******************************************************************************** Trades report produced on 22/07/2024 21:38 from 21/07/2024 21:38 to 22/07/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14016 AUD caleb_strategy_v3 [20240900] 2024-07-22 14:03:54.000 [-1] 0.664600 13999 BTP caleb_strategy_v3 [20240900] 2024-07-22 07:13:41.000 [-1] 117.980000 13997 BTP caleb_strategy_v3 [20240900] 2024-07-22 19:45:29.341 [0] NaN 14026 CAD caleb_strategy_v3 [20240900] 2024-07-22 14:50:20.000 [-1] 0.727550 14011 COPPER caleb_strategy_v3 [20240900] 2024-07-22 13:03:40.000 [-1] 4.173000 14024 CORN caleb_strategy_v3 [20241200] 2024-07-22 14:49:07.000 [1] 411.750000 14012 CRUDE_W caleb_strategy_v3 [20241200] 2024-07-22 13:08:08.000 [-1] 75.360000 14001 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:13:46.000 [-1] 18391.000000 14002 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:14:46.000 [-1] 18378.000000 14003 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:15:46.000 [-1] 18378.000000 14004 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:19:09.000 [-1] 18375.000000 14005 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:19:13.000 [-1] 18375.000000 13998 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:11:00.000 [-1] 18376.000000 14007 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:21:51.000 [-1] 18369.000000 14000 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:13:42.000 [-1] 18391.000000 14006 DAX caleb_strategy_v3 [20240900] 2024-07-22 07:21:47.000 [-1] 18368.000000 14025 DOW caleb_strategy_v3 [20240900] 2024-07-22 14:50:19.000 [1] 40707.000000 14008 EURIBOR-ICE caleb_strategy_v3 [20260900] 2024-07-22 08:00:58.000 [1] 97.575000 13996 EUROSTX caleb_strategy_v3 [20240900] 2024-07-22 07:00:38.000 [1] 4876.000000 14009 GASOIL caleb_strategy_v3 [20241000] 2024-07-22 08:02:15.000 [-1] 749.000000 14013 GASOLINE caleb_strategy_v3 [20241000] 2024-07-22 13:08:10.000 [-1] 2.210300 14014 GAS_US_mini caleb_strategy_v3 [20241000] 2024-07-22 13:11:34.000 [-1] 2.365000 14015 GAS_US_mini caleb_strategy_v3 [20241000] 2024-07-22 13:11:52.000 [-1] 2.365000 14022 JPY caleb_strategy_v3 [20240900] 2024-07-22 14:48:04.000 [1] 0.006428 14027 LEANHOG caleb_strategy_v3 [20241000] 2024-07-22 14:50:48.000 [1] 75.425000 14020 LIVECOW caleb_strategy_v3 [20241000] 2024-07-22 14:32:18.000 [-1] 185.125000 14017 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-07-22 14:13:45.000 [-1] 19932.500000 14018 NZD caleb_strategy_v3 [20240900] 2024-07-22 19:45:29.410 [0] NaN 14028 NZD caleb_strategy_v3 [20240900] 2024-07-22 14:50:55.000 [-1] 0.597650 14010 PLAT caleb_strategy_v3 [20241000] 2024-07-22 13:03:39.000 [-1] 954.400000 14023 RUSSELL caleb_strategy_v3 [20240900] 2024-07-22 14:49:05.000 [1] 2203.100000 14019 US30 caleb_strategy_v3 [20240900] 2024-07-22 14:32:16.000 [-1] 126.781250 14029 VIX caleb_strategy_v3 [20241000] 2024-07-22 14:50:56.000 [-1] 18.000000 14021 VIX caleb_strategy_v3 [20241000] 2024-07-22 19:45:29.480 [0] NaN 14030 VIX caleb_strategy_v3 [20241000] 2024-07-22 14:51:24.000 [-1] 18.050000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 13996 EUROSTX caleb_strategy_v3 2024-07-19 2024-07-22 08:00:38.050 2024-07-22 07:00:38.000 288038.05 NaN 13998 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:10:41.286 2024-07-22 07:11:00.000 288641.286 NaN 14000 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:13:42.302 2024-07-22 07:13:42.000 288822.302 NaN 14001 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:13:46.383 2024-07-22 07:13:46.000 288826.383 NaN 14002 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:14:46.258 2024-07-22 07:14:46.000 288886.258 NaN 14003 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:15:46.331 2024-07-22 07:15:46.000 288946.331 NaN 14004 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:16:46.550 2024-07-22 07:19:09.000 289006.55 NaN 14005 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:19:13.126 2024-07-22 07:19:13.000 289153.126 NaN 14006 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:20:13.251 2024-07-22 07:21:47.000 289213.251 NaN 14007 DAX caleb_strategy_v3 2024-07-19 2024-07-22 08:21:51.164 2024-07-22 07:21:51.000 289311.164 NaN 14008 EURIBOR-ICE caleb_strategy_v3 2024-07-19 2024-07-22 09:00:58.406 2024-07-22 08:00:58.000 291658.406 NaN 14009 GASOIL caleb_strategy_v3 2024-07-19 2024-07-22 09:00:59.858 2024-07-22 08:02:15.000 291659.858 NaN 14010 PLAT caleb_strategy_v3 2024-07-19 2024-07-22 14:00:51.094 2024-07-22 13:03:39.000 309651.094 NaN 14011 COPPER caleb_strategy_v3 2024-07-19 2024-07-22 14:03:40.802 2024-07-22 13:03:40.000 309820.802 NaN 14012 CRUDE_W caleb_strategy_v3 2024-07-19 2024-07-22 14:03:41.802 2024-07-22 13:08:08.000 309821.802 NaN 14013 GASOLINE caleb_strategy_v3 2024-07-19 2024-07-22 14:08:09.538 2024-07-22 13:08:10.000 310089.538 NaN 14014 GAS_US_mini caleb_strategy_v3 2024-07-19 2024-07-22 14:08:11.674 2024-07-22 13:11:34.000 310091.674 NaN 14015 GAS_US_mini caleb_strategy_v3 2024-07-19 2024-07-22 14:11:38.106 2024-07-22 13:11:52.000 310298.106 NaN 14016 AUD caleb_strategy_v3 2024-07-19 2024-07-22 15:00:58.422 2024-07-22 14:03:54.000 313258.422 NaN 14017 NASDAQ_micro caleb_strategy_v3 2024-07-19 2024-07-22 15:03:55.086 2024-07-22 14:13:45.000 313435.086 NaN 14019 US30 caleb_strategy_v3 2024-07-19 2024-07-22 15:23:47.146 2024-07-22 14:32:16.000 314627.146 NaN 14020 LIVECOW caleb_strategy_v3 2024-07-19 2024-07-22 15:32:18.074 2024-07-22 14:32:18.000 315138.074 NaN 14022 JPY caleb_strategy_v3 2024-07-19 2024-07-22 15:42:20.018 2024-07-22 14:48:04.000 315740.018 NaN 14023 RUSSELL caleb_strategy_v3 2024-07-19 2024-07-22 15:48:04.818 2024-07-22 14:49:05.000 316084.818 NaN 14024 CORN caleb_strategy_v3 2024-07-19 2024-07-22 15:49:07.110 2024-07-22 14:49:07.000 316147.11 NaN 14025 DOW caleb_strategy_v3 2024-07-19 2024-07-22 15:49:08.046 2024-07-22 14:50:19.000 316148.046 NaN 14026 CAD caleb_strategy_v3 2024-07-19 2024-07-22 15:50:20.026 2024-07-22 14:50:20.000 316220.026 NaN 14027 LEANHOG caleb_strategy_v3 2024-07-19 2024-07-22 15:50:24.734 2024-07-22 14:50:48.000 316224.734 NaN 14018 NZD caleb_strategy_v3 2024-07-19 2024-07-22 15:13:46.310 2024-07-22 19:45:29.410 314026.31 16303.1 14028 NZD caleb_strategy_v3 2024-07-19 2024-07-22 15:50:48.722 2024-07-22 14:50:55.000 316248.722 NaN 14029 VIX caleb_strategy_v3 2024-07-19 2024-07-22 15:50:55.795 2024-07-22 14:50:56.000 316255.795 NaN 14021 VIX caleb_strategy_v3 2024-07-19 2024-07-22 15:32:19.095 2024-07-22 19:45:29.480 315139.095 15190.385 14030 VIX caleb_strategy_v3 2024-07-19 2024-07-22 15:51:24.656 2024-07-22 14:51:24.000 316284.656 NaN 13997 BTP caleb_strategy_v3 2024-07-19 2024-07-22 08:00:40.122 2024-07-22 19:45:29.341 288040.122 42289.219 13999 BTP caleb_strategy_v3 2024-07-19 2024-07-22 08:11:04.287 2024-07-22 07:13:41.000 288664.287 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 13996 EUROSTX caleb_strategy_v3 [1] 4858.0 None 4884.5 4885.0 4884.0 4884.0 4876.0 -26.5 -0.5 9.0 8.0 NaN 8.5 13998 DAX caleb_strategy_v3 [-1] 18298.0 None 18379.0 18378.0 18380.0 18380.0 18376.0 81.0 -1.0 -2.0 -4.0 NaN -3.0 14000 DAX caleb_strategy_v3 [-1] 18298.0 None 18377.0 18376.0 18378.0 18378.0 18391.0 79.0 -1.0 15.0 13.0 NaN 14.0 14001 DAX caleb_strategy_v3 [-1] 18298.0 None 18377.0 18376.0 18378.0 18378.0 18391.0 79.0 -1.0 15.0 13.0 NaN 14.0 14002 DAX caleb_strategy_v3 [-1] 18298.0 None 18377.0 18376.0 18378.0 18378.0 18378.0 79.0 -1.0 2.0 -0.0 NaN 1.0 14003 DAX caleb_strategy_v3 [-1] 18298.0 None 18377.0 18376.0 18378.0 18378.0 18378.0 79.0 -1.0 2.0 -0.0 NaN 1.0 14004 DAX caleb_strategy_v3 [-1] 18298.0 None 18377.0 18376.0 18378.0 18378.0 18375.0 79.0 -1.0 -1.0 -3.0 NaN -2.0 14005 DAX caleb_strategy_v3 [-1] 18298.0 None 18376.0 18375.0 18377.0 NaN 18375.0 78.0 -1.0 -0.0 NaN NaN -1.0 14006 DAX caleb_strategy_v3 [-1] 18298.0 None 18366.5 18366.0 18367.0 18367.0 18368.0 68.5 -0.5 2.0 1.0 NaN 1.5 14007 DAX caleb_strategy_v3 [-1] 18298.0 None 18368.0 18367.0 18369.0 18369.0 18369.0 70.0 -1.0 2.0 -0.0 NaN 1.0 14008 EURIBOR-ICE caleb_strategy_v3 [1] 97.57 None 97.5775 97.58 97.575 97.575 97.575 -0.0075 -0.0025 0.005 0.0 NaN 0.0025 14009 GASOIL caleb_strategy_v3 [-1] 748.75 None 749.25 749.0 749.5 749.5 749.0 0.5 -0.25 -0.0 -0.5 NaN -0.25 14010 PLAT caleb_strategy_v3 [-1] 974.1 None 955.75 955.6 955.9 955.9 954.4 -18.35 -0.15 -1.2 -1.5 NaN -1.35 14011 COPPER caleb_strategy_v3 [-1] 4.2355 None 4.1725 4.172 4.173 4.173 4.173 -0.063 -0.0005 0.001 -0.0 NaN 0.0005 14012 CRUDE_W caleb_strategy_v3 [-1] 75.96 None 75.42 75.41 75.43 75.43 75.36 -0.54 -0.01 -0.05 -0.07 NaN -0.06 14013 GASOLINE caleb_strategy_v3 [-1] 2.227 None 2.20955 2.2093 2.2098 2.2098 2.2103 -0.01745 -0.00025 0.001 0.0005 NaN 0.00075 14014 GAS_US_mini caleb_strategy_v3 [-1] 2.295 None 2.3825 2.38 2.385 2.385 2.365 0.0875 -0.0025 -0.015 -0.02 NaN -0.0175 14015 GAS_US_mini caleb_strategy_v3 [-1] 2.295 None 2.37 2.365 2.375 2.375 2.365 0.075 -0.005 -0.0 -0.01 NaN -0.005 14016 AUD caleb_strategy_v3 [-1] 0.6693 None 0.664725 0.6647 0.66475 0.66475 0.6646 -0.004575 -0.000025 -0.0001 -0.00015 NaN -0.000125 14017 NASDAQ_micro caleb_strategy_v3 [-1] 19721.5 None 20003.0 20002.75 20003.25 20003.25 19932.5 281.5 -0.25 -70.25 -70.75 NaN -70.5 14019 US30 caleb_strategy_v3 [-1] 126.15625 None 126.796875 126.78125 126.8125 126.8125 126.78125 0.640625 -0.015625 -0.0 -0.03125 NaN -0.015625 14020 LIVECOW caleb_strategy_v3 [-1] 183.275 None 184.9 184.875 184.925 184.925 185.125 1.625 -0.025 0.25 0.2 NaN 0.225 14022 JPY caleb_strategy_v3 [1] 0.006404 None 0.006427 0.006427 0.006426 0.006426 0.006428 -0.000022 -0.0 -0.000001 -0.000001 NaN -0.000001 14023 RUSSELL caleb_strategy_v3 [1] 2204.0 None 2202.0 2202.1 2201.9 2201.9 2203.1 2.0 -0.1 -1.0 -1.2 NaN -1.1 14024 CORN caleb_strategy_v3 [1] 405.5 None 411.875 412.0 411.75 411.75 411.75 -6.375 -0.125 0.25 0.0 NaN 0.125 14025 DOW caleb_strategy_v3 [1] 40544.0 None 40697.5 40698.0 40697.0 40697.0 40707.0 -153.5 -0.5 -9.0 -10.0 NaN -9.5 14026 CAD caleb_strategy_v3 [-1] 0.7294 None 0.727475 0.72745 0.7275 0.7275 0.72755 -0.001925 -0.000025 0.0001 0.00005 NaN 0.000075 14027 LEANHOG caleb_strategy_v3 [1] 74.5 None 75.3375 75.35 75.325 75.325 75.425 -0.8375 -0.0125 -0.075 -0.1 NaN -0.0875 14018 NZD caleb_strategy_v3 [-1] 0.6009 None 0.597825 0.5978 0.59785 0.59785 NaN -0.003075 -0.000025 NaN NaN NaN NaN 14028 NZD caleb_strategy_v3 [-1] 0.6009 None 0.597625 0.5976 0.59765 0.59765 0.59765 -0.003275 -0.000025 0.00005 -0.0 NaN 0.000025 14029 VIX caleb_strategy_v3 [-1] 18.15 None 18.075 18.05 18.1 18.1 18.0 -0.075 -0.025 -0.05 -0.1 NaN -0.075 14021 VIX caleb_strategy_v3 [-1] 18.15 None 18.125 18.1 18.15 18.15 NaN -0.025 -0.025 NaN NaN NaN NaN 14030 VIX caleb_strategy_v3 [-1] 18.15 None 17.975 17.95 18.0 18.0 18.05 -0.175 -0.025 0.1 0.05 NaN 0.075 13997 BTP caleb_strategy_v3 [-1] 117.83 None 118.005 118.0 118.01 118.01 NaN 0.175 -0.005 NaN NaN NaN NaN 13999 BTP caleb_strategy_v3 [-1] 117.83 None 118.015 118.01 118.02 118.02 117.98 0.185 -0.005 -0.03 -0.04 NaN -0.035 =============================================================================================================================================================== 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 13996 EUROSTX caleb_strategy_v3 [1] 704.963231 -375.90613 -7.092568 127.666233 113.481096 NaN 120.573664 13998 DAX caleb_strategy_v3 [-1] 2324.483019 348.46458 -4.302032 -8.604064 -17.208127 NaN -12.906096 14000 DAX caleb_strategy_v3 [-1] 2324.483019 339.860517 -4.302032 64.530478 55.926414 NaN 60.228446 14001 DAX caleb_strategy_v3 [-1] 2324.483019 339.860517 -4.302032 64.530478 55.926414 NaN 60.228446 14002 DAX caleb_strategy_v3 [-1] 2324.483019 339.860517 -4.302032 8.604064 -0.0 NaN 4.302032 14003 DAX caleb_strategy_v3 [-1] 2324.483019 339.860517 -4.302032 8.604064 -0.0 NaN 4.302032 14004 DAX caleb_strategy_v3 [-1] 2324.483019 339.860517 -4.302032 -4.302032 -12.906096 NaN -8.604064 14005 DAX caleb_strategy_v3 [-1] 2324.483019 335.558485 -4.302032 -0.0 NaN NaN -4.302032 14006 DAX caleb_strategy_v3 [-1] 2324.483019 294.689182 -2.151016 8.604064 4.302032 NaN 6.453048 14007 DAX caleb_strategy_v3 [-1] 2324.483019 301.14223 -4.302032 8.604064 -0.0 NaN 4.302032 14008 EURIBOR-ICE caleb_strategy_v3 [1] 0.928211 -80.800626 -26.933542 53.867084 0.0 NaN 26.933542 14009 GASOIL caleb_strategy_v3 [-1] 188.596361 26.511646 -13.255823 -0.0 -26.511646 NaN -13.255823 14010 PLAT caleb_strategy_v3 [-1] 252.827241 -725.792045 -5.932905 -47.46324 -59.32905 NaN -53.396145 14011 COPPER caleb_strategy_v3 [-1] 1.067618 -590.098586 -4.683322 9.366644 -0.0 NaN 4.683322 14012 CRUDE_W caleb_strategy_v3 [-1] 15.933836 -338.901441 -6.275953 -31.379763 -43.931668 NaN -37.655716 14013 GASOLINE caleb_strategy_v3 [-1] 0.522056 -334.255239 -4.788757 19.155028 9.577514 NaN 14.366271 14014 GAS_US_mini caleb_strategy_v3 [-1] 1.485546 589.008947 -16.828827 -100.972962 -134.630617 NaN -117.801789 14015 GAS_US_mini caleb_strategy_v3 [-1] 1.485546 504.864812 -33.657654 -0.0 -67.315308 NaN -33.657654 14016 AUD caleb_strategy_v3 [-1] 0.049856 -917.64362 -5.014446 -20.057784 -30.086676 NaN -25.07223 14017 NASDAQ_micro caleb_strategy_v3 [-1] 3315.664836 849.000167 -0.753997 -211.873043 -213.381037 NaN -212.62704 14019 US30 caleb_strategy_v3 [-1] 19.415573 329.954212 -8.047664 -0.0 -16.095327 NaN -8.047664 14020 LIVECOW caleb_strategy_v3 [-1] 20.39778 796.655334 -12.256236 122.562359 98.049887 NaN 110.306123 14022 JPY caleb_strategy_v3 [1] 0.00066 -337.187068 -3.788619 -15.154475 -22.731712 NaN -18.943094 14023 RUSSELL caleb_strategy_v3 [1] 477.371452 41.896096 -2.094805 -20.948048 -25.137657 NaN -23.042853 14024 CORN caleb_strategy_v3 [1] 99.340243 -641.733884 -12.583017 25.166035 0.0 NaN 12.583017 14025 DOW caleb_strategy_v3 [1] 4824.57141 -318.162976 -1.036361 -18.654507 -20.72723 NaN -19.690868 14026 CAD caleb_strategy_v3 [-1] 0.032796 -586.955956 -7.622805 30.491218 15.245609 NaN 22.868414 14027 LEANHOG caleb_strategy_v3 [1] 21.172837 -395.553976 -5.903791 -35.422744 -47.230325 NaN -41.326535 14018 NZD caleb_strategy_v3 [-1] 0.052166 -589.465686 -4.792404 NaN NaN NaN NaN 14028 NZD caleb_strategy_v3 [-1] 0.052166 -627.804917 -4.792404 9.584808 -0.0 NaN 4.792404 14029 VIX caleb_strategy_v3 [-1] 4.367981 -171.704058 -57.234686 -114.469372 -228.938744 NaN -171.704058 14021 VIX caleb_strategy_v3 [-1] 4.367981 -57.234686 -57.234686 NaN NaN NaN NaN 14030 VIX caleb_strategy_v3 [-1] 4.367981 -400.642801 -57.234686 228.938744 114.469372 NaN 171.704058 13997 BTP caleb_strategy_v3 [-1] 9.148832 191.281251 -5.465179 NaN NaN NaN NaN 13999 BTP caleb_strategy_v3 [-1] 9.148832 202.211608 -5.465179 -32.791072 -43.721429 NaN -38.25625 ======================================================================================================================================================================== 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 13996 EUROSTX caleb_strategy_v3 [1] 10.888 -288.532 -5.444 97.992 87.104 NaN 92.548 13998 DAX caleb_strategy_v3 [-1] 1.0888 88.1928 -1.0888 -2.1776 -4.3552 NaN -3.2664 14000 DAX caleb_strategy_v3 [-1] 1.0888 86.0152 -1.0888 16.332 14.1544 NaN 15.2432 14001 DAX caleb_strategy_v3 [-1] 1.0888 86.0152 -1.0888 16.332 14.1544 NaN 15.2432 14002 DAX caleb_strategy_v3 [-1] 1.0888 86.0152 -1.0888 2.1776 -0.0 NaN 1.0888 14003 DAX caleb_strategy_v3 [-1] 1.0888 86.0152 -1.0888 2.1776 -0.0 NaN 1.0888 14004 DAX caleb_strategy_v3 [-1] 1.0888 86.0152 -1.0888 -1.0888 -3.2664 NaN -2.1776 14005 DAX caleb_strategy_v3 [-1] 1.0888 84.9264 -1.0888 -0.0 NaN NaN -1.0888 14006 DAX caleb_strategy_v3 [-1] 1.0888 74.5828 -0.5444 2.1776 1.0888 NaN 1.6332 14007 DAX caleb_strategy_v3 [-1] 1.0888 76.216 -1.0888 2.1776 -0.0 NaN 1.0888 14008 EURIBOR-ICE caleb_strategy_v3 [1] 2722.0 -20.415 -6.805 13.61 0.0 NaN 6.805 14009 GASOIL caleb_strategy_v3 [-1] 100.0 50.0 -25.0 -0.0 -50.0 NaN -25.0 14010 PLAT caleb_strategy_v3 [-1] 50.0 -917.5 -7.5 -60.0 -75.0 NaN -67.5 14011 COPPER caleb_strategy_v3 [-1] 25000.0 -1575.0 -12.5 25.0 -0.0 NaN 12.5 14012 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -540.0 -10.0 -50.0 -70.0 NaN -60.0 14013 GASOLINE caleb_strategy_v3 [-1] 42000.0 -732.9 -10.5 42.0 21.0 NaN 31.5 14014 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 218.75 -6.25 -37.5 -50.0 NaN -43.75 14015 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 187.5 -12.5 -0.0 -25.0 NaN -12.5 14016 AUD caleb_strategy_v3 [-1] 100000.0 -457.5 -2.5 -10.0 -15.0 NaN -12.5 14017 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 563.0 -0.5 -140.5 -141.5 NaN -141.0 14019 US30 caleb_strategy_v3 [-1] 1000.0 640.625 -15.625 -0.0 -31.25 NaN -15.625 14020 LIVECOW caleb_strategy_v3 [-1] 400.0 650.0 -10.0 100.0 80.0 NaN 90.0 14022 JPY caleb_strategy_v3 [1] 12500000.0 -278.125 -3.125 -12.5 -18.75 NaN -15.625 14023 RUSSELL caleb_strategy_v3 [1] 5.0 10.0 -0.5 -5.0 -6.0 NaN -5.5 14024 CORN caleb_strategy_v3 [1] 50.0 -318.75 -6.25 12.5 0.0 NaN 6.25 14025 DOW caleb_strategy_v3 [1] 0.5 -76.75 -0.25 -4.5 -5.0 NaN -4.75 14026 CAD caleb_strategy_v3 [-1] 100000.0 -192.5 -2.5 10.0 5.0 NaN 7.5 14027 LEANHOG caleb_strategy_v3 [1] 400.0 -335.0 -5.0 -30.0 -40.0 NaN -35.0 14018 NZD caleb_strategy_v3 [-1] 100000.0 -307.5 -2.5 NaN NaN NaN NaN 14028 NZD caleb_strategy_v3 [-1] 100000.0 -327.5 -2.5 5.0 -0.0 NaN 2.5 14029 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -50.0 -100.0 NaN -75.0 14021 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 NaN NaN NaN NaN 14030 VIX caleb_strategy_v3 [-1] 1000.0 -175.0 -25.0 100.0 50.0 NaN 75.0 13997 BTP caleb_strategy_v3 [-1] 1088.8 190.54 -5.444 NaN NaN NaN NaN 13999 BTP caleb_strategy_v3 [-1] 1088.8 201.428 -5.444 -32.664 -43.552 NaN -38.108 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -457.5 BTP 391.968 CAD -192.5 COPPER -1575.0 CORN -318.75 CRUDE_W -540.0 DAX 753.994 DOW -76.75 EURIBOR-ICE -20.415 EUROSTX -288.532 GASOIL 50.0 GASOLINE -732.9 GAS_US_mini 406.25 JPY -278.125 LEANHOG -335.0 LIVECOW 650.0 NASDAQ_micro 563.0 NZD -635.0 PLAT -917.5 RUSSELL 10.0 US30 640.625 VIX -275.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3177.135 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BTP -10.888 CAD -2.5 COPPER -12.5 CORN -6.25 CRUDE_W -10.0 DAX -9.2548 DOW -0.25 EURIBOR-ICE -6.805 EUROSTX -5.444 GASOIL -25.0 GASOLINE -10.5 GAS_US_mini -18.75 JPY -3.125 LEANHOG -5.0 LIVECOW -10.0 NASDAQ_micro -0.5 NZD -5.0 PLAT -7.5 RUSSELL -0.5 US30 -15.625 VIX -75.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -242.8918 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -10.0 BTP -32.664 CAD 10.0 COPPER 25.0 CORN 12.5 CRUDE_W -50.0 DAX 38.108 DOW -4.5 EURIBOR-ICE 13.61 EUROSTX 97.992 GASOIL -0.0 GASOLINE 42.0 GAS_US_mini -37.5 JPY -12.5 LEANHOG -30.0 LIVECOW 100.0 NASDAQ_micro -140.5 NZD 5.0 PLAT -60.0 RUSSELL -5.0 US30 -0.0 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 11.546 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -15.0 BTP -43.552 CAD 5.0 COPPER -0.0 CORN 0.0 CRUDE_W -70.0 DAX 21.776 DOW -5.0 EURIBOR-ICE 0.0 EUROSTX 87.104 GASOIL -50.0 GASOLINE 21.0 GAS_US_mini -75.0 JPY -18.75 LEANHOG -40.0 LIVECOW 80.0 NASDAQ_micro -141.5 NZD -0.0 PLAT -75.0 RUSSELL -6.0 US30 -31.25 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -406.172 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 CAD 0 COPPER 0 CORN 0 CRUDE_W 0 DAX 0 DOW 0 EURIBOR-ICE 0 EUROSTX 0 GASOIL 0 GASOLINE 0 GAS_US_mini 0 JPY 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 NZD 0 PLAT 0 RUSSELL 0 US30 0 VIX 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 -12.5 BTP -38.108 CAD 7.5 COPPER 12.5 CORN 6.25 CRUDE_W -60.0 DAX 28.8532 DOW -4.75 EURIBOR-ICE 6.805 EUROSTX 92.548 GASOIL -25.0 GASOLINE 31.5 GAS_US_mini -56.25 JPY -15.625 LEANHOG -35.0 LIVECOW 90.0 NASDAQ_micro -141.0 NZD 2.5 PLAT -67.5 RUSSELL -5.5 US30 -15.625 VIX -0.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -198.4018 ******************************************************************************** END OF REPORT ********************************************************************************