******************************************************************************** Trades report produced on 19/06/2024 21:38 from 18/06/2024 21:38 to 19/06/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13415 BUXL caleb_strategy_v3 [20240900] 2024-06-19 07:02:04.000 [1] 134.780000 13428 CANOLA caleb_strategy_v3 [20241100] 2024-06-19 13:22:34.000 [-1] 630.000000 13419 CANOLA caleb_strategy_v3 [20241100] 2024-06-19 19:45:00.595 [0] NaN 13426 CANOLA caleb_strategy_v3 [20241100] 2024-06-19 19:45:00.656 [0] NaN 13434 CHF caleb_strategy_v3 [20240900] 2024-06-19 14:26:38.000 [1] 1.143200 13420 COPPER caleb_strategy_v3 [20240700] 2024-06-19 13:11:01.000 [1] 4.528500 13424 CRUDE_W caleb_strategy_v3 [20241200] 2024-06-19 13:11:35.000 [1] 77.990000 13427 CRUDE_W caleb_strategy_v3 [20241200] 2024-06-19 13:21:48.000 [1] 77.980000 13414 DAX _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-19 07:01:58.000 [1] 18323.000000 13413 DAX _ROLL_PSEUDO_STRATEGY [20240600] 2024-06-19 07:00:39.000 [-1] 18143.000000 13417 DAX caleb_strategy_v3 [20240900] 2024-06-19 07:09:19.000 [1] 18323.000000 13418 DAX caleb_strategy_v3 [20240900] 2024-06-19 07:10:11.000 [1] 18328.000000 13423 DX caleb_strategy_v3 [20240900] 2024-06-19 13:11:34.000 [1] 104.825000 13412 EUROSTX caleb_strategy_v3 [20240600] 2024-06-19 07:00:37.000 [-1] 4915.000000 13416 EUROSTX caleb_strategy_v3 [20240600] 2024-06-19 07:09:18.000 [-1] 4914.000000 13421 GASOLINE caleb_strategy_v3 [20240900] 2024-06-19 13:11:04.000 [1] 2.453100 13422 GAS_US_mini caleb_strategy_v3 [20240900] 2024-06-19 13:11:05.000 [-1] 2.945000 13425 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-19 13:11:36.000 [-1] 2343.000000 13405 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-06-19 02:05:58.000 [1] 143.910000 13407 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-06-19 02:21:16.000 [1] 143.910000 13430 JPY caleb_strategy_v3 [20240900] 2024-06-19 14:06:13.000 [-1] 0.006420 13431 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-06-19 14:07:04.000 [-1] 20238.500000 13408 NIKKEI caleb_strategy_v3 [20240900] 2024-06-19 02:29:41.000 [-1] 38675.000000 13409 NIKKEI caleb_strategy_v3 [20240900] 2024-06-19 02:29:59.000 [-1] 38670.000000 13410 NIKKEI caleb_strategy_v3 [20240900] 2024-06-19 02:30:46.000 [-1] 38665.000000 13411 NIKKEI caleb_strategy_v3 [20240900] 2024-06-19 02:33:04.000 [-1] 38660.000000 13406 NIKKEI caleb_strategy_v3 [20240900] 2024-06-19 19:45:00.529 [0] NaN 13433 RUSSELL caleb_strategy_v3 [20240900] 2024-06-19 14:26:37.000 [-1] 2043.500000 13436 RUSSELL caleb_strategy_v3 [20240900] 2024-06-19 14:26:58.000 [-1] 2043.500000 13432 US10U caleb_strategy_v3 [20240900] 2024-06-19 19:45:00.719 [0] NaN 13435 US10U caleb_strategy_v3 [20240900] 2024-06-19 14:26:57.000 [1] 114.578125 13429 US5 caleb_strategy_v3 [20240900] 2024-06-19 14:05:59.000 [1] 106.914063 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13405 JGB-SGX-mini caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:00:21.814 2024-06-19 02:05:58.000 97221.814 NaN 13407 JGB-SGX-mini caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:16:15.899 2024-06-19 02:21:16.000 98175.899 NaN 13413 DAX _ROLL_PSEUDO_STRATEGY 2024-06-18 19:00:00 2024-06-19 08:00:39.599 2024-06-19 07:00:39.000 46839.599 NaN 13414 DAX _ROLL_PSEUDO_STRATEGY 2024-06-18 19:00:00 2024-06-19 08:00:41.350 2024-06-19 07:01:58.000 46841.35 NaN 13415 BUXL caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 08:02:03.942 2024-06-19 07:02:04.000 115323.942 NaN 13416 EUROSTX caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 08:02:04.823 2024-06-19 07:09:18.000 115324.823 NaN 13412 EUROSTX caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 08:00:37.575 2024-06-19 07:00:37.000 115237.575 NaN 13417 DAX caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 08:09:19.142 2024-06-19 07:09:19.000 115759.142 NaN 13418 DAX caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 08:09:29.665 2024-06-19 07:10:11.000 115769.665 NaN 13420 COPPER caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:01.635 2024-06-19 13:11:01.000 137461.635 NaN 13421 GASOLINE caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:02.942 2024-06-19 13:11:04.000 137462.942 NaN 13422 GAS_US_mini caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:05.328 2024-06-19 13:11:05.000 137465.328 NaN 13423 DX caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:06.614 2024-06-19 13:11:34.000 137466.614 NaN 13425 GOLD_micro caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:36.653 2024-06-19 13:11:36.000 137496.653 NaN 13424 CRUDE_W caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:35.394 2024-06-19 13:11:35.000 137495.394 NaN 13427 CRUDE_W caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:21:48.734 2024-06-19 13:21:48.000 138108.734 NaN 13429 US5 caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:00:58.946 2024-06-19 14:05:59.000 140458.946 NaN 13430 JPY caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:06:00.048 2024-06-19 14:06:13.000 140760.048 NaN 13431 NASDAQ_micro caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:06:14.350 2024-06-19 14:07:04.000 140774.35 NaN 13434 CHF caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:26:38.386 2024-06-19 14:26:38.000 141998.386 NaN 13433 RUSSELL caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:17:06.386 2024-06-19 14:26:37.000 141426.386 NaN 13436 RUSSELL caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:26:58.092 2024-06-19 14:26:58.000 142018.092 NaN 13426 CANOLA caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:11:48.300 2024-06-19 19:45:00.656 137508.3 19992.356 13419 CANOLA caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:01:00.074 2024-06-19 19:45:00.595 136860.074 20640.521 13428 CANOLA caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 14:21:52.811 2024-06-19 13:22:34.000 138112.811 NaN 13408 NIKKEI caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:21:19.981 2024-06-19 02:29:41.000 98479.981 NaN 13409 NIKKEI caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:29:45.532 2024-06-19 02:29:59.000 98985.532 NaN 13410 NIKKEI caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:30:45.648 2024-06-19 02:30:46.000 99045.648 NaN 13411 NIKKEI caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:31:45.943 2024-06-19 02:33:04.000 99105.943 NaN 13406 NIKKEI caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 03:06:15.126 2024-06-19 19:45:00.529 97575.126 59925.403 13432 US10U caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:07:05.246 2024-06-19 19:45:00.719 140825.246 16675.473 13435 US10U caleb_strategy_v3 2024-06-18 00:00:00 2024-06-19 15:26:57.374 2024-06-19 14:26:57.000 142017.374 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 13405 JGB-SGX-mini caleb_strategy_v3 [1] 144.0 None 143.895 143.9 143.89 143.89 143.91 0.105 -0.005 -0.01 -0.02 NaN -0.015 13407 JGB-SGX-mini caleb_strategy_v3 [1] 144.0 None 143.9 143.91 143.89 143.89 143.91 0.1 -0.01 0.0 -0.02 NaN -0.01 13413 DAX _ROLL_PSEUDO_STRATEGY [-1] 18154.0 None 18132.0 18131.0 18133.0 18133.0 18143.0 -22.0 -1.0 12.0 10.0 NaN 11.0 13414 DAX _ROLL_PSEUDO_STRATEGY [1] 18341.0 None 18324.5 18330.0 18319.0 18319.0 18323.0 16.5 -5.5 7.0 -4.0 NaN 1.5 13415 BUXL caleb_strategy_v3 [1] 134.24 None 134.79 134.8 134.78 134.78 134.78 -0.55 -0.01 0.02 0.0 NaN 0.01 13416 EUROSTX caleb_strategy_v3 [-1] 4917.0 None 4913.5 4913.0 4914.0 4914.0 4914.0 -3.5 -0.5 1.0 -0.0 NaN 0.5 13412 EUROSTX caleb_strategy_v3 [-1] 4917.0 None 4913.5 4913.0 4914.0 4914.0 4915.0 -3.5 -0.5 2.0 1.0 NaN 1.5 13417 DAX caleb_strategy_v3 [1] 18341.0 None 18319.5 18323.0 18316.0 NaN 18323.0 21.5 -3.5 0.0 NaN NaN -3.5 13418 DAX caleb_strategy_v3 [1] 18341.0 None 18323.0 18326.0 18320.0 18320.0 18328.0 18.0 -3.0 -2.0 -8.0 NaN -5.0 13420 COPPER caleb_strategy_v3 [1] 4.49 None 4.54275 4.543 4.5425 4.5425 4.5285 -0.05275 -0.00025 0.0145 0.014 NaN 0.01425 13421 GASOLINE caleb_strategy_v3 [1] 2.4336 None 2.45825 2.4585 2.458 2.458 2.4531 -0.02465 -0.00025 0.0054 0.0049 NaN 0.00515 13422 GAS_US_mini caleb_strategy_v3 [-1] 2.96 None 2.9475 2.945 2.95 NaN 2.945 -0.0125 -0.0025 -0.0 NaN NaN -0.0025 13423 DX caleb_strategy_v3 [1] 104.91 None 104.8175 104.82 104.815 104.815 104.825 0.0925 -0.0025 -0.005 -0.01 NaN -0.0075 13425 GOLD_micro caleb_strategy_v3 [-1] 2346.0 None 2342.2 2342.1 2342.3 2342.3 2343.0 -3.8 -0.1 0.9 0.7 NaN 0.8 13424 CRUDE_W caleb_strategy_v3 [1] 77.88 None 78.135 78.14 78.13 78.13 77.99 -0.255 -0.005 0.15 0.14 NaN 0.145 13427 CRUDE_W caleb_strategy_v3 [1] 77.88 None 78.135 78.14 78.13 78.13 77.98 -0.255 -0.005 0.16 0.15 NaN 0.155 13429 US5 caleb_strategy_v3 [1] 107.007812 None 106.910156 106.914062 106.90625 106.90625 106.914063 0.097656 -0.003906 -0.0 -0.007813 NaN -0.003907 13430 JPY caleb_strategy_v3 [-1] 0.006425 None 0.00642 0.00642 0.00642 0.00642 0.00642 -0.000005 -0.0 -0.0 -0.0 NaN -0.0 13431 NASDAQ_micro caleb_strategy_v3 [-1] 20200.25 None 20239.75 20239.5 20240.0 20240.0 20238.5 39.5 -0.25 -1.0 -1.5 NaN -1.25 13434 CHF caleb_strategy_v3 [1] 1.14335 None 1.143375 1.1434 1.14335 1.14335 1.1432 -0.000025 -0.000025 0.0002 0.00015 NaN 0.000175 13433 RUSSELL caleb_strategy_v3 [-1] 2052.2 None 2044.6 2044.5 2044.7 2044.7 2043.5 -7.6 -0.1 -1.0 -1.2 NaN -1.1 13436 RUSSELL caleb_strategy_v3 [-1] 2052.2 None 2043.6 2043.5 2043.7 2043.7 2043.5 -8.6 -0.1 -0.0 -0.2 NaN -0.1 13426 CANOLA caleb_strategy_v3 [-1] 626.1 None 632.75 632.7 632.8 632.8 NaN 6.65 -0.05 NaN NaN NaN NaN 13419 CANOLA caleb_strategy_v3 [-1] 626.1 None 633.3 633.2 633.4 633.4 NaN 7.2 -0.1 NaN NaN NaN NaN 13428 CANOLA caleb_strategy_v3 [-1] 626.1 None 631.95 631.8 632.1 632.1 630.0 5.85 -0.15 -1.8 -2.1 NaN -1.95 13408 NIKKEI caleb_strategy_v3 [-1] 38565.0 None 38712.5 38710.0 38715.0 38715.0 38675.0 147.5 -2.5 -35.0 -40.0 NaN -37.5 13409 NIKKEI caleb_strategy_v3 [-1] 38565.0 None 38677.5 38675.0 38680.0 38680.0 38670.0 112.5 -2.5 -5.0 -10.0 NaN -7.5 13410 NIKKEI caleb_strategy_v3 [-1] 38565.0 None 38672.5 38670.0 38675.0 38675.0 38665.0 107.5 -2.5 -5.0 -10.0 NaN -7.5 13411 NIKKEI caleb_strategy_v3 [-1] 38565.0 None 38667.5 38665.0 38670.0 38670.0 38660.0 102.5 -2.5 -5.0 -10.0 NaN -7.5 13406 NIKKEI caleb_strategy_v3 [-1] 38565.0 None 38707.5 38705.0 38710.0 38710.0 NaN 142.5 -2.5 NaN NaN NaN NaN 13432 US10U caleb_strategy_v3 [1] 114.6875 None 114.554688 114.5625 114.546875 114.546875 NaN 0.132812 -0.007812 NaN NaN NaN NaN 13435 US10U caleb_strategy_v3 [1] 114.6875 None 114.554688 114.5625 114.546875 114.546875 114.578125 0.132812 -0.007812 -0.015625 -0.03125 NaN -0.023438 =================================================================================================================================================================== 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 13405 JGB-SGX-mini caleb_strategy_v3 [1] 4.208859 249.473784 -11.879704 -23.759408 -47.518816 NaN -35.639112 13407 JGB-SGX-mini caleb_strategy_v3 [1] 4.208859 237.59408 -23.759408 0.0 -47.518816 NaN -23.759408 13413 DAX _ROLL_PSEUDO_STRATEGY [-1] 2341.053838 -93.974772 -4.271581 51.258966 42.715805 NaN 46.987386 13414 DAX _ROLL_PSEUDO_STRATEGY [1] 2341.053838 70.481079 -23.493693 29.901064 -17.086322 NaN 6.407371 13415 BUXL caleb_strategy_v3 [1] 26.106981 -210.67162 -3.830393 7.660786 0.0 NaN 3.830393 13416 EUROSTX caleb_strategy_v3 [-1] 719.368306 -48.653798 -6.950543 13.901085 -0.0 NaN 6.950543 13412 EUROSTX caleb_strategy_v3 [-1] 719.368306 -48.653798 -6.950543 27.80217 13.901085 NaN 20.851628 13417 DAX caleb_strategy_v3 [1] 2341.053838 91.838981 -14.950532 0.0 NaN NaN -14.950532 13418 DAX caleb_strategy_v3 [1] 2341.053838 76.88845 -12.814742 -8.543161 -34.172644 NaN -21.357903 13420 COPPER caleb_strategy_v3 [1] 1.28341 -411.014253 -1.947935 112.980221 109.084352 NaN 111.032286 13421 GASOLINE caleb_strategy_v3 [1] 0.603424 -408.502305 -4.143025 89.489349 81.203298 NaN 85.346323 13422 GAS_US_mini caleb_strategy_v3 [-1] 1.80276 -69.338122 -13.867624 -0.0 NaN NaN -13.867624 13423 DX caleb_strategy_v3 [1] 6.345427 145.774262 -3.939845 -7.87969 -15.75938 NaN -11.819535 13425 GOLD_micro caleb_strategy_v3 [-1] 394.48785 -96.327428 -2.534932 22.814391 17.744526 NaN 20.279459 13424 CRUDE_W caleb_strategy_v3 [1] 17.185606 -148.379986 -2.909411 87.282344 81.463521 NaN 84.372933 13427 CRUDE_W caleb_strategy_v3 [1] 17.185606 -148.379986 -2.909411 93.101167 87.282344 NaN 90.191756 13429 US5 caleb_strategy_v3 [1] 4.904353 199.121578 -7.964863 -0.00102 -15.930746 NaN -7.965883 13430 JPY caleb_strategy_v3 [-1] 0.000579 -82.094351 -4.320755 -0.0 -8.641511 NaN -4.320755 13431 NASDAQ_micro caleb_strategy_v3 [-1] 2642.193035 149.497026 -0.946184 -3.784735 -5.677102 NaN -4.730919 13434 CHF caleb_strategy_v3 [1] 0.076718 -3.258707 -3.258707 26.069654 19.55224 NaN 22.810947 13433 RUSSELL caleb_strategy_v3 [-1] 362.876013 -209.437927 -2.755762 -27.557622 -33.069146 NaN -30.313384 13436 RUSSELL caleb_strategy_v3 [-1] 362.876013 -236.995549 -2.755762 -0.0 -5.511524 NaN -2.755762 13426 CANOLA caleb_strategy_v3 [-1] 148.737793 447.095515 -3.36162 NaN NaN NaN NaN 13419 CANOLA caleb_strategy_v3 [-1] 148.737793 484.073339 -6.723241 NaN NaN NaN NaN 13428 CANOLA caleb_strategy_v3 [-1] 148.737793 393.309588 -10.084861 -121.018335 -141.188057 NaN -131.103196 13408 NIKKEI caleb_strategy_v3 [-1] 5902.200748 249.906783 -4.235708 -59.299915 -67.771331 NaN -63.535623 13409 NIKKEI caleb_strategy_v3 [-1] 5902.200748 190.606868 -4.235708 -8.471416 -16.942833 NaN -12.707125 13410 NIKKEI caleb_strategy_v3 [-1] 5902.200748 182.135452 -4.235708 -8.471416 -16.942833 NaN -12.707125 13411 NIKKEI caleb_strategy_v3 [-1] 5902.200748 173.664035 -4.235708 -8.471416 -16.942833 NaN -12.707125 13406 NIKKEI caleb_strategy_v3 [-1] 5902.200748 241.435366 -4.235708 NaN NaN NaN NaN 13432 US10U caleb_strategy_v3 [1] 9.571815 138.75372 -8.161984 NaN NaN NaN NaN 13435 US10U caleb_strategy_v3 [1] 9.571815 138.75372 -8.161984 -16.323967 -32.647934 NaN -24.485951 ============================================================================================================================================================================= 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 13405 JGB-SGX-mini caleb_strategy_v3 [1] 633.70553 66.539081 -3.168528 -6.337055 -12.674111 NaN -9.505583 13407 JGB-SGX-mini caleb_strategy_v3 [1] 633.70553 63.370553 -6.337055 0.0 -12.674111 NaN -6.337055 13413 DAX _ROLL_PSEUDO_STRATEGY [-1] 1.07385 -23.6247 -1.07385 12.8862 10.7385 NaN 11.81235 13414 DAX _ROLL_PSEUDO_STRATEGY [1] 1.07385 17.718525 -5.906175 7.51695 -4.2954 NaN 1.610775 13415 BUXL caleb_strategy_v3 [1] 1073.85 -590.6175 -10.7385 21.477 0.0 NaN 10.7385 13416 EUROSTX caleb_strategy_v3 [-1] 10.7385 -37.58475 -5.36925 10.7385 -0.0 NaN 5.36925 13412 EUROSTX caleb_strategy_v3 [-1] 10.7385 -37.58475 -5.36925 21.477 10.7385 NaN 16.10775 13417 DAX caleb_strategy_v3 [1] 1.07385 23.087775 -3.758475 0.0 NaN NaN -3.758475 13418 DAX caleb_strategy_v3 [1] 1.07385 19.3293 -3.22155 -2.1477 -8.5908 NaN -5.36925 13420 COPPER caleb_strategy_v3 [1] 25000.0 -1318.75 -6.25 362.5 350.0 NaN 356.25 13421 GASOLINE caleb_strategy_v3 [1] 42000.0 -1035.3 -10.5 226.8 205.8 NaN 216.3 13422 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -31.25 -6.25 -0.0 NaN NaN -6.25 13423 DX caleb_strategy_v3 [1] 1000.0 92.5 -2.5 -5.0 -10.0 NaN -7.5 13425 GOLD_micro caleb_strategy_v3 [-1] 10.0 -38.0 -1.0 9.0 7.0 NaN 8.0 13424 CRUDE_W caleb_strategy_v3 [1] 1000.0 -255.0 -5.0 150.0 140.0 NaN 145.0 13427 CRUDE_W caleb_strategy_v3 [1] 1000.0 -255.0 -5.0 160.0 150.0 NaN 155.0 13429 US5 caleb_strategy_v3 [1] 1000.0 97.65625 -3.90625 -0.0005 -7.813 NaN -3.90675 13430 JPY caleb_strategy_v3 [-1] 12500000.0 -59.375 -3.125 -0.0 -6.25 NaN -3.125 13431 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 79.0 -0.5 -2.0 -3.0 NaN -2.5 13434 CHF caleb_strategy_v3 [1] 125000.0 -3.125 -3.125 25.0 18.75 NaN 21.875 13433 RUSSELL caleb_strategy_v3 [-1] 5.0 -38.0 -0.5 -5.0 -6.0 NaN -5.5 13436 RUSSELL caleb_strategy_v3 [-1] 5.0 -43.0 -0.5 -0.0 -1.0 NaN -0.5 13426 CANOLA caleb_strategy_v3 [-1] 14.583105 96.977651 -0.729155 NaN NaN NaN NaN 13419 CANOLA caleb_strategy_v3 [-1] 14.583105 104.998359 -1.458311 NaN NaN NaN NaN 13428 CANOLA caleb_strategy_v3 [-1] 14.583105 85.311167 -2.187466 -26.24959 -30.624521 NaN -28.437056 13408 NIKKEI caleb_strategy_v3 [-1] 0.633706 93.471566 -1.584264 -22.179694 -25.348221 NaN -23.763957 13409 NIKKEI caleb_strategy_v3 [-1] 0.633706 71.291872 -1.584264 -3.168528 -6.337055 NaN -4.752791 13410 NIKKEI caleb_strategy_v3 [-1] 0.633706 68.123344 -1.584264 -3.168528 -6.337055 NaN -4.752791 13411 NIKKEI caleb_strategy_v3 [-1] 0.633706 64.954817 -1.584264 -3.168528 -6.337055 NaN -4.752791 13406 NIKKEI caleb_strategy_v3 [-1] 0.633706 90.303038 -1.584264 NaN NaN NaN NaN 13432 US10U caleb_strategy_v3 [1] 1000.0 132.8125 -7.8125 NaN NaN NaN NaN 13435 US10U caleb_strategy_v3 [1] 1000.0 132.8125 -7.8125 -15.625 -31.25 NaN -23.4375 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -5.906175 caleb_strategy_v3 BUXL -590.6175 CANOLA 287.287178 CHF -3.125 COPPER -1318.75 CRUDE_W -510.0 DAX 42.417075 DX 92.5 EUROSTX -75.1695 GASOLINE -1035.3 GAS_US_mini -31.25 GOLD_micro -38.0 JGB-SGX-mini 129.909634 JPY -59.375 NASDAQ_micro 79.0 NIKKEI 388.144637 RUSSELL -81.0 US10U 265.625 US5 97.65625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -5.906175 caleb_strategy_v3 -2360.047227 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -6.980025 caleb_strategy_v3 BUXL -10.7385 CANOLA -4.374932 CHF -3.125 COPPER -6.25 CRUDE_W -10.0 DAX -6.980025 DX -2.5 EUROSTX -10.7385 GASOLINE -10.5 GAS_US_mini -6.25 GOLD_micro -1.0 JGB-SGX-mini -9.505583 JPY -3.125 NASDAQ_micro -0.5 NIKKEI -7.921319 RUSSELL -1.0 US10U -15.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -6.980025 caleb_strategy_v3 -114.040109 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 20.40315 caleb_strategy_v3 BUXL 21.477 CANOLA -26.24959 CHF 25.0 COPPER 362.5 CRUDE_W 310.0 DAX -2.1477 DX -5.0 EUROSTX 32.2155 GASOLINE 226.8 GAS_US_mini -0.0 GOLD_micro 9.0 JGB-SGX-mini -6.337055 JPY -0.0 NASDAQ_micro -2.0 NIKKEI -31.685276 RUSSELL -5.0 US10U -15.625 US5 -0.0005 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 20.40315 caleb_strategy_v3 892.947378 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 6.4431 caleb_strategy_v3 BUXL 0.0 CANOLA -30.624521 CHF 18.75 COPPER 350.0 CRUDE_W 290.0 DAX -8.5908 DX -10.0 EUROSTX 10.7385 GASOLINE 205.8 GAS_US_mini 0 GOLD_micro 7.0 JGB-SGX-mini -25.348221 JPY -6.25 NASDAQ_micro -3.0 NIKKEI -44.359387 RUSSELL -7.0 US10U -31.25 US5 -7.813 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 6.4431 caleb_strategy_v3 708.05257 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 0 caleb_strategy_v3 BUXL 0 CANOLA 0 CHF 0 COPPER 0 CRUDE_W 0 DAX 0 DX 0 EUROSTX 0 GASOLINE 0 GAS_US_mini 0 GOLD_micro 0 JGB-SGX-mini 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 US10U 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 DAX 13.423125 caleb_strategy_v3 BUXL 10.7385 CANOLA -28.437056 CHF 21.875 COPPER 356.25 CRUDE_W 300.0 DAX -9.127725 DX -7.5 EUROSTX 21.477 GASOLINE 216.3 GAS_US_mini -6.25 GOLD_micro 8.0 JGB-SGX-mini -15.842638 JPY -3.125 NASDAQ_micro -2.5 NIKKEI -38.022332 RUSSELL -6.0 US10U -23.4375 US5 -3.90675 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 13.423125 caleb_strategy_v3 790.491499 ******************************************************************************** END OF REPORT ********************************************************************************