******************************************************************************** Trades report produced on 25/09/2024 21:38 from 24/09/2024 21:38 to 25/09/2024 21:38 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 14904 BUXL caleb_strategy_v3 [20241200] 2024-09-25 07:00:41.000 [1] 136.080000 14914 CANOLA caleb_strategy_v3 [20250100] 2024-09-25 13:30:04.000 [-1] 617.700000 14908 CANOLA caleb_strategy_v3 [20250100] 2024-09-25 13:10:08.000 [-1] 615.500000 14916 CHF caleb_strategy_v3 [20241200] 2024-09-25 14:08:22.000 [-1] 1.190450 14906 COPPER caleb_strategy_v3 [20241200] 2024-09-25 19:45:03.799 [0] NaN 14913 COPPER caleb_strategy_v3 [20241200] 2024-09-25 13:30:04.000 [1] 4.507500 14905 COTTON2 caleb_strategy_v3 [20241200] 2024-09-25 13:00:04.000 [-1] 73.680000 14918 DOW caleb_strategy_v3 [20241200] 2024-09-25 14:08:24.000 [-1] 42517.000000 14919 EUR caleb_strategy_v3 [20241200] 2024-09-25 14:08:25.000 [1] 1.122750 14907 GOLD_micro caleb_strategy_v3 [20241200] 2024-09-25 13:10:07.000 [-1] 2687.900000 14910 HEATOIL caleb_strategy_v3 [20250100] 2024-09-25 13:15:09.000 [1] 2.206300 14902 JGB-SGX-mini caleb_strategy_v3 [20241200] 2024-09-25 02:03:12.000 [1] 145.130000 14903 JGB-SGX-mini caleb_strategy_v3 [20241200] 2024-09-25 02:04:00.000 [1] 145.130000 14920 JPY caleb_strategy_v3 [20241200] 2024-09-25 14:10:16.000 [-1] 0.007015 14932 LUMBER-new _ROLL_PSEUDO_STRATEGY [20250100] 2024-09-25 15:11:55.000 [-1] 543.000000 14931 LUMBER-new _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-25 15:11:55.000 [1] 529.000000 14930 LUMBER-new _ROLL_PSEUDO_STRATEGY [20250100] 2024-09-25 15:10:39.000 [-1] 542.500000 14929 LUMBER-new _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-25 15:09:50.000 [1] 528.000000 14924 MXP caleb_strategy_v3 [20241200] 2024-09-25 14:12:04.000 [-1] 0.050770 14926 NASDAQ_micro caleb_strategy_v3 [20241200] 2024-09-25 14:12:09.000 [-1] 20251.250000 14917 NASDAQ_micro caleb_strategy_v3 [20241200] 2024-09-25 14:08:23.000 [-1] 20245.500000 14923 NZD caleb_strategy_v3 [20241200] 2024-09-25 14:11:15.000 [1] 0.630850 14912 OJ _ROLL_PSEUDO_STRATEGY [20250100] 2024-09-25 13:24:16.000 [1] 474.600000 14911 OJ _ROLL_PSEUDO_STRATEGY [20241100] 2024-09-25 13:15:38.000 [-1] 486.050000 14927 REDWHEAT caleb_strategy_v3 [20250300] 2024-09-25 14:35:09.000 [1] 587.000000 14921 SP400 caleb_strategy_v3 [20241200] 2024-09-25 14:11:12.000 [1] 3140.100000 14925 SP500_micro caleb_strategy_v3 [20241200] 2024-09-25 14:12:05.000 [-1] 5795.250000 14909 SUGAR11 caleb_strategy_v3 [20250500] 2024-09-25 13:10:36.000 [1] 21.490000 14915 SUGAR11 caleb_strategy_v3 [20250500] 2024-09-25 13:35:07.000 [1] 21.530000 14922 US5 caleb_strategy_v3 [20241200] 2024-09-25 14:11:14.000 [1] 110.210938 14928 WHEAT caleb_strategy_v3 [20251200] 2024-09-25 14:35:11.000 [1] 643.000000 ================================================================================================================================================================= Delays ================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 14902 JGB-SGX-mini caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 03:01:15.743 2024-09-25 02:03:12.000 97275.743 NaN 14903 JGB-SGX-mini caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 03:03:16.146 2024-09-25 02:04:00.000 97396.146 NaN 14904 BUXL caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 08:00:40.687 2024-09-25 07:00:41.000 115240.687 NaN 14905 COTTON2 caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:00:04.059 2024-09-25 13:00:04.000 136804.059 NaN 14907 GOLD_micro caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:10:07.095 2024-09-25 13:10:07.000 137407.095 NaN 14910 HEATOIL caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:10:37.587 2024-09-25 13:15:09.000 137437.587 NaN 14912 OJ _ROLL_PSEUDO_STRATEGY 2024-09-24 18:00:00 2024-09-25 14:15:39.311 2024-09-25 13:24:16.000 72939.311 NaN 14911 OJ _ROLL_PSEUDO_STRATEGY 2024-09-24 18:00:00 2024-09-25 14:15:10.620 2024-09-25 13:15:38.000 72910.62 NaN 14914 CANOLA caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:30:04.546 2024-09-25 13:30:04.000 138604.546 NaN 14908 CANOLA caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:10:08.651 2024-09-25 13:10:08.000 137408.651 NaN 14915 SUGAR11 caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:30:05.236 2024-09-25 13:35:07.000 138605.236 NaN 14909 SUGAR11 caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:10:09.990 2024-09-25 13:10:36.000 137409.99 NaN 14916 CHF caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:00:16.055 2024-09-25 14:08:22.000 140416.055 NaN 14918 DOW caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:08:24.487 2024-09-25 14:08:24.000 140904.487 NaN 14919 EUR caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:08:25.835 2024-09-25 14:08:25.000 140905.835 NaN 14920 JPY caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:08:27.021 2024-09-25 14:10:16.000 140907.021 NaN 14921 SP400 caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:10:17.466 2024-09-25 14:11:12.000 141017.466 NaN 14922 US5 caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:11:14.082 2024-09-25 14:11:14.000 141074.082 NaN 14923 NZD caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:11:15.455 2024-09-25 14:11:15.000 141075.455 NaN 14924 MXP caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:11:16.771 2024-09-25 14:12:04.000 141076.771 NaN 14925 SP500_micro caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:12:05.434 2024-09-25 14:12:05.000 141125.434 NaN 14917 NASDAQ_micro caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:08:23.407 2024-09-25 14:08:23.000 140903.407 NaN 14926 NASDAQ_micro caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:12:09.226 2024-09-25 14:12:09.000 141129.226 NaN 14927 REDWHEAT caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:30:13.243 2024-09-25 14:35:09.000 142213.243 NaN 14928 WHEAT caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 15:35:10.556 2024-09-25 14:35:11.000 142510.556 NaN 14929 LUMBER-new _ROLL_PSEUDO_STRATEGY 2024-09-24 19:00:00 2024-09-25 16:00:20.047 2024-09-25 15:09:50.000 75620.047 NaN 14930 LUMBER-new _ROLL_PSEUDO_STRATEGY 2024-09-24 19:00:00 2024-09-25 16:09:52.011 2024-09-25 15:10:39.000 76192.011 NaN 14931 LUMBER-new _ROLL_PSEUDO_STRATEGY 2024-09-24 19:00:00 2024-09-25 16:10:42.862 2024-09-25 15:11:55.000 76242.862 NaN 14932 LUMBER-new _ROLL_PSEUDO_STRATEGY 2024-09-24 19:00:00 2024-09-25 16:11:55.751 2024-09-25 15:11:55.000 76315.751 NaN 14913 COPPER caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:24:30.440 2024-09-25 13:30:04.000 138270.44 NaN 14906 COPPER caleb_strategy_v3 2024-09-24 00:00:00 2024-09-25 14:00:05.791 2024-09-25 19:45:03.799 136805.791 20698.008 ======================================================================================================================================================================================================================================== 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 14902 JGB-SGX-mini caleb_strategy_v3 [1] 145.17 None 145.115 145.12 145.11 145.11 145.13 0.055 -0.005 -0.01 -0.02 NaN -0.015 14903 JGB-SGX-mini caleb_strategy_v3 [1] 145.17 None 145.125 145.13 145.12 145.12 145.13 0.045 -0.005 0.0 -0.01 NaN -0.005 14904 BUXL caleb_strategy_v3 [1] 136.02 None 136.09 136.1 136.08 136.08 136.08 -0.07 -0.01 0.02 0.0 NaN 0.01 14905 COTTON2 caleb_strategy_v3 [-1] 74.1 None 73.58 73.57 73.59 73.59 73.68 -0.52 -0.01 0.11 0.09 NaN 0.1 14907 GOLD_micro caleb_strategy_v3 [-1] 2682.6 None 2683.4 2683.3 2683.5 2683.5 2687.9 0.8 -0.1 4.6 4.4 NaN 4.5 14910 HEATOIL caleb_strategy_v3 [1] 2.2208 None 2.2005 2.2008 2.2002 2.2002 2.2063 0.0203 -0.0003 -0.0055 -0.0061 NaN -0.0058 14912 OJ _ROLL_PSEUDO_STRATEGY [1] 477.5 None 473.375 474.4 472.35 472.35 474.6 4.125 -1.025 -0.2 -2.25 NaN -1.225 14911 OJ _ROLL_PSEUDO_STRATEGY [-1] 490.6 None 486.15 485.3 487.0 487.0 486.05 -4.45 -0.85 0.75 -0.95 NaN -0.1 14914 CANOLA caleb_strategy_v3 [-1] 614.7 None 614.6 614.4 614.8 614.8 617.7 -0.1 -0.2 3.3 2.9 NaN 3.1 14908 CANOLA caleb_strategy_v3 [-1] 614.7 None 614.6 614.4 614.8 614.8 615.5 -0.1 -0.2 1.1 0.7 NaN 0.9 14915 SUGAR11 caleb_strategy_v3 [1] 21.61 None 21.49 21.5 21.48 21.48 21.53 0.12 -0.01 -0.03 -0.05 NaN -0.04 14909 SUGAR11 caleb_strategy_v3 [1] 21.61 None 21.495 21.5 21.49 21.49 21.49 0.115 -0.005 0.01 0.0 NaN 0.005 14916 CHF caleb_strategy_v3 [-1] 1.19515 None 1.19055 1.1905 1.1906 1.1906 1.19045 -0.0046 -0.00005 -0.00005 -0.00015 NaN -0.0001 14918 DOW caleb_strategy_v3 [-1] 42499.0 None 42482.0 42481.0 42483.0 42483.0 42517.0 -17.0 -1.0 36.0 34.0 NaN 35.0 14919 EUR caleb_strategy_v3 [1] 1.1201 None 1.123275 1.1233 1.12325 1.12325 1.12275 -0.003175 -0.000025 0.00055 0.0005 NaN 0.000525 14920 JPY caleb_strategy_v3 [-1] 0.00705 None 0.007019 0.007019 0.007019 0.007019 0.007015 -0.000031 -0.0 -0.000004 -0.000004 NaN -0.000004 14921 SP400 caleb_strategy_v3 [1] 3150.8 None 3137.55 3138.4 3136.7 3136.7 3140.1 13.25 -0.85 -1.7 -3.4 NaN -2.55 14922 US5 caleb_strategy_v3 [1] 110.375 None 110.230469 110.234375 110.226562 110.226562 110.210938 0.144531 -0.003906 0.023437 0.015625 NaN 0.019531 14923 NZD caleb_strategy_v3 [1] 0.6334 None 0.631 0.63105 0.63095 0.63095 0.63085 0.0024 -0.00005 0.0002 0.0001 NaN 0.00015 14924 MXP caleb_strategy_v3 [-1] 0.05109 None 0.050815 0.05081 0.05082 0.05082 0.05077 -0.000275 -0.000005 -0.00004 -0.00005 NaN -0.000045 14925 SP500_micro caleb_strategy_v3 [-1] 5784.0 None 5794.875 5794.75 5795.0 5795.0 5795.25 10.875 -0.125 0.5 0.25 NaN 0.375 14917 NASDAQ_micro caleb_strategy_v3 [-1] 20147.5 None 20217.375 20217.25 20217.5 20217.5 20245.5 69.875 -0.125 28.25 28.0 NaN 28.125 14926 NASDAQ_micro caleb_strategy_v3 [-1] 20147.5 None 20217.375 20217.25 20217.5 20217.5 20251.25 69.875 -0.125 34.0 33.75 NaN 33.875 14927 REDWHEAT caleb_strategy_v3 [1] 585.75 None 585.75 586.0 585.5 585.5 587.0 0.0 -0.25 -1.0 -1.5 NaN -1.25 14928 WHEAT caleb_strategy_v3 [1] 639.25 None 642.25 642.5 642.0 NaN 643.0 -3.0 -0.25 -0.5 NaN NaN -0.75 14929 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 533.5 None 527.0 527.5 526.5 526.5 528.0 6.5 -0.5 -0.5 -1.5 NaN -1.0 14930 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 549.5 None 542.5 542.0 543.0 543.0 542.5 -7.0 -0.5 0.5 -0.5 NaN 0.0 14931 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 533.5 None 527.5 528.0 527.0 527.0 529.0 6.0 -0.5 -1.0 -2.0 NaN -1.5 14932 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 549.5 None 543.75 542.5 545.0 NaN 543.0 -5.75 -1.25 0.5 NaN NaN -0.75 14913 COPPER caleb_strategy_v3 [1] 4.52 None 4.48475 4.485 4.4845 4.4845 4.5075 0.03525 -0.00025 -0.0225 -0.023 NaN -0.02275 14906 COPPER caleb_strategy_v3 [1] 4.52 None 4.479 4.4795 4.4785 4.4785 NaN 0.041 -0.0005 NaN NaN NaN NaN =================================================================================================================================================================== 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 14902 JGB-SGX-mini caleb_strategy_v3 [1] 4.500962 122.196111 -11.108737 -22.217475 -44.434949 NaN -33.326212 14903 JGB-SGX-mini caleb_strategy_v3 [1] 4.500962 99.978636 -11.108737 0.0 -22.217475 NaN -11.108737 14904 BUXL caleb_strategy_v3 [1] 18.977957 -36.884897 -5.269271 10.538542 0.0 NaN 5.269271 14905 COTTON2 caleb_strategy_v3 [-1] 18.465014 -281.613656 -5.415647 59.57212 48.740825 NaN 54.156472 14907 GOLD_micro caleb_strategy_v3 [-1] 319.780307 25.017175 -3.127147 143.848758 137.594464 NaN 140.721611 14910 HEATOIL caleb_strategy_v3 [1] 0.621444 326.658494 -4.827465 -88.503533 -98.158464 NaN -93.330998 14912 OJ _ROLL_PSEUDO_STRATEGY [1] 171.267779 240.850908 -59.847801 -11.67762 -131.373223 NaN -71.525421 14911 OJ _ROLL_PSEUDO_STRATEGY [-1] 171.267779 -259.82704 -49.629884 43.791074 -55.468694 NaN -5.83881 14914 CANOLA caleb_strategy_v3 [-1] 173.635837 -5.75918 -11.51836 190.052933 167.016213 NaN 178.534573 14908 CANOLA caleb_strategy_v3 [-1] 173.635837 -5.75918 -11.51836 63.350978 40.314258 NaN 51.832618 14915 SUGAR11 caleb_strategy_v3 [1] 5.992957 200.235032 -16.686253 -50.058758 -83.431263 NaN -66.745011 14909 SUGAR11 caleb_strategy_v3 [1] 5.992957 191.891905 -8.343126 16.686253 0.0 NaN 8.343126 14916 CHF caleb_strategy_v3 [-1] 0.088407 -520.318209 -5.655633 -5.655633 -16.966898 NaN -11.311265 14918 DOW caleb_strategy_v3 [-1] 4432.212841 -38.355559 -2.256209 81.223536 76.711117 NaN 78.967327 14919 EUR caleb_strategy_v3 [1] 0.067795 -468.326747 -3.687612 81.127468 73.752244 NaN 77.439856 14920 JPY caleb_strategy_v3 [-1] 0.000788 -393.433636 -6.345704 -44.419927 -57.111334 NaN -50.76563 14921 SP400 caleb_strategy_v3 [1] 473.409617 279.884471 -17.954853 -35.909706 -71.819411 NaN -53.864559 14922 US5 caleb_strategy_v3 [1] 3.937465 367.066717 -9.920722 59.523063 39.681618 NaN 49.60234 14923 NZD caleb_strategy_v3 [1] 0.063486 378.038072 -7.875793 31.503173 15.751586 NaN 23.62738 14924 MXP caleb_strategy_v3 [-1] 0.007724 -356.052445 -6.473681 -51.789447 -64.736808 NaN -58.263127 14925 SP500_micro caleb_strategy_v3 [-1] 713.166674 152.488898 -1.752746 7.010984 3.505492 NaN 5.258238 14917 NASDAQ_micro caleb_strategy_v3 [-1] 3622.026668 192.916857 -0.345111 77.995008 77.304787 NaN 77.649898 14926 NASDAQ_micro caleb_strategy_v3 [-1] 3622.026668 192.916857 -0.345111 93.870098 93.179877 NaN 93.524988 14927 REDWHEAT caleb_strategy_v3 [1] 160.171694 0.0 -15.608251 -62.433004 -93.649506 NaN -78.041255 14928 WHEAT caleb_strategy_v3 [1] 148.338141 -202.240636 -16.853386 -33.706773 NaN NaN -50.560159 14929 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 134.809972 482.160177 -37.089244 -37.089244 -111.267733 NaN -74.178489 14930 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 134.809972 -519.249422 -37.089244 37.089244 -37.089244 NaN 0.0 14931 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 134.809972 445.070933 -37.089244 -74.178489 -148.356978 NaN -111.267733 14932 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 134.809972 -426.526311 -92.723111 37.089244 NaN NaN -55.633867 14913 COPPER caleb_strategy_v3 [1] 0.984261 358.136709 -2.539977 -228.597899 -233.677852 NaN -231.137876 14906 COPPER caleb_strategy_v3 [1] 0.984261 416.556172 -5.079953 NaN NaN NaN NaN ============================================================================================================================================================================ 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 14902 JGB-SGX-mini caleb_strategy_v3 [1] 697.593303 38.367632 -3.487967 -6.975933 -13.951866 NaN -10.4639 14903 JGB-SGX-mini caleb_strategy_v3 [1] 697.593303 31.391699 -3.487967 0.0 -6.975933 NaN -3.487967 14904 BUXL caleb_strategy_v3 [1] 1119.4 -78.358 -11.194 22.388 0.0 NaN 11.194 14905 COTTON2 caleb_strategy_v3 [-1] 500.0 -260.0 -5.0 55.0 45.0 NaN 50.0 14907 GOLD_micro caleb_strategy_v3 [-1] 10.0 8.0 -1.0 46.0 44.0 NaN 45.0 14910 HEATOIL caleb_strategy_v3 [1] 42000.0 852.6 -12.6 -231.0 -256.2 NaN -243.6 14912 OJ _ROLL_PSEUDO_STRATEGY [1] 150.0 618.75 -153.75 -30.0 -337.5 NaN -183.75 14911 OJ _ROLL_PSEUDO_STRATEGY [-1] 150.0 -667.5 -127.5 112.5 -142.5 NaN -15.0 14914 CANOLA caleb_strategy_v3 [-1] 14.889261 -1.488926 -2.977852 49.134562 43.178857 NaN 46.156709 14908 CANOLA caleb_strategy_v3 [-1] 14.889261 -1.488926 -2.977852 16.378187 10.422483 NaN 13.400335 14915 SUGAR11 caleb_strategy_v3 [1] 1120.0 134.4 -11.2 -33.6 -56.0 NaN -44.8 14909 SUGAR11 caleb_strategy_v3 [1] 1120.0 128.8 -5.6 11.2 0.0 NaN 5.6 14916 CHF caleb_strategy_v3 [-1] 125000.0 -575.0 -6.25 -6.25 -18.75 NaN -12.5 14918 DOW caleb_strategy_v3 [-1] 0.5 -8.5 -0.5 18.0 17.0 NaN 17.5 14919 EUR caleb_strategy_v3 [1] 125000.0 -396.875 -3.125 68.75 62.5 NaN 65.625 14920 JPY caleb_strategy_v3 [-1] 12500000.0 -387.5 -6.25 -43.75 -56.25 NaN -50.0 14921 SP400 caleb_strategy_v3 [1] 100.0 1325.0 -85.0 -170.0 -340.0 NaN -255.0 14922 US5 caleb_strategy_v3 [1] 1000.0 144.53125 -3.90625 23.437 15.6245 NaN 19.53075 14923 NZD caleb_strategy_v3 [1] 100000.0 240.0 -5.0 20.0 10.0 NaN 15.0 14924 MXP caleb_strategy_v3 [-1] 500000.0 -137.5 -2.5 -20.0 -25.0 NaN -22.5 14925 SP500_micro caleb_strategy_v3 [-1] 5.0 54.375 -0.625 2.5 1.25 NaN 1.875 14917 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 139.75 -0.25 56.5 56.0 NaN 56.25 14926 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 139.75 -0.25 68.0 67.5 NaN 67.75 14927 REDWHEAT caleb_strategy_v3 [1] 50.0 0.0 -12.5 -50.0 -75.0 NaN -62.5 14928 WHEAT caleb_strategy_v3 [1] 50.0 -150.0 -12.5 -25.0 NaN NaN -37.5 14929 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 27.5 178.75 -13.75 -13.75 -41.25 NaN -27.5 14930 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 27.5 -192.5 -13.75 13.75 -13.75 NaN 0.0 14931 LUMBER-new _ROLL_PSEUDO_STRATEGY [1] 27.5 165.0 -13.75 -27.5 -55.0 NaN -41.25 14932 LUMBER-new _ROLL_PSEUDO_STRATEGY [-1] 27.5 -158.125 -34.375 13.75 NaN NaN -20.625 14913 COPPER caleb_strategy_v3 [1] 25000.0 881.25 -6.25 -562.5 -575.0 NaN -568.75 14906 COPPER caleb_strategy_v3 [1] 25000.0 1025.0 -12.5 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new -6.875 OJ -48.75 caleb_strategy_v3 BUXL -78.358 CANOLA -2.977852 CHF -575.0 COPPER 1906.25 COTTON2 -260.0 DOW -8.5 EUR -396.875 GOLD_micro 8.0 HEATOIL 852.6 JGB-SGX-mini 69.75933 JPY -387.5 MXP -137.5 NASDAQ_micro 279.5 NZD 240.0 REDWHEAT 0.0 SP400 1325.0 SP500_micro 54.375 SUGAR11 263.2 US5 144.53125 WHEAT -150.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -55.625 caleb_strategy_v3 3146.504728 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new -75.625 OJ -281.25 caleb_strategy_v3 BUXL -11.194 CANOLA -5.955704 CHF -6.25 COPPER -18.75 COTTON2 -5.0 DOW -0.5 EUR -3.125 GOLD_micro -1.0 HEATOIL -12.6 JGB-SGX-mini -6.975933 JPY -6.25 MXP -2.5 NASDAQ_micro -0.5 NZD -5.0 REDWHEAT -12.5 SP400 -85.0 SP500_micro -0.625 SUGAR11 -16.8 US5 -3.90625 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -356.875 caleb_strategy_v3 -216.931887 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new -13.75 OJ 82.5 caleb_strategy_v3 BUXL 22.388 CANOLA 65.512749 CHF -6.25 COPPER -562.5 COTTON2 55.0 DOW 18.0 EUR 68.75 GOLD_micro 46.0 HEATOIL -231.0 JGB-SGX-mini -6.975933 JPY -43.75 MXP -20.0 NASDAQ_micro 124.5 NZD 20.0 REDWHEAT -50.0 SP400 -170.0 SP500_micro 2.5 SUGAR11 -22.4 US5 23.437 WHEAT -25.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 68.75 caleb_strategy_v3 -691.788184 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new -110.0 OJ -480.0 caleb_strategy_v3 BUXL 0.0 CANOLA 53.60134 CHF -18.75 COPPER -575.0 COTTON2 45.0 DOW 17.0 EUR 62.5 GOLD_micro 44.0 HEATOIL -256.2 JGB-SGX-mini -20.927799 JPY -56.25 MXP -25.0 NASDAQ_micro 123.5 NZD 10.0 REDWHEAT -75.0 SP400 -340.0 SP500_micro 1.25 SUGAR11 -56.0 US5 15.6245 WHEAT 0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -590.0 caleb_strategy_v3 -1050.651959 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new 0 OJ 0 caleb_strategy_v3 BUXL 0 CANOLA 0 CHF 0 COPPER 0 COTTON2 0 DOW 0 EUR 0 GOLD_micro 0 HEATOIL 0 JGB-SGX-mini 0 JPY 0 MXP 0 NASDAQ_micro 0 NZD 0 REDWHEAT 0 SP400 0 SP500_micro 0 SUGAR11 0 US5 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY LUMBER-new -89.375 OJ -198.75 caleb_strategy_v3 BUXL 11.194 CANOLA 59.557044 CHF -12.5 COPPER -568.75 COTTON2 50.0 DOW 17.5 EUR 65.625 GOLD_micro 45.0 HEATOIL -243.6 JGB-SGX-mini -13.951866 JPY -50.0 MXP -22.5 NASDAQ_micro 124.0 NZD 15.0 REDWHEAT -62.5 SP400 -255.0 SP500_micro 1.875 SUGAR11 -39.2 US5 19.53075 WHEAT -37.5 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -288.125 caleb_strategy_v3 -896.220072 ******************************************************************************** END OF REPORT ********************************************************************************