******************************************************************************** Trades report produced on 05/07/2024 21:38 from 04/07/2024 21:38 to 05/07/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13669 AUD caleb_strategy_v3 [20240900] 2024-07-05 14:01:03.000 [1] 0.67405 13670 CAD caleb_strategy_v3 [20240900] 2024-07-05 14:01:07.000 [1] 0.73400 13668 CANOLA caleb_strategy_v3 [20241100] 2024-07-05 13:15:13.000 [1] 651.30000 13662 CANOLA caleb_strategy_v3 [20241100] 2024-07-05 13:13:20.000 [1] 651.40000 13674 CORN caleb_strategy_v3 [20241200] 2024-07-05 14:30:59.000 [-1] 425.00000 13656 COTTON2 caleb_strategy_v3 [20241200] 2024-07-05 13:00:44.000 [-1] 71.58000 13664 CRUDE_W caleb_strategy_v3 [20241200] 2024-07-05 13:14:33.000 [1] 80.63000 13652 DAX caleb_strategy_v3 [20240900] 2024-07-05 07:28:14.000 [1] 18703.00000 13651 DAX caleb_strategy_v3 [20240900] 2024-07-05 07:28:09.000 [1] 18705.00000 13650 DAX caleb_strategy_v3 [20240900] 2024-07-05 19:45:07.928 [0] NaN 13649 DAX caleb_strategy_v3 [20240900] 2024-07-05 19:45:07.865 [0] NaN 13653 DAX caleb_strategy_v3 [20240900] 2024-07-05 07:29:14.000 [1] 18702.00000 13654 DAX caleb_strategy_v3 [20240900] 2024-07-05 07:30:14.000 [1] 18710.00000 13672 FEEDCOW caleb_strategy_v3 [20241000] 2024-07-05 14:30:56.000 [1] 263.92500 13659 GASOLINE caleb_strategy_v3 [20241000] 2024-07-05 19:45:07.993 [0] NaN 13666 GASOLINE caleb_strategy_v3 [20241000] 2024-07-05 13:14:38.000 [1] 2.36820 13667 GAS_US_mini caleb_strategy_v3 [20240900] 2024-07-05 13:15:13.000 [-1] 2.39500 13661 GAS_US_mini caleb_strategy_v3 [20240900] 2024-07-05 13:13:19.000 [-1] 2.39500 13660 GOLD_micro caleb_strategy_v3 [20240800] 2024-07-05 13:11:32.000 [-1] 2386.50000 13671 MXP caleb_strategy_v3 [20240900] 2024-07-05 14:01:08.000 [1] 0.05443 13645 NIKKEI caleb_strategy_v3 [20240900] 2024-07-05 02:02:17.000 [1] 40970.00000 13646 NIKKEI caleb_strategy_v3 [20240900] 2024-07-05 02:03:18.000 [1] 40955.00000 13647 NIKKEI caleb_strategy_v3 [20240900] 2024-07-05 02:04:18.000 [1] 40955.00000 13648 NIKKEI caleb_strategy_v3 [20240900] 2024-07-05 02:05:18.000 [1] 40960.00000 13644 NIKKEI caleb_strategy_v3 [20240900] 2024-07-05 02:01:18.000 [1] 40985.00000 13657 PALLAD caleb_strategy_v3 [20240900] 2024-07-05 13:01:24.000 [1] 1035.00000 13663 PLAT caleb_strategy_v3 [20241000] 2024-07-05 13:14:32.000 [-1] 1035.20000 13673 REDWHEAT caleb_strategy_v3 [20241200] 2024-07-05 14:30:58.000 [1] 616.00000 13655 ROBUSTA caleb_strategy_v3 [20240900] 2024-07-05 09:00:28.000 [-1] 4157.00000 13658 SUGAR11 caleb_strategy_v3 [20250300] 2024-07-05 13:01:30.000 [1] 20.76000 13665 SUGAR11 caleb_strategy_v3 [20250300] 2024-07-05 13:14:37.000 [1] 20.73000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13644 NIKKEI caleb_strategy_v3 2024-07-04 2024-07-05 03:01:17.111 2024-07-05 02:01:18.000 97277.111 NaN 13645 NIKKEI caleb_strategy_v3 2024-07-04 2024-07-05 03:02:17.452 2024-07-05 02:02:17.000 97337.452 NaN 13646 NIKKEI caleb_strategy_v3 2024-07-04 2024-07-05 03:03:17.807 2024-07-05 02:03:18.000 97397.807 NaN 13647 NIKKEI caleb_strategy_v3 2024-07-04 2024-07-05 03:04:17.951 2024-07-05 02:04:18.000 97457.951 NaN 13648 NIKKEI caleb_strategy_v3 2024-07-04 2024-07-05 03:05:18.164 2024-07-05 02:05:18.000 97518.164 NaN 13655 ROBUSTA caleb_strategy_v3 2024-07-04 2024-07-05 10:00:28.314 2024-07-05 09:00:28.000 122428.314 NaN 13656 COTTON2 caleb_strategy_v3 2024-07-03 2024-07-05 14:00:44.342 2024-07-05 13:00:44.000 223244.342 NaN 13657 PALLAD caleb_strategy_v3 2024-07-03 2024-07-05 14:00:45.370 2024-07-05 13:01:24.000 223245.37 NaN 13660 GOLD_micro caleb_strategy_v3 2024-07-03 2024-07-05 14:11:32.310 2024-07-05 13:11:32.000 223892.31 NaN 13663 PLAT caleb_strategy_v3 2024-07-03 2024-07-05 14:13:21.042 2024-07-05 13:14:32.000 224001.042 NaN 13664 CRUDE_W caleb_strategy_v3 2024-07-03 2024-07-05 14:14:33.674 2024-07-05 13:14:33.000 224073.674 NaN 13665 SUGAR11 caleb_strategy_v3 2024-07-03 2024-07-05 14:14:37.639 2024-07-05 13:14:37.000 224077.639 NaN 13658 SUGAR11 caleb_strategy_v3 2024-07-03 2024-07-05 14:01:24.922 2024-07-05 13:01:30.000 223284.922 NaN 13667 GAS_US_mini caleb_strategy_v3 2024-07-03 2024-07-05 14:14:39.132 2024-07-05 13:15:13.000 224079.132 NaN 13661 GAS_US_mini caleb_strategy_v3 2024-07-03 2024-07-05 14:11:33.303 2024-07-05 13:13:19.000 223893.303 NaN 13668 CANOLA caleb_strategy_v3 2024-07-04 2024-07-05 14:15:13.679 2024-07-05 13:15:13.000 137713.679 NaN 13662 CANOLA caleb_strategy_v3 2024-07-04 2024-07-05 14:13:20.128 2024-07-05 13:13:20.000 137600.128 NaN 13669 AUD caleb_strategy_v3 2024-07-04 2024-07-05 15:00:49.834 2024-07-05 14:01:03.000 140449.834 NaN 13670 CAD caleb_strategy_v3 2024-07-04 2024-07-05 15:01:04.658 2024-07-05 14:01:07.000 140464.658 NaN 13671 MXP caleb_strategy_v3 2024-07-04 2024-07-05 15:01:08.262 2024-07-05 14:01:08.000 140468.262 NaN 13672 FEEDCOW caleb_strategy_v3 2024-07-03 2024-07-05 15:30:55.964 2024-07-05 14:30:56.000 228655.964 NaN 13673 REDWHEAT caleb_strategy_v3 2024-07-03 2024-07-05 15:30:57.386 2024-07-05 14:30:58.000 228657.386 NaN 13674 CORN caleb_strategy_v3 2024-07-03 2024-07-05 15:30:59.722 2024-07-05 14:30:59.000 228659.722 NaN 13666 GASOLINE caleb_strategy_v3 2024-07-03 2024-07-05 14:14:38.268 2024-07-05 13:14:38.000 224078.268 NaN 13659 GASOLINE caleb_strategy_v3 2024-07-03 2024-07-05 14:01:31.430 2024-07-05 19:45:07.993 223291.43 20616.563 13649 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:00:31.558 2024-07-05 19:45:07.865 115231.558 42276.307 13650 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:10:35.558 2024-07-05 19:45:07.928 115835.558 41672.37 13651 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:20:39.356 2024-07-05 07:28:09.000 116439.356 NaN 13652 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:28:13.683 2024-07-05 07:28:14.000 116893.683 NaN 13653 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:29:13.916 2024-07-05 07:29:14.000 116953.916 NaN 13654 DAX caleb_strategy_v3 2024-07-04 2024-07-05 08:30:14.432 2024-07-05 07:30:14.000 117014.432 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 13644 NIKKEI caleb_strategy_v3 [1] 40880.0 None 40997.5 41000.0 40995.0 40995.0 40985.0 -117.5 -2.5 15.0 10.0 NaN 12.5 13645 NIKKEI caleb_strategy_v3 [1] 40880.0 None 40997.5 41000.0 40995.0 40995.0 40970.0 -117.5 -2.5 30.0 25.0 NaN 27.5 13646 NIKKEI caleb_strategy_v3 [1] 40880.0 None 41002.5 41005.0 41000.0 41000.0 40955.0 -122.5 -2.5 50.0 45.0 NaN 47.5 13647 NIKKEI caleb_strategy_v3 [1] 40880.0 None 41002.5 41005.0 41000.0 41000.0 40955.0 -122.5 -2.5 50.0 45.0 NaN 47.5 13648 NIKKEI caleb_strategy_v3 [1] 40880.0 None 41027.5 41030.0 41025.0 41025.0 40960.0 -147.5 -2.5 70.0 65.0 NaN 67.5 13655 ROBUSTA caleb_strategy_v3 [-1] 4164.0 None 4154.0 4152.0 4156.0 4156.0 4157.0 -10.0 -2.0 5.0 1.0 NaN 3.0 13656 COTTON2 caleb_strategy_v3 [-1] 72.36 None 71.505 71.49 71.52 71.52 71.58 -0.855 -0.015 0.09 0.06 NaN 0.075 13657 PALLAD caleb_strategy_v3 [1] 1036.0 None 1032.25 1033.0 1031.5 1031.5 1035.0 3.75 -0.75 -2.0 -3.5 NaN -2.75 13660 GOLD_micro caleb_strategy_v3 [-1] 2366.1 None 2381.9 2381.8 2382.0 2382.0 2386.5 15.8 -0.1 4.7 4.5 NaN 4.6 13663 PLAT caleb_strategy_v3 [-1] 1012.7 None 1036.9 1036.8 1037.0 1037.0 1035.2 24.2 -0.1 -1.6 -1.8 NaN -1.7 13664 CRUDE_W caleb_strategy_v3 [1] 80.0 None 80.655 80.66 80.65 80.65 80.63 -0.655 -0.005 0.03 0.02 NaN 0.025 13665 SUGAR11 caleb_strategy_v3 [1] 20.84 None 20.77 20.78 20.76 20.76 20.73 0.07 -0.01 0.05 0.03 NaN 0.04 13658 SUGAR11 caleb_strategy_v3 [1] 20.84 None 20.77 20.78 20.76 20.76 20.76 0.07 -0.01 0.02 0.0 NaN 0.01 13667 GAS_US_mini caleb_strategy_v3 [-1] 2.475 None 2.4 2.395 2.405 2.405 2.395 -0.075 -0.005 -0.0 -0.01 NaN -0.005 13661 GAS_US_mini caleb_strategy_v3 [-1] 2.475 None 2.4025 2.4 2.405 2.405 2.395 -0.0725 -0.0025 -0.005 -0.01 NaN -0.0075 13668 CANOLA caleb_strategy_v3 [1] 649.4 None 652.95 653.0 652.9 652.9 651.3 -3.55 -0.05 1.7 1.6 NaN 1.65 13662 CANOLA caleb_strategy_v3 [1] 649.4 None 652.95 653.0 652.9 652.9 651.4 -3.55 -0.05 1.6 1.5 NaN 1.55 13669 AUD caleb_strategy_v3 [1] 0.674 None 0.674075 0.6741 0.67405 0.67405 0.67405 -0.000075 -0.000025 0.00005 0.0 NaN 0.000025 13670 CAD caleb_strategy_v3 [1] 0.736 None 0.734025 0.73405 0.734 0.734 0.734 0.001975 -0.000025 0.00005 0.0 NaN 0.000025 13671 MXP caleb_strategy_v3 [1] 0.05464 None 0.054465 0.05447 0.05446 0.05446 0.05443 0.000175 -0.000005 0.00004 0.00003 NaN 0.000035 13672 FEEDCOW caleb_strategy_v3 [1] 263.125 None 264.0125 264.05 263.975 263.975 263.925 -0.8875 -0.0375 0.125 0.05 NaN 0.0875 13673 REDWHEAT caleb_strategy_v3 [1] 604.25 None 615.375 615.5 615.25 NaN 616.0 -11.125 -0.125 -0.5 NaN NaN -0.625 13674 CORN caleb_strategy_v3 [-1] 420.75 None 423.875 423.75 424.0 424.0 425.0 3.125 -0.125 1.25 1.0 NaN 1.125 13666 GASOLINE caleb_strategy_v3 [1] 2.3399 None 2.36785 2.3681 2.3676 2.3676 2.3682 -0.02795 -0.00025 -0.0001 -0.0006 NaN -0.00035 13659 GASOLINE caleb_strategy_v3 [1] 2.3399 None 2.3629 2.3631 2.3627 2.3627 NaN -0.023 -0.0002 NaN NaN NaN NaN 13649 DAX caleb_strategy_v3 [1] 18600.0 None 18647.0 18648.0 18646.0 18646.0 NaN -47.0 -1.0 NaN NaN NaN NaN 13650 DAX caleb_strategy_v3 [1] 18600.0 None 18664.0 18665.0 18663.0 18663.0 NaN -64.0 -1.0 NaN NaN NaN NaN 13651 DAX caleb_strategy_v3 [1] 18600.0 None 18663.5 18664.0 18663.0 18663.0 18705.0 -63.5 -0.5 -41.0 -42.0 NaN -41.5 13652 DAX caleb_strategy_v3 [1] 18600.0 None 18704.0 18705.0 18703.0 18703.0 18703.0 -104.0 -1.0 2.0 0.0 NaN 1.0 13653 DAX caleb_strategy_v3 [1] 18600.0 None 18704.0 18705.0 18703.0 18703.0 18702.0 -104.0 -1.0 3.0 1.0 NaN 2.0 13654 DAX caleb_strategy_v3 [1] 18600.0 None 18704.0 18705.0 18703.0 18703.0 18710.0 -104.0 -1.0 -5.0 -7.0 NaN -6.0 =============================================================================================================================================================== 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 13644 NIKKEI caleb_strategy_v3 [1] 5299.252991 -221.729365 -4.717646 28.305876 18.870584 NaN 23.58823 13645 NIKKEI caleb_strategy_v3 [1] 5299.252991 -221.729365 -4.717646 56.611753 47.176461 NaN 51.894107 13646 NIKKEI caleb_strategy_v3 [1] 5299.252991 -231.164657 -4.717646 94.352921 84.917629 NaN 89.635275 13647 NIKKEI caleb_strategy_v3 [1] 5299.252991 -231.164657 -4.717646 94.352921 84.917629 NaN 89.635275 13648 NIKKEI caleb_strategy_v3 [1] 5299.252991 -278.341118 -4.717646 132.09409 122.658798 NaN 127.376444 13655 ROBUSTA caleb_strategy_v3 [-1] 1171.543537 -85.357477 -17.071495 42.678738 8.535748 NaN 25.607243 13656 COTTON2 caleb_strategy_v3 [-1] 19.325769 -442.414467 -7.761657 46.569944 31.046629 NaN 38.808287 13657 PALLAD caleb_strategy_v3 [1] 430.646858 87.078309 -17.415662 -46.441765 -81.273088 NaN -63.857426 13660 GOLD_micro caleb_strategy_v3 [-1] 364.466102 433.510824 -2.743739 128.955751 123.468273 NaN 126.212012 13663 PLAT caleb_strategy_v3 [-1] 267.908564 903.29326 -3.732617 -59.721868 -67.187102 NaN -63.454485 13664 CRUDE_W caleb_strategy_v3 [1] 15.576049 -420.517434 -3.210057 19.26034 12.840227 NaN 16.050284 13665 SUGAR11 caleb_strategy_v3 [1] 4.959641 141.13924 -20.162749 100.813743 60.488246 NaN 80.650994 13658 SUGAR11 caleb_strategy_v3 [1] 4.959641 141.13924 -20.162749 40.325497 0.0 NaN 20.162749 13667 GAS_US_mini caleb_strategy_v3 [-1] 1.644501 -456.065484 -30.404366 -0.0 -60.808731 NaN -30.404366 13661 GAS_US_mini caleb_strategy_v3 [-1] 1.644501 -440.863302 -15.202183 -30.404366 -60.808731 NaN -45.606548 13668 CANOLA caleb_strategy_v3 [1] 141.266441 -251.298183 -3.539411 120.339975 113.261153 NaN 116.800564 13662 CANOLA caleb_strategy_v3 [1] 141.266441 -251.298183 -3.539411 113.261153 106.182331 NaN 109.721742 13669 AUD caleb_strategy_v3 [1] 0.053501 -14.01844 -4.672813 9.345627 0.0 NaN 4.672813 13670 CAD caleb_strategy_v3 [1] 0.036215 545.360504 -6.903298 13.806595 0.0 NaN 6.903298 13671 MXP caleb_strategy_v3 [1] 0.008631 202.765544 -5.793301 46.34641 34.759808 NaN 40.553109 13672 FEEDCOW caleb_strategy_v3 [1] 32.269097 -275.030933 -11.621025 38.736751 15.4947 NaN 27.115726 13673 REDWHEAT caleb_strategy_v3 [1] 191.394621 -581.259805 -6.531009 -26.124036 NaN NaN -32.655045 13674 CORN caleb_strategy_v3 [-1] 87.993346 355.14049 -14.20562 142.056196 113.644957 NaN 127.850576 13666 GASOLINE caleb_strategy_v3 [1] 0.538567 -518.970222 -4.641952 -1.856781 -11.140685 NaN -6.498733 13659 GASOLINE caleb_strategy_v3 [1] 0.538567 -427.059575 -3.713562 NaN NaN NaN NaN 13649 DAX caleb_strategy_v3 [1] 2210.42556 -212.628739 -4.524016 NaN NaN NaN NaN 13650 DAX caleb_strategy_v3 [1] 2210.42556 -289.537007 -4.524016 NaN NaN NaN NaN 13651 DAX caleb_strategy_v3 [1] 2210.42556 -287.274999 -2.262008 -185.484645 -190.008661 NaN -187.746653 13652 DAX caleb_strategy_v3 [1] 2210.42556 -470.497636 -4.524016 9.048031 0.0 NaN 4.524016 13653 DAX caleb_strategy_v3 [1] 2210.42556 -470.497636 -4.524016 13.572047 4.524016 NaN 9.048031 13654 DAX caleb_strategy_v3 [1] 2210.42556 -470.497636 -4.524016 -22.620079 -31.66811 NaN -27.144094 ======================================================================================================================================================================== 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 13644 NIKKEI caleb_strategy_v3 [1] 0.622541 -73.148563 -1.556352 9.338114 6.22541 NaN 7.781762 13645 NIKKEI caleb_strategy_v3 [1] 0.622541 -73.148563 -1.556352 18.676229 15.563524 NaN 17.119876 13646 NIKKEI caleb_strategy_v3 [1] 0.622541 -76.261268 -1.556352 31.127048 28.014343 NaN 29.570696 13647 NIKKEI caleb_strategy_v3 [1] 0.622541 -76.261268 -1.556352 31.127048 28.014343 NaN 29.570696 13648 NIKKEI caleb_strategy_v3 [1] 0.622541 -91.824792 -1.556352 43.577867 40.465163 NaN 42.021515 13655 ROBUSTA caleb_strategy_v3 [-1] 10.0 -100.0 -20.0 50.0 10.0 NaN 30.0 13656 COTTON2 caleb_strategy_v3 [-1] 500.0 -427.5 -7.5 45.0 30.0 NaN 37.5 13657 PALLAD caleb_strategy_v3 [1] 100.0 375.0 -75.0 -200.0 -350.0 NaN -275.0 13660 GOLD_micro caleb_strategy_v3 [-1] 10.0 158.0 -1.0 47.0 45.0 NaN 46.0 13663 PLAT caleb_strategy_v3 [-1] 50.0 1210.0 -5.0 -80.0 -90.0 NaN -85.0 13664 CRUDE_W caleb_strategy_v3 [1] 1000.0 -655.0 -5.0 30.0 20.0 NaN 25.0 13665 SUGAR11 caleb_strategy_v3 [1] 1120.0 78.4 -11.2 56.0 33.6 NaN 44.8 13658 SUGAR11 caleb_strategy_v3 [1] 1120.0 78.4 -11.2 22.4 0.0 NaN 11.2 13667 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -187.5 -12.5 -0.0 -25.0 NaN -12.5 13661 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -181.25 -6.25 -12.5 -25.0 NaN -18.75 13668 CANOLA caleb_strategy_v3 [1] 14.702639 -52.194369 -0.735132 24.994487 23.524223 NaN 24.259355 13662 CANOLA caleb_strategy_v3 [1] 14.702639 -52.194369 -0.735132 23.524223 22.053959 NaN 22.789091 13669 AUD caleb_strategy_v3 [1] 100000.0 -7.5 -2.5 5.0 0.0 NaN 2.5 13670 CAD caleb_strategy_v3 [1] 100000.0 197.5 -2.5 5.0 0.0 NaN 2.5 13671 MXP caleb_strategy_v3 [1] 500000.0 87.5 -2.5 20.0 15.0 NaN 17.5 13672 FEEDCOW caleb_strategy_v3 [1] 500.0 -443.75 -18.75 62.5 25.0 NaN 43.75 13673 REDWHEAT caleb_strategy_v3 [1] 50.0 -556.25 -6.25 -25.0 NaN NaN -31.25 13674 CORN caleb_strategy_v3 [-1] 50.0 156.25 -6.25 62.5 50.0 NaN 56.25 13666 GASOLINE caleb_strategy_v3 [1] 42000.0 -1173.9 -10.5 -4.2 -25.2 NaN -14.7 13659 GASOLINE caleb_strategy_v3 [1] 42000.0 -966.0 -8.4 NaN NaN NaN NaN 13649 DAX caleb_strategy_v3 [1] 1.0823 -50.8681 -1.0823 NaN NaN NaN NaN 13650 DAX caleb_strategy_v3 [1] 1.0823 -69.2672 -1.0823 NaN NaN NaN NaN 13651 DAX caleb_strategy_v3 [1] 1.0823 -68.72605 -0.54115 -44.3743 -45.4566 NaN -44.91545 13652 DAX caleb_strategy_v3 [1] 1.0823 -112.5592 -1.0823 2.1646 0.0 NaN 1.0823 13653 DAX caleb_strategy_v3 [1] 1.0823 -112.5592 -1.0823 3.2469 1.0823 NaN 2.1646 13654 DAX caleb_strategy_v3 [1] 1.0823 -112.5592 -1.0823 -5.4115 -7.5761 NaN -6.4938 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 CAD 197.5 CANOLA -104.388738 CORN 156.25 COTTON2 -427.5 CRUDE_W -655.0 DAX -526.53895 FEEDCOW -443.75 GASOLINE -2139.9 GAS_US_mini -368.75 GOLD_micro 158.0 MXP 87.5 NIKKEI -390.644454 PALLAD 375.0 PLAT 1210.0 REDWHEAT -556.25 ROBUSTA -100.0 SUGAR11 156.8 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3379.172142 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CAD -2.5 CANOLA -1.470264 CORN -6.25 COTTON2 -7.5 CRUDE_W -5.0 DAX -5.95265 FEEDCOW -18.75 GASOLINE -18.9 GAS_US_mini -18.75 GOLD_micro -1.0 MXP -2.5 NIKKEI -7.781762 PALLAD -75.0 PLAT -5.0 REDWHEAT -6.25 ROBUSTA -20.0 SUGAR11 -22.4 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -227.504676 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 CAD 5.0 CANOLA 48.518709 CORN 62.5 COTTON2 45.0 CRUDE_W 30.0 DAX -44.3743 FEEDCOW 62.5 GASOLINE -4.2 GAS_US_mini -12.5 GOLD_micro 47.0 MXP 20.0 NIKKEI 133.846307 PALLAD -200.0 PLAT -80.0 REDWHEAT -25.0 ROBUSTA 50.0 SUGAR11 78.4 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 221.690716 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0.0 CAD 0.0 CANOLA 45.578181 CORN 50.0 COTTON2 30.0 CRUDE_W 20.0 DAX -51.9504 FEEDCOW 25.0 GASOLINE -25.2 GAS_US_mini -50.0 GOLD_micro 45.0 MXP 15.0 NIKKEI 118.282783 PALLAD -350.0 PLAT -90.0 REDWHEAT 0 ROBUSTA 10.0 SUGAR11 33.6 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -174.689436 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CAD 0 CANOLA 0 CORN 0 COTTON2 0 CRUDE_W 0 DAX 0 FEEDCOW 0 GASOLINE 0 GAS_US_mini 0 GOLD_micro 0 MXP 0 NIKKEI 0 PALLAD 0 PLAT 0 REDWHEAT 0 ROBUSTA 0 SUGAR11 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 2.5 CAD 2.5 CANOLA 47.048445 CORN 56.25 COTTON2 37.5 CRUDE_W 25.0 DAX -48.16235 FEEDCOW 43.75 GASOLINE -14.7 GAS_US_mini -31.25 GOLD_micro 46.0 MXP 17.5 NIKKEI 126.064545 PALLAD -275.0 PLAT -85.0 REDWHEAT -31.25 ROBUSTA 30.0 SUGAR11 56.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 4.75064 ******************************************************************************** END OF REPORT ********************************************************************************