******************************************************************************** Trades report produced on 25/06/2024 21:38 from 24/06/2024 21:38 to 25/06/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13493 COCOA caleb_strategy_v3 [20240900] 2024-06-25 13:10:24.000 [1] 7229.000000 13488 COPPER caleb_strategy_v3 [20240900] 2024-06-25 13:00:57.000 [-1] 4.401500 13492 COTTON2 caleb_strategy_v3 [20241200] 2024-06-25 13:10:22.000 [-1] 74.030000 13489 CRUDE_W caleb_strategy_v3 [20241200] 2024-06-25 13:10:14.000 [1] 78.480000 13485 EUROSTX caleb_strategy_v3 [20240900] 2024-06-25 07:10:19.000 [-1] 4966.000000 13509 FEEDCOW caleb_strategy_v3 [20241000] 2024-06-25 14:42:42.000 [1] 261.800000 13506 FEEDCOW caleb_strategy_v3 [20241000] 2024-06-25 19:45:03.544 [0] NaN 13486 GASOIL caleb_strategy_v3 [20240900] 2024-06-25 08:07:24.000 [1] 782.500000 13490 GAS_US_mini caleb_strategy_v3 [20240900] 2024-06-25 13:10:14.000 [1] 2.870000 13499 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-25 13:16:01.000 [-1] 2337.800000 13498 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-25 13:14:38.000 [-1] 2337.600000 13495 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-25 13:12:38.000 [-1] 2337.300000 13497 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-25 13:13:38.000 [-1] 2337.500000 13491 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-25 13:10:16.000 [-1] 2337.500000 13484 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-06-25 02:01:22.000 [1] 143.470000 13502 MXP caleb_strategy_v3 [20240900] 2024-06-25 14:04:24.000 [1] 0.054750 13494 PLAT caleb_strategy_v3 [20241000] 2024-06-25 13:12:34.000 [1] 1003.500000 13496 PLAT caleb_strategy_v3 [20241000] 2024-06-25 13:12:39.000 [1] 1003.500000 13507 REDWHEAT caleb_strategy_v3 [20241200] 2024-06-25 14:40:37.000 [-1] 601.000000 13510 REDWHEAT caleb_strategy_v3 [20241200] 2024-06-25 14:42:43.000 [-1] 600.750000 13487 ROBUSTA caleb_strategy_v3 [20240900] 2024-06-25 09:00:39.000 [-1] 4236.000000 13504 RUSSELL caleb_strategy_v3 [20240900] 2024-06-25 14:04:29.000 [-1] 2042.100000 13505 RUSSELL caleb_strategy_v3 [20240900] 2024-06-25 14:05:29.000 [-1] 2043.000000 13501 RUSSELL caleb_strategy_v3 [20240900] 2024-06-25 14:04:24.000 [-1] 2042.400000 13508 SOYOIL caleb_strategy_v3 [20241000] 2024-06-25 14:42:38.000 [-1] 43.270000 13503 SP500_micro caleb_strategy_v3 [20240900] 2024-06-25 14:04:25.000 [-1] 5523.500000 13500 US5 caleb_strategy_v3 [20240900] 2024-06-25 14:00:48.000 [1] 106.804688 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13484 JGB-SGX-mini caleb_strategy_v3 2024-06-24 2024-06-25 03:01:21.186 2024-06-25 02:01:22.000 97281.186 NaN 13485 EUROSTX caleb_strategy_v3 2024-06-24 2024-06-25 08:00:36.386 2024-06-25 07:10:19.000 115236.386 NaN 13486 GASOIL caleb_strategy_v3 2024-06-24 2024-06-25 09:00:33.114 2024-06-25 08:07:24.000 118833.114 NaN 13487 ROBUSTA caleb_strategy_v3 2024-06-24 2024-06-25 10:00:36.059 2024-06-25 09:00:39.000 122436.059 NaN 13488 COPPER caleb_strategy_v3 2024-06-24 2024-06-25 14:00:57.362 2024-06-25 13:00:57.000 136857.362 NaN 13489 CRUDE_W caleb_strategy_v3 2024-06-24 2024-06-25 14:00:58.367 2024-06-25 13:10:14.000 136858.367 NaN 13490 GAS_US_mini caleb_strategy_v3 2024-06-24 2024-06-25 14:10:14.906 2024-06-25 13:10:14.000 137414.906 NaN 13492 COTTON2 caleb_strategy_v3 2024-06-24 2024-06-25 14:10:16.950 2024-06-25 13:10:22.000 137416.95 NaN 13493 COCOA caleb_strategy_v3 2024-06-24 2024-06-25 14:10:23.063 2024-06-25 13:10:24.000 137423.063 NaN 13496 PLAT caleb_strategy_v3 2024-06-24 2024-06-25 14:12:39.340 2024-06-25 13:12:39.000 137559.34 NaN 13494 PLAT caleb_strategy_v3 2024-06-24 2024-06-25 14:10:25.031 2024-06-25 13:12:34.000 137425.031 NaN 13491 GOLD_micro caleb_strategy_v3 2024-06-24 2024-06-25 14:10:15.906 2024-06-25 13:10:16.000 137415.906 NaN 13495 GOLD_micro caleb_strategy_v3 2024-06-24 2024-06-25 14:12:38.672 2024-06-25 13:12:38.000 137558.672 NaN 13497 GOLD_micro caleb_strategy_v3 2024-06-24 2024-06-25 14:13:38.671 2024-06-25 13:13:38.000 137618.671 NaN 13498 GOLD_micro caleb_strategy_v3 2024-06-24 2024-06-25 14:14:38.744 2024-06-25 13:14:38.000 137678.744 NaN 13499 GOLD_micro caleb_strategy_v3 2024-06-24 2024-06-25 14:15:38.828 2024-06-25 13:16:01.000 137738.828 NaN 13500 US5 caleb_strategy_v3 2024-06-24 2024-06-25 15:00:48.074 2024-06-25 14:00:48.000 140448.074 NaN 13502 MXP caleb_strategy_v3 2024-06-24 2024-06-25 15:04:24.815 2024-06-25 14:04:24.000 140664.815 NaN 13503 SP500_micro caleb_strategy_v3 2024-06-24 2024-06-25 15:04:25.614 2024-06-25 14:04:25.000 140665.614 NaN 13504 RUSSELL caleb_strategy_v3 2024-06-24 2024-06-25 15:04:29.493 2024-06-25 14:04:29.000 140669.493 NaN 13505 RUSSELL caleb_strategy_v3 2024-06-24 2024-06-25 15:05:29.516 2024-06-25 14:05:29.000 140729.516 NaN 13501 RUSSELL caleb_strategy_v3 2024-06-24 2024-06-25 15:00:48.934 2024-06-25 14:04:24.000 140448.934 NaN 13508 SOYOIL caleb_strategy_v3 2024-06-24 2024-06-25 15:40:38.306 2024-06-25 14:42:38.000 142838.306 NaN 13507 REDWHEAT caleb_strategy_v3 2024-06-24 2024-06-25 15:40:36.114 2024-06-25 14:40:37.000 142836.114 NaN 13510 REDWHEAT caleb_strategy_v3 2024-06-24 2024-06-25 15:42:43.162 2024-06-25 14:42:43.000 142963.162 NaN 13506 FEEDCOW caleb_strategy_v3 2024-06-24 2024-06-25 15:30:34.786 2024-06-25 19:45:03.544 142234.786 15268.758 13509 FEEDCOW caleb_strategy_v3 2024-06-24 2024-06-25 15:42:42.336 2024-06-25 14:42:42.000 142962.336 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 13484 JGB-SGX-mini caleb_strategy_v3 [1] 143.46 None 143.48 143.49 143.47 143.47 143.47 -0.02 -0.01 0.02 0.0 NaN 0.01 13485 EUROSTX caleb_strategy_v3 [-1] 4983.0 None 4971.5 4971.0 4972.0 4972.0 4966.0 -11.5 -0.5 -5.0 -6.0 NaN -5.5 13486 GASOIL caleb_strategy_v3 [1] 783.75 None 781.875 782.0 781.75 781.75 782.5 1.875 -0.125 -0.5 -0.75 NaN -0.625 13487 ROBUSTA caleb_strategy_v3 [-1] 4250.0 None 4239.5 4237.0 4242.0 4242.0 4236.0 -10.5 -2.5 -1.0 -6.0 NaN -3.5 13488 COPPER caleb_strategy_v3 [-1] 4.429 None 4.395 4.3945 4.3955 4.3955 4.4015 -0.034 -0.0005 0.007 0.006 NaN 0.0065 13489 CRUDE_W caleb_strategy_v3 [1] 78.55 None 78.355 78.36 78.35 78.35 78.48 0.195 -0.005 -0.12 -0.13 NaN -0.125 13490 GAS_US_mini caleb_strategy_v3 [1] 2.92 None 2.8625 2.865 2.86 NaN 2.87 0.0575 -0.0025 -0.005 NaN NaN -0.0075 13492 COTTON2 caleb_strategy_v3 [-1] 73.44 None 74.04 74.03 74.05 74.05 74.03 0.6 -0.01 -0.0 -0.02 NaN -0.01 13493 COCOA caleb_strategy_v3 [1] 7884.0 None 7221.5 7228.0 7215.0 7215.0 7229.0 662.5 -6.5 -1.0 -14.0 NaN -7.5 13496 PLAT caleb_strategy_v3 [1] 1013.2 None 1003.3 1003.5 1003.1 1003.1 1003.5 9.9 -0.2 0.0 -0.4 NaN -0.2 13494 PLAT caleb_strategy_v3 [1] 1013.2 None 1003.2 1003.4 1003.0 1003.0 1003.5 10.0 -0.2 -0.1 -0.5 NaN -0.3 13491 GOLD_micro caleb_strategy_v3 [-1] 2346.6 None 2336.4 2336.3 2336.5 2336.5 2337.5 -10.2 -0.1 1.2 1.0 NaN 1.1 13495 GOLD_micro caleb_strategy_v3 [-1] 2346.6 None 2336.4 2336.3 2336.5 2336.5 2337.3 -10.2 -0.1 1.0 0.8 NaN 0.9 13497 GOLD_micro caleb_strategy_v3 [-1] 2346.6 None 2336.85 2336.8 2336.9 2336.9 2337.5 -9.75 -0.05 0.7 0.6 NaN 0.65 13498 GOLD_micro caleb_strategy_v3 [-1] 2346.6 None 2337.3 2337.2 2337.4 2337.4 2337.6 -9.3 -0.1 0.4 0.2 NaN 0.3 13499 GOLD_micro caleb_strategy_v3 [-1] 2346.6 None 2337.7 2337.6 2337.8 2337.8 2337.8 -8.9 -0.1 0.2 -0.0 NaN 0.1 13500 US5 caleb_strategy_v3 [1] 106.8125 None 106.808594 106.8125 106.804688 106.804688 106.804688 0.003906 -0.003906 0.007812 -0.0 NaN 0.003906 13502 MXP caleb_strategy_v3 [1] 0.05497 None 0.05481 0.05482 0.0548 0.0548 0.05475 0.00016 -0.00001 0.00007 0.00005 NaN 0.00006 13503 SP500_micro caleb_strategy_v3 [-1] 5534.25 None 5522.375 5522.25 5522.5 5522.5 5523.5 -11.875 -0.125 1.25 1.0 NaN 1.125 13504 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2042.2 2042.1 2042.3 2042.3 2042.1 -20.2 -0.1 -0.0 -0.2 NaN -0.1 13505 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2041.75 2041.7 2041.8 2041.8 2043.0 -20.65 -0.05 1.3 1.2 NaN 1.25 13501 RUSSELL caleb_strategy_v3 [-1] 2062.4 None 2043.0 2042.9 2043.1 2043.1 2042.4 -19.4 -0.1 -0.5 -0.7 NaN -0.6 13508 SOYOIL caleb_strategy_v3 [-1] 43.7 None 43.36 43.35 43.37 43.37 43.27 -0.34 -0.01 -0.08 -0.1 NaN -0.09 13507 REDWHEAT caleb_strategy_v3 [-1] 601.75 None 600.125 600.0 600.25 600.25 601.0 -1.625 -0.125 1.0 0.75 NaN 0.875 13510 REDWHEAT caleb_strategy_v3 [-1] 601.75 None 600.125 600.0 600.25 600.25 600.75 -1.625 -0.125 0.75 0.5 NaN 0.625 13506 FEEDCOW caleb_strategy_v3 [1] 260.65 None 261.4375 261.475 261.4 261.4 NaN -0.7875 -0.0375 NaN NaN NaN NaN 13509 FEEDCOW caleb_strategy_v3 [1] 260.65 None 261.6375 261.675 261.6 261.6 261.8 -0.9875 -0.0375 -0.125 -0.2 NaN -0.1625 ================================================================================================================================================================ 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 13484 JGB-SGX-mini caleb_strategy_v3 [1] 4.100279 -48.777174 -24.388587 48.777174 0.0 NaN 24.388587 13485 EUROSTX caleb_strategy_v3 [-1] 705.129307 -163.090654 -7.090898 -70.90898 -85.090776 NaN -77.999878 13486 GASOIL caleb_strategy_v3 [1] 187.191347 100.164887 -6.677659 -26.710636 -40.065955 NaN -33.388296 13487 ROBUSTA caleb_strategy_v3 [-1] 1332.489227 -78.799887 -18.761878 -7.504751 -45.028507 NaN -26.266629 13488 COPPER caleb_strategy_v3 [-1] 1.249877 -272.026794 -4.000394 56.005516 48.004728 NaN 52.005122 13489 CRUDE_W caleb_strategy_v3 [1] 16.719787 116.62828 -2.990469 -71.771249 -77.752186 NaN -74.761718 13490 GAS_US_mini caleb_strategy_v3 [1] 1.749341 328.695133 -14.291093 -28.582185 NaN NaN -42.873278 13492 COTTON2 caleb_strategy_v3 [-1] 20.509254 292.550868 -4.875848 -0.0 -9.751696 NaN -4.875848 13493 COCOA caleb_strategy_v3 [1] 5871.958258 1128.243715 -11.069561 -1.703009 -23.842131 NaN -12.77257 13496 PLAT caleb_strategy_v3 [1] 258.638186 382.774105 -7.73281 0.0 -15.46562 NaN -7.73281 13494 PLAT caleb_strategy_v3 [1] 258.638186 386.64051 -7.73281 -3.866405 -19.332025 NaN -11.599215 13491 GOLD_micro caleb_strategy_v3 [-1] 388.017411 -262.874802 -2.577204 30.926447 25.772039 NaN 28.349243 13495 GOLD_micro caleb_strategy_v3 [-1] 388.017411 -262.874802 -2.577204 25.772039 20.617632 NaN 23.194835 13497 GOLD_micro caleb_strategy_v3 [-1] 388.017411 -251.277384 -1.288602 18.040428 15.463224 NaN 16.751826 13498 GOLD_micro caleb_strategy_v3 [-1] 388.017411 -239.679966 -2.577204 10.308816 5.154408 NaN 7.731612 13499 GOLD_micro caleb_strategy_v3 [-1] 388.017411 -229.371151 -2.577204 5.154408 -0.0 NaN 2.577204 13500 US5 caleb_strategy_v3 [1] 4.606532 8.479807 -8.479807 16.958528 -0.001085 NaN 8.478721 13502 MXP caleb_strategy_v3 [1] 0.009996 160.05822 -10.003639 70.025471 50.018194 NaN 60.021833 13503 SP500_micro caleb_strategy_v3 [-1] 526.984148 -225.338846 -2.371988 23.719879 18.975903 NaN 21.347891 13504 RUSSELL caleb_strategy_v3 [-1] 344.282359 -586.72771 -2.904593 -0.0 -5.809185 NaN -2.904593 13505 RUSSELL caleb_strategy_v3 [-1] 344.282359 -599.798377 -1.452296 37.759704 34.855111 NaN 36.307408 13501 RUSSELL caleb_strategy_v3 [-1] 344.282359 -563.490969 -2.904593 -14.522963 -20.332148 NaN -17.427556 13508 SOYOIL caleb_strategy_v3 [-1] 11.898735 -285.74467 -8.404255 -67.23404 -84.04255 NaN -75.638295 13507 REDWHEAT caleb_strategy_v3 [-1] 198.603308 -81.821396 -6.293954 50.351629 37.763721 NaN 44.057675 13510 REDWHEAT caleb_strategy_v3 [-1] 198.603308 -81.821396 -6.293954 37.763721 25.175814 NaN 31.469768 13506 FEEDCOW caleb_strategy_v3 [1] 31.843019 -247.306952 -11.776522 NaN NaN NaN NaN 13509 FEEDCOW caleb_strategy_v3 [1] 31.843019 -310.115066 -11.776522 -39.255072 -62.808115 NaN -51.031593 ======================================================================================================================================================================== 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 13484 JGB-SGX-mini caleb_strategy_v3 [1] 627.244359 -12.544887 -6.272444 12.544887 0.0 NaN 6.272444 13485 EUROSTX caleb_strategy_v3 [-1] 10.7375 -123.48125 -5.36875 -53.6875 -64.425 NaN -59.05625 13486 GASOIL caleb_strategy_v3 [1] 100.0 187.5 -12.5 -50.0 -75.0 NaN -62.5 13487 ROBUSTA caleb_strategy_v3 [-1] 10.0 -105.0 -25.0 -10.0 -60.0 NaN -35.0 13488 COPPER caleb_strategy_v3 [-1] 25000.0 -850.0 -12.5 175.0 150.0 NaN 162.5 13489 CRUDE_W caleb_strategy_v3 [1] 1000.0 195.0 -5.0 -120.0 -130.0 NaN -125.0 13490 GAS_US_mini caleb_strategy_v3 [1] 2500.0 143.75 -6.25 -12.5 NaN NaN -18.75 13492 COTTON2 caleb_strategy_v3 [-1] 500.0 300.0 -5.0 -0.0 -10.0 NaN -5.0 13493 COCOA caleb_strategy_v3 [1] 10.0 6625.0 -65.0 -10.0 -140.0 NaN -75.0 13496 PLAT caleb_strategy_v3 [1] 50.0 495.0 -10.0 0.0 -20.0 NaN -10.0 13494 PLAT caleb_strategy_v3 [1] 50.0 500.0 -10.0 -5.0 -25.0 NaN -15.0 13491 GOLD_micro caleb_strategy_v3 [-1] 10.0 -102.0 -1.0 12.0 10.0 NaN 11.0 13495 GOLD_micro caleb_strategy_v3 [-1] 10.0 -102.0 -1.0 10.0 8.0 NaN 9.0 13497 GOLD_micro caleb_strategy_v3 [-1] 10.0 -97.5 -0.5 7.0 6.0 NaN 6.5 13498 GOLD_micro caleb_strategy_v3 [-1] 10.0 -93.0 -1.0 4.0 2.0 NaN 3.0 13499 GOLD_micro caleb_strategy_v3 [-1] 10.0 -89.0 -1.0 2.0 -0.0 NaN 1.0 13500 US5 caleb_strategy_v3 [1] 1000.0 3.90625 -3.90625 7.812 -0.0005 NaN 3.90575 13502 MXP caleb_strategy_v3 [1] 500000.0 80.0 -5.0 35.0 25.0 NaN 30.0 13503 SP500_micro caleb_strategy_v3 [-1] 5.0 -59.375 -0.625 6.25 5.0 NaN 5.625 13504 RUSSELL caleb_strategy_v3 [-1] 5.0 -101.0 -0.5 -0.0 -1.0 NaN -0.5 13505 RUSSELL caleb_strategy_v3 [-1] 5.0 -103.25 -0.25 6.5 6.0 NaN 6.25 13501 RUSSELL caleb_strategy_v3 [-1] 5.0 -97.0 -0.5 -2.5 -3.5 NaN -3.0 13508 SOYOIL caleb_strategy_v3 [-1] 600.0 -204.0 -6.0 -48.0 -60.0 NaN -54.0 13507 REDWHEAT caleb_strategy_v3 [-1] 50.0 -81.25 -6.25 50.0 37.5 NaN 43.75 13510 REDWHEAT caleb_strategy_v3 [-1] 50.0 -81.25 -6.25 37.5 25.0 NaN 31.25 13506 FEEDCOW caleb_strategy_v3 [1] 500.0 -393.75 -18.75 NaN NaN NaN NaN 13509 FEEDCOW caleb_strategy_v3 [1] 500.0 -493.75 -18.75 -62.5 -100.0 NaN -81.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COCOA 6625.0 COPPER -850.0 COTTON2 300.0 CRUDE_W 195.0 EUROSTX -123.48125 FEEDCOW -887.5 GASOIL 187.5 GAS_US_mini 143.75 GOLD_micro -483.5 JGB-SGX-mini -12.544887 MXP 80.0 PLAT 995.0 REDWHEAT -162.5 ROBUSTA -105.0 RUSSELL -301.25 SOYOIL -204.0 SP500_micro -59.375 US5 3.90625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 5341.005113 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COCOA -65.0 COPPER -12.5 COTTON2 -5.0 CRUDE_W -5.0 EUROSTX -5.36875 FEEDCOW -37.5 GASOIL -12.5 GAS_US_mini -6.25 GOLD_micro -4.5 JGB-SGX-mini -6.272444 MXP -5.0 PLAT -20.0 REDWHEAT -12.5 ROBUSTA -25.0 RUSSELL -1.25 SOYOIL -6.0 SP500_micro -0.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -234.172444 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COCOA -10.0 COPPER 175.0 COTTON2 -0.0 CRUDE_W -120.0 EUROSTX -53.6875 FEEDCOW -62.5 GASOIL -50.0 GAS_US_mini -12.5 GOLD_micro 35.0 JGB-SGX-mini 12.544887 MXP 35.0 PLAT -5.0 REDWHEAT 87.5 ROBUSTA -10.0 RUSSELL 4.0 SOYOIL -48.0 SP500_micro 6.25 US5 7.812 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -8.580613 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA -140.0 COPPER 150.0 COTTON2 -10.0 CRUDE_W -130.0 EUROSTX -64.425 FEEDCOW -100.0 GASOIL -75.0 GAS_US_mini 0 GOLD_micro 26.0 JGB-SGX-mini 0.0 MXP 25.0 PLAT -45.0 REDWHEAT 62.5 ROBUSTA -60.0 RUSSELL 1.5 SOYOIL -60.0 SP500_micro 5.0 US5 -0.0005 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -414.4255 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA 0 COPPER 0 COTTON2 0 CRUDE_W 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 JGB-SGX-mini 0 MXP 0 PLAT 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 SOYOIL 0 SP500_micro 0 US5 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 COCOA -75.0 COPPER 162.5 COTTON2 -5.0 CRUDE_W -125.0 EUROSTX -59.05625 FEEDCOW -81.25 GASOIL -62.5 GAS_US_mini -18.75 GOLD_micro 30.5 JGB-SGX-mini 6.272444 MXP 30.0 PLAT -25.0 REDWHEAT 75.0 ROBUSTA -35.0 RUSSELL 2.75 SOYOIL -54.0 SP500_micro 5.625 US5 3.90575 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -224.003056 ******************************************************************************** END OF REPORT ********************************************************************************