******************************************************************************** Trades report produced on 09/07/2024 21:38 from 08/07/2024 21:38 to 09/07/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13729 BUXL caleb_strategy_v3 [20240900] 2024-07-09 07:02:00.000 [1] 129.4400 13740 COFFEE caleb_strategy_v3 [20241200] 2024-07-09 13:20:38.000 [-1] 243.7000 13746 CORN caleb_strategy_v3 [20241200] 2024-07-09 14:31:52.000 [-1] 409.0000 13738 COTTON2 caleb_strategy_v3 [20241200] 2024-07-09 13:11:07.000 [-1] 70.6600 13730 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:02:00.000 [1] 18530.0000 13735 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:06:59.000 [1] 18552.0000 13728 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:01:02.000 [1] 18544.0000 13731 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:02:59.000 [1] 18534.0000 13732 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:03:59.000 [1] 18541.0000 13733 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:04:59.000 [1] 18541.0000 13734 DAX caleb_strategy_v3 [20240900] 2024-07-09 07:05:59.000 [1] 18547.0000 13745 FEEDCOW caleb_strategy_v3 [20241000] 2024-07-09 14:31:22.000 [1] 261.3500 13742 GAS_US_mini caleb_strategy_v3 [20240900] 2024-07-09 19:45:37.005 [0] NaN 13743 GAS_US_mini caleb_strategy_v3 [20240900] 2024-07-09 13:30:59.000 [-1] 2.4200 13737 GAS_US_mini caleb_strategy_v3 [20240900] 2024-07-09 13:09:49.000 [-1] 2.4450 13744 GBP caleb_strategy_v3 [20240900] 2024-07-09 14:00:05.000 [1] 1.2824 13741 GOLD_micro caleb_strategy_v3 [20240800] 2024-07-09 13:20:54.000 [1] 2370.0000 13736 GOLD_micro caleb_strategy_v3 [20240800] 2024-07-09 13:09:48.000 [1] 2366.8000 13723 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-07-09 02:09:39.000 [-1] 142.7800 13725 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-07-09 02:10:39.000 [-1] 142.7800 13726 NIKKEI caleb_strategy_v3 [20240900] 2024-07-09 02:10:40.000 [1] 41325.0000 13724 NIKKEI caleb_strategy_v3 [20240900] 2024-07-09 02:09:40.000 [1] 41305.0000 13722 NIKKEI caleb_strategy_v3 [20240900] 2024-07-09 02:09:24.000 [1] 41295.0000 13727 NIKKEI caleb_strategy_v3 [20240900] 2024-07-09 02:11:40.000 [1] 41335.0000 13747 SOYBEAN caleb_strategy_v3 [20241100] 2024-07-09 14:31:53.000 [1] 1089.0000 13752 SOYMEAL _ROLL_PSEUDO_STRATEGY [20241200] 2024-07-09 14:35:41.000 [1] 320.1000 13749 SOYMEAL _ROLL_PSEUDO_STRATEGY [20241000] 2024-07-09 14:31:58.000 [-1] 317.4000 13750 SOYMEAL _ROLL_PSEUDO_STRATEGY [20241200] 2024-07-09 14:35:27.000 [1] 320.2000 13751 SOYMEAL _ROLL_PSEUDO_STRATEGY [20241000] 2024-07-09 14:35:36.000 [-1] 317.3000 13748 SOYOIL caleb_strategy_v3 [20241000] 2024-07-09 14:31:55.000 [1] 46.8700 13739 SUGAR11 caleb_strategy_v3 [20250300] 2024-07-09 13:19:09.000 [1] 20.2900 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13723 JGB-SGX-mini caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:09:39.074 2024-07-09 02:09:39.000 97779.074 NaN 13725 JGB-SGX-mini caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:10:39.068 2024-07-09 02:10:39.000 97839.068 NaN 13722 NIKKEI caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:00:24.142 2024-07-09 02:09:24.000 97224.142 NaN 13724 NIKKEI caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:09:40.084 2024-07-09 02:09:40.000 97780.084 NaN 13726 NIKKEI caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:10:39.959 2024-07-09 02:10:40.000 97839.959 NaN 13727 NIKKEI caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 03:11:39.407 2024-07-09 02:11:40.000 97899.407 NaN 13729 BUXL caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:01:59.886 2024-07-09 07:02:00.000 115319.886 NaN 13728 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:01:01.635 2024-07-09 07:01:02.000 115261.635 NaN 13730 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:02:00.666 2024-07-09 07:02:00.000 115320.666 NaN 13731 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:02:59.701 2024-07-09 07:02:59.000 115379.701 NaN 13732 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:03:59.717 2024-07-09 07:03:59.000 115439.717 NaN 13733 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:04:59.737 2024-07-09 07:04:59.000 115499.737 NaN 13734 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:05:59.592 2024-07-09 07:05:59.000 115559.592 NaN 13735 DAX caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 08:06:59.757 2024-07-09 07:06:59.000 115619.757 NaN 13738 COTTON2 caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:09:51.330 2024-07-09 13:11:07.000 137391.33 NaN 13739 SUGAR11 caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:11:08.442 2024-07-09 13:19:09.000 137468.442 NaN 13740 COFFEE caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:19:10.366 2024-07-09 13:20:38.000 137950.366 NaN 13736 GOLD_micro caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:00:12.686 2024-07-09 13:09:48.000 136812.686 NaN 13741 GOLD_micro caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:20:53.959 2024-07-09 13:20:54.000 138053.959 NaN 13744 GBP caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 15:00:05.722 2024-07-09 14:00:05.000 140405.722 NaN 13745 FEEDCOW caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 15:30:10.942 2024-07-09 14:31:22.000 142210.942 NaN 13746 CORN caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 15:31:24.038 2024-07-09 14:31:52.000 142284.038 NaN 13747 SOYBEAN caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 15:31:53.503 2024-07-09 14:31:53.000 142313.503 NaN 13748 SOYOIL caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 15:31:54.867 2024-07-09 14:31:55.000 142314.867 NaN 13752 SOYMEAL _ROLL_PSEUDO_STRATEGY 2024-07-08 19:00:00 2024-07-09 15:35:37.192 2024-07-09 14:35:41.000 74137.192 NaN 13749 SOYMEAL _ROLL_PSEUDO_STRATEGY 2024-07-08 19:00:00 2024-07-09 15:31:57.284 2024-07-09 14:31:58.000 73917.284 NaN 13750 SOYMEAL _ROLL_PSEUDO_STRATEGY 2024-07-08 19:00:00 2024-07-09 15:31:59.518 2024-07-09 14:35:27.000 73919.518 NaN 13751 SOYMEAL _ROLL_PSEUDO_STRATEGY 2024-07-08 19:00:00 2024-07-09 15:35:31.705 2024-07-09 14:35:36.000 74131.705 NaN 13737 GAS_US_mini caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:09:49.690 2024-07-09 13:09:49.000 137389.69 NaN 13742 GAS_US_mini caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:20:54.928 2024-07-09 19:45:37.005 138054.928 19482.077 13743 GAS_US_mini caleb_strategy_v3 2024-07-08 00:00:00 2024-07-09 14:30:59.136 2024-07-09 13:30:59.000 138659.136 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 13723 JGB-SGX-mini caleb_strategy_v3 [-1] 142.7 None 142.76 142.75 142.77 142.77 142.78 0.06 -0.01 0.03 0.01 NaN 0.02 13725 JGB-SGX-mini caleb_strategy_v3 [-1] 142.7 None 142.76 142.75 142.77 142.77 142.78 0.06 -0.01 0.03 0.01 NaN 0.02 13722 NIKKEI caleb_strategy_v3 [1] 40910.0 None 41212.5 41215.0 41210.0 41210.0 41295.0 -302.5 -2.5 -80.0 -85.0 NaN -82.5 13724 NIKKEI caleb_strategy_v3 [1] 40910.0 None 41307.5 41310.0 41305.0 41305.0 41305.0 -397.5 -2.5 5.0 0.0 NaN 2.5 13726 NIKKEI caleb_strategy_v3 [1] 40910.0 None 41307.5 41310.0 41305.0 41305.0 41325.0 -397.5 -2.5 -15.0 -20.0 NaN -17.5 13727 NIKKEI caleb_strategy_v3 [1] 40910.0 None 41322.5 41325.0 41320.0 41320.0 41335.0 -412.5 -2.5 -10.0 -15.0 NaN -12.5 13729 BUXL caleb_strategy_v3 [1] 130.1 None 129.49 129.5 129.48 129.48 129.44 0.61 -0.01 0.06 0.04 NaN 0.05 13728 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18544.0 27.0 -1.0 38.0 36.0 NaN 37.0 13730 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18530.0 27.0 -1.0 52.0 50.0 NaN 51.0 13731 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18534.0 27.0 -1.0 48.0 46.0 NaN 47.0 13732 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18541.0 27.0 -1.0 41.0 39.0 NaN 40.0 13733 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18541.0 27.0 -1.0 41.0 39.0 NaN 40.0 13734 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18547.0 27.0 -1.0 35.0 33.0 NaN 34.0 13735 DAX caleb_strategy_v3 [1] 18608.0 None 18581.0 18582.0 18580.0 18580.0 18552.0 27.0 -1.0 30.0 28.0 NaN 29.0 13738 COTTON2 caleb_strategy_v3 [-1] 71.03 None 70.725 70.71 70.74 70.74 70.66 -0.305 -0.015 -0.05 -0.08 NaN -0.065 13739 SUGAR11 caleb_strategy_v3 [1] 20.53 None 20.255 20.26 20.25 20.25 20.29 0.275 -0.005 -0.03 -0.04 NaN -0.035 13740 COFFEE caleb_strategy_v3 [-1] 232.0 None 244.025 243.95 244.1 244.1 243.7 12.025 -0.075 -0.25 -0.4 NaN -0.325 13736 GOLD_micro caleb_strategy_v3 [1] 2363.8 None 2365.6 2365.7 2365.5 2365.5 2366.8 -1.8 -0.1 -1.1 -1.3 NaN -1.2 13741 GOLD_micro caleb_strategy_v3 [1] 2363.8 None 2366.7 2366.8 2366.6 NaN 2370.0 -2.9 -0.1 -3.2 NaN NaN -3.3 13744 GBP caleb_strategy_v3 [1] 1.2819 None 1.28265 1.2827 1.2826 1.2826 1.2824 -0.00075 -0.00005 0.0003 0.0002 NaN 0.00025 13745 FEEDCOW caleb_strategy_v3 [1] 260.475 None 261.175 261.2 261.15 261.15 261.35 -0.7 -0.025 -0.15 -0.2 NaN -0.175 13746 CORN caleb_strategy_v3 [-1] 407.5 None 408.875 408.75 409.0 409.0 409.0 1.375 -0.125 0.25 -0.0 NaN 0.125 13747 SOYBEAN caleb_strategy_v3 [1] 1099.5 None 1089.625 1089.75 1089.5 1089.5 1089.0 9.875 -0.125 0.75 0.5 NaN 0.625 13748 SOYOIL caleb_strategy_v3 [1] 48.45 None 46.88 46.89 46.87 46.87 46.87 1.57 -0.01 0.02 0.0 NaN 0.01 13752 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 321.5 None 320.15 320.2 320.1 320.1 320.1 1.35 -0.05 0.1 0.0 NaN 0.05 13749 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 318.8 None 316.95 316.9 317.0 NaN 317.4 -1.85 -0.05 0.5 NaN NaN 0.45 13750 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 321.5 None 319.75 319.8 319.7 319.7 320.2 1.75 -0.05 -0.4 -0.5 NaN -0.45 13751 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 318.8 None 317.4 317.3 317.5 317.5 317.3 -1.4 -0.1 -0.0 -0.2 NaN -0.1 13737 GAS_US_mini caleb_strategy_v3 [-1] 2.39 None 2.4425 2.44 2.445 2.445 2.445 0.0525 -0.0025 0.005 -0.0 NaN 0.0025 13742 GAS_US_mini caleb_strategy_v3 [-1] 2.39 None 2.4425 2.44 2.445 2.445 NaN 0.0525 -0.0025 NaN NaN NaN NaN 13743 GAS_US_mini caleb_strategy_v3 [-1] 2.39 None 2.4325 2.43 2.435 NaN 2.42 0.0425 -0.0025 -0.01 NaN NaN -0.0125 ==================================================================================================================================================================== 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 13723 JGB-SGX-mini caleb_strategy_v3 [-1] 4.247392 141.263171 -23.543862 70.631586 23.543862 NaN 47.087724 13725 JGB-SGX-mini caleb_strategy_v3 [-1] 4.247392 141.263171 -23.543862 70.631586 23.543862 NaN 47.087724 13722 NIKKEI caleb_strategy_v3 [1] 5408.943646 -559.258923 -4.621975 -147.903186 -157.147135 NaN -152.525161 13724 NIKKEI caleb_strategy_v3 [1] 5408.943646 -734.893957 -4.621975 9.243949 0.0 NaN 4.621975 13726 NIKKEI caleb_strategy_v3 [1] 5408.943646 -734.893957 -4.621975 -27.731847 -36.975797 NaN -32.353822 13727 NIKKEI caleb_strategy_v3 [1] 5408.943646 -762.625805 -4.621975 -18.487898 -27.731847 NaN -23.109873 13729 BUXL caleb_strategy_v3 [1] 23.750117 256.840835 -4.210505 25.263033 16.842022 NaN 21.052527 13728 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 168.106456 159.258748 NaN 163.682602 13730 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 230.040413 221.192705 NaN 225.616559 13731 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 212.344997 203.497289 NaN 207.921143 13732 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 181.378018 172.53031 NaN 176.954164 13733 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 181.378018 172.53031 NaN 176.954164 13734 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 154.834894 145.987185 NaN 150.41104 13735 DAX caleb_strategy_v3 [1] 2260.472376 119.444061 -4.423854 132.715623 123.867915 NaN 128.291769 13738 COTTON2 caleb_strategy_v3 [-1] 18.572742 -164.219153 -8.076352 -26.921173 -43.073876 NaN -34.997524 13739 SUGAR11 caleb_strategy_v3 [1] 5.017399 548.09273 -9.965322 -59.791934 -79.722579 NaN -69.757257 13740 COFFEE caleb_strategy_v3 [-1] 83.155662 1446.083136 -9.01923 -30.064098 -48.102558 NaN -39.083328 13736 GOLD_micro caleb_strategy_v3 [1] 362.202504 -49.695957 -2.760886 -30.369751 -35.891524 NaN -33.130638 13741 GOLD_micro caleb_strategy_v3 [1] 362.202504 -80.065708 -2.760886 -88.348368 NaN NaN -91.109254 13744 GBP caleb_strategy_v3 [1] 0.076609 -97.899739 -6.526649 39.159896 26.106597 NaN 32.633246 13745 FEEDCOW caleb_strategy_v3 [1] 32.943859 -212.482696 -7.588668 -45.532006 -60.709342 NaN -53.120674 13746 CORN caleb_strategy_v3 [-1] 98.416743 139.712001 -12.701091 25.402182 -0.0 NaN 12.701091 13747 SOYBEAN caleb_strategy_v3 [1] 206.596943 477.983839 -6.050428 36.30257 24.201713 NaN 30.252142 13748 SOYOIL caleb_strategy_v3 [1] 15.550472 1009.615681 -6.430673 12.861346 0.0 NaN 6.430673 13752 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 79.003567 170.878361 -6.328828 12.657656 0.0 NaN 6.328828 13749 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 79.003567 -234.166643 -6.328828 63.288282 NaN NaN 56.959454 13750 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 79.003567 221.508987 -6.328828 -50.630626 -63.288282 NaN -56.959454 13751 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 79.003567 -177.207189 -12.657656 -0.0 -25.315313 NaN -12.657656 13737 GAS_US_mini caleb_strategy_v3 [-1] 1.575814 333.161071 -15.864813 31.729626 -0.0 NaN 15.864813 13742 GAS_US_mini caleb_strategy_v3 [-1] 1.575814 333.161071 -15.864813 NaN NaN NaN NaN 13743 GAS_US_mini caleb_strategy_v3 [-1] 1.575814 269.70182 -15.864813 -63.459252 NaN NaN -79.324065 ============================================================================================================================================================================= 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 13723 JGB-SGX-mini caleb_strategy_v3 [-1] 621.58903 37.295342 -6.21589 18.647671 6.21589 NaN 12.431781 13725 JGB-SGX-mini caleb_strategy_v3 [-1] 621.58903 37.295342 -6.21589 18.647671 6.21589 NaN 12.431781 13722 NIKKEI caleb_strategy_v3 [1] 0.621589 -188.030682 -1.553973 -49.727122 -52.835068 NaN -51.281095 13724 NIKKEI caleb_strategy_v3 [1] 0.621589 -247.08164 -1.553973 3.107945 0.0 NaN 1.553973 13726 NIKKEI caleb_strategy_v3 [1] 0.621589 -247.08164 -1.553973 -9.323835 -12.431781 NaN -10.877808 13727 NIKKEI caleb_strategy_v3 [1] 0.621589 -256.405475 -1.553973 -6.21589 -9.323835 NaN -7.769863 13729 BUXL caleb_strategy_v3 [1] 1082.9 660.569 -10.829 64.974 43.316 NaN 54.145 13728 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 41.1502 38.9844 NaN 40.0673 13730 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 56.3108 54.145 NaN 55.2279 13731 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 51.9792 49.8134 NaN 50.8963 13732 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 44.3989 42.2331 NaN 43.316 13733 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 44.3989 42.2331 NaN 43.316 13734 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 37.9015 35.7357 NaN 36.8186 13735 DAX caleb_strategy_v3 [1] 1.0829 29.2383 -1.0829 32.487 30.3212 NaN 31.4041 13738 COTTON2 caleb_strategy_v3 [-1] 500.0 -152.5 -7.5 -25.0 -40.0 NaN -32.5 13739 SUGAR11 caleb_strategy_v3 [1] 1120.0 308.0 -5.6 -33.6 -44.8 NaN -39.2 13740 COFFEE caleb_strategy_v3 [-1] 375.0 4509.375 -28.125 -93.75 -150.0 NaN -121.875 13736 GOLD_micro caleb_strategy_v3 [1] 10.0 -18.0 -1.0 -11.0 -13.0 NaN -12.0 13741 GOLD_micro caleb_strategy_v3 [1] 10.0 -29.0 -1.0 -32.0 NaN NaN -33.0 13744 GBP caleb_strategy_v3 [1] 62500.0 -46.875 -3.125 18.75 12.5 NaN 15.625 13745 FEEDCOW caleb_strategy_v3 [1] 500.0 -350.0 -12.5 -75.0 -100.0 NaN -87.5 13746 CORN caleb_strategy_v3 [-1] 50.0 68.75 -6.25 12.5 -0.0 NaN 6.25 13747 SOYBEAN caleb_strategy_v3 [1] 50.0 493.75 -6.25 37.5 25.0 NaN 31.25 13748 SOYOIL caleb_strategy_v3 [1] 600.0 942.0 -6.0 12.0 0.0 NaN 6.0 13752 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 100.0 135.0 -5.0 10.0 0.0 NaN 5.0 13749 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -185.0 -5.0 50.0 NaN NaN 45.0 13750 SOYMEAL _ROLL_PSEUDO_STRATEGY [1] 100.0 175.0 -5.0 -40.0 -50.0 NaN -45.0 13751 SOYMEAL _ROLL_PSEUDO_STRATEGY [-1] 100.0 -140.0 -10.0 -0.0 -20.0 NaN -10.0 13737 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 131.25 -6.25 12.5 -0.0 NaN 6.25 13742 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 131.25 -6.25 NaN NaN NaN NaN 13743 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 106.25 -6.25 -25.0 NaN NaN -31.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL -15.0 caleb_strategy_v3 BUXL 660.569 COFFEE 4509.375 CORN 68.75 COTTON2 -152.5 DAX 204.6681 FEEDCOW -350.0 GAS_US_mini 368.75 GBP -46.875 GOLD_micro -47.0 JGB-SGX-mini 74.590684 NIKKEI -938.599436 SOYBEAN 493.75 SOYOIL 942.0 SUGAR11 308.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -15.0 caleb_strategy_v3 6095.478348 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL -25.0 caleb_strategy_v3 BUXL -10.829 COFFEE -28.125 CORN -6.25 COTTON2 -7.5 DAX -7.5803 FEEDCOW -12.5 GAS_US_mini -18.75 GBP -3.125 GOLD_micro -2.0 JGB-SGX-mini -12.431781 NIKKEI -6.21589 SOYBEAN -6.25 SOYOIL -6.0 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.0 caleb_strategy_v3 -133.156971 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 20.0 caleb_strategy_v3 BUXL 64.974 COFFEE -93.75 CORN 12.5 COTTON2 -25.0 DAX 308.6265 FEEDCOW -75.0 GAS_US_mini -12.5 GBP 18.75 GOLD_micro -43.0 JGB-SGX-mini 37.295342 NIKKEI -62.158903 SOYBEAN 37.5 SOYOIL 12.0 SUGAR11 -33.6 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 20.0 caleb_strategy_v3 146.636939 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL -70.0 caleb_strategy_v3 BUXL 43.316 COFFEE -150.0 CORN -0.0 COTTON2 -40.0 DAX 293.4659 FEEDCOW -100.0 GAS_US_mini -0.0 GBP 12.5 GOLD_micro -13.0 JGB-SGX-mini 12.431781 NIKKEI -74.590684 SOYBEAN 25.0 SOYOIL 0.0 SUGAR11 -44.8 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -70.0 caleb_strategy_v3 -35.677003 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 0 caleb_strategy_v3 BUXL 0 COFFEE 0 CORN 0 COTTON2 0 DAX 0 FEEDCOW 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JGB-SGX-mini 0 NIKKEI 0 SOYBEAN 0 SOYOIL 0 SUGAR11 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 SOYMEAL -5.0 caleb_strategy_v3 BUXL 54.145 COFFEE -121.875 CORN 6.25 COTTON2 -32.5 DAX 301.0462 FEEDCOW -87.5 GAS_US_mini -25.0 GBP 15.625 GOLD_micro -45.0 JGB-SGX-mini 24.863561 NIKKEI -68.374793 SOYBEAN 31.25 SOYOIL 6.0 SUGAR11 -39.2 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -5.0 caleb_strategy_v3 19.729968 ******************************************************************************** END OF REPORT ********************************************************************************