******************************************************************************** Trades report produced on 19/09/2024 21:37 from 18/09/2024 21:37 to 19/09/2024 21:37 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14819 COTTON2 caleb_strategy_v3 [20241200] 2024-09-19 13:00:57.000 [1] 71.800000 14830 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:19:39.000 [-1] 2.980000 14843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:42:49.000 [1] 2.535000 14842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:38:32.000 [-1] 3.000000 14841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:38:32.000 [1] 2.530000 14840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:34:31.000 [-1] 3.000000 14839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 19:45:00.665 [0] NaN 14838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:23:56.000 [-1] 2.980000 14837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:23:30.000 [1] 2.515000 14836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:23:14.000 [-1] 2.980000 14835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:22:29.000 [1] 2.515000 14834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:22:26.000 [-1] 2.980000 14833 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:20:43.000 [1] 2.515000 14832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:20:04.000 [-1] 2.980000 14831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:19:42.000 [1] 2.515000 14845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:43:44.000 [1] 2.535000 14829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:16:39.000 [1] 2.515000 14828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:15:49.000 [-1] 2.980000 14827 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:15:39.000 [1] 2.520000 14826 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:15:09.000 [-1] 2.985000 14825 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:14:39.000 [1] 2.520000 14824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:14:35.000 [-1] 2.985000 14823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:08:25.000 [1] 2.520000 14822 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:08:22.000 [-1] 2.990000 14821 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-19 13:00:59.000 [1] 2.515000 14844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20241200] 2024-09-19 13:42:49.000 [-1] 3.005000 14846 MXP caleb_strategy_v3 [20241200] 2024-09-19 14:05:35.000 [1] 0.051150 14818 NIKKEI caleb_strategy_v3 [20241200] 2024-09-19 02:03:15.000 [1] 37075.000000 14847 RUSSELL caleb_strategy_v3 [20241200] 2024-09-19 14:05:44.000 [1] 2262.100000 14820 SUGAR11 caleb_strategy_v3 [20250300] 2024-09-19 13:00:58.000 [1] 21.510000 14848 US5 caleb_strategy_v3 [20241200] 2024-09-19 14:05:45.000 [-1] 110.242188 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14818 NIKKEI caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 03:01:15.087 2024-09-19 02:03:15.000 97275.087 NaN 14819 COTTON2 caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 14:00:57.402 2024-09-19 13:00:57.000 136857.402 NaN 14820 SUGAR11 caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 14:00:58.411 2024-09-19 13:00:58.000 136858.411 NaN 14846 MXP caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 15:00:55.415 2024-09-19 14:05:35.000 140455.415 NaN 14847 RUSSELL caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 15:05:36.567 2024-09-19 14:05:44.000 140736.567 NaN 14848 US5 caleb_strategy_v3 2024-09-18 00:00:00 2024-09-19 15:05:44.978 2024-09-19 14:05:45.000 140744.978 NaN 14821 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:00:59.380 2024-09-19 13:00:59.000 68459.38 NaN 14822 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:01:00.627 2024-09-19 13:08:22.000 68460.627 NaN 14823 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:08:25.879 2024-09-19 13:08:25.000 68905.879 NaN 14824 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:08:26.492 2024-09-19 13:14:35.000 68906.492 NaN 14825 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:14:39.543 2024-09-19 13:14:39.000 69279.543 NaN 14826 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:14:39.954 2024-09-19 13:15:09.000 69279.954 NaN 14827 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:15:39.715 2024-09-19 13:15:39.000 69339.715 NaN 14828 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:15:40.303 2024-09-19 13:15:49.000 69340.303 NaN 14829 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:16:39.848 2024-09-19 13:16:39.000 69399.848 NaN 14830 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:16:40.403 2024-09-19 13:19:39.000 69400.403 NaN 14831 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:19:42.804 2024-09-19 13:19:42.000 69582.804 NaN 14832 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:19:43.230 2024-09-19 13:20:04.000 69583.23 NaN 14833 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:20:43.064 2024-09-19 13:20:43.000 69643.064 NaN 14834 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:20:43.851 2024-09-19 13:22:26.000 69643.851 NaN 14835 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:22:29.820 2024-09-19 13:22:29.000 69749.82 NaN 14836 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:22:30.290 2024-09-19 13:23:14.000 69750.29 NaN 14837 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:23:30.297 2024-09-19 13:23:30.000 69810.297 NaN 14838 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:23:30.885 2024-09-19 13:23:56.000 69810.885 NaN 14839 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:24:30.431 2024-09-19 19:45:00.665 69870.431 19230.234 14840 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:34:31.032 2024-09-19 13:34:31.000 70471.032 NaN 14841 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:34:34.710 2024-09-19 13:38:32.000 70474.71 NaN 14842 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:38:32.746 2024-09-19 13:38:32.000 70712.746 NaN 14843 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:38:36.453 2024-09-19 13:42:49.000 70716.453 NaN 14844 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:42:49.778 2024-09-19 13:42:49.000 70969.778 NaN 14845 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-09-18 19:00:00 2024-09-19 14:42:53.500 2024-09-19 13:43:44.000 70973.5 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 14818 NIKKEI caleb_strategy_v3 [1] 36235.0 None 37067.5 37070.0 37065.0 37065.0 37075.0 -832.5 -2.5 -5.0 -10.0 NaN -7.5 14819 COTTON2 caleb_strategy_v3 [1] 71.27 None 71.855 71.87 71.84 71.84 71.8 -0.585 -0.015 0.07 0.04 NaN 0.055 14820 SUGAR11 caleb_strategy_v3 [1] 21.53 None 21.545 21.55 21.54 21.54 21.51 -0.015 -0.005 0.04 0.03 NaN 0.035 14846 MXP caleb_strategy_v3 [1] 0.05122 None 0.051075 0.05108 0.05107 0.05107 0.05115 0.000145 -0.000005 -0.00007 -0.00008 NaN -0.000075 14847 RUSSELL caleb_strategy_v3 [1] 2249.0 None 2261.3 2261.4 2261.2 2261.2 2262.1 -12.3 -0.1 -0.7 -0.9 NaN -0.8 14848 US5 caleb_strategy_v3 [-1] 110.367188 None 110.207031 110.203125 110.210938 110.210938 110.242188 -0.160156 -0.003906 0.039063 0.03125 NaN 0.035157 14821 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.515 0.0625 -0.0025 0.01 0.005 NaN 0.0075 14822 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 3.0 2.995 3.005 3.005 2.99 -0.03 -0.005 -0.005 -0.015 NaN -0.01 14823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.52 0.0625 -0.0025 0.005 0.0 NaN 0.0025 14824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.995 2.99 3.0 3.0 2.985 -0.035 -0.005 -0.005 -0.015 NaN -0.01 14825 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.52 0.0625 -0.0025 0.005 0.0 NaN 0.0025 14826 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.99 2.985 2.995 2.995 2.985 -0.04 -0.005 -0.0 -0.01 NaN -0.005 14827 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.52 0.0625 -0.0025 0.005 0.0 NaN 0.0025 14828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9875 2.985 2.99 2.99 2.98 -0.0425 -0.0025 -0.005 -0.01 NaN -0.0075 14829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.515 0.0625 -0.0025 0.01 0.005 NaN 0.0075 14830 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9825 2.98 2.985 2.985 2.98 -0.0475 -0.0025 -0.0 -0.005 NaN -0.0025 14831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5225 2.525 2.52 2.52 2.515 0.0625 -0.0025 0.01 0.005 NaN 0.0075 14832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.985 2.98 2.99 2.99 2.98 -0.045 -0.005 -0.0 -0.01 NaN -0.005 14833 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5125 2.515 2.51 NaN 2.515 0.0725 -0.0025 0.0 NaN NaN -0.0025 14834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9825 2.98 2.985 2.985 2.98 -0.0475 -0.0025 -0.0 -0.005 NaN -0.0025 14835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5175 2.52 2.515 2.515 2.515 0.0675 -0.0025 0.005 0.0 NaN 0.0025 14836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.985 2.98 2.99 2.99 2.98 -0.045 -0.005 -0.0 -0.01 NaN -0.005 14837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5175 2.52 2.515 2.515 2.515 0.0675 -0.0025 0.005 0.0 NaN 0.0025 14838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.985 2.98 2.99 2.99 2.98 -0.045 -0.005 -0.0 -0.01 NaN -0.005 14839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5175 2.52 2.515 2.515 NaN 0.0675 -0.0025 NaN NaN NaN NaN 14840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9825 2.98 2.985 2.985 3.0 -0.0475 -0.0025 0.02 0.015 NaN 0.0175 14841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5175 2.52 2.515 2.515 2.53 0.0675 -0.0025 -0.01 -0.015 NaN -0.0125 14842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9825 2.98 2.985 2.985 3.0 -0.0475 -0.0025 0.02 0.015 NaN 0.0175 14843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.525 2.53 2.52 2.52 2.535 0.06 -0.005 -0.005 -0.015 NaN -0.01 14844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 3.03 None 2.9825 2.98 2.985 2.985 3.005 -0.0475 -0.0025 0.025 0.02 NaN 0.0225 14845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2.585 None 2.5325 2.535 2.53 2.53 2.535 0.0525 -0.0025 0.0 -0.005 NaN -0.0025 =================================================================================================================================================================== 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 14818 NIKKEI caleb_strategy_v3 [1] 11919.958018 -698.4085 -2.097323 -4.194646 -8.389291 NaN -6.291968 14819 COTTON2 caleb_strategy_v3 [1] 19.543355 -299.334472 -7.675243 35.8178 20.467314 NaN 28.142557 14820 SUGAR11 caleb_strategy_v3 [1] 6.464139 -23.204945 -7.734982 61.879853 46.40989 NaN 54.144871 14846 MXP caleb_strategy_v3 [1] 0.007967 182.002387 -6.275944 -87.863221 -100.41511 NaN -94.139165 14847 RUSSELL caleb_strategy_v3 [1] 454.197811 -270.807118 -2.201684 -15.411787 -19.815155 NaN -17.613471 14848 US5 caleb_strategy_v3 [-1] 4.064836 -394.004196 -9.609858 96.099814 76.880097 NaN 86.489956 14821 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 83.877957 41.938978 NaN 62.908468 14822 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -251.633871 -41.938978 -41.938978 -125.816935 NaN -83.877957 14823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 41.938978 0.0 NaN 20.969489 14824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -293.572849 -41.938978 -41.938978 -125.816935 NaN -83.877957 14825 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 41.938978 0.0 NaN 20.969489 14826 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -335.511828 -41.938978 -0.0 -83.877957 NaN -41.938978 14827 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 41.938978 0.0 NaN 20.969489 14828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -356.481317 -20.969489 -41.938978 -83.877957 NaN -62.908468 14829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 83.877957 41.938978 NaN 62.908468 14830 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -398.420295 -20.969489 -0.0 -41.938978 NaN -20.969489 14831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 524.237231 -20.969489 83.877957 41.938978 NaN 62.908468 14832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -377.450806 -41.938978 -0.0 -83.877957 NaN -41.938978 14833 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 608.115188 -20.969489 0.0 NaN NaN -20.969489 14834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -398.420295 -20.969489 -0.0 -41.938978 NaN -20.969489 14835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 566.176209 -20.969489 41.938978 0.0 NaN 20.969489 14836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -377.450806 -41.938978 -0.0 -83.877957 NaN -41.938978 14837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 566.176209 -20.969489 41.938978 0.0 NaN 20.969489 14838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -377.450806 -41.938978 -0.0 -83.877957 NaN -41.938978 14839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 566.176209 -20.969489 NaN NaN NaN NaN 14840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -398.420295 -20.969489 167.755914 125.816935 NaN 146.786425 14841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 566.176209 -20.969489 -83.877957 -125.816935 NaN -104.847446 14842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -398.420295 -20.969489 167.755914 125.816935 NaN 146.786425 14843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 503.267742 -41.938978 -41.938978 -125.816935 NaN -83.877957 14844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.192208 -398.420295 -20.969489 209.694892 167.755914 NaN 188.725403 14845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.192208 440.359274 -20.969489 0.0 -41.938978 NaN -20.969489 ============================================================================================================================================================================= 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 14818 NIKKEI caleb_strategy_v3 [1] 0.701471 -583.974887 -1.753678 -3.507357 -7.014713 NaN -5.261035 14819 COTTON2 caleb_strategy_v3 [1] 500.0 -292.5 -7.5 35.0 20.0 NaN 27.5 14820 SUGAR11 caleb_strategy_v3 [1] 1120.0 -16.8 -5.6 44.8 33.6 NaN 39.2 14846 MXP caleb_strategy_v3 [1] 500000.0 72.5 -2.5 -35.0 -40.0 NaN -37.5 14847 RUSSELL caleb_strategy_v3 [1] 5.0 -61.5 -0.5 -3.5 -4.5 NaN -4.0 14848 US5 caleb_strategy_v3 [-1] 1000.0 -160.15625 -3.90625 39.063 31.2505 NaN 35.15675 14821 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 25.0 12.5 NaN 18.75 14822 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -75.0 -12.5 -12.5 -37.5 NaN -25.0 14823 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 12.5 0.0 NaN 6.25 14824 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -87.5 -12.5 -12.5 -37.5 NaN -25.0 14825 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 12.5 0.0 NaN 6.25 14826 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -100.0 -12.5 -0.0 -25.0 NaN -12.5 14827 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 12.5 0.0 NaN 6.25 14828 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -106.25 -6.25 -12.5 -25.0 NaN -18.75 14829 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 25.0 12.5 NaN 18.75 14830 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -118.75 -6.25 -0.0 -12.5 NaN -6.25 14831 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 156.25 -6.25 25.0 12.5 NaN 18.75 14832 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -112.5 -12.5 -0.0 -25.0 NaN -12.5 14833 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 181.25 -6.25 0.0 NaN NaN -6.25 14834 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -118.75 -6.25 -0.0 -12.5 NaN -6.25 14835 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 168.75 -6.25 12.5 0.0 NaN 6.25 14836 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -112.5 -12.5 -0.0 -25.0 NaN -12.5 14837 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 168.75 -6.25 12.5 0.0 NaN 6.25 14838 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -112.5 -12.5 -0.0 -25.0 NaN -12.5 14839 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 168.75 -6.25 NaN NaN NaN NaN 14840 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -118.75 -6.25 50.0 37.5 NaN 43.75 14841 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 168.75 -6.25 -25.0 -37.5 NaN -31.25 14842 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -118.75 -6.25 50.0 37.5 NaN 43.75 14843 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 150.0 -12.5 -12.5 -37.5 NaN -25.0 14844 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -118.75 -6.25 62.5 50.0 NaN 56.25 14845 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 131.25 -6.25 0.0 -12.5 NaN -6.25 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 775.0 caleb_strategy_v3 COTTON2 -292.5 MXP 72.5 NIKKEI -583.974887 RUSSELL -61.5 SUGAR11 -16.8 US5 -160.15625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 775.0 caleb_strategy_v3 -1042.431137 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -200.0 caleb_strategy_v3 COTTON2 -7.5 MXP -2.5 NIKKEI -1.753678 RUSSELL -0.5 SUGAR11 -5.6 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -200.0 caleb_strategy_v3 -21.759928 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 225.0 caleb_strategy_v3 COTTON2 35.0 MXP -35.0 NIKKEI -3.507357 RUSSELL -3.5 SUGAR11 44.8 US5 39.063 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 225.0 caleb_strategy_v3 76.855643 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -150.0 caleb_strategy_v3 COTTON2 20.0 MXP -40.0 NIKKEI -7.014713 RUSSELL -4.5 SUGAR11 33.6 US5 31.2505 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -150.0 caleb_strategy_v3 33.335787 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 COTTON2 0 MXP 0 NIKKEI 0 RUSSELL 0 SUGAR11 0 US5 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 31.25 caleb_strategy_v3 COTTON2 27.5 MXP -37.5 NIKKEI -5.261035 RUSSELL -4.0 SUGAR11 39.2 US5 35.15675 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 31.25 caleb_strategy_v3 55.095715 ******************************************************************************** END OF REPORT ********************************************************************************