******************************************************************************** Trades report produced on 27/06/2024 21:38 from 26/06/2024 21:38 to 27/06/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13547 AUD caleb_strategy_v3 [20240900] 2024-06-27 14:19:04.000 [1] 0.667400 13551 AUD caleb_strategy_v3 [20240900] 2024-06-27 14:29:26.000 [1] 0.666850 13528 BUXL caleb_strategy_v3 [20240900] 2024-06-27 07:00:43.000 [-1] 131.220000 13546 CAD caleb_strategy_v3 [20240900] 2024-06-27 14:18:59.000 [1] 0.732000 13535 COCOA caleb_strategy_v3 [20240900] 2024-06-27 13:17:05.000 [-1] 7804.000000 13556 CORN caleb_strategy_v3 [20241200] 2024-06-27 14:46:38.000 [1] 433.750000 13533 CRUDE_W caleb_strategy_v3 [20241200] 2024-06-27 19:45:16.817 [0] NaN 13537 CRUDE_W caleb_strategy_v3 [20241200] 2024-06-27 13:17:10.000 [1] 78.810000 13529 DAX caleb_strategy_v3 [20240900] 2024-06-27 07:00:44.000 [-1] 18367.000000 13530 DAX caleb_strategy_v3 [20240900] 2024-06-27 07:01:33.000 [-1] 18366.000000 13531 DAX caleb_strategy_v3 [20240900] 2024-06-27 07:02:34.000 [-1] 18363.000000 13532 DAX caleb_strategy_v3 [20240900] 2024-06-27 07:03:34.000 [-1] 18361.000000 13542 EUR caleb_strategy_v3 [20240900] 2024-06-27 14:04:44.000 [-1] 1.076200 13558 FEEDCOW caleb_strategy_v3 [20241000] 2024-06-27 14:46:43.000 [1] 262.950000 13562 FEEDCOW caleb_strategy_v3 [20241000] 2024-06-27 14:46:49.000 [1] 262.975000 13548 GBP caleb_strategy_v3 [20240900] 2024-06-27 19:45:16.907 [0] NaN 13552 GBP caleb_strategy_v3 [20240900] 2024-06-27 14:32:24.000 [-1] 1.266200 13538 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-27 13:17:11.000 [1] 2333.000000 13534 GOLD_micro caleb_strategy_v3 [20240800] 2024-06-27 13:17:04.000 [1] 2333.100000 13541 JPY caleb_strategy_v3 [20240900] 2024-06-27 14:03:41.000 [-1] 0.006306 13557 LIVECOW caleb_strategy_v3 [20241000] 2024-06-27 14:46:40.000 [-1] 186.325000 13567 LUMBER-new caleb_strategy_v3 [20240900] 2024-06-27 15:09:54.000 [-1] 486.000000 13550 MXP caleb_strategy_v3 [20240900] 2024-06-27 14:29:25.000 [1] 0.053770 13555 MXP caleb_strategy_v3 [20240900] 2024-06-27 14:46:37.000 [1] 0.053830 13545 MXP caleb_strategy_v3 [20240900] 2024-06-27 14:18:45.000 [1] 0.053820 13522 NIKKEI caleb_strategy_v3 [20240900] 2024-06-27 02:01:20.000 [1] 39210.000000 13523 NIKKEI caleb_strategy_v3 [20240900] 2024-06-27 02:02:19.000 [1] 39210.000000 13526 NIKKEI caleb_strategy_v3 [20240900] 2024-06-27 02:05:20.000 [1] 39230.000000 13525 NIKKEI caleb_strategy_v3 [20240900] 2024-06-27 02:04:19.000 [1] 39225.000000 13524 NIKKEI caleb_strategy_v3 [20240900] 2024-06-27 02:03:19.000 [1] 39220.000000 13544 NZD caleb_strategy_v3 [20240900] 2024-06-27 14:09:06.000 [-1] 0.610100 13527 OAT caleb_strategy_v3 [20240900] 2024-06-27 07:00:34.000 [-1] 123.690000 13560 REDWHEAT caleb_strategy_v3 [20241200] 2024-06-27 14:46:48.000 [-1] 605.500000 13553 REDWHEAT caleb_strategy_v3 [20241200] 2024-06-27 19:45:16.997 [0] NaN 13568 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 15:14:44.000 [-1] 2044.300000 13540 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:03:40.000 [-1] 2049.100000 13549 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:29:24.000 [-1] 2046.900000 13554 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:42:29.000 [-1] 2051.600000 13561 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:46:49.000 [-1] 2050.500000 13563 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:47:48.000 [-1] 2051.300000 13564 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 14:48:48.000 [-1] 2050.600000 13565 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 19:45:17.086 [0] NaN 13566 RUSSELL caleb_strategy_v3 [20240900] 2024-06-27 19:45:17.180 [0] NaN 13543 SP500_micro caleb_strategy_v3 [20240900] 2024-06-27 14:08:19.000 [1] 5543.000000 13536 SUGAR11 caleb_strategy_v3 [20250300] 2024-06-27 13:17:06.000 [1] 20.260000 13539 US30 caleb_strategy_v3 [20240900] 2024-06-27 14:03:39.000 [1] 127.218750 13559 WHEAT caleb_strategy_v3 [20241200] 2024-06-27 14:46:44.000 [-1] 594.500000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13522 NIKKEI caleb_strategy_v3 2024-06-26 2024-06-27 03:01:19.262 2024-06-27 02:01:20.000 97279.262 NaN 13523 NIKKEI caleb_strategy_v3 2024-06-26 2024-06-27 03:02:19.547 2024-06-27 02:02:19.000 97339.547 NaN 13524 NIKKEI caleb_strategy_v3 2024-06-26 2024-06-27 03:03:19.571 2024-06-27 02:03:19.000 97399.571 NaN 13525 NIKKEI caleb_strategy_v3 2024-06-26 2024-06-27 03:04:19.723 2024-06-27 02:04:19.000 97459.723 NaN 13526 NIKKEI caleb_strategy_v3 2024-06-26 2024-06-27 03:05:19.773 2024-06-27 02:05:20.000 97519.773 NaN 13527 OAT caleb_strategy_v3 2024-06-26 2024-06-27 08:00:34.470 2024-06-27 07:00:34.000 115234.47 NaN 13528 BUXL caleb_strategy_v3 2024-06-26 2024-06-27 08:00:35.931 2024-06-27 07:00:43.000 115235.931 NaN 13529 DAX caleb_strategy_v3 2024-06-26 2024-06-27 08:00:44.233 2024-06-27 07:00:44.000 115244.233 NaN 13530 DAX caleb_strategy_v3 2024-06-26 2024-06-27 08:01:33.738 2024-06-27 07:01:33.000 115293.738 NaN 13531 DAX caleb_strategy_v3 2024-06-26 2024-06-27 08:02:33.936 2024-06-27 07:02:34.000 115353.936 NaN 13532 DAX caleb_strategy_v3 2024-06-26 2024-06-27 08:03:34.033 2024-06-27 07:03:34.000 115414.033 NaN 13535 COCOA caleb_strategy_v3 2024-06-26 2024-06-27 14:17:05.070 2024-06-27 13:17:05.000 137825.07 NaN 13536 SUGAR11 caleb_strategy_v3 2024-06-26 2024-06-27 14:17:06.578 2024-06-27 13:17:06.000 137826.578 NaN 13538 GOLD_micro caleb_strategy_v3 2024-06-26 2024-06-27 14:17:11.243 2024-06-27 13:17:11.000 137831.243 NaN 13534 GOLD_micro caleb_strategy_v3 2024-06-26 2024-06-27 14:10:43.338 2024-06-27 13:17:04.000 137443.338 NaN 13539 US30 caleb_strategy_v3 2024-06-26 2024-06-27 15:00:18.290 2024-06-27 14:03:39.000 140418.29 NaN 13541 JPY caleb_strategy_v3 2024-06-26 2024-06-27 15:03:41.614 2024-06-27 14:03:41.000 140621.614 NaN 13542 EUR caleb_strategy_v3 2024-06-26 2024-06-27 15:03:42.954 2024-06-27 14:04:44.000 140622.954 NaN 13543 SP500_micro caleb_strategy_v3 2024-06-26 2024-06-27 15:04:45.257 2024-06-27 14:08:19.000 140685.257 NaN 13544 NZD caleb_strategy_v3 2024-06-26 2024-06-27 15:08:20.406 2024-06-27 14:09:06.000 140900.406 NaN 13546 CAD caleb_strategy_v3 2024-06-26 2024-06-27 15:18:46.606 2024-06-27 14:18:59.000 141526.606 NaN 13547 AUD caleb_strategy_v3 2024-06-26 2024-06-27 15:19:00.122 2024-06-27 14:19:04.000 141540.122 NaN 13551 AUD caleb_strategy_v3 2024-06-26 2024-06-27 15:29:26.168 2024-06-27 14:29:26.000 142166.168 NaN 13545 MXP caleb_strategy_v3 2024-06-26 2024-06-27 15:09:08.110 2024-06-27 14:18:45.000 140948.11 NaN 13555 MXP caleb_strategy_v3 2024-06-26 2024-06-27 15:42:30.317 2024-06-27 14:46:37.000 142950.317 NaN 13550 MXP caleb_strategy_v3 2024-06-26 2024-06-27 15:29:25.557 2024-06-27 14:29:25.000 142165.557 NaN 13556 CORN caleb_strategy_v3 2024-06-26 2024-06-27 15:46:38.694 2024-06-27 14:46:38.000 143198.694 NaN 13557 LIVECOW caleb_strategy_v3 2024-06-26 2024-06-27 15:46:40.043 2024-06-27 14:46:40.000 143200.043 NaN 13559 WHEAT caleb_strategy_v3 2024-06-26 2024-06-27 15:46:44.445 2024-06-27 14:46:44.000 143204.445 NaN 13562 FEEDCOW caleb_strategy_v3 2024-06-26 2024-06-27 15:46:49.890 2024-06-27 14:46:49.000 143209.89 NaN 13558 FEEDCOW caleb_strategy_v3 2024-06-26 2024-06-27 15:46:41.262 2024-06-27 14:46:43.000 143201.262 NaN 13567 LUMBER-new caleb_strategy_v3 2024-06-26 2024-06-27 16:09:54.022 2024-06-27 15:09:54.000 144594.022 NaN 13537 CRUDE_W caleb_strategy_v3 2024-06-26 2024-06-27 14:17:10.249 2024-06-27 13:17:10.000 137830.249 NaN 13533 CRUDE_W caleb_strategy_v3 2024-06-26 2024-06-27 14:00:42.494 2024-06-27 19:45:16.817 136842.494 20674.323 13560 REDWHEAT caleb_strategy_v3 2024-06-26 2024-06-27 15:46:48.737 2024-06-27 14:46:48.000 143208.737 NaN 13553 REDWHEAT caleb_strategy_v3 2024-06-26 2024-06-27 15:32:29.078 2024-06-27 19:45:16.997 142349.078 15167.919 13568 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 16:09:58.545 2024-06-27 15:14:44.000 144598.545 NaN 13540 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:03:40.270 2024-06-27 14:03:40.000 140620.27 NaN 13549 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:29:24.933 2024-06-27 14:29:24.000 142164.933 NaN 13554 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:42:29.692 2024-06-27 14:42:29.000 142949.692 NaN 13561 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:46:49.499 2024-06-27 14:46:49.000 143209.499 NaN 13563 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:47:48.547 2024-06-27 14:47:48.000 143268.547 NaN 13564 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:48:48.771 2024-06-27 14:48:48.000 143328.771 NaN 13565 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:49:48.679 2024-06-27 19:45:17.086 143388.679 14128.407 13566 RUSSELL caleb_strategy_v3 2024-06-26 2024-06-27 15:59:52.826 2024-06-27 19:45:17.180 143992.826 13524.354 13552 GBP caleb_strategy_v3 2024-06-26 2024-06-27 15:29:26.811 2024-06-27 14:32:24.000 142166.811 NaN 13548 GBP caleb_strategy_v3 2024-06-26 2024-06-27 15:19:05.334 2024-06-27 19:45:16.907 141545.334 15971.573 =================================================================================================================================================================================================================================== 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 13522 NIKKEI caleb_strategy_v3 [1] 39410.0 None 39247.5 39250.0 39245.0 39245.0 39210.0 162.5 -2.5 40.0 35.0 NaN 37.5 13523 NIKKEI caleb_strategy_v3 [1] 39410.0 None 39247.5 39250.0 39245.0 39245.0 39210.0 162.5 -2.5 40.0 35.0 NaN 37.5 13524 NIKKEI caleb_strategy_v3 [1] 39410.0 None 39257.5 39260.0 39255.0 39255.0 39220.0 152.5 -2.5 40.0 35.0 NaN 37.5 13525 NIKKEI caleb_strategy_v3 [1] 39410.0 None 39257.5 39260.0 39255.0 39255.0 39225.0 152.5 -2.5 35.0 30.0 NaN 32.5 13526 NIKKEI caleb_strategy_v3 [1] 39410.0 None 39252.5 39255.0 39250.0 39250.0 39230.0 157.5 -2.5 25.0 20.0 NaN 22.5 13527 OAT caleb_strategy_v3 [-1] 123.74 None 123.685 123.68 123.69 123.69 123.69 -0.055 -0.005 0.01 -0.0 NaN 0.005 13528 BUXL caleb_strategy_v3 [-1] 131.52 None 131.21 131.2 131.22 131.22 131.22 -0.31 -0.01 0.02 -0.0 NaN 0.01 13529 DAX caleb_strategy_v3 [-1] 18345.0 None 18338.0 18337.0 18339.0 18339.0 18367.0 -7.0 -1.0 30.0 28.0 NaN 29.0 13530 DAX caleb_strategy_v3 [-1] 18345.0 None 18337.5 18336.0 18339.0 18339.0 18366.0 -7.5 -1.5 30.0 27.0 NaN 28.5 13531 DAX caleb_strategy_v3 [-1] 18345.0 None 18337.5 18336.0 18339.0 18339.0 18363.0 -7.5 -1.5 27.0 24.0 NaN 25.5 13532 DAX caleb_strategy_v3 [-1] 18345.0 None 18337.5 18336.0 18339.0 18339.0 18361.0 -7.5 -1.5 25.0 22.0 NaN 23.5 13535 COCOA caleb_strategy_v3 [-1] 7791.0 None 7775.5 7769.0 7782.0 7782.0 7804.0 -15.5 -6.5 35.0 22.0 NaN 28.5 13536 SUGAR11 caleb_strategy_v3 [1] 19.8 None 20.28 20.29 20.27 20.27 20.26 -0.48 -0.01 0.03 0.01 NaN 0.02 13538 GOLD_micro caleb_strategy_v3 [1] 2310.5 None 2333.0 2333.1 2332.9 2332.9 2333.0 -22.5 -0.1 0.1 -0.1 NaN 0.0 13534 GOLD_micro caleb_strategy_v3 [1] 2310.5 None 2332.1 2332.2 2332.0 2332.0 2333.1 -21.6 -0.1 -0.9 -1.1 NaN -1.0 13539 US30 caleb_strategy_v3 [1] 126.59375 None 127.140625 127.15625 127.125 127.125 127.21875 -0.546875 -0.015625 -0.0625 -0.09375 NaN -0.078125 13541 JPY caleb_strategy_v3 [-1] 0.0063 None 0.006305 0.006305 0.006306 0.006305 0.006306 0.000005 -0.0 0.000001 0.000001 NaN 0.000001 13542 EUR caleb_strategy_v3 [-1] 1.0722 None 1.076425 1.0764 1.07645 1.07645 1.0762 0.004225 -0.000025 -0.0002 -0.00025 NaN -0.000225 13543 SP500_micro caleb_strategy_v3 [1] 5529.75 None 5543.125 5543.25 5543.0 5543.0 5543.0 -13.375 -0.125 0.25 0.0 NaN 0.125 13544 NZD caleb_strategy_v3 [-1] 0.60775 None 0.61005 0.61 0.6101 0.6101 0.6101 0.0023 -0.00005 0.0001 -0.0 NaN 0.00005 13546 CAD caleb_strategy_v3 [1] 0.73115 None 0.732025 0.73205 0.732 0.732 0.732 -0.000875 -0.000025 0.00005 0.0 NaN 0.000025 13547 AUD caleb_strategy_v3 [1] 0.6665 None 0.6674 0.66745 0.66735 0.66735 0.6674 -0.0009 -0.00005 0.00005 -0.00005 NaN 0.0 13551 AUD caleb_strategy_v3 [1] 0.6665 None 0.66745 0.6675 0.6674 0.6674 0.66685 -0.00095 -0.00005 0.00065 0.00055 NaN 0.0006 13545 MXP caleb_strategy_v3 [1] 0.05387 None 0.053785 0.05379 0.05378 0.05378 0.05382 0.000085 -0.000005 -0.00003 -0.00004 NaN -0.000035 13555 MXP caleb_strategy_v3 [1] 0.05387 None 0.05382 0.05383 0.05381 0.05381 0.05383 0.00005 -0.00001 0.0 -0.00002 NaN -0.00001 13550 MXP caleb_strategy_v3 [1] 0.05387 None 0.053815 0.05382 0.05381 0.05381 0.05377 0.000055 -0.000005 0.00005 0.00004 NaN 0.000045 13556 CORN caleb_strategy_v3 [1] 435.75 None 434.125 434.25 434.0 434.0 433.75 1.625 -0.125 0.5 0.25 NaN 0.375 13557 LIVECOW caleb_strategy_v3 [-1] 186.125 None 186.275 186.25 186.3 NaN 186.325 0.15 -0.025 0.075 NaN NaN 0.05 13559 WHEAT caleb_strategy_v3 [-1] 581.5 None 595.375 595.25 595.5 NaN 594.5 13.875 -0.125 -0.75 NaN NaN -0.875 13562 FEEDCOW caleb_strategy_v3 [1] 262.675 None 262.925 262.975 262.875 NaN 262.975 -0.25 -0.05 0.0 NaN NaN -0.05 13558 FEEDCOW caleb_strategy_v3 [1] 262.675 None 262.925 262.975 262.875 262.875 262.95 -0.25 -0.05 0.025 -0.075 NaN -0.025 13567 LUMBER-new caleb_strategy_v3 [-1] 477.5 None 485.25 484.5 486.0 486.0 486.0 7.75 -0.75 1.5 -0.0 NaN 0.75 13537 CRUDE_W caleb_strategy_v3 [1] 78.12 None 78.655 78.66 78.65 NaN 78.81 -0.535 -0.005 -0.15 NaN NaN -0.155 13533 CRUDE_W caleb_strategy_v3 [1] 78.12 None 78.58 78.59 78.57 78.57 NaN -0.46 -0.01 NaN NaN NaN NaN 13560 REDWHEAT caleb_strategy_v3 [-1] 596.25 None 607.0 606.75 607.25 607.25 605.5 10.75 -0.25 -1.25 -1.75 NaN -1.5 13553 REDWHEAT caleb_strategy_v3 [-1] 596.25 None 608.0 607.75 608.25 608.25 NaN 11.75 -0.25 NaN NaN NaN NaN 13568 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2047.65 2047.6 2047.7 2047.7 2044.3 12.85 -0.05 -3.3 -3.4 NaN -3.35 13540 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2046.65 2046.6 2046.7 2046.7 2049.1 11.85 -0.05 2.5 2.4 NaN 2.45 13549 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2046.65 2046.6 2046.7 2046.7 2046.9 11.85 -0.05 0.3 0.2 NaN 0.25 13554 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2047.3 2047.2 2047.4 2047.4 2051.6 12.5 -0.1 4.4 4.2 NaN 4.3 13561 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2048.0 2047.9 2048.1 2048.1 2050.5 13.2 -0.1 2.6 2.4 NaN 2.5 13563 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2048.0 2047.9 2048.1 2048.1 2051.3 13.2 -0.1 3.4 3.2 NaN 3.3 13564 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2048.0 2047.9 2048.1 2048.1 2050.6 13.2 -0.1 2.7 2.5 NaN 2.6 13565 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2051.45 2051.4 2051.5 2051.5 NaN 16.65 -0.05 NaN NaN NaN NaN 13566 RUSSELL caleb_strategy_v3 [-1] 2034.8 None 2050.35 2050.3 2050.4 2050.4 NaN 15.55 -0.05 NaN NaN NaN NaN 13552 GBP caleb_strategy_v3 [-1] 1.2629 None 1.26635 1.2663 1.2664 1.2664 1.2662 0.00345 -0.00005 -0.0001 -0.0002 NaN -0.00015 13548 GBP caleb_strategy_v3 [-1] 1.2629 None 1.26665 1.2666 1.2667 1.2667 NaN 0.00375 -0.00005 NaN NaN NaN NaN =============================================================================================================================================================== 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 13522 NIKKEI caleb_strategy_v3 [1] 5563.577978 292.078229 -4.493511 71.896179 62.909157 NaN 67.402668 13523 NIKKEI caleb_strategy_v3 [1] 5563.577978 292.078229 -4.493511 71.896179 62.909157 NaN 67.402668 13524 NIKKEI caleb_strategy_v3 [1] 5563.577978 274.104184 -4.493511 71.896179 62.909157 NaN 67.402668 13525 NIKKEI caleb_strategy_v3 [1] 5563.577978 274.104184 -4.493511 62.909157 53.922134 NaN 58.415646 13526 NIKKEI caleb_strategy_v3 [1] 5563.577978 283.091206 -4.493511 44.935112 35.94809 NaN 40.441601 13527 OAT caleb_strategy_v3 [-1] 9.064174 -60.678448 -5.516223 11.032445 -0.0 NaN 5.516223 13528 BUXL caleb_strategy_v3 [-1] 24.116841 -128.540879 -4.14648 8.29296 -0.0 NaN 4.14648 13529 DAX caleb_strategy_v3 [-1] 2268.548948 -30.856729 -4.408104 132.243124 123.426916 NaN 127.83502 13530 DAX caleb_strategy_v3 [-1] 2268.548948 -33.060781 -6.612156 132.243124 119.018812 NaN 125.630968 13531 DAX caleb_strategy_v3 [-1] 2268.548948 -33.060781 -6.612156 119.018812 105.794499 NaN 112.406655 13532 DAX caleb_strategy_v3 [-1] 2268.548948 -33.060781 -6.612156 110.202603 96.978291 NaN 103.590447 13535 COCOA caleb_strategy_v3 [-1] 5732.59624 -27.03836 -11.338667 61.054361 38.377027 NaN 49.715694 13536 SUGAR11 caleb_strategy_v3 [1] 5.360941 -895.365202 -18.653442 55.960325 18.653442 NaN 37.306883 13538 GOLD_micro caleb_strategy_v3 [1] 386.267366 -582.498083 -2.58888 2.58888 -2.58888 NaN 0.0 13534 GOLD_micro caleb_strategy_v3 [1] 386.267366 -559.19816 -2.58888 -23.299923 -28.477684 NaN -25.888804 13539 US30 caleb_strategy_v3 [1] 19.113194 -286.124334 -8.174981 -32.699924 -49.049886 NaN -40.874905 13541 JPY caleb_strategy_v3 [-1] 0.000553 81.412665 -9.045852 27.137555 9.045852 NaN 18.091703 13542 EUR caleb_strategy_v3 [-1] 0.065386 646.163643 -3.823454 -30.587628 -38.234535 NaN -34.411082 13543 SP500_micro caleb_strategy_v3 [1] 507.72149 -263.431828 -2.46198 4.923959 0.0 NaN 2.46198 13544 NZD caleb_strategy_v3 [-1] 0.052146 441.070966 -9.588499 19.176999 -0.0 NaN 9.588499 13546 CAD caleb_strategy_v3 [1] 0.034886 -250.81978 -7.166279 14.332559 0.0 NaN 7.166279 13547 AUD caleb_strategy_v3 [1] 0.055339 -162.63355 -9.035197 9.035197 -9.035197 NaN 0.0 13551 AUD caleb_strategy_v3 [1] 0.055339 -171.668747 -9.035197 117.457564 99.387169 NaN 108.422366 13545 MXP caleb_strategy_v3 [1] 0.009644 88.134382 -5.184375 -31.106252 -41.475003 NaN -36.290628 13555 MXP caleb_strategy_v3 [1] 0.009644 51.843754 -10.368751 0.0 -20.737502 NaN -10.368751 13550 MXP caleb_strategy_v3 [1] 0.009644 57.028129 -5.184375 51.843754 41.475003 NaN 46.659379 13556 CORN caleb_strategy_v3 [1] 86.572887 187.703107 -14.438701 57.754802 28.877401 NaN 43.316102 13557 LIVECOW caleb_strategy_v3 [-1] 21.249314 70.590515 -11.765086 35.295257 NaN NaN 23.530172 13559 WHEAT caleb_strategy_v3 [-1] 189.955513 730.434184 -6.580488 -39.482929 NaN NaN -46.063417 13562 FEEDCOW caleb_strategy_v3 [1] 31.521658 -79.310549 -15.86211 0.0 NaN NaN -15.86211 13558 FEEDCOW caleb_strategy_v3 [1] 31.521658 -79.310549 -15.86211 7.931055 -23.793165 NaN -7.931055 13567 LUMBER-new caleb_strategy_v3 [-1] 149.812631 517.312857 -50.062535 100.125069 -0.0 NaN 50.062535 13537 CRUDE_W caleb_strategy_v3 [1] 16.070783 -332.902259 -3.111236 -93.337082 NaN NaN -96.448318 13533 CRUDE_W caleb_strategy_v3 [1] 16.070783 -286.233718 -6.222472 NaN NaN NaN NaN 13560 REDWHEAT caleb_strategy_v3 [-1] 200.450482 536.292049 -12.471908 -62.359541 -87.303357 NaN -74.831449 13553 REDWHEAT caleb_strategy_v3 [-1] 200.450482 586.179682 -12.471908 NaN NaN NaN NaN 13568 RUSSELL caleb_strategy_v3 [-1] 334.184675 384.517932 -1.496179 -98.747796 -101.740153 NaN -100.243975 13540 RUSSELL caleb_strategy_v3 [-1] 334.184675 354.594358 -1.496179 74.808936 71.816579 NaN 73.312757 13549 RUSSELL caleb_strategy_v3 [-1] 334.184675 354.594358 -1.496179 8.977072 5.984715 NaN 7.480894 13554 RUSSELL caleb_strategy_v3 [-1] 334.184675 374.044681 -2.992357 131.663728 125.679013 NaN 128.67137 13561 RUSSELL caleb_strategy_v3 [-1] 334.184675 394.991183 -2.992357 77.801294 71.816579 NaN 74.808936 13563 RUSSELL caleb_strategy_v3 [-1] 334.184675 394.991183 -2.992357 101.740153 95.755438 NaN 98.747796 13564 RUSSELL caleb_strategy_v3 [-1] 334.184675 394.991183 -2.992357 80.793651 74.808936 NaN 77.801294 13565 RUSSELL caleb_strategy_v3 [-1] 334.184675 498.227515 -1.496179 NaN NaN NaN NaN 13566 RUSSELL caleb_strategy_v3 [-1] 334.184675 465.311583 -1.496179 NaN NaN NaN NaN 13552 GBP caleb_strategy_v3 [-1] 0.078837 437.613902 -6.34223 -12.684461 -25.368922 NaN -19.026691 13548 GBP caleb_strategy_v3 [-1] 0.078837 475.667285 -6.34223 NaN NaN NaN NaN ========================================================================================================================================================================= 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 13522 NIKKEI caleb_strategy_v3 [1] 0.623447 101.310174 -1.558618 24.937889 21.820653 NaN 23.379271 13523 NIKKEI caleb_strategy_v3 [1] 0.623447 101.310174 -1.558618 24.937889 21.820653 NaN 23.379271 13524 NIKKEI caleb_strategy_v3 [1] 0.623447 95.075702 -1.558618 24.937889 21.820653 NaN 23.379271 13525 NIKKEI caleb_strategy_v3 [1] 0.623447 95.075702 -1.558618 21.820653 18.703417 NaN 20.262035 13526 NIKKEI caleb_strategy_v3 [1] 0.623447 98.192938 -1.558618 15.586181 12.468945 NaN 14.027563 13527 OAT caleb_strategy_v3 [-1] 1069.5 -58.8225 -5.3475 10.695 -0.0 NaN 5.3475 13528 BUXL caleb_strategy_v3 [-1] 1069.5 -331.545 -10.695 21.39 -0.0 NaN 10.695 13529 DAX caleb_strategy_v3 [-1] 1.0695 -7.4865 -1.0695 32.085 29.946 NaN 31.0155 13530 DAX caleb_strategy_v3 [-1] 1.0695 -8.02125 -1.60425 32.085 28.8765 NaN 30.48075 13531 DAX caleb_strategy_v3 [-1] 1.0695 -8.02125 -1.60425 28.8765 25.668 NaN 27.27225 13532 DAX caleb_strategy_v3 [-1] 1.0695 -8.02125 -1.60425 26.7375 23.529 NaN 25.13325 13535 COCOA caleb_strategy_v3 [-1] 10.0 -155.0 -65.0 350.0 220.0 NaN 285.0 13536 SUGAR11 caleb_strategy_v3 [1] 1120.0 -537.6 -11.2 33.6 11.2 NaN 22.4 13538 GOLD_micro caleb_strategy_v3 [1] 10.0 -225.0 -1.0 1.0 -1.0 NaN 0.0 13534 GOLD_micro caleb_strategy_v3 [1] 10.0 -216.0 -1.0 -9.0 -11.0 NaN -10.0 13539 US30 caleb_strategy_v3 [1] 1000.0 -546.875 -15.625 -62.5 -93.75 NaN -78.125 13541 JPY caleb_strategy_v3 [-1] 12500000.0 56.25 -6.25 18.75 6.25 NaN 12.5 13542 EUR caleb_strategy_v3 [-1] 125000.0 528.125 -3.125 -25.0 -31.25 NaN -28.125 13543 SP500_micro caleb_strategy_v3 [1] 5.0 -66.875 -0.625 1.25 0.0 NaN 0.625 13544 NZD caleb_strategy_v3 [-1] 100000.0 230.0 -5.0 10.0 -0.0 NaN 5.0 13546 CAD caleb_strategy_v3 [1] 100000.0 -87.5 -2.5 5.0 0.0 NaN 2.5 13547 AUD caleb_strategy_v3 [1] 100000.0 -90.0 -5.0 5.0 -5.0 NaN 0.0 13551 AUD caleb_strategy_v3 [1] 100000.0 -95.0 -5.0 65.0 55.0 NaN 60.0 13545 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 -15.0 -20.0 NaN -17.5 13555 MXP caleb_strategy_v3 [1] 500000.0 25.0 -5.0 0.0 -10.0 NaN -5.0 13550 MXP caleb_strategy_v3 [1] 500000.0 27.5 -2.5 25.0 20.0 NaN 22.5 13556 CORN caleb_strategy_v3 [1] 50.0 81.25 -6.25 25.0 12.5 NaN 18.75 13557 LIVECOW caleb_strategy_v3 [-1] 400.0 60.0 -10.0 30.0 NaN NaN 20.0 13559 WHEAT caleb_strategy_v3 [-1] 50.0 693.75 -6.25 -37.5 NaN NaN -43.75 13562 FEEDCOW caleb_strategy_v3 [1] 500.0 -125.0 -25.0 0.0 NaN NaN -25.0 13558 FEEDCOW caleb_strategy_v3 [1] 500.0 -125.0 -25.0 12.5 -37.5 NaN -12.5 13567 LUMBER-new caleb_strategy_v3 [-1] 27.5 213.125 -20.625 41.25 -0.0 NaN 20.625 13537 CRUDE_W caleb_strategy_v3 [1] 1000.0 -535.0 -5.0 -150.0 NaN NaN -155.0 13533 CRUDE_W caleb_strategy_v3 [1] 1000.0 -460.0 -10.0 NaN NaN NaN NaN 13560 REDWHEAT caleb_strategy_v3 [-1] 50.0 537.5 -12.5 -62.5 -87.5 NaN -75.0 13553 REDWHEAT caleb_strategy_v3 [-1] 50.0 587.5 -12.5 NaN NaN NaN NaN 13568 RUSSELL caleb_strategy_v3 [-1] 5.0 64.25 -0.25 -16.5 -17.0 NaN -16.75 13540 RUSSELL caleb_strategy_v3 [-1] 5.0 59.25 -0.25 12.5 12.0 NaN 12.25 13549 RUSSELL caleb_strategy_v3 [-1] 5.0 59.25 -0.25 1.5 1.0 NaN 1.25 13554 RUSSELL caleb_strategy_v3 [-1] 5.0 62.5 -0.5 22.0 21.0 NaN 21.5 13561 RUSSELL caleb_strategy_v3 [-1] 5.0 66.0 -0.5 13.0 12.0 NaN 12.5 13563 RUSSELL caleb_strategy_v3 [-1] 5.0 66.0 -0.5 17.0 16.0 NaN 16.5 13564 RUSSELL caleb_strategy_v3 [-1] 5.0 66.0 -0.5 13.5 12.5 NaN 13.0 13565 RUSSELL caleb_strategy_v3 [-1] 5.0 83.25 -0.25 NaN NaN NaN NaN 13566 RUSSELL caleb_strategy_v3 [-1] 5.0 77.75 -0.25 NaN NaN NaN NaN 13552 GBP caleb_strategy_v3 [-1] 62500.0 215.625 -3.125 -6.25 -12.5 NaN -9.375 13548 GBP caleb_strategy_v3 [-1] 62500.0 234.375 -3.125 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -185.0 BUXL -331.545 CAD -87.5 COCOA -155.0 CORN 81.25 CRUDE_W -995.0 DAX -31.55025 EUR 528.125 FEEDCOW -250.0 GBP 450.0 GOLD_micro -441.0 JPY 56.25 LIVECOW 60.0 LUMBER-new 213.125 MXP 95.0 NIKKEI 490.964691 NZD 230.0 OAT -58.8225 REDWHEAT 1125.0 RUSSELL 604.25 SP500_micro -66.875 SUGAR11 -537.6 US30 -546.875 WHEAT 693.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 940.946941 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -10.0 BUXL -10.695 CAD -2.5 COCOA -65.0 CORN -6.25 CRUDE_W -15.0 DAX -5.88225 EUR -3.125 FEEDCOW -50.0 GBP -6.25 GOLD_micro -2.0 JPY -6.25 LIVECOW -10.0 LUMBER-new -20.625 MXP -10.0 NIKKEI -7.79309 NZD -5.0 OAT -5.3475 REDWHEAT -25.0 RUSSELL -3.25 SP500_micro -0.625 SUGAR11 -11.2 US30 -15.625 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -303.66784 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 70.0 BUXL 21.39 CAD 5.0 COCOA 350.0 CORN 25.0 CRUDE_W -150.0 DAX 119.784 EUR -25.0 FEEDCOW 12.5 GBP -6.25 GOLD_micro -8.0 JPY 18.75 LIVECOW 30.0 LUMBER-new 41.25 MXP 10.0 NIKKEI 112.220501 NZD 10.0 OAT 10.695 REDWHEAT -62.5 RUSSELL 63.0 SP500_micro 1.25 SUGAR11 33.6 US30 -62.5 WHEAT -37.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 582.689501 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 50.0 BUXL -0.0 CAD 0.0 COCOA 220.0 CORN 12.5 CRUDE_W 0 DAX 108.0195 EUR -31.25 FEEDCOW -37.5 GBP -12.5 GOLD_micro -12.0 JPY 6.25 LIVECOW 0 LUMBER-new -0.0 MXP -10.0 NIKKEI 96.63432 NZD -0.0 OAT -0.0 REDWHEAT -87.5 RUSSELL 57.5 SP500_micro 0.0 SUGAR11 11.2 US30 -93.75 WHEAT 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 277.60382 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 CAD 0 COCOA 0 CORN 0 CRUDE_W 0 DAX 0 EUR 0 FEEDCOW 0 GBP 0 GOLD_micro 0 JPY 0 LIVECOW 0 LUMBER-new 0 MXP 0 NIKKEI 0 NZD 0 OAT 0 REDWHEAT 0 RUSSELL 0 SP500_micro 0 SUGAR11 0 US30 0 WHEAT 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 AUD 60.0 BUXL 10.695 CAD 2.5 COCOA 285.0 CORN 18.75 CRUDE_W -155.0 DAX 113.90175 EUR -28.125 FEEDCOW -37.5 GBP -9.375 GOLD_micro -10.0 JPY 12.5 LIVECOW 20.0 LUMBER-new 20.625 MXP 0.0 NIKKEI 104.42741 NZD 5.0 OAT 5.3475 REDWHEAT -75.0 RUSSELL 60.25 SP500_micro 0.625 SUGAR11 22.4 US30 -78.125 WHEAT -43.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 305.14666 ******************************************************************************** END OF REPORT ********************************************************************************