******************************************************************************** Trades report produced on 07/08/2024 21:38 from 06/08/2024 21:38 to 07/08/2024 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14303 BUND caleb_strategy_v3 [20240900] 2024-08-07 07:01:15 [-1] 134.740000 14321 CHF caleb_strategy_v3 [20240900] 2024-08-07 14:16:34 [1] 1.163950 14312 CHF caleb_strategy_v3 [20240900] 2024-08-07 14:13:33 [1] 1.163350 14320 DOW caleb_strategy_v3 [20240900] 2024-08-07 14:16:34 [1] 39539.000000 14311 DOW caleb_strategy_v3 [20240900] 2024-08-07 14:05:32 [1] 39495.000000 14325 DOW caleb_strategy_v3 [20240900] 2024-08-07 14:16:41 [1] 39537.000000 14313 EUR caleb_strategy_v3 [20240900] 2024-08-07 14:13:34 [1] 1.094050 14304 EUROSTX caleb_strategy_v3 [20240900] 2024-08-07 07:01:16 [1] 4618.000000 14305 EUROSTX caleb_strategy_v3 [20240900] 2024-08-07 07:02:14 [1] 4616.000000 14306 EUROSTX caleb_strategy_v3 [20240900] 2024-08-07 07:03:14 [1] 4616.000000 14302 EUROSTX caleb_strategy_v3 [20240900] 2024-08-07 07:00:33 [1] 4620.000000 14308 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-07 13:10:06 [-1] 2421.600000 14300 JGB-SGX-mini caleb_strategy_v3 [20240900] 2024-08-07 02:12:48 [1] 145.160000 14299 NIKKEI caleb_strategy_v3 [20240900] 2024-08-07 02:02:34 [1] 35315.000000 14301 OAT caleb_strategy_v3 [20240900] 2024-08-07 07:00:31 [-1] 126.440000 14307 ROBUSTA caleb_strategy_v3 [20241100] 2024-08-07 09:00:20 [-1] 4253.000000 14310 RUSSELL caleb_strategy_v3 [20240900] 2024-08-07 14:04:55 [1] 2094.300000 14319 RUSSELL caleb_strategy_v3 [20240900] 2024-08-07 14:15:40 [1] 2094.500000 14324 RUSSELL caleb_strategy_v3 [20240900] 2024-08-07 14:16:40 [1] 2093.000000 14317 SP400 caleb_strategy_v3 [20240900] 2024-08-07 14:15:20 [-1] 2943.900000 14323 SP500_micro caleb_strategy_v3 [20240900] 2024-08-07 14:16:40 [1] 5346.000000 14309 SP500_micro caleb_strategy_v3 [20240900] 2024-08-07 14:04:54 [1] 5346.250000 14318 SP500_micro caleb_strategy_v3 [20240900] 2024-08-07 14:15:40 [1] 5348.250000 14314 US30 caleb_strategy_v3 [20240900] 2024-08-07 14:13:35 [1] 130.937500 14316 US5 caleb_strategy_v3 [20240900] 2024-08-07 14:13:38 [1] 108.859375 14331 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:34:27 [1] 22.600000 14315 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:13:37 [1] 22.400000 14322 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:16:35 [1] 22.550000 14326 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:21:53 [1] 22.500000 14327 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:25:57 [1] 22.550000 14328 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:27:31 [1] 22.600000 14329 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:27:54 [1] 22.650000 14330 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:34:19 [1] 22.600000 14332 VIX caleb_strategy_v3 [20241000] 2024-08-07 14:36:48 [1] 22.700000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14299 NIKKEI caleb_strategy_v3 2024-08-06 2024-08-07 03:00:19.186 2024-08-07 02:02:34 97219.186 NaN 14300 JGB-SGX-mini caleb_strategy_v3 2024-08-06 2024-08-07 03:02:49.546 2024-08-07 02:12:48 97369.546 NaN 14301 OAT caleb_strategy_v3 2024-08-06 2024-08-07 08:00:16.090 2024-08-07 07:00:31 115216.09 NaN 14303 BUND caleb_strategy_v3 2024-08-06 2024-08-07 08:01:14.226 2024-08-07 07:01:15 115274.226 NaN 14304 EUROSTX caleb_strategy_v3 2024-08-06 2024-08-07 08:01:16.067 2024-08-07 07:01:16 115276.067 NaN 14305 EUROSTX caleb_strategy_v3 2024-08-06 2024-08-07 08:02:14.154 2024-08-07 07:02:14 115334.154 NaN 14306 EUROSTX caleb_strategy_v3 2024-08-06 2024-08-07 08:03:14.162 2024-08-07 07:03:14 115394.162 NaN 14302 EUROSTX caleb_strategy_v3 2024-08-06 2024-08-07 08:00:33.106 2024-08-07 07:00:33 115233.106 NaN 14307 ROBUSTA caleb_strategy_v3 2024-08-06 2024-08-07 10:00:20.418 2024-08-07 09:00:20 122420.418 NaN 14308 GOLD_micro caleb_strategy_v3 2024-08-06 2024-08-07 14:00:29.406 2024-08-07 13:10:06 136829.406 NaN 14313 EUR caleb_strategy_v3 2024-08-06 2024-08-07 15:13:34.278 2024-08-07 14:13:34 141214.278 NaN 14314 US30 caleb_strategy_v3 2024-08-06 2024-08-07 15:13:35.546 2024-08-07 14:13:35 141215.546 NaN 14316 US5 caleb_strategy_v3 2024-08-06 2024-08-07 15:13:38.547 2024-08-07 14:13:38 141218.547 NaN 14317 SP400 caleb_strategy_v3 2024-08-06 2024-08-07 15:13:39.854 2024-08-07 14:15:20 141219.854 NaN 14312 CHF caleb_strategy_v3 2024-08-06 2024-08-07 15:05:33.738 2024-08-07 14:13:33 140733.738 NaN 14321 CHF caleb_strategy_v3 2024-08-06 2024-08-07 15:16:34.498 2024-08-07 14:16:34 141394.498 NaN 14323 SP500_micro caleb_strategy_v3 2024-08-06 2024-08-07 15:16:40.185 2024-08-07 14:16:40 141400.185 NaN 14309 SP500_micro caleb_strategy_v3 2024-08-06 2024-08-07 15:00:33.958 2024-08-07 14:04:54 140433.958 NaN 14318 SP500_micro caleb_strategy_v3 2024-08-06 2024-08-07 15:15:39.630 2024-08-07 14:15:40 141339.63 NaN 14324 RUSSELL caleb_strategy_v3 2024-08-06 2024-08-07 15:16:40.820 2024-08-07 14:16:40 141400.82 NaN 14310 RUSSELL caleb_strategy_v3 2024-08-06 2024-08-07 15:04:55.410 2024-08-07 14:04:55 140695.41 NaN 14319 RUSSELL caleb_strategy_v3 2024-08-06 2024-08-07 15:15:40.587 2024-08-07 14:15:40 141340.587 NaN 14320 DOW caleb_strategy_v3 2024-08-06 2024-08-07 15:15:41.185 2024-08-07 14:16:34 141341.185 NaN 14325 DOW caleb_strategy_v3 2024-08-06 2024-08-07 15:16:41.523 2024-08-07 14:16:41 141401.523 NaN 14311 DOW caleb_strategy_v3 2024-08-06 2024-08-07 15:04:56.598 2024-08-07 14:05:32 140696.598 NaN 14315 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:13:37.198 2024-08-07 14:13:37 141217.198 NaN 14322 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:16:35.334 2024-08-07 14:16:35 141395.334 NaN 14326 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:16:42.134 2024-08-07 14:21:53 141402.134 NaN 14327 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:21:56.853 2024-08-07 14:25:57 141716.853 NaN 14328 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:26:00.821 2024-08-07 14:27:31 141960.821 NaN 14329 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:27:35.498 2024-08-07 14:27:54 142055.498 NaN 14330 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:28:35.996 2024-08-07 14:34:19 142115.996 NaN 14331 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:34:22.862 2024-08-07 14:34:27 142462.862 NaN 14332 VIX caleb_strategy_v3 2024-08-06 2024-08-07 15:35:23.349 2024-08-07 14:36:48 142523.349 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 14299 NIKKEI caleb_strategy_v3 [1] 34010.0 None 34907.5 34910.0 34905.0 34905.0 35315.0 -897.5 -2.5 -405.0 -410.0 NaN -407.5 14300 JGB-SGX-mini caleb_strategy_v3 [1] 144.91 None 144.91 144.92 144.9 144.9 145.16 0.0 -0.01 -0.24 -0.26 NaN -0.25 14301 OAT caleb_strategy_v3 [-1] 126.48 None 126.435 126.43 126.44 126.44 126.44 -0.045 -0.005 0.01 -0.0 NaN 0.005 14303 BUND caleb_strategy_v3 [-1] 134.8 None 134.735 134.73 134.74 134.74 134.74 -0.065 -0.005 0.01 -0.0 NaN 0.005 14304 EUROSTX caleb_strategy_v3 [1] 4630.0 None 4625.5 4626.0 4625.0 4625.0 4618.0 4.5 -0.5 8.0 7.0 NaN 7.5 14305 EUROSTX caleb_strategy_v3 [1] 4630.0 None 4625.5 4626.0 4625.0 4625.0 4616.0 4.5 -0.5 10.0 9.0 NaN 9.5 14306 EUROSTX caleb_strategy_v3 [1] 4630.0 None 4625.5 4626.0 4625.0 4625.0 4616.0 4.5 -0.5 10.0 9.0 NaN 9.5 14302 EUROSTX caleb_strategy_v3 [1] 4630.0 None 4625.5 4626.0 4625.0 4625.0 4620.0 4.5 -0.5 6.0 5.0 NaN 5.5 14307 ROBUSTA caleb_strategy_v3 [-1] 4158.0 None 4247.5 4245.0 4250.0 4250.0 4253.0 89.5 -2.5 8.0 3.0 NaN 5.5 14308 GOLD_micro caleb_strategy_v3 [-1] 2411.3 None 2422.95 2422.8 2423.1 2423.1 2421.6 11.65 -0.15 -1.2 -1.5 NaN -1.35 14313 EUR caleb_strategy_v3 [1] 1.0952 None 1.094075 1.0941 1.09405 1.09405 1.09405 0.001125 -0.000025 0.00005 0.0 NaN 0.000025 14314 US30 caleb_strategy_v3 [1] 132.09375 None 130.953125 130.96875 130.9375 130.9375 130.9375 1.140625 -0.015625 0.03125 0.0 NaN 0.015625 14316 US5 caleb_strategy_v3 [1] 109.0625 None 108.871094 108.875 108.867188 108.867188 108.859375 0.191406 -0.003906 0.015625 0.007812 NaN 0.011719 14317 SP400 caleb_strategy_v3 [-1] 2928.8 None 2946.9 2946.4 2947.4 2947.4 2943.9 18.1 -0.5 -2.5 -3.5 NaN -3.0 14312 CHF caleb_strategy_v3 [1] 1.17755 None 1.16235 1.1624 1.1623 1.1623 1.16335 0.0152 -0.00005 -0.00095 -0.00105 NaN -0.001 14321 CHF caleb_strategy_v3 [1] 1.17755 None 1.1633 1.16335 1.16325 1.16325 1.16395 0.01425 -0.00005 -0.0006 -0.0007 NaN -0.00065 14323 SP500_micro caleb_strategy_v3 [1] 5311.5 None 5350.125 5350.25 5350.0 5350.0 5346.0 -38.625 -0.125 4.25 4.0 NaN 4.125 14309 SP500_micro caleb_strategy_v3 [1] 5311.5 None 5346.625 5346.75 5346.5 5346.5 5346.25 -35.125 -0.125 0.5 0.25 NaN 0.375 14318 SP500_micro caleb_strategy_v3 [1] 5311.5 None 5346.375 5346.5 5346.25 NaN 5348.25 -34.875 -0.125 -1.75 NaN NaN -1.875 14324 RUSSELL caleb_strategy_v3 [1] 2085.6 None 2092.55 2092.6 2092.5 2092.5 2093.0 -6.95 -0.05 -0.4 -0.5 NaN -0.45 14310 RUSSELL caleb_strategy_v3 [1] 2085.6 None 2102.2 2102.3 2102.1 2102.1 2094.3 -16.6 -0.1 8.0 7.8 NaN 7.9 14319 RUSSELL caleb_strategy_v3 [1] 2085.6 None 2102.2 2102.3 2102.1 2102.1 2094.5 -16.6 -0.1 7.8 7.6 NaN 7.7 14320 DOW caleb_strategy_v3 [1] 39536.0 None 39494.5 39495.0 39494.0 39494.0 39539.0 41.5 -0.5 -44.0 -45.0 NaN -44.5 14325 DOW caleb_strategy_v3 [1] 39536.0 None 39540.0 39541.0 39539.0 39539.0 39537.0 -4.0 -1.0 4.0 2.0 NaN 3.0 14311 DOW caleb_strategy_v3 [1] 39536.0 None 39492.0 39493.0 39491.0 39491.0 39495.0 44.0 -1.0 -2.0 -4.0 NaN -3.0 14315 VIX caleb_strategy_v3 [1] 23.4 None 22.575 22.6 22.55 22.55 22.4 0.825 -0.025 0.2 0.15 NaN 0.175 14322 VIX caleb_strategy_v3 [1] 23.4 None 22.575 22.6 22.55 22.55 22.55 0.825 -0.025 0.05 0.0 NaN 0.025 14326 VIX caleb_strategy_v3 [1] 23.4 None 22.575 22.6 22.55 22.55 22.5 0.825 -0.025 0.1 0.05 NaN 0.075 14327 VIX caleb_strategy_v3 [1] 23.4 None 22.45 22.5 22.4 22.4 22.55 0.95 -0.05 -0.05 -0.15 NaN -0.1 14328 VIX caleb_strategy_v3 [1] 23.4 None 22.525 22.55 22.5 22.5 22.6 0.875 -0.025 -0.05 -0.1 NaN -0.075 14329 VIX caleb_strategy_v3 [1] 23.4 None 22.575 22.6 22.55 22.55 22.65 0.825 -0.025 -0.05 -0.1 NaN -0.075 14330 VIX caleb_strategy_v3 [1] 23.4 None 22.625 22.65 22.6 22.6 22.6 0.775 -0.025 0.05 0.0 NaN 0.025 14331 VIX caleb_strategy_v3 [1] 23.4 None 22.55 22.6 22.5 22.5 22.6 0.85 -0.05 0.0 -0.1 NaN -0.05 14332 VIX caleb_strategy_v3 [1] 23.4 None 22.575 22.6 22.55 22.55 22.7 0.825 -0.025 -0.1 -0.15 NaN -0.125 ================================================================================================================================================================ 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 14299 NIKKEI caleb_strategy_v3 [1] 17272.065649 -519.625167 -1.447424 -234.482666 -237.377514 NaN -235.93009 14300 JGB-SGX-mini caleb_strategy_v3 [1] 7.703712 0.0 -12.980755 -311.538109 -337.499618 NaN -324.518864 14301 OAT caleb_strategy_v3 [-1] 7.994589 -56.288071 -6.25423 12.50846 -0.0 NaN 6.25423 14303 BUND caleb_strategy_v3 [-1] 9.017091 -72.085333 -5.545026 11.090051 -0.0 NaN 5.545026 14304 EUROSTX caleb_strategy_v3 [1] 819.393428 54.918673 -6.102075 97.633197 85.429047 NaN 91.531122 14305 EUROSTX caleb_strategy_v3 [1] 819.393428 54.918673 -6.102075 122.041496 109.837347 NaN 115.939422 14306 EUROSTX caleb_strategy_v3 [1] 819.393428 54.918673 -6.102075 122.041496 109.837347 NaN 115.939422 14302 EUROSTX caleb_strategy_v3 [1] 819.393428 54.918673 -6.102075 73.224898 61.020748 NaN 67.122823 14307 ROBUSTA caleb_strategy_v3 [-1] 1257.293884 711.846301 -19.883975 63.62872 23.86077 NaN 43.744745 14308 GOLD_micro caleb_strategy_v3 [-1] 357.748518 325.64775 -4.192889 -33.543116 -41.928895 NaN -37.736005 14313 EUR caleb_strategy_v3 [1] 0.066011 170.425241 -3.787228 7.574455 0.0 NaN 3.787228 14314 US30 caleb_strategy_v3 [1] 22.949868 497.007207 -6.808318 13.616636 0.0 NaN 6.808318 14316 US5 caleb_strategy_v3 [1] 5.214273 367.081385 -7.491457 29.965827 14.982914 NaN 22.47437 14317 SP400 caleb_strategy_v3 [-1] 599.73917 301.797863 -8.336958 -41.684788 -58.358703 NaN -50.021745 14312 CHF caleb_strategy_v3 [1] 0.106059 1433.168881 -4.714371 -89.573055 -99.001798 NaN -94.287426 14321 CHF caleb_strategy_v3 [1] 0.106059 1343.595826 -4.714371 -56.572456 -66.001198 NaN -61.286827 14323 SP500_micro caleb_strategy_v3 [1] 865.275615 -446.389559 -1.444626 49.117298 46.228045 NaN 47.672671 14309 SP500_micro caleb_strategy_v3 [1] 865.275615 -405.940019 -1.444626 5.778506 2.889253 NaN 4.333879 14318 SP500_micro caleb_strategy_v3 [1] 865.275615 -403.050766 -1.444626 -20.22477 NaN NaN -21.669396 14324 RUSSELL caleb_strategy_v3 [1] 553.290654 -125.612098 -0.903684 -7.229473 -9.036842 NaN -8.133157 14310 RUSSELL caleb_strategy_v3 [1] 553.290654 -300.023141 -1.807368 144.589466 140.974729 NaN 142.782097 14319 RUSSELL caleb_strategy_v3 [1] 553.290654 -300.023141 -1.807368 140.974729 137.359992 NaN 139.167361 14320 DOW caleb_strategy_v3 [1] 5505.912065 75.373525 -0.908115 -79.914099 -81.730328 NaN -80.822213 14325 DOW caleb_strategy_v3 [1] 5505.912065 -7.264918 -1.81623 7.264918 3.632459 NaN 5.448689 14311 DOW caleb_strategy_v3 [1] 5505.912065 79.914099 -1.81623 -3.632459 -7.264918 NaN -5.448689 14315 VIX caleb_strategy_v3 [1] 20.812314 396.399947 -12.01212 96.096957 72.072718 NaN 84.084837 14322 VIX caleb_strategy_v3 [1] 20.812314 396.399947 -12.01212 24.024239 0.0 NaN 12.01212 14326 VIX caleb_strategy_v3 [1] 20.812314 396.399947 -12.01212 48.048478 24.024239 NaN 36.036359 14327 VIX caleb_strategy_v3 [1] 20.812314 456.460545 -24.024239 -24.024239 -72.072718 NaN -48.048478 14328 VIX caleb_strategy_v3 [1] 20.812314 420.424186 -12.01212 -24.024239 -48.048478 NaN -36.036359 14329 VIX caleb_strategy_v3 [1] 20.812314 396.399947 -12.01212 -24.024239 -48.048478 NaN -36.036359 14330 VIX caleb_strategy_v3 [1] 20.812314 372.375708 -12.01212 24.024239 0.0 NaN 12.01212 14331 VIX caleb_strategy_v3 [1] 20.812314 408.412066 -24.024239 0.0 -48.048478 NaN -24.024239 14332 VIX caleb_strategy_v3 [1] 20.812314 396.399947 -12.01212 -48.048478 -72.072718 NaN -60.060598 ========================================================================================================================================================================= 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 14299 NIKKEI caleb_strategy_v3 [1] 0.680189 -610.469466 -1.700472 -275.476472 -278.877416 NaN -277.176944 14300 JGB-SGX-mini caleb_strategy_v3 [1] 680.18882 0.0 -6.801888 -163.245317 -176.849093 NaN -170.047205 14301 OAT caleb_strategy_v3 [-1] 1090.85 -49.08825 -5.45425 10.9085 -0.0 NaN 5.45425 14303 BUND caleb_strategy_v3 [-1] 1090.85 -70.90525 -5.45425 10.9085 -0.0 NaN 5.45425 14304 EUROSTX caleb_strategy_v3 [1] 10.9085 49.08825 -5.45425 87.268 76.3595 NaN 81.81375 14305 EUROSTX caleb_strategy_v3 [1] 10.9085 49.08825 -5.45425 109.085 98.1765 NaN 103.63075 14306 EUROSTX caleb_strategy_v3 [1] 10.9085 49.08825 -5.45425 109.085 98.1765 NaN 103.63075 14302 EUROSTX caleb_strategy_v3 [1] 10.9085 49.08825 -5.45425 65.451 54.5425 NaN 59.99675 14307 ROBUSTA caleb_strategy_v3 [-1] 10.0 895.0 -25.0 80.0 30.0 NaN 55.0 14308 GOLD_micro caleb_strategy_v3 [-1] 10.0 116.5 -1.5 -12.0 -15.0 NaN -13.5 14313 EUR caleb_strategy_v3 [1] 125000.0 140.625 -3.125 6.25 0.0 NaN 3.125 14314 US30 caleb_strategy_v3 [1] 1000.0 1140.625 -15.625 31.25 0.0 NaN 15.625 14316 US5 caleb_strategy_v3 [1] 1000.0 191.40625 -3.90625 15.625 7.8125 NaN 11.71875 14317 SP400 caleb_strategy_v3 [-1] 100.0 1810.0 -50.0 -250.0 -350.0 NaN -300.0 14312 CHF caleb_strategy_v3 [1] 125000.0 1900.0 -6.25 -118.75 -131.25 NaN -125.0 14321 CHF caleb_strategy_v3 [1] 125000.0 1781.25 -6.25 -75.0 -87.5 NaN -81.25 14323 SP500_micro caleb_strategy_v3 [1] 5.0 -193.125 -0.625 21.25 20.0 NaN 20.625 14309 SP500_micro caleb_strategy_v3 [1] 5.0 -175.625 -0.625 2.5 1.25 NaN 1.875 14318 SP500_micro caleb_strategy_v3 [1] 5.0 -174.375 -0.625 -8.75 NaN NaN -9.375 14324 RUSSELL caleb_strategy_v3 [1] 5.0 -34.75 -0.25 -2.0 -2.5 NaN -2.25 14310 RUSSELL caleb_strategy_v3 [1] 5.0 -83.0 -0.5 40.0 39.0 NaN 39.5 14319 RUSSELL caleb_strategy_v3 [1] 5.0 -83.0 -0.5 39.0 38.0 NaN 38.5 14320 DOW caleb_strategy_v3 [1] 0.5 20.75 -0.25 -22.0 -22.5 NaN -22.25 14325 DOW caleb_strategy_v3 [1] 0.5 -2.0 -0.5 2.0 1.0 NaN 1.5 14311 DOW caleb_strategy_v3 [1] 0.5 22.0 -0.5 -1.0 -2.0 NaN -1.5 14315 VIX caleb_strategy_v3 [1] 1000.0 825.0 -25.0 200.0 150.0 NaN 175.0 14322 VIX caleb_strategy_v3 [1] 1000.0 825.0 -25.0 50.0 0.0 NaN 25.0 14326 VIX caleb_strategy_v3 [1] 1000.0 825.0 -25.0 100.0 50.0 NaN 75.0 14327 VIX caleb_strategy_v3 [1] 1000.0 950.0 -50.0 -50.0 -150.0 NaN -100.0 14328 VIX caleb_strategy_v3 [1] 1000.0 875.0 -25.0 -50.0 -100.0 NaN -75.0 14329 VIX caleb_strategy_v3 [1] 1000.0 825.0 -25.0 -50.0 -100.0 NaN -75.0 14330 VIX caleb_strategy_v3 [1] 1000.0 775.0 -25.0 50.0 0.0 NaN 25.0 14331 VIX caleb_strategy_v3 [1] 1000.0 850.0 -50.0 0.0 -100.0 NaN -50.0 14332 VIX caleb_strategy_v3 [1] 1000.0 825.0 -25.0 -100.0 -150.0 NaN -125.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -70.90525 CHF 3681.25 DOW 40.75 EUR 140.625 EUROSTX 196.353 GOLD_micro 116.5 JGB-SGX-mini 0.0 NIKKEI -610.469466 OAT -49.08825 ROBUSTA 895.0 RUSSELL -200.75 SP400 1810.0 SP500_micro -543.125 US30 1140.625 US5 191.40625 VIX 7575.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 14313.171284 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.45425 CHF -12.5 DOW -1.25 EUR -3.125 EUROSTX -21.817 GOLD_micro -1.5 JGB-SGX-mini -6.801888 NIKKEI -1.700472 OAT -5.45425 ROBUSTA -25.0 RUSSELL -1.25 SP400 -50.0 SP500_micro -1.875 US30 -15.625 US5 -3.90625 VIX -275.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -432.25911 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 10.9085 CHF -193.75 DOW -21.0 EUR 6.25 EUROSTX 370.889 GOLD_micro -12.0 JGB-SGX-mini -163.245317 NIKKEI -275.476472 OAT 10.9085 ROBUSTA 80.0 RUSSELL 77.0 SP400 -250.0 SP500_micro 15.0 US30 31.25 US5 15.625 VIX 150.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -147.640789 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -0.0 CHF -218.75 DOW -23.5 EUR 0.0 EUROSTX 327.255 GOLD_micro -15.0 JGB-SGX-mini -176.849093 NIKKEI -278.877416 OAT -0.0 ROBUSTA 30.0 RUSSELL 74.5 SP400 -350.0 SP500_micro 21.25 US30 0.0 US5 7.8125 VIX -400.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1002.15901 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 DOW 0 EUR 0 EUROSTX 0 GOLD_micro 0 JGB-SGX-mini 0 NIKKEI 0 OAT 0 ROBUSTA 0 RUSSELL 0 SP400 0 SP500_micro 0 US30 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 BUND 5.45425 CHF -206.25 DOW -22.25 EUR 3.125 EUROSTX 349.072 GOLD_micro -13.5 JGB-SGX-mini -170.047205 NIKKEI -277.176944 OAT 5.45425 ROBUSTA 55.0 RUSSELL 75.75 SP400 -300.0 SP500_micro 13.125 US30 15.625 US5 11.71875 VIX -125.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -579.899899 ******************************************************************************** END OF REPORT ********************************************************************************