******************************************************************************** Trades report produced on 18/07/2024 21:38 from 17/07/2024 21:38 to 18/07/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 13924 BUXL caleb_strategy_v3 [20240900] 2024-07-18 07:12:24.000 [1] 132.520000 13935 COTTON2 caleb_strategy_v3 [20241200] 2024-07-18 13:01:08.000 [1] 71.880000 13927 DAX caleb_strategy_v3 [20240900] 2024-07-18 19:45:14.555 [0] NaN 13929 DAX caleb_strategy_v3 [20240900] 2024-07-18 07:44:25.000 [-1] 18547.000000 13930 DAX caleb_strategy_v3 [20240900] 2024-07-18 07:44:29.000 [-1] 18546.000000 13925 DAX caleb_strategy_v3 [20240900] 2024-07-18 07:20:39.000 [-1] 18587.000000 13948 DOW caleb_strategy_v3 [20240900] 2024-07-18 14:18:41.000 [1] 41640.000000 13949 DOW caleb_strategy_v3 [20240900] 2024-07-18 14:18:45.000 [1] 41638.000000 13939 DOW caleb_strategy_v3 [20240900] 2024-07-18 19:45:14.656 [0] NaN 13943 DOW caleb_strategy_v3 [20240900] 2024-07-18 14:12:02.000 [1] 41599.000000 13946 DOW caleb_strategy_v3 [20240900] 2024-07-18 14:13:01.000 [1] 41594.000000 13934 DX caleb_strategy_v3 [20240900] 2024-07-18 13:01:02.000 [-1] 103.555000 13931 EURIBOR-ICE caleb_strategy_v3 [20260900] 2024-07-18 08:04:29.000 [1] 97.605000 13932 EURIBOR-ICE caleb_strategy_v3 [20260900] 2024-07-18 08:04:33.000 [1] 97.605000 13928 EUROSTX caleb_strategy_v3 [20240900] 2024-07-18 07:44:24.000 [-1] 4909.000000 13926 EUROSTX caleb_strategy_v3 [20240900] 2024-07-18 19:45:14.456 [0] NaN 13923 EUROSTX caleb_strategy_v3 [20240900] 2024-07-18 19:45:14.354 [0] NaN 13941 JPY caleb_strategy_v3 [20240900] 2024-07-18 14:11:31.000 [1] 0.006439 13951 LEANHOG caleb_strategy_v3 [20241000] 2024-07-18 14:30:49.000 [1] 73.750000 13952 LIVECOW caleb_strategy_v3 [20241000] 2024-07-18 19:45:14.755 [0] NaN 13953 LIVECOW caleb_strategy_v3 [20241000] 2024-07-18 14:50:04.000 [-1] 183.675000 13945 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-18 14:13:00.000 [-1] 20087.000000 13938 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-18 14:01:27.000 [-1] 20058.500000 13942 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-18 14:11:59.000 [-1] 20094.250000 13920 NIKKEI caleb_strategy_v3 [20240900] 2024-07-18 02:03:18.000 [-1] 40365.000000 13919 NIKKEI caleb_strategy_v3 [20240900] 2024-07-18 02:02:18.000 [-1] 40380.000000 13918 NIKKEI caleb_strategy_v3 [20240900] 2024-07-18 02:01:18.000 [-1] 40385.000000 13922 NIKKEI caleb_strategy_v3 [20240900] 2024-07-18 02:05:19.000 [-1] 40350.000000 13921 NIKKEI caleb_strategy_v3 [20240900] 2024-07-18 02:04:19.000 [-1] 40330.000000 13933 ROBUSTA caleb_strategy_v3 [20241100] 2024-07-18 09:08:34.000 [1] 4410.000000 13940 RUSSELL caleb_strategy_v3 [20240900] 2024-07-18 14:11:30.000 [1] 2275.400000 13947 RUSSELL caleb_strategy_v3 [20240900] 2024-07-18 14:13:01.000 [1] 2276.300000 13944 RUSSELL caleb_strategy_v3 [20240900] 2024-07-18 14:12:02.000 [1] 2275.500000 13950 SOYMEAL caleb_strategy_v3 [20241200] 2024-07-18 14:30:48.000 [1] 312.300000 13936 SUGAR11 caleb_strategy_v3 [20250300] 2024-07-18 13:01:08.000 [-1] 19.500000 13937 US10U caleb_strategy_v3 [20240900] 2024-07-18 14:01:18.000 [1] 115.031250 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13920 NIKKEI caleb_strategy_v3 2024-07-17 2024-07-18 03:03:18.217 2024-07-18 02:03:18.000 97398.217 NaN 13921 NIKKEI caleb_strategy_v3 2024-07-17 2024-07-18 03:04:18.223 2024-07-18 02:04:19.000 97458.223 NaN 13922 NIKKEI caleb_strategy_v3 2024-07-17 2024-07-18 03:05:18.849 2024-07-18 02:05:19.000 97518.849 NaN 13918 NIKKEI caleb_strategy_v3 2024-07-17 2024-07-18 03:01:17.846 2024-07-18 02:01:18.000 97277.846 NaN 13919 NIKKEI caleb_strategy_v3 2024-07-17 2024-07-18 03:02:18.096 2024-07-18 02:02:18.000 97338.096 NaN 13924 BUXL caleb_strategy_v3 2024-07-17 2024-07-18 08:10:32.510 2024-07-18 07:12:24.000 115832.51 NaN 13931 EURIBOR-ICE caleb_strategy_v3 2024-07-17 2024-07-18 09:00:31.854 2024-07-18 08:04:29.000 118831.854 NaN 13932 EURIBOR-ICE caleb_strategy_v3 2024-07-17 2024-07-18 09:04:33.273 2024-07-18 08:04:33.000 119073.273 NaN 13933 ROBUSTA caleb_strategy_v3 2024-07-17 2024-07-18 10:00:42.631 2024-07-18 09:08:34.000 122442.631 NaN 13934 DX caleb_strategy_v3 2024-07-17 2024-07-18 14:01:00.370 2024-07-18 13:01:02.000 136860.37 NaN 13935 COTTON2 caleb_strategy_v3 2024-07-17 2024-07-18 14:01:02.943 2024-07-18 13:01:08.000 136862.943 NaN 13936 SUGAR11 caleb_strategy_v3 2024-07-17 2024-07-18 14:01:08.894 2024-07-18 13:01:08.000 136868.894 NaN 13937 US10U caleb_strategy_v3 2024-07-17 2024-07-18 15:00:03.109 2024-07-18 14:01:18.000 140403.109 NaN 13941 JPY caleb_strategy_v3 2024-07-17 2024-07-18 15:11:31.378 2024-07-18 14:11:31.000 141091.378 NaN 13945 NASDAQ_micro caleb_strategy_v3 2024-07-17 2024-07-18 15:13:00.387 2024-07-18 14:13:00.000 141180.387 NaN 13938 NASDAQ_micro caleb_strategy_v3 2024-07-17 2024-07-18 15:01:19.686 2024-07-18 14:01:27.000 140479.686 NaN 13942 NASDAQ_micro caleb_strategy_v3 2024-07-17 2024-07-18 15:11:59.867 2024-07-18 14:11:59.000 141119.867 NaN 13944 RUSSELL caleb_strategy_v3 2024-07-17 2024-07-18 15:12:02.866 2024-07-18 14:12:02.000 141122.866 NaN 13947 RUSSELL caleb_strategy_v3 2024-07-17 2024-07-18 15:13:01.709 2024-07-18 14:13:01.000 141181.709 NaN 13940 RUSSELL caleb_strategy_v3 2024-07-17 2024-07-18 15:11:30.070 2024-07-18 14:11:30.000 141090.07 NaN 13950 SOYMEAL caleb_strategy_v3 2024-07-17 2024-07-18 15:30:48.030 2024-07-18 14:30:48.000 142248.03 NaN 13951 LEANHOG caleb_strategy_v3 2024-07-17 2024-07-18 15:30:49.422 2024-07-18 14:30:49.000 142249.422 NaN 13928 EUROSTX caleb_strategy_v3 2024-07-17 2024-07-18 08:40:47.632 2024-07-18 07:44:24.000 117647.632 NaN 13923 EUROSTX caleb_strategy_v3 2024-07-17 2024-07-18 08:00:31.407 2024-07-18 19:45:14.354 115231.407 42282.947 13926 EUROSTX caleb_strategy_v3 2024-07-17 2024-07-18 08:20:43.115 2024-07-18 19:45:14.456 116443.115 41071.341 13929 DAX caleb_strategy_v3 2024-07-17 2024-07-18 08:44:24.915 2024-07-18 07:44:25.000 117864.915 NaN 13930 DAX caleb_strategy_v3 2024-07-17 2024-07-18 08:44:29.227 2024-07-18 07:44:29.000 117869.227 NaN 13925 DAX caleb_strategy_v3 2024-07-17 2024-07-18 08:12:25.487 2024-07-18 07:20:39.000 115945.487 NaN 13927 DAX caleb_strategy_v3 2024-07-17 2024-07-18 08:30:43.743 2024-07-18 19:45:14.555 117043.743 40470.812 13952 LIVECOW caleb_strategy_v3 2024-07-17 2024-07-18 15:30:50.822 2024-07-18 19:45:14.755 142250.822 15263.933 13953 LIVECOW caleb_strategy_v3 2024-07-17 2024-07-18 15:40:55.162 2024-07-18 14:50:04.000 142855.162 NaN 13939 DOW caleb_strategy_v3 2024-07-17 2024-07-18 15:01:28.990 2024-07-18 19:45:14.656 140488.99 17025.666 13943 DOW caleb_strategy_v3 2024-07-17 2024-07-18 15:12:00.480 2024-07-18 14:12:02.000 141120.48 NaN 13946 DOW caleb_strategy_v3 2024-07-17 2024-07-18 15:13:01.075 2024-07-18 14:13:01.000 141181.075 NaN 13948 DOW caleb_strategy_v3 2024-07-17 2024-07-18 15:14:00.417 2024-07-18 14:18:41.000 141240.417 NaN 13949 DOW caleb_strategy_v3 2024-07-17 2024-07-18 15:18:45.331 2024-07-18 14:18:45.000 141525.331 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 13920 NIKKEI caleb_strategy_v3 [-1] 40170.0 None 40322.5 40320.0 40325.0 40325.0 40365.0 152.5 -2.5 45.0 40.0 NaN 42.5 13921 NIKKEI caleb_strategy_v3 [-1] 40170.0 None 40332.5 40330.0 40335.0 40335.0 40330.0 162.5 -2.5 -0.0 -5.0 NaN -2.5 13922 NIKKEI caleb_strategy_v3 [-1] 40170.0 None 40327.5 40325.0 40330.0 40330.0 40350.0 157.5 -2.5 25.0 20.0 NaN 22.5 13918 NIKKEI caleb_strategy_v3 [-1] 40170.0 None 40342.5 40340.0 40345.0 40345.0 40385.0 172.5 -2.5 45.0 40.0 NaN 42.5 13919 NIKKEI caleb_strategy_v3 [-1] 40170.0 None 40342.5 40340.0 40345.0 40345.0 40380.0 172.5 -2.5 40.0 35.0 NaN 37.5 13924 BUXL caleb_strategy_v3 [1] 132.74 None 132.41 132.42 132.4 132.4 132.52 0.33 -0.01 -0.1 -0.12 NaN -0.11 13931 EURIBOR-ICE caleb_strategy_v3 [1] 97.61 None 97.6025 97.605 97.6 97.6 97.605 0.0075 -0.0025 0.0 -0.005 NaN -0.0025 13932 EURIBOR-ICE caleb_strategy_v3 [1] 97.61 None 97.6025 97.605 97.6 NaN 97.605 0.0075 -0.0025 0.0 NaN NaN -0.0025 13933 ROBUSTA caleb_strategy_v3 [1] 4408.0 None 4392.0 4395.0 4389.0 4389.0 4410.0 16.0 -3.0 -15.0 -21.0 NaN -18.0 13934 DX caleb_strategy_v3 [-1] 103.455 None 103.55 103.545 103.555 103.555 103.555 0.095 -0.005 0.01 -0.0 NaN 0.005 13935 COTTON2 caleb_strategy_v3 [1] 72.1 None 71.895 71.91 71.88 71.88 71.88 0.205 -0.015 0.03 0.0 NaN 0.015 13936 SUGAR11 caleb_strategy_v3 [-1] 19.75 None 19.495 19.49 19.5 19.5 19.5 -0.255 -0.005 0.01 -0.0 NaN 0.005 13937 US10U caleb_strategy_v3 [1] 115.234375 None 115.007812 115.015625 115.0 115.0 115.03125 0.226562 -0.007812 -0.015625 -0.03125 NaN -0.023438 13941 JPY caleb_strategy_v3 [1] 0.006465 None 0.006439 0.006439 0.006438 0.006438 0.006439 0.000027 -0.0 0.0 -0.000001 NaN -0.0 13945 NASDAQ_micro caleb_strategy_v3 [-1] 20027.75 None 20058.75 20058.5 20059.0 20059.0 20087.0 31.0 -0.25 28.5 28.0 NaN 28.25 13938 NASDAQ_micro caleb_strategy_v3 [-1] 20027.75 None 20059.75 20059.5 20060.0 20060.0 20058.5 32.0 -0.25 -1.0 -1.5 NaN -1.25 13942 NASDAQ_micro caleb_strategy_v3 [-1] 20027.75 None 20058.625 20058.5 20058.75 20058.75 20094.25 30.875 -0.125 35.75 35.5 NaN 35.625 13944 RUSSELL caleb_strategy_v3 [1] 2264.1 None 2280.55 2280.6 2280.5 2280.5 2275.5 -16.45 -0.05 5.1 5.0 NaN 5.05 13947 RUSSELL caleb_strategy_v3 [1] 2264.1 None 2280.55 2280.6 2280.5 2280.5 2276.3 -16.45 -0.05 4.3 4.2 NaN 4.25 13940 RUSSELL caleb_strategy_v3 [1] 2264.1 None 2280.55 2280.6 2280.5 2280.5 2275.4 -16.45 -0.05 5.2 5.1 NaN 5.15 13950 SOYMEAL caleb_strategy_v3 [1] 312.2 None 312.6 312.7 312.5 312.5 312.3 -0.4 -0.1 0.4 0.2 NaN 0.3 13951 LEANHOG caleb_strategy_v3 [1] 73.475 None 73.85 73.875 73.825 73.825 73.75 -0.375 -0.025 0.125 0.075 NaN 0.1 13928 EUROSTX caleb_strategy_v3 [-1] 4916.0 None 4931.5 4931.0 4932.0 4932.0 4909.0 15.5 -0.5 -22.0 -23.0 NaN -22.5 13923 EUROSTX caleb_strategy_v3 [-1] 4916.0 None 4943.5 4943.0 4944.0 4944.0 NaN 27.5 -0.5 NaN NaN NaN NaN 13926 EUROSTX caleb_strategy_v3 [-1] 4916.0 None 4943.5 4943.0 4944.0 4944.0 NaN 27.5 -0.5 NaN NaN NaN NaN 13929 DAX caleb_strategy_v3 [-1] 18580.0 None 18568.0 18567.0 18569.0 18569.0 18547.0 -12.0 -1.0 -20.0 -22.0 NaN -21.0 13930 DAX caleb_strategy_v3 [-1] 18580.0 None 18540.0 18539.0 18541.0 18541.0 18546.0 -40.0 -1.0 7.0 5.0 NaN 6.0 13925 DAX caleb_strategy_v3 [-1] 18580.0 None 18640.0 18639.0 18641.0 18641.0 18587.0 60.0 -1.0 -52.0 -54.0 NaN -53.0 13927 DAX caleb_strategy_v3 [-1] 18580.0 None 18585.5 18584.0 18587.0 18587.0 NaN 5.5 -1.5 NaN NaN NaN NaN 13952 LIVECOW caleb_strategy_v3 [-1] 185.45 None 184.8625 184.85 184.875 184.875 NaN -0.5875 -0.0125 NaN NaN NaN NaN 13953 LIVECOW caleb_strategy_v3 [-1] 185.45 None 184.6375 184.625 184.65 184.65 183.675 -0.8125 -0.0125 -0.95 -0.975 NaN -0.9625 13939 DOW caleb_strategy_v3 [1] 41462.0 None 41496.5 41497.0 41496.0 41496.0 NaN -34.5 -0.5 NaN NaN NaN NaN 13943 DOW caleb_strategy_v3 [1] 41462.0 None 41591.5 41592.0 41591.0 41591.0 41599.0 -129.5 -0.5 -7.0 -8.0 NaN -7.5 13946 DOW caleb_strategy_v3 [1] 41462.0 None 41598.0 41599.0 41597.0 41597.0 41594.0 -136.0 -1.0 5.0 3.0 NaN 4.0 13948 DOW caleb_strategy_v3 [1] 41462.0 None 41591.5 41592.0 41591.0 41591.0 41640.0 -129.5 -0.5 -48.0 -49.0 NaN -48.5 13949 DOW caleb_strategy_v3 [1] 41462.0 None 41639.5 41640.0 41639.0 41639.0 41638.0 -177.5 -0.5 2.0 1.0 NaN 1.5 =============================================================================================================================================================== 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 13920 NIKKEI caleb_strategy_v3 [-1] 7146.16124 213.401286 -3.498382 62.970871 55.974108 NaN 59.47249 13921 NIKKEI caleb_strategy_v3 [-1] 7146.16124 227.394813 -3.498382 -0.0 -6.996763 NaN -3.498382 13922 NIKKEI caleb_strategy_v3 [-1] 7146.16124 220.39805 -3.498382 34.983817 27.987054 NaN 31.485436 13918 NIKKEI caleb_strategy_v3 [-1] 7146.16124 241.38834 -3.498382 62.970871 55.974108 NaN 59.47249 13919 NIKKEI caleb_strategy_v3 [-1] 7146.16124 241.38834 -3.498382 55.974108 48.977344 NaN 52.475726 13924 BUXL caleb_strategy_v3 [1] 22.048233 149.671857 -4.535511 -45.355108 -54.42613 NaN -49.890619 13931 EURIBOR-ICE caleb_strategy_v3 [1] 0.912673 82.1762 -27.392067 0.0 -54.784133 NaN -27.392067 13932 EURIBOR-ICE caleb_strategy_v3 [1] 0.912673 82.1762 -27.392067 0.0 NaN NaN -27.392067 13933 ROBUSTA caleb_strategy_v3 [1] 1365.186803 117.200078 -21.975015 -109.875073 -153.825103 NaN -131.850088 13934 DX caleb_strategy_v3 [-1] 5.846828 162.481269 -8.551646 17.103291 -0.0 NaN 8.551646 13935 COTTON2 caleb_strategy_v3 [1] 17.566464 116.699638 -8.538998 17.077996 0.0 NaN 8.538998 13936 SUGAR11 caleb_strategy_v3 [-1] 5.106139 -499.39889 -9.792135 19.58427 -0.0 NaN 9.792135 13937 US10U caleb_strategy_v3 [1] 8.755984 258.751613 -8.922469 -17.844939 -35.689878 NaN -26.767408 13941 JPY caleb_strategy_v3 [1] 0.000669 399.656171 -3.735104 0.0 -7.470209 NaN -3.735104 13945 NASDAQ_micro caleb_strategy_v3 [-1] 3363.195289 92.174249 -0.743341 84.740842 83.25416 NaN 83.997501 13938 NASDAQ_micro caleb_strategy_v3 [-1] 3363.195289 95.147612 -0.743341 -2.973363 -4.460044 NaN -3.716704 13942 NASDAQ_micro caleb_strategy_v3 [-1] 3363.195289 91.802579 -0.37167 106.297723 105.554382 NaN 105.926052 13944 RUSSELL caleb_strategy_v3 [1] 484.687265 -339.394104 -1.031593 105.222488 103.159302 NaN 104.190895 13947 RUSSELL caleb_strategy_v3 [1] 484.687265 -339.394104 -1.031593 88.717 86.653814 NaN 87.685407 13940 RUSSELL caleb_strategy_v3 [1] 484.687265 -339.394104 -1.031593 107.285674 105.222488 NaN 106.254081 13950 SOYMEAL caleb_strategy_v3 [1] 72.688705 -55.029183 -13.757296 55.029183 27.514591 NaN 41.271887 13951 LEANHOG caleb_strategy_v3 [1] 21.590473 -173.68772 -11.579181 57.895907 34.737544 NaN 46.316725 13928 EUROSTX caleb_strategy_v3 [-1] 713.432299 217.259578 -7.008373 -308.368433 -322.38518 NaN -315.376806 13923 EUROSTX caleb_strategy_v3 [-1] 713.432299 385.460541 -7.008373 NaN NaN NaN NaN 13926 EUROSTX caleb_strategy_v3 [-1] 713.432299 385.460541 -7.008373 NaN NaN NaN NaN 13929 DAX caleb_strategy_v3 [-1] 2323.869179 -51.638019 -4.303168 -86.063364 -94.669701 NaN -90.366533 13930 DAX caleb_strategy_v3 [-1] 2323.869179 -172.126729 -4.303168 30.122178 21.515841 NaN 25.819009 13925 DAX caleb_strategy_v3 [-1] 2323.869179 258.190093 -4.303168 -223.764747 -232.371084 NaN -228.067916 13927 DAX caleb_strategy_v3 [-1] 2323.869179 23.667425 -6.454752 NaN NaN NaN NaN 13952 LIVECOW caleb_strategy_v3 [-1] 20.848285 -281.797754 -5.995697 NaN NaN NaN NaN 13953 LIVECOW caleb_strategy_v3 [-1] 20.848285 -389.720297 -5.995697 -455.672963 -467.664357 NaN -461.66866 13939 DOW caleb_strategy_v3 [1] 4573.652028 -75.432061 -1.093218 NaN NaN NaN NaN 13943 DOW caleb_strategy_v3 [1] 4573.652028 -283.143534 -1.093218 -15.305056 -17.491492 NaN -16.398274 13946 DOW caleb_strategy_v3 [1] 4573.652028 -297.355372 -2.186437 10.932183 6.55931 NaN 8.745746 13948 DOW caleb_strategy_v3 [1] 4573.652028 -283.143534 -1.093218 -104.948955 -107.135391 NaN -106.042173 13949 DOW caleb_strategy_v3 [1] 4573.652028 -388.092489 -1.093218 4.372873 2.186437 NaN 3.279655 ========================================================================================================================================================================= 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 13920 NIKKEI caleb_strategy_v3 [-1] 0.64056 97.685338 -1.601399 28.825182 25.622384 NaN 27.223783 13921 NIKKEI caleb_strategy_v3 [-1] 0.64056 104.090934 -1.601399 -0.0 -3.202798 NaN -1.601399 13922 NIKKEI caleb_strategy_v3 [-1] 0.64056 100.888136 -1.601399 16.01399 12.811192 NaN 14.412591 13918 NIKKEI caleb_strategy_v3 [-1] 0.64056 110.49653 -1.601399 28.825182 25.622384 NaN 27.223783 13919 NIKKEI caleb_strategy_v3 [-1] 0.64056 110.49653 -1.601399 25.622384 22.419586 NaN 24.020985 13924 BUXL caleb_strategy_v3 [1] 1093.55 360.8715 -10.9355 -109.355 -131.226 NaN -120.2905 13931 EURIBOR-ICE caleb_strategy_v3 [1] 2733.875 20.504063 -6.834688 0.0 -13.669375 NaN -6.834688 13932 EURIBOR-ICE caleb_strategy_v3 [1] 2733.875 20.504063 -6.834688 0.0 NaN NaN -6.834688 13933 ROBUSTA caleb_strategy_v3 [1] 10.0 160.0 -30.0 -150.0 -210.0 NaN -180.0 13934 DX caleb_strategy_v3 [-1] 1000.0 95.0 -5.0 10.0 -0.0 NaN 5.0 13935 COTTON2 caleb_strategy_v3 [1] 500.0 102.5 -7.5 15.0 0.0 NaN 7.5 13936 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -285.6 -5.6 11.2 -0.0 NaN 5.6 13937 US10U caleb_strategy_v3 [1] 1000.0 226.5625 -7.8125 -15.625 -31.25 NaN -23.4375 13941 JPY caleb_strategy_v3 [1] 12500000.0 334.375 -3.125 0.0 -6.25 NaN -3.125 13945 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 62.0 -0.5 57.0 56.0 NaN 56.5 13938 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 64.0 -0.5 -2.0 -3.0 NaN -2.5 13942 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 61.75 -0.25 71.5 71.0 NaN 71.25 13944 RUSSELL caleb_strategy_v3 [1] 5.0 -82.25 -0.25 25.5 25.0 NaN 25.25 13947 RUSSELL caleb_strategy_v3 [1] 5.0 -82.25 -0.25 21.5 21.0 NaN 21.25 13940 RUSSELL caleb_strategy_v3 [1] 5.0 -82.25 -0.25 26.0 25.5 NaN 25.75 13950 SOYMEAL caleb_strategy_v3 [1] 100.0 -40.0 -10.0 40.0 20.0 NaN 30.0 13951 LEANHOG caleb_strategy_v3 [1] 400.0 -150.0 -10.0 50.0 30.0 NaN 40.0 13928 EUROSTX caleb_strategy_v3 [-1] 10.9355 169.50025 -5.46775 -240.581 -251.5165 NaN -246.04875 13923 EUROSTX caleb_strategy_v3 [-1] 10.9355 300.72625 -5.46775 NaN NaN NaN NaN 13926 EUROSTX caleb_strategy_v3 [-1] 10.9355 300.72625 -5.46775 NaN NaN NaN NaN 13929 DAX caleb_strategy_v3 [-1] 1.09355 -13.1226 -1.09355 -21.871 -24.0581 NaN -22.96455 13930 DAX caleb_strategy_v3 [-1] 1.09355 -43.742 -1.09355 7.65485 5.46775 NaN 6.5613 13925 DAX caleb_strategy_v3 [-1] 1.09355 65.613 -1.09355 -56.8646 -59.0517 NaN -57.95815 13927 DAX caleb_strategy_v3 [-1] 1.09355 6.014525 -1.640325 NaN NaN NaN NaN 13952 LIVECOW caleb_strategy_v3 [-1] 400.0 -235.0 -5.0 NaN NaN NaN NaN 13953 LIVECOW caleb_strategy_v3 [-1] 400.0 -325.0 -5.0 -380.0 -390.0 NaN -385.0 13939 DOW caleb_strategy_v3 [1] 0.5 -17.25 -0.25 NaN NaN NaN NaN 13943 DOW caleb_strategy_v3 [1] 0.5 -64.75 -0.25 -3.5 -4.0 NaN -3.75 13946 DOW caleb_strategy_v3 [1] 0.5 -68.0 -0.5 2.5 1.5 NaN 2.0 13948 DOW caleb_strategy_v3 [1] 0.5 -64.75 -0.25 -24.0 -24.5 NaN -24.25 13949 DOW caleb_strategy_v3 [1] 0.5 -88.75 -0.25 1.0 0.5 NaN 0.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL 360.8715 COTTON2 102.5 DAX 14.762925 DOW -303.5 DX 95.0 EURIBOR-ICE 41.008125 EUROSTX 770.95275 JPY 334.375 LEANHOG -150.0 LIVECOW -560.0 NASDAQ_micro 187.75 NIKKEI 523.657467 ROBUSTA 160.0 RUSSELL -246.75 SOYMEAL -40.0 SUGAR11 -285.6 US10U 226.5625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1231.590267 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -10.9355 COTTON2 -7.5 DAX -4.920975 DOW -1.5 DX -5.0 EURIBOR-ICE -13.669375 EUROSTX -16.40325 JPY -3.125 LEANHOG -10.0 LIVECOW -10.0 NASDAQ_micro -1.25 NIKKEI -8.006995 ROBUSTA -30.0 RUSSELL -0.75 SOYMEAL -10.0 SUGAR11 -5.6 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -146.473595 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL -109.355 COTTON2 15.0 DAX -71.08075 DOW -24.0 DX 10.0 EURIBOR-ICE 0.0 EUROSTX -240.581 JPY 0.0 LEANHOG 50.0 LIVECOW -380.0 NASDAQ_micro 126.5 NIKKEI 99.286737 ROBUSTA -150.0 RUSSELL 73.0 SOYMEAL 40.0 SUGAR11 11.2 US10U -15.625 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -565.655013 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL -131.226 COTTON2 0.0 DAX -77.64205 DOW -26.5 DX -0.0 EURIBOR-ICE -13.669375 EUROSTX -251.5165 JPY -6.25 LEANHOG 30.0 LIVECOW -390.0 NASDAQ_micro 124.0 NIKKEI 83.272747 ROBUSTA -210.0 RUSSELL 71.5 SOYMEAL 20.0 SUGAR11 -0.0 US10U -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -809.281178 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 COTTON2 0 DAX 0 DOW 0 DX 0 EURIBOR-ICE 0 EUROSTX 0 JPY 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 RUSSELL 0 SOYMEAL 0 SUGAR11 0 US10U 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 BUXL -120.2905 COTTON2 7.5 DAX -74.3614 DOW -25.25 DX 5.0 EURIBOR-ICE -13.669375 EUROSTX -246.04875 JPY -3.125 LEANHOG 40.0 LIVECOW -385.0 NASDAQ_micro 125.25 NIKKEI 91.279742 ROBUSTA -180.0 RUSSELL 72.25 SOYMEAL 30.0 SUGAR11 5.6 US10U -23.4375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -694.302783 ******************************************************************************** END OF REPORT 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