******************************************************************************** Trades report produced on 02/08/2024 21:38 from 01/08/2024 21:38 to 02/08/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14213 BUND caleb_strategy_v3 [20240900] 2024-08-02 07:15:39.000 [1] 134.770000 14212 BUXL caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.423 [0] NaN 14215 BUXL caleb_strategy_v3 [20240900] 2024-08-02 07:24:16.000 [1] 136.920000 14220 CANOLA caleb_strategy_v3 [20250100] 2024-08-02 13:16:24.000 [1] 618.200000 14232 CHF caleb_strategy_v3 [20240900] 2024-08-02 14:26:31.000 [1] 1.167750 14225 CHF caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.573 [0] NaN 14229 EUR caleb_strategy_v3 [20240900] 2024-08-02 14:25:26.000 [-1] 1.093250 14214 EUROSTX caleb_strategy_v3 [20240900] 2024-08-02 07:22:23.000 [-1] 4720.000000 14216 GASOIL _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-02 08:00:28.000 [1] 745.750000 14217 GASOIL _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-02 08:03:24.000 [-1] 741.250000 14221 GAS_US_mini caleb_strategy_v3 [20241000] 2024-08-02 13:16:25.000 [-1] 2.140000 14228 GBP caleb_strategy_v3 [20240900] 2024-08-02 14:25:22.000 [-1] 1.283700 14224 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-02 13:16:54.000 [1] 2480.000000 14222 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-02 13:16:26.000 [1] 2479.100000 14206 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-08-02 02:01:09.000 [1] 143.600000 14226 JPY caleb_strategy_v3 [20240900] 2024-08-02 14:15:34.000 [1] 0.006852 14237 LEANHOG caleb_strategy_v3 [20241000] 2024-08-02 14:30:11.000 [1] 76.150000 14239 LIVECOW caleb_strategy_v3 [20241000] 2024-08-02 14:34:47.000 [-1] 180.575000 14209 NIKKEI caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.270 [0] NaN 14210 NIKKEI caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.345 [0] NaN 14208 NIKKEI caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.191 [0] NaN 14207 NIKKEI caleb_strategy_v3 [20240900] 2024-08-02 19:45:09.111 [0] NaN 14211 NIKKEI caleb_strategy_v3 [20240900] 2024-08-02 02:43:01.000 [-1] 36185.000000 14219 PLAT caleb_strategy_v3 [20241000] 2024-08-02 13:10:57.000 [1] 979.400000 14218 SILVER-mini caleb_strategy_v3 [20241200] 2024-08-02 19:45:09.499 [0] NaN 14223 SILVER-mini caleb_strategy_v3 [20241200] 2024-08-02 13:16:53.000 [-1] 29.275000 14238 SOYBEAN caleb_strategy_v3 [20241100] 2024-08-02 14:30:12.000 [-1] 1026.500000 14230 SP500_micro caleb_strategy_v3 [20240900] 2024-08-02 14:25:27.000 [1] 5348.750000 14227 US10U caleb_strategy_v3 [20240900] 2024-08-02 14:25:19.000 [1] 118.265625 14233 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:26:32.000 [1] 21.400000 14234 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:27:09.000 [1] 21.400000 14235 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:28:10.000 [1] 21.350000 14236 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:29:10.000 [1] 21.400000 14242 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:45:44.000 [1] 21.900000 14241 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:35:04.000 [1] 21.700000 14231 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:25:49.000 [1] 21.450000 14240 VIX caleb_strategy_v3 [20241000] 2024-08-02 14:34:50.000 [1] 21.650000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14206 JGB-SGX-mini caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:00:21.846 2024-08-02 02:01:09.000 97221.846 NaN 14213 BUND caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 08:10:37.734 2024-08-02 07:15:39.000 115837.734 NaN 14214 EUROSTX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 08:15:49.622 2024-08-02 07:22:23.000 116149.622 NaN 14216 GASOIL _ROLL_PSEUDO_STRATEGY 2024-08-01 19:00:00 2024-08-02 09:00:27.776 2024-08-02 08:00:28.000 50427.776 NaN 14217 GASOIL _ROLL_PSEUDO_STRATEGY 2024-08-01 19:00:00 2024-08-02 09:00:30.034 2024-08-02 08:03:24.000 50430.034 NaN 14219 PLAT caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:10:56.966 2024-08-02 13:10:57.000 137456.966 NaN 14220 CANOLA caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:10:58.610 2024-08-02 13:16:24.000 137458.61 NaN 14221 GAS_US_mini caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:16:25.547 2024-08-02 13:16:25.000 137785.547 NaN 14224 GOLD_micro caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:16:54.113 2024-08-02 13:16:54.000 137814.113 NaN 14222 GOLD_micro caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:16:26.842 2024-08-02 13:16:26.000 137786.842 NaN 14226 JPY caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:10:52.146 2024-08-02 14:15:34.000 141052.146 NaN 14227 US10U caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:15:35.270 2024-08-02 14:25:19.000 141335.27 NaN 14228 GBP caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:25:20.331 2024-08-02 14:25:22.000 141920.331 NaN 14229 EUR caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:25:23.478 2024-08-02 14:25:26.000 141923.478 NaN 14230 SP500_micro caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:25:27.586 2024-08-02 14:25:27.000 141927.586 NaN 14237 LEANHOG caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:30:11.115 2024-08-02 14:30:11.000 142211.115 NaN 14238 SOYBEAN caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:30:12.443 2024-08-02 14:30:12.000 142212.443 NaN 14239 LIVECOW caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:30:13.666 2024-08-02 14:34:47.000 142213.666 NaN 14240 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:34:48.048 2024-08-02 14:34:50.000 142488.048 NaN 14241 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:34:54.012 2024-08-02 14:35:04.000 142494.012 NaN 14242 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:35:54.052 2024-08-02 14:45:44.000 142554.052 NaN 14231 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:25:29.110 2024-08-02 14:25:49.000 141929.11 NaN 14233 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:26:32.135 2024-08-02 14:26:32.000 141992.135 NaN 14234 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:27:09.414 2024-08-02 14:27:09.000 142029.414 NaN 14235 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:28:10.045 2024-08-02 14:28:10.000 142090.045 NaN 14236 VIX caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:29:10.534 2024-08-02 14:29:10.000 142150.534 NaN 14218 SILVER-mini caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:00:55.886 2024-08-02 19:45:09.499 136855.886 20653.613 14223 SILVER-mini caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 14:16:41.694 2024-08-02 13:16:53.000 137801.694 NaN 14232 CHF caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:26:09.430 2024-08-02 14:26:31.000 141969.43 NaN 14225 CHF caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 15:00:51.002 2024-08-02 19:45:09.573 140451.002 17058.571 14212 BUXL caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 08:00:36.202 2024-08-02 19:45:09.423 115236.202 42273.221 14215 BUXL caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 08:22:23.585 2024-08-02 07:24:16.000 116543.585 NaN 14208 NIKKEI caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:11:27.130 2024-08-02 19:45:09.191 97887.13 59622.061 14209 NIKKEI caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:21:30.991 2024-08-02 19:45:09.270 98490.991 59018.279 14210 NIKKEI caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:31:34.876 2024-08-02 19:45:09.345 99094.876 58414.469 14211 NIKKEI caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:41:38.756 2024-08-02 02:43:01.000 99698.756 NaN 14207 NIKKEI caleb_strategy_v3 2024-08-01 00:00:00 2024-08-02 03:01:23.419 2024-08-02 19:45:09.111 97283.419 60225.692 ======================================================================================================================================================================================================================================== 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 14206 JGB-SGX-mini caleb_strategy_v3 [1] 143.29 None 143.605 143.61 143.6 143.6 143.6 -0.315 -0.005 0.01 0.0 NaN 0.005 14213 BUND caleb_strategy_v3 [1] 134.37 None 134.705 134.71 134.7 134.7 134.77 -0.335 -0.005 -0.06 -0.07 NaN -0.065 14214 EUROSTX caleb_strategy_v3 [-1] 4761.0 None 4724.5 4724.0 4725.0 4725.0 4720.0 -36.5 -0.5 -4.0 -5.0 NaN -4.5 14216 GASOIL _ROLL_PSEUDO_STRATEGY [1] 742.75 None 746.125 746.25 746.0 746.0 745.75 -3.375 -0.125 0.5 0.25 NaN 0.375 14217 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 739.0 None 742.125 742.0 742.25 742.25 741.25 3.125 -0.125 -0.75 -1.0 NaN -0.875 14219 PLAT caleb_strategy_v3 [1] 969.4 None 980.8 981.0 980.6 980.6 979.4 -11.4 -0.2 1.6 1.2 NaN 1.4 14220 CANOLA caleb_strategy_v3 [1] 617.6 None 615.95 616.1 615.8 615.8 618.2 1.65 -0.15 -2.1 -2.4 NaN -2.25 14221 GAS_US_mini caleb_strategy_v3 [-1] 2.1 None 2.1325 2.13 2.135 NaN 2.14 0.0325 -0.0025 0.01 NaN NaN 0.0075 14224 GOLD_micro caleb_strategy_v3 [1] 2460.5 None 2483.65 2483.8 2483.5 2483.5 2480.0 -23.15 -0.15 3.8 3.5 NaN 3.65 14222 GOLD_micro caleb_strategy_v3 [1] 2460.5 None 2483.65 2483.8 2483.5 2483.5 2479.1 -23.15 -0.15 4.7 4.4 NaN 4.55 14226 JPY caleb_strategy_v3 [1] 0.00673 None 0.006842 0.006842 0.006841 0.006841 0.006852 -0.000112 -0.0 -0.00001 -0.000011 NaN -0.00001 14227 US10U caleb_strategy_v3 [1] 116.734375 None 118.101562 118.109375 118.09375 118.09375 118.265625 -1.367188 -0.007812 -0.15625 -0.171875 NaN -0.164062 14228 GBP caleb_strategy_v3 [-1] 1.2737 None 1.28365 1.2836 1.2837 1.2837 1.2837 0.00995 -0.00005 0.0001 -0.0 NaN 0.00005 14229 EUR caleb_strategy_v3 [-1] 1.08075 None 1.093225 1.0932 1.09325 1.09325 1.09325 0.012475 -0.000025 0.00005 -0.0 NaN 0.000025 14230 SP500_micro caleb_strategy_v3 [1] 5454.5 None 5352.625 5352.75 5352.5 5352.5 5348.75 101.875 -0.125 4.0 3.75 NaN 3.875 14237 LEANHOG caleb_strategy_v3 [1] 77.125 None 76.4375 76.45 76.425 76.425 76.15 0.6875 -0.0125 0.3 0.275 NaN 0.2875 14238 SOYBEAN caleb_strategy_v3 [-1] 1016.0 None 1025.625 1025.5 1025.75 1025.75 1026.5 9.625 -0.125 1.0 0.75 NaN 0.875 14239 LIVECOW caleb_strategy_v3 [-1] 183.525 None 181.0 180.975 181.025 181.025 180.575 -2.525 -0.025 -0.4 -0.45 NaN -0.425 14240 VIX caleb_strategy_v3 [1] 19.65 None 21.575 21.6 21.55 21.55 21.65 -1.925 -0.025 -0.05 -0.1 NaN -0.075 14241 VIX caleb_strategy_v3 [1] 19.65 None 21.625 21.65 21.6 21.6 21.7 -1.975 -0.025 -0.05 -0.1 NaN -0.075 14242 VIX caleb_strategy_v3 [1] 19.65 None 21.375 21.4 21.35 21.35 21.9 -1.725 -0.025 -0.5 -0.55 NaN -0.525 14231 VIX caleb_strategy_v3 [1] 19.65 None 21.425 21.45 21.4 21.4 21.45 -1.775 -0.025 0.0 -0.05 NaN -0.025 14233 VIX caleb_strategy_v3 [1] 19.65 None 21.475 21.5 21.45 NaN 21.4 -1.825 -0.025 0.1 NaN NaN 0.075 14234 VIX caleb_strategy_v3 [1] 19.65 None 21.425 21.45 21.4 21.4 21.4 -1.775 -0.025 0.05 0.0 NaN 0.025 14235 VIX caleb_strategy_v3 [1] 19.65 None 21.425 21.45 21.4 21.4 21.35 -1.775 -0.025 0.1 0.05 NaN 0.075 14236 VIX caleb_strategy_v3 [1] 19.65 None 21.5 21.55 21.45 21.45 21.4 -1.85 -0.05 0.15 0.05 NaN 0.1 14218 SILVER-mini caleb_strategy_v3 [-1] 29.05 None 29.65625 29.6375 29.675 29.675 NaN 0.60625 -0.01875 NaN NaN NaN NaN 14223 SILVER-mini caleb_strategy_v3 [-1] 29.05 None 29.575 29.5625 29.5875 29.5875 29.275 0.525 -0.0125 -0.2875 -0.3125 NaN -0.3 14232 CHF caleb_strategy_v3 [1] 1.1513 None 1.165325 1.16535 1.1653 1.1653 1.16775 -0.014025 -0.000025 -0.0024 -0.00245 NaN -0.002425 14225 CHF caleb_strategy_v3 [1] 1.1513 None 1.1636 1.16365 1.16355 1.16355 NaN -0.0123 -0.00005 NaN NaN NaN NaN 14212 BUXL caleb_strategy_v3 [1] 136.06 None 136.49 136.5 136.48 136.48 NaN -0.43 -0.01 NaN NaN NaN NaN 14215 BUXL caleb_strategy_v3 [1] 136.06 None 136.63 136.64 136.62 136.62 136.92 -0.57 -0.01 -0.28 -0.3 NaN -0.29 14208 NIKKEI caleb_strategy_v3 [-1] 36500.0 None 36542.5 36540.0 36545.0 36545.0 NaN 42.5 -2.5 NaN NaN NaN NaN 14209 NIKKEI caleb_strategy_v3 [-1] 36500.0 None 36502.5 36500.0 36505.0 36505.0 NaN 2.5 -2.5 NaN NaN NaN NaN 14210 NIKKEI caleb_strategy_v3 [-1] 36500.0 None 36387.5 36385.0 36390.0 36390.0 NaN -112.5 -2.5 NaN NaN NaN NaN 14211 NIKKEI caleb_strategy_v3 [-1] 36500.0 None 36267.5 36265.0 36270.0 36270.0 36185.0 -232.5 -2.5 -80.0 -85.0 NaN -82.5 14207 NIKKEI caleb_strategy_v3 [-1] 36500.0 None 36557.5 36555.0 36560.0 36560.0 NaN 57.5 -2.5 NaN NaN NaN NaN ==================================================================================================================================================================== 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 14206 JGB-SGX-mini caleb_strategy_v3 [1] 7.061038 -446.110021 -7.081111 14.162223 0.0 NaN 7.081111 14213 BUND caleb_strategy_v3 [1] 8.693495 -385.34561 -5.751427 -69.017124 -80.519978 NaN -74.768551 14214 EUROSTX caleb_strategy_v3 [-1] 815.976745 -447.316669 -6.127626 -49.021005 -61.276256 NaN -55.14863 14216 GASOIL _ROLL_PSEUDO_STRATEGY [1] 216.203718 -156.102774 -5.781584 23.126337 11.563168 NaN 17.344753 14217 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 216.203718 144.539605 -5.781584 -34.689505 -46.252674 NaN -40.471089 14219 PLAT caleb_strategy_v3 [1] 235.05686 -484.989036 -8.50858 68.068637 51.051478 NaN 59.560057 14220 CANOLA caleb_strategy_v3 [1] 174.807481 94.389553 -8.580868 -120.132159 -137.293896 NaN -128.713027 14221 GAS_US_mini caleb_strategy_v3 [-1] 1.361401 238.724654 -18.363435 73.45374 NaN NaN 55.090305 14224 GOLD_micro caleb_strategy_v3 [1] 364.748028 -634.68472 -4.112428 104.181509 95.956653 NaN 100.069081 14222 GOLD_micro caleb_strategy_v3 [1] 364.748028 -634.68472 -4.112428 128.856077 120.631221 NaN 124.743649 14226 JPY caleb_strategy_v3 [1] 0.000785 -1420.954675 -6.371994 -127.439881 -140.183869 NaN -133.811875 14227 US10U caleb_strategy_v3 [1] 9.601701 -1423.901381 -8.136579 -162.731586 -179.004745 NaN -170.868166 14228 GBP caleb_strategy_v3 [-1] 0.085768 1160.10679 -5.829682 11.659365 -0.0 NaN 5.829682 14229 EUR caleb_strategy_v3 [-1] 0.0687 1815.875576 -3.639029 7.278058 -0.0 NaN 3.639029 14230 SP500_micro caleb_strategy_v3 [1] 866.889741 1175.178286 -1.441937 46.14197 43.258096 NaN 44.700033 14237 LEANHOG caleb_strategy_v3 [1] 21.350344 322.008856 -5.854706 140.512955 128.803542 NaN 134.658249 14238 SOYBEAN caleb_strategy_v3 [-1] 225.900729 426.072108 -5.533404 44.267232 33.200424 NaN 38.733828 14239 LIVECOW caleb_strategy_v3 [-1] 22.39702 -1127.38213 -11.162199 -178.595189 -200.919588 NaN -189.757388 14240 VIX caleb_strategy_v3 [1] 7.925004 -2429.020799 -31.545725 -63.091449 -126.182899 NaN -94.637174 14241 VIX caleb_strategy_v3 [1] 7.925004 -2492.112249 -31.545725 -63.091449 -126.182899 NaN -94.637174 14242 VIX caleb_strategy_v3 [1] 7.925004 -2176.655002 -31.545725 -630.914493 -694.005943 NaN -662.460218 14231 VIX caleb_strategy_v3 [1] 7.925004 -2239.746451 -31.545725 0.0 -63.091449 NaN -31.545725 14233 VIX caleb_strategy_v3 [1] 7.925004 -2302.837901 -31.545725 126.182899 NaN NaN 94.637174 14234 VIX caleb_strategy_v3 [1] 7.925004 -2239.746451 -31.545725 63.091449 0.0 NaN 31.545725 14235 VIX caleb_strategy_v3 [1] 7.925004 -2239.746451 -31.545725 126.182899 63.091449 NaN 94.637174 14236 VIX caleb_strategy_v3 [1] 7.925004 -2334.383625 -63.091449 189.274348 63.091449 NaN 126.182899 14218 SILVER-mini caleb_strategy_v3 [-1] 8.582529 706.376905 -21.846708 NaN NaN NaN NaN 14223 SILVER-mini caleb_strategy_v3 [-1] 8.582529 611.707835 -14.564472 -334.982862 -364.111807 NaN -349.547334 14232 CHF caleb_strategy_v3 [1] 0.093797 -1495.248428 -2.665327 -255.871389 -261.202043 NaN -258.536716 14225 CHF caleb_strategy_v3 [1] 0.093797 -1311.340867 -5.330654 NaN NaN NaN NaN 14212 BUXL caleb_strategy_v3 [1] 20.750445 -207.22447 -4.819174 NaN NaN NaN NaN 14215 BUXL caleb_strategy_v3 [1] 20.750445 -274.692902 -4.819174 -134.936864 -144.575212 NaN -139.756038 14208 NIKKEI caleb_strategy_v3 [-1] 12062.476303 35.23323 -2.072543 NaN NaN NaN NaN 14209 NIKKEI caleb_strategy_v3 [-1] 12062.476303 2.072543 -2.072543 NaN NaN NaN NaN 14210 NIKKEI caleb_strategy_v3 [-1] 12062.476303 -93.264432 -2.072543 NaN NaN NaN NaN 14211 NIKKEI caleb_strategy_v3 [-1] 12062.476303 -192.746493 -2.072543 -66.321374 -70.46646 NaN -68.393917 14207 NIKKEI caleb_strategy_v3 [-1] 12062.476303 47.668487 -2.072543 NaN NaN NaN NaN ============================================================================================================================================================================= 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 14206 JGB-SGX-mini caleb_strategy_v3 [1] 670.474964 -211.199614 -3.352375 6.70475 0.0 NaN 3.352375 14213 BUND caleb_strategy_v3 [1] 1080.25 -361.88375 -5.40125 -64.815 -75.6175 NaN -70.21625 14214 EUROSTX caleb_strategy_v3 [-1] 10.8025 -394.29125 -5.40125 -43.21 -54.0125 NaN -48.61125 14216 GASOIL _ROLL_PSEUDO_STRATEGY [1] 100.0 -337.5 -12.5 50.0 25.0 NaN 37.5 14217 GASOIL _ROLL_PSEUDO_STRATEGY [-1] 100.0 312.5 -12.5 -75.0 -100.0 NaN -87.5 14219 PLAT caleb_strategy_v3 [1] 50.0 -570.0 -10.0 80.0 60.0 NaN 70.0 14220 CANOLA caleb_strategy_v3 [1] 14.428973 23.807806 -2.164346 -30.300844 -34.629536 NaN -32.46519 14221 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 81.25 -6.25 25.0 NaN NaN 18.75 14224 GOLD_micro caleb_strategy_v3 [1] 10.0 -231.5 -1.5 38.0 35.0 NaN 36.5 14222 GOLD_micro caleb_strategy_v3 [1] 10.0 -231.5 -1.5 47.0 44.0 NaN 45.5 14226 JPY caleb_strategy_v3 [1] 12500000.0 -1393.75 -6.25 -125.0 -137.5 NaN -131.25 14227 US10U caleb_strategy_v3 [1] 1000.0 -1367.1875 -7.8125 -156.25 -171.875 NaN -164.0625 14228 GBP caleb_strategy_v3 [-1] 62500.0 621.875 -3.125 6.25 -0.0 NaN 3.125 14229 EUR caleb_strategy_v3 [-1] 125000.0 1559.375 -3.125 6.25 -0.0 NaN 3.125 14230 SP500_micro caleb_strategy_v3 [1] 5.0 509.375 -0.625 20.0 18.75 NaN 19.375 14237 LEANHOG caleb_strategy_v3 [1] 400.0 275.0 -5.0 120.0 110.0 NaN 115.0 14238 SOYBEAN caleb_strategy_v3 [-1] 50.0 481.25 -6.25 50.0 37.5 NaN 43.75 14239 LIVECOW caleb_strategy_v3 [-1] 400.0 -1010.0 -10.0 -160.0 -180.0 NaN -170.0 14240 VIX caleb_strategy_v3 [1] 1000.0 -1925.0 -25.0 -50.0 -100.0 NaN -75.0 14241 VIX caleb_strategy_v3 [1] 1000.0 -1975.0 -25.0 -50.0 -100.0 NaN -75.0 14242 VIX caleb_strategy_v3 [1] 1000.0 -1725.0 -25.0 -500.0 -550.0 NaN -525.0 14231 VIX caleb_strategy_v3 [1] 1000.0 -1775.0 -25.0 0.0 -50.0 NaN -25.0 14233 VIX caleb_strategy_v3 [1] 1000.0 -1825.0 -25.0 100.0 NaN NaN 75.0 14234 VIX caleb_strategy_v3 [1] 1000.0 -1775.0 -25.0 50.0 0.0 NaN 25.0 14235 VIX caleb_strategy_v3 [1] 1000.0 -1775.0 -25.0 100.0 50.0 NaN 75.0 14236 VIX caleb_strategy_v3 [1] 1000.0 -1850.0 -50.0 150.0 50.0 NaN 100.0 14218 SILVER-mini caleb_strategy_v3 [-1] 2500.0 1515.625 -46.875 NaN NaN NaN NaN 14223 SILVER-mini caleb_strategy_v3 [-1] 2500.0 1312.5 -31.25 -718.75 -781.25 NaN -750.0 14232 CHF caleb_strategy_v3 [1] 125000.0 -1753.125 -3.125 -300.0 -306.25 NaN -303.125 14225 CHF caleb_strategy_v3 [1] 125000.0 -1537.5 -6.25 NaN NaN NaN NaN 14212 BUXL caleb_strategy_v3 [1] 1080.25 -464.5075 -10.8025 NaN NaN NaN NaN 14215 BUXL caleb_strategy_v3 [1] 1080.25 -615.7425 -10.8025 -302.47 -324.075 NaN -313.2725 14208 NIKKEI caleb_strategy_v3 [-1] 0.670475 28.495186 -1.676187 NaN NaN NaN NaN 14209 NIKKEI caleb_strategy_v3 [-1] 0.670475 1.676187 -1.676187 NaN NaN NaN NaN 14210 NIKKEI caleb_strategy_v3 [-1] 0.670475 -75.428434 -1.676187 NaN NaN NaN NaN 14211 NIKKEI caleb_strategy_v3 [-1] 0.670475 -155.885429 -1.676187 -53.637997 -56.990372 NaN -55.314185 14207 NIKKEI caleb_strategy_v3 [-1] 0.670475 38.55231 -1.676187 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -25.0 caleb_strategy_v3 BUND -361.88375 BUXL -1080.25 CANOLA 23.807806 CHF -3290.625 EUR 1559.375 EUROSTX -394.29125 GAS_US_mini 81.25 GBP 621.875 GOLD_micro -463.0 JGB-SGX-mini -211.199614 JPY -1393.75 LEANHOG 275.0 LIVECOW -1010.0 NIKKEI -162.590179 PLAT -570.0 SILVER-mini 2828.125 SOYBEAN 481.25 SP500_micro 509.375 US10U -1367.1875 VIX -14625.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.0 caleb_strategy_v3 -18549.719487 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -25.0 caleb_strategy_v3 BUND -5.40125 BUXL -21.605 CANOLA -2.164346 CHF -9.375 EUR -3.125 EUROSTX -5.40125 GAS_US_mini -6.25 GBP -3.125 GOLD_micro -3.0 JGB-SGX-mini -3.352375 JPY -6.25 LEANHOG -5.0 LIVECOW -10.0 NIKKEI -8.380937 PLAT -10.0 SILVER-mini -78.125 SOYBEAN -6.25 SP500_micro -0.625 US10U -7.8125 VIX -225.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.0 caleb_strategy_v3 -420.242658 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -25.0 caleb_strategy_v3 BUND -64.815 BUXL -302.47 CANOLA -30.300844 CHF -300.0 EUR 6.25 EUROSTX -43.21 GAS_US_mini 25.0 GBP 6.25 GOLD_micro 85.0 JGB-SGX-mini 6.70475 JPY -125.0 LEANHOG 120.0 LIVECOW -160.0 NIKKEI -53.637997 PLAT 80.0 SILVER-mini -718.75 SOYBEAN 50.0 SP500_micro 20.0 US10U -156.25 VIX -200.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -25.0 caleb_strategy_v3 -1755.229092 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -75.0 caleb_strategy_v3 BUND -75.6175 BUXL -324.075 CANOLA -34.629536 CHF -306.25 EUR -0.0 EUROSTX -54.0125 GAS_US_mini 0 GBP -0.0 GOLD_micro 79.0 JGB-SGX-mini 0.0 JPY -137.5 LEANHOG 110.0 LIVECOW -180.0 NIKKEI -56.990372 PLAT 60.0 SILVER-mini -781.25 SOYBEAN 37.5 SP500_micro 18.75 US10U -171.875 VIX -700.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -75.0 caleb_strategy_v3 -2516.949908 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 0 caleb_strategy_v3 BUND 0 BUXL 0 CANOLA 0 CHF 0 EUR 0 EUROSTX 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JGB-SGX-mini 0 JPY 0 LEANHOG 0 LIVECOW 0 NIKKEI 0 PLAT 0 SILVER-mini 0 SOYBEAN 0 SP500_micro 0 US10U 0 VIX 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 GASOIL -50.0 caleb_strategy_v3 BUND -70.21625 BUXL -313.2725 CANOLA -32.46519 CHF -303.125 EUR 3.125 EUROSTX -48.61125 GAS_US_mini 18.75 GBP 3.125 GOLD_micro 82.0 JGB-SGX-mini 3.352375 JPY -131.25 LEANHOG 115.0 LIVECOW -170.0 NIKKEI -55.314185 PLAT 70.0 SILVER-mini -750.0 SOYBEAN 43.75 SP500_micro 19.375 US10U -164.0625 VIX -425.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -50.0 caleb_strategy_v3 -2104.8395 ******************************************************************************** END OF REPORT ********************************************************************************