******************************************************************************** Trades report produced on 03/09/2024 21:38 from 02/09/2024 21:38 to 03/09/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14588 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:50:00.000 [1] 0.673400 14617 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:22:20.000 [-1] 0.672000 14614 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:22:14.000 [1] 0.673050 14613 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:22:14.000 [-1] 0.672000 14609 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:15:41.000 [1] 0.673050 14578 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:33:11.000 [1] 0.673050 14577 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:32:59.000 [-1] 0.671950 14608 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:15:40.000 [-1] 0.671950 14603 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:05:02.000 [1] 0.672900 14602 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 19:45:24.488 [0] NaN 14596 AUD _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:54:52.000 [1] 0.673200 14595 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:54:52.000 [-1] 0.672150 14587 AUD _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:49:59.000 [-1] 0.672350 14563 BTP caleb_strategy_v3 [20241200] 2024-09-03 07:00:29.000 [-1] 118.540000 14580 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:33:16.000 [-1] 1.178900 14605 CHF _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:15:28.000 [1] 1.189600 14568 CHF _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:02:13.000 [1] 1.192400 14567 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:02:04.000 [-1] 1.179950 14598 CHF _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:54:59.000 [1] 1.191700 14597 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:54:59.000 [-1] 1.179300 14604 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 19:45:24.599 [0] NaN 14590 CHF _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:50:05.000 [1] 1.192050 14589 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:50:04.000 [-1] 1.179600 14581 CHF _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:33:16.000 [1] 1.191350 14610 CHF _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:22:12.000 [-1] 1.177400 14564 DAX caleb_strategy_v3 [20240900] 2024-09-03 19:45:24.035 [0] NaN 14565 DAX caleb_strategy_v3 [20240900] 2024-09-03 07:15:09.000 [1] 19002.000000 14586 EUR _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 19:45:24.372 [0] NaN 14585 EUR _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:39:58.000 [-1] 1.105350 14576 EUR _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:32:19.000 [1] 1.109050 14575 EUR _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:32:16.000 [-1] 1.104750 14601 EUR _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:55:01.000 [1] 1.108950 14594 EUR _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:51:34.000 [1] 1.109800 14593 EUR _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:50:12.000 [-1] 1.105550 14573 GBP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 19:45:24.258 [0] NaN 14574 GBP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:22:39.000 [1] 1.310500 14584 GBP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:39:57.000 [-1] 1.310600 14569 JPY _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:02:30.000 [-1] 0.006892 14570 JPY _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:02:34.000 [1] 0.006978 14620 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:24:19.000 [1] 0.050340 14592 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:50:11.000 [-1] 0.049560 14599 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:55:00.000 [1] 0.050230 14600 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:55:01.000 [-1] 0.049530 14571 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 19:45:24.144 [0] NaN 14591 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:50:11.000 [1] 0.050270 14606 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:15:39.000 [1] 0.050430 14572 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:12:37.000 [-1] 0.049410 14619 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:23:19.000 [-1] 0.049650 14611 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:22:13.000 [1] 0.050330 14612 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:22:13.000 [-1] 0.049610 14615 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:22:19.000 [1] 0.050310 14616 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:22:19.000 [-1] 0.049600 14618 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 15:23:19.000 [1] 0.050370 14583 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 14:39:56.000 [-1] 0.049560 14607 MXP _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-03 15:15:39.000 [-1] 0.049730 14582 MXP _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-03 14:39:56.000 [1] 0.050260 14566 RUSSELL caleb_strategy_v3 [20240900] 2024-09-03 14:00:57.000 [1] 2191.300000 14579 RUSSELL caleb_strategy_v3 [20240900] 2024-09-03 14:33:15.000 [1] 2180.000000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14563 BTP caleb_strategy_v3 2024-09-02 00:00:00 2024-09-03 08:00:29.010 2024-09-03 07:00:29.000 115229.01 NaN 14569 JPY _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:02:14.759 2024-09-03 14:02:30.000 72134.759 NaN 14570 JPY _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:02:31.814 2024-09-03 14:02:34.000 72151.814 NaN 14579 RUSSELL caleb_strategy_v3 2024-08-30 00:00:00 2024-09-03 15:33:15.006 2024-09-03 14:33:15.000 401595.006 NaN 14566 RUSSELL caleb_strategy_v3 2024-08-30 00:00:00 2024-09-03 15:00:57.254 2024-09-03 14:00:57.000 399657.254 NaN 14564 DAX caleb_strategy_v3 2024-09-02 00:00:00 2024-09-03 08:00:30.767 2024-09-03 19:45:24.035 115230.767 42293.268 14565 DAX caleb_strategy_v3 2024-09-02 00:00:00 2024-09-03 08:10:34.478 2024-09-03 07:15:09.000 115834.478 NaN 14597 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:54:56.827 2024-09-03 14:54:59.000 86096.827 NaN 14598 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:54:59.675 2024-09-03 14:54:59.000 86099.675 NaN 14567 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:00:58.778 2024-09-03 14:02:04.000 82858.778 NaN 14568 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:02:06.570 2024-09-03 14:02:13.000 82926.57 NaN 14604 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 16:05:27.391 2024-09-03 19:45:24.599 86727.391 13197.208 14605 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 16:15:28.047 2024-09-03 15:15:28.000 87328.047 NaN 14610 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 16:15:45.494 2024-09-03 15:22:12.000 87345.494 NaN 14580 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:33:15.685 2024-09-03 14:33:16.000 84795.685 NaN 14581 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:33:16.612 2024-09-03 14:33:16.000 84796.612 NaN 14589 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:50:04.767 2024-09-03 14:50:04.000 85804.767 NaN 14590 CHF _ROLL_PSEUDO_STRATEGY 2024-09-02 16:00:00 2024-09-03 15:50:05.254 2024-09-03 14:50:05.000 85805.254 NaN 14592 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:50:11.573 2024-09-03 14:50:11.000 75011.573 NaN 14599 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:55:00.296 2024-09-03 14:55:00.000 75300.296 NaN 14600 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:55:00.975 2024-09-03 14:55:01.000 75300.975 NaN 14571 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:02:35.167 2024-09-03 19:45:24.144 72155.167 16968.977 14572 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:12:36.558 2024-09-03 14:12:37.000 72756.558 NaN 14606 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:15:28.791 2024-09-03 15:15:39.000 76528.791 NaN 14607 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:15:39.571 2024-09-03 15:15:39.000 76539.571 NaN 14619 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:23:19.847 2024-09-03 15:23:19.000 76999.847 NaN 14611 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:13.023 2024-09-03 15:22:13.000 76933.023 NaN 14612 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:13.523 2024-09-03 15:22:13.000 76933.523 NaN 14582 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:33:17.280 2024-09-03 14:39:56.000 73997.28 NaN 14615 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:19.086 2024-09-03 15:22:19.000 76939.086 NaN 14616 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:19.750 2024-09-03 15:22:19.000 76939.75 NaN 14618 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:23:19.220 2024-09-03 15:23:19.000 76999.22 NaN 14583 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:39:56.699 2024-09-03 14:39:56.000 74396.699 NaN 14620 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:24:19.232 2024-09-03 15:24:19.000 77059.232 NaN 14591 MXP _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:50:05.900 2024-09-03 14:50:11.000 75005.9 NaN 14584 GBP _ROLL_PSEUDO_STRATEGY 2024-09-02 18:00:00 2024-09-03 15:39:57.150 2024-09-03 14:39:57.000 77997.15 NaN 14573 GBP _ROLL_PSEUDO_STRATEGY 2024-09-02 18:00:00 2024-09-03 15:12:38.610 2024-09-03 19:45:24.258 76358.61 16365.648 14574 GBP _ROLL_PSEUDO_STRATEGY 2024-09-02 18:00:00 2024-09-03 15:22:39.894 2024-09-03 14:22:39.000 76959.894 NaN 14593 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:50:12.211 2024-09-03 14:50:12.000 75012.211 NaN 14594 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:50:12.680 2024-09-03 14:51:34.000 75012.68 NaN 14601 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:55:01.613 2024-09-03 14:55:01.000 75301.613 NaN 14575 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:22:40.979 2024-09-03 14:32:16.000 73360.979 NaN 14576 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:32:18.478 2024-09-03 14:32:19.000 73938.478 NaN 14585 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:39:58.291 2024-09-03 14:39:58.000 74398.291 NaN 14586 EUR _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:39:58.864 2024-09-03 19:45:24.372 74398.864 14725.508 14595 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:51:34.747 2024-09-03 14:54:52.000 75094.747 NaN 14596 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:54:52.668 2024-09-03 14:54:52.000 75292.668 NaN 14602 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:55:02.254 2024-09-03 19:45:24.488 75302.254 13822.234 14603 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:05:02.780 2024-09-03 15:05:02.000 75902.78 NaN 14608 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:15:40.196 2024-09-03 15:15:40.000 76540.196 NaN 14577 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:32:20.454 2024-09-03 14:32:59.000 73940.454 NaN 14578 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:33:00.683 2024-09-03 14:33:11.000 73980.683 NaN 14609 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:15:41.117 2024-09-03 15:15:41.000 76541.117 NaN 14613 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:14.148 2024-09-03 15:22:14.000 76934.148 NaN 14614 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:14.767 2024-09-03 15:22:14.000 76934.767 NaN 14617 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 16:22:20.417 2024-09-03 15:22:20.000 76940.417 NaN 14587 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:49:59.452 2024-09-03 14:49:59.000 74999.452 NaN 14588 AUD _ROLL_PSEUDO_STRATEGY 2024-09-02 19:00:00 2024-09-03 15:50:00.123 2024-09-03 14:50:00.000 75000.123 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 14563 BTP caleb_strategy_v3 [-1] 118.48 None 118.505 118.5 118.51 118.51 118.54 0.025 -0.005 0.04 0.03 NaN 0.035 14569 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.006821 None 0.006893 0.006893 0.006893 0.006893 0.006892 0.000072 -0.0 -0.000001 -0.000001 NaN -0.000001 14570 JPY _ROLL_PSEUDO_STRATEGY [1] 0.006907 None 0.006977 0.006978 0.006977 0.006977 0.006978 -0.00007 -0.000001 0.0 -0.000001 NaN -0.000001 14579 RUSSELL caleb_strategy_v3 [1] 2220.5 None 2196.05 2196.1 2196.0 2196.0 2180.0 24.45 -0.05 16.1 16.0 NaN 16.05 14566 RUSSELL caleb_strategy_v3 [1] 2220.5 None 2196.05 2196.1 2196.0 2196.0 2191.3 24.45 -0.05 4.8 4.7 NaN 4.75 14564 DAX caleb_strategy_v3 [1] 18985.0 None 18993.0 18994.0 18992.0 18992.0 NaN -8.0 -1.0 NaN NaN NaN NaN 14565 DAX caleb_strategy_v3 [1] 18985.0 None 18990.0 18991.0 18989.0 18989.0 19002.0 -5.0 -1.0 -11.0 -13.0 NaN -12.0 14597 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.17955 1.1795 1.1796 1.1796 1.1793 0.0033 -0.00005 -0.0002 -0.0003 NaN -0.00025 14598 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1888 None 1.192325 1.1924 1.19225 1.19225 1.1917 -0.003525 -0.000075 0.0007 0.00055 NaN 0.000625 14567 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.18 1.17995 1.18005 1.18005 1.17995 0.00375 -0.00005 -0.0 -0.0001 NaN -0.00005 14568 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1888 None 1.192325 1.1924 1.19225 1.19225 1.1924 -0.003525 -0.000075 0.0 -0.00015 NaN -0.000075 14604 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.17935 1.1793 1.1794 1.1794 NaN 0.0031 -0.00005 NaN NaN NaN NaN 14605 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1888 None 1.192325 1.1924 1.19225 1.19225 1.1896 -0.003525 -0.000075 0.0028 0.00265 NaN 0.002725 14610 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.178125 1.1781 1.17815 1.17815 1.1774 0.001875 -0.000025 -0.0007 -0.00075 NaN -0.000725 14580 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.18 1.17995 1.18005 1.18005 1.1789 0.00375 -0.00005 -0.00105 -0.00115 NaN -0.0011 14581 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1888 None 1.192325 1.1924 1.19225 1.19225 1.19135 -0.003525 -0.000075 0.00105 0.0009 NaN 0.000975 14589 CHF _ROLL_PSEUDO_STRATEGY [-1] 1.17625 None 1.1783 1.17825 1.17835 1.17835 1.1796 0.00205 -0.00005 0.00135 0.00125 NaN 0.0013 14590 CHF _ROLL_PSEUDO_STRATEGY [1] 1.1888 None 1.192325 1.1924 1.19225 1.19225 1.19205 -0.003525 -0.000075 0.00035 0.0002 NaN 0.000275 14592 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04956 -0.00041 -0.00001 0.00026 0.00024 NaN 0.00025 14599 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.05026 0.05027 0.05025 0.05025 0.05023 0.00015 -0.00001 0.00004 0.00002 NaN 0.00003 14600 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04953 -0.00041 -0.00001 0.00023 0.00021 NaN 0.00022 14571 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.049985 0.04999 0.04998 0.04998 NaN 0.000425 -0.000005 NaN NaN NaN NaN 14572 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04941 -0.00041 -0.00001 0.00011 0.00009 NaN 0.0001 14606 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.05026 0.05027 0.05025 0.05025 0.05043 0.00015 -0.00001 -0.00016 -0.00018 NaN -0.00017 14607 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04973 -0.00041 -0.00001 0.00043 0.00041 NaN 0.00042 14619 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04965 -0.00041 -0.00001 0.00035 0.00033 NaN 0.00034 14611 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.050425 0.05043 0.05042 0.05042 0.05033 -0.000015 -0.000005 0.0001 0.00009 NaN 0.000095 14612 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04961 -0.00041 -0.00001 0.00031 0.00029 NaN 0.0003 14582 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.04999 0.05 0.04998 0.04998 0.05026 0.00042 -0.00001 -0.00026 -0.00028 NaN -0.00027 14615 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.050425 0.05043 0.05042 0.05042 0.05031 -0.000015 -0.000005 0.00012 0.00011 NaN 0.000115 14616 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.0496 -0.00041 -0.00001 0.0003 0.00028 NaN 0.00029 14618 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.050485 0.05049 0.05048 0.05048 0.05037 -0.000075 -0.000005 0.00012 0.00011 NaN 0.000115 14583 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.04972 None 0.04931 0.0493 0.04932 0.04932 0.04956 -0.00041 -0.00001 0.00026 0.00024 NaN 0.00025 14620 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.050485 0.05049 0.05048 0.05048 0.05034 -0.000075 -0.000005 0.00015 0.00014 NaN 0.000145 14591 MXP _ROLL_PSEUDO_STRATEGY [1] 0.05041 None 0.05025 0.05026 0.05024 0.05024 0.05027 0.00016 -0.00001 -0.00001 -0.00003 NaN -0.00002 14584 GBP _ROLL_PSEUDO_STRATEGY [-1] 1.3146 None 1.31115 1.3111 1.3112 1.3112 1.3106 -0.00345 -0.00005 -0.0005 -0.0006 NaN -0.00055 14573 GBP _ROLL_PSEUDO_STRATEGY [-1] 1.3146 None 1.3121 1.312 1.3122 1.3122 NaN -0.0025 -0.0001 NaN NaN NaN NaN 14574 GBP _ROLL_PSEUDO_STRATEGY [1] 1.315 None 1.31165 1.3117 1.3116 1.3116 1.3105 0.00335 -0.00005 0.0012 0.0011 NaN 0.00115 14593 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.1078 None 1.104775 1.10475 1.1048 1.1048 1.10555 -0.003025 -0.000025 0.0008 0.00075 NaN 0.000775 14594 EUR _ROLL_PSEUDO_STRATEGY [1] 1.11215 None 1.109775 1.1098 1.10975 1.10975 1.1098 0.002375 -0.000025 0.0 -0.00005 NaN -0.000025 14601 EUR _ROLL_PSEUDO_STRATEGY [1] 1.11215 None 1.10975 1.1098 1.1097 1.1097 1.10895 0.0024 -0.00005 0.00085 0.00075 NaN 0.0008 14575 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.1078 None 1.1059 1.10585 1.10595 1.10595 1.10475 -0.0019 -0.00005 -0.0011 -0.0012 NaN -0.00115 14576 EUR _ROLL_PSEUDO_STRATEGY [1] 1.11215 None 1.10905 1.1091 1.109 1.109 1.10905 0.0031 -0.00005 0.00005 -0.00005 NaN -0.0 14585 EUR _ROLL_PSEUDO_STRATEGY [-1] 1.1078 None 1.104775 1.10475 1.1048 1.1048 1.10535 -0.003025 -0.000025 0.0006 0.00055 NaN 0.000575 14586 EUR _ROLL_PSEUDO_STRATEGY [1] 1.11215 None 1.1091 1.10915 1.10905 1.10905 NaN 0.00305 -0.00005 NaN NaN NaN NaN 14595 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.672525 0.6725 0.67255 0.67255 0.67215 -0.007225 -0.000025 -0.00035 -0.0004 NaN -0.000375 14596 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.673525 0.67355 0.6735 0.6735 0.6732 0.007275 -0.000025 0.00035 0.0003 NaN 0.000325 14602 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.672175 0.67215 0.6722 0.6722 NaN -0.007575 -0.000025 NaN NaN NaN NaN 14603 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.6732 0.67325 0.67315 0.67315 0.6729 0.0076 -0.00005 0.00035 0.00025 NaN 0.0003 14608 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.672075 0.67205 0.6721 0.6721 0.67195 -0.007675 -0.000025 -0.0001 -0.00015 NaN -0.000125 14577 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.672025 0.672 0.67205 0.67205 0.67195 -0.007725 -0.000025 -0.00005 -0.0001 NaN -0.000075 14578 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.673 0.67305 0.67295 0.67295 0.67305 0.0078 -0.00005 0.0 -0.0001 NaN -0.00005 14609 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.6732 0.67325 0.67315 0.67315 0.67305 0.0076 -0.00005 0.0002 0.0001 NaN 0.00015 14613 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.671625 0.6716 0.67165 0.67165 0.672 -0.008125 -0.000025 0.0004 0.00035 NaN 0.000375 14614 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.6732 0.67325 0.67315 0.67315 0.67305 0.0076 -0.00005 0.0002 0.0001 NaN 0.00015 14617 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.671625 0.6716 0.67165 0.67165 0.672 -0.008125 -0.000025 0.0004 0.00035 NaN 0.000375 14587 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.67975 None 0.671975 0.67195 0.672 0.672 0.67235 -0.007775 -0.000025 0.0004 0.00035 NaN 0.000375 14588 AUD _ROLL_PSEUDO_STRATEGY [1] 0.6808 None 0.673025 0.67305 0.673 0.673 0.6734 0.007775 -0.000025 -0.00035 -0.0004 NaN -0.000375 ==================================================================================================================================================================== 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 14563 BTP caleb_strategy_v3 [-1] 7.485676 33.397117 -6.679423 53.435387 40.076541 NaN 46.755964 14569 JPY _ROLL_PSEUDO_STRATEGY [-1] 0.000818 877.598849 -3.057836 -6.115671 -12.231343 NaN -9.173507 14570 JPY _ROLL_PSEUDO_STRATEGY [1] 0.000818 -862.30967 -6.115671 0.0 -12.231343 NaN -6.115671 14579 RUSSELL caleb_strategy_v3 [1] 494.720381 494.218572 -1.010672 325.43636 323.415016 NaN 324.425688 14566 RUSSELL caleb_strategy_v3 [1] 494.720381 494.218572 -1.010672 97.024505 95.003161 NaN 96.013833 14564 DAX caleb_strategy_v3 [1] 2386.158954 -33.526685 -4.190836 NaN NaN NaN NaN 14565 DAX caleb_strategy_v3 [1] 2386.158954 -20.954178 -4.190836 -46.099192 -54.480863 NaN -50.290028 14597 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 350.403448 -5.309143 -21.236573 -31.854859 NaN -26.545716 14598 CHF _ROLL_PSEUDO_STRATEGY [1] 0.094177 -374.294592 -7.963715 74.328004 58.400575 NaN 66.364289 14567 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 398.185736 -5.309143 -0.0 -10.618286 NaN -5.309143 14568 CHF _ROLL_PSEUDO_STRATEGY [1] 0.094177 -374.294592 -7.963715 0.0 -15.927429 NaN -7.963715 14604 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 329.166875 -5.309143 NaN NaN NaN NaN 14605 CHF _ROLL_PSEUDO_STRATEGY [1] 0.094177 -374.294592 -7.963715 297.312017 281.384587 NaN 289.348302 14610 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 199.092868 -2.654572 -74.328004 -79.637147 NaN -76.982576 14580 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 398.185736 -5.309143 -111.492006 -122.110293 NaN -116.801149 14581 CHF _ROLL_PSEUDO_STRATEGY [1] 0.094177 -374.294592 -7.963715 111.492006 95.564577 NaN 103.528291 14589 CHF _ROLL_PSEUDO_STRATEGY [-1] 0.094177 217.674869 -5.309143 143.346865 132.728579 NaN 138.037722 14590 CHF _ROLL_PSEUDO_STRATEGY [1] 0.094177 -374.294592 -7.963715 37.164002 21.236573 NaN 29.200287 14592 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 312.104106 288.096098 NaN 300.100102 14599 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 180.060061 -12.004004 48.016016 24.008008 NaN 36.012012 14600 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 276.092094 252.084086 NaN 264.08809 14571 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 510.170173 -6.002002 NaN NaN NaN NaN 14572 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 132.044045 108.036037 NaN 120.040041 14606 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 180.060061 -12.004004 -192.064065 -216.072073 NaN -204.068069 14607 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 516.172175 492.164167 NaN 504.168171 14619 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 420.140143 396.132135 NaN 408.136139 14611 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 -18.006006 -6.002002 120.040041 108.036037 NaN 114.038039 14612 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 372.124126 348.116118 NaN 360.120122 14582 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 504.168171 -12.004004 -312.104106 -336.112114 NaN -324.10811 14615 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 -18.006006 -6.002002 144.048049 132.044045 NaN 138.046047 14616 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 360.120122 336.112114 NaN 348.116118 14618 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 -90.030031 -6.002002 144.048049 132.044045 NaN 138.046047 14583 MXP _ROLL_PSEUDO_STRATEGY [-1] 0.008331 -492.164167 -12.004004 312.104106 288.096098 NaN 300.100102 14620 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 -90.030031 -6.002002 180.060061 168.056057 NaN 174.058059 14591 MXP _ROLL_PSEUDO_STRATEGY [1] 0.008331 192.064065 -12.004004 -12.004004 -36.012012 NaN -24.008008 14584 GBP _ROLL_PSEUDO_STRATEGY [-1] 0.092858 -371.53495 -5.384564 -53.845645 -64.614774 NaN -59.230209 14573 GBP _ROLL_PSEUDO_STRATEGY [-1] 0.092858 -269.228225 -10.769129 NaN NaN NaN NaN 14574 GBP _ROLL_PSEUDO_STRATEGY [1] 0.092858 360.765821 -5.384564 129.229548 118.460419 NaN 123.844983 14593 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.069522 -435.114763 -3.59599 115.071673 107.879693 NaN 111.475683 14594 EUR _ROLL_PSEUDO_STRATEGY [1] 0.069522 341.619028 -3.59599 0.0 -7.19198 NaN -3.59599 14601 EUR _ROLL_PSEUDO_STRATEGY [1] 0.069522 345.215018 -7.19198 122.263652 107.879693 NaN 115.071673 14575 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.069522 -273.295223 -7.19198 -158.22355 -172.607509 NaN -165.41553 14576 EUR _ROLL_PSEUDO_STRATEGY [1] 0.069522 445.902732 -7.19198 7.19198 -7.19198 NaN -0.0 14585 EUR _ROLL_PSEUDO_STRATEGY [-1] 0.069522 -435.114763 -3.59599 86.303755 79.111775 NaN 82.707765 14586 EUR _ROLL_PSEUDO_STRATEGY [1] 0.069522 438.710752 -7.19198 NaN NaN NaN NaN 14595 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1119.079572 -3.872248 -54.211467 -61.955962 NaN -58.083715 14596 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1126.824068 -3.872248 54.211467 46.466972 NaN 50.33922 14602 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1173.291039 -3.872248 NaN NaN NaN NaN 14603 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1177.163287 -7.744495 54.211467 38.722477 NaN 46.466972 14608 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1188.78003 -3.872248 -15.488991 -23.233486 NaN -19.361238 14577 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1196.524525 -3.872248 -7.744495 -15.488991 NaN -11.616743 14578 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1208.141268 -7.744495 0.0 -15.488991 NaN -7.744495 14609 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1177.163287 -7.744495 30.977981 15.488991 NaN 23.233486 14613 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1258.480488 -3.872248 61.955962 54.211467 NaN 58.083715 14614 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1177.163287 -7.744495 30.977981 15.488991 NaN 23.233486 14617 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1258.480488 -3.872248 61.955962 54.211467 NaN 58.083715 14587 AUD _ROLL_PSEUDO_STRATEGY [-1] 0.064562 -1204.269021 -3.872248 61.955962 54.211467 NaN 58.083715 14588 AUD _ROLL_PSEUDO_STRATEGY [1] 0.064562 1204.269021 -3.872248 -54.211467 -61.955962 NaN -58.083715 ============================================================================================================================================================================ 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 14563 BTP caleb_strategy_v3 [-1] 1105.5 27.6375 -5.5275 44.22 33.165 NaN 38.6925 14569 JPY _ROLL_PSEUDO_STRATEGY [-1] 12500000.0 896.875 -3.125 -6.25 -12.5 NaN -9.375 14570 JPY _ROLL_PSEUDO_STRATEGY [1] 12500000.0 -881.25 -6.25 0.0 -12.5 NaN -6.25 14579 RUSSELL caleb_strategy_v3 [1] 5.0 122.25 -0.25 80.5 80.0 NaN 80.25 14566 RUSSELL caleb_strategy_v3 [1] 5.0 122.25 -0.25 24.0 23.5 NaN 23.75 14564 DAX caleb_strategy_v3 [1] 1.1055 -8.844 -1.1055 NaN NaN NaN NaN 14565 DAX caleb_strategy_v3 [1] 1.1055 -5.5275 -1.1055 -12.1605 -14.3715 NaN -13.266 14597 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 412.5 -6.25 -25.0 -37.5 NaN -31.25 14598 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -440.625 -9.375 87.5 68.75 NaN 78.125 14567 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 468.75 -6.25 -0.0 -12.5 NaN -6.25 14568 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -440.625 -9.375 0.0 -18.75 NaN -9.375 14604 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 387.5 -6.25 NaN NaN NaN NaN 14605 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -440.625 -9.375 350.0 331.25 NaN 340.625 14610 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 234.375 -3.125 -87.5 -93.75 NaN -90.625 14580 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 468.75 -6.25 -131.25 -143.75 NaN -137.5 14581 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -440.625 -9.375 131.25 112.5 NaN 121.875 14589 CHF _ROLL_PSEUDO_STRATEGY [-1] 125000.0 256.25 -6.25 168.75 156.25 NaN 162.5 14590 CHF _ROLL_PSEUDO_STRATEGY [1] 125000.0 -440.625 -9.375 43.75 25.0 NaN 34.375 14592 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 130.0 120.0 NaN 125.0 14599 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 75.0 -5.0 20.0 10.0 NaN 15.0 14600 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 115.0 105.0 NaN 110.0 14571 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 212.5 -2.5 NaN NaN NaN NaN 14572 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 55.0 45.0 NaN 50.0 14606 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 75.0 -5.0 -80.0 -90.0 NaN -85.0 14607 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 215.0 205.0 NaN 210.0 14619 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 175.0 165.0 NaN 170.0 14611 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -7.5 -2.5 50.0 45.0 NaN 47.5 14612 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 155.0 145.0 NaN 150.0 14582 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 210.0 -5.0 -130.0 -140.0 NaN -135.0 14615 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -7.5 -2.5 60.0 55.0 NaN 57.5 14616 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 150.0 140.0 NaN 145.0 14618 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -37.5 -2.5 60.0 55.0 NaN 57.5 14583 MXP _ROLL_PSEUDO_STRATEGY [-1] 500000.0 -205.0 -5.0 130.0 120.0 NaN 125.0 14620 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 -37.5 -2.5 75.0 70.0 NaN 72.5 14591 MXP _ROLL_PSEUDO_STRATEGY [1] 500000.0 80.0 -5.0 -5.0 -15.0 NaN -10.0 14584 GBP _ROLL_PSEUDO_STRATEGY [-1] 62500.0 -215.625 -3.125 -31.25 -37.5 NaN -34.375 14573 GBP _ROLL_PSEUDO_STRATEGY [-1] 62500.0 -156.25 -6.25 NaN NaN NaN NaN 14574 GBP _ROLL_PSEUDO_STRATEGY [1] 62500.0 209.375 -3.125 75.0 68.75 NaN 71.875 14593 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000.0 -378.125 -3.125 100.0 93.75 NaN 96.875 14594 EUR _ROLL_PSEUDO_STRATEGY [1] 125000.0 296.875 -3.125 0.0 -6.25 NaN -3.125 14601 EUR _ROLL_PSEUDO_STRATEGY [1] 125000.0 300.0 -6.25 106.25 93.75 NaN 100.0 14575 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000.0 -237.5 -6.25 -137.5 -150.0 NaN -143.75 14576 EUR _ROLL_PSEUDO_STRATEGY [1] 125000.0 387.5 -6.25 6.25 -6.25 NaN -0.0 14585 EUR _ROLL_PSEUDO_STRATEGY [-1] 125000.0 -378.125 -3.125 75.0 68.75 NaN 71.875 14586 EUR _ROLL_PSEUDO_STRATEGY [1] 125000.0 381.25 -6.25 NaN NaN NaN NaN 14595 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -722.5 -2.5 -35.0 -40.0 NaN -37.5 14596 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 727.5 -2.5 35.0 30.0 NaN 32.5 14602 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -757.5 -2.5 NaN NaN NaN NaN 14603 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 760.0 -5.0 35.0 25.0 NaN 30.0 14608 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -767.5 -2.5 -10.0 -15.0 NaN -12.5 14577 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -772.5 -2.5 -5.0 -10.0 NaN -7.5 14578 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 780.0 -5.0 0.0 -10.0 NaN -5.0 14609 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 760.0 -5.0 20.0 10.0 NaN 15.0 14613 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -812.5 -2.5 40.0 35.0 NaN 37.5 14614 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 760.0 -5.0 20.0 10.0 NaN 15.0 14617 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -812.5 -2.5 40.0 35.0 NaN 37.5 14587 AUD _ROLL_PSEUDO_STRATEGY [-1] 100000.0 -777.5 -2.5 40.0 35.0 NaN 37.5 14588 AUD _ROLL_PSEUDO_STRATEGY [1] 100000.0 777.5 -2.5 -35.0 -40.0 NaN -37.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD -857.5 CHF 25.0 EUR 371.875 GBP -162.5 JPY 15.625 MXP -1077.5 caleb_strategy_v3 BTP 27.6375 DAX -14.3715 RUSSELL 244.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -1685.0 caleb_strategy_v3 257.766 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD -42.5 CHF -81.25 EUR -34.375 GBP -12.5 JPY -9.375 MXP -72.5 caleb_strategy_v3 BTP -5.5275 DAX -2.211 RUSSELL -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -252.5 caleb_strategy_v3 -8.2385 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 145.0 CHF 537.5 EUR 150.0 GBP 43.75 JPY -6.25 MXP 1175.0 caleb_strategy_v3 BTP 44.22 DAX -12.1605 RUSSELL 104.5 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 2045.0 caleb_strategy_v3 136.5595 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 65.0 CHF 387.5 EUR 93.75 GBP 31.25 JPY -25.0 MXP 1035.0 caleb_strategy_v3 BTP 33.165 DAX -14.3715 RUSSELL 103.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 1587.5 caleb_strategy_v3 122.2935 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 0 CHF 0 EUR 0 GBP 0 JPY 0 MXP 0 caleb_strategy_v3 BTP 0 DAX 0 RUSSELL 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 AUD 105.0 CHF 462.5 EUR 121.875 GBP 37.5 JPY -15.625 MXP 1105.0 caleb_strategy_v3 BTP 38.6925 DAX -13.266 RUSSELL 104.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 1816.25 caleb_strategy_v3 129.4265 ******************************************************************************** END OF REPORT ********************************************************************************