******************************************************************************** Trades report produced on 28/08/2024 21:37 from 27/08/2024 21:37 to 28/08/2024 21:37 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14531 AUD caleb_strategy_v3 [20240900] 2024-08-28 14:00:20.000 [1] 0.678100 14537 AUD caleb_strategy_v3 [20240900] 2024-08-28 14:02:19.000 [1] 0.678100 14533 CHF caleb_strategy_v3 [20240900] 2024-08-28 14:00:39.000 [1] 1.187000 14505 COCOA caleb_strategy_v3 [20241200] 2024-08-28 13:00:51.000 [1] 7826.000000 14548 CORN caleb_strategy_v3 [20241200] 2024-08-28 14:36:09.000 [-1] 392.750000 14546 CORN caleb_strategy_v3 [20241200] 2024-08-28 14:35:36.000 [-1] 392.750000 14506 CRUDE_W caleb_strategy_v3 [20241200] 2024-08-28 13:00:53.000 [1] 72.960000 14496 DAX caleb_strategy_v3 [20240900] 2024-08-28 19:45:02.614 [0] NaN 14501 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:17:10.000 [1] 18796.000000 14502 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:20:15.000 [1] 18796.000000 14503 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:20:19.000 [1] 18796.000000 14500 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:16:09.000 [1] 18794.000000 14498 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:15:06.000 [1] 18795.000000 14499 DAX caleb_strategy_v3 [20240900] 2024-08-28 07:15:14.000 [1] 18794.000000 14535 DOW caleb_strategy_v3 [20240900] 2024-08-28 14:01:04.000 [1] 41390.000000 14538 DOW caleb_strategy_v3 [20240900] 2024-08-28 14:02:19.000 [1] 41374.000000 14534 EUR caleb_strategy_v3 [20240900] 2024-08-28 14:00:41.000 [1] 1.112300 14497 EUROSTX caleb_strategy_v3 [20240900] 2024-08-28 07:11:01.000 [1] 4926.000000 14511 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:11:55.000 [1] 2.030000 14510 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 19:45:02.725 [0] NaN 14509 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:01:51.000 [1] 2.045000 14514 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:19:13.000 [-1] 2.470000 14513 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:17:10.000 [1] 2.025000 14508 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:00:56.000 [-1] 2.485000 14515 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 19:45:02.836 [0] NaN 14516 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:29:17.000 [-1] 2.485000 14517 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:32:22.000 [1] 2.050000 14518 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:32:24.000 [-1] 2.480000 14512 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:17:07.000 [-1] 2.465000 14507 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:00:54.000 [1] 2.055000 14530 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:46:34.000 [-1] 2.475000 14522 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:34:40.000 [-1] 2.480000 14523 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:34:43.000 [1] 2.045000 14529 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:46:16.000 [1] 2.040000 14524 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:44:10.000 [-1] 2.480000 14519 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:32:34.000 [1] 2.050000 14525 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:44:13.000 [1] 2.040000 14526 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:44:58.000 [-1] 2.480000 14527 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:45:44.000 [1] 2.040000 14528 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:46:13.000 [-1] 2.475000 14521 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241000] 2024-08-28 13:33:27.000 [1] 2.050000 14520 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-08-28 13:32:35.000 [-1] 2.485000 14544 LEANHOG caleb_strategy_v3 [20241200] 2024-08-28 14:30:24.000 [1] 71.825000 14547 LIVECOW caleb_strategy_v3 [20241200] 2024-08-28 14:35:38.000 [1] 178.625000 14495 NIKKEI caleb_strategy_v3 [20240900] 2024-08-28 02:04:19.000 [1] 38205.000000 14504 ROBUSTA caleb_strategy_v3 [20241100] 2024-08-28 09:00:35.000 [-1] 4815.000000 14536 SP500_micro caleb_strategy_v3 [20240900] 2024-08-28 14:01:37.000 [-1] 5636.750000 14542 US5 _ROLL_PSEUDO_STRATEGY [20241200] 2024-08-28 19:45:02.949 [0] NaN 14541 US5 _ROLL_PSEUDO_STRATEGY [20240900] 2024-08-28 14:05:50.000 [-1] 109.187500 14539 US5 _ROLL_PSEUDO_STRATEGY [20240900] 2024-08-28 14:02:29.000 [-1] 109.187500 14543 US5 _ROLL_PSEUDO_STRATEGY [20241200] 2024-08-28 14:21:19.000 [1] 109.773438 14540 US5 _ROLL_PSEUDO_STRATEGY [20241200] 2024-08-28 14:05:46.000 [1] 109.734375 14532 VIX caleb_strategy_v3 [20241100] 2024-08-28 14:00:22.000 [-1] 17.350000 14545 WHEAT caleb_strategy_v3 [20241200] 2024-08-28 14:31:59.000 [1] 541.750000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14495 NIKKEI caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 03:01:16.246 2024-08-28 02:04:19.000 97276.246 NaN 14497 EUROSTX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:10:47.802 2024-08-28 07:11:01.000 115847.802 NaN 14504 ROBUSTA caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 10:00:35.490 2024-08-28 09:00:35.000 122435.49 NaN 14505 COCOA caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 14:00:51.746 2024-08-28 13:00:51.000 136851.746 NaN 14506 CRUDE_W caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 14:00:53.114 2024-08-28 13:00:53.000 136853.114 NaN 14532 VIX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:00:22.446 2024-08-28 14:00:22.000 140422.446 NaN 14533 CHF caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:00:24.442 2024-08-28 14:00:39.000 140424.442 NaN 14534 EUR caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:00:41.230 2024-08-28 14:00:41.000 140441.23 NaN 14536 SP500_micro caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:01:07.062 2024-08-28 14:01:37.000 140467.062 NaN 14537 AUD caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:02:19.198 2024-08-28 14:02:19.000 140539.198 NaN 14531 AUD caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:00:20.530 2024-08-28 14:00:20.000 140420.53 NaN 14538 DOW caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:02:19.796 2024-08-28 14:02:19.000 140539.796 NaN 14535 DOW caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:00:43.086 2024-08-28 14:01:04.000 140443.086 NaN 14544 LEANHOG caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:30:24.874 2024-08-28 14:30:24.000 142224.874 NaN 14545 WHEAT caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:30:26.354 2024-08-28 14:31:59.000 142226.354 NaN 14547 LIVECOW caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:35:38.347 2024-08-28 14:35:38.000 142538.347 NaN 14546 CORN caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:32:01.474 2024-08-28 14:35:36.000 142321.474 NaN 14548 CORN caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 15:35:42.343 2024-08-28 14:36:09.000 142542.343 NaN 14496 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:00:46.610 2024-08-28 19:45:02.614 115246.61 42256.004 14498 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:11:04.947 2024-08-28 07:15:06.000 115864.947 NaN 14499 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:15:09.915 2024-08-28 07:15:14.000 116109.915 NaN 14500 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:16:09.815 2024-08-28 07:16:09.000 116169.815 NaN 14501 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:17:10.445 2024-08-28 07:17:10.000 116230.445 NaN 14502 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:18:10.398 2024-08-28 07:20:15.000 116290.398 NaN 14503 DAX caleb_strategy_v3 2024-08-27 00:00:00 2024-08-28 08:20:19.041 2024-08-28 07:20:19.000 116419.041 NaN 14539 US5 _ROLL_PSEUDO_STRATEGY 2024-08-27 20:00:00 2024-08-28 15:02:20.562 2024-08-28 14:02:29.000 68540.562 NaN 14540 US5 _ROLL_PSEUDO_STRATEGY 2024-08-27 20:00:00 2024-08-28 15:02:29.834 2024-08-28 14:05:46.000 68549.834 NaN 14541 US5 _ROLL_PSEUDO_STRATEGY 2024-08-27 20:00:00 2024-08-28 15:05:50.205 2024-08-28 14:05:50.000 68750.205 NaN 14542 US5 _ROLL_PSEUDO_STRATEGY 2024-08-27 20:00:00 2024-08-28 15:05:51.501 2024-08-28 19:45:02.949 68751.501 16751.448 14543 US5 _ROLL_PSEUDO_STRATEGY 2024-08-27 20:00:00 2024-08-28 15:15:55.443 2024-08-28 14:21:19.000 69355.443 NaN 14507 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:00:54.438 2024-08-28 13:00:54.000 68454.438 NaN 14508 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:00:56.165 2024-08-28 13:00:56.000 68456.165 NaN 14509 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:01:51.436 2024-08-28 13:01:51.000 68511.436 NaN 14510 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:01:51.915 2024-08-28 19:45:02.725 68511.915 20590.81 14511 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:11:55.567 2024-08-28 13:11:55.000 69115.567 NaN 14512 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:11:56.194 2024-08-28 13:17:07.000 69116.194 NaN 14513 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:17:10.531 2024-08-28 13:17:10.000 69430.531 NaN 14514 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:17:11.355 2024-08-28 13:19:13.000 69431.355 NaN 14515 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:19:16.883 2024-08-28 19:45:02.836 69556.883 19545.953 14516 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:29:17.406 2024-08-28 13:29:17.000 70157.406 NaN 14517 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:29:21.014 2024-08-28 13:32:22.000 70161.014 NaN 14518 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:32:22.970 2024-08-28 13:32:24.000 70342.97 NaN 14519 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:32:27.868 2024-08-28 13:32:34.000 70347.868 NaN 14520 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:32:34.602 2024-08-28 13:32:35.000 70354.602 NaN 14521 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:33:27.785 2024-08-28 13:33:27.000 70407.785 NaN 14522 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:33:28.259 2024-08-28 13:34:40.000 70408.259 NaN 14523 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:34:43.715 2024-08-28 13:34:43.000 70483.715 NaN 14524 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:34:44.319 2024-08-28 13:44:10.000 70484.319 NaN 14525 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:44:13.767 2024-08-28 13:44:13.000 71053.767 NaN 14526 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:44:14.247 2024-08-28 13:44:58.000 71054.247 NaN 14527 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:45:13.820 2024-08-28 13:45:44.000 71113.82 NaN 14528 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:45:44.511 2024-08-28 13:46:13.000 71144.511 NaN 14529 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:46:16.895 2024-08-28 13:46:16.000 71176.895 NaN 14530 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-08-27 19:00:00 2024-08-28 14:46:17.534 2024-08-28 13:46:34.000 71177.534 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 14495 NIKKEI caleb_strategy_v3 [1] 38310.0 None 38162.5 38165.0 38160.0 38160.0 38205.0 147.5 -2.5 -40.0 -45.0 NaN -42.5 14497 EUROSTX caleb_strategy_v3 [1] 4921.0 None 4925.5 4926.0 4925.0 4925.0 4926.0 -4.5 -0.5 0.0 -1.0 NaN -0.5 14504 ROBUSTA caleb_strategy_v3 [-1] 4851.0 None 4795.5 4793.0 4798.0 4798.0 4815.0 -55.5 -2.5 22.0 17.0 NaN 19.5 14505 COCOA caleb_strategy_v3 [1] 7776.0 None 7854.0 7857.0 7851.0 7851.0 7826.0 -78.0 -3.0 31.0 25.0 NaN 28.0 14506 CRUDE_W caleb_strategy_v3 [1] 73.68 None 73.03 73.04 73.02 73.02 72.96 0.65 -0.01 0.08 0.06 NaN 0.07 14532 VIX caleb_strategy_v3 [-1] 17.4 None 17.275 17.25 17.3 17.3 17.35 -0.125 -0.025 0.1 0.05 NaN 0.075 14533 CHF caleb_strategy_v3 [1] 1.1911 None 1.18695 1.187 1.1869 1.1869 1.187 0.00415 -0.00005 0.0 -0.0001 NaN -0.00005 14534 EUR caleb_strategy_v3 [1] 1.11975 None 1.1126 1.11265 1.11255 1.11255 1.1123 0.00715 -0.00005 0.00035 0.00025 NaN 0.0003 14536 SP500_micro caleb_strategy_v3 [-1] 5642.5 None 5637.625 5637.5 5637.75 5637.75 5636.75 -4.875 -0.125 -0.75 -1.0 NaN -0.875 14537 AUD caleb_strategy_v3 [1] 0.67965 None 0.678325 0.67835 0.6783 0.6783 0.6781 0.001325 -0.000025 0.00025 0.0002 NaN 0.000225 14531 AUD caleb_strategy_v3 [1] 0.67965 None 0.678325 0.67835 0.6783 0.6783 0.6781 0.001325 -0.000025 0.00025 0.0002 NaN 0.000225 14538 DOW caleb_strategy_v3 [1] 41349.0 None 41389.5 41390.0 41389.0 41389.0 41374.0 -40.5 -0.5 16.0 15.0 NaN 15.5 14535 DOW caleb_strategy_v3 [1] 41349.0 None 41385.0 41386.0 41384.0 41384.0 41390.0 -36.0 -1.0 -4.0 -6.0 NaN -5.0 14544 LEANHOG caleb_strategy_v3 [1] 71.625 None 71.8625 71.875 71.85 71.85 71.825 -0.2375 -0.0125 0.05 0.025 NaN 0.0375 14545 WHEAT caleb_strategy_v3 [1] 535.0 None 542.125 542.25 542.0 542.0 541.75 -7.125 -0.125 0.5 0.25 NaN 0.375 14547 LIVECOW caleb_strategy_v3 [1] 178.4 None 178.725 178.75 178.7 178.7 178.625 -0.325 -0.025 0.125 0.075 NaN 0.1 14546 CORN caleb_strategy_v3 [-1] 392.5 None 392.625 392.5 392.75 392.75 392.75 0.125 -0.125 0.25 -0.0 NaN 0.125 14548 CORN caleb_strategy_v3 [-1] 392.5 None 392.875 392.75 393.0 393.0 392.75 0.375 -0.125 -0.0 -0.25 NaN -0.125 14496 DAX caleb_strategy_v3 [1] 18756.0 None 18769.0 18770.0 18768.0 18768.0 NaN -13.0 -1.0 NaN NaN NaN NaN 14498 DAX caleb_strategy_v3 [1] 18756.0 None 18783.5 18784.0 18783.0 18783.0 18795.0 -27.5 -0.5 -11.0 -12.0 NaN -11.5 14499 DAX caleb_strategy_v3 [1] 18756.0 None 18794.0 18795.0 18793.0 18793.0 18794.0 -38.0 -1.0 1.0 -1.0 NaN 0.0 14500 DAX caleb_strategy_v3 [1] 18756.0 None 18797.5 18798.0 18797.0 18797.0 18794.0 -41.5 -0.5 4.0 3.0 NaN 3.5 14501 DAX caleb_strategy_v3 [1] 18756.0 None 18797.5 18798.0 18797.0 18797.0 18796.0 -41.5 -0.5 2.0 1.0 NaN 1.5 14502 DAX caleb_strategy_v3 [1] 18756.0 None 18797.5 18798.0 18797.0 18797.0 18796.0 -41.5 -0.5 2.0 1.0 NaN 1.5 14503 DAX caleb_strategy_v3 [1] 18756.0 None 18795.0 18796.0 18794.0 18794.0 18796.0 -39.0 -1.0 0.0 -2.0 NaN -1.0 14539 US5 _ROLL_PSEUDO_STRATEGY [-1] 109.179688 None 109.191406 109.1875 109.195312 109.195312 109.1875 0.011719 -0.003906 -0.0 -0.007812 NaN -0.003906 14540 US5 _ROLL_PSEUDO_STRATEGY [1] 109.742188 None 109.738281 109.742188 109.734375 109.734375 109.734375 0.003906 -0.003906 0.007812 0.0 NaN 0.003906 14541 US5 _ROLL_PSEUDO_STRATEGY [-1] 109.179688 None 109.183594 109.179688 109.1875 109.1875 109.1875 0.003906 -0.003906 0.007812 -0.0 NaN 0.003906 14542 US5 _ROLL_PSEUDO_STRATEGY [1] 109.742188 None 109.707031 109.710938 109.703125 109.703125 NaN 0.035156 -0.003906 NaN NaN NaN NaN 14543 US5 _ROLL_PSEUDO_STRATEGY [1] 109.742188 None 109.730469 109.734375 109.726562 109.726562 109.773438 0.011719 -0.003906 -0.039063 -0.046875 NaN -0.042969 14507 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0825 2.085 2.08 2.08 2.055 0.0025 -0.0025 0.03 0.025 NaN 0.0275 14508 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.5125 2.51 2.515 NaN 2.485 0.0075 -0.0025 -0.025 NaN NaN -0.0275 14509 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0825 2.085 2.08 2.08 2.045 0.0025 -0.0025 0.04 0.035 NaN 0.0375 14510 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.5075 2.505 2.51 2.51 NaN 0.0025 -0.0025 NaN NaN NaN NaN 14511 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0825 2.085 2.08 2.08 2.03 0.0025 -0.0025 0.055 0.05 NaN 0.0525 14512 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4775 2.475 2.48 2.48 2.465 -0.0275 -0.0025 -0.01 -0.015 NaN -0.0125 14513 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0425 2.045 2.04 NaN 2.025 0.0425 -0.0025 0.02 NaN NaN 0.0175 14514 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4675 2.465 2.47 2.47 2.47 -0.0375 -0.0025 0.005 -0.0 NaN 0.0025 14515 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0325 2.035 2.03 2.03 NaN 0.0525 -0.0025 NaN NaN NaN NaN 14516 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4725 2.47 2.475 2.475 2.485 -0.0325 -0.0025 0.015 0.01 NaN 0.0125 14517 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0325 2.035 2.03 2.03 2.05 0.0525 -0.0025 -0.015 -0.02 NaN -0.0175 14518 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.485 2.48 2.49 2.49 2.48 -0.02 -0.005 -0.0 -0.01 NaN -0.005 14519 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0425 2.045 2.04 2.04 2.05 0.0425 -0.0025 -0.005 -0.01 NaN -0.0075 14520 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4825 2.48 2.485 2.485 2.485 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 14521 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0525 2.055 2.05 2.05 2.05 0.0325 -0.0025 0.005 0.0 NaN 0.0025 14522 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4875 2.485 2.49 2.49 2.48 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 14523 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0475 2.05 2.045 2.045 2.045 0.0375 -0.0025 0.005 0.0 NaN 0.0025 14524 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4825 2.48 2.485 2.485 2.48 -0.0225 -0.0025 -0.0 -0.005 NaN -0.0025 14525 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0475 2.05 2.045 2.045 2.04 0.0375 -0.0025 0.01 0.005 NaN 0.0075 14526 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4825 2.48 2.485 2.485 2.48 -0.0225 -0.0025 -0.0 -0.005 NaN -0.0025 14527 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0375 2.04 2.035 2.035 2.04 0.0475 -0.0025 0.0 -0.005 NaN -0.0025 14528 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.4825 2.48 2.485 2.485 2.475 -0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 14529 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.085 None 2.0425 2.045 2.04 2.04 2.04 0.0425 -0.0025 0.005 0.0 NaN 0.0025 14530 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.505 None 2.48 2.475 2.485 2.485 2.475 -0.025 -0.005 -0.0 -0.01 NaN -0.005 =================================================================================================================================================================== 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 14495 NIKKEI caleb_strategy_v3 [1] 13552.999571 108.831996 -1.84461 -29.513762 -33.202982 NaN -31.358372 14497 EUROSTX caleb_strategy_v3 [1] 701.475144 -64.150527 -7.127836 0.0 -14.255673 NaN -7.127836 14504 ROBUSTA caleb_strategy_v3 [-1] 1328.183194 -417.864043 -18.822705 165.639801 127.994392 NaN 146.817096 14505 COCOA caleb_strategy_v3 [1] 3909.107952 -199.534014 -7.674385 79.30198 63.95321 NaN 71.627595 14506 CRUDE_W caleb_strategy_v3 [1] 19.586677 331.858231 -5.105511 40.84409 30.633067 NaN 35.738579 14532 VIX caleb_strategy_v3 [-1] 15.520854 -80.536804 -16.107361 64.429443 32.214722 NaN 48.322082 14533 CHF caleb_strategy_v3 [1] 0.095833 433.045553 -5.217416 0.0 -10.434833 NaN -5.217416 14534 EUR caleb_strategy_v3 [1] 0.071006 1006.96184 -7.041691 49.291838 35.208456 NaN 42.250147 14536 SP500_micro caleb_strategy_v3 [-1] 816.373323 -59.715327 -1.531162 -9.186973 -12.249298 NaN -10.718136 14537 AUD caleb_strategy_v3 [1] 0.061687 214.794283 -4.052722 40.527223 32.421779 NaN 36.474501 14531 AUD caleb_strategy_v3 [1] 0.061687 214.794283 -4.052722 40.527223 32.421779 NaN 36.474501 14538 DOW caleb_strategy_v3 [1] 5059.277503 -80.050956 -0.988283 31.625069 29.648502 NaN 30.636786 14535 DOW caleb_strategy_v3 [1] 5059.277503 -71.156405 -1.976567 -7.906267 -11.859401 NaN -9.882834 14544 LEANHOG caleb_strategy_v3 [1] 19.637701 -120.940838 -6.365307 25.461229 12.730615 NaN 19.095922 14545 WHEAT caleb_strategy_v3 [1] 147.62178 -482.652355 -8.467585 33.870341 16.93517 NaN 25.402756 14547 LIVECOW caleb_strategy_v3 [1] 24.207456 -134.256158 -10.327397 51.636984 30.98219 NaN 41.309587 14546 CORN caleb_strategy_v3 [-1] 84.865399 14.729207 -14.729207 29.458413 -0.0 NaN 14.729207 14548 CORN caleb_strategy_v3 [-1] 84.865399 44.18762 -14.729207 -0.0 -29.458413 NaN -14.729207 14496 DAX caleb_strategy_v3 [1] 2405.056407 -54.052786 -4.157907 NaN NaN NaN NaN 14498 DAX caleb_strategy_v3 [1] 2405.056407 -114.342433 -2.078953 -45.736973 -49.89488 NaN -47.815926 14499 DAX caleb_strategy_v3 [1] 2405.056407 -158.000452 -4.157907 4.157907 -4.157907 NaN 0.0 14500 DAX caleb_strategy_v3 [1] 2405.056407 -172.553125 -2.078953 16.631627 12.47372 NaN 14.552673 14501 DAX caleb_strategy_v3 [1] 2405.056407 -172.553125 -2.078953 8.315813 4.157907 NaN 6.23686 14502 DAX caleb_strategy_v3 [1] 2405.056407 -172.553125 -2.078953 8.315813 4.157907 NaN 6.23686 14503 DAX caleb_strategy_v3 [1] 2405.056407 -162.158359 -4.157907 0.0 -8.315813 NaN -4.157907 14539 US5 _ROLL_PSEUDO_STRATEGY [-1] 4.601269 25.468518 -8.489506 -0.0 -16.979012 NaN -8.489506 14540 US5 _ROLL_PSEUDO_STRATEGY [1] 4.601269 8.489506 -8.489506 16.979012 0.0 NaN 8.489506 14541 US5 _ROLL_PSEUDO_STRATEGY [-1] 4.601269 8.489506 -8.489506 16.979012 -0.0 NaN 8.489506 14542 US5 _ROLL_PSEUDO_STRATEGY [1] 4.601269 76.405555 -8.489506 NaN NaN NaN NaN 14543 US5 _ROLL_PSEUDO_STRATEGY [1] 4.601269 25.468518 -8.489506 -84.896147 -101.87516 NaN -93.385654 14507 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 19.201856 -19.201856 230.422271 192.018559 NaN 211.220415 14508 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 57.605568 -19.201856 -192.018559 NaN NaN -211.220415 14509 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 19.201856 -19.201856 307.229694 268.825982 NaN 288.027838 14510 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 19.201856 -19.201856 NaN NaN NaN NaN 14511 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 19.201856 -19.201856 422.440829 384.037118 NaN 403.238974 14512 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -211.220415 -19.201856 -76.807424 -115.211135 NaN -96.009279 14513 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 326.43155 -19.201856 153.614847 NaN NaN 134.412991 14514 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -288.027838 -19.201856 38.403712 -0.0 NaN 19.201856 14515 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 403.238974 -19.201856 NaN NaN NaN NaN 14516 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -249.624126 -19.201856 115.211135 76.807424 NaN 96.009279 14517 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 403.238974 -19.201856 -115.211135 -153.614847 NaN -134.412991 14518 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -153.614847 -38.403712 -0.0 -76.807424 NaN -38.403712 14519 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 326.43155 -19.201856 -38.403712 -76.807424 NaN -57.605568 14520 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -172.816703 -19.201856 38.403712 -0.0 NaN 19.201856 14521 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 249.624126 -19.201856 38.403712 0.0 NaN 19.201856 14522 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -134.412991 -19.201856 -38.403712 -76.807424 NaN -57.605568 14523 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 288.027838 -19.201856 38.403712 0.0 NaN 19.201856 14524 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -172.816703 -19.201856 -0.0 -38.403712 NaN -19.201856 14525 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 288.027838 -19.201856 76.807424 38.403712 NaN 57.605568 14526 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -172.816703 -19.201856 -0.0 -38.403712 NaN -19.201856 14527 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 364.835262 -19.201856 0.0 -38.403712 NaN -19.201856 14528 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -172.816703 -19.201856 -38.403712 -76.807424 NaN -57.605568 14529 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.301957 326.43155 -19.201856 38.403712 0.0 NaN 19.201856 14530 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.301957 -192.018559 -38.403712 -0.0 -76.807424 NaN -38.403712 ============================================================================================================================================================================= 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 14495 NIKKEI caleb_strategy_v3 [1] 0.692087 102.082836 -1.730218 -27.683481 -31.143916 NaN -29.413698 14497 EUROSTX caleb_strategy_v3 [1] 11.142 -50.139 -5.571 0.0 -11.142 NaN -5.571 14504 ROBUSTA caleb_strategy_v3 [-1] 10.0 -555.0 -25.0 220.0 170.0 NaN 195.0 14505 COCOA caleb_strategy_v3 [1] 10.0 -780.0 -30.0 310.0 250.0 NaN 280.0 14506 CRUDE_W caleb_strategy_v3 [1] 1000.0 650.0 -10.0 80.0 60.0 NaN 70.0 14532 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 100.0 50.0 NaN 75.0 14533 CHF caleb_strategy_v3 [1] 125000.0 518.75 -6.25 0.0 -12.5 NaN -6.25 14534 EUR caleb_strategy_v3 [1] 125000.0 893.75 -6.25 43.75 31.25 NaN 37.5 14536 SP500_micro caleb_strategy_v3 [-1] 5.0 -24.375 -0.625 -3.75 -5.0 NaN -4.375 14537 AUD caleb_strategy_v3 [1] 100000.0 132.5 -2.5 25.0 20.0 NaN 22.5 14531 AUD caleb_strategy_v3 [1] 100000.0 132.5 -2.5 25.0 20.0 NaN 22.5 14538 DOW caleb_strategy_v3 [1] 0.5 -20.25 -0.25 8.0 7.5 NaN 7.75 14535 DOW caleb_strategy_v3 [1] 0.5 -18.0 -0.5 -2.0 -3.0 NaN -2.5 14544 LEANHOG caleb_strategy_v3 [1] 400.0 -95.0 -5.0 20.0 10.0 NaN 15.0 14545 WHEAT caleb_strategy_v3 [1] 50.0 -356.25 -6.25 25.0 12.5 NaN 18.75 14547 LIVECOW caleb_strategy_v3 [1] 400.0 -130.0 -10.0 50.0 30.0 NaN 40.0 14546 CORN caleb_strategy_v3 [-1] 50.0 6.25 -6.25 12.5 -0.0 NaN 6.25 14548 CORN caleb_strategy_v3 [-1] 50.0 18.75 -6.25 -0.0 -12.5 NaN -6.25 14496 DAX caleb_strategy_v3 [1] 1.1142 -14.4846 -1.1142 NaN NaN NaN NaN 14498 DAX caleb_strategy_v3 [1] 1.1142 -30.6405 -0.5571 -12.2562 -13.3704 NaN -12.8133 14499 DAX caleb_strategy_v3 [1] 1.1142 -42.3396 -1.1142 1.1142 -1.1142 NaN 0.0 14500 DAX caleb_strategy_v3 [1] 1.1142 -46.2393 -0.5571 4.4568 3.3426 NaN 3.8997 14501 DAX caleb_strategy_v3 [1] 1.1142 -46.2393 -0.5571 2.2284 1.1142 NaN 1.6713 14502 DAX caleb_strategy_v3 [1] 1.1142 -46.2393 -0.5571 2.2284 1.1142 NaN 1.6713 14503 DAX caleb_strategy_v3 [1] 1.1142 -43.4538 -1.1142 0.0 -2.2284 NaN -1.1142 14539 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 11.71875 -3.90625 -0.0 -7.8125 NaN -3.90625 14540 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 3.90625 -3.90625 7.8125 0.0 NaN 3.90625 14541 US5 _ROLL_PSEUDO_STRATEGY [-1] 1000.0 3.90625 -3.90625 7.8125 -0.0 NaN 3.90625 14542 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 35.15625 -3.90625 NaN NaN NaN NaN 14543 US5 _ROLL_PSEUDO_STRATEGY [1] 1000.0 11.71875 -3.90625 -39.063 -46.8755 NaN -42.96925 14507 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 6.25 -6.25 75.0 62.5 NaN 68.75 14508 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 18.75 -6.25 -62.5 NaN NaN -68.75 14509 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 6.25 -6.25 100.0 87.5 NaN 93.75 14510 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 6.25 -6.25 NaN NaN NaN NaN 14511 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 6.25 -6.25 137.5 125.0 NaN 131.25 14512 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -25.0 -37.5 NaN -31.25 14513 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 106.25 -6.25 50.0 NaN NaN 43.75 14514 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -93.75 -6.25 12.5 -0.0 NaN 6.25 14515 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 131.25 -6.25 NaN NaN NaN NaN 14516 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -81.25 -6.25 37.5 25.0 NaN 31.25 14517 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 131.25 -6.25 -37.5 -50.0 NaN -43.75 14518 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -50.0 -12.5 -0.0 -25.0 NaN -12.5 14519 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 106.25 -6.25 -12.5 -25.0 NaN -18.75 14520 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 12.5 -0.0 NaN 6.25 14521 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 81.25 -6.25 12.5 0.0 NaN 6.25 14522 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -43.75 -6.25 -12.5 -25.0 NaN -18.75 14523 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 93.75 -6.25 12.5 0.0 NaN 6.25 14524 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 -12.5 NaN -6.25 14525 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 93.75 -6.25 25.0 12.5 NaN 18.75 14526 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -0.0 -12.5 NaN -6.25 14527 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 118.75 -6.25 0.0 -12.5 NaN -6.25 14528 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -56.25 -6.25 -12.5 -25.0 NaN -18.75 14529 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 106.25 -6.25 12.5 0.0 NaN 6.25 14530 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 -0.0 -25.0 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 387.5 US5 66.40625 caleb_strategy_v3 AUD 265.0 CHF 518.75 COCOA -780.0 CORN 25.0 CRUDE_W 650.0 DAX -269.6364 DOW -38.25 EUR 893.75 EUROSTX -50.139 LEANHOG -95.0 LIVECOW -130.0 NIKKEI 102.082836 ROBUSTA -555.0 SP500_micro -24.375 VIX -125.0 WHEAT -356.25 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 453.90625 caleb_strategy_v3 30.932436 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -162.5 US5 -19.53125 caleb_strategy_v3 AUD -5.0 CHF -6.25 COCOA -30.0 CORN -12.5 CRUDE_W -10.0 DAX -5.571 DOW -0.75 EUR -6.25 EUROSTX -5.571 LEANHOG -5.0 LIVECOW -10.0 NIKKEI -1.730218 ROBUSTA -25.0 SP500_micro -0.625 VIX -25.0 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -182.03125 caleb_strategy_v3 -155.497218 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 325.0 US5 -23.438 caleb_strategy_v3 AUD 50.0 CHF 0.0 COCOA 310.0 CORN 12.5 CRUDE_W 80.0 DAX -2.2284 DOW 6.0 EUR 43.75 EUROSTX 0.0 LEANHOG 20.0 LIVECOW 50.0 NIKKEI -27.683481 ROBUSTA 220.0 SP500_micro -3.75 VIX 100.0 WHEAT 25.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 301.562 caleb_strategy_v3 883.588119 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 62.5 US5 -54.688 caleb_strategy_v3 AUD 40.0 CHF -12.5 COCOA 250.0 CORN -12.5 CRUDE_W 60.0 DAX -11.142 DOW 4.5 EUR 31.25 EUROSTX -11.142 LEANHOG 10.0 LIVECOW 30.0 NIKKEI -31.143916 ROBUSTA 170.0 SP500_micro -5.0 VIX 50.0 WHEAT 12.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 7.812 caleb_strategy_v3 574.822084 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 US5 0 caleb_strategy_v3 AUD 0 CHF 0 COCOA 0 CORN 0 CRUDE_W 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 LEANHOG 0 LIVECOW 0 NIKKEI 0 ROBUSTA 0 SP500_micro 0 VIX 0 WHEAT 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 GAS_US_mini 175.0 US5 -39.063 caleb_strategy_v3 AUD 45.0 CHF -6.25 COCOA 280.0 CORN 0.0 CRUDE_W 70.0 DAX -6.6852 DOW 5.25 EUR 37.5 EUROSTX -5.571 LEANHOG 15.0 LIVECOW 40.0 NIKKEI -29.413698 ROBUSTA 195.0 SP500_micro -4.375 VIX 75.0 WHEAT 18.75 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 135.937 caleb_strategy_v3 729.205102 ******************************************************************************** END OF REPORT 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