******************************************************************************** Trades report produced on 20/08/2024 21:37 from 19/08/2024 21:37 to 20/08/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14429 AUD caleb_strategy_v3 [20240900] 2024-08-20 14:14:39.000 [1] 0.67445 14428 CHF caleb_strategy_v3 [20240900] 2024-08-20 14:14:34.000 [-1] 1.16830 14415 COPPER caleb_strategy_v3 [20240900] 2024-08-20 13:10:35.000 [1] 4.19700 14421 COTTON2 caleb_strategy_v3 [20241200] 2024-08-20 13:25:51.000 [-1] 69.08000 14416 COTTON2 caleb_strategy_v3 [20241200] 2024-08-20 19:45:07.519 [0] NaN 14417 CRUDE_W caleb_strategy_v3 [20241200] 2024-08-20 13:22:20.000 [-1] 72.55000 14410 EUROSTX caleb_strategy_v3 [20240900] 2024-08-20 07:02:00.000 [1] 4905.00000 14411 GASOIL caleb_strategy_v3 [20241100] 2024-08-20 08:06:24.000 [-1] 693.50000 14422 GAS_US_mini caleb_strategy_v3 [20241000] 2024-08-20 13:25:54.000 [1] 2.32000 14420 GAS_US_mini caleb_strategy_v3 [20241000] 2024-08-20 13:22:37.000 [1] 2.32500 14414 GAS_US_mini caleb_strategy_v3 [20241000] 2024-08-20 13:10:34.000 [1] 2.33500 14423 GBP caleb_strategy_v3 [20240900] 2024-08-20 14:00:06.000 [1] 1.30310 14413 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-20 19:45:07.439 [0] NaN 14419 GOLD_micro caleb_strategy_v3 [20241000] 2024-08-20 13:22:36.000 [-1] 2542.10000 14427 JPY caleb_strategy_v3 [20240900] 2024-08-20 14:12:34.000 [-1] 0.00687 14424 MXP caleb_strategy_v3 [20240900] 2024-08-20 14:03:19.000 [1] 0.05308 14430 NASDAQ_micro caleb_strategy_v3 [20240900] 2024-08-20 14:14:40.000 [1] 19852.50000 14418 PALLAD caleb_strategy_v3 [20240900] 2024-08-20 13:22:21.000 [1] 931.50000 14412 ROBUSTA caleb_strategy_v3 [20241100] 2024-08-20 09:06:01.000 [1] 4544.00000 14434 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:33:14.000 [-1] 2156.50000 14435 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:33:18.000 [-1] 2156.90000 14436 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:34:18.000 [-1] 2156.70000 14437 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:35:18.000 [-1] 2156.60000 14438 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:37:39.000 [-1] 2155.90000 14439 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:37:44.000 [-1] 2155.90000 14440 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:39:08.000 [-1] 2154.70000 14441 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:39:43.000 [-1] 2155.30000 14442 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 14:40:44.000 [-1] 2155.10000 14431 RUSSELL caleb_strategy_v3 [20240900] 2024-08-20 19:45:07.601 [0] NaN 14433 SOYBEAN caleb_strategy_v3 [20241100] 2024-08-20 14:31:58.000 [-1] 977.25000 14426 SP400 caleb_strategy_v3 [20240900] 2024-08-20 14:12:15.000 [1] 3038.40000 14425 US30 caleb_strategy_v3 [20240900] 2024-08-20 14:12:14.000 [-1] 133.12500 14432 VIX caleb_strategy_v3 [20241100] 2024-08-20 14:31:19.000 [-1] 17.60000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14410 EUROSTX caleb_strategy_v3 2024-08-19 2024-08-20 08:00:30.162 2024-08-20 07:02:00.000 115230.162 NaN 14411 GASOIL caleb_strategy_v3 2024-08-19 2024-08-20 09:00:14.563 2024-08-20 08:06:24.000 118814.563 NaN 14412 ROBUSTA caleb_strategy_v3 2024-08-19 2024-08-20 10:00:41.222 2024-08-20 09:06:01.000 122441.222 NaN 14415 COPPER caleb_strategy_v3 2024-08-19 2024-08-20 14:10:35.234 2024-08-20 13:10:35.000 137435.234 NaN 14417 CRUDE_W caleb_strategy_v3 2024-08-19 2024-08-20 14:20:38.430 2024-08-20 13:22:20.000 138038.43 NaN 14418 PALLAD caleb_strategy_v3 2024-08-19 2024-08-20 14:22:21.662 2024-08-20 13:22:21.000 138141.662 NaN 14422 GAS_US_mini caleb_strategy_v3 2024-08-19 2024-08-20 14:25:54.683 2024-08-20 13:25:54.000 138354.683 NaN 14420 GAS_US_mini caleb_strategy_v3 2024-08-19 2024-08-20 14:22:37.114 2024-08-20 13:22:37.000 138157.114 NaN 14414 GAS_US_mini caleb_strategy_v3 2024-08-19 2024-08-20 14:10:28.346 2024-08-20 13:10:34.000 137428.346 NaN 14423 GBP caleb_strategy_v3 2024-08-19 2024-08-20 15:00:02.231 2024-08-20 14:00:06.000 140402.231 NaN 14424 MXP caleb_strategy_v3 2024-08-19 2024-08-20 15:00:08.330 2024-08-20 14:03:19.000 140408.33 NaN 14425 US30 caleb_strategy_v3 2024-08-19 2024-08-20 15:03:20.606 2024-08-20 14:12:14.000 140600.606 NaN 14426 SP400 caleb_strategy_v3 2024-08-19 2024-08-20 15:12:15.666 2024-08-20 14:12:15.000 141135.666 NaN 14427 JPY caleb_strategy_v3 2024-08-19 2024-08-20 15:12:17.042 2024-08-20 14:12:34.000 141137.042 NaN 14428 CHF caleb_strategy_v3 2024-08-19 2024-08-20 15:12:35.662 2024-08-20 14:14:34.000 141155.662 NaN 14429 AUD caleb_strategy_v3 2024-08-19 2024-08-20 15:14:35.638 2024-08-20 14:14:39.000 141275.638 NaN 14430 NASDAQ_micro caleb_strategy_v3 2024-08-19 2024-08-20 15:14:40.538 2024-08-20 14:14:40.000 141280.538 NaN 14432 VIX caleb_strategy_v3 2024-08-19 2024-08-20 15:24:43.570 2024-08-20 14:31:19.000 141883.57 NaN 14433 SOYBEAN caleb_strategy_v3 2024-08-19 2024-08-20 15:31:46.870 2024-08-20 14:31:58.000 142306.87 NaN 14419 GOLD_micro caleb_strategy_v3 2024-08-19 2024-08-20 14:22:36.516 2024-08-20 13:22:36.000 138156.516 NaN 14413 GOLD_micro caleb_strategy_v3 2024-08-19 2024-08-20 14:00:27.254 2024-08-20 19:45:07.439 136827.254 20680.185 14416 COTTON2 caleb_strategy_v3 2024-08-19 2024-08-20 14:10:36.878 2024-08-20 19:45:07.519 137436.878 20070.641 14421 COTTON2 caleb_strategy_v3 2024-08-19 2024-08-20 14:22:37.731 2024-08-20 13:25:51.000 138157.731 NaN 14434 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:31:58.892 2024-08-20 14:33:14.000 142318.892 NaN 14435 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:33:18.403 2024-08-20 14:33:18.000 142398.403 NaN 14436 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:34:18.432 2024-08-20 14:34:18.000 142458.432 NaN 14437 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:35:18.251 2024-08-20 14:35:18.000 142518.251 NaN 14438 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:36:18.943 2024-08-20 14:37:39.000 142578.943 NaN 14439 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:37:43.033 2024-08-20 14:37:44.000 142663.033 NaN 14440 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:38:43.513 2024-08-20 14:39:08.000 142723.513 NaN 14441 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:39:43.579 2024-08-20 14:39:43.000 142783.579 NaN 14442 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:40:44.028 2024-08-20 14:40:44.000 142844.028 NaN 14431 RUSSELL caleb_strategy_v3 2024-08-19 2024-08-20 15:14:41.938 2024-08-20 19:45:07.601 141281.938 16225.663 =================================================================================================================================================================================================================================== 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 14410 EUROSTX caleb_strategy_v3 [1] 4894.0 None 4903.5 4904.0 4903.0 4903.0 4905.0 -9.5 -0.5 -1.0 -2.0 NaN -1.5 14411 GASOIL caleb_strategy_v3 [-1] 701.0 None 695.375 695.25 695.5 695.5 693.5 -5.625 -0.125 -1.75 -2.0 NaN -1.875 14412 ROBUSTA caleb_strategy_v3 [1] 4485.0 None 4539.0 4540.0 4538.0 4538.0 4544.0 -54.0 -1.0 -4.0 -6.0 NaN -5.0 14415 COPPER caleb_strategy_v3 [1] 4.191 None 4.19725 4.1975 4.197 4.197 4.197 -0.00625 -0.00025 0.0005 0.0 NaN 0.00025 14417 CRUDE_W caleb_strategy_v3 [-1] 72.6 None 72.555 72.55 72.56 72.56 72.55 -0.045 -0.005 -0.0 -0.01 NaN -0.005 14418 PALLAD caleb_strategy_v3 [1] 923.0 None 932.25 932.5 932.0 932.0 931.5 -9.25 -0.25 1.0 0.5 NaN 0.75 14422 GAS_US_mini caleb_strategy_v3 [1] 2.355 None 2.3325 2.335 2.33 2.33 2.32 0.0225 -0.0025 0.015 0.01 NaN 0.0125 14420 GAS_US_mini caleb_strategy_v3 [1] 2.355 None 2.3375 2.34 2.335 2.335 2.325 0.0175 -0.0025 0.015 0.01 NaN 0.0125 14414 GAS_US_mini caleb_strategy_v3 [1] 2.355 None 2.335 2.34 2.33 2.33 2.335 0.02 -0.005 0.005 -0.005 NaN 0.0 14423 GBP caleb_strategy_v3 [1] 1.2996 None 1.3032 1.3033 1.3031 1.3031 1.3031 -0.0036 -0.0001 0.0002 0.0 NaN 0.0001 14424 MXP caleb_strategy_v3 [1] 0.05327 None 0.05302 0.05303 0.05301 0.05301 0.05308 0.00025 -0.00001 -0.00005 -0.00007 NaN -0.00006 14425 US30 caleb_strategy_v3 [-1] 132.6875 None 133.265625 133.25 133.28125 133.28125 133.125 0.578125 -0.015625 -0.125 -0.15625 NaN -0.140625 14426 SP400 caleb_strategy_v3 [1] 3046.0 None 3043.85 3044.1 3043.6 3043.6 3038.4 2.15 -0.25 5.7 5.2 NaN 5.45 14427 JPY caleb_strategy_v3 [-1] 0.006847 None 0.006872 0.006871 0.006872 0.006872 0.00687 0.000025 -0.0 -0.000001 -0.000002 NaN -0.000001 14428 CHF caleb_strategy_v3 [-1] 1.16315 None 1.16875 1.1687 1.1688 1.1688 1.1683 0.0056 -0.00005 -0.0004 -0.0005 NaN -0.00045 14429 AUD caleb_strategy_v3 [1] 0.6734 None 0.6744 0.67445 0.67435 0.67435 0.67445 -0.001 -0.00005 0.0 -0.0001 NaN -0.00005 14430 NASDAQ_micro caleb_strategy_v3 [1] 19769.0 None 19896.75 19897.0 19896.5 19896.5 19852.5 -127.75 -0.25 44.5 44.0 NaN 44.25 14432 VIX caleb_strategy_v3 [-1] 17.4 None 17.675 17.65 17.7 17.7 17.6 0.275 -0.025 -0.05 -0.1 NaN -0.075 14433 SOYBEAN caleb_strategy_v3 [-1] 976.25 None 977.625 977.5 977.75 977.75 977.25 1.375 -0.125 -0.25 -0.5 NaN -0.375 14419 GOLD_micro caleb_strategy_v3 [-1] 2519.6 None 2540.65 2540.5 2540.8 2540.8 2542.1 21.05 -0.15 1.6 1.3 NaN 1.45 14413 GOLD_micro caleb_strategy_v3 [-1] 2519.6 None 2542.85 2542.7 2543.0 2543.0 NaN 23.25 -0.15 NaN NaN NaN NaN 14416 COTTON2 caleb_strategy_v3 [-1] 68.78 None 69.3 69.29 69.31 69.31 NaN 0.52 -0.01 NaN NaN NaN NaN 14421 COTTON2 caleb_strategy_v3 [-1] 68.78 None 69.185 69.17 69.2 69.2 69.08 0.405 -0.015 -0.09 -0.12 NaN -0.105 14434 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2163.1 2163.0 2163.2 2163.2 2156.5 -10.6 -0.1 -6.5 -6.7 NaN -6.6 14435 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2156.6 2156.5 2156.7 2156.7 2156.9 -17.1 -0.1 0.4 0.2 NaN 0.3 14436 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2156.6 2156.5 2156.7 2156.7 2156.7 -17.1 -0.1 0.2 -0.0 NaN 0.1 14437 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2156.5 2156.4 2156.6 2156.6 2156.6 -17.2 -0.1 0.2 -0.0 NaN 0.1 14438 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2156.5 2156.4 2156.6 2156.6 2155.9 -17.2 -0.1 -0.5 -0.7 NaN -0.6 14439 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2156.0 2155.9 2156.1 2156.1 2155.9 -17.7 -0.1 -0.0 -0.2 NaN -0.1 14440 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2155.55 2155.5 2155.6 2155.6 2154.7 -18.15 -0.05 -0.8 -0.9 NaN -0.85 14441 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2154.75 2154.7 2154.8 2154.8 2155.3 -18.95 -0.05 0.6 0.5 NaN 0.55 14442 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2154.75 2154.7 2154.8 2154.8 2155.1 -18.95 -0.05 0.4 0.3 NaN 0.35 14431 RUSSELL caleb_strategy_v3 [-1] 2173.7 None 2167.5 2167.4 2167.6 2167.6 NaN -6.2 -0.1 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 14410 EUROSTX caleb_strategy_v3 [1] 790.017357 -120.250523 -6.328975 -12.65795 -25.315899 NaN -18.986925 14411 GASOIL caleb_strategy_v3 [-1] 204.845126 -274.597698 -6.102171 -85.430395 -97.634737 NaN -91.532566 14412 ROBUSTA caleb_strategy_v3 [1] 1367.898444 -394.766148 -7.310484 -29.241937 -43.862905 NaN -36.552421 14415 COPPER caleb_strategy_v3 [1] 1.011757 -61.773724 -2.470949 4.941898 0.0 NaN 2.470949 14417 CRUDE_W caleb_strategy_v3 [-1] 19.229824 -23.40115 -2.600128 -0.0 -5.200256 NaN -2.600128 14418 PALLAD caleb_strategy_v3 [1] 395.836893 -233.682109 -6.315733 25.262931 12.631465 NaN 18.947198 14422 GAS_US_mini caleb_strategy_v3 [1] 1.348891 166.80368 -18.533742 111.202454 74.134969 NaN 92.668711 14420 GAS_US_mini caleb_strategy_v3 [1] 1.348891 129.736196 -18.533742 111.202454 74.134969 NaN 92.668711 14414 GAS_US_mini caleb_strategy_v3 [1] 1.348891 148.269938 -37.067485 37.067485 -37.067485 NaN 0.0 14423 GBP caleb_strategy_v3 [1] 0.088674 -405.979507 -11.277209 22.554417 0.0 NaN 11.277209 14424 MXP caleb_strategy_v3 [1] 0.008205 304.698932 -12.187957 -60.939786 -85.315701 NaN -73.127744 14425 US30 caleb_strategy_v3 [-1] 20.068825 288.07118 -7.785708 -62.285661 -77.857076 NaN -70.071368 14426 SP400 caleb_strategy_v3 [1] 579.489548 37.101618 -4.314142 98.36243 89.734147 NaN 94.048288 14427 JPY caleb_strategy_v3 [-1] 0.000864 289.189167 -5.783783 -11.567567 -23.135133 NaN -17.35135 14428 CHF caleb_strategy_v3 [-1] 0.102486 546.415967 -4.878714 -39.029712 -48.78714 NaN -43.908426 14429 AUD caleb_strategy_v3 [1] 0.058092 -172.139963 -8.606998 0.0 -17.213996 NaN -8.606998 14430 NASDAQ_micro caleb_strategy_v3 [1] 4524.955505 -282.323218 -0.552492 98.343508 97.238525 NaN 97.791017 14432 VIX caleb_strategy_v3 [-1] 17.846712 154.090007 -14.008182 -28.016365 -56.03273 NaN -42.024547 14433 SOYBEAN caleb_strategy_v3 [-1] 215.665615 63.756107 -5.79601 -11.592019 -23.184039 NaN -17.388029 14419 GOLD_micro caleb_strategy_v3 [-1] 371.387806 566.792976 -4.038905 43.081651 35.003842 NaN 39.042747 14413 GOLD_micro caleb_strategy_v3 [-1] 371.387806 626.030247 -4.038905 NaN NaN NaN NaN 14416 COTTON2 caleb_strategy_v3 [-1] 16.166429 321.654212 -6.185658 NaN NaN NaN NaN 14421 COTTON2 caleb_strategy_v3 [-1] 16.166429 250.519146 -9.278487 -55.670921 -74.227895 NaN -64.949408 14434 RUSSELL caleb_strategy_v3 [-1] 528.39724 -200.60665 -1.892516 -123.013512 -126.798543 NaN -124.906027 14435 RUSSELL caleb_strategy_v3 [-1] 528.39724 -323.620161 -1.892516 7.570062 3.785031 NaN 5.677547 14436 RUSSELL caleb_strategy_v3 [-1] 528.39724 -323.620161 -1.892516 3.785031 -0.0 NaN 1.892516 14437 RUSSELL caleb_strategy_v3 [-1] 528.39724 -325.512677 -1.892516 3.785031 -0.0 NaN 1.892516 14438 RUSSELL caleb_strategy_v3 [-1] 528.39724 -325.512677 -1.892516 -9.462578 -13.247609 NaN -11.355093 14439 RUSSELL caleb_strategy_v3 [-1] 528.39724 -334.975254 -1.892516 -0.0 -3.785031 NaN -1.892516 14440 RUSSELL caleb_strategy_v3 [-1] 528.39724 -343.491574 -0.946258 -15.140124 -17.03264 NaN -16.086382 14441 RUSSELL caleb_strategy_v3 [-1] 528.39724 -358.631699 -0.946258 11.355093 9.462578 NaN 10.408836 14442 RUSSELL caleb_strategy_v3 [-1] 528.39724 -358.631699 -0.946258 7.570062 5.677547 NaN 6.623804 14431 RUSSELL caleb_strategy_v3 [-1] 528.39724 -117.335965 -1.892516 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 14410 EUROSTX caleb_strategy_v3 [1] 11.076 -105.222 -5.538 -11.076 -22.152 NaN -16.614 14411 GASOIL caleb_strategy_v3 [-1] 100.0 -562.5 -12.5 -175.0 -200.0 NaN -187.5 14412 ROBUSTA caleb_strategy_v3 [1] 10.0 -540.0 -10.0 -40.0 -60.0 NaN -50.0 14415 COPPER caleb_strategy_v3 [1] 25000.0 -156.25 -6.25 12.5 0.0 NaN 6.25 14417 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -45.0 -5.0 -0.0 -10.0 NaN -5.0 14418 PALLAD caleb_strategy_v3 [1] 100.0 -925.0 -25.0 100.0 50.0 NaN 75.0 14422 GAS_US_mini caleb_strategy_v3 [1] 2500.0 56.25 -6.25 37.5 25.0 NaN 31.25 14420 GAS_US_mini caleb_strategy_v3 [1] 2500.0 43.75 -6.25 37.5 25.0 NaN 31.25 14414 GAS_US_mini caleb_strategy_v3 [1] 2500.0 50.0 -12.5 12.5 -12.5 NaN 0.0 14423 GBP caleb_strategy_v3 [1] 62500.0 -225.0 -6.25 12.5 0.0 NaN 6.25 14424 MXP caleb_strategy_v3 [1] 500000.0 125.0 -5.0 -25.0 -35.0 NaN -30.0 14425 US30 caleb_strategy_v3 [-1] 1000.0 578.125 -15.625 -125.0 -156.25 NaN -140.625 14426 SP400 caleb_strategy_v3 [1] 100.0 215.0 -25.0 570.0 520.0 NaN 545.0 14427 JPY caleb_strategy_v3 [-1] 12500000.0 312.5 -6.25 -12.5 -25.0 NaN -18.75 14428 CHF caleb_strategy_v3 [-1] 125000.0 700.0 -6.25 -50.0 -62.5 NaN -56.25 14429 AUD caleb_strategy_v3 [1] 100000.0 -100.0 -5.0 0.0 -10.0 NaN -5.0 14430 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -255.5 -0.5 89.0 88.0 NaN 88.5 14432 VIX caleb_strategy_v3 [-1] 1000.0 275.0 -25.0 -50.0 -100.0 NaN -75.0 14433 SOYBEAN caleb_strategy_v3 [-1] 50.0 68.75 -6.25 -12.5 -25.0 NaN -18.75 14419 GOLD_micro caleb_strategy_v3 [-1] 10.0 210.5 -1.5 16.0 13.0 NaN 14.5 14413 GOLD_micro caleb_strategy_v3 [-1] 10.0 232.5 -1.5 NaN NaN NaN NaN 14416 COTTON2 caleb_strategy_v3 [-1] 500.0 260.0 -5.0 NaN NaN NaN NaN 14421 COTTON2 caleb_strategy_v3 [-1] 500.0 202.5 -7.5 -45.0 -60.0 NaN -52.5 14434 RUSSELL caleb_strategy_v3 [-1] 5.0 -53.0 -0.5 -32.5 -33.5 NaN -33.0 14435 RUSSELL caleb_strategy_v3 [-1] 5.0 -85.5 -0.5 2.0 1.0 NaN 1.5 14436 RUSSELL caleb_strategy_v3 [-1] 5.0 -85.5 -0.5 1.0 -0.0 NaN 0.5 14437 RUSSELL caleb_strategy_v3 [-1] 5.0 -86.0 -0.5 1.0 -0.0 NaN 0.5 14438 RUSSELL caleb_strategy_v3 [-1] 5.0 -86.0 -0.5 -2.5 -3.5 NaN -3.0 14439 RUSSELL caleb_strategy_v3 [-1] 5.0 -88.5 -0.5 -0.0 -1.0 NaN -0.5 14440 RUSSELL caleb_strategy_v3 [-1] 5.0 -90.75 -0.25 -4.0 -4.5 NaN -4.25 14441 RUSSELL caleb_strategy_v3 [-1] 5.0 -94.75 -0.25 3.0 2.5 NaN 2.75 14442 RUSSELL caleb_strategy_v3 [-1] 5.0 -94.75 -0.25 2.0 1.5 NaN 1.75 14431 RUSSELL caleb_strategy_v3 [-1] 5.0 -31.0 -0.5 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -100.0 CHF 700.0 COPPER -156.25 COTTON2 462.5 CRUDE_W -45.0 EUROSTX -105.222 GASOIL -562.5 GAS_US_mini 150.0 GBP -225.0 GOLD_micro 443.0 JPY 312.5 MXP 125.0 NASDAQ_micro -255.5 PALLAD -925.0 ROBUSTA -540.0 RUSSELL -795.75 SOYBEAN 68.75 SP400 215.0 US30 578.125 VIX 275.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -380.347 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 CHF -6.25 COPPER -6.25 COTTON2 -12.5 CRUDE_W -5.0 EUROSTX -5.538 GASOIL -12.5 GAS_US_mini -25.0 GBP -6.25 GOLD_micro -3.0 JPY -6.25 MXP -5.0 NASDAQ_micro -0.5 PALLAD -25.0 ROBUSTA -10.0 RUSSELL -4.25 SOYBEAN -6.25 SP400 -25.0 US30 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -210.163 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 0.0 CHF -50.0 COPPER 12.5 COTTON2 -45.0 CRUDE_W -0.0 EUROSTX -11.076 GASOIL -175.0 GAS_US_mini 87.5 GBP 12.5 GOLD_micro 16.0 JPY -12.5 MXP -25.0 NASDAQ_micro 89.0 PALLAD 100.0 ROBUSTA -40.0 RUSSELL -30.0 SOYBEAN -12.5 SP400 570.0 US30 -125.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 311.424 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -10.0 CHF -62.5 COPPER 0.0 COTTON2 -60.0 CRUDE_W -10.0 EUROSTX -22.152 GASOIL -200.0 GAS_US_mini 37.5 GBP 0.0 GOLD_micro 13.0 JPY -25.0 MXP -35.0 NASDAQ_micro 88.0 PALLAD 50.0 ROBUSTA -60.0 RUSSELL -37.5 SOYBEAN -25.0 SP400 520.0 US30 -156.25 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -94.902 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CHF 0 COPPER 0 COTTON2 0 CRUDE_W 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JPY 0 MXP 0 NASDAQ_micro 0 PALLAD 0 ROBUSTA 0 RUSSELL 0 SOYBEAN 0 SP400 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 -5.0 CHF -56.25 COPPER 6.25 COTTON2 -52.5 CRUDE_W -5.0 EUROSTX -16.614 GASOIL -187.5 GAS_US_mini 62.5 GBP 6.25 GOLD_micro 14.5 JPY -18.75 MXP -30.0 NASDAQ_micro 88.5 PALLAD 75.0 ROBUSTA -50.0 RUSSELL -33.75 SOYBEAN -18.75 SP400 545.0 US30 -140.625 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 108.261 ******************************************************************************** END OF REPORT ********************************************************************************