******************************************************************************** Trades report produced on 14/06/2024 21:38 from 13/06/2024 21:38 to 14/06/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13351 AUD caleb_strategy_v3 [20240900] 2024-06-14 14:10:09.000 [1] 0.66155 13341 BUND caleb_strategy_v3 [20240900] 2024-06-14 07:00:37.000 [1] 132.27000 13348 CANOLA caleb_strategy_v3 [20241100] 2024-06-14 13:00:07.000 [1] 640.10000 13349 CANOLA caleb_strategy_v3 [20241100] 2024-06-14 13:01:01.000 [1] 639.70000 13344 EUROSTX caleb_strategy_v3 [20240600] 2024-06-14 07:04:23.000 [-1] 4936.00000 13345 EUROSTX caleb_strategy_v3 [20240600] 2024-06-14 07:04:27.000 [-1] 4935.00000 13342 EUROSTX caleb_strategy_v3 [20240600] 2024-06-14 07:00:39.000 [-1] 4939.00000 13343 EUROSTX caleb_strategy_v3 [20240600] 2024-06-14 07:01:36.000 [-1] 4935.00000 13347 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-14 13:00:03.000 [1] 2345.40000 13362 MXP caleb_strategy_v3 [20240900] 2024-06-14 14:29:08.000 [-1] 0.05316 13352 MXP caleb_strategy_v3 [20240900] 2024-06-14 14:10:10.000 [-1] 0.05315 13358 MXP caleb_strategy_v3 [20240900] 2024-06-14 14:19:19.000 [-1] 0.05316 13353 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-06-14 14:10:11.000 [1] 19871.75000 13361 RUSSELL caleb_strategy_v3 [20240900] 2024-06-14 14:29:08.000 [-1] 2027.10000 13357 RUSSELL caleb_strategy_v3 [20240900] 2024-06-14 14:19:19.000 [-1] 2026.70000 13350 RUSSELL caleb_strategy_v3 [20240900] 2024-06-14 19:45:39.277 [0] NaN 13367 RUSSELL caleb_strategy_v3 [20240900] 2024-06-14 14:33:28.000 [-1] 2024.60000 13365 RUSSELL caleb_strategy_v3 [20240900] 2024-06-14 14:30:10.000 [-1] 2028.10000 13359 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-14 14:19:20.000 [-1] 5418.25000 13360 SP500_micro _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-14 14:29:04.000 [1] 5483.25000 13363 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-14 14:29:09.000 [-1] 5417.75000 13368 SP500_micro caleb_strategy_v3 [20240900] 2024-06-14 14:33:29.000 [1] 5478.00000 13369 SP500_micro caleb_strategy_v3 [20240900] 2024-06-14 14:33:33.000 [1] 5478.25000 13366 SP500_micro caleb_strategy_v3 [20240900] 2024-06-14 14:30:17.000 [1] 5482.50000 13355 SP500_micro _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-14 14:17:05.000 [-1] 5416.25000 13356 SP500_micro _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-14 14:17:08.000 [1] 5480.50000 13364 SP500_micro _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-14 14:29:09.000 [1] 5482.75000 13346 SUGAR11 caleb_strategy_v3 [20241000] 2024-06-14 13:00:02.000 [1] 19.41000 13354 US10U caleb_strategy_v3 [20240900] 2024-06-14 14:10:29.000 [1] 114.84375 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13341 BUND caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 08:00:36.670 2024-06-14 07:00:37.000 115236.67 NaN 13344 EUROSTX caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 08:02:36.049 2024-06-14 07:04:23.000 115356.049 NaN 13345 EUROSTX caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 08:04:27.022 2024-06-14 07:04:27.000 115467.022 NaN 13342 EUROSTX caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 08:00:38.923 2024-06-14 07:00:39.000 115238.923 NaN 13343 EUROSTX caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 08:01:36.034 2024-06-14 07:01:36.000 115296.034 NaN 13346 SUGAR11 caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 14:00:01.946 2024-06-14 13:00:02.000 136801.946 NaN 13347 GOLD_micro caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 14:00:03.762 2024-06-14 13:00:03.000 136803.762 NaN 13348 CANOLA caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 14:00:05.214 2024-06-14 13:00:07.000 136805.214 NaN 13349 CANOLA caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 14:01:01.496 2024-06-14 13:01:01.000 136861.496 NaN 13351 AUD caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:10:08.534 2024-06-14 14:10:09.000 141008.534 NaN 13353 NASDAQ_micro caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:10:11.566 2024-06-14 14:10:11.000 141011.566 NaN 13354 US10U caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:10:12.806 2024-06-14 14:10:29.000 141012.806 NaN 13352 MXP caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:10:10.267 2024-06-14 14:10:10.000 141010.267 NaN 13362 MXP caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:29:08.581 2024-06-14 14:29:08.000 142148.581 NaN 13358 MXP caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:19:19.655 2024-06-14 14:19:19.000 141559.655 NaN 13355 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:10:30.201 2024-06-14 14:17:05.000 69030.201 NaN 13356 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:17:06.838 2024-06-14 14:17:08.000 69426.838 NaN 13359 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:19:20.267 2024-06-14 14:19:20.000 69560.267 NaN 13360 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:19:20.864 2024-06-14 14:29:04.000 69560.864 NaN 13363 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:29:09.239 2024-06-14 14:29:09.000 70149.239 NaN 13364 SP500_micro _ROLL_PSEUDO_STRATEGY 2024-06-13 20:00:00 2024-06-14 15:29:09.842 2024-06-14 14:29:09.000 70149.842 NaN 13368 SP500_micro caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:33:29.463 2024-06-14 14:33:29.000 142409.463 NaN 13369 SP500_micro caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:33:33.468 2024-06-14 14:33:33.000 142413.468 NaN 13366 SP500_micro caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:30:10.499 2024-06-14 14:30:17.000 142210.499 NaN 13350 RUSSELL caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:00:07.338 2024-06-14 19:45:39.277 140407.338 17131.939 13357 RUSSELL caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:17:29.798 2024-06-14 14:19:19.000 141449.798 NaN 13361 RUSSELL caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:29:07.987 2024-06-14 14:29:08.000 142147.987 NaN 13365 RUSSELL caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:30:10.024 2024-06-14 14:30:10.000 142210.024 NaN 13367 RUSSELL caleb_strategy_v3 2024-06-13 00:00:00 2024-06-14 15:31:10.124 2024-06-14 14:33:28.000 142270.124 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 13341 BUND caleb_strategy_v3 [1] 131.88 None 132.365 132.37 132.36 132.36 132.27 -0.485 -0.005 0.1 0.09 NaN 0.095 13344 EUROSTX caleb_strategy_v3 [-1] 4948.0 None 4935.5 4935.0 4936.0 4936.0 4936.0 -12.5 -0.5 1.0 -0.0 NaN 0.5 13345 EUROSTX caleb_strategy_v3 [-1] 4948.0 None 4937.5 4937.0 4938.0 4938.0 4935.0 -10.5 -0.5 -2.0 -3.0 NaN -2.5 13342 EUROSTX caleb_strategy_v3 [-1] 4948.0 None 4937.5 4937.0 4938.0 4938.0 4939.0 -10.5 -0.5 2.0 1.0 NaN 1.5 13343 EUROSTX caleb_strategy_v3 [-1] 4948.0 None 4937.5 4937.0 4938.0 4938.0 4935.0 -10.5 -0.5 -2.0 -3.0 NaN -2.5 13346 SUGAR11 caleb_strategy_v3 [1] 19.6 None 19.465 19.47 19.46 19.46 19.41 0.135 -0.005 0.06 0.05 NaN 0.055 13347 GOLD_micro caleb_strategy_v3 [1] 2319.2 None 2348.05 2348.1 2348.0 2348.0 2345.4 -28.85 -0.05 2.7 2.6 NaN 2.65 13348 CANOLA caleb_strategy_v3 [1] 637.7 None 640.2 640.3 640.1 640.1 640.1 -2.5 -0.1 0.2 0.0 NaN 0.1 13349 CANOLA caleb_strategy_v3 [1] 637.7 None 640.2 640.3 640.1 640.1 639.7 -2.5 -0.1 0.6 0.4 NaN 0.5 13351 AUD caleb_strategy_v3 [1] 0.66565 None 0.66145 0.6615 0.6614 0.6614 0.66155 0.0042 -0.00005 -0.00005 -0.00015 NaN -0.0001 13353 NASDAQ_micro caleb_strategy_v3 [1] 19861.0 None 19880.0 19881.5 19878.5 19878.5 19871.75 -19.0 -1.5 9.75 6.75 NaN 8.25 13354 US10U caleb_strategy_v3 [1] 114.515625 None 114.820312 114.828125 114.8125 114.8125 114.84375 -0.304688 -0.007812 -0.015625 -0.03125 NaN -0.023438 13352 MXP caleb_strategy_v3 [-1] 0.05341 None 0.053075 0.05306 0.05309 0.05309 0.05315 -0.000335 -0.000015 0.00009 0.00006 NaN 0.000075 13362 MXP caleb_strategy_v3 [-1] 0.05341 None 0.053075 0.05306 0.05309 0.05309 0.05316 -0.000335 -0.000015 0.0001 0.00007 NaN 0.000085 13358 MXP caleb_strategy_v3 [-1] 0.05341 None 0.053075 0.05306 0.05309 0.05309 0.05316 -0.000335 -0.000015 0.0001 0.00007 NaN 0.000085 13355 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5439.0 None 5420.625 5420.5 5420.75 5420.75 5416.25 -18.375 -0.125 -4.25 -4.5 NaN -4.375 13356 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5503.75 None 5480.625 5480.75 5480.5 5480.5 5480.5 23.125 -0.125 0.25 0.0 NaN 0.125 13359 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5439.0 None 5416.375 5416.25 5416.5 5416.5 5418.25 -22.625 -0.125 2.0 1.75 NaN 1.875 13360 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5503.75 None 5480.625 5480.75 5480.5 5480.5 5483.25 23.125 -0.125 -2.5 -2.75 NaN -2.625 13363 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5439.0 None 5416.375 5416.25 5416.5 5416.5 5417.75 -22.625 -0.125 1.5 1.25 NaN 1.375 13364 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5503.75 None 5483.0 5483.25 5482.75 5482.75 5482.75 20.75 -0.25 0.5 0.0 NaN 0.25 13368 SP500_micro caleb_strategy_v3 [1] 5503.75 None 5482.125 5482.25 5482.0 5482.0 5478.0 21.625 -0.125 4.25 4.0 NaN 4.125 13369 SP500_micro caleb_strategy_v3 [1] 5503.75 None 5484.875 5485.0 5484.75 5484.75 5478.25 18.875 -0.125 6.75 6.5 NaN 6.625 13366 SP500_micro caleb_strategy_v3 [1] 5503.75 None 5482.75 5483.0 5482.5 5482.5 5482.5 21.0 -0.25 0.5 0.0 NaN 0.25 13350 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2036.4 2036.2 2036.6 2036.6 NaN -26.0 -0.2 NaN NaN NaN NaN 13357 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2033.6 2033.2 2034.0 2034.0 2026.7 -28.8 -0.4 -6.5 -7.3 NaN -6.9 13361 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2026.7 2026.6 2026.8 2026.8 2027.1 -35.7 -0.1 0.5 0.3 NaN 0.4 13365 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2026.7 2026.6 2026.8 2026.8 2028.1 -35.7 -0.1 1.5 1.3 NaN 1.4 13367 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2025.7 2025.6 2025.8 2025.8 2024.6 -36.7 -0.1 -1.0 -1.2 NaN -1.1 =================================================================================================================================================================== 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 13341 BUND caleb_strategy_v3 [1] 11.132798 -435.649674 -4.491234 89.824675 80.842208 NaN 85.333441 13344 EUROSTX caleb_strategy_v3 [-1] 744.869316 -167.814672 -6.712587 13.425174 -0.0 NaN 6.712587 13345 EUROSTX caleb_strategy_v3 [-1] 744.869316 -140.964325 -6.712587 -26.850348 -40.275521 NaN -33.562934 13342 EUROSTX caleb_strategy_v3 [-1] 744.869316 -140.964325 -6.712587 26.850348 13.425174 NaN 20.137761 13343 EUROSTX caleb_strategy_v3 [-1] 744.869316 -140.964325 -6.712587 -26.850348 -40.275521 NaN -33.562934 13346 SUGAR11 caleb_strategy_v3 [1] 5.009943 269.464145 -9.980154 119.761842 99.801535 NaN 109.781689 13347 GOLD_micro caleb_strategy_v3 [1] 411.17952 -701.640003 -1.216014 65.664749 63.232721 NaN 64.448735 13348 CANOLA caleb_strategy_v3 [1] 154.229198 -162.096415 -6.483857 12.967713 0.0 NaN 6.483857 13349 CANOLA caleb_strategy_v3 [1] 154.229198 -162.096415 -6.483857 38.90314 25.935426 NaN 32.419283 13351 AUD caleb_strategy_v3 [1] 0.062845 668.3087 -7.956056 -7.956056 -23.868168 NaN -15.912112 13353 NASDAQ_micro caleb_strategy_v3 [1] 2685.572968 -70.748404 -5.5854 36.305102 25.134301 NaN 30.719702 13354 US10U caleb_strategy_v3 [1] 9.562786 -318.617906 -8.16969 -16.33938 -32.67876 NaN -24.50907 13352 MXP caleb_strategy_v3 [-1] 0.010987 -304.90433 -13.652433 81.914596 54.609731 NaN 68.262163 13362 MXP caleb_strategy_v3 [-1] 0.010987 -304.90433 -13.652433 91.016218 63.711353 NaN 77.363785 13358 MXP caleb_strategy_v3 [-1] 0.010987 -304.90433 -13.652433 91.016218 63.711353 NaN 77.363785 13355 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 553.718042 -331.847594 -2.257467 -76.753865 -81.268799 NaN -79.011332 13356 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 553.718042 417.631326 -2.257467 4.514933 0.0 NaN 2.257467 13359 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 553.718042 -408.601459 -2.257467 36.119466 31.604533 NaN 33.861999 13360 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 553.718042 417.631326 -2.257467 -45.149333 -49.664266 NaN -47.406799 13363 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 553.718042 -408.601459 -2.257467 27.0896 22.574666 NaN 24.832133 13364 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 553.718042 374.73946 -4.514933 9.029867 0.0 NaN 4.514933 13368 SP500_micro caleb_strategy_v3 [1] 553.718042 390.541726 -2.257467 76.753865 72.238932 NaN 74.496399 13369 SP500_micro caleb_strategy_v3 [1] 553.718042 340.87746 -2.257467 121.903198 117.388265 NaN 119.645731 13366 SP500_micro caleb_strategy_v3 [1] 553.718042 379.254393 -4.514933 9.029867 0.0 NaN 4.514933 13350 RUSSELL caleb_strategy_v3 [-1] 370.672055 -701.428653 -5.395605 NaN NaN NaN NaN 13357 RUSSELL caleb_strategy_v3 [-1] 370.672055 -776.967123 -10.79121 -175.357163 -196.939583 NaN -186.148373 13361 RUSSELL caleb_strategy_v3 [-1] 370.672055 -963.115496 -2.697803 13.489013 8.093408 NaN 10.79121 13365 RUSSELL caleb_strategy_v3 [-1] 370.672055 -963.115496 -2.697803 40.467038 35.071433 NaN 37.769235 13367 RUSSELL caleb_strategy_v3 [-1] 370.672055 -990.093521 -2.697803 -26.978025 -32.37363 NaN -29.675828 ============================================================================================================================================================================ 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 13341 BUND caleb_strategy_v3 [1] 1072.7 -520.2595 -5.3635 107.27 96.543 NaN 101.9065 13344 EUROSTX caleb_strategy_v3 [-1] 10.727 -134.0875 -5.3635 10.727 -0.0 NaN 5.3635 13345 EUROSTX caleb_strategy_v3 [-1] 10.727 -112.6335 -5.3635 -21.454 -32.181 NaN -26.8175 13342 EUROSTX caleb_strategy_v3 [-1] 10.727 -112.6335 -5.3635 21.454 10.727 NaN 16.0905 13343 EUROSTX caleb_strategy_v3 [-1] 10.727 -112.6335 -5.3635 -21.454 -32.181 NaN -26.8175 13346 SUGAR11 caleb_strategy_v3 [1] 1120.0 151.2 -5.6 67.2 56.0 NaN 61.6 13347 GOLD_micro caleb_strategy_v3 [1] 10.0 -288.5 -0.5 27.0 26.0 NaN 26.5 13348 CANOLA caleb_strategy_v3 [1] 14.549158 -36.372895 -1.454916 2.909832 0.0 NaN 1.454916 13349 CANOLA caleb_strategy_v3 [1] 14.549158 -36.372895 -1.454916 8.729495 5.819663 NaN 7.274579 13351 AUD caleb_strategy_v3 [1] 100000.0 420.0 -5.0 -5.0 -15.0 NaN -10.0 13353 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -38.0 -3.0 19.5 13.5 NaN 16.5 13354 US10U caleb_strategy_v3 [1] 1000.0 -304.6875 -7.8125 -15.625 -31.25 NaN -23.4375 13352 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -7.5 45.0 30.0 NaN 37.5 13362 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -7.5 50.0 35.0 NaN 42.5 13358 MXP caleb_strategy_v3 [-1] 500000.0 -167.5 -7.5 50.0 35.0 NaN 42.5 13355 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 -91.875 -0.625 -21.25 -22.5 NaN -21.875 13356 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 115.625 -0.625 1.25 0.0 NaN 0.625 13359 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 -113.125 -0.625 10.0 8.75 NaN 9.375 13360 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 115.625 -0.625 -12.5 -13.75 NaN -13.125 13363 SP500_micro _ROLL_PSEUDO_STRATEGY [-1] 5.0 -113.125 -0.625 7.5 6.25 NaN 6.875 13364 SP500_micro _ROLL_PSEUDO_STRATEGY [1] 5.0 103.75 -1.25 2.5 0.0 NaN 1.25 13368 SP500_micro caleb_strategy_v3 [1] 5.0 108.125 -0.625 21.25 20.0 NaN 20.625 13369 SP500_micro caleb_strategy_v3 [1] 5.0 94.375 -0.625 33.75 32.5 NaN 33.125 13366 SP500_micro caleb_strategy_v3 [1] 5.0 105.0 -1.25 2.5 0.0 NaN 1.25 13350 RUSSELL caleb_strategy_v3 [-1] 5.0 -130.0 -1.0 NaN NaN NaN NaN 13357 RUSSELL caleb_strategy_v3 [-1] 5.0 -144.0 -2.0 -32.5 -36.5 NaN -34.5 13361 RUSSELL caleb_strategy_v3 [-1] 5.0 -178.5 -0.5 2.5 1.5 NaN 2.0 13365 RUSSELL caleb_strategy_v3 [-1] 5.0 -178.5 -0.5 7.5 6.5 NaN 7.0 13367 RUSSELL caleb_strategy_v3 [-1] 5.0 -183.5 -0.5 -5.0 -6.0 NaN -5.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SP500_micro 16.875 caleb_strategy_v3 AUD 420.0 BUND -520.2595 CANOLA -72.74579 EUROSTX -471.988 GOLD_micro -288.5 MXP -502.5 NASDAQ_micro -38.0 RUSSELL -814.5 SP500_micro 307.5 SUGAR11 151.2 US10U -304.6875 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 16.875 caleb_strategy_v3 -2134.48079 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SP500_micro -4.375 caleb_strategy_v3 AUD -5.0 BUND -5.3635 CANOLA -2.909832 EUROSTX -21.454 GOLD_micro -0.5 MXP -22.5 NASDAQ_micro -3.0 RUSSELL -4.5 SP500_micro -2.5 SUGAR11 -5.6 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -4.375 caleb_strategy_v3 -81.139832 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SP500_micro -12.5 caleb_strategy_v3 AUD -5.0 BUND 107.27 CANOLA 11.639326 EUROSTX -10.727 GOLD_micro 27.0 MXP 145.0 NASDAQ_micro 19.5 RUSSELL -27.5 SP500_micro 57.5 SUGAR11 67.2 US10U -15.625 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -12.5 caleb_strategy_v3 376.257326 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SP500_micro -21.25 caleb_strategy_v3 AUD -15.0 BUND 96.543 CANOLA 5.819663 EUROSTX -53.635 GOLD_micro 26.0 MXP 100.0 NASDAQ_micro 13.5 RUSSELL -34.5 SP500_micro 52.5 SUGAR11 56.0 US10U -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -21.25 caleb_strategy_v3 215.977663 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SP500_micro 0 caleb_strategy_v3 AUD 0 BUND 0 CANOLA 0 EUROSTX 0 GOLD_micro 0 MXP 0 NASDAQ_micro 0 RUSSELL 0 SP500_micro 0 SUGAR11 0 US10U 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 SP500_micro -16.875 caleb_strategy_v3 AUD -10.0 BUND 101.9065 CANOLA 8.729495 EUROSTX -32.181 GOLD_micro 26.5 MXP 122.5 NASDAQ_micro 16.5 RUSSELL -31.0 SP500_micro 55.0 SUGAR11 61.6 US10U -23.4375 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -16.875 caleb_strategy_v3 296.117495 ******************************************************************************** END OF REPORT ********************************************************************************