******************************************************************************** Trades report produced on 24/06/2024 21:38 from 23/06/2024 21:38 to 24/06/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13465 CORN caleb_strategy_v3 [20241200] 2024-06-24 14:30:44.000 [1] 445.2500 13459 DX caleb_strategy_v3 [20240900] 2024-06-24 13:00:42.000 [1] 105.1400 13466 FEEDCOW caleb_strategy_v3 [20241000] 2024-06-24 14:30:47.000 [1] 260.8250 13462 GASOLINE _ROLL_PSEUDO_STRATEGY [20240900] 2024-06-24 13:03:32.000 [-1] 2.4515 13463 GASOLINE _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 13:03:57.000 [1] 2.2666 13464 GAS_US_mini caleb_strategy_v3 [20240900] 2024-06-24 13:10:17.000 [-1] 2.7900 13460 GAS_US_mini caleb_strategy_v3 [20240900] 2024-06-24 13:01:59.000 [-1] 2.7900 13461 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-24 13:03:30.000 [1] 2339.5000 13469 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:36:44.000 [-1] 184.3500 13468 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:31:29.000 [1] 183.5000 13467 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:31:28.000 [-1] 184.3250 13483 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:52:06.000 [1] 183.6000 13482 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:51:07.000 [1] 183.6500 13481 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:51:06.000 [-1] 184.3750 13480 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:50:46.000 [1] 183.6500 13476 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:39:01.000 [1] 183.5500 13478 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 19:45:10.492 [0] NaN 13477 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:40:01.000 [-1] 184.3750 13470 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:36:44.000 [1] 183.4750 13475 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:39:00.000 [-1] 184.3750 13474 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:38:03.000 [1] 183.5250 13473 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:38:03.000 [-1] 184.3500 13472 LIVECOW _ROLL_PSEUDO_STRATEGY [20241000] 2024-06-24 14:37:56.000 [1] 183.5250 13479 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:50:06.000 [-1] 184.4750 13471 LIVECOW _ROLL_PSEUDO_STRATEGY [20240800] 2024-06-24 14:37:56.000 [-1] 184.3500 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13459 DX caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 14:00:42.514 2024-06-24 13:00:42.000 309642.514 NaN 13461 GOLD_micro caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 14:01:59.930 2024-06-24 13:03:30.000 309719.93 NaN 13462 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 14:03:30.966 2024-06-24 13:03:32.000 241410.966 NaN 13463 GASOLINE _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 14:03:33.147 2024-06-24 13:03:57.000 241413.147 NaN 13464 GAS_US_mini caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 14:04:00.926 2024-06-24 13:10:17.000 309840.926 NaN 13460 GAS_US_mini caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 14:00:43.918 2024-06-24 13:01:59.000 309643.918 NaN 13465 CORN caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 15:30:44.846 2024-06-24 14:30:44.000 315044.846 NaN 13466 FEEDCOW caleb_strategy_v3 2024-06-21 00:00:00 2024-06-24 15:30:46.186 2024-06-24 14:30:47.000 315046.186 NaN 13472 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:37:56.902 2024-06-24 14:37:56.000 247076.902 NaN 13473 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:38:00.704 2024-06-24 14:38:03.000 247080.704 NaN 13474 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:38:03.545 2024-06-24 14:38:03.000 247083.545 NaN 13475 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:39:00.936 2024-06-24 14:39:00.000 247140.936 NaN 13476 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:39:01.543 2024-06-24 14:39:01.000 247141.543 NaN 13477 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:40:01.395 2024-06-24 14:40:01.000 247201.395 NaN 13478 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:40:02.043 2024-06-24 19:45:10.492 247202.043 14708.449 13479 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:50:06.223 2024-06-24 14:50:06.000 247806.223 NaN 13480 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:50:06.844 2024-06-24 14:50:46.000 247806.844 NaN 13481 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:51:06.477 2024-06-24 14:51:06.000 247866.477 NaN 13482 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:51:07.132 2024-06-24 14:51:07.000 247867.132 NaN 13483 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:52:06.536 2024-06-24 14:52:06.000 247926.536 NaN 13467 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:30:48.530 2024-06-24 14:31:28.000 246648.53 NaN 13468 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:31:29.334 2024-06-24 14:31:29.000 246689.334 NaN 13469 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:31:44.333 2024-06-24 14:36:44.000 246704.333 NaN 13470 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:36:44.623 2024-06-24 14:36:44.000 247004.623 NaN 13471 LIVECOW _ROLL_PSEUDO_STRATEGY 2024-06-21 19:00:00 2024-06-24 15:36:48.615 2024-06-24 14:37:56.000 247008.615 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 13459 DX caleb_strategy_v3 [1] 105.45 None 105.2125 105.215 105.21 105.21 105.14 0.2375 -0.0025 0.075 0.07 NaN 0.0725 13461 GOLD_micro caleb_strategy_v3 [1] 2335.0 None 2338.8 2338.9 2338.7 2338.7 2339.5 -3.8 -0.1 -0.6 -0.8 NaN -0.7 13462 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 2.455 None 2.45155 2.4513 2.4518 NaN 2.4515 -0.00345 -0.00025 0.0002 NaN NaN -0.00005 13463 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 2.2678 None 2.26595 2.2662 2.2657 2.2657 2.2666 0.00185 -0.00025 -0.0004 -0.0009 NaN -0.00065 13464 GAS_US_mini caleb_strategy_v3 [-1] 2.81 None 2.795 2.79 2.8 2.8 2.79 -0.015 -0.005 -0.0 -0.01 NaN -0.005 13460 GAS_US_mini caleb_strategy_v3 [-1] 2.81 None 2.7975 2.795 2.8 2.8 2.79 -0.0125 -0.0025 -0.005 -0.01 NaN -0.0075 13465 CORN caleb_strategy_v3 [1] 453.25 None 445.875 446.0 445.75 445.75 445.25 7.375 -0.125 0.75 0.5 NaN 0.625 13466 FEEDCOW caleb_strategy_v3 [1] 260.375 None 261.025 261.1 260.95 260.95 260.825 -0.65 -0.075 0.275 0.125 NaN 0.2 13472 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.575 183.6 183.55 183.55 183.525 -0.1 -0.025 0.075 0.025 NaN 0.05 13473 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.375 184.35 184.4 184.4 184.35 1.1 -0.025 -0.0 -0.05 NaN -0.025 13474 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.575 183.6 183.55 183.55 183.525 -0.1 -0.025 0.075 0.025 NaN 0.05 13475 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.3625 184.35 184.375 184.375 184.375 1.0875 -0.0125 0.025 -0.0 NaN 0.0125 13476 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.575 183.6 183.55 183.55 183.55 -0.1 -0.025 0.05 0.0 NaN 0.025 13477 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.3875 184.375 184.4 184.4 184.375 1.1125 -0.0125 -0.0 -0.025 NaN -0.0125 13478 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.55 183.575 183.525 183.525 NaN -0.075 -0.025 NaN NaN NaN NaN 13479 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.3125 184.3 184.325 184.325 184.475 1.0375 -0.0125 0.175 0.15 NaN 0.1625 13480 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.5875 183.6 183.575 183.575 183.65 -0.1125 -0.0125 -0.05 -0.075 NaN -0.0625 13481 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.3125 184.3 184.325 184.325 184.375 1.0375 -0.0125 0.075 0.05 NaN 0.0625 13482 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.625 183.65 183.6 183.6 183.65 -0.15 -0.025 0.0 -0.05 NaN -0.025 13483 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.65 183.675 183.625 183.625 183.6 -0.175 -0.025 0.075 0.025 NaN 0.05 13467 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.35 184.325 184.375 184.375 184.325 1.075 -0.025 -0.0 -0.05 NaN -0.025 13468 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.575 183.6 183.55 183.55 183.5 -0.1 -0.025 0.1 0.05 NaN 0.075 13469 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.3375 184.325 184.35 184.35 184.35 1.0625 -0.0125 0.025 -0.0 NaN 0.0125 13470 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 183.475 None 183.575 183.6 183.55 183.55 183.475 -0.1 -0.025 0.125 0.075 NaN 0.1 13471 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 183.275 None 184.45 184.425 184.475 184.475 184.35 1.175 -0.025 -0.075 -0.125 NaN -0.1 =================================================================================================================================================================== 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 13459 DX caleb_strategy_v3 [1] 6.310877 376.334395 -3.961415 118.842441 110.919611 NaN 114.881026 13461 GOLD_micro caleb_strategy_v3 [1] 395.304795 -96.128356 -2.529694 -15.178161 -20.237549 NaN -17.707855 13462 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 0.577025 -59.789414 -4.332566 3.466053 NaN NaN -0.866513 13463 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 0.577025 32.06099 -4.332566 -6.932106 -15.597238 NaN -11.264672 13464 GAS_US_mini caleb_strategy_v3 [-1] 1.758178 -85.315605 -28.438535 -0.0 -56.87707 NaN -28.438535 13460 GAS_US_mini caleb_strategy_v3 [-1] 1.758178 -71.096338 -14.219268 -28.438535 -56.87707 NaN -42.657803 13465 CORN caleb_strategy_v3 [1] 85.981798 857.739683 -14.537961 87.227764 58.151843 NaN 72.689804 13466 FEEDCOW caleb_strategy_v3 [1] 32.600879 -199.38113 -23.005515 84.353555 38.342525 NaN 61.34804 13472 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -45.168 -11.292 33.876 11.292 NaN 22.584 13473 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 496.848005 -11.292 -0.0 -22.584 NaN -11.292 13474 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -45.168 -11.292 33.876 11.292 NaN 22.584 13475 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 491.202005 -5.646 11.292 -0.0 NaN 5.646 13476 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -45.168 -11.292 22.584 0.0 NaN 11.292 13477 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 502.494006 -5.646 -0.0 -11.292 NaN -5.646 13478 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -33.876 -11.292 NaN NaN NaN NaN 13479 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 468.618005 -5.646 79.044001 67.752001 NaN 73.398001 13480 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -50.814001 -5.646 -22.584 -33.876 NaN -28.23 13481 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 468.618005 -5.646 33.876 22.584 NaN 28.23 13482 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -67.752001 -11.292 0.0 -22.584 NaN -11.292 13483 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -79.044001 -11.292 33.876 11.292 NaN 22.584 13467 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 485.556005 -11.292 -0.0 -22.584 NaN -11.292 13468 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -45.168 -11.292 45.168 22.584 NaN 33.876 13469 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 479.910005 -5.646 11.292 -0.0 NaN 5.646 13470 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 22.139568 -45.168 -11.292 56.460001 33.876 NaN 45.168 13471 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 22.139568 530.724006 -11.292 -33.876 -56.460001 NaN -45.168 ============================================================================================================================================================================ 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 13459 DX caleb_strategy_v3 [1] 1000.0 237.5 -2.5 75.0 70.0 NaN 72.5 13461 GOLD_micro caleb_strategy_v3 [1] 10.0 -38.0 -1.0 -6.0 -8.0 NaN -7.0 13462 GASOLINE _ROLL_PSEUDO_STRATEGY [-1] 42000.0 -144.9 -10.5 8.4 NaN NaN -2.1 13463 GASOLINE _ROLL_PSEUDO_STRATEGY [1] 42000.0 77.7 -10.5 -16.8 -37.8 NaN -27.3 13464 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -37.5 -12.5 -0.0 -25.0 NaN -12.5 13460 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -31.25 -6.25 -12.5 -25.0 NaN -18.75 13465 CORN caleb_strategy_v3 [1] 50.0 368.75 -6.25 37.5 25.0 NaN 31.25 13466 FEEDCOW caleb_strategy_v3 [1] 500.0 -325.0 -37.5 137.5 62.5 NaN 100.0 13472 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -40.0 -10.0 30.0 10.0 NaN 20.0 13473 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 440.0 -10.0 -0.0 -20.0 NaN -10.0 13474 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -40.0 -10.0 30.0 10.0 NaN 20.0 13475 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 435.0 -5.0 10.0 -0.0 NaN 5.0 13476 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -40.0 -10.0 20.0 0.0 NaN 10.0 13477 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 445.0 -5.0 -0.0 -10.0 NaN -5.0 13478 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -30.0 -10.0 NaN NaN NaN NaN 13479 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 415.0 -5.0 70.0 60.0 NaN 65.0 13480 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -45.0 -5.0 -20.0 -30.0 NaN -25.0 13481 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 415.0 -5.0 30.0 20.0 NaN 25.0 13482 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -60.0 -10.0 0.0 -20.0 NaN -10.0 13483 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -70.0 -10.0 30.0 10.0 NaN 20.0 13467 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 430.0 -10.0 -0.0 -20.0 NaN -10.0 13468 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -40.0 -10.0 40.0 20.0 NaN 30.0 13469 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 425.0 -5.0 10.0 -0.0 NaN 5.0 13470 LIVECOW _ROLL_PSEUDO_STRATEGY [1] 400.0 -40.0 -10.0 50.0 30.0 NaN 40.0 13471 LIVECOW _ROLL_PSEUDO_STRATEGY [-1] 400.0 470.0 -10.0 -30.0 -50.0 NaN -40.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -67.2 LIVECOW 3070.0 caleb_strategy_v3 CORN 368.75 DX 237.5 FEEDCOW -325.0 GAS_US_mini -68.75 GOLD_micro -38.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 3002.8 caleb_strategy_v3 174.5 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -21.0 LIVECOW -140.0 caleb_strategy_v3 CORN -6.25 DX -2.5 FEEDCOW -37.5 GAS_US_mini -18.75 GOLD_micro -1.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -161.0 caleb_strategy_v3 -66.0 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -8.4 LIVECOW 270.0 caleb_strategy_v3 CORN 37.5 DX 75.0 FEEDCOW 137.5 GAS_US_mini -12.5 GOLD_micro -6.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 261.6 caleb_strategy_v3 231.5 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -37.8 LIVECOW 10.0 caleb_strategy_v3 CORN 25.0 DX 70.0 FEEDCOW 62.5 GAS_US_mini -50.0 GOLD_micro -8.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -27.8 caleb_strategy_v3 99.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 0 LIVECOW 0 caleb_strategy_v3 CORN 0 DX 0 FEEDCOW 0 GAS_US_mini 0 GOLD_micro 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 GASOLINE -29.4 LIVECOW 140.0 caleb_strategy_v3 CORN 31.25 DX 72.5 FEEDCOW 100.0 GAS_US_mini -31.25 GOLD_micro -7.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 110.6 caleb_strategy_v3 165.5 ******************************************************************************** END OF REPORT ********************************************************************************