******************************************************************************** Trades report produced on 06/08/2024 21:37 from 05/08/2024 21:37 to 06/08/2024 21:37 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14274 CAD caleb_strategy_v3 [20240900] 2024-08-06 14:01:00 [1] 0.724850 14281 CAD caleb_strategy_v3 [20240900] 2024-08-06 14:25:04 [1] 0.725700 14270 CRUDE_W caleb_strategy_v3 [20241200] 2024-08-06 13:00:58 [-1] 70.670000 14267 DAX caleb_strategy_v3 [20240900] 2024-08-06 07:09:26 [-1] 17537.000000 14288 DOW caleb_strategy_v3 [20240900] 2024-08-06 14:26:10 [-1] 39277.000000 14284 DOW caleb_strategy_v3 [20240900] 2024-08-06 14:25:05 [-1] 39264.000000 14286 DOW caleb_strategy_v3 [20240900] 2024-08-06 14:25:10 [-1] 39269.000000 14279 DOW caleb_strategy_v3 [20240900] 2024-08-06 14:06:16 [-1] 39154.000000 14268 EUROSTX caleb_strategy_v3 [20240900] 2024-08-06 07:09:27 [-1] 4620.000000 14269 GASOIL caleb_strategy_v3 [20241100] 2024-08-06 08:00:40 [1] 708.000000 14272 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-06 13:01:00 [-1] 2414.700000 14271 HEATOIL caleb_strategy_v3 [20241100] 2024-08-06 13:01:00 [-1] 2.312200 14266 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-08-06 02:02:16 [1] 144.810000 14265 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-08-06 02:01:16 [1] 144.700000 14282 MXP caleb_strategy_v3 [20240900] 2024-08-06 14:25:04 [-1] 0.051330 14277 MXP caleb_strategy_v3 [20240900] 2024-08-06 14:06:13 [-1] 0.051180 14276 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-08-06 14:06:12 [1] 18140.750000 14264 NIKKEI caleb_strategy_v3 [20240900] 2024-08-06 02:00:22 [-1] 34330.000000 14273 PLAT caleb_strategy_v3 [20241000] 2024-08-06 13:01:31 [-1] 915.300000 14293 SOYBEAN caleb_strategy_v3 [20241100] 2024-08-06 14:31:12 [1] 1028.500000 14280 SP500_micro caleb_strategy_v3 [20240900] 2024-08-06 14:15:18 [1] 5271.000000 14275 US5 caleb_strategy_v3 [20240900] 2024-08-06 14:01:01 [1] 109.289063 14296 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:33:27 [1] 24.750000 14295 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:33:24 [1] 24.800000 14294 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:31:21 [1] 24.650000 14292 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:31:04 [1] 24.750000 14291 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:29:10 [1] 24.550000 14289 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:27:09 [1] 24.550000 14297 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:34:28 [1] 24.700000 14287 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:26:09 [1] 24.550000 14285 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:25:09 [1] 24.500000 14283 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:25:05 [1] 24.500000 14278 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:06:14 [1] 25.100000 14290 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:28:09 [1] 24.550000 14298 VIX caleb_strategy_v3 [20241000] 2024-08-06 14:35:34 [1] 24.500000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14264 NIKKEI caleb_strategy_v3 2024-08-05 2024-08-06 03:00:20.994 2024-08-06 02:00:22 97220.994 NaN 14265 JGB-SGX-mini caleb_strategy_v3 2024-08-05 2024-08-06 03:01:16.526 2024-08-06 02:01:16 97276.526 NaN 14266 JGB-SGX-mini caleb_strategy_v3 2024-08-05 2024-08-06 03:02:16.602 2024-08-06 02:02:16 97336.602 NaN 14267 DAX caleb_strategy_v3 2024-08-05 2024-08-06 08:00:33.766 2024-08-06 07:09:26 115233.766 NaN 14268 EUROSTX caleb_strategy_v3 2024-08-05 2024-08-06 08:09:27.204 2024-08-06 07:09:27 115767.204 NaN 14269 GASOIL caleb_strategy_v3 2024-08-05 2024-08-06 09:00:39.798 2024-08-06 08:00:40 118839.798 NaN 14270 CRUDE_W caleb_strategy_v3 2024-08-05 2024-08-06 14:00:58.042 2024-08-06 13:00:58 136858.042 NaN 14271 HEATOIL caleb_strategy_v3 2024-08-05 2024-08-06 14:00:58.946 2024-08-06 13:01:00 136858.946 NaN 14272 GOLD_micro caleb_strategy_v3 2024-08-05 2024-08-06 14:01:00.858 2024-08-06 13:01:00 136860.858 NaN 14273 PLAT caleb_strategy_v3 2024-08-05 2024-08-06 14:01:01.854 2024-08-06 13:01:31 136861.854 NaN 14275 US5 caleb_strategy_v3 2024-08-05 2024-08-06 15:01:00.986 2024-08-06 14:01:01 140460.986 NaN 14276 NASDAQ_micro caleb_strategy_v3 2024-08-05 2024-08-06 15:01:02.470 2024-08-06 14:06:12 140462.47 NaN 14280 SP500_micro caleb_strategy_v3 2024-08-05 2024-08-06 15:06:17.538 2024-08-06 14:15:18 140777.538 NaN 14281 CAD caleb_strategy_v3 2024-08-05 2024-08-06 15:15:21.809 2024-08-06 14:25:04 141321.809 NaN 14274 CAD caleb_strategy_v3 2024-08-05 2024-08-06 15:00:59.986 2024-08-06 14:01:00 140459.986 NaN 14282 MXP caleb_strategy_v3 2024-08-05 2024-08-06 15:25:04.640 2024-08-06 14:25:04 141904.64 NaN 14277 MXP caleb_strategy_v3 2024-08-05 2024-08-06 15:06:13.066 2024-08-06 14:06:13 140773.066 NaN 14288 DOW caleb_strategy_v3 2024-08-05 2024-08-06 15:26:10.319 2024-08-06 14:26:10 141970.319 NaN 14284 DOW caleb_strategy_v3 2024-08-05 2024-08-06 15:25:05.875 2024-08-06 14:25:05 141905.875 NaN 14286 DOW caleb_strategy_v3 2024-08-05 2024-08-06 15:25:10.393 2024-08-06 14:25:10 141910.393 NaN 14279 DOW caleb_strategy_v3 2024-08-05 2024-08-06 15:06:15.078 2024-08-06 14:06:16 140775.078 NaN 14293 SOYBEAN caleb_strategy_v3 2024-08-05 2024-08-06 15:31:06.514 2024-08-06 14:31:12 142266.514 NaN 14278 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:06:14.110 2024-08-06 14:06:14 399974.11 NaN 14283 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:25:05.257 2024-08-06 14:25:05 401105.257 NaN 14285 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:25:09.783 2024-08-06 14:25:09 401109.783 NaN 14287 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:26:09.675 2024-08-06 14:26:09 401169.675 NaN 14289 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:27:09.679 2024-08-06 14:27:09 401229.679 NaN 14290 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:28:09.607 2024-08-06 14:28:09 401289.607 NaN 14291 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:29:10.254 2024-08-06 14:29:10 401350.254 NaN 14292 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:30:10.345 2024-08-06 14:31:04 401410.345 NaN 14294 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:31:16.201 2024-08-06 14:31:21 401476.201 NaN 14295 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:32:16.558 2024-08-06 14:33:24 401536.558 NaN 14296 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:33:27.782 2024-08-06 14:33:27 401607.782 NaN 14297 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:34:27.707 2024-08-06 14:34:28 401667.707 NaN 14298 VIX caleb_strategy_v3 2024-08-02 2024-08-06 15:35:27.856 2024-08-06 14:35:34 401727.856 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 14264 NIKKEI caleb_strategy_v3 [-1] 33105.0 None 33932.5 33930.0 33935.0 33935.0 34330.0 827.5 -2.5 400.0 395.0 NaN 397.5 14265 JGB-SGX-mini caleb_strategy_v3 [1] 145.32 None 144.855 144.86 144.85 144.85 144.7 0.465 -0.005 0.16 0.15 NaN 0.155 14266 JGB-SGX-mini caleb_strategy_v3 [1] 145.32 None 144.855 144.86 144.85 144.85 144.81 0.465 -0.005 0.05 0.04 NaN 0.045 14267 DAX caleb_strategy_v3 [-1] 17440.0 None 17573.0 17572.0 17574.0 17574.0 17537.0 133.0 -1.0 -35.0 -37.0 NaN -36.0 14268 EUROSTX caleb_strategy_v3 [-1] 4600.0 None 4617.5 4617.0 4618.0 4618.0 4620.0 17.5 -0.5 3.0 2.0 NaN 2.5 14269 GASOIL caleb_strategy_v3 [1] 710.0 None 708.25 708.5 708.0 708.0 708.0 1.75 -0.25 0.5 0.0 NaN 0.25 14270 CRUDE_W caleb_strategy_v3 [-1] 71.49 None 70.625 70.62 70.63 70.63 70.67 -0.865 -0.005 0.05 0.04 NaN 0.045 14271 HEATOIL caleb_strategy_v3 [-1] 2.335 None 2.3097 2.3093 2.3101 2.3101 2.3122 -0.0253 -0.0004 0.0029 0.0021 NaN 0.0025 14272 GOLD_micro caleb_strategy_v3 [-1] 2423.5 None 2411.0 2410.8 2411.2 2411.2 2414.7 -12.5 -0.2 3.9 3.5 NaN 3.7 14273 PLAT caleb_strategy_v3 [-1] 916.7 None 916.0 915.9 916.1 916.1 915.3 -0.7 -0.1 -0.6 -0.8 NaN -0.7 14275 US5 caleb_strategy_v3 [1] 109.515625 None 109.292969 109.296875 109.289062 109.289062 109.289063 0.222656 -0.003906 0.007812 -0.0 NaN 0.003906 14276 NASDAQ_micro caleb_strategy_v3 [1] 17904.25 None 18044.125 18044.5 18043.75 18043.75 18140.75 -139.875 -0.375 -96.25 -97.0 NaN -96.625 14280 SP500_micro caleb_strategy_v3 [1] 5211.75 None 5263.0 5263.25 5262.75 5262.75 5271.0 -51.25 -0.25 -7.75 -8.25 NaN -8.0 14281 CAD caleb_strategy_v3 [1] 0.7238 None 0.724875 0.7249 0.72485 0.72485 0.7257 -0.001075 -0.000025 -0.0008 -0.00085 NaN -0.000825 14274 CAD caleb_strategy_v3 [1] 0.7238 None 0.724875 0.7249 0.72485 0.72485 0.72485 -0.001075 -0.000025 0.00005 0.0 NaN 0.000025 14282 MXP caleb_strategy_v3 [-1] 0.05098 None 0.05115 0.05114 0.05116 0.05116 0.05133 0.00017 -0.00001 0.00019 0.00017 NaN 0.00018 14277 MXP caleb_strategy_v3 [-1] 0.05098 None 0.05115 0.05114 0.05116 0.05116 0.05118 0.00017 -0.00001 0.00004 0.00002 NaN 0.00003 14288 DOW caleb_strategy_v3 [-1] 38815.0 None 39208.0 39207.0 39209.0 39209.0 39277.0 393.0 -1.0 70.0 68.0 NaN 69.0 14284 DOW caleb_strategy_v3 [-1] 38815.0 None 39153.0 39152.0 39154.0 39154.0 39264.0 338.0 -1.0 112.0 110.0 NaN 111.0 14286 DOW caleb_strategy_v3 [-1] 38815.0 None 39214.0 39213.0 39215.0 39215.0 39269.0 399.0 -1.0 56.0 54.0 NaN 55.0 14279 DOW caleb_strategy_v3 [-1] 38815.0 None 39153.0 39152.0 39154.0 39154.0 39154.0 338.0 -1.0 2.0 -0.0 NaN 1.0 14293 SOYBEAN caleb_strategy_v3 [1] 1041.5 None 1028.125 1028.25 1028.0 1028.0 1028.5 13.375 -0.125 -0.25 -0.5 NaN -0.375 14278 VIX caleb_strategy_v3 [1] 22.35 None 25.375 25.4 25.35 NaN 25.1 -3.025 -0.025 0.3 NaN NaN 0.275 14283 VIX caleb_strategy_v3 [1] 22.35 None 24.55 24.6 24.5 24.5 24.5 -2.2 -0.05 0.1 0.0 NaN 0.05 14285 VIX caleb_strategy_v3 [1] 22.35 None 24.575 24.6 24.55 24.55 24.5 -2.225 -0.025 0.1 0.05 NaN 0.075 14287 VIX caleb_strategy_v3 [1] 22.35 None 24.875 24.9 24.85 24.85 24.55 -2.525 -0.025 0.35 0.3 NaN 0.325 14289 VIX caleb_strategy_v3 [1] 22.35 None 24.875 24.9 24.85 24.85 24.55 -2.525 -0.025 0.35 0.3 NaN 0.325 14290 VIX caleb_strategy_v3 [1] 22.35 None 24.875 24.9 24.85 24.85 24.55 -2.525 -0.025 0.35 0.3 NaN 0.325 14291 VIX caleb_strategy_v3 [1] 22.35 None 24.7 24.75 24.65 24.65 24.55 -2.35 -0.05 0.2 0.1 NaN 0.15 14292 VIX caleb_strategy_v3 [1] 22.35 None 24.625 24.65 24.6 24.6 24.75 -2.275 -0.025 -0.1 -0.15 NaN -0.125 14294 VIX caleb_strategy_v3 [1] 22.35 None 24.675 24.7 24.65 24.65 24.65 -2.325 -0.025 0.05 0.0 NaN 0.025 14295 VIX caleb_strategy_v3 [1] 22.35 None 24.725 24.75 24.7 24.7 24.8 -2.375 -0.025 -0.05 -0.1 NaN -0.075 14296 VIX caleb_strategy_v3 [1] 22.35 None 24.775 24.8 24.75 24.75 24.75 -2.425 -0.025 0.05 0.0 NaN 0.025 14297 VIX caleb_strategy_v3 [1] 22.35 None 24.725 24.75 24.7 24.7 24.7 -2.375 -0.025 0.05 0.0 NaN 0.025 14298 VIX caleb_strategy_v3 [1] 22.35 None 24.475 24.5 24.45 24.45 24.5 -2.125 -0.025 0.0 -0.05 NaN -0.025 ================================================================================================================================================================ 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 14264 NIKKEI caleb_strategy_v3 [-1] 17346.378036 477.044832 -1.441223 230.595689 227.713243 NaN 229.154466 14265 JGB-SGX-mini caleb_strategy_v3 [1] 7.855496 591.942266 -6.364971 203.679059 190.949118 NaN 197.314089 14266 JGB-SGX-mini caleb_strategy_v3 [1] 7.855496 591.942266 -6.364971 63.649706 50.919765 NaN 57.284735 14267 DAX caleb_strategy_v3 [-1] 2895.196549 459.381592 -3.453997 -120.889893 -127.797887 NaN -124.34389 14268 EUROSTX caleb_strategy_v3 [-1] 837.701398 208.904988 -5.968714 35.812284 23.874856 NaN 29.84357 14269 GASOIL caleb_strategy_v3 [1] 207.156365 84.47725 -12.068179 24.136357 0.0 NaN 12.068179 14270 CRUDE_W caleb_strategy_v3 [-1] 19.159255 -451.478927 -2.609705 26.097048 20.877638 NaN 23.487343 14271 HEATOIL caleb_strategy_v3 [-1] 0.673714 -375.530481 -5.937241 43.044996 31.170514 NaN 37.107755 14272 GOLD_micro caleb_strategy_v3 [-1] 364.764984 -342.686402 -5.482982 106.918157 95.952193 NaN 101.435175 14273 PLAT caleb_strategy_v3 [-1] 271.12383 -25.818461 -3.688352 -22.130109 -29.506812 NaN -25.818461 14275 US5 caleb_strategy_v3 [1] 5.162357 431.307362 -7.566796 15.132623 -0.000969 NaN 7.565827 14276 NASDAQ_micro caleb_strategy_v3 [1] 4669.505805 -299.549901 -0.803083 -206.124596 -207.730762 NaN -206.927679 14280 SP500_micro caleb_strategy_v3 [1] 915.708322 -559.676032 -2.730127 -84.633937 -90.09419 NaN -87.364063 14281 CAD caleb_strategy_v3 [1] 0.034527 -311.349351 -7.240683 -231.701842 -246.183208 NaN -238.942525 14274 CAD caleb_strategy_v3 [1] 0.034527 -311.349351 -7.240683 14.481365 0.0 NaN 7.240683 14282 MXP caleb_strategy_v3 [-1] 0.007301 232.851196 -13.697129 260.245454 232.851196 NaN 246.548325 14277 MXP caleb_strategy_v3 [-1] 0.007301 232.851196 -13.697129 54.788517 27.394258 NaN 41.091387 14288 DOW caleb_strategy_v3 [-1] 5906.763034 665.339032 -1.692975 118.508225 115.122275 NaN 116.81525 14284 DOW caleb_strategy_v3 [-1] 5906.763034 572.225427 -1.692975 189.613159 186.22721 NaN 187.920185 14286 DOW caleb_strategy_v3 [-1] 5906.763034 675.49688 -1.692975 94.80658 91.42063 NaN 93.113605 14279 DOW caleb_strategy_v3 [-1] 5906.763034 572.225427 -1.692975 3.385949 -0.0 NaN 1.692975 14293 SOYBEAN caleb_strategy_v3 [1] 224.461813 595.869731 -5.568876 -11.137752 -22.275504 NaN -16.706628 14278 VIX caleb_strategy_v3 [1] 22.112944 -1367.977066 -11.305596 135.667147 NaN NaN 124.361551 14283 VIX caleb_strategy_v3 [1] 22.112944 -994.892411 -22.611191 45.222382 0.0 NaN 22.611191 14285 VIX caleb_strategy_v3 [1] 22.112944 -1006.198007 -11.305596 45.222382 22.611191 NaN 33.916787 14287 VIX caleb_strategy_v3 [1] 22.112944 -1141.865154 -11.305596 158.278338 135.667147 NaN 146.972743 14289 VIX caleb_strategy_v3 [1] 22.112944 -1141.865154 -11.305596 158.278338 135.667147 NaN 146.972743 14290 VIX caleb_strategy_v3 [1] 22.112944 -1141.865154 -11.305596 158.278338 135.667147 NaN 146.972743 14291 VIX caleb_strategy_v3 [1] 22.112944 -1062.725985 -22.611191 90.444765 45.222382 NaN 67.833574 14292 VIX caleb_strategy_v3 [1] 22.112944 -1028.809198 -11.305596 -45.222382 -67.833574 NaN -56.527978 14294 VIX caleb_strategy_v3 [1] 22.112944 -1051.420389 -11.305596 22.611191 0.0 NaN 11.305596 14295 VIX caleb_strategy_v3 [1] 22.112944 -1074.031581 -11.305596 -22.611191 -45.222382 NaN -33.916787 14296 VIX caleb_strategy_v3 [1] 22.112944 -1096.642772 -11.305596 22.611191 0.0 NaN 11.305596 14297 VIX caleb_strategy_v3 [1] 22.112944 -1074.031581 -11.305596 22.611191 0.0 NaN 11.305596 14298 VIX caleb_strategy_v3 [1] 22.112944 -960.975625 -11.305596 0.0 -22.611191 NaN -11.305596 ========================================================================================================================================================================= 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 14264 NIKKEI caleb_strategy_v3 [-1] 0.684746 566.627522 -1.711866 273.8985 270.474769 NaN 272.186634 14265 JGB-SGX-mini caleb_strategy_v3 [1] 684.74625 318.407006 -3.423731 109.5594 102.711938 NaN 106.135669 14266 JGB-SGX-mini caleb_strategy_v3 [1] 684.74625 318.407006 -3.423731 34.237313 27.38985 NaN 30.813581 14267 DAX caleb_strategy_v3 [-1] 1.0947 145.5951 -1.0947 -38.3145 -40.5039 NaN -39.4092 14268 EUROSTX caleb_strategy_v3 [-1] 10.947 191.5725 -5.4735 32.841 21.894 NaN 27.3675 14269 GASOIL caleb_strategy_v3 [1] 100.0 175.0 -25.0 50.0 0.0 NaN 25.0 14270 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -865.0 -5.0 50.0 40.0 NaN 45.0 14271 HEATOIL caleb_strategy_v3 [-1] 42000.0 -1062.6 -16.8 121.8 88.2 NaN 105.0 14272 GOLD_micro caleb_strategy_v3 [-1] 10.0 -125.0 -2.0 39.0 35.0 NaN 37.0 14273 PLAT caleb_strategy_v3 [-1] 50.0 -35.0 -5.0 -30.0 -40.0 NaN -35.0 14275 US5 caleb_strategy_v3 [1] 1000.0 222.65625 -3.90625 7.812 -0.0005 NaN 3.90575 14276 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -279.75 -0.75 -192.5 -194.0 NaN -193.25 14280 SP500_micro caleb_strategy_v3 [1] 5.0 -256.25 -1.25 -38.75 -41.25 NaN -40.0 14281 CAD caleb_strategy_v3 [1] 100000.0 -107.5 -2.5 -80.0 -85.0 NaN -82.5 14274 CAD caleb_strategy_v3 [1] 100000.0 -107.5 -2.5 5.0 0.0 NaN 2.5 14282 MXP caleb_strategy_v3 [-1] 500000.0 85.0 -5.0 95.0 85.0 NaN 90.0 14277 MXP caleb_strategy_v3 [-1] 500000.0 85.0 -5.0 20.0 10.0 NaN 15.0 14288 DOW caleb_strategy_v3 [-1] 0.5 196.5 -0.5 35.0 34.0 NaN 34.5 14284 DOW caleb_strategy_v3 [-1] 0.5 169.0 -0.5 56.0 55.0 NaN 55.5 14286 DOW caleb_strategy_v3 [-1] 0.5 199.5 -0.5 28.0 27.0 NaN 27.5 14279 DOW caleb_strategy_v3 [-1] 0.5 169.0 -0.5 1.0 -0.0 NaN 0.5 14293 SOYBEAN caleb_strategy_v3 [1] 50.0 668.75 -6.25 -12.5 -25.0 NaN -18.75 14278 VIX caleb_strategy_v3 [1] 1000.0 -3025.0 -25.0 300.0 NaN NaN 275.0 14283 VIX caleb_strategy_v3 [1] 1000.0 -2200.0 -50.0 100.0 0.0 NaN 50.0 14285 VIX caleb_strategy_v3 [1] 1000.0 -2225.0 -25.0 100.0 50.0 NaN 75.0 14287 VIX caleb_strategy_v3 [1] 1000.0 -2525.0 -25.0 350.0 300.0 NaN 325.0 14289 VIX caleb_strategy_v3 [1] 1000.0 -2525.0 -25.0 350.0 300.0 NaN 325.0 14290 VIX caleb_strategy_v3 [1] 1000.0 -2525.0 -25.0 350.0 300.0 NaN 325.0 14291 VIX caleb_strategy_v3 [1] 1000.0 -2350.0 -50.0 200.0 100.0 NaN 150.0 14292 VIX caleb_strategy_v3 [1] 1000.0 -2275.0 -25.0 -100.0 -150.0 NaN -125.0 14294 VIX caleb_strategy_v3 [1] 1000.0 -2325.0 -25.0 50.0 0.0 NaN 25.0 14295 VIX caleb_strategy_v3 [1] 1000.0 -2375.0 -25.0 -50.0 -100.0 NaN -75.0 14296 VIX caleb_strategy_v3 [1] 1000.0 -2425.0 -25.0 50.0 0.0 NaN 25.0 14297 VIX caleb_strategy_v3 [1] 1000.0 -2375.0 -25.0 50.0 0.0 NaN 25.0 14298 VIX caleb_strategy_v3 [1] 1000.0 -2125.0 -25.0 0.0 -50.0 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD -215.0 CRUDE_W -865.0 DAX 145.5951 DOW 734.0 EUROSTX 191.5725 GASOIL 175.0 GOLD_micro -125.0 HEATOIL -1062.6 JGB-SGX-mini 636.814013 MXP 170.0 NASDAQ_micro -279.75 NIKKEI 566.627522 PLAT -35.0 SOYBEAN 668.75 SP500_micro -256.25 US5 222.65625 VIX -31275.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -30602.584615 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -5.0 CRUDE_W -5.0 DAX -1.0947 DOW -2.0 EUROSTX -5.4735 GASOIL -25.0 GOLD_micro -2.0 HEATOIL -16.8 JGB-SGX-mini -6.847463 MXP -10.0 NASDAQ_micro -0.75 NIKKEI -1.711866 PLAT -5.0 SOYBEAN -6.25 SP500_micro -1.25 US5 -3.90625 VIX -375.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -473.083778 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD -75.0 CRUDE_W 50.0 DAX -38.3145 DOW 120.0 EUROSTX 32.841 GASOIL 50.0 GOLD_micro 39.0 HEATOIL 121.8 JGB-SGX-mini 143.796713 MXP 115.0 NASDAQ_micro -192.5 NIKKEI 273.8985 PLAT -30.0 SOYBEAN -12.5 SP500_micro -38.75 US5 7.812 VIX 1750.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 2317.083713 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD -85.0 CRUDE_W 40.0 DAX -40.5039 DOW 116.0 EUROSTX 21.894 GASOIL 0.0 GOLD_micro 35.0 HEATOIL 88.2 JGB-SGX-mini 130.101788 MXP 95.0 NASDAQ_micro -194.0 NIKKEI 270.474769 PLAT -40.0 SOYBEAN -25.0 SP500_micro -41.25 US5 -0.0005 VIX 750.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1120.916156 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CRUDE_W 0 DAX 0 DOW 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 HEATOIL 0 JGB-SGX-mini 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 PLAT 0 SOYBEAN 0 SP500_micro 0 US5 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 CAD -80.0 CRUDE_W 45.0 DAX -39.4092 DOW 118.0 EUROSTX 27.3675 GASOIL 25.0 GOLD_micro 37.0 HEATOIL 105.0 JGB-SGX-mini 136.94925 MXP 105.0 NASDAQ_micro -193.25 NIKKEI 272.186634 PLAT -35.0 SOYBEAN -18.75 SP500_micro -40.0 US5 3.90575 VIX 1375.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1843.999934 ******************************************************************************** END OF REPORT ********************************************************************************