaN -8.875 12577 MXP caleb_strategy_v3 [1] 0.05972 None 0.05979 0.0598 0.05978 0.05978 0.05978 -0.00007 -0.00001 0.00002 0.0 NaN 0.00001 12566 MXP caleb_strategy_v3 [1] 0.05972 None 0.059775 0.05978 0.05977 0.05977 0.05977 -0.000055 -0.000005 0.00001 0.0 NaN 0.000005 12570 MXP caleb_strategy_v3 [1] 0.05972 None 0.059775 0.05978 0.05977 0.05977 0.05977 -0.000055 -0.000005 0.00001 0.0 NaN 0.000005 12573 MXP caleb_strategy_v3 [1] 0.05972 None 0.05977 0.05978 0.05976 0.05976 0.05979 -0.00005 -0.00001 -0.00001 -0.00003 NaN -0.00002 12575 MXP caleb_strategy_v3 [1] 0.05972 None 0.05978 0.05979 0.05977 0.05977 0.0598 -0.00006 -0.00001 -0.00001 -0.00003 NaN -0.00002 12576 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2105.65 2105.6 2105.7 2105.7 2105.5 -4.15 -0.05 -0.1 -0.2 NaN -0.15 12578 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2105.55 2105.5 2105.6 2105.6 2104.6 -4.25 -0.05 -0.9 -1.0 NaN -0.95 12579 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2104.7 2104.6 2104.8 2104.8 2103.3 -5.1 -0.1 -1.3 -1.5 NaN -1.4 12580 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2103.35 2103.3 2103.4 2103.4 2103.4 -6.45 -0.05 0.1 -0.0 NaN 0.05 12581 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2103.45 2103.4 2103.5 2103.5 2103.0 -6.35 -0.05 -0.4 -0.5 NaN -0.45 12582 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2103.1 2103.0 2103.2 2103.2 2102.8 -6.7 -0.1 -0.2 -0.4 NaN -0.3 12583 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2102.85 2102.8 2102.9 2102.9 2101.9 -6.95 -0.05 -0.9 -1.0 NaN -0.95 12584 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2102.0 2101.9 2102.1 2102.1 2101.7 -7.8 -0.1 -0.2 -0.4 NaN -0.3 12585 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2101.85 2101.8 2101.9 2101.9 2102.3 -7.95 -0.05 0.5 0.4 NaN 0.45 12586 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2102.35 2102.3 2102.4 2102.4 2102.4 -7.45 -0.05 0.1 -0.0 NaN 0.05 12587 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2102.5 2102.4 2102.6 2102.6 2101.9 -7.3 -0.1 -0.5 -0.7 NaN -0.6 12588 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2102.0 2101.9 2102.1 2102.1 2103.6 -7.8 -0.1 1.7 1.5 NaN 1.6 12562 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2104.0 2103.9 2104.1 2104.1 2103.8 -5.8 -0.1 -0.1 -0.3 NaN -0.2 12568 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2103.85 2103.8 2103.9 2103.9 2104.4 -5.95 -0.05 0.6 0.5 NaN 0.55 12571 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2104.5 2104.4 2104.6 2104.6 2105.0 -5.3 -0.1 0.6 0.4 NaN 0.5 12574 RUSSELL caleb_strategy_v3 [-1] 2109.8 None 2105.1 2105.0 2105.2 2105.2 2105.6 -4.7 -0.1 0.6 0.4 NaN 0.5 =============================================================================================================================================================== 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 12554 OAT caleb_strategy_v3 [1] 10.283336 24.311177 -4.862235 9.724471 0.0 NaN 4.862235 12555 ROBUSTA caleb_strategy_v3 [-1] 1242.122457 132.837144 -12.076104 -0.0 -24.152208 NaN -12.076104 12556 GOLD_micro caleb_strategy_v3 [-1] 352.850473 379.764263 -5.668123 11.336247 -0.0 NaN 5.668123 12557 PLAT caleb_strategy_v3 [1] 260.11732 -49.977449 -3.844419 0.0 -7.688838 NaN -3.844419 12558 COPPER caleb_strategy_v3 [1] 1.052352 -802.963503 -4.751263 9.502527 0.0 NaN 4.751263 12559 GAS_US_mini caleb_strategy_v3 [1] 1.469313 -272.236021 -34.029503 34.029503 -34.029503 NaN 0.0 12560 SP400 caleb_strategy_v3 [1] 418.98494 257.765828 -9.546883 0.0 -19.093765 NaN -9.546883 12563 EUR caleb_strategy_v3 [1] 0.061796 214.416428 -4.045593 -8.091186 -16.182372 NaN -12.136779 12565 JPY caleb_strategy_v3 [-1] 0.000734 -241.92639 -3.407414 13.629656 6.814828 NaN 10.222242 12561 DOW caleb_strategy_v3 [1] 4067.941038 147.494763 -2.458246 0.0 -4.916492 NaN -2.458246 12567 DOW caleb_strategy_v3 [1] 4067.941038 146.26564 -1.229123 -19.665968 -22.124214 NaN -20.895091 12569 NASDAQ_micro caleb_strategy_v3 [1] 2900.075611 207.322181 -0.431023 -12.930697 -13.792744 NaN -13.361721 12564 NASDAQ_micro caleb_strategy_v3 [1] 2900.075611 206.029111 -0.862046 1.724093 0.0 NaN 0.862046 12572 NASDAQ_micro caleb_strategy_v3 [1] 2900.075611 194.391483 -0.431023 -30.171627 -31.033674 NaN -30.60265 12577 MXP caleb_strategy_v3 [1] 0.005283 -132.493796 -18.927685 37.85537 0.0 NaN 18.927685 12566 MXP caleb_strategy_v3 [1] 0.005283 -104.102268 -9.463843 18.927685 0.0 NaN 9.463843 12570 MXP caleb_strategy_v3 [1] 0.005283 -104.102268 -9.463843 18.927685 0.0 NaN 9.463843 12573 MXP caleb_strategy_v3 [1] 0.005283 -94.638426 -18.927685 -18.927685 -56.783055 NaN -37.85537 12575 MXP caleb_strategy_v3 [1] 0.005283 -113.566111 -18.927685 -18.927685 -56.783055 NaN -37.85537 12576 RUSSELL caleb_strategy_v3 [-1] 358.963966 -115.61049 -1.392897 -2.785795 -5.57159 NaN -4.178692 12578 RUSSELL caleb_strategy_v3 [-1] 358.963966 -118.396285 -1.392897 -25.072154 -27.857949 NaN -26.465052 12579 RUSSELL caleb_strategy_v3 [-1] 358.963966 -142.075542 -2.785795 -36.215334 -41.786924 NaN -39.001129 12580 RUSSELL caleb_strategy_v3 [-1] 358.963966 -179.683774 -1.392897 2.785795 -0.0 NaN 1.392897 12581 RUSSELL caleb_strategy_v3 [-1] 358.963966 -176.897979 -1.392897 -11.14318 -13.928975 NaN -12.536077 12582 RUSSELL caleb_strategy_v3 [-1] 358.963966 -186.648261 -2.785795 -5.57159 -11.14318 NaN -8.357385 12583 RUSSELL caleb_strategy_v3 [-1] 358.963966 -193.612749 -1.392897 -25.072154 -27.857949 NaN -26.465052 12584 RUSSELL caleb_strategy_v3 [-1] 358.963966 -217.292006 -2.785795 -5.57159 -11.14318 NaN -8.357385 12585 RUSSELL caleb_strategy_v3 [-1] 358.963966 -221.470698 -1.392897 13.928975 11.14318 NaN 12.536077 12586 RUSSELL caleb_strategy_v3 [-1] 358.963966 -207.541723 -1.392897 2.785795 -0.0 NaN 1.392897 12587 RUSSELL caleb_strategy_v3 [-1] 358.963966 -203.363031 -2.785795 -13.928975 -19.500565 NaN -16.71477 12588 RUSSELL caleb_strategy_v3 [-1] 358.963966 -217.292006 -2.785795 47.358514 41.786924 NaN 44.572719 12562 RUSSELL caleb_strategy_v3 [-1] 358.963966 -161.576107 -2.785795 -2.785795 -8.357385 NaN -5.57159 12568 RUSSELL caleb_strategy_v3 [-1] 358.963966 -165.754799 -1.392897 16.71477 13.928975 NaN 15.321872 12571 RUSSELL caleb_strategy_v3 [-1] 358.963966 -147.647132 -2.785795 16.71477 11.14318 NaN 13.928975 12574 RUSSELL caleb_strategy_v3 [-1] 358.963966 -130.932362 -2.785795 16.71477 11.14318 NaN 13.928975 ======================================================================================================================================================================== 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 12554 OAT caleb_strategy_v3 [1] 1086.35 27.15875 -5.43175 10.8635 0.0 NaN 5.43175 12555 ROBUSTA caleb_strategy_v3 [-1] 10.0 165.0 -15.0 -0.0 -30.0 NaN -15.0 12556 GOLD_micro caleb_strategy_v3 [-1] 10.0 134.0 -2.0 4.0 -0.0 NaN 2.0 12557 PLAT caleb_strategy_v3 [1] 50.0 -65.0 -5.0 0.0 -10.0 NaN -5.0 12558 COPPER caleb_strategy_v3 [1] 25000.0 -2112.5 -12.5 25.0 0.0 NaN 12.5 12559 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -100.0 -12.5 12.5 -12.5 NaN 0.0 12560 SP400 caleb_strategy_v3 [1] 100.0 1080.0 -40.0 0.0 -80.0 NaN -40.0 12563 EUR caleb_strategy_v3 [1] 125000.0 165.625 -3.125 -6.25 -12.5 NaN -9.375 12565 JPY caleb_strategy_v3 [-1] 12500000.0 -221.875 -3.125 12.5 6.25 NaN 9.375 12561 DOW caleb_strategy_v3 [1] 0.5 30.0 -0.5 0.0 -1.0 NaN -0.5 12567 DOW caleb_strategy_v3 [1] 0.5 29.75 -0.25 -4.0 -4.5 NaN -4.25 12569 NASDAQ_micro caleb_strategy_v3 [1] 2.0 120.25 -0.25 -7.5 -8.0 NaN -7.75 12564 NASDAQ_micro caleb_strategy_v3 [1] 2.0 119.5 -0.5 1.0 0.0 NaN 0.5 12572 NASDAQ_micro caleb_strategy_v3 [1] 2.0 112.75 -0.25 -17.5 -18.0 NaN -17.75 12577 MXP caleb_strategy_v3 [1] 500000.0 -35.0 -5.0 10.0 0.0 NaN 5.0 12566 MXP caleb_strategy_v3 [1] 500000.0 -27.5 -2.5 5.0 0.0 NaN 2.5 12570 MXP caleb_strategy_v3 [1] 500000.0 -27.5 -2.5 5.0 0.0 NaN 2.5 12573 MXP caleb_strategy_v3 [1] 500000.0 -25.0 -5.0 -5.0 -15.0 NaN -10.0 12575 MXP caleb_strategy_v3 [1] 500000.0 -30.0 -5.0 -5.0 -15.0 NaN -10.0 12576 RUSSELL caleb_strategy_v3 [-1] 5.0 -20.75 -0.25 -0.5 -1.0 NaN -0.75 12578 RUSSELL caleb_strategy_v3 [-1] 5.0 -21.25 -0.25 -4.5 -5.0 NaN -4.75 12579 RUSSELL caleb_strategy_v3 [-1] 5.0 -25.5 -0.5 -6.5 -7.5 NaN -7.0 12580 RUSSELL caleb_strategy_v3 [-1] 5.0 -32.25 -0.25 0.5 -0.0 NaN 0.25 12581 RUSSELL caleb_strategy_v3 [-1] 5.0 -31.75 -0.25 -2.0 -2.5 NaN -2.25 12582 RUSSELL caleb_strategy_v3 [-1] 5.0 -33.5 -0.5 -1.0 -2.0 NaN -1.5 12583 RUSSELL caleb_strategy_v3 [-1] 5.0 -34.75 -0.25 -4.5 -5.0 NaN -4.75 12584 RUSSELL caleb_strategy_v3 [-1] 5.0 -39.0 -0.5 -1.0 -2.0 NaN -1.5 12585 RUSSELL caleb_strategy_v3 [-1] 5.0 -39.75 -0.25 2.5 2.0 NaN 2.25 12586 RUSSELL caleb_strategy_v3 [-1] 5.0 -37.25 -0.25 0.5 -0.0 NaN 0.25 12587 RUSSELL caleb_strategy_v3 [-1] 5.0 -36.5 -0.5 -2.5 -3.5 NaN -3.0 12588 RUSSELL caleb_strategy_v3 [-1] 5.0 -39.0 -0.5 8.5 7.5 NaN 8.0 12562 RUSSELL caleb_strategy_v3 [-1] 5.0 -29.0 -0.5 -0.5 -1.5 NaN -1.0 12568 RUSSELL caleb_strategy_v3 [-1] 5.0 -29.75 -0.25 3.0 2.5 NaN 2.75 12571 RUSSELL caleb_strategy_v3 [-1] 5.0 -26.5 -0.5 3.0 2.0 NaN 2.5 12574 RUSSELL caleb_strategy_v3 [-1] 5.0 -23.5 -0.5 3.0 2.0 NaN 2.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER -2112.5 DOW 59.75 EUR 165.625 GAS_US_mini -100.0 GOLD_micro 134.0 JPY -221.875 MXP -145.0 NASDAQ_micro 352.5 OAT 27.15875 PLAT -65.0 ROBUSTA 165.0 RUSSELL -500.0 SP400 1080.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1160.34125 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -12.5 DOW -0.75 EUR -3.125 GAS_US_mini -12.5 GOLD_micro -2.0 JPY -3.125 MXP -20.0 NASDAQ_micro -1.0 OAT -5.43175 PLAT -5.0 ROBUSTA -15.0 RUSSELL -6.0 SP400 -40.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -126.43175 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER 25.0 DOW -4.0 EUR -6.25 GAS_US_mini 12.5 GOLD_micro 4.0 JPY 12.5 MXP 10.0 NASDAQ_micro -24.0 OAT 10.8635 PLAT 0.0 ROBUSTA -0.0 RUSSELL -2.0 SP400 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 38.6135 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0.0 DOW -5.5 EUR -12.5 GAS_US_mini -12.5 GOLD_micro -0.0 JPY 6.25 MXP -30.0 NASDAQ_micro -26.0 OAT 0.0 PLAT -10.0 ROBUSTA -30.0 RUSSELL -14.0 SP400 -80.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -214.25 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 DOW 0 EUR 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 MXP 0 NASDAQ_micro 0 OAT 0 PLAT 0 ROBUSTA 0 RUSSELL 0 SP400 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 COPPER 12.5 DOW -4.75 EUR -9.375 GAS_US_mini 0.0 GOLD_micro 2.0 JPY 9.375 MXP -10.0 NASDAQ_micro -25.0 OAT 5.43175 PLAT -5.0 ROBUSTA -15.0 RUSSELL -8.0 SP400 -40.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -87.81825 ******************************************************************************** END OF REPORT ********************************************************************************