******************************************************************************** Trades report produced on 18/09/2024 21:38 from 17/09/2024 21:38 to 18/09/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14788 BTP caleb_strategy_v3 [20241200] 2024-09-18 07:10:30.000 [1] 120.93000 14805 CAD caleb_strategy_v3 [20241200] 2024-09-18 14:02:25.000 [-1] 0.73780 14796 COTTON2 caleb_strategy_v3 [20241200] 2024-09-18 13:15:04.000 [-1] 71.20000 14793 DAX caleb_strategy_v3 [20241200] 2024-09-18 07:19:01.000 [1] 18916.00000 14792 DAX caleb_strategy_v3 [20241200] 2024-09-18 07:17:20.000 [1] 18914.00000 14791 DAX caleb_strategy_v3 [20241200] 2024-09-18 07:16:20.000 [1] 18919.00000 14790 DAX caleb_strategy_v3 [20241200] 2024-09-18 07:16:00.000 [1] 18920.00000 14789 DAX caleb_strategy_v3 [20241200] 2024-09-18 07:15:16.000 [1] 18922.00000 14787 DAX caleb_strategy_v3 [20241200] 2024-09-18 19:45:08.484 [0] NaN 14797 GAS_US_mini caleb_strategy_v3 [20241100] 2024-09-18 13:15:05.000 [1] 2.63500 14795 GOLD_micro caleb_strategy_v3 [20241000] 2024-09-18 19:45:08.551 [0] NaN 14798 GOLD_micro caleb_strategy_v3 [20241000] 2024-09-18 13:15:09.000 [1] 2580.30000 14799 GOLD_micro caleb_strategy_v3 [20241000] 2024-09-18 13:16:08.000 [1] 2580.30000 14794 HEATOIL caleb_strategy_v3 [20241200] 2024-09-18 13:01:06.000 [1] 2.16390 14814 LIVECOW caleb_strategy_v3 [20241200] 2024-09-18 14:30:55.000 [1] 179.87500 14806 MXP caleb_strategy_v3 [20241200] 2024-09-18 14:03:09.000 [1] 0.05140 14808 MXP caleb_strategy_v3 [20241200] 2024-09-18 14:03:48.000 [1] 0.05140 14801 MXP caleb_strategy_v3 [20241200] 2024-09-18 14:01:49.000 [1] 0.05140 14810 MXP caleb_strategy_v3 [20241200] 2024-09-18 14:04:48.000 [1] 0.05140 14807 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:03:09.000 [1] 2229.70000 14802 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:01:50.000 [1] 2229.20000 14811 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:04:48.000 [1] 2229.20000 14813 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:06:48.000 [1] 2230.20000 14812 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:05:48.000 [1] 2229.60000 14809 RUSSELL caleb_strategy_v3 [20241200] 2024-09-18 14:03:48.000 [1] 2230.50000 14817 SOYMEAL caleb_strategy_v3 [20250100] 2024-09-18 14:41:02.000 [-1] 324.30000 14815 SOYMEAL caleb_strategy_v3 [20250100] 2024-09-18 19:45:08.618 [0] NaN 14804 SP500_micro caleb_strategy_v3 [20241200] 2024-09-18 14:01:59.000 [1] 5700.50000 14803 US30 caleb_strategy_v3 [20241200] 2024-09-18 14:01:56.000 [1] 136.21875 14800 VIX caleb_strategy_v3 [20241200] 2024-09-18 14:00:18.000 [-1] 18.50000 14816 WHEAT caleb_strategy_v3 [20251200] 2024-09-18 14:40:58.000 [1] 639.75000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14788 BTP caleb_strategy_v3 2024-09-17 2024-09-18 08:10:30.327 2024-09-18 07:10:30.000 115830.327 NaN 14794 HEATOIL caleb_strategy_v3 2024-09-17 2024-09-18 14:00:50.959 2024-09-18 13:01:06.000 136850.959 NaN 14796 COTTON2 caleb_strategy_v3 2024-09-17 2024-09-18 14:11:07.738 2024-09-18 13:15:04.000 137467.738 NaN 14797 GAS_US_mini caleb_strategy_v3 2024-09-17 2024-09-18 14:15:05.131 2024-09-18 13:15:05.000 137705.131 NaN 14800 VIX caleb_strategy_v3 2024-09-17 2024-09-18 15:00:18.467 2024-09-18 14:00:18.000 140418.467 NaN 14803 US30 caleb_strategy_v3 2024-09-17 2024-09-18 15:01:51.399 2024-09-18 14:01:56.000 140511.399 NaN 14804 SP500_micro caleb_strategy_v3 2024-09-17 2024-09-18 15:01:57.310 2024-09-18 14:01:59.000 140517.31 NaN 14805 CAD caleb_strategy_v3 2024-09-17 2024-09-18 15:02:00.399 2024-09-18 14:02:25.000 140520.399 NaN 14808 MXP caleb_strategy_v3 2024-09-17 2024-09-18 15:03:48.103 2024-09-18 14:03:48.000 140628.103 NaN 14801 MXP caleb_strategy_v3 2024-09-17 2024-09-18 15:00:20.019 2024-09-18 14:01:49.000 140420.019 NaN 14810 MXP caleb_strategy_v3 2024-09-17 2024-09-18 15:04:48.171 2024-09-18 14:04:48.000 140688.171 NaN 14806 MXP caleb_strategy_v3 2024-09-17 2024-09-18 15:02:47.467 2024-09-18 14:03:09.000 140567.467 NaN 14802 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:01:50.163 2024-09-18 14:01:50.000 140510.163 NaN 14807 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:03:09.833 2024-09-18 14:03:09.000 140589.833 NaN 14809 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:03:48.822 2024-09-18 14:03:48.000 140628.822 NaN 14811 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:04:48.764 2024-09-18 14:04:48.000 140688.764 NaN 14812 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:05:48.676 2024-09-18 14:05:48.000 140748.676 NaN 14813 RUSSELL caleb_strategy_v3 2024-09-17 2024-09-18 15:06:48.702 2024-09-18 14:06:48.000 140808.702 NaN 14814 LIVECOW caleb_strategy_v3 2024-09-17 2024-09-18 15:30:55.223 2024-09-18 14:30:55.000 142255.223 NaN 14816 WHEAT caleb_strategy_v3 2024-09-17 2024-09-18 15:40:57.695 2024-09-18 14:40:58.000 142857.695 NaN 14817 SOYMEAL caleb_strategy_v3 2024-09-17 2024-09-18 15:41:02.271 2024-09-18 14:41:02.000 142862.271 NaN 14815 SOYMEAL caleb_strategy_v3 2024-09-17 2024-09-18 15:30:56.483 2024-09-18 19:45:08.618 142256.483 15252.135 14787 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:00:29.162 2024-09-18 19:45:08.484 115229.162 42279.322 14789 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:10:34.035 2024-09-18 07:15:16.000 115834.035 NaN 14790 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:15:20.327 2024-09-18 07:16:00.000 116120.327 NaN 14791 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:16:20.394 2024-09-18 07:16:20.000 116180.394 NaN 14792 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:17:20.511 2024-09-18 07:17:20.000 116240.511 NaN 14793 DAX caleb_strategy_v3 2024-09-17 2024-09-18 08:18:20.497 2024-09-18 07:19:01.000 116300.497 NaN 14795 GOLD_micro caleb_strategy_v3 2024-09-17 2024-09-18 14:01:06.859 2024-09-18 19:45:08.551 136866.859 20641.692 14798 GOLD_micro caleb_strategy_v3 2024-09-17 2024-09-18 14:15:08.750 2024-09-18 13:15:09.000 137708.75 NaN 14799 GOLD_micro caleb_strategy_v3 2024-09-17 2024-09-18 14:16:08.871 2024-09-18 13:16:08.000 137768.871 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 14788 BTP caleb_strategy_v3 [1] 120.96 None 120.935 120.94 120.93 120.93 120.93 0.025 -0.005 0.01 0.0 NaN 0.005 14794 HEATOIL caleb_strategy_v3 [1] 2.1692 None 2.1631 2.1633 2.1629 2.1629 2.1639 0.0061 -0.0002 -0.0006 -0.001 NaN -0.0008 14796 COTTON2 caleb_strategy_v3 [-1] 72.17 None 71.34 71.33 71.35 71.35 71.2 -0.83 -0.01 -0.13 -0.15 NaN -0.14 14797 GAS_US_mini caleb_strategy_v3 [1] 2.605 None 2.6375 2.64 2.635 2.635 2.635 -0.0325 -0.0025 0.005 0.0 NaN 0.0025 14800 VIX caleb_strategy_v3 [-1] 18.3 None 18.475 18.45 18.5 18.5 18.5 0.175 -0.025 0.05 -0.0 NaN 0.025 14803 US30 caleb_strategy_v3 [1] 137.25 None 136.171875 136.1875 136.15625 136.15625 136.21875 1.078125 -0.015625 -0.03125 -0.0625 NaN -0.046875 14804 SP500_micro caleb_strategy_v3 [1] 5691.5 None 5700.25 5700.5 5700.0 5700.0 5700.5 -8.75 -0.25 0.0 -0.5 NaN -0.25 14805 CAD caleb_strategy_v3 [-1] 0.7374 None 0.73795 0.7379 0.738 0.738 0.7378 0.00055 -0.00005 -0.0001 -0.0002 NaN -0.00015 14808 MXP caleb_strategy_v3 [1] 0.05156 None 0.051395 0.0514 0.05139 0.05139 0.0514 0.000165 -0.000005 0.0 -0.00001 NaN -0.000005 14801 MXP caleb_strategy_v3 [1] 0.05156 None 0.05138 0.05139 0.05137 0.05137 0.0514 0.00018 -0.00001 -0.00001 -0.00003 NaN -0.00002 14810 MXP caleb_strategy_v3 [1] 0.05156 None 0.051415 0.05142 0.05141 0.05141 0.0514 0.000145 -0.000005 0.00002 0.00001 NaN 0.000015 14806 MXP caleb_strategy_v3 [1] 0.05156 None 0.05139 0.0514 0.05138 0.05138 0.0514 0.00017 -0.00001 0.0 -0.00002 NaN -0.00001 14802 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2236.9 2237.0 2236.8 2236.8 2229.2 -2.7 -0.1 7.8 7.6 NaN 7.7 14807 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2236.9 2237.0 2236.8 2236.8 2229.7 -2.7 -0.1 7.3 7.1 NaN 7.2 14809 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2236.9 2237.0 2236.8 2236.8 2230.5 -2.7 -0.1 6.5 6.3 NaN 6.4 14811 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2236.9 2237.0 2236.8 2236.8 2229.2 -2.7 -0.1 7.8 7.6 NaN 7.7 14812 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2236.9 2237.0 2236.8 2236.8 2229.6 -2.7 -0.1 7.4 7.2 NaN 7.3 14813 RUSSELL caleb_strategy_v3 [1] 2234.2 None 2235.55 2235.6 2235.5 2235.5 2230.2 -1.35 -0.05 5.4 5.3 NaN 5.35 14814 LIVECOW caleb_strategy_v3 [1] 179.875 None 180.0 180.025 179.975 179.975 179.875 -0.125 -0.025 0.15 0.1 NaN 0.125 14816 WHEAT caleb_strategy_v3 [1] 638.75 None 640.75 641.0 640.5 640.5 639.75 -2.0 -0.25 1.25 0.75 NaN 1.0 14817 SOYMEAL caleb_strategy_v3 [-1] 324.1 None 325.15 325.1 325.2 NaN 324.3 1.05 -0.05 -0.8 NaN NaN -0.85 14815 SOYMEAL caleb_strategy_v3 [-1] 324.1 None 325.9 325.8 326.0 326.0 NaN 1.8 -0.1 NaN NaN NaN NaN 14787 DAX caleb_strategy_v3 [1] 18846.0 None 18890.0 18893.0 18887.0 18887.0 NaN -44.0 -3.0 NaN NaN NaN NaN 14789 DAX caleb_strategy_v3 [1] 18846.0 None 18909.5 18913.0 18906.0 18906.0 18922.0 -63.5 -3.5 -9.0 -16.0 NaN -12.5 14790 DAX caleb_strategy_v3 [1] 18846.0 None 18910.0 18922.0 18898.0 18898.0 18920.0 -64.0 -12.0 2.0 -22.0 NaN -10.0 14791 DAX caleb_strategy_v3 [1] 18846.0 None 18916.0 18920.0 18912.0 18912.0 18919.0 -70.0 -4.0 1.0 -7.0 NaN -3.0 14792 DAX caleb_strategy_v3 [1] 18846.0 None 18918.0 18920.0 18916.0 18916.0 18914.0 -72.0 -2.0 6.0 2.0 NaN 4.0 14793 DAX caleb_strategy_v3 [1] 18846.0 None 18918.0 18920.0 18916.0 18916.0 18916.0 -72.0 -2.0 4.0 0.0 NaN 2.0 14795 GOLD_micro caleb_strategy_v3 [1] 2573.9 None 2579.05 2579.2 2578.9 2578.9 NaN -5.15 -0.15 NaN NaN NaN NaN 14798 GOLD_micro caleb_strategy_v3 [1] 2573.9 None 2580.45 2580.6 2580.3 2580.3 2580.3 -6.55 -0.15 0.3 0.0 NaN 0.15 14799 GOLD_micro caleb_strategy_v3 [1] 2573.9 None 2580.85 2581.0 2580.7 2580.7 2580.3 -6.95 -0.15 0.7 0.4 NaN 0.55 =============================================================================================================================================================== 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 14788 BTP caleb_strategy_v3 [1] 7.523227 33.23042 -6.646084 13.292168 0.0 NaN 6.646084 14794 HEATOIL caleb_strategy_v3 [1] 0.652464 93.491768 -3.065304 -9.195912 -15.326519 NaN -12.261215 14796 COTTON2 caleb_strategy_v3 [-1] 19.101176 -434.528218 -5.23528 -68.058637 -78.529196 NaN -73.293916 14797 GAS_US_mini caleb_strategy_v3 [1] 1.206996 -269.263424 -20.712571 41.425142 0.0 NaN 20.712571 14800 VIX caleb_strategy_v3 [-1] 12.139807 144.153862 -20.593409 41.186818 -0.0 NaN 20.593409 14803 US30 caleb_strategy_v3 [1] 17.056816 632.078689 -9.160561 -18.321121 -36.642243 NaN -27.481682 14804 SP500_micro caleb_strategy_v3 [1] 747.633534 -117.035949 -3.343884 0.0 -6.687769 NaN -3.343884 14805 CAD caleb_strategy_v3 [-1] 0.034099 161.29728 -14.663389 -29.326778 -58.653556 NaN -43.990167 14808 MXP caleb_strategy_v3 [1] 0.008108 203.500328 -6.166677 0.0 -12.333353 NaN -6.166677 14801 MXP caleb_strategy_v3 [1] 0.008108 222.000358 -12.333353 -12.333353 -37.00006 NaN -24.666706 14810 MXP caleb_strategy_v3 [1] 0.008108 178.833621 -6.166677 24.666706 12.333353 NaN 18.50003 14806 MXP caleb_strategy_v3 [1] 0.008108 209.667004 -12.333353 0.0 -24.666706 NaN -12.333353 14802 RUSSELL caleb_strategy_v3 [1] 450.984654 -59.868999 -2.21737 172.954887 168.520147 NaN 170.737517 14807 RUSSELL caleb_strategy_v3 [1] 450.984654 -59.868999 -2.21737 161.868036 157.433295 NaN 159.650665 14809 RUSSELL caleb_strategy_v3 [1] 450.984654 -59.868999 -2.21737 144.129073 139.694332 NaN 141.911702 14811 RUSSELL caleb_strategy_v3 [1] 450.984654 -59.868999 -2.21737 172.954887 168.520147 NaN 170.737517 14812 RUSSELL caleb_strategy_v3 [1] 450.984654 -59.868999 -2.21737 164.085406 159.650665 NaN 161.868036 14813 RUSSELL caleb_strategy_v3 [1] 450.984654 -29.9345 -1.108685 119.737999 117.520629 NaN 118.629314 14814 LIVECOW caleb_strategy_v3 [1] 22.12315 -56.5019 -11.30038 67.80228 45.20152 NaN 56.5019 14816 WHEAT caleb_strategy_v3 [1] 150.799623 -132.626326 -16.578291 82.891454 49.734872 NaN 66.313163 14817 SOYMEAL caleb_strategy_v3 [-1] 71.704464 146.434398 -6.973067 -111.569065 NaN NaN -118.542132 14815 SOYMEAL caleb_strategy_v3 [-1] 71.704464 251.030396 -13.946133 NaN NaN NaN NaN 14787 DAX caleb_strategy_v3 [1] 2306.296007 -190.782102 -13.007871 NaN NaN NaN NaN 14789 DAX caleb_strategy_v3 [1] 2306.296007 -275.333261 -15.175849 -39.023612 -69.37531 NaN -54.199461 14790 DAX caleb_strategy_v3 [1] 2306.296007 -277.501239 -52.031482 8.671914 -95.391051 NaN -43.359569 14791 DAX caleb_strategy_v3 [1] 2306.296007 -303.51698 -17.343827 4.335957 -30.351698 NaN -13.007871 14792 DAX caleb_strategy_v3 [1] 2306.296007 -312.188894 -8.671914 26.015741 8.671914 NaN 17.343827 14793 DAX caleb_strategy_v3 [1] 2306.296007 -312.188894 -8.671914 17.343827 0.0 NaN 8.671914 14795 GOLD_micro caleb_strategy_v3 [1] 321.773026 -160.050706 -4.661671 NaN NaN NaN NaN 14798 GOLD_micro caleb_strategy_v3 [1] 321.773026 -203.559636 -4.661671 9.323342 0.0 NaN 4.661671 14799 GOLD_micro caleb_strategy_v3 [1] 321.773026 -215.990759 -4.661671 21.754465 12.431123 NaN 17.092794 ======================================================================================================================================================================== 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 14788 BTP caleb_strategy_v3 [1] 1112.4 27.81 -5.562 11.124 0.0 NaN 5.562 14794 HEATOIL caleb_strategy_v3 [1] 42000.0 256.2 -8.4 -25.2 -42.0 NaN -33.6 14796 COTTON2 caleb_strategy_v3 [-1] 500.0 -415.0 -5.0 -65.0 -75.0 NaN -70.0 14797 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -81.25 -6.25 12.5 0.0 NaN 6.25 14800 VIX caleb_strategy_v3 [-1] 1000.0 175.0 -25.0 50.0 -0.0 NaN 25.0 14803 US30 caleb_strategy_v3 [1] 1000.0 1078.125 -15.625 -31.25 -62.5 NaN -46.875 14804 SP500_micro caleb_strategy_v3 [1] 5.0 -43.75 -1.25 0.0 -2.5 NaN -1.25 14805 CAD caleb_strategy_v3 [-1] 100000.0 55.0 -5.0 -10.0 -20.0 NaN -15.0 14808 MXP caleb_strategy_v3 [1] 500000.0 82.5 -2.5 0.0 -5.0 NaN -2.5 14801 MXP caleb_strategy_v3 [1] 500000.0 90.0 -5.0 -5.0 -15.0 NaN -10.0 14810 MXP caleb_strategy_v3 [1] 500000.0 72.5 -2.5 10.0 5.0 NaN 7.5 14806 MXP caleb_strategy_v3 [1] 500000.0 85.0 -5.0 0.0 -10.0 NaN -5.0 14802 RUSSELL caleb_strategy_v3 [1] 5.0 -13.5 -0.5 39.0 38.0 NaN 38.5 14807 RUSSELL caleb_strategy_v3 [1] 5.0 -13.5 -0.5 36.5 35.5 NaN 36.0 14809 RUSSELL caleb_strategy_v3 [1] 5.0 -13.5 -0.5 32.5 31.5 NaN 32.0 14811 RUSSELL caleb_strategy_v3 [1] 5.0 -13.5 -0.5 39.0 38.0 NaN 38.5 14812 RUSSELL caleb_strategy_v3 [1] 5.0 -13.5 -0.5 37.0 36.0 NaN 36.5 14813 RUSSELL caleb_strategy_v3 [1] 5.0 -6.75 -0.25 27.0 26.5 NaN 26.75 14814 LIVECOW caleb_strategy_v3 [1] 400.0 -50.0 -10.0 60.0 40.0 NaN 50.0 14816 WHEAT caleb_strategy_v3 [1] 50.0 -100.0 -12.5 62.5 37.5 NaN 50.0 14817 SOYMEAL caleb_strategy_v3 [-1] 100.0 105.0 -5.0 -80.0 NaN NaN -85.0 14815 SOYMEAL caleb_strategy_v3 [-1] 100.0 180.0 -10.0 NaN NaN NaN NaN 14787 DAX caleb_strategy_v3 [1] 1.1124 -48.9456 -3.3372 NaN NaN NaN NaN 14789 DAX caleb_strategy_v3 [1] 1.1124 -70.6374 -3.8934 -10.0116 -17.7984 NaN -13.905 14790 DAX caleb_strategy_v3 [1] 1.1124 -71.1936 -13.3488 2.2248 -24.4728 NaN -11.124 14791 DAX caleb_strategy_v3 [1] 1.1124 -77.868 -4.4496 1.1124 -7.7868 NaN -3.3372 14792 DAX caleb_strategy_v3 [1] 1.1124 -80.0928 -2.2248 6.6744 2.2248 NaN 4.4496 14793 DAX caleb_strategy_v3 [1] 1.1124 -80.0928 -2.2248 4.4496 0.0 NaN 2.2248 14795 GOLD_micro caleb_strategy_v3 [1] 10.0 -51.5 -1.5 NaN NaN NaN NaN 14798 GOLD_micro caleb_strategy_v3 [1] 10.0 -65.5 -1.5 3.0 0.0 NaN 1.5 14799 GOLD_micro caleb_strategy_v3 [1] 10.0 -69.5 -1.5 7.0 4.0 NaN 5.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 27.81 CAD 55.0 COTTON2 -415.0 DAX -428.8302 GAS_US_mini -81.25 GOLD_micro -186.5 HEATOIL 256.2 LIVECOW -50.0 MXP 330.0 RUSSELL -74.25 SOYMEAL 285.0 SP500_micro -43.75 US30 1078.125 VIX 175.0 WHEAT -100.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 827.5548 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.562 CAD -5.0 COTTON2 -5.0 DAX -29.4786 GAS_US_mini -6.25 GOLD_micro -4.5 HEATOIL -8.4 LIVECOW -10.0 MXP -15.0 RUSSELL -2.75 SOYMEAL -15.0 SP500_micro -1.25 US30 -15.625 VIX -25.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -161.3156 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 11.124 CAD -10.0 COTTON2 -65.0 DAX 4.4496 GAS_US_mini 12.5 GOLD_micro 10.0 HEATOIL -25.2 LIVECOW 60.0 MXP 5.0 RUSSELL 211.0 SOYMEAL -80.0 SP500_micro 0.0 US30 -31.25 VIX 50.0 WHEAT 62.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 215.1236 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0.0 CAD -20.0 COTTON2 -75.0 DAX -47.8332 GAS_US_mini 0.0 GOLD_micro 4.0 HEATOIL -42.0 LIVECOW 40.0 MXP -25.0 RUSSELL 205.5 SOYMEAL 0 SP500_micro -2.5 US30 -62.5 VIX -0.0 WHEAT 37.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 12.1668 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 CAD 0 COTTON2 0 DAX 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 LIVECOW 0 MXP 0 RUSSELL 0 SOYMEAL 0 SP500_micro 0 US30 0 VIX 0 WHEAT 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 BTP 5.562 CAD -15.0 COTTON2 -70.0 DAX -21.6918 GAS_US_mini 6.25 GOLD_micro 7.0 HEATOIL -33.6 LIVECOW 50.0 MXP -10.0 RUSSELL 208.25 SOYMEAL -85.0 SP500_micro -1.25 US30 -46.875 VIX 25.0 WHEAT 50.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 68.6452 ******************************************************************************** END OF REPORT ********************************************************************************