******************************************************************************** Trades report produced on 09/09/2024 21:37 from 08/09/2024 21:37 to 09/09/2024 21:37 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14679 CAD caleb_strategy_v3 [20241200] 2024-09-09 14:00:49.000 [1] 0.738850 14675 DAX caleb_strategy_v3 [20240900] 2024-09-09 07:00:31.000 [-1] 18414.000000 14684 DOW _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-09 14:00:59.000 [1] 41108.000000 14683 DOW _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-09 14:00:55.000 [-1] 40715.000000 14678 EUR caleb_strategy_v3 [20241200] 2024-09-09 14:00:44.000 [-1] 1.109200 14704 LEANHOG caleb_strategy_v3 [20241200] 2024-09-09 14:41:41.000 [-1] 71.000000 14700 LEANHOG caleb_strategy_v3 [20241200] 2024-09-09 19:45:07.392 [0] NaN 14687 MXP caleb_strategy_v3 [20241200] 2024-09-09 14:11:04.000 [-1] 0.049710 14680 MXP caleb_strategy_v3 [20241200] 2024-09-09 14:00:50.000 [-1] 0.049650 14673 NIKKEI caleb_strategy_v3 [20241200] 2024-09-09 02:01:15.000 [-1] 35500.000000 14674 NIKKEI caleb_strategy_v3 [20241200] 2024-09-09 02:02:15.000 [-1] 35515.000000 14677 PLAT caleb_strategy_v3 [20241000] 2024-09-09 13:03:22.000 [-1] 943.800000 14703 REDWHEAT _ROLL_PSEUDO_STRATEGY [20250300] 2024-09-09 14:41:37.000 [-1] 584.750000 14702 REDWHEAT _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-09 14:40:32.000 [1] 570.750000 14676 ROBUSTA caleb_strategy_v3 [20241100] 2024-09-09 09:00:32.000 [1] 4885.000000 14691 RUSSELL _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-09 14:20:08.000 [1] 2114.400000 14690 RUSSELL _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-09 14:20:05.000 [-1] 2134.400000 14689 RUSSELL _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-09 14:20:04.000 [1] 2114.600000 14699 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:28:34.000 [-1] 2135.700000 14698 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:28:23.000 [-1] 2134.700000 14693 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:22:10.000 [-1] 2133.400000 14696 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:25:32.000 [-1] 2133.200000 14695 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:25:14.000 [-1] 2133.800000 14694 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:24:09.000 [-1] 2132.900000 14685 RUSSELL _ROLL_PSEUDO_STRATEGY [20240900] 2024-09-09 19:45:07.303 [0] NaN 14692 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:21:10.000 [-1] 2135.900000 14697 RUSSELL caleb_strategy_v3 [20241200] 2024-09-09 14:26:23.000 [-1] 2134.100000 14686 RUSSELL _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-09 14:11:01.000 [-1] 2134.300000 14701 SOYBEAN caleb_strategy_v3 [20241100] 2024-09-09 14:40:31.000 [1] 1016.500000 14682 US5 caleb_strategy_v3 [20241200] 2024-09-09 14:00:51.000 [1] 110.296875 14688 US5 caleb_strategy_v3 [20241200] 2024-09-09 14:11:05.000 [1] 110.265625 14681 VIX caleb_strategy_v3 [20241100] 2024-09-09 14:00:50.000 [1] 19.450000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14673 NIKKEI caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 03:01:15.086 2024-09-09 02:01:15.000 270075.086 NaN 14674 NIKKEI caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 03:02:14.970 2024-09-09 02:02:15.000 270134.97 NaN 14675 DAX caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 08:00:30.774 2024-09-09 07:00:31.000 288030.774 NaN 14676 ROBUSTA caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 10:00:32.726 2024-09-09 09:00:32.000 295232.726 NaN 14677 PLAT caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 14:00:37.730 2024-09-09 13:03:22.000 309637.73 NaN 14678 EUR caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:00:43.798 2024-09-09 14:00:44.000 313243.798 NaN 14679 CAD caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:00:44.998 2024-09-09 14:00:49.000 313244.998 NaN 14681 VIX caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:00:50.786 2024-09-09 14:00:50.000 313250.786 NaN 14683 DOW _ROLL_PSEUDO_STRATEGY 2024-09-06 19:00:00 2024-09-09 15:00:52.514 2024-09-09 14:00:55.000 244852.514 NaN 14684 DOW _ROLL_PSEUDO_STRATEGY 2024-09-06 19:00:00 2024-09-09 15:00:56.226 2024-09-09 14:00:59.000 244856.226 NaN 14680 MXP caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:00:50.010 2024-09-09 14:00:50.000 313250.01 NaN 14687 MXP caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:11:04.553 2024-09-09 14:11:04.000 313864.553 NaN 14688 US5 caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:11:05.162 2024-09-09 14:11:05.000 313865.162 NaN 14682 US5 caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:00:51.614 2024-09-09 14:00:51.000 313251.614 NaN 14692 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:21:10.508 2024-09-09 14:21:10.000 314470.508 NaN 14693 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:22:10.722 2024-09-09 14:22:10.000 314530.722 NaN 14694 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:23:10.759 2024-09-09 14:24:09.000 314590.759 NaN 14695 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:24:12.370 2024-09-09 14:25:14.000 314652.37 NaN 14696 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:25:17.413 2024-09-09 14:25:32.000 314717.413 NaN 14697 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:26:17.382 2024-09-09 14:26:23.000 314777.382 NaN 14698 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:27:18.087 2024-09-09 14:28:23.000 314838.087 NaN 14699 RUSSELL caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:28:26.694 2024-09-09 14:28:34.000 314906.694 NaN 14701 SOYBEAN caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:40:28.450 2024-09-09 14:40:31.000 315628.45 NaN 14702 REDWHEAT _ROLL_PSEUDO_STRATEGY 2024-09-06 19:00:00 2024-09-09 15:40:32.494 2024-09-09 14:40:32.000 247232.494 NaN 14703 REDWHEAT _ROLL_PSEUDO_STRATEGY 2024-09-06 19:00:00 2024-09-09 15:40:33.571 2024-09-09 14:41:37.000 247233.571 NaN 14704 LEANHOG caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:41:40.801 2024-09-09 14:41:41.000 315700.801 NaN 14700 LEANHOG caleb_strategy_v3 2024-09-06 00:00:00 2024-09-09 15:30:27.334 2024-09-09 19:45:07.392 315027.334 15280.058 14689 RUSSELL _ROLL_PSEUDO_STRATEGY 2024-09-06 20:00:00 2024-09-09 15:11:05.762 2024-09-09 14:20:04.000 241865.762 NaN 14690 RUSSELL _ROLL_PSEUDO_STRATEGY 2024-09-06 20:00:00 2024-09-09 15:20:05.134 2024-09-09 14:20:05.000 242405.134 NaN 14691 RUSSELL _ROLL_PSEUDO_STRATEGY 2024-09-06 20:00:00 2024-09-09 15:20:08.607 2024-09-09 14:20:08.000 242408.607 NaN 14685 RUSSELL _ROLL_PSEUDO_STRATEGY 2024-09-06 20:00:00 2024-09-09 15:00:59.942 2024-09-09 19:45:07.303 241259.942 17047.361 14686 RUSSELL _ROLL_PSEUDO_STRATEGY 2024-09-06 20:00:00 2024-09-09 15:11:01.082 2024-09-09 14:11:01.000 241861.082 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 14673 NIKKEI caleb_strategy_v3 [-1] 35020.0 None 35317.5 35315.0 35320.0 35320.0 35500.0 297.5 -2.5 185.0 180.0 NaN 182.5 14674 NIKKEI caleb_strategy_v3 [-1] 35020.0 None 35352.5 35350.0 35355.0 35355.0 35515.0 332.5 -2.5 165.0 160.0 NaN 162.5 14675 DAX caleb_strategy_v3 [-1] 18297.0 None 18381.0 18380.0 18382.0 18382.0 18414.0 84.0 -1.0 34.0 32.0 NaN 33.0 14676 ROBUSTA caleb_strategy_v3 [1] 4810.0 None 4898.0 4900.0 4896.0 4896.0 4885.0 -88.0 -2.0 15.0 11.0 NaN 13.0 14677 PLAT caleb_strategy_v3 [-1] 921.5 None 946.95 946.8 947.1 947.1 943.8 25.45 -0.15 -3.0 -3.3 NaN -3.15 14678 EUR caleb_strategy_v3 [-1] 1.11335 None 1.109275 1.10925 1.1093 1.1093 1.1092 -0.004075 -0.000025 -0.00005 -0.0001 NaN -0.000075 14679 CAD caleb_strategy_v3 [1] 0.7394 None 0.738825 0.73885 0.7388 0.7388 0.73885 0.000575 -0.000025 0.0 -0.00005 NaN -0.000025 14681 VIX caleb_strategy_v3 [1] 19.9 None 19.675 19.7 19.65 19.65 19.45 0.225 -0.025 0.25 0.2 NaN 0.225 14683 DOW _ROLL_PSEUDO_STRATEGY [-1] 40422.0 None 40714.0 40713.0 40715.0 40715.0 40715.0 292.0 -1.0 2.0 -0.0 NaN 1.0 14684 DOW _ROLL_PSEUDO_STRATEGY [1] 40811.0 None 41104.5 41110.0 41099.0 41099.0 41108.0 -293.5 -5.5 2.0 -9.0 NaN -3.5 14680 MXP caleb_strategy_v3 [-1] 0.04923 None 0.04962 0.04961 0.04963 0.04963 0.04965 0.00039 -0.00001 0.00004 0.00002 NaN 0.00003 14687 MXP caleb_strategy_v3 [-1] 0.04923 None 0.04962 0.04961 0.04963 0.04963 0.04971 0.00039 -0.00001 0.0001 0.00008 NaN 0.00009 14688 US5 caleb_strategy_v3 [1] 110.367188 None 110.300781 110.304688 110.296875 110.296875 110.265625 0.066406 -0.003906 0.039062 0.03125 NaN 0.035156 14682 US5 caleb_strategy_v3 [1] 110.367188 None 110.300781 110.304688 110.296875 110.296875 110.296875 0.066406 -0.003906 0.007812 0.0 NaN 0.003906 14692 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2127.15 2126.8 2127.5 2127.5 2135.9 6.85 -0.35 9.1 8.4 NaN 8.75 14693 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2127.15 2126.8 2127.5 2127.5 2133.4 6.85 -0.35 6.6 5.9 NaN 6.25 14694 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2134.65 2134.3 2135.0 2135.0 2132.9 14.35 -0.35 -1.4 -2.1 NaN -1.75 14695 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2133.4 2132.9 2133.9 2133.9 2133.8 13.1 -0.5 0.9 -0.1 NaN 0.4 14696 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2134.2 2133.7 2134.7 2134.7 2133.2 13.9 -0.5 -0.5 -1.5 NaN -1.0 14697 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2133.65 2133.2 2134.1 2134.1 2134.1 13.35 -0.45 0.9 -0.0 NaN 0.45 14698 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2136.2 2135.8 2136.6 2136.6 2134.7 15.9 -0.4 -1.1 -1.9 NaN -1.5 14699 RUSSELL caleb_strategy_v3 [-1] 2120.3 None 2135.2 2134.7 2135.7 2135.7 2135.7 14.9 -0.5 1.0 -0.0 NaN 0.5 14701 SOYBEAN caleb_strategy_v3 [1] 1004.5 None 1016.625 1016.75 1016.5 1016.5 1016.5 -12.125 -0.125 0.25 0.0 NaN 0.125 14702 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 577.25 None 571.0 571.25 570.75 570.75 570.75 6.25 -0.25 0.5 0.0 NaN 0.25 14703 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 590.75 None 584.375 584.25 584.5 584.5 584.75 -6.375 -0.125 0.5 0.25 NaN 0.375 14704 LEANHOG caleb_strategy_v3 [-1] 71.3 None 71.35 71.325 71.375 NaN 71.0 0.05 -0.025 -0.325 NaN NaN -0.35 14700 LEANHOG caleb_strategy_v3 [-1] 71.3 None 71.4625 71.45 71.475 71.475 NaN 0.1625 -0.0125 NaN NaN NaN NaN 14689 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 2099.4 None 2107.0 2107.1 2106.9 2106.9 2114.6 -7.6 -0.1 -7.5 -7.7 NaN -7.6 14690 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 2120.3 None 2127.15 2126.8 2127.5 2127.5 2134.4 6.85 -0.35 7.6 6.9 NaN 7.25 14691 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 2099.4 None 2114.5 2114.6 2114.4 2114.4 2114.4 -15.1 -0.1 0.2 0.0 NaN 0.1 14685 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 2099.4 None 2101.75 2101.9 2101.6 2101.6 NaN -2.35 -0.15 NaN NaN NaN NaN 14686 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 2120.3 None 2127.15 2126.8 2127.5 2127.5 2134.3 6.85 -0.35 7.5 6.8 NaN 7.15 =================================================================================================================================================================== 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 14673 NIKKEI caleb_strategy_v3 [-1] 12155.487742 244.745424 -2.056684 152.194633 148.081265 NaN 150.137949 14674 NIKKEI caleb_strategy_v3 [-1] 12155.487742 273.539003 -2.056684 135.741159 131.627791 NaN 133.684475 14675 DAX caleb_strategy_v3 [-1] 2473.201199 339.640786 -4.043343 137.473652 129.386966 NaN 133.430309 14676 ROBUSTA caleb_strategy_v3 [1] 1535.550833 -573.084252 -13.024642 97.684816 71.635531 NaN 84.660174 14677 PLAT caleb_strategy_v3 [-1] 259.892376 979.251503 -5.77162 -115.432397 -126.975637 NaN -121.204017 14678 EUR caleb_strategy_v3 [-1] 0.067476 -603.914617 -3.704998 -7.409995 -14.819991 NaN -11.114993 14679 CAD caleb_strategy_v3 [1] 0.036416 157.897082 -6.865091 0.0 -13.730181 NaN -6.865091 14681 VIX caleb_strategy_v3 [1] 14.287286 157.482673 -17.498075 174.980748 139.984599 NaN 157.482673 14683 DOW _ROLL_PSEUDO_STRATEGY [-1] 5111.876628 571.218794 -1.956229 3.912457 -0.0 NaN 1.956229 14684 DOW _ROLL_PSEUDO_STRATEGY [1] 5111.876628 -574.153137 -10.759258 3.912457 -17.606059 NaN -6.846801 14680 MXP caleb_strategy_v3 [-1] 0.007866 495.790759 -12.712584 50.850334 25.425167 NaN 38.137751 14687 MXP caleb_strategy_v3 [-1] 0.007866 495.790759 -12.712584 127.125836 101.700668 NaN 114.413252 14688 US5 caleb_strategy_v3 [1] 4.366987 152.064236 -8.944955 89.44955 71.55964 NaN 80.504595 14682 US5 caleb_strategy_v3 [1] 4.366987 152.064236 -8.944955 17.88991 0.0 NaN 8.944955 14692 RUSSELL caleb_strategy_v3 [-1] 486.078239 140.923815 -7.200487 187.21266 172.811686 NaN 180.012173 14693 RUSSELL caleb_strategy_v3 [-1] 486.078239 140.923815 -7.200487 135.78061 121.379636 NaN 128.580123 14694 RUSSELL caleb_strategy_v3 [-1] 486.078239 295.219963 -7.200487 -28.801948 -43.202921 NaN -36.002435 14695 RUSSELL caleb_strategy_v3 [-1] 486.078239 269.503939 -10.28641 18.515538 -2.057282 NaN 8.229128 14696 RUSSELL caleb_strategy_v3 [-1] 486.078239 285.962194 -10.28641 -10.28641 -30.85923 NaN -20.57282 14697 RUSSELL caleb_strategy_v3 [-1] 486.078239 274.647144 -9.257769 18.515538 -0.0 NaN 9.257769 14698 RUSSELL caleb_strategy_v3 [-1] 486.078239 327.107834 -8.229128 -22.630102 -39.088358 NaN -30.85923 14699 RUSSELL caleb_strategy_v3 [-1] 486.078239 306.535014 -10.28641 20.57282 -0.0 NaN 10.28641 14701 SOYBEAN caleb_strategy_v3 [1] 209.10823 -579.843272 -5.977766 11.955531 0.0 NaN 5.977766 14702 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 157.077614 397.892471 -15.915699 31.831398 0.0 NaN 15.915699 14703 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 157.077614 -405.85032 -7.957849 31.831398 15.915699 NaN 23.873548 14704 LEANHOG caleb_strategy_v3 [-1] 18.253103 27.392603 -13.696302 -178.05192 NaN NaN -191.748222 14700 LEANHOG caleb_strategy_v3 [-1] 18.253103 89.02596 -6.848151 NaN NaN NaN NaN 14689 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 486.078239 -156.35343 -2.057282 -154.296148 -158.410712 NaN -156.35343 14690 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 486.078239 140.923815 -7.200487 156.35343 141.952456 NaN 149.152943 14691 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 486.078239 -310.649578 -2.057282 4.114564 0.0 NaN 2.057282 14685 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 486.078239 -48.346126 -3.085923 NaN NaN NaN NaN 14686 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 486.078239 140.923815 -7.200487 154.296148 139.895174 NaN 147.095661 ============================================================================================================================================================================= 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 14673 NIKKEI caleb_strategy_v3 [-1] 0.699528 208.10963 -1.74882 129.412711 125.91507 NaN 127.663891 14674 NIKKEI caleb_strategy_v3 [-1] 0.699528 232.593116 -1.74882 115.422148 111.924507 NaN 113.673327 14675 DAX caleb_strategy_v3 [-1] 1.107 92.988 -1.107 37.638 35.424 NaN 36.531 14676 ROBUSTA caleb_strategy_v3 [1] 10.0 -880.0 -20.0 150.0 110.0 NaN 130.0 14677 PLAT caleb_strategy_v3 [-1] 50.0 1272.5 -7.5 -150.0 -165.0 NaN -157.5 14678 EUR caleb_strategy_v3 [-1] 125000.0 -509.375 -3.125 -6.25 -12.5 NaN -9.375 14679 CAD caleb_strategy_v3 [1] 100000.0 57.5 -2.5 0.0 -5.0 NaN -2.5 14681 VIX caleb_strategy_v3 [1] 1000.0 225.0 -25.0 250.0 200.0 NaN 225.0 14683 DOW _ROLL_PSEUDO_STRATEGY [-1] 0.5 146.0 -0.5 1.0 -0.0 NaN 0.5 14684 DOW _ROLL_PSEUDO_STRATEGY [1] 0.5 -146.75 -2.75 1.0 -4.5 NaN -1.75 14680 MXP caleb_strategy_v3 [-1] 500000.0 195.0 -5.0 20.0 10.0 NaN 15.0 14687 MXP caleb_strategy_v3 [-1] 500000.0 195.0 -5.0 50.0 40.0 NaN 45.0 14688 US5 caleb_strategy_v3 [1] 1000.0 66.40625 -3.90625 39.0625 31.25 NaN 35.15625 14682 US5 caleb_strategy_v3 [1] 1000.0 66.40625 -3.90625 7.8125 0.0 NaN 3.90625 14692 RUSSELL caleb_strategy_v3 [-1] 5.0 34.25 -1.75 45.5 42.0 NaN 43.75 14693 RUSSELL caleb_strategy_v3 [-1] 5.0 34.25 -1.75 33.0 29.5 NaN 31.25 14694 RUSSELL caleb_strategy_v3 [-1] 5.0 71.75 -1.75 -7.0 -10.5 NaN -8.75 14695 RUSSELL caleb_strategy_v3 [-1] 5.0 65.5 -2.5 4.5 -0.5 NaN 2.0 14696 RUSSELL caleb_strategy_v3 [-1] 5.0 69.5 -2.5 -2.5 -7.5 NaN -5.0 14697 RUSSELL caleb_strategy_v3 [-1] 5.0 66.75 -2.25 4.5 -0.0 NaN 2.25 14698 RUSSELL caleb_strategy_v3 [-1] 5.0 79.5 -2.0 -5.5 -9.5 NaN -7.5 14699 RUSSELL caleb_strategy_v3 [-1] 5.0 74.5 -2.5 5.0 -0.0 NaN 2.5 14701 SOYBEAN caleb_strategy_v3 [1] 50.0 -606.25 -6.25 12.5 0.0 NaN 6.25 14702 REDWHEAT _ROLL_PSEUDO_STRATEGY [1] 50.0 312.5 -12.5 25.0 0.0 NaN 12.5 14703 REDWHEAT _ROLL_PSEUDO_STRATEGY [-1] 50.0 -318.75 -6.25 25.0 12.5 NaN 18.75 14704 LEANHOG caleb_strategy_v3 [-1] 400.0 20.0 -10.0 -130.0 NaN NaN -140.0 14700 LEANHOG caleb_strategy_v3 [-1] 400.0 65.0 -5.0 NaN NaN NaN NaN 14689 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 5.0 -38.0 -0.5 -37.5 -38.5 NaN -38.0 14690 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 5.0 34.25 -1.75 38.0 34.5 NaN 36.25 14691 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 5.0 -75.5 -0.5 1.0 0.0 NaN 0.5 14685 RUSSELL _ROLL_PSEUDO_STRATEGY [1] 5.0 -11.75 -0.75 NaN NaN NaN NaN 14686 RUSSELL _ROLL_PSEUDO_STRATEGY [-1] 5.0 34.25 -1.75 37.5 34.0 NaN 35.75 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DOW -0.75 REDWHEAT -6.25 RUSSELL -56.75 caleb_strategy_v3 CAD 57.5 DAX 92.988 EUR -509.375 LEANHOG 85.0 MXP 390.0 NIKKEI 440.702746 PLAT 1272.5 ROBUSTA -880.0 RUSSELL 496.0 SOYBEAN -606.25 US5 132.8125 VIX 225.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -63.75 caleb_strategy_v3 1196.878246 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DOW -3.25 REDWHEAT -18.75 RUSSELL -5.25 caleb_strategy_v3 CAD -2.5 DAX -1.107 EUR -3.125 LEANHOG -15.0 MXP -10.0 NIKKEI -3.497641 PLAT -7.5 ROBUSTA -20.0 RUSSELL -17.0 SOYBEAN -6.25 US5 -7.8125 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -27.25 caleb_strategy_v3 -118.792141 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DOW 2.0 REDWHEAT 50.0 RUSSELL 39.0 caleb_strategy_v3 CAD 0.0 DAX 37.638 EUR -6.25 LEANHOG -130.0 MXP 70.0 NIKKEI 244.834859 PLAT -150.0 ROBUSTA 150.0 RUSSELL 77.5 SOYBEAN 12.5 US5 46.875 VIX 250.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 91.0 caleb_strategy_v3 603.097859 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DOW -4.5 REDWHEAT 12.5 RUSSELL 30.0 caleb_strategy_v3 CAD -5.0 DAX 35.424 EUR -12.5 LEANHOG 0 MXP 50.0 NIKKEI 237.839577 PLAT -165.0 ROBUSTA 110.0 RUSSELL 43.5 SOYBEAN 0.0 US5 31.25 VIX 200.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 38.0 caleb_strategy_v3 525.513577 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DOW 0 REDWHEAT 0 RUSSELL 0 caleb_strategy_v3 CAD 0 DAX 0 EUR 0 LEANHOG 0 MXP 0 NIKKEI 0 PLAT 0 ROBUSTA 0 RUSSELL 0 SOYBEAN 0 US5 0 VIX 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 DOW -1.25 REDWHEAT 31.25 RUSSELL 34.5 caleb_strategy_v3 CAD -2.5 DAX 36.531 EUR -9.375 LEANHOG -140.0 MXP 60.0 NIKKEI 241.337218 PLAT -157.5 ROBUSTA 130.0 RUSSELL 60.5 SOYBEAN 6.25 US5 39.0625 VIX 225.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 64.5 caleb_strategy_v3 489.305718 ******************************************************************************** END OF REPORT ********************************************************************************