******************************************************************************** Trades report produced on 04/06/2024 21:37 from 03/06/2024 21:37 to 04/06/2024 21:37 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12986 BUND caleb_strategy_v3 [20240900] 2024-06-04 07:06:47.000 [-1] 130.830000 12984 BUND caleb_strategy_v3 [20240900] 2024-06-04 07:00:42.000 [-1] 130.750000 13033 CAD _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:28:01.000 [-1] 0.732400 13022 CAD _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:26:09.000 [-1] 0.732350 13021 CAD _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:24:39.000 [1] 0.730800 13011 CAD _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:24:14.000 [-1] 0.732250 13010 CAD _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:23:08.000 [1] 0.730900 13032 CAD _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:27:02.000 [1] 0.731100 12992 CANOLA caleb_strategy_v3 [20241100] 2024-06-04 19:45:02.649 [0] NaN 12997 CANOLA caleb_strategy_v3 [20241100] 2024-06-04 13:17:09.000 [-1] 659.600000 12998 CANOLA caleb_strategy_v3 [20241100] 2024-06-04 13:19:33.000 [-1] 659.300000 13017 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:24:36.000 [1] 1.122500 13018 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:24:37.000 [-1] 1.134000 13058 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 15:11:45.000 [1] 1.124750 13007 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:20:38.000 [-1] 1.134150 13028 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:26:59.000 [1] 1.122950 13039 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:56:11.000 [-1] 1.136400 13029 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:27:00.000 [-1] 1.134400 13038 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 19:45:03.076 [0] NaN 13048 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 15:06:09.000 [1] 1.124750 13006 CHF _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:14:58.000 [1] 1.122300 13049 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 15:06:09.000 [-1] 1.136350 12996 COPPER caleb_strategy_v3 [20240700] 2024-06-04 13:16:28.000 [-1] 4.567500 13045 CORN caleb_strategy_v3 [20241200] 2024-06-04 15:04:12.000 [-1] 465.500000 13055 CORN caleb_strategy_v3 [20241200] 2024-06-04 15:10:56.000 [-1] 466.000000 12985 DAX caleb_strategy_v3 [20240600] 2024-06-04 07:06:44.000 [1] 18585.000000 13001 DOW caleb_strategy_v3 [20240600] 2024-06-04 14:14:45.000 [-1] 38686.000000 13024 DOW caleb_strategy_v3 [20240600] 2024-06-04 14:26:13.000 [-1] 38731.000000 13013 DOW caleb_strategy_v3 [20240600] 2024-06-04 14:24:34.000 [-1] 38699.000000 13005 EUR caleb_strategy_v3 [20240900] 2024-06-04 14:14:56.000 [1] 1.092150 13051 FEEDCOW caleb_strategy_v3 [20240900] 2024-06-04 15:07:29.000 [-1] 257.775000 13041 FEEDCOW caleb_strategy_v3 [20240900] 2024-06-04 15:03:23.000 [-1] 257.775000 12991 GASOIL _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 08:16:50.000 [-1] 707.500000 12987 GASOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-04 08:00:54.000 [1] 704.250000 12988 GASOIL _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 19:45:02.431 [0] NaN 12989 GASOIL _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-04 08:10:59.000 [1] 704.750000 12990 GASOIL _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 08:15:55.000 [-1] 707.500000 12995 GASOLINE caleb_strategy_v3 [20240900] 2024-06-04 13:14:16.000 [-1] 2.267400 12999 GBP caleb_strategy_v3 [20240900] 2024-06-04 14:04:23.000 [1] 1.278100 13019 JPY _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:24:38.000 [1] 0.006459 13009 JPY _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:23:07.000 [-1] 0.006547 13031 JPY _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:27:01.000 [-1] 0.006551 13030 JPY _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:27:01.000 [1] 0.006463 13020 JPY _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-04 14:24:38.000 [-1] 0.006547 13008 JPY _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-04 14:20:39.000 [1] 0.006462 13037 LEANHOG caleb_strategy_v3 [20240800] 2024-06-04 19:45:02.864 [0] NaN 13047 LEANHOG caleb_strategy_v3 [20240800] 2024-06-04 15:04:13.000 [-1] 94.125000 13057 LEANHOG caleb_strategy_v3 [20240800] 2024-06-04 15:10:57.000 [-1] 94.175000 13066 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:16:41.000 [-1] 0.056040 13064 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:15:41.000 [-1] 0.056000 13062 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:14:41.000 [-1] 0.055960 13060 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:14:35.000 [-1] 0.055960 13069 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:18:41.000 [-1] 0.056050 13070 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:19:41.000 [-1] 0.056060 13071 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:20:42.000 [-1] 0.056090 13072 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:21:42.000 [-1] 0.056170 13073 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:22:42.000 [-1] 0.056170 13075 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:24:42.000 [-1] 0.056180 13076 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:25:42.000 [-1] 0.056150 13077 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:26:43.000 [-1] 0.056110 13003 MXP caleb_strategy_v3 [20240600] 2024-06-04 14:14:54.000 [-1] 0.056040 13015 MXP caleb_strategy_v3 [20240600] 2024-06-04 14:24:35.000 [-1] 0.056080 13026 MXP caleb_strategy_v3 [20240600] 2024-06-04 14:26:15.000 [-1] 0.056090 13035 MXP caleb_strategy_v3 [20240600] 2024-06-04 14:29:31.000 [-1] 0.056090 13042 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:04:06.000 [-1] 0.055980 13052 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:10:49.000 [-1] 0.055940 13074 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:23:42.000 [-1] 0.056160 13068 MXP caleb_strategy_v3 [20240600] 2024-06-04 15:17:41.000 [-1] 0.056050 12973 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:01:17.000 [-1] 38695.000000 12974 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:02:16.000 [-1] 38675.000000 12975 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:03:16.000 [-1] 38675.000000 12976 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:09:14.000 [-1] 38715.000000 12977 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:09:18.000 [-1] 38715.000000 12978 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:11:14.000 [-1] 38690.000000 12979 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:11:18.000 [-1] 38690.000000 12980 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:12:18.000 [-1] 38695.000000 12981 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:13:18.000 [-1] 38720.000000 12982 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:14:19.000 [-1] 38725.000000 12983 NIKKEI caleb_strategy_v3 [20240900] 2024-06-04 02:15:19.000 [-1] 38725.000000 12994 PLAT caleb_strategy_v3 [20240700] 2024-06-04 13:14:14.000 [1] 1017.600000 13053 SOYBEAN caleb_strategy_v3 [20241100] 2024-06-04 15:10:55.000 [-1] 1162.750000 13043 SOYBEAN caleb_strategy_v3 [20241100] 2024-06-04 15:04:08.000 [-1] 1162.250000 13044 SOYMEAL caleb_strategy_v3 [20240900] 2024-06-04 15:04:10.000 [-1] 350.600000 13054 SOYMEAL caleb_strategy_v3 [20240900] 2024-06-04 15:10:55.000 [-1] 350.500000 13016 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 14:24:36.000 [1] 5282.500000 13046 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:04:12.000 [1] 5280.750000 13056 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:10:56.000 [1] 5281.500000 13004 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 14:14:55.000 [1] 5280.500000 13036 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 14:36:08.000 [1] 5286.250000 13067 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:16:41.000 [1] 5280.250000 13065 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:15:41.000 [1] 5279.500000 13063 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:14:41.000 [1] 5277.500000 13061 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 15:14:36.000 [1] 5278.000000 13027 SP500_micro caleb_strategy_v3 [20240600] 2024-06-04 14:26:59.000 [1] 5285.500000 12993 SUGAR11 caleb_strategy_v3 [20241000] 2024-06-04 13:12:18.000 [-1] 18.740000 13000 US5 caleb_strategy_v3 [20240900] 2024-06-04 14:10:04.000 [1] 106.515625 13050 US5 caleb_strategy_v3 [20240900] 2024-06-04 15:06:18.000 [1] 106.500000 13012 US5 caleb_strategy_v3 [20240900] 2024-06-04 14:24:33.000 [1] 106.445313 13040 US5 caleb_strategy_v3 [20240900] 2024-06-04 14:59:19.000 [1] 106.492188 13034 US5 caleb_strategy_v3 [20240900] 2024-06-04 14:28:05.000 [1] 106.468750 13059 US5 caleb_strategy_v3 [20240900] 2024-06-04 15:14:34.000 [1] 106.500000 13023 US5 caleb_strategy_v3 [20240900] 2024-06-04 14:26:13.000 [1] 106.468750 13025 VIX caleb_strategy_v3 [20240800] 2024-06-04 14:26:14.000 [-1] 15.250000 13002 VIX caleb_strategy_v3 [20240800] 2024-06-04 14:14:47.000 [-1] 15.300000 13014 VIX caleb_strategy_v3 [20240800] 2024-06-04 14:24:34.000 [-1] 15.300000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12973 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:01:16.606 2024-06-04 02:01:17.000 97276.606 NaN 12974 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:02:16.612 2024-06-04 02:02:16.000 97336.612 NaN 12975 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:03:16.656 2024-06-04 02:03:16.000 97396.656 NaN 12976 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:04:16.695 2024-06-04 02:09:14.000 97456.695 NaN 12977 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:09:17.588 2024-06-04 02:09:18.000 97757.588 NaN 12978 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:10:17.834 2024-06-04 02:11:14.000 97817.834 NaN 12979 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:11:18.138 2024-06-04 02:11:18.000 97878.138 NaN 12980 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:12:18.391 2024-06-04 02:12:18.000 97938.391 NaN 12981 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:13:18.457 2024-06-04 02:13:18.000 97998.457 NaN 12982 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:14:18.868 2024-06-04 02:14:19.000 98058.868 NaN 12983 NIKKEI caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 03:15:18.976 2024-06-04 02:15:19.000 98118.976 NaN 12985 DAX caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 08:00:43.287 2024-06-04 07:06:44.000 115243.287 NaN 12984 BUND caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 08:00:41.770 2024-06-04 07:00:42.000 115241.77 NaN 12986 BUND caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 08:06:47.638 2024-06-04 07:06:47.000 115607.638 NaN 12993 SUGAR11 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:10:29.506 2024-06-04 13:12:18.000 137429.506 NaN 12994 PLAT caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:12:20.074 2024-06-04 13:14:14.000 137540.074 NaN 12995 GASOLINE caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:14:15.426 2024-06-04 13:14:16.000 137655.426 NaN 12996 COPPER caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:14:17.866 2024-06-04 13:16:28.000 137657.866 NaN 12999 GBP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:00:44.910 2024-06-04 14:04:23.000 140444.91 NaN 13005 EUR caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:14:56.790 2024-06-04 14:14:56.000 141296.79 NaN 13024 DOW caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:26:13.711 2024-06-04 14:26:13.000 141973.711 NaN 13001 DOW caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:10:05.466 2024-06-04 14:14:45.000 141005.466 NaN 13013 DOW caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:24:34.303 2024-06-04 14:24:34.000 141874.303 NaN 13025 VIX caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:26:14.356 2024-06-04 14:26:14.000 141974.356 NaN 13002 VIX caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:14:47.170 2024-06-04 14:14:47.000 141287.17 NaN 13014 VIX caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:24:34.915 2024-06-04 14:24:34.000 141874.915 NaN 13030 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:27:00.987 2024-06-04 14:27:01.000 73620.987 NaN 13031 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:27:01.826 2024-06-04 14:27:01.000 73621.826 NaN 13008 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:20:39.748 2024-06-04 14:20:39.000 73239.748 NaN 13009 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:20:41.066 2024-06-04 14:23:07.000 73241.066 NaN 13019 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:38.268 2024-06-04 14:24:38.000 73478.268 NaN 13020 JPY _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:38.569 2024-06-04 14:24:38.000 73478.569 NaN 13032 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:27:02.507 2024-06-04 14:27:02.000 73622.507 NaN 13033 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:27:03.127 2024-06-04 14:28:01.000 73623.127 NaN 13010 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:23:08.718 2024-06-04 14:23:08.000 73388.718 NaN 13011 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:23:10.026 2024-06-04 14:24:14.000 73390.026 NaN 13021 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:39.343 2024-06-04 14:24:39.000 73479.343 NaN 13022 CAD _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:39.913 2024-06-04 14:26:09.000 73479.913 NaN 13041 FEEDCOW caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:59:20.915 2024-06-04 15:03:23.000 143960.915 NaN 13051 FEEDCOW caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:06:19.032 2024-06-04 15:07:29.000 144379.032 NaN 13043 SOYBEAN caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:04:08.212 2024-06-04 15:04:08.000 144248.212 NaN 13053 SOYBEAN caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:10:49.661 2024-06-04 15:10:55.000 144649.661 NaN 13044 SOYMEAL caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:04:09.634 2024-06-04 15:04:10.000 144249.634 NaN 13054 SOYMEAL caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:10:55.659 2024-06-04 15:10:55.000 144655.659 NaN 13045 CORN caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:04:12.039 2024-06-04 15:04:12.000 144252.039 NaN 13055 CORN caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:10:56.150 2024-06-04 15:10:56.000 144656.15 NaN 13059 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:11:49.646 2024-06-04 15:14:34.000 144709.646 NaN 13000 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:04:25.178 2024-06-04 14:10:04.000 140665.178 NaN 13034 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:28:05.311 2024-06-04 14:28:05.000 142085.311 NaN 13040 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:56:15.251 2024-06-04 14:59:19.000 143775.251 NaN 13012 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:24:33.727 2024-06-04 14:24:33.000 141873.727 NaN 13050 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:06:14.033 2024-06-04 15:06:18.000 144374.033 NaN 13023 US5 caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:26:13.055 2024-06-04 14:26:13.000 141973.055 NaN 13056 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:10:56.759 2024-06-04 15:10:56.000 144656.759 NaN 13027 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:26:15.772 2024-06-04 14:26:59.000 141975.772 NaN 13061 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:14:36.456 2024-06-04 15:14:36.000 144876.456 NaN 13063 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:14:41.719 2024-06-04 15:14:41.000 144881.719 NaN 13065 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:15:41.564 2024-06-04 15:15:41.000 144941.564 NaN 13067 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:16:41.656 2024-06-04 15:16:41.000 145001.656 NaN 13036 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:29:31.651 2024-06-04 14:36:08.000 142171.651 NaN 13004 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:14:55.486 2024-06-04 14:14:55.000 141295.486 NaN 13046 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:04:12.688 2024-06-04 15:04:12.000 144252.688 NaN 13016 SP500_micro caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:24:36.204 2024-06-04 14:24:36.000 141876.204 NaN 13060 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:14:34.740 2024-06-04 15:14:35.000 144874.74 NaN 13062 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:14:40.898 2024-06-04 15:14:41.000 144880.898 NaN 13064 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:15:40.943 2024-06-04 15:15:41.000 144940.943 NaN 13066 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:16:41.074 2024-06-04 15:16:41.000 145001.074 NaN 13068 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:17:41.567 2024-06-04 15:17:41.000 145061.567 NaN 13069 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:18:41.636 2024-06-04 15:18:41.000 145121.636 NaN 13070 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:19:41.764 2024-06-04 15:19:41.000 145181.764 NaN 13071 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:20:42.214 2024-06-04 15:20:42.000 145242.214 NaN 13072 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:21:42.299 2024-06-04 15:21:42.000 145302.299 NaN 13073 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:22:42.348 2024-06-04 15:22:42.000 145362.348 NaN 13074 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:23:42.346 2024-06-04 15:23:42.000 145422.346 NaN 13075 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:24:42.650 2024-06-04 15:24:42.000 145482.65 NaN 13076 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:25:42.642 2024-06-04 15:25:42.000 145542.642 NaN 13077 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:26:43.275 2024-06-04 15:26:43.000 145603.275 NaN 13003 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:14:48.674 2024-06-04 14:14:54.000 141288.674 NaN 13015 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:24:35.547 2024-06-04 14:24:35.000 141875.547 NaN 13026 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:26:15.143 2024-06-04 14:26:15.000 141975.143 NaN 13035 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:28:06.020 2024-06-04 14:29:31.000 142086.02 NaN 13042 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:03:23.668 2024-06-04 15:04:06.000 144203.668 NaN 13052 MXP caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:07:29.528 2024-06-04 15:10:49.000 144449.528 NaN 12992 CANOLA caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:00:28.286 2024-06-04 19:45:02.649 136828.286 20674.363 12997 CANOLA caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:16:43.409 2024-06-04 13:17:09.000 137803.409 NaN 12998 CANOLA caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 14:17:43.323 2024-06-04 13:19:33.000 137863.323 NaN 13057 LEANHOG caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:10:57.403 2024-06-04 15:10:57.000 144657.403 NaN 13037 LEANHOG caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 15:36:09.910 2024-06-04 19:45:02.864 142569.91 14932.954 13047 LEANHOG caleb_strategy_v3 2024-06-03 00:00:00 2024-06-04 16:04:13.306 2024-06-04 15:04:13.000 144253.306 NaN 12987 GASOIL _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 09:00:53.458 2024-06-04 08:00:54.000 50453.458 NaN 12988 GASOIL _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 09:00:55.766 2024-06-04 19:45:02.431 50455.766 38646.665 12989 GASOIL _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 09:10:59.169 2024-06-04 08:10:59.000 51059.169 NaN 12990 GASOIL _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 09:10:59.623 2024-06-04 08:15:55.000 51059.623 NaN 12991 GASOIL _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 09:15:59.075 2024-06-04 08:16:50.000 51359.075 NaN 13058 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 16:10:58.000 2024-06-04 15:11:45.000 76258.0 NaN 13028 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:26:59.712 2024-06-04 14:26:59.000 73619.712 NaN 13029 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:27:00.324 2024-06-04 14:27:00.000 73620.324 NaN 13038 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:46:10.477 2024-06-04 19:45:03.076 74770.477 14332.599 13006 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:14:58.135 2024-06-04 14:14:58.000 72898.135 NaN 13007 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:15:00.094 2024-06-04 14:20:38.000 72900.094 NaN 13039 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:56:11.027 2024-06-04 14:56:11.000 75371.027 NaN 13049 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 16:06:09.662 2024-06-04 15:06:09.000 75969.662 NaN 13048 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 16:04:13.975 2024-06-04 15:06:09.000 75853.975 NaN 13017 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:36.859 2024-06-04 14:24:36.000 73476.859 NaN 13018 CHF _ROLL_PSEUDO_STRATEGY 2024-06-03 19:00:00 2024-06-04 15:24:37.461 2024-06-04 14:24:37.000 73477.461 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 12973 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38657.5 38655.0 38660.0 38660.0 38695.0 77.5 -2.5 40.0 35.0 NaN 37.5 12974 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38657.5 38655.0 38660.0 38660.0 38675.0 77.5 -2.5 20.0 15.0 NaN 17.5 12975 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38650.0 38645.0 38655.0 38655.0 38675.0 70.0 -5.0 30.0 20.0 NaN 25.0 12976 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38692.5 38690.0 38695.0 38695.0 38715.0 112.5 -2.5 25.0 20.0 NaN 22.5 12977 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38717.5 38715.0 38720.0 NaN 38715.0 137.5 -2.5 -0.0 NaN NaN -2.5 12978 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38715.0 38710.0 38720.0 38720.0 38690.0 135.0 -5.0 -20.0 -30.0 NaN -25.0 12979 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38687.5 38685.0 38690.0 38690.0 38690.0 107.5 -2.5 5.0 -0.0 NaN 2.5 12980 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38682.5 38680.0 38685.0 38685.0 38695.0 102.5 -2.5 15.0 10.0 NaN 12.5 12981 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38697.5 38695.0 38700.0 38700.0 38720.0 117.5 -2.5 25.0 20.0 NaN 22.5 12982 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38722.5 38720.0 38725.0 38725.0 38725.0 142.5 -2.5 5.0 -0.0 NaN 2.5 12983 NIKKEI caleb_strategy_v3 [-1] 38580.0 None 38720.0 38715.0 38725.0 38725.0 38725.0 140.0 -5.0 10.0 -0.0 NaN 5.0 12985 DAX caleb_strategy_v3 [1] 18587.0 None 18575.0 18576.0 18574.0 18574.0 18585.0 12.0 -1.0 -9.0 -11.0 NaN -10.0 12984 BUND caleb_strategy_v3 [-1] 130.6 None 130.665 130.66 130.67 130.67 130.75 0.065 -0.005 0.09 0.08 NaN 0.085 12986 BUND caleb_strategy_v3 [-1] 130.6 None 130.665 130.66 130.67 130.67 130.83 0.065 -0.005 0.17 0.16 NaN 0.165 12993 SUGAR11 caleb_strategy_v3 [-1] 18.76 None 18.765 18.76 18.77 18.77 18.74 0.005 -0.005 -0.02 -0.03 NaN -0.025 12994 PLAT caleb_strategy_v3 [1] 1022.2 None 1015.7 1015.9 1015.5 1015.5 1017.6 6.5 -0.2 -1.7 -2.1 NaN -1.9 12995 GASOLINE caleb_strategy_v3 [-1] 2.2933 None 2.2647 2.2643 2.2651 2.2651 2.2674 -0.0286 -0.0004 0.0031 0.0023 NaN 0.0027 12996 COPPER caleb_strategy_v3 [-1] 4.662 None 4.5725 4.572 4.573 4.573 4.5675 -0.0895 -0.0005 -0.0045 -0.0055 NaN -0.005 12999 GBP caleb_strategy_v3 [1] 1.2802 None 1.2782 1.2783 1.2781 1.2781 1.2781 0.002 -0.0001 0.0002 0.0 NaN 0.0001 13005 EUR caleb_strategy_v3 [1] 1.0949 None 1.092525 1.09255 1.0925 1.0925 1.09215 0.002375 -0.000025 0.0004 0.00035 NaN 0.000375 13024 DOW caleb_strategy_v3 [-1] 38517.0 None 38674.0 38673.0 38675.0 38675.0 38731.0 157.0 -1.0 58.0 56.0 NaN 57.0 13001 DOW caleb_strategy_v3 [-1] 38517.0 None 38711.5 38709.0 38714.0 38714.0 38686.0 194.5 -2.5 -23.0 -28.0 NaN -25.5 13013 DOW caleb_strategy_v3 [-1] 38517.0 None 38687.0 38686.0 38688.0 38688.0 38699.0 170.0 -1.0 13.0 11.0 NaN 12.0 13025 VIX caleb_strategy_v3 [-1] 15.25 None 15.325 15.3 15.35 15.35 15.25 0.075 -0.025 -0.05 -0.1 NaN -0.075 13002 VIX caleb_strategy_v3 [-1] 15.25 None 15.275 15.25 15.3 15.3 15.3 0.025 -0.025 0.05 -0.0 NaN 0.025 13014 VIX caleb_strategy_v3 [-1] 15.25 None 15.275 15.25 15.3 15.3 15.3 0.025 -0.025 0.05 -0.0 NaN 0.025 13030 JPY _ROLL_PSEUDO_STRATEGY [1] 0.006416 None 0.006463 0.006463 0.006463 0.006462 0.006463 -0.000047 -0.0 0.0 -0.000001 NaN -0.0 13031 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.006504 None 0.006548 0.006548 0.006548 0.006548 0.006551 0.000044 -0.0 0.000004 0.000003 NaN 0.000003 13008 JPY _ROLL_PSEUDO_STRATEGY [1] 0.006416 None 0.006463 0.006463 0.006463 0.006462 0.006462 -0.000047 -0.0 0.000001 0.0 NaN 0.000001 13009 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.006504 None 0.006551 0.00655 0.006552 0.006552 0.006547 0.000047 -0.0 -0.000004 -0.000005 NaN -0.000004 13019 JPY _ROLL_PSEUDO_STRATEGY [1] 0.006416 None 0.006463 0.006463 0.006463 0.006462 0.006459 -0.000047 -0.0 0.000004 0.000003 NaN 0.000004 13020 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.006504 None 0.006547 0.006547 0.006548 NaN 0.006547 0.000043 -0.0 -0.0 NaN NaN -0.0 13032 CAD _ROLL_PSEUDO_STRATEGY [1] 0.733 None 0.731025 0.73105 0.731 0.731 0.7311 0.001975 -0.000025 -0.00005 -0.0001 NaN -0.000075 13033 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.73445 None 0.732625 0.7326 0.73265 0.73265 0.7324 -0.001825 -0.000025 -0.0002 -0.00025 NaN -0.000225 13010 CAD _ROLL_PSEUDO_STRATEGY [1] 0.733 None 0.731025 0.73105 0.731 0.731 0.7309 0.001975 -0.000025 0.00015 0.0001 NaN 0.000125 13011 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.73445 None 0.732375 0.73235 0.7324 0.7324 0.73225 -0.002075 -0.000025 -0.0001 -0.00015 NaN -0.000125 13021 CAD _ROLL_PSEUDO_STRATEGY [1] 0.733 None 0.731025 0.73105 0.731 0.731 0.7308 0.001975 -0.000025 0.00025 0.0002 NaN 0.000225 13022 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.73445 None 0.7323 0.73225 0.73235 0.73235 0.73235 -0.00215 -0.00005 0.0001 -0.0 NaN 0.00005 13041 FEEDCOW caleb_strategy_v3 [-1] 257.9 None 257.95 257.9 258.0 258.0 257.775 0.05 -0.05 -0.125 -0.225 NaN -0.175 13051 FEEDCOW caleb_strategy_v3 [-1] 257.9 None 257.8 257.75 257.85 257.85 257.775 -0.1 -0.05 0.025 -0.075 NaN -0.025 13043 SOYBEAN caleb_strategy_v3 [-1] 1163.75 None 1162.125 1162.0 1162.25 NaN 1162.25 -1.625 -0.125 0.25 NaN NaN 0.125 13053 SOYBEAN caleb_strategy_v3 [-1] 1163.75 None 1162.5 1162.25 1162.75 1162.75 1162.75 -1.25 -0.25 0.5 -0.0 NaN 0.25 13044 SOYMEAL caleb_strategy_v3 [-1] 352.0 None 350.4 350.3 350.5 350.5 350.6 -1.6 -0.1 0.3 0.1 NaN 0.2 13054 SOYMEAL caleb_strategy_v3 [-1] 352.0 None 350.4 350.3 350.5 350.5 350.5 -1.6 -0.1 0.2 -0.0 NaN 0.1 13045 CORN caleb_strategy_v3 [-1] 462.5 None 464.625 464.5 464.75 464.75 465.5 2.125 -0.125 1.0 0.75 NaN 0.875 13055 CORN caleb_strategy_v3 [-1] 462.5 None 464.625 464.5 464.75 464.75 466.0 2.125 -0.125 1.5 1.25 NaN 1.375 13059 US5 caleb_strategy_v3 [1] 106.265625 None 106.496094 106.5 106.492188 106.492188 106.5 -0.230469 -0.003906 0.0 -0.007812 NaN -0.003906 13000 US5 caleb_strategy_v3 [1] 106.265625 None 106.503906 106.507812 106.5 106.5 106.515625 -0.238281 -0.003906 -0.007812 -0.015625 NaN -0.011719 13034 US5 caleb_strategy_v3 [1] 106.265625 None 106.472656 106.476562 106.46875 106.46875 106.46875 -0.207031 -0.003906 0.007812 0.0 NaN 0.003906 13040 US5 caleb_strategy_v3 [1] 106.265625 None 106.472656 106.476562 106.46875 106.46875 106.492188 -0.207031 -0.003906 -0.015625 -0.023438 NaN -0.019532 13012 US5 caleb_strategy_v3 [1] 106.265625 None 106.578125 106.585938 106.570312 106.570312 106.445313 -0.3125 -0.007812 0.140625 0.125 NaN 0.132812 13050 US5 caleb_strategy_v3 [1] 106.265625 None 106.488281 106.492188 106.484375 106.484375 106.5 -0.222656 -0.003906 -0.007812 -0.015625 NaN -0.011719 13023 US5 caleb_strategy_v3 [1] 106.265625 None 106.578125 106.585938 106.570312 106.570312 106.46875 -0.3125 -0.007812 0.117188 0.101562 NaN 0.109375 13056 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5287.625 5287.75 5287.5 5287.5 5281.5 -6.875 -0.125 6.25 6.0 NaN 6.125 13027 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5278.125 5278.25 5278.0 5278.0 5285.5 2.625 -0.125 -7.25 -7.5 NaN -7.375 13061 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5287.625 5287.75 5287.5 5287.5 5278.0 -6.875 -0.125 9.75 9.5 NaN 9.625 13063 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5280.125 5280.25 5280.0 5280.0 5277.5 0.625 -0.125 2.75 2.5 NaN 2.625 13065 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5279.625 5279.75 5279.5 5279.5 5279.5 1.125 -0.125 0.25 0.0 NaN 0.125 13067 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5281.125 5281.25 5281.0 5281.0 5280.25 -0.375 -0.125 1.0 0.75 NaN 0.875 13036 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5286.125 5286.25 5286.0 5286.0 5286.25 -5.375 -0.125 0.0 -0.25 NaN -0.125 13004 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5290.375 5290.5 5290.25 5290.25 5280.5 -9.625 -0.125 10.0 9.75 NaN 9.875 13046 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5286.125 5286.25 5286.0 5286.0 5280.75 -5.375 -0.125 5.5 5.25 NaN 5.375 13016 SP500_micro caleb_strategy_v3 [1] 5280.75 None 5290.375 5290.5 5290.25 5290.25 5282.5 -9.625 -0.125 8.0 7.75 NaN 7.875 13060 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05595 0.05594 0.05596 0.05596 0.05596 -0.00034 -0.00001 0.00002 -0.0 NaN 0.00001 13062 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055965 0.05596 0.05597 0.05597 0.05596 -0.000325 -0.000005 -0.0 -0.00001 NaN -0.000005 13064 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055955 0.05595 0.05596 0.05596 0.056 -0.000335 -0.000005 0.00005 0.00004 NaN 0.000045 13066 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05594 0.05593 0.05595 0.05595 0.05604 -0.00035 -0.00001 0.00011 0.00009 NaN 0.0001 13068 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05594 0.05593 0.05595 0.05595 0.05605 -0.00035 -0.00001 0.00012 0.0001 NaN 0.00011 13069 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055915 0.05591 0.05592 0.05592 0.05605 -0.000375 -0.000005 0.00014 0.00013 NaN 0.000135 13070 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055915 0.05591 0.05592 0.05592 0.05606 -0.000375 -0.000005 0.00015 0.00014 NaN 0.000145 13071 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05592 0.05591 0.05593 0.05593 0.05609 -0.00037 -0.00001 0.00018 0.00016 NaN 0.00017 13072 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05592 0.05591 0.05593 0.05593 0.05617 -0.00037 -0.00001 0.00026 0.00024 NaN 0.00025 13073 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055955 0.05595 0.05596 0.05596 0.05617 -0.000335 -0.000005 0.00022 0.00021 NaN 0.000215 13074 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055955 0.05595 0.05596 0.05596 0.05616 -0.000335 -0.000005 0.00021 0.0002 NaN 0.000205 13075 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055945 0.05594 0.05595 0.05595 0.05618 -0.000345 -0.000005 0.00024 0.00023 NaN 0.000235 13076 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055965 0.05596 0.05597 0.05597 0.05615 -0.000325 -0.000005 0.00019 0.00018 NaN 0.000185 13077 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055965 0.05596 0.05597 0.05597 0.05611 -0.000325 -0.000005 0.00015 0.00014 NaN 0.000145 13003 MXP caleb_strategy_v3 [-1] 0.05629 None 0.056055 0.05605 0.05606 0.05606 0.05604 -0.000235 -0.000005 -0.00001 -0.00002 NaN -0.000015 13015 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05602 0.05601 0.05603 0.05603 0.05608 -0.00027 -0.00001 0.00007 0.00005 NaN 0.00006 13026 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05601 0.056 0.05602 0.05602 0.05609 -0.00028 -0.00001 0.00009 0.00007 NaN 0.00008 13035 MXP caleb_strategy_v3 [-1] 0.05629 None 0.05608 0.05607 0.05609 0.05609 0.05609 -0.00021 -0.00001 0.00002 -0.0 NaN 0.00001 13042 MXP caleb_strategy_v3 [-1] 0.05629 None 0.056125 0.05612 0.05613 0.05613 0.05598 -0.000165 -0.000005 -0.00014 -0.00015 NaN -0.000145 13052 MXP caleb_strategy_v3 [-1] 0.05629 None 0.055985 0.05598 0.05599 0.05599 0.05594 -0.000305 -0.000005 -0.00004 -0.00005 NaN -0.000045 12992 CANOLA caleb_strategy_v3 [-1] 655.7 None 660.75 660.6 660.9 660.9 NaN 5.05 -0.15 NaN NaN NaN NaN 12997 CANOLA caleb_strategy_v3 [-1] 655.7 None 660.9 660.8 661.0 661.0 659.6 5.2 -0.1 -1.2 -1.4 NaN -1.3 12998 CANOLA caleb_strategy_v3 [-1] 655.7 None 659.8 659.6 660.0 660.0 659.3 4.1 -0.2 -0.3 -0.7 NaN -0.5 13057 LEANHOG caleb_strategy_v3 [-1] 95.575 None 94.1 94.075 94.125 94.125 94.175 -1.475 -0.025 0.1 0.05 NaN 0.075 13037 LEANHOG caleb_strategy_v3 [-1] 95.575 None 94.325 94.3 94.35 94.35 NaN -1.25 -0.025 NaN NaN NaN NaN 13047 LEANHOG caleb_strategy_v3 [-1] 95.575 None 93.9875 93.975 94.0 94.0 94.125 -1.5875 -0.0125 0.15 0.125 NaN 0.1375 12987 GASOIL _ROLL_PSEUDO_STRATEGY [1] 711.75 None 707.875 708.0 707.75 707.75 704.25 3.875 -0.125 3.75 3.5 NaN 3.625 12988 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 715.5 None 711.375 711.25 711.5 711.5 NaN -4.125 -0.125 NaN NaN NaN NaN 12989 GASOIL _ROLL_PSEUDO_STRATEGY [1] 711.75 None 707.875 708.0 707.75 707.75 704.75 3.875 -0.125 3.25 3.0 NaN 3.125 12990 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 715.5 None 709.25 709.0 709.5 709.5 707.5 -6.25 -0.25 -1.5 -2.0 NaN -1.75 12991 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 715.5 None 707.75 707.5 708.0 708.0 707.5 -7.75 -0.25 -0.0 -0.5 NaN -0.25 13058 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.1248 1.12485 1.12475 1.12475 1.12475 -0.0064 -0.00005 0.0001 0.0 NaN 0.00005 13028 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.1244 1.12445 1.12435 1.12435 1.12295 -0.006 -0.00005 0.0015 0.0014 NaN 0.00145 13029 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13005 None 1.133875 1.1338 1.13395 1.13395 1.1344 0.003825 -0.000075 0.0006 0.00045 NaN 0.000525 13038 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.122575 1.1226 1.12255 1.12255 NaN -0.004175 -0.000025 NaN NaN NaN NaN 13006 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.1244 1.12445 1.12435 1.12435 1.1223 -0.006 -0.00005 0.00215 0.00205 NaN 0.0021 13007 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13005 None 1.13605 1.13595 1.13615 1.13615 1.13415 0.006 -0.0001 -0.0018 -0.002 NaN -0.0019 13039 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13005 None 1.134175 1.1341 1.13425 1.13425 1.1364 0.004125 -0.000075 0.0023 0.00215 NaN 0.002225 13049 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13005 None 1.134725 1.13465 1.1348 1.1348 1.13635 0.004675 -0.000075 0.0017 0.00155 NaN 0.001625 13048 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.123125 1.12315 1.1231 1.1231 1.12475 -0.004725 -0.000025 -0.0016 -0.00165 NaN -0.001625 13017 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1184 None 1.1244 1.12445 1.12435 1.12435 1.1225 -0.006 -0.00005 0.00195 0.00185 NaN 0.0019 13018 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.13005 None 1.134225 1.13415 1.1343 1.1343 1.134 0.004175 -0.000075 -0.00015 -0.0003 NaN -0.000225 =================================================================================================================================================================== 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 12973 NIKKEI caleb_strategy_v3 [-1] 6231.303317 124.372055 -4.012002 64.192028 56.168025 NaN 60.180027 12974 NIKKEI caleb_strategy_v3 [-1] 6231.303317 124.372055 -4.012002 32.096014 24.072011 NaN 28.084012 12975 NIKKEI caleb_strategy_v3 [-1] 6231.303317 112.33605 -8.024004 48.144021 32.096014 NaN 40.120018 12976 NIKKEI caleb_strategy_v3 [-1] 6231.303317 180.54008 -4.012002 40.120018 32.096014 NaN 36.108016 12977 NIKKEI caleb_strategy_v3 [-1] 6231.303317 220.660098 -4.012002 -0.0 NaN NaN -4.012002 12978 NIKKEI caleb_strategy_v3 [-1] 6231.303317 216.648096 -8.024004 -32.096014 -48.144021 NaN -40.120018 12979 NIKKEI caleb_strategy_v3 [-1] 6231.303317 172.516077 -4.012002 8.024004 -0.0 NaN 4.012002 12980 NIKKEI caleb_strategy_v3 [-1] 6231.303317 164.492073 -4.012002 24.072011 16.048007 NaN 20.060009 12981 NIKKEI caleb_strategy_v3 [-1] 6231.303317 188.564084 -4.012002 40.120018 32.096014 NaN 36.108016 12982 NIKKEI caleb_strategy_v3 [-1] 6231.303317 228.684101 -4.012002 8.024004 -0.0 NaN 4.012002 12983 NIKKEI caleb_strategy_v3 [-1] 6231.303317 224.6721 -8.024004 16.048007 -0.0 NaN 8.024004 12985 DAX caleb_strategy_v3 [1] 1978.847304 60.641364 -5.053447 -45.481023 -55.587917 NaN -50.53447 12984 BUND caleb_strategy_v3 [-1] 9.773869 66.503859 -5.115681 92.082266 81.850903 NaN 86.966585 12986 BUND caleb_strategy_v3 [-1] 9.773869 66.503859 -5.115681 173.93317 163.701807 NaN 168.817488 12993 SUGAR11 caleb_strategy_v3 [-1] 4.986291 10.027493 -10.027493 -40.109971 -60.164957 NaN -50.137464 12994 PLAT caleb_strategy_v3 [1] 283.539938 229.244601 -7.05368 -59.95628 -74.06364 NaN -67.00996 12995 GASOLINE caleb_strategy_v3 [-1] 0.622421 -459.496373 -6.426523 49.805551 36.952506 NaN 43.379028 12996 COPPER caleb_strategy_v3 [-1] 1.347035 -664.42227 -3.711856 -33.406706 -40.830419 NaN -37.118563 12999 GBP caleb_strategy_v3 [1] 0.077468 258.170954 -12.908548 25.817095 0.0 NaN 12.908548 13005 EUR caleb_strategy_v3 [1] 0.060475 392.7246 -4.133943 66.143091 57.875204 NaN 62.009147 13024 DOW caleb_strategy_v3 [-1] 4866.383324 322.621523 -2.054914 119.185021 115.075193 NaN 117.130107 13001 DOW caleb_strategy_v3 [-1] 4866.383324 399.680804 -5.137285 -47.263026 -57.537596 NaN -52.400311 13013 DOW caleb_strategy_v3 [-1] 4866.383324 349.335407 -2.054914 26.713884 22.604056 NaN 24.65897 13025 VIX caleb_strategy_v3 [-1] 5.161821 145.297555 -48.432518 -96.865037 -193.730074 NaN -145.297555 13002 VIX caleb_strategy_v3 [-1] 5.161821 48.432518 -48.432518 96.865037 -0.0 NaN 48.432518 13014 VIX caleb_strategy_v3 [-1] 5.161821 48.432518 -48.432518 96.865037 -0.0 NaN 48.432518 13030 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000653 -715.812394 -3.827874 0.0 -7.655748 NaN -3.827874 13031 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.000653 673.705783 -7.655748 53.590233 38.278738 NaN 45.934485 13008 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000653 -715.812394 -3.827874 15.311495 7.655748 NaN 11.483621 13009 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.000653 719.640268 -7.655748 -53.590233 -68.901728 NaN -61.24598 13019 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000653 -715.812394 -3.827874 61.24598 53.590233 NaN 57.418106 13020 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.000653 662.222161 -3.827874 -0.0 NaN NaN -3.827874 13032 CAD _ROLL_PSEUDO_STRATEGY [1] 0.039295 502.604027 -6.362076 -12.724153 -25.448305 NaN -19.086229 13033 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.039295 -464.431569 -6.362076 -50.89661 -63.620763 NaN -57.258687 13010 CAD _ROLL_PSEUDO_STRATEGY [1] 0.039295 502.604027 -6.362076 38.172458 25.448305 NaN 31.810381 13011 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.039295 -528.052332 -6.362076 -25.448305 -38.172458 NaN -31.810381 13021 CAD _ROLL_PSEUDO_STRATEGY [1] 0.039295 502.604027 -6.362076 63.620763 50.89661 NaN 57.258687 13022 CAD _ROLL_PSEUDO_STRATEGY [-1] 0.039295 -547.138561 -12.724153 25.448305 -0.0 NaN 12.724153 13041 FEEDCOW caleb_strategy_v3 [-1] 33.828197 14.780569 -14.780569 -36.951422 -66.51256 NaN -51.731991 13051 FEEDCOW caleb_strategy_v3 [-1] 33.828197 -29.561138 -14.780569 7.390284 -22.170853 NaN -7.390284 13043 SOYBEAN caleb_strategy_v3 [-1] 179.399796 -90.579813 -6.967678 13.935356 NaN NaN 6.967678 13053 SOYBEAN caleb_strategy_v3 [-1] 179.399796 -69.676779 -13.935356 27.870712 -0.0 NaN 13.935356 13044 SOYMEAL caleb_strategy_v3 [-1] 84.07473 -190.306885 -11.89418 35.682541 11.89418 NaN 23.788361 13054 SOYMEAL caleb_strategy_v3 [-1] 84.07473 -190.306885 -11.89418 23.788361 -0.0 NaN 11.89418 13045 CORN caleb_strategy_v3 [-1] 85.423844 248.759586 -14.632917 117.063335 87.797501 NaN 102.430418 13055 CORN caleb_strategy_v3 [-1] 85.423844 248.759586 -14.632917 175.595002 146.329168 NaN 160.962085 13059 US5 caleb_strategy_v3 [1] 4.507157 -511.339472 -8.666771 0.0 -17.333541 NaN -8.666771 13000 US5 caleb_strategy_v3 [1] 4.507157 -528.673013 -8.666771 -17.333541 -34.667083 NaN -26.000312 13034 US5 caleb_strategy_v3 [1] 4.507157 -459.338847 -8.666771 17.333541 0.0 NaN 8.666771 13040 US5 caleb_strategy_v3 [1] 4.507157 -459.338847 -8.666771 -34.668192 -52.001734 NaN -43.334963 13012 US5 caleb_strategy_v3 [1] 4.507157 -693.341656 -17.333541 312.002636 277.335553 NaN 294.669095 13050 US5 caleb_strategy_v3 [1] 4.507157 -494.00593 -8.666771 -17.333541 -34.667083 NaN -26.000312 13023 US5 caleb_strategy_v3 [1] 4.507157 -693.341656 -17.333541 260.003121 225.336038 NaN 242.66958 13056 SP500_micro caleb_strategy_v3 [1] 589.36914 -116.650152 -2.120912 106.045593 101.803769 NaN 103.924681 13027 SP500_micro caleb_strategy_v3 [1] 589.36914 44.539149 -2.120912 -123.012888 -127.254712 NaN -125.1338 13061 SP500_micro caleb_strategy_v3 [1] 589.36914 -116.650152 -2.120912 165.431125 161.189301 NaN 163.310213 13063 SP500_micro caleb_strategy_v3 [1] 589.36914 10.604559 -2.120912 46.660061 42.418237 NaN 44.539149 13065 SP500_micro caleb_strategy_v3 [1] 589.36914 19.088207 -2.120912 4.241824 0.0 NaN 2.120912 13067 SP500_micro caleb_strategy_v3 [1] 589.36914 -6.362736 -2.120912 16.967295 12.725471 NaN 14.846383 13036 SP500_micro caleb_strategy_v3 [1] 589.36914 -91.19921 -2.120912 0.0 -4.241824 NaN -2.120912 13004 SP500_micro caleb_strategy_v3 [1] 589.36914 -163.310213 -2.120912 169.672949 165.431125 NaN 167.552037 13046 SP500_micro caleb_strategy_v3 [1] 589.36914 -91.19921 -2.120912 93.320122 89.078298 NaN 91.19921 13016 SP500_micro caleb_strategy_v3 [1] 589.36914 -163.310213 -2.120912 135.738359 131.496535 NaN 133.617447 13060 MXP caleb_strategy_v3 [-1] 0.008762 -388.059278 -11.413508 22.827016 -0.0 NaN 11.413508 13062 MXP caleb_strategy_v3 [-1] 0.008762 -370.939015 -5.706754 -0.0 -11.413508 NaN -5.706754 13064 MXP caleb_strategy_v3 [-1] 0.008762 -382.352524 -5.706754 57.067541 45.654033 NaN 51.360787 13066 MXP caleb_strategy_v3 [-1] 0.008762 -399.472786 -11.413508 125.54859 102.721574 NaN 114.135082 13068 MXP caleb_strategy_v3 [-1] 0.008762 -399.472786 -11.413508 136.962098 114.135082 NaN 125.54859 13069 MXP caleb_strategy_v3 [-1] 0.008762 -428.006556 -5.706754 159.789114 148.375606 NaN 154.08236 13070 MXP caleb_strategy_v3 [-1] 0.008762 -428.006556 -5.706754 171.202623 159.789114 NaN 165.495868 13071 MXP caleb_strategy_v3 [-1] 0.008762 -422.299802 -11.413508 205.443147 182.616131 NaN 194.029639 13072 MXP caleb_strategy_v3 [-1] 0.008762 -422.299802 -11.413508 296.751212 273.924196 NaN 285.337704 13073 MXP caleb_strategy_v3 [-1] 0.008762 -382.352524 -5.706754 251.09718 239.683672 NaN 245.390426 13074 MXP caleb_strategy_v3 [-1] 0.008762 -382.352524 -5.706754 239.683672 228.270163 NaN 233.976917 13075 MXP caleb_strategy_v3 [-1] 0.008762 -393.766032 -5.706754 273.924196 262.510688 NaN 268.217442 13076 MXP caleb_strategy_v3 [-1] 0.008762 -370.939015 -5.706754 216.856655 205.443147 NaN 211.149901 13077 MXP caleb_strategy_v3 [-1] 0.008762 -370.939015 -5.706754 171.202623 159.789114 NaN 165.495868 13003 MXP caleb_strategy_v3 [-1] 0.008762 -268.217442 -5.706754 -11.413508 -22.827016 NaN -17.120262 13015 MXP caleb_strategy_v3 [-1] 0.008762 -308.164721 -11.413508 79.894557 57.067541 NaN 68.481049 13026 MXP caleb_strategy_v3 [-1] 0.008762 -319.578229 -11.413508 102.721574 79.894557 NaN 91.308065 13035 MXP caleb_strategy_v3 [-1] 0.008762 -239.683672 -11.413508 22.827016 -0.0 NaN 11.413508 13042 MXP caleb_strategy_v3 [-1] 0.008762 -188.322885 -5.706754 -159.789114 -171.202623 NaN -165.495868 13052 MXP caleb_strategy_v3 [-1] 0.008762 -348.111999 -5.706754 -45.654033 -57.067541 NaN -51.360787 12992 CANOLA caleb_strategy_v3 [-1] 154.279619 327.327745 -9.722606 NaN NaN NaN NaN 12997 CANOLA caleb_strategy_v3 [-1] 154.279619 337.050352 -6.481738 -77.78085 -90.744325 NaN -84.262588 12998 CANOLA caleb_strategy_v3 [-1] 154.279619 265.751239 -12.963475 -19.445213 -45.372163 NaN -32.408688 13057 LEANHOG caleb_strategy_v3 [-1] 17.795014 -828.883881 -14.048879 56.195517 28.097759 NaN 42.146638 13037 LEANHOG caleb_strategy_v3 [-1] 17.795014 -702.443967 -14.048879 NaN NaN NaN NaN 13047 LEANHOG caleb_strategy_v3 [-1] 17.795014 -892.103838 -7.02444 84.293276 70.244397 NaN 77.268836 12987 GASOIL _ROLL_PSEUDO_STRATEGY [1] 197.722609 195.981634 -6.321988 189.659646 177.015669 NaN 183.337658 12988 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 197.722609 -208.62561 -6.321988 NaN NaN NaN NaN 12989 GASOIL _ROLL_PSEUDO_STRATEGY [1] 197.722609 195.981634 -6.321988 164.371693 151.727717 NaN 158.049705 12990 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 197.722609 -316.09941 -12.643976 -75.863858 -101.151811 NaN -88.507835 12991 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 197.722609 -391.963268 -12.643976 -0.0 -25.287953 NaN -12.643976 13058 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -794.134233 -6.204174 12.408347 0.0 NaN 6.204174 13028 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -744.500844 -6.204174 186.125211 173.716863 NaN 179.921037 13029 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.080591 474.619288 -9.306261 74.450084 55.837563 NaN 65.143824 13038 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -518.048504 -3.102087 NaN NaN NaN NaN 13006 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -744.500844 -6.204174 266.779469 254.371122 NaN 260.575295 13007 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.080591 744.500844 -12.408347 -223.350253 -248.166948 NaN -235.7586 13039 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.080591 511.84433 -9.306261 285.39199 266.779469 NaN 276.085729 13049 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.080591 580.090241 -9.306261 210.941906 192.329385 NaN 201.635645 13048 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -586.294414 -3.102087 -198.533558 -204.737732 NaN -201.635645 13017 CHF _ROLL_PSEUDO_STRATEGY [1] 0.080591 -744.500844 -6.204174 241.962774 229.554427 NaN 235.7586 13018 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.080591 518.048504 -9.306261 -18.612521 -37.225042 NaN -27.918782 ============================================================================================================================================================================ 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 12973 NIKKEI caleb_strategy_v3 [-1] 0.640742 49.657523 -1.601856 25.629689 22.425978 NaN 24.027834 12974 NIKKEI caleb_strategy_v3 [-1] 0.640742 49.657523 -1.601856 12.814845 9.611134 NaN 11.212989 12975 NIKKEI caleb_strategy_v3 [-1] 0.640742 44.851957 -3.203711 19.222267 12.814845 NaN 16.018556 12976 NIKKEI caleb_strategy_v3 [-1] 0.640742 72.083502 -1.601856 16.018556 12.814845 NaN 14.4167 12977 NIKKEI caleb_strategy_v3 [-1] 0.640742 88.102057 -1.601856 -0.0 NaN NaN -1.601856 12978 NIKKEI caleb_strategy_v3 [-1] 0.640742 86.500202 -3.203711 -12.814845 -19.222267 NaN -16.018556 12979 NIKKEI caleb_strategy_v3 [-1] 0.640742 68.87979 -1.601856 3.203711 -0.0 NaN 1.601856 12980 NIKKEI caleb_strategy_v3 [-1] 0.640742 65.676079 -1.601856 9.611134 6.407422 NaN 8.009278 12981 NIKKEI caleb_strategy_v3 [-1] 0.640742 75.287213 -1.601856 16.018556 12.814845 NaN 14.4167 12982 NIKKEI caleb_strategy_v3 [-1] 0.640742 91.305769 -1.601856 3.203711 -0.0 NaN 1.601856 12983 NIKKEI caleb_strategy_v3 [-1] 0.640742 89.703913 -3.203711 6.407422 -0.0 NaN 3.203711 12985 DAX caleb_strategy_v3 [1] 1.0903 13.0836 -1.0903 -9.8127 -11.9933 NaN -10.903 12984 BUND caleb_strategy_v3 [-1] 1090.3 70.8695 -5.4515 98.127 87.224 NaN 92.6755 12986 BUND caleb_strategy_v3 [-1] 1090.3 70.8695 -5.4515 185.351 174.448 NaN 179.8995 12993 SUGAR11 caleb_strategy_v3 [-1] 1120.0 5.6 -5.6 -22.4 -33.6 NaN -28.0 12994 PLAT caleb_strategy_v3 [1] 50.0 325.0 -10.0 -85.0 -105.0 NaN -95.0 12995 GASOLINE caleb_strategy_v3 [-1] 42000.0 -1201.2 -16.8 130.2 96.6 NaN 113.4 12996 COPPER caleb_strategy_v3 [-1] 25000.0 -2237.5 -12.5 -112.5 -137.5 NaN -125.0 12999 GBP caleb_strategy_v3 [1] 62500.0 125.0 -6.25 12.5 0.0 NaN 6.25 13005 EUR caleb_strategy_v3 [1] 125000.0 296.875 -3.125 50.0 43.75 NaN 46.875 13024 DOW caleb_strategy_v3 [-1] 0.5 78.5 -0.5 29.0 28.0 NaN 28.5 13001 DOW caleb_strategy_v3 [-1] 0.5 97.25 -1.25 -11.5 -14.0 NaN -12.75 13013 DOW caleb_strategy_v3 [-1] 0.5 85.0 -0.5 6.5 5.5 NaN 6.0 13025 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 -50.0 -100.0 NaN -75.0 13002 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 13014 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 13030 JPY _ROLL_PSEUDO_STRATEGY [1] 12500000.0 -584.375 -3.125 0.0 -6.25 NaN -3.125 13031 JPY _ROLL_PSEUDO_STRATEGY [-1] 12500000.0 550.0 -6.25 43.75 31.25 NaN 37.5 13008 JPY _ROLL_PSEUDO_STRATEGY [1] 12500000.0 -584.375 -3.125 12.5 6.25 NaN 9.375 13009 JPY _ROLL_PSEUDO_STRATEGY [-1] 12500000.0 587.5 -6.25 -43.75 -56.25 NaN -50.0 13019 JPY _ROLL_PSEUDO_STRATEGY [1] 12500000.0 -584.375 -3.125 50.0 43.75 NaN 46.875 13020 JPY _ROLL_PSEUDO_STRATEGY [-1] 12500000.0 540.625 -3.125 -0.0 NaN NaN -3.125 13032 CAD _ROLL_PSEUDO_STRATEGY [1] 100000.0 197.5 -2.5 -5.0 -10.0 NaN -7.5 13033 CAD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -182.5 -2.5 -20.0 -25.0 NaN -22.5 13010 CAD _ROLL_PSEUDO_STRATEGY [1] 100000.0 197.5 -2.5 15.0 10.0 NaN 12.5 13011 CAD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -207.5 -2.5 -10.0 -15.0 NaN -12.5 13021 CAD _ROLL_PSEUDO_STRATEGY [1] 100000.0 197.5 -2.5 25.0 20.0 NaN 22.5 13022 CAD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -215.0 -5.0 10.0 -0.0 NaN 5.0 13041 FEEDCOW caleb_strategy_v3 [-1] 500.0 25.0 -25.0 -62.5 -112.5 NaN -87.5 13051 FEEDCOW caleb_strategy_v3 [-1] 500.0 -50.0 -25.0 12.5 -37.5 NaN -12.5 13043 SOYBEAN caleb_strategy_v3 [-1] 50.0 -81.25 -6.25 12.5 NaN NaN 6.25 13053 SOYBEAN caleb_strategy_v3 [-1] 50.0 -62.5 -12.5 25.0 -0.0 NaN 12.5 13044 SOYMEAL caleb_strategy_v3 [-1] 100.0 -160.0 -10.0 30.0 10.0 NaN 20.0 13054 SOYMEAL caleb_strategy_v3 [-1] 100.0 -160.0 -10.0 20.0 -0.0 NaN 10.0 13045 CORN caleb_strategy_v3 [-1] 50.0 106.25 -6.25 50.0 37.5 NaN 43.75 13055 CORN caleb_strategy_v3 [-1] 50.0 106.25 -6.25 75.0 62.5 NaN 68.75 13059 US5 caleb_strategy_v3 [1] 1000.0 -230.46875 -3.90625 0.0 -7.8125 NaN -3.90625 13000 US5 caleb_strategy_v3 [1] 1000.0 -238.28125 -3.90625 -7.8125 -15.625 NaN -11.71875 13034 US5 caleb_strategy_v3 [1] 1000.0 -207.03125 -3.90625 7.8125 0.0 NaN 3.90625 13040 US5 caleb_strategy_v3 [1] 1000.0 -207.03125 -3.90625 -15.6255 -23.438 NaN -19.53175 13012 US5 caleb_strategy_v3 [1] 1000.0 -312.5 -7.8125 140.6245 124.9995 NaN 132.812 13050 US5 caleb_strategy_v3 [1] 1000.0 -222.65625 -3.90625 -7.8125 -15.625 NaN -11.71875 13023 US5 caleb_strategy_v3 [1] 1000.0 -312.5 -7.8125 117.1875 101.5625 NaN 109.375 13056 SP500_micro caleb_strategy_v3 [1] 5.0 -34.375 -0.625 31.25 30.0 NaN 30.625 13027 SP500_micro caleb_strategy_v3 [1] 5.0 13.125 -0.625 -36.25 -37.5 NaN -36.875 13061 SP500_micro caleb_strategy_v3 [1] 5.0 -34.375 -0.625 48.75 47.5 NaN 48.125 13063 SP500_micro caleb_strategy_v3 [1] 5.0 3.125 -0.625 13.75 12.5 NaN 13.125 13065 SP500_micro caleb_strategy_v3 [1] 5.0 5.625 -0.625 1.25 0.0 NaN 0.625 13067 SP500_micro caleb_strategy_v3 [1] 5.0 -1.875 -0.625 5.0 3.75 NaN 4.375 13036 SP500_micro caleb_strategy_v3 [1] 5.0 -26.875 -0.625 0.0 -1.25 NaN -0.625 13004 SP500_micro caleb_strategy_v3 [1] 5.0 -48.125 -0.625 50.0 48.75 NaN 49.375 13046 SP500_micro caleb_strategy_v3 [1] 5.0 -26.875 -0.625 27.5 26.25 NaN 26.875 13016 SP500_micro caleb_strategy_v3 [1] 5.0 -48.125 -0.625 40.0 38.75 NaN 39.375 13060 MXP caleb_strategy_v3 [-1] 500000.0 -170.0 -5.0 10.0 -0.0 NaN 5.0 13062 MXP caleb_strategy_v3 [-1] 500000.0 -162.5 -2.5 -0.0 -5.0 NaN -2.5 13064 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -2.5 25.0 20.0 NaN 22.5 13066 MXP caleb_strategy_v3 [-1] 500000.0 -175.0 -5.0 55.0 45.0 NaN 50.0 13068 MXP caleb_strategy_v3 [-1] 500000.0 -175.0 -5.0 60.0 50.0 NaN 55.0 13069 MXP caleb_strategy_v3 [-1] 500000.0 -187.5 -2.5 70.0 65.0 NaN 67.5 13070 MXP caleb_strategy_v3 [-1] 500000.0 -187.5 -2.5 75.0 70.0 NaN 72.5 13071 MXP caleb_strategy_v3 [-1] 500000.0 -185.0 -5.0 90.0 80.0 NaN 85.0 13072 MXP caleb_strategy_v3 [-1] 500000.0 -185.0 -5.0 130.0 120.0 NaN 125.0 13073 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -2.5 110.0 105.0 NaN 107.5 13074 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -2.5 105.0 100.0 NaN 102.5 13075 MXP caleb_strategy_v3 [-1] 500000.0 -172.5 -2.5 120.0 115.0 NaN 117.5 13076 MXP caleb_strategy_v3 [-1] 500000.0 -162.5 -2.5 95.0 90.0 NaN 92.5 13077 MXP caleb_strategy_v3 [-1] 500000.0 -162.5 -2.5 75.0 70.0 NaN 72.5 13003 MXP caleb_strategy_v3 [-1] 500000.0 -117.5 -2.5 -5.0 -10.0 NaN -7.5 13015 MXP caleb_strategy_v3 [-1] 500000.0 -135.0 -5.0 35.0 25.0 NaN 30.0 13026 MXP caleb_strategy_v3 [-1] 500000.0 -140.0 -5.0 45.0 35.0 NaN 40.0 13035 MXP caleb_strategy_v3 [-1] 500000.0 -105.0 -5.0 10.0 -0.0 NaN 5.0 13042 MXP caleb_strategy_v3 [-1] 500000.0 -82.5 -2.5 -70.0 -75.0 NaN -72.5 13052 MXP caleb_strategy_v3 [-1] 500000.0 -152.5 -2.5 -20.0 -25.0 NaN -22.5 12992 CANOLA caleb_strategy_v3 [-1] 14.652015 73.992674 -2.197802 NaN NaN NaN NaN 12997 CANOLA caleb_strategy_v3 [-1] 14.652015 76.190476 -1.465201 -17.582418 -20.512821 NaN -19.047619 12998 CANOLA caleb_strategy_v3 [-1] 14.652015 60.07326 -2.930403 -4.395604 -10.25641 NaN -7.326007 13057 LEANHOG caleb_strategy_v3 [-1] 400.0 -590.0 -10.0 40.0 20.0 NaN 30.0 13037 LEANHOG caleb_strategy_v3 [-1] 400.0 -500.0 -10.0 NaN NaN NaN NaN 13047 LEANHOG caleb_strategy_v3 [-1] 400.0 -635.0 -5.0 60.0 50.0 NaN 55.0 12987 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100.0 387.5 -12.5 375.0 350.0 NaN 362.5 12988 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -412.5 -12.5 NaN NaN NaN NaN 12989 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100.0 387.5 -12.5 325.0 300.0 NaN 312.5 12990 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -625.0 -25.0 -150.0 -200.0 NaN -175.0 12991 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -775.0 -25.0 -0.0 -50.0 NaN -25.0 13058 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -800.0 -6.25 12.5 0.0 NaN 6.25 13028 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -750.0 -6.25 187.5 175.0 NaN 181.25 13029 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 478.125 -9.375 75.0 56.25 NaN 65.625 13038 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -521.875 -3.125 NaN NaN NaN NaN 13006 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -750.0 -6.25 268.75 256.25 NaN 262.5 13007 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 750.0 -12.5 -225.0 -250.0 NaN -237.5 13039 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 515.625 -9.375 287.5 268.75 NaN 278.125 13049 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 584.375 -9.375 212.5 193.75 NaN 203.125 13048 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -590.625 -3.125 -200.0 -206.25 NaN -203.125 13017 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -750.0 -6.25 243.75 231.25 NaN 237.5 13018 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 521.875 -9.375 -18.75 -37.5 NaN -28.125 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD -12.5 CHF -1312.5 GASOIL -1037.5 JPY -75.0 caleb_strategy_v3 BUND 141.739 CANOLA 210.25641 COPPER -2237.5 CORN 212.5 DAX 13.0836 DOW 260.75 EUR 296.875 FEEDCOW -25.0 GASOLINE -1201.2 GBP 125.0 LEANHOG -1725.0 MXP -3160.0 NIKKEI 781.705528 PLAT 325.0 SOYBEAN -143.75 SOYMEAL -320.0 SP500_micro -198.75 SUGAR11 5.6 US5 -1730.46875 VIX 125.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -2437.5 caleb_strategy_v3 -8244.159212 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD -17.5 CHF -81.25 GASOIL -87.5 JPY -25.0 caleb_strategy_v3 BUND -10.903 CANOLA -6.593407 COPPER -12.5 CORN -12.5 DAX -1.0903 DOW -2.25 EUR -3.125 FEEDCOW -50.0 GASOLINE -16.8 GBP -6.25 LEANHOG -25.0 MXP -70.0 NIKKEI -22.425978 PLAT -10.0 SOYBEAN -18.75 SOYMEAL -20.0 SP500_micro -6.25 SUGAR11 -5.6 US5 -35.15625 VIX -75.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -211.25 caleb_strategy_v3 -410.193935 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 15.0 CHF 843.75 GASOIL 550.0 JPY 62.5 caleb_strategy_v3 BUND 283.478 CANOLA -21.978022 COPPER -112.5 CORN 125.0 DAX -9.8127 DOW 24.0 EUR 50.0 FEEDCOW -50.0 GASOLINE 130.2 GBP 12.5 LEANHOG 100.0 MXP 1015.0 NIKKEI 99.315047 PLAT -85.0 SOYBEAN 37.5 SOYMEAL 50.0 SP500_micro 181.25 SUGAR11 -22.4 US5 234.374 VIX 50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 1471.25 caleb_strategy_v3 2090.926325 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD -20.0 CHF 687.5 GASOIL 400.0 JPY 18.75 caleb_strategy_v3 BUND 261.672 CANOLA -30.769231 COPPER -137.5 CORN 100.0 DAX -11.9933 DOW 19.5 EUR 43.75 FEEDCOW -150.0 GASOLINE 96.6 GBP 0.0 LEANHOG 70.0 MXP 875.0 NIKKEI 57.666801 PLAT -105.0 SOYBEAN -0.0 SOYMEAL 10.0 SP500_micro 168.75 SUGAR11 -33.6 US5 164.0615 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 1086.25 caleb_strategy_v3 1298.13777 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 0 CHF 0 GASOIL 0 JPY 0 caleb_strategy_v3 BUND 0 CANOLA 0 COPPER 0 CORN 0 DAX 0 DOW 0 EUR 0 FEEDCOW 0 GASOLINE 0 GBP 0 LEANHOG 0 MXP 0 NIKKEI 0 PLAT 0 SOYBEAN 0 SOYMEAL 0 SP500_micro 0 SUGAR11 0 US5 0 VIX 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 CAD -2.5 CHF 765.625 GASOIL 475.0 JPY 37.5 caleb_strategy_v3 BUND 272.575 CANOLA -26.373626 COPPER -125.0 CORN 112.5 DAX -10.903 DOW 21.75 EUR 46.875 FEEDCOW -100.0 GASOLINE 113.4 GBP 6.25 LEANHOG 85.0 MXP 945.0 NIKKEI 76.889068 PLAT -95.0 SOYBEAN 18.75 SOYMEAL 30.0 SP500_micro 175.0 SUGAR11 -28.0 US5 199.21775 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 1275.625 caleb_strategy_v3 1692.930192 ******************************************************************************** END OF REPORT ********************************************************************************