******************************************************************************** Trades report produced on 03/06/2024 21:37 from 02/06/2024 21:37 to 03/06/2024 21:37 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12948 BUND caleb_strategy_v3 [20240900] 2024-06-03 07:03:44.000 [-1] 129.990000 12944 BUND caleb_strategy_v3 [20240900] 2024-06-03 07:01:29.000 [-1] 129.950000 12945 BUXL caleb_strategy_v3 [20240900] 2024-06-03 07:02:51.000 [-1] 128.020000 12962 COFFEE caleb_strategy_v3 [20240900] 2024-06-03 13:21:00.000 [1] 227.000000 12963 COTTON2 caleb_strategy_v3 [20241200] 2024-06-03 13:21:01.000 [-1] 74.380000 12952 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:15:26.000 [1] 18703.000000 12954 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:17:27.000 [1] 18699.000000 12955 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:18:26.000 [1] 18694.000000 12956 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:19:27.000 [1] 18692.000000 12946 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:03:39.000 [1] 18716.000000 12951 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:15:04.000 [1] 18705.000000 12949 DAX caleb_strategy_v3 [20240600] 2024-06-03 19:45:24.062 [0] NaN 12953 DAX caleb_strategy_v3 [20240600] 2024-06-03 07:16:26.000 [1] 18697.000000 12947 EUROSTX caleb_strategy_v3 [20240600] 2024-06-03 07:03:41.000 [1] 5041.000000 12950 EUROSTX caleb_strategy_v3 [20240600] 2024-06-03 07:14:23.000 [1] 5041.000000 12957 GASOIL caleb_strategy_v3 [20240800] 2024-06-03 08:00:35.000 [-1] 739.250000 12958 GASOIL caleb_strategy_v3 [20240800] 2024-06-03 08:01:33.000 [-1] 738.500000 12964 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-03 13:21:02.000 [-1] 2354.400000 12967 JPY caleb_strategy_v3 [20240600] 2024-06-03 19:45:24.225 [0] NaN 12971 JPY caleb_strategy_v3 [20240600] 2024-06-03 14:17:16.000 [1] 0.006416 12969 JPY caleb_strategy_v3 [20240600] 2024-06-03 14:17:12.000 [1] 0.006416 12972 LIVECOW caleb_strategy_v3 [20240800] 2024-06-03 14:30:19.000 [1] 178.000000 12938 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-03 02:01:26.000 [1] 38855.000000 12943 NIKKEI caleb_strategy_v3 [20240900] 2024-06-03 02:06:04.000 [-1] 38870.000000 12942 NIKKEI caleb_strategy_v3 [20240900] 2024-06-03 02:03:16.000 [-1] 38850.000000 12941 NIKKEI _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-03 02:03:05.000 [-1] 38860.000000 12940 NIKKEI _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-03 02:03:04.000 [1] 38870.000000 12939 NIKKEI _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-03 02:01:27.000 [-1] 38845.000000 12960 PALLAD caleb_strategy_v3 [20240900] 2024-06-03 13:02:00.000 [-1] 921.000000 12959 ROBUSTA caleb_strategy_v3 [20240900] 2024-06-03 09:05:28.000 [-1] 4029.000000 12965 SUGAR11 caleb_strategy_v3 [20241000] 2024-06-03 13:21:06.000 [-1] 18.520000 12961 SUGAR11 caleb_strategy_v3 [20241000] 2024-06-03 19:45:24.143 [0] NaN 12966 SUGAR11 caleb_strategy_v3 [20241000] 2024-06-03 13:22:06.000 [-1] 18.550000 12968 US5 caleb_strategy_v3 [20240900] 2024-06-03 14:10:38.000 [1] 106.234375 12970 US5 caleb_strategy_v3 [20240900] 2024-06-03 14:17:13.000 [1] 106.210938 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12938 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-05-31 20:00:00 2024-06-03 03:01:15.934 2024-06-03 02:01:26.000 198075.934 NaN 12939 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-05-31 20:00:00 2024-06-03 03:01:27.322 2024-06-03 02:01:27.000 198087.322 NaN 12940 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-05-31 20:00:00 2024-06-03 03:02:15.823 2024-06-03 02:03:04.000 198135.823 NaN 12941 NIKKEI _ROLL_PSEUDO_STRATEGY 2024-05-31 20:00:00 2024-06-03 03:03:04.964 2024-06-03 02:03:05.000 198184.964 NaN 12942 NIKKEI caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 03:03:16.421 2024-06-03 02:03:16.000 270196.421 NaN 12943 NIKKEI caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 03:04:16.763 2024-06-03 02:06:04.000 270256.763 NaN 12945 BUXL caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:01:30.286 2024-06-03 07:02:51.000 288090.286 NaN 12944 BUND caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:00:31.167 2024-06-03 07:01:29.000 288031.167 NaN 12948 BUND caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:03:44.500 2024-06-03 07:03:44.000 288224.5 NaN 12947 EUROSTX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:03:41.167 2024-06-03 07:03:41.000 288221.167 NaN 12950 EUROSTX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:13:45.739 2024-06-03 07:14:23.000 288825.739 NaN 12957 GASOIL caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 09:00:33.910 2024-06-03 08:00:35.000 291633.91 NaN 12958 GASOIL caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 09:01:33.733 2024-06-03 08:01:33.000 291693.733 NaN 12959 ROBUSTA caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 10:00:40.334 2024-06-03 09:05:28.000 295240.334 NaN 12960 PALLAD caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:00:54.230 2024-06-03 13:02:00.000 309654.23 NaN 12962 COFFEE caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:12:02.239 2024-06-03 13:21:00.000 310322.239 NaN 12963 COTTON2 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:21:01.595 2024-06-03 13:21:01.000 310861.595 NaN 12964 GOLD_micro caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:21:02.651 2024-06-03 13:21:02.000 310862.651 NaN 12968 US5 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:10:12.574 2024-06-03 14:10:38.000 313812.574 NaN 12970 US5 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:17:12.986 2024-06-03 14:17:13.000 314232.986 NaN 12972 LIVECOW caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:30:19.214 2024-06-03 14:30:19.000 315019.214 NaN 12969 JPY caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:11:00.477 2024-06-03 14:17:12.000 313860.477 NaN 12971 JPY caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:17:16.694 2024-06-03 14:17:16.000 314236.694 NaN 12967 JPY caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 15:00:11.486 2024-06-03 19:45:24.225 313211.486 17112.739 12946 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:02:52.866 2024-06-03 07:03:39.000 288172.866 NaN 12949 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:03:45.172 2024-06-03 19:45:24.062 288225.172 42098.89 12951 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:14:26.403 2024-06-03 07:15:04.000 288866.403 NaN 12952 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:15:26.833 2024-06-03 07:15:26.000 288926.833 NaN 12953 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:16:26.846 2024-06-03 07:16:26.000 288986.846 NaN 12954 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:17:26.920 2024-06-03 07:17:27.000 289046.92 NaN 12955 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:18:26.809 2024-06-03 07:18:26.000 289106.809 NaN 12956 DAX caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 08:19:26.988 2024-06-03 07:19:27.000 289166.988 NaN 12961 SUGAR11 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:02:01.371 2024-06-03 19:45:24.143 309721.371 20602.772 12965 SUGAR11 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:21:06.024 2024-06-03 13:21:06.000 310866.024 NaN 12966 SUGAR11 caleb_strategy_v3 2024-05-31 00:00:00 2024-06-03 14:22:06.305 2024-06-03 13:22:06.000 310926.305 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 12938 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38435.0 None 38857.5 38860.0 38855.0 38855.0 38855.0 -422.5 -2.5 5.0 0.0 NaN 2.5 12939 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38420.0 None 38837.5 38835.0 38840.0 38840.0 38845.0 417.5 -2.5 10.0 5.0 NaN 7.5 12940 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 38435.0 None 38847.5 38850.0 38845.0 38845.0 38870.0 -412.5 -2.5 -20.0 -25.0 NaN -22.5 12941 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 38420.0 None 38837.5 38835.0 38840.0 38840.0 38860.0 417.5 -2.5 25.0 20.0 NaN 22.5 12942 NIKKEI caleb_strategy_v3 [-1] 38420.0 None 38857.5 38855.0 38860.0 38860.0 38850.0 437.5 -2.5 -5.0 -10.0 NaN -7.5 12943 NIKKEI caleb_strategy_v3 [-1] 38420.0 None 38867.5 38865.0 38870.0 38870.0 38870.0 447.5 -2.5 5.0 -0.0 NaN 2.5 12945 BUXL caleb_strategy_v3 [-1] 127.54 None 128.01 128.0 128.02 128.02 128.02 0.47 -0.01 0.02 -0.0 NaN 0.01 12944 BUND caleb_strategy_v3 [-1] 129.76 None 129.97 129.96 129.98 129.98 129.95 0.21 -0.01 -0.01 -0.03 NaN -0.02 12948 BUND caleb_strategy_v3 [-1] 129.76 None 129.96 129.95 129.97 129.97 129.99 0.2 -0.01 0.04 0.02 NaN 0.03 12947 EUROSTX caleb_strategy_v3 [1] 4998.0 None 5041.5 5042.0 5041.0 5041.0 5041.0 -43.5 -0.5 1.0 0.0 NaN 0.5 12950 EUROSTX caleb_strategy_v3 [1] 4998.0 None 5041.5 5042.0 5041.0 5041.0 5041.0 -43.5 -0.5 1.0 0.0 NaN 0.5 12957 GASOIL caleb_strategy_v3 [-1] 736.25 None 738.625 738.5 738.75 738.75 739.25 2.375 -0.125 0.75 0.5 NaN 0.625 12958 GASOIL caleb_strategy_v3 [-1] 736.25 None 738.5 738.25 738.75 738.75 738.5 2.25 -0.25 0.25 -0.25 NaN 0.0 12959 ROBUSTA caleb_strategy_v3 [-1] 3983.0 None 4035.5 4034.0 4037.0 4037.0 4029.0 52.5 -1.5 -5.0 -8.0 NaN -6.5 12960 PALLAD caleb_strategy_v3 [-1] 916.5 None 920.5 920.0 921.0 921.0 921.0 4.0 -0.5 1.0 -0.0 NaN 0.5 12962 COFFEE caleb_strategy_v3 [1] 219.7 None 226.825 226.9 226.75 226.75 227.0 -7.125 -0.075 -0.1 -0.25 NaN -0.175 12963 COTTON2 caleb_strategy_v3 [-1] 75.03 None 74.31 74.3 74.32 74.32 74.38 -0.72 -0.01 0.08 0.06 NaN 0.07 12964 GOLD_micro caleb_strategy_v3 [-1] 2342.8 None 2352.65 2352.6 2352.7 2352.7 2354.4 9.85 -0.05 1.8 1.7 NaN 1.75 12968 US5 caleb_strategy_v3 [1] 105.835938 None 106.238281 106.242188 106.234375 106.234375 106.234375 -0.402344 -0.003906 0.007812 0.0 NaN 0.003906 12970 US5 caleb_strategy_v3 [1] 105.835938 None 106.191406 106.195312 106.1875 106.1875 106.210938 -0.355469 -0.003906 -0.015625 -0.023438 NaN -0.019532 12972 LIVECOW caleb_strategy_v3 [1] 178.45 None 178.2 178.225 178.175 178.175 178.0 0.25 -0.025 0.225 0.175 NaN 0.2 12969 JPY caleb_strategy_v3 [1] 0.006375 None 0.006407 0.006407 0.006406 0.006406 0.006416 -0.000032 -0.0 -0.000009 -0.00001 NaN -0.000009 12971 JPY caleb_strategy_v3 [1] 0.006375 None 0.006416 0.006416 0.006416 0.006415 0.006416 -0.000041 -0.0 0.0 -0.000001 NaN -0.0 12967 JPY caleb_strategy_v3 [1] 0.006375 None 0.006395 0.006395 0.006395 0.006395 NaN -0.00002 -0.0 NaN NaN NaN NaN 12946 DAX caleb_strategy_v3 [1] 18567.0 None 18711.0 18712.0 18710.0 18710.0 18716.0 -144.0 -1.0 -4.0 -6.0 NaN -5.0 12949 DAX caleb_strategy_v3 [1] 18567.0 None 18715.0 18716.0 18714.0 18714.0 NaN -148.0 -1.0 NaN NaN NaN NaN 12951 DAX caleb_strategy_v3 [1] 18567.0 None 18704.0 18705.0 18703.0 18703.0 18705.0 -137.0 -1.0 0.0 -2.0 NaN -1.0 12952 DAX caleb_strategy_v3 [1] 18567.0 None 18735.0 18736.0 18734.0 18734.0 18703.0 -168.0 -1.0 33.0 31.0 NaN 32.0 12953 DAX caleb_strategy_v3 [1] 18567.0 None 18735.0 18736.0 18734.0 18734.0 18697.0 -168.0 -1.0 39.0 37.0 NaN 38.0 12954 DAX caleb_strategy_v3 [1] 18567.0 None 18735.0 18736.0 18734.0 18734.0 18699.0 -168.0 -1.0 37.0 35.0 NaN 36.0 12955 DAX caleb_strategy_v3 [1] 18567.0 None 18735.0 18736.0 18734.0 18734.0 18694.0 -168.0 -1.0 42.0 40.0 NaN 41.0 12956 DAX caleb_strategy_v3 [1] 18567.0 None 18735.0 18736.0 18734.0 18734.0 18692.0 -168.0 -1.0 44.0 42.0 NaN 43.0 12961 SUGAR11 caleb_strategy_v3 [-1] 18.31 None 18.555 18.55 18.56 18.56 NaN 0.245 -0.005 NaN NaN NaN NaN 12965 SUGAR11 caleb_strategy_v3 [-1] 18.31 None 18.53 18.52 18.54 18.54 18.52 0.22 -0.01 -0.0 -0.02 NaN -0.01 12966 SUGAR11 caleb_strategy_v3 [-1] 18.31 None 18.44 18.43 18.45 18.45 18.55 0.13 -0.01 0.12 0.1 NaN 0.11 =================================================================================================================================================================== 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 12938 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 6064.289448 -696.701573 -4.122495 8.244989 0.0 NaN 4.122495 12939 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 6064.289448 688.456584 -4.122495 16.489978 8.244989 NaN 12.367484 12940 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 6064.289448 -680.211595 -4.122495 -32.979956 -41.224945 NaN -37.102451 12941 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 6064.289448 688.456584 -4.122495 41.224945 32.979956 NaN 37.102451 12942 NIKKEI caleb_strategy_v3 [-1] 6064.289448 721.436541 -4.122495 -8.244989 -16.489978 NaN -12.367484 12943 NIKKEI caleb_strategy_v3 [-1] 6064.289448 737.926519 -4.122495 8.244989 -0.0 NaN 4.122495 12945 BUXL caleb_strategy_v3 [-1] 22.472106 209.148181 -4.449961 8.899923 -0.0 NaN 4.449961 12944 BUND caleb_strategy_v3 [-1] 9.761589 215.128915 -10.244234 -10.244234 -30.732702 NaN -20.488468 12948 BUND caleb_strategy_v3 [-1] 9.761589 204.884681 -10.244234 40.976936 20.488468 NaN 30.732702 12947 EUROSTX caleb_strategy_v3 [1] 528.008701 -823.85006 -9.469541 18.939082 0.0 NaN 9.469541 12950 EUROSTX caleb_strategy_v3 [1] 528.008701 -823.85006 -9.469541 18.939082 0.0 NaN 9.469541 12957 GASOIL caleb_strategy_v3 [-1] 199.148871 119.257518 -6.276711 37.660269 25.106846 NaN 31.383557 12958 GASOIL caleb_strategy_v3 [-1] 199.148871 112.980806 -12.553423 12.553423 -12.553423 NaN 0.0 12959 ROBUSTA caleb_strategy_v3 [-1] 1403.276524 374.124409 -10.689269 -35.630896 -57.009434 NaN -46.320165 12960 PALLAD caleb_strategy_v3 [-1] 413.576209 96.717362 -12.08967 24.179341 -0.0 NaN 12.08967 12962 COFFEE caleb_strategy_v3 [1] 78.437424 -908.367416 -9.561762 -12.749016 -31.872541 NaN -22.310779 12963 COTTON2 caleb_strategy_v3 [-1] 23.276469 -309.325267 -4.296184 34.369474 25.777106 NaN 30.07329 12964 GOLD_micro caleb_strategy_v3 [-1] 363.112994 271.265423 -1.376982 49.571346 46.817383 NaN 48.194365 12968 US5 caleb_strategy_v3 [1] 4.505567 -892.9925 -8.66983 17.33966 0.0 NaN 8.66983 12970 US5 caleb_strategy_v3 [1] 4.505567 -788.954539 -8.66983 -34.68043 -52.02009 NaN -43.35026 12972 LIVECOW caleb_strategy_v3 [1] 21.507061 116.240895 -11.624089 104.616805 81.368626 NaN 92.992716 12969 JPY caleb_strategy_v3 [1] 0.000631 -499.184317 -7.923561 -142.624091 -158.471212 NaN -150.547651 12971 JPY caleb_strategy_v3 [1] 0.000631 -645.770188 -3.96178 0.0 -7.923561 NaN -3.96178 12967 JPY caleb_strategy_v3 [1] 0.000631 -312.980643 -3.96178 NaN NaN NaN NaN 12946 DAX caleb_strategy_v3 [1] 1926.382963 -747.514917 -5.191076 -20.764303 -31.146455 NaN -25.955379 12949 DAX caleb_strategy_v3 [1] 1926.382963 -768.27922 -5.191076 NaN NaN NaN NaN 12951 DAX caleb_strategy_v3 [1] 1926.382963 -711.177386 -5.191076 0.0 -10.382152 NaN -5.191076 12952 DAX caleb_strategy_v3 [1] 1926.382963 -872.100736 -5.191076 171.305502 160.92335 NaN 166.114426 12953 DAX caleb_strategy_v3 [1] 1926.382963 -872.100736 -5.191076 202.451957 192.069805 NaN 197.260881 12954 DAX caleb_strategy_v3 [1] 1926.382963 -872.100736 -5.191076 192.069805 181.687653 NaN 186.878729 12955 DAX caleb_strategy_v3 [1] 1926.382963 -872.100736 -5.191076 218.025184 207.643032 NaN 212.834108 12956 DAX caleb_strategy_v3 [1] 1926.382963 -872.100736 -5.191076 228.407336 218.025184 NaN 223.21626 12961 SUGAR11 caleb_strategy_v3 [-1] 5.067199 483.501812 -9.867384 NaN NaN NaN NaN 12965 SUGAR11 caleb_strategy_v3 [-1] 5.067199 434.164893 -19.734768 -0.0 -39.469536 NaN -19.734768 12966 SUGAR11 caleb_strategy_v3 [-1] 5.067199 256.551982 -19.734768 236.817214 197.347678 NaN 217.082446 ============================================================================================================================================================================= 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 12938 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.635599 -268.540411 -1.588997 3.177993 0.0 NaN 1.588997 12939 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.635599 265.362418 -1.588997 6.355986 3.177993 NaN 4.76699 12940 NIKKEI _ROLL_PSEUDO_STRATEGY [1] 0.635599 -262.184425 -1.588997 -12.711972 -15.889965 NaN -14.300969 12941 NIKKEI _ROLL_PSEUDO_STRATEGY [-1] 0.635599 265.362418 -1.588997 15.889965 12.711972 NaN 14.300969 12942 NIKKEI caleb_strategy_v3 [-1] 0.635599 278.07439 -1.588997 -3.177993 -6.355986 NaN -4.76699 12943 NIKKEI caleb_strategy_v3 [-1] 0.635599 284.430377 -1.588997 3.177993 -0.0 NaN 1.588997 12945 BUXL caleb_strategy_v3 [-1] 1085.25 510.0675 -10.8525 21.705 -0.0 NaN 10.8525 12944 BUND caleb_strategy_v3 [-1] 1085.25 227.9025 -10.8525 -10.8525 -32.5575 NaN -21.705 12948 BUND caleb_strategy_v3 [-1] 1085.25 217.05 -10.8525 43.41 21.705 NaN 32.5575 12947 EUROSTX caleb_strategy_v3 [1] 10.8525 -472.08375 -5.42625 10.8525 0.0 NaN 5.42625 12950 EUROSTX caleb_strategy_v3 [1] 10.8525 -472.08375 -5.42625 10.8525 0.0 NaN 5.42625 12957 GASOIL caleb_strategy_v3 [-1] 100.0 237.5 -12.5 75.0 50.0 NaN 62.5 12958 GASOIL caleb_strategy_v3 [-1] 100.0 225.0 -25.0 25.0 -25.0 NaN 0.0 12959 ROBUSTA caleb_strategy_v3 [-1] 10.0 525.0 -15.0 -50.0 -80.0 NaN -65.0 12960 PALLAD caleb_strategy_v3 [-1] 100.0 400.0 -50.0 100.0 -0.0 NaN 50.0 12962 COFFEE caleb_strategy_v3 [1] 375.0 -2671.875 -28.125 -37.5 -93.75 NaN -65.625 12963 COTTON2 caleb_strategy_v3 [-1] 500.0 -360.0 -5.0 40.0 30.0 NaN 35.0 12964 GOLD_micro caleb_strategy_v3 [-1] 10.0 98.5 -0.5 18.0 17.0 NaN 17.5 12968 US5 caleb_strategy_v3 [1] 1000.0 -402.34375 -3.90625 7.8125 0.0 NaN 3.90625 12970 US5 caleb_strategy_v3 [1] 1000.0 -355.46875 -3.90625 -15.6255 -23.438 NaN -19.53175 12972 LIVECOW caleb_strategy_v3 [1] 400.0 100.0 -10.0 90.0 70.0 NaN 80.0 12969 JPY caleb_strategy_v3 [1] 12500000.0 -393.75 -6.25 -112.5 -125.0 NaN -118.75 12971 JPY caleb_strategy_v3 [1] 12500000.0 -509.375 -3.125 0.0 -6.25 NaN -3.125 12967 JPY caleb_strategy_v3 [1] 12500000.0 -246.875 -3.125 NaN NaN NaN NaN 12946 DAX caleb_strategy_v3 [1] 1.08525 -156.276 -1.08525 -4.341 -6.5115 NaN -5.42625 12949 DAX caleb_strategy_v3 [1] 1.08525 -160.617 -1.08525 NaN NaN NaN NaN 12951 DAX caleb_strategy_v3 [1] 1.08525 -148.67925 -1.08525 0.0 -2.1705 NaN -1.08525 12952 DAX caleb_strategy_v3 [1] 1.08525 -182.322 -1.08525 35.81325 33.64275 NaN 34.728 12953 DAX caleb_strategy_v3 [1] 1.08525 -182.322 -1.08525 42.32475 40.15425 NaN 41.2395 12954 DAX caleb_strategy_v3 [1] 1.08525 -182.322 -1.08525 40.15425 37.98375 NaN 39.069 12955 DAX caleb_strategy_v3 [1] 1.08525 -182.322 -1.08525 45.5805 43.41 NaN 44.49525 12956 DAX caleb_strategy_v3 [1] 1.08525 -182.322 -1.08525 47.751 45.5805 NaN 46.66575 12961 SUGAR11 caleb_strategy_v3 [-1] 1120.0 274.4 -5.6 NaN NaN NaN NaN 12965 SUGAR11 caleb_strategy_v3 [-1] 1120.0 246.4 -11.2 -0.0 -22.4 NaN -11.2 12966 SUGAR11 caleb_strategy_v3 [-1] 1120.0 145.6 -11.2 134.4 112.0 NaN 123.2 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 0.0 caleb_strategy_v3 BUND 444.9525 BUXL 510.0675 COFFEE -2671.875 COTTON2 -360.0 DAX -1377.18225 EUROSTX -944.1675 GASOIL 462.5 GOLD_micro 98.5 JPY -1150.0 LIVECOW 100.0 NIKKEI 562.504767 PALLAD 400.0 ROBUSTA 525.0 SUGAR11 666.4 US5 -757.8125 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.0 caleb_strategy_v3 -3491.112483 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI -6.355986 caleb_strategy_v3 BUND -21.705 BUXL -10.8525 COFFEE -28.125 COTTON2 -5.0 DAX -8.682 EUROSTX -10.8525 GASOIL -37.5 GOLD_micro -0.5 JPY -12.5 LIVECOW -10.0 NIKKEI -3.177993 PALLAD -50.0 ROBUSTA -15.0 SUGAR11 -28.0 US5 -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -6.355986 caleb_strategy_v3 -249.707493 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 12.711972 caleb_strategy_v3 BUND 32.5575 BUXL 21.705 COFFEE -37.5 COTTON2 40.0 DAX 207.28275 EUROSTX 21.705 GASOIL 100.0 GOLD_micro 18.0 JPY -112.5 LIVECOW 90.0 NIKKEI 0.0 PALLAD 100.0 ROBUSTA -50.0 SUGAR11 134.4 US5 -7.813 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 12.711972 caleb_strategy_v3 557.83725 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 0.0 caleb_strategy_v3 BUND -10.8525 BUXL -0.0 COFFEE -93.75 COTTON2 30.0 DAX 192.08925 EUROSTX 0.0 GASOIL 25.0 GOLD_micro 17.0 JPY -131.25 LIVECOW 70.0 NIKKEI -6.355986 PALLAD -0.0 ROBUSTA -80.0 SUGAR11 89.6 US5 -23.438 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.0 caleb_strategy_v3 78.042764 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 0 caleb_strategy_v3 BUND 0 BUXL 0 COFFEE 0 COTTON2 0 DAX 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 JPY 0 LIVECOW 0 NIKKEI 0 PALLAD 0 ROBUSTA 0 SUGAR11 0 US5 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 6.355986 caleb_strategy_v3 BUND 10.8525 BUXL 10.8525 COFFEE -65.625 COTTON2 35.0 DAX 199.686 EUROSTX 10.8525 GASOIL 62.5 GOLD_micro 17.5 JPY -121.875 LIVECOW 80.0 NIKKEI -3.177993 PALLAD 50.0 ROBUSTA -65.0 SUGAR11 112.0 US5 -15.6255 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 6.355986 caleb_strategy_v3 317.940007 ******************************************************************************** END OF REPORT ********************************************************************************