******************************************************************************** Trades report produced on 16/07/2024 21:38 from 15/07/2024 21:38 to 16/07/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13840 AUD caleb_strategy_v3 [20240900] 2024-07-16 14:00:49.000 [-1] 0.673500 13835 CANOLA _ROLL_PSEUDO_STRATEGY [20241100] 2024-07-16 13:00:42.000 [1] 617.900000 13836 CANOLA _ROLL_PSEUDO_STRATEGY [20250100] 2024-07-16 13:05:44.000 [-1] 626.100000 13838 CANOLA _ROLL_PSEUDO_STRATEGY [20241100] 2024-07-16 13:05:48.000 [1] 617.700000 13839 CANOLA _ROLL_PSEUDO_STRATEGY [20250100] 2024-07-16 13:07:24.000 [-1] 626.100000 13843 CHF caleb_strategy_v3 [20240900] 2024-07-16 14:03:56.000 [-1] 1.124300 13833 DAX caleb_strategy_v3 [20240900] 2024-07-16 07:00:30.000 [1] 18629.000000 13834 DX caleb_strategy_v3 [20240900] 2024-07-16 13:00:41.000 [-1] 104.155000 13837 DX caleb_strategy_v3 [20240900] 2024-07-16 13:05:48.000 [-1] 104.165000 13841 JPY caleb_strategy_v3 [20240900] 2024-07-16 14:00:50.000 [1] 0.006363 13847 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-16 14:15:31.000 [-1] 20516.500000 13844 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-16 19:45:00.590 [0] NaN 13832 NIKKEI caleb_strategy_v3 [20240900] 2024-07-16 02:02:17.000 [-1] 41375.000000 13831 NIKKEI caleb_strategy_v3 [20240900] 2024-07-16 02:01:18.000 [-1] 41395.000000 13846 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:15:29.000 [1] 2250.300000 13856 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:23:59.000 [1] 2246.900000 13857 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:24:53.000 [1] 2246.100000 13858 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:25:53.000 [1] 2245.800000 13859 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:26:53.000 [1] 2245.600000 13860 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:27:53.000 [1] 2245.800000 13842 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:03:56.000 [1] 2250.400000 13855 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:23:49.000 [1] 2246.800000 13849 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:16:38.000 [1] 2251.000000 13851 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:17:30.000 [1] 2248.700000 13852 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:18:31.000 [1] 2246.300000 13853 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:19:31.000 [1] 2245.200000 13854 RUSSELL caleb_strategy_v3 [20240900] 2024-07-16 14:20:39.000 [1] 2245.400000 13850 SP500_micro caleb_strategy_v3 [20240900] 2024-07-16 14:17:26.000 [-1] 5692.000000 13848 SP500_micro caleb_strategy_v3 [20240900] 2024-07-16 14:15:32.000 [-1] 5693.000000 13845 SP500_micro caleb_strategy_v3 [20240900] 2024-07-16 14:15:23.000 [-1] 5693.000000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13832 NIKKEI caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 03:02:17.147 2024-07-16 02:02:17.000 97337.147 NaN 13831 NIKKEI caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 03:01:17.370 2024-07-16 02:01:18.000 97277.37 NaN 13833 DAX caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 08:00:30.574 2024-07-16 07:00:30.000 115230.574 NaN 13834 DX caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 14:00:41.098 2024-07-16 13:00:41.000 136841.098 NaN 13837 DX caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 14:05:47.960 2024-07-16 13:05:48.000 137147.96 NaN 13835 CANOLA _ROLL_PSEUDO_STRATEGY 2024-07-15 19:00:00 2024-07-16 14:00:42.090 2024-07-16 13:00:42.000 68442.09 NaN 13836 CANOLA _ROLL_PSEUDO_STRATEGY 2024-07-15 19:00:00 2024-07-16 14:00:43.486 2024-07-16 13:05:44.000 68443.486 NaN 13838 CANOLA _ROLL_PSEUDO_STRATEGY 2024-07-15 19:00:00 2024-07-16 14:05:48.571 2024-07-16 13:05:48.000 68748.571 NaN 13839 CANOLA _ROLL_PSEUDO_STRATEGY 2024-07-15 19:00:00 2024-07-16 14:05:49.084 2024-07-16 13:07:24.000 68749.084 NaN 13840 AUD caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:00:48.654 2024-07-16 14:00:49.000 140448.654 NaN 13841 JPY caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:00:50.026 2024-07-16 14:00:50.000 140450.026 NaN 13843 CHF caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:03:56.810 2024-07-16 14:03:56.000 140636.81 NaN 13848 SP500_micro caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:15:32.515 2024-07-16 14:15:32.000 141332.515 NaN 13850 SP500_micro caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:16:39.127 2024-07-16 14:17:26.000 141399.127 NaN 13845 SP500_micro caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:13:58.554 2024-07-16 14:15:23.000 141238.554 NaN 13856 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:23:53.610 2024-07-16 14:23:59.000 141833.61 NaN 13857 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:24:53.768 2024-07-16 14:24:53.000 141893.768 NaN 13858 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:25:53.788 2024-07-16 14:25:53.000 141953.788 NaN 13859 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:26:53.792 2024-07-16 14:26:53.000 142013.792 NaN 13860 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:27:53.799 2024-07-16 14:27:53.000 142073.799 NaN 13842 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:00:51.074 2024-07-16 14:03:56.000 140451.074 NaN 13846 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:15:27.525 2024-07-16 14:15:29.000 141327.525 NaN 13849 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:16:27.456 2024-07-16 14:16:38.000 141387.456 NaN 13851 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:17:30.665 2024-07-16 14:17:30.000 141450.665 NaN 13852 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:18:31.165 2024-07-16 14:18:31.000 141511.165 NaN 13853 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:19:31.196 2024-07-16 14:19:31.000 141571.196 NaN 13854 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:20:31.205 2024-07-16 14:20:39.000 141631.205 NaN 13855 RUSSELL caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:21:31.081 2024-07-16 14:23:49.000 141691.081 NaN 13844 NASDAQ_micro caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:03:57.714 2024-07-16 19:45:00.590 140637.714 16862.876 13847 NASDAQ_micro caleb_strategy_v3 2024-07-15 00:00:00 2024-07-16 15:15:30.156 2024-07-16 14:15:31.000 141330.156 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 13832 NIKKEI caleb_strategy_v3 [-1] 41150.0 None 41367.5 41365.0 41370.0 41370.0 41375.0 217.5 -2.5 10.0 5.0 NaN 7.5 13831 NIKKEI caleb_strategy_v3 [-1] 41150.0 None 41347.5 41345.0 41350.0 41350.0 41395.0 197.5 -2.5 50.0 45.0 NaN 47.5 13833 DAX caleb_strategy_v3 [1] 18719.0 None 18652.0 18653.0 18651.0 18651.0 18629.0 67.0 -1.0 24.0 22.0 NaN 23.0 13834 DX caleb_strategy_v3 [-1] 103.9 None 104.1225 104.12 104.125 104.125 104.155 0.2225 -0.0025 0.035 0.03 NaN 0.0325 13837 DX caleb_strategy_v3 [-1] 103.9 None 104.1225 104.12 104.125 104.125 104.165 0.2225 -0.0025 0.045 0.04 NaN 0.0425 13835 CANOLA _ROLL_PSEUDO_STRATEGY [1] 614.9 None 619.3 619.4 619.2 619.2 617.9 -4.4 -0.1 1.5 1.3 NaN 1.4 13836 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 623.6 None 627.75 627.6 627.9 627.9 626.1 4.15 -0.15 -1.5 -1.8 NaN -1.65 13838 CANOLA _ROLL_PSEUDO_STRATEGY [1] 614.9 None 619.3 619.4 619.2 619.2 617.7 -4.4 -0.1 1.7 1.5 NaN 1.6 13839 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 623.6 None 626.25 626.1 626.4 626.4 626.1 2.65 -0.15 -0.0 -0.3 NaN -0.15 13840 AUD caleb_strategy_v3 [-1] 0.6775 None 0.673525 0.6735 0.67355 0.67355 0.6735 -0.003975 -0.000025 -0.0 -0.00005 NaN -0.000025 13841 JPY caleb_strategy_v3 [1] 0.006395 None 0.006366 0.006366 0.006366 0.006366 0.006363 0.000028 -0.0 0.000004 0.000003 NaN 0.000003 13843 CHF caleb_strategy_v3 [-1] 1.1249 None 1.123925 1.1239 1.12395 1.12395 1.1243 -0.000975 -0.000025 0.0004 0.00035 NaN 0.000375 13848 SP500_micro caleb_strategy_v3 [-1] 5691.25 None 5693.125 5693.0 5693.25 5693.25 5693.0 1.875 -0.125 -0.0 -0.25 NaN -0.125 13850 SP500_micro caleb_strategy_v3 [-1] 5691.25 None 5692.875 5692.75 5693.0 5693.0 5692.0 1.625 -0.125 -0.75 -1.0 NaN -0.875 13845 SP500_micro caleb_strategy_v3 [-1] 5691.25 None 5694.125 5694.0 5694.25 5694.25 5693.0 2.875 -0.125 -1.0 -1.25 NaN -1.125 13856 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2246.7 2246.8 2246.6 2246.6 2246.9 -34.4 -0.1 -0.1 -0.3 NaN -0.2 13857 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2246.85 2246.9 2246.8 2246.8 2246.1 -34.55 -0.05 0.8 0.7 NaN 0.75 13858 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2249.4 2249.5 2249.3 2249.3 2245.8 -37.1 -0.1 3.7 3.5 NaN 3.6 13859 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2250.95 2251.0 2250.9 2250.9 2245.6 -38.65 -0.05 5.4 5.3 NaN 5.35 13860 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2249.3 2249.4 2249.2 2249.2 2245.8 -37.0 -0.1 3.6 3.4 NaN 3.5 13842 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2247.6 2247.7 2247.5 2247.5 2250.4 -35.3 -0.1 -2.7 -2.9 NaN -2.8 13846 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2250.35 2250.4 2250.3 2250.3 2250.3 -38.05 -0.05 0.1 0.0 NaN 0.05 13849 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2248.95 2249.0 2248.9 2248.9 2251.0 -36.65 -0.05 -2.0 -2.1 NaN -2.05 13851 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2250.95 2251.0 2250.9 2250.9 2248.7 -38.65 -0.05 2.3 2.2 NaN 2.25 13852 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2248.65 2248.7 2248.6 2248.6 2246.3 -36.35 -0.05 2.4 2.3 NaN 2.35 13853 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2246.7 2246.8 2246.6 2246.6 2245.2 -34.4 -0.1 1.6 1.4 NaN 1.5 13854 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2244.9 2245.0 2244.8 2244.8 2245.4 -32.6 -0.1 -0.4 -0.6 NaN -0.5 13855 RUSSELL caleb_strategy_v3 [1] 2212.3 None 2246.05 2246.1 2246.0 2246.0 2246.8 -33.75 -0.05 -0.7 -0.8 NaN -0.75 13844 NASDAQ_micro caleb_strategy_v3 [-1] 20606.75 None 20634.5 20634.25 20634.75 20634.75 NaN 27.75 -0.25 NaN NaN NaN NaN 13847 NASDAQ_micro caleb_strategy_v3 [-1] 20606.75 None 20530.5 20530.25 20530.75 20530.75 20516.5 -76.25 -0.25 -13.75 -14.25 NaN -14.0 =================================================================================================================================================================== 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 13832 NIKKEI caleb_strategy_v3 [-1] 6488.248281 335.221451 -3.85312 15.41248 7.70624 NaN 11.55936 13831 NIKKEI caleb_strategy_v3 [-1] 6488.248281 304.39649 -3.85312 77.062402 69.356162 NaN 73.209282 13833 DAX caleb_strategy_v3 [1] 2351.374629 284.939708 -4.252831 102.067955 93.562292 NaN 97.815124 13834 DX caleb_strategy_v3 [-1] 5.528232 402.479455 -4.522241 63.311375 54.266893 NaN 58.789134 13837 DX caleb_strategy_v3 [-1] 5.528232 402.479455 -4.522241 81.400339 72.355857 NaN 76.878098 13835 CANOLA _ROLL_PSEUDO_STRATEGY [1] 140.594162 -312.957518 -7.112671 106.690063 92.464721 NaN 99.577392 13836 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 140.594162 295.175841 -10.669006 -106.690063 -128.028076 NaN -117.359069 13838 CANOLA _ROLL_PSEUDO_STRATEGY [1] 140.594162 -312.957518 -7.112671 120.915405 106.690063 NaN 113.802734 13839 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 140.594162 188.485778 -10.669006 -0.0 -21.338013 NaN -10.669006 13840 AUD caleb_strategy_v3 [-1] 0.050848 -781.744937 -4.916635 -0.0 -9.83327 NaN -4.916635 13841 JPY caleb_strategy_v3 [1] 0.000617 457.999441 -4.053092 56.743294 48.637109 NaN 52.690201 13843 CHF caleb_strategy_v3 [-1] 0.069169 -140.958893 -3.614331 57.829289 50.600628 NaN 54.214959 13848 SP500_micro caleb_strategy_v3 [-1] 493.496954 37.994155 -2.532944 -0.0 -5.065887 NaN -2.532944 13850 SP500_micro caleb_strategy_v3 [-1] 493.496954 32.928268 -2.532944 -15.197662 -20.26355 NaN -17.730606 13845 SP500_micro caleb_strategy_v3 [-1] 493.496954 58.257705 -2.532944 -20.26355 -25.329437 NaN -22.796493 13856 RUSSELL caleb_strategy_v3 [1] 446.979687 -769.609917 -2.237238 -2.237238 -6.711714 NaN -4.474476 13857 RUSSELL caleb_strategy_v3 [1] 446.979687 -772.965775 -1.118619 17.897905 15.660667 NaN 16.779286 13858 RUSSELL caleb_strategy_v3 [1] 446.979687 -830.015347 -2.237238 82.777811 78.303335 NaN 80.540573 13859 RUSSELL caleb_strategy_v3 [1] 446.979687 -864.692538 -1.118619 120.810859 118.573621 NaN 119.69224 13860 RUSSELL caleb_strategy_v3 [1] 446.979687 -827.778109 -2.237238 80.540573 76.066096 NaN 78.303335 13842 RUSSELL caleb_strategy_v3 [1] 446.979687 -789.745061 -2.237238 -60.40543 -64.879906 NaN -62.642668 13846 RUSSELL caleb_strategy_v3 [1] 446.979687 -851.269109 -1.118619 2.237238 0.0 NaN 1.118619 13849 RUSSELL caleb_strategy_v3 [1] 446.979687 -819.947775 -1.118619 -44.744763 -46.982001 NaN -45.863382 13851 RUSSELL caleb_strategy_v3 [1] 446.979687 -864.692538 -1.118619 51.456477 49.219239 NaN 50.337858 13852 RUSSELL caleb_strategy_v3 [1] 446.979687 -813.236061 -1.118619 53.693715 51.456477 NaN 52.575096 13853 RUSSELL caleb_strategy_v3 [1] 446.979687 -769.609917 -2.237238 35.79581 31.321334 NaN 33.558572 13854 RUSSELL caleb_strategy_v3 [1] 446.979687 -729.339631 -2.237238 -8.948953 -13.423429 NaN -11.186191 13855 RUSSELL caleb_strategy_v3 [1] 446.979687 -755.06787 -1.118619 -15.660667 -17.897905 NaN -16.779286 13844 NASDAQ_micro caleb_strategy_v3 [-1] 2834.631915 97.896308 -0.881949 NaN NaN NaN NaN 13847 NASDAQ_micro caleb_strategy_v3 [-1] 2834.631915 -268.994361 -0.881949 -48.50718 -50.271077 NaN -49.389129 ============================================================================================================================================================================= 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 13832 NIKKEI caleb_strategy_v3 [-1] 0.630213 137.071337 -1.575533 6.30213 3.151065 NaN 4.726598 13831 NIKKEI caleb_strategy_v3 [-1] 0.630213 124.467076 -1.575533 31.510652 28.359587 NaN 29.93512 13833 DAX caleb_strategy_v3 [1] 1.08865 72.93955 -1.08865 26.1276 23.9503 NaN 25.03895 13834 DX caleb_strategy_v3 [-1] 1000.0 222.5 -2.5 35.0 30.0 NaN 32.5 13837 DX caleb_strategy_v3 [-1] 1000.0 222.5 -2.5 45.0 40.0 NaN 42.5 13835 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.60867 -64.278149 -1.460867 21.913005 18.991271 NaN 20.452138 13836 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.60867 60.625982 -2.191301 -21.913005 -26.295606 NaN -24.104306 13838 CANOLA _ROLL_PSEUDO_STRATEGY [1] 14.60867 -64.278149 -1.460867 24.834739 21.913005 NaN 23.373872 13839 CANOLA _ROLL_PSEUDO_STRATEGY [-1] 14.60867 38.712976 -2.191301 -0.0 -4.382601 NaN -2.191301 13840 AUD caleb_strategy_v3 [-1] 100000.0 -397.5 -2.5 -0.0 -5.0 NaN -2.5 13841 JPY caleb_strategy_v3 [1] 12500000.0 353.125 -3.125 43.75 37.5 NaN 40.625 13843 CHF caleb_strategy_v3 [-1] 125000.0 -121.875 -3.125 50.0 43.75 NaN 46.875 13848 SP500_micro caleb_strategy_v3 [-1] 5.0 9.375 -0.625 -0.0 -1.25 NaN -0.625 13850 SP500_micro caleb_strategy_v3 [-1] 5.0 8.125 -0.625 -3.75 -5.0 NaN -4.375 13845 SP500_micro caleb_strategy_v3 [-1] 5.0 14.375 -0.625 -5.0 -6.25 NaN -5.625 13856 RUSSELL caleb_strategy_v3 [1] 5.0 -172.0 -0.5 -0.5 -1.5 NaN -1.0 13857 RUSSELL caleb_strategy_v3 [1] 5.0 -172.75 -0.25 4.0 3.5 NaN 3.75 13858 RUSSELL caleb_strategy_v3 [1] 5.0 -185.5 -0.5 18.5 17.5 NaN 18.0 13859 RUSSELL caleb_strategy_v3 [1] 5.0 -193.25 -0.25 27.0 26.5 NaN 26.75 13860 RUSSELL caleb_strategy_v3 [1] 5.0 -185.0 -0.5 18.0 17.0 NaN 17.5 13842 RUSSELL caleb_strategy_v3 [1] 5.0 -176.5 -0.5 -13.5 -14.5 NaN -14.0 13846 RUSSELL caleb_strategy_v3 [1] 5.0 -190.25 -0.25 0.5 0.0 NaN 0.25 13849 RUSSELL caleb_strategy_v3 [1] 5.0 -183.25 -0.25 -10.0 -10.5 NaN -10.25 13851 RUSSELL caleb_strategy_v3 [1] 5.0 -193.25 -0.25 11.5 11.0 NaN 11.25 13852 RUSSELL caleb_strategy_v3 [1] 5.0 -181.75 -0.25 12.0 11.5 NaN 11.75 13853 RUSSELL caleb_strategy_v3 [1] 5.0 -172.0 -0.5 8.0 7.0 NaN 7.5 13854 RUSSELL caleb_strategy_v3 [1] 5.0 -163.0 -0.5 -2.0 -3.0 NaN -2.5 13855 RUSSELL caleb_strategy_v3 [1] 5.0 -168.75 -0.25 -3.5 -4.0 NaN -3.75 13844 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 55.5 -0.5 NaN NaN NaN NaN 13847 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -152.5 -0.5 -27.5 -28.5 NaN -28.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA -29.21734 caleb_strategy_v3 AUD -397.5 CHF -121.875 DAX 72.93955 DX 445.0 JPY 353.125 NASDAQ_micro -97.0 NIKKEI 261.538413 RUSSELL -2337.25 SP500_micro 31.875 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -29.21734 caleb_strategy_v3 -1789.147037 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA -7.304335 caleb_strategy_v3 AUD -2.5 CHF -3.125 DAX -1.08865 DX -5.0 JPY -3.125 NASDAQ_micro -1.0 NIKKEI -3.151065 RUSSELL -4.75 SP500_micro -1.875 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -7.304335 caleb_strategy_v3 -25.614715 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA 24.834739 caleb_strategy_v3 AUD -0.0 CHF 50.0 DAX 26.1276 DX 80.0 JPY 43.75 NASDAQ_micro -27.5 NIKKEI 37.812783 RUSSELL 70.0 SP500_micro -8.75 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 24.834739 caleb_strategy_v3 271.440383 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA 10.226069 caleb_strategy_v3 AUD -5.0 CHF 43.75 DAX 23.9503 DX 70.0 JPY 37.5 NASDAQ_micro -28.5 NIKKEI 31.510652 RUSSELL 60.5 SP500_micro -12.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 10.226069 caleb_strategy_v3 221.210952 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CANOLA 0 caleb_strategy_v3 AUD 0 CHF 0 DAX 0 DX 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SP500_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 CANOLA 17.530404 caleb_strategy_v3 AUD -2.5 CHF 46.875 DAX 25.03895 DX 75.0 JPY 40.625 NASDAQ_micro -28.0 NIKKEI 34.661717 RUSSELL 65.25 SP500_micro -10.625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 17.530404 caleb_strategy_v3 246.325667 ******************************************************************************** END OF REPORT ********************************************************************************