******************************************************************************** Trades report produced on 21/10/2024 21:38 from 20/10/2024 21:38 to 21/10/2024 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 15120 BTP caleb_strategy_v3 [20241200] 2024-10-21 07:01:20.000 [1] 122.150000 15119 BUND caleb_strategy_v3 [20241200] 2024-10-21 07:00:26.000 [1] 134.060000 15129 CHF caleb_strategy_v3 [20241200] 2024-10-21 14:04:54.000 [-1] 1.164150 15123 COPPER caleb_strategy_v3 [20241200] 2024-10-21 13:10:09.000 [-1] 4.413500 15121 DAX caleb_strategy_v3 [20241200] 2024-10-21 07:01:21.000 [1] 19720.000000 15118 DAX caleb_strategy_v3 [20241200] 2024-10-21 07:00:25.000 [1] 19724.000000 15128 EUR caleb_strategy_v3 [20241200] 2024-10-21 14:04:49.000 [-1] 1.087350 15135 FEEDCOW caleb_strategy_v3 [20250100] 2024-10-21 14:41:40.000 [1] 244.400000 15122 GASOIL caleb_strategy_v3 [20250100] 2024-10-21 08:00:27.000 [-1] 655.000000 15125 GAS_US_mini caleb_strategy_v3 [20241200] 2024-10-21 13:11:04.000 [1] 2.795000 15127 GOLD_micro caleb_strategy_v3 [20241200] 2024-10-21 13:12:07.000 [1] 2753.000000 15124 GOLD_micro caleb_strategy_v3 [20241200] 2024-10-21 13:10:42.000 [1] 2753.800000 15126 HEATOIL caleb_strategy_v3 [20250100] 2024-10-21 13:12:03.000 [-1] 2.197100 15113 JGB-SGX-mini caleb_strategy_v3 [20241200] 2024-10-21 02:31:22.000 [-1] 143.900000 15111 JGB-SGX-mini caleb_strategy_v3 [20241200] 2024-10-21 02:16:18.000 [-1] 143.900000 15115 JGB-SGX-mini caleb_strategy_v3 [20241200] 2024-10-21 02:36:47.000 [-1] 143.900000 15131 JPY caleb_strategy_v3 [20241200] 2024-10-21 14:10:19.000 [1] 0.006711 15137 LEANHOG caleb_strategy_v3 [20250200] 2024-10-21 14:47:13.000 [1] 81.325000 15134 LEANHOG caleb_strategy_v3 [20250200] 2024-10-21 19:45:28.272 [0] NaN 15136 LIVECOW caleb_strategy_v3 [20241200] 2024-10-21 14:45:01.000 [-1] 186.675000 15138 LIVECOW caleb_strategy_v3 [20241200] 2024-10-21 14:47:14.000 [-1] 186.575000 15116 NIKKEI caleb_strategy_v3 [20241200] 2024-10-21 02:37:03.000 [1] 39130.000000 15112 NIKKEI caleb_strategy_v3 [20241200] 2024-10-21 19:45:28.188 [0] NaN 15114 NIKKEI caleb_strategy_v3 [20241200] 2024-10-21 02:31:46.000 [1] 39110.000000 15110 NIKKEI caleb_strategy_v3 [20241200] 2024-10-21 19:45:28.107 [0] NaN 15117 OAT caleb_strategy_v3 [20241200] 2024-10-21 07:00:22.000 [1] 126.800000 15132 SOYMEAL caleb_strategy_v3 [20250300] 2024-10-21 14:30:54.000 [-1] 314.600000 15130 VIX caleb_strategy_v3 [20250100] 2024-10-21 14:10:03.000 [-1] 18.350000 15133 WHEAT caleb_strategy_v3 [20251200] 2024-10-21 14:31:38.000 [-1] 636.750000 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 15113 JGB-SGX-mini caleb_strategy_v3 2024-10-18 2024-10-21 03:26:22.122 2024-10-21 02:31:22.000 271582.122 NaN 15115 JGB-SGX-mini caleb_strategy_v3 2024-10-18 2024-10-21 03:31:46.886 2024-10-21 02:36:47.000 271906.886 NaN 15111 JGB-SGX-mini caleb_strategy_v3 2024-10-18 2024-10-21 03:11:17.803 2024-10-21 02:16:18.000 270677.803 NaN 15117 OAT caleb_strategy_v3 2024-10-18 2024-10-21 08:00:22.587 2024-10-21 07:00:22.000 288022.587 NaN 15119 BUND caleb_strategy_v3 2024-10-18 2024-10-21 08:00:26.667 2024-10-21 07:00:26.000 288026.667 NaN 15120 BTP caleb_strategy_v3 2024-10-18 2024-10-21 08:01:20.678 2024-10-21 07:01:20.000 288080.678 NaN 15121 DAX caleb_strategy_v3 2024-10-18 2024-10-21 08:01:21.483 2024-10-21 07:01:21.000 288081.483 NaN 15118 DAX caleb_strategy_v3 2024-10-18 2024-10-21 08:00:24.659 2024-10-21 07:00:25.000 288024.659 NaN 15122 GASOIL caleb_strategy_v3 2024-10-18 2024-10-21 09:00:27.342 2024-10-21 08:00:27.000 291627.342 NaN 15123 COPPER caleb_strategy_v3 2024-10-18 2024-10-21 14:00:46.467 2024-10-21 13:10:09.000 309646.467 NaN 15125 GAS_US_mini caleb_strategy_v3 2024-10-18 2024-10-21 14:10:43.622 2024-10-21 13:11:04.000 310243.622 NaN 15126 HEATOIL caleb_strategy_v3 2024-10-18 2024-10-21 14:11:05.034 2024-10-21 13:12:03.000 310265.034 NaN 15124 GOLD_micro caleb_strategy_v3 2024-10-18 2024-10-21 14:10:09.854 2024-10-21 13:10:42.000 310209.854 NaN 15127 GOLD_micro caleb_strategy_v3 2024-10-18 2024-10-21 14:12:07.193 2024-10-21 13:12:07.000 310327.193 NaN 15128 EUR caleb_strategy_v3 2024-10-18 2024-10-21 15:00:18.176 2024-10-21 14:04:49.000 313218.176 NaN 15129 CHF caleb_strategy_v3 2024-10-18 2024-10-21 15:04:50.310 2024-10-21 14:04:54.000 313490.31 NaN 15130 VIX caleb_strategy_v3 2024-10-18 2024-10-21 15:04:55.403 2024-10-21 14:10:03.000 313495.403 NaN 15131 JPY caleb_strategy_v3 2024-10-18 2024-10-21 15:10:04.731 2024-10-21 14:10:19.000 313804.731 NaN 15132 SOYMEAL caleb_strategy_v3 2024-10-18 2024-10-21 15:30:46.278 2024-10-21 14:30:54.000 315046.278 NaN 15133 WHEAT caleb_strategy_v3 2024-10-18 2024-10-21 15:30:55.411 2024-10-21 14:31:38.000 315055.411 NaN 15135 FEEDCOW caleb_strategy_v3 2024-10-18 2024-10-21 15:41:40.383 2024-10-21 14:41:40.000 315700.383 NaN 15136 LIVECOW caleb_strategy_v3 2024-10-18 2024-10-21 15:41:41.875 2024-10-21 14:45:01.000 315701.875 NaN 15138 LIVECOW caleb_strategy_v3 2024-10-18 2024-10-21 15:47:13.918 2024-10-21 14:47:14.000 316033.918 NaN 15137 LEANHOG caleb_strategy_v3 2024-10-18 2024-10-21 15:45:05.307 2024-10-21 14:47:13.000 315905.307 NaN 15134 LEANHOG caleb_strategy_v3 2024-10-18 2024-10-21 15:31:39.234 2024-10-21 19:45:28.272 315099.234 15229.038 15112 NIKKEI caleb_strategy_v3 2024-10-18 2024-10-21 03:16:21.546 2024-10-21 19:45:28.188 270981.546 59346.642 15114 NIKKEI caleb_strategy_v3 2024-10-18 2024-10-21 03:31:25.892 2024-10-21 02:31:46.000 271885.892 NaN 15116 NIKKEI caleb_strategy_v3 2024-10-18 2024-10-21 03:36:50.522 2024-10-21 02:37:03.000 272210.522 NaN 15110 NIKKEI caleb_strategy_v3 2024-10-18 2024-10-21 03:01:16.915 2024-10-21 19:45:28.107 270076.915 60251.192 ================================================================================================================================================================================================================================= 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 15113 JGB-SGX-mini caleb_strategy_v3 [-1] 143.93 None 143.915 143.9 143.93 143.93 143.9 -0.015 -0.015 -0.0 -0.03 NaN -0.015 15115 JGB-SGX-mini caleb_strategy_v3 [-1] 143.93 None 143.915 143.9 143.93 143.93 143.9 -0.015 -0.015 -0.0 -0.03 NaN -0.015 15111 JGB-SGX-mini caleb_strategy_v3 [-1] 143.93 None 143.9 143.89 143.91 143.91 143.9 -0.03 -0.01 0.01 -0.01 NaN 0.0 15117 OAT caleb_strategy_v3 [1] 126.96 None 126.805 126.81 126.8 126.8 126.8 0.155 -0.005 0.01 0.0 NaN 0.005 15119 BUND caleb_strategy_v3 [1] 134.17 None 134.075 134.08 134.07 134.07 134.06 0.095 -0.005 0.02 0.01 NaN 0.015 15120 BTP caleb_strategy_v3 [1] 122.38 None 122.165 122.17 122.16 122.16 122.15 0.215 -0.005 0.02 0.01 NaN 0.015 15121 DAX caleb_strategy_v3 [1] 19773.0 None 19729.0 19730.0 19728.0 19728.0 19720.0 44.0 -1.0 10.0 8.0 NaN 9.0 15118 DAX caleb_strategy_v3 [1] 19773.0 None 19729.0 19730.0 19728.0 19728.0 19724.0 44.0 -1.0 6.0 4.0 NaN 5.0 15122 GASOIL caleb_strategy_v3 [-1] 650.25 None 653.875 653.75 654.0 654.0 655.0 3.625 -0.125 1.25 1.0 NaN 1.125 15123 COPPER caleb_strategy_v3 [-1] 4.3925 None 4.42175 4.4215 4.422 4.422 4.4135 0.02925 -0.00025 -0.008 -0.0085 NaN -0.00825 15125 GAS_US_mini caleb_strategy_v3 [1] 2.775 None 2.7875 2.79 2.785 2.785 2.795 -0.0125 -0.0025 -0.005 -0.01 NaN -0.0075 15126 HEATOIL caleb_strategy_v3 [-1] 2.1725 None 2.1993 2.1989 2.1997 2.1997 2.1971 0.0268 -0.0004 -0.0018 -0.0026 NaN -0.0022 15124 GOLD_micro caleb_strategy_v3 [1] 2735.7 None 2752.5 2752.6 2752.4 2752.4 2753.8 -16.8 -0.1 -1.2 -1.4 NaN -1.3 15127 GOLD_micro caleb_strategy_v3 [1] 2735.7 None 2753.7 2753.8 2753.6 2753.6 2753.0 -18.0 -0.1 0.8 0.6 NaN 0.7 15128 EUR caleb_strategy_v3 [-1] 1.08925 None 1.087575 1.08755 1.0876 1.0876 1.08735 -0.001675 -0.000025 -0.0002 -0.00025 NaN -0.000225 15129 CHF caleb_strategy_v3 [-1] 1.1631 None 1.1642 1.16415 1.16425 1.16425 1.16415 0.0011 -0.00005 -0.0 -0.0001 NaN -0.00005 15130 VIX caleb_strategy_v3 [-1] 18.35 None 18.375 18.35 18.4 18.4 18.35 0.025 -0.025 -0.0 -0.05 NaN -0.025 15131 JPY caleb_strategy_v3 [1] 0.006739 None 0.00671 0.00671 0.00671 0.006709 0.006711 0.000029 -0.0 -0.000001 -0.000002 NaN -0.000001 15132 SOYMEAL caleb_strategy_v3 [-1] 313.9 None 314.75 314.7 314.8 314.8 314.6 0.85 -0.05 -0.1 -0.2 NaN -0.15 15133 WHEAT caleb_strategy_v3 [-1] 631.25 None 636.5 636.25 636.75 636.75 636.75 5.25 -0.25 0.5 -0.0 NaN 0.25 15135 FEEDCOW caleb_strategy_v3 [1] 244.975 None 244.475 244.5 244.45 244.45 244.4 0.5 -0.025 0.1 0.05 NaN 0.075 15136 LIVECOW caleb_strategy_v3 [-1] 187.1 None 186.7875 186.775 186.8 186.8 186.675 -0.3125 -0.0125 -0.1 -0.125 NaN -0.1125 15138 LIVECOW caleb_strategy_v3 [-1] 187.1 None 186.7 186.675 186.725 186.725 186.575 -0.4 -0.025 -0.1 -0.15 NaN -0.125 15137 LEANHOG caleb_strategy_v3 [1] 81.65 None 81.2 81.225 81.175 81.175 81.325 0.45 -0.025 -0.1 -0.15 NaN -0.125 15134 LEANHOG caleb_strategy_v3 [1] 81.65 None 81.025 81.05 81.0 81.0 NaN 0.625 -0.025 NaN NaN NaN NaN 15112 NIKKEI caleb_strategy_v3 [1] 39155.0 None 39057.5 39060.0 39055.0 39055.0 NaN 97.5 -2.5 NaN NaN NaN NaN 15114 NIKKEI caleb_strategy_v3 [1] 39155.0 None 39097.5 39100.0 39095.0 39095.0 39110.0 57.5 -2.5 -10.0 -15.0 NaN -12.5 15116 NIKKEI caleb_strategy_v3 [1] 39155.0 None 39122.5 39125.0 39120.0 39120.0 39130.0 32.5 -2.5 -5.0 -10.0 NaN -7.5 15110 NIKKEI caleb_strategy_v3 [1] 39155.0 None 39037.5 39040.0 39035.0 39035.0 NaN 117.5 -2.5 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 15113 JGB-SGX-mini caleb_strategy_v3 [-1] 4.00806 -37.42459 -37.42459 -0.0 -74.84918 NaN -37.42459 15115 JGB-SGX-mini caleb_strategy_v3 [-1] 4.00806 -37.42459 -37.42459 -0.0 -74.84918 NaN -37.42459 15111 JGB-SGX-mini caleb_strategy_v3 [-1] 4.00806 -74.84918 -24.949727 24.949727 -24.949727 NaN 0.0 15117 OAT caleb_strategy_v3 [1] 8.96632 172.869143 -5.576424 11.152848 0.0 NaN 5.576424 15119 BUND caleb_strategy_v3 [1] 8.775531 108.255556 -5.697661 22.790643 11.395322 NaN 17.092982 15120 BTP caleb_strategy_v3 [1] 9.199813 233.700401 -5.434893 21.739572 10.869786 NaN 16.304679 15121 DAX caleb_strategy_v3 [1] 2257.379961 194.916234 -4.429914 44.299144 35.439315 NaN 39.86923 15118 DAX caleb_strategy_v3 [1] 2257.379961 194.916234 -4.429914 26.579486 17.719658 NaN 22.149572 15122 GASOIL caleb_strategy_v3 [-1] 210.879189 171.899371 -5.927565 59.275645 47.420516 NaN 53.348081 15123 COPPER caleb_strategy_v3 [-1] 0.99228 294.775727 -2.519451 -80.622421 -85.661322 NaN -83.141872 15125 GAS_US_mini caleb_strategy_v3 [1] 1.24952 -100.038447 -20.007689 -40.015379 -80.030758 NaN -60.023068 15126 HEATOIL caleb_strategy_v3 [-1] 0.734743 364.753257 -5.444078 -24.498353 -35.38651 NaN -29.942432 15124 GOLD_micro caleb_strategy_v3 [1] 294.931281 -569.624216 -3.39062 -40.687444 -47.468685 NaN -44.078064 15127 GOLD_micro caleb_strategy_v3 [1] 294.931281 -610.31166 -3.39062 27.124963 20.343722 NaN 23.734342 15128 EUR caleb_strategy_v3 [-1] 0.060502 -276.850102 -4.132091 -33.056729 -41.320911 NaN -37.18882 15129 CHF caleb_strategy_v3 [-1] 0.08062 136.442143 -6.201916 -0.0 -12.403831 NaN -6.201916 15130 VIX caleb_strategy_v3 [-1] 8.782384 28.466074 -28.466074 -0.0 -56.932148 NaN -28.466074 15131 JPY caleb_strategy_v3 [1] 0.000791 369.840447 -3.161029 -12.644118 -18.966177 NaN -15.805147 15132 SOYMEAL caleb_strategy_v3 [-1] 73.110891 116.261749 -6.838926 -13.677853 -27.355706 NaN -20.516779 15133 WHEAT caleb_strategy_v3 [-1] 143.358963 366.213587 -17.438742 34.877484 -0.0 NaN 17.438742 15135 FEEDCOW caleb_strategy_v3 [1] 28.927923 172.843382 -8.642169 34.568676 17.284338 NaN 25.926507 15136 LIVECOW caleb_strategy_v3 [-1] 17.82572 -175.308484 -7.012339 -56.098715 -70.123393 NaN -63.111054 15138 LIVECOW caleb_strategy_v3 [-1] 17.82572 -224.394859 -14.024679 -56.098715 -84.148072 NaN -70.123393 15137 LEANHOG caleb_strategy_v3 [1] 16.150291 278.632752 -15.479597 -61.918389 -92.877584 NaN -77.397987 15134 LEANHOG caleb_strategy_v3 [1] 16.150291 386.989934 -15.479597 NaN NaN NaN NaN 15112 NIKKEI caleb_strategy_v3 [1] 9738.428718 100.118821 -2.567149 NaN NaN NaN NaN 15114 NIKKEI caleb_strategy_v3 [1] 9738.428718 59.044433 -2.567149 -10.268597 -15.402896 NaN -12.835746 15116 NIKKEI caleb_strategy_v3 [1] 9738.428718 33.37294 -2.567149 -5.134299 -10.268597 NaN -7.701448 15110 NIKKEI caleb_strategy_v3 [1] 9738.428718 120.656015 -2.567149 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 15113 JGB-SGX-mini caleb_strategy_v3 [-1] 669.494164 -10.042412 -10.042412 -0.0 -20.084825 NaN -10.042412 15115 JGB-SGX-mini caleb_strategy_v3 [-1] 669.494164 -10.042412 -10.042412 -0.0 -20.084825 NaN -10.042412 15111 JGB-SGX-mini caleb_strategy_v3 [-1] 669.494164 -20.084825 -6.694942 6.694942 -6.694942 NaN 0.0 15117 OAT caleb_strategy_v3 [1] 1085.85 168.30675 -5.42925 10.8585 0.0 NaN 5.42925 15119 BUND caleb_strategy_v3 [1] 1085.85 103.15575 -5.42925 21.717 10.8585 NaN 16.28775 15120 BTP caleb_strategy_v3 [1] 1085.85 233.45775 -5.42925 21.717 10.8585 NaN 16.28775 15121 DAX caleb_strategy_v3 [1] 1.08585 47.7774 -1.08585 10.8585 8.6868 NaN 9.77265 15118 DAX caleb_strategy_v3 [1] 1.08585 47.7774 -1.08585 6.5151 4.3434 NaN 5.42925 15122 GASOIL caleb_strategy_v3 [-1] 100.0 362.5 -12.5 125.0 100.0 NaN 112.5 15123 COPPER caleb_strategy_v3 [-1] 25000.0 731.25 -6.25 -200.0 -212.5 NaN -206.25 15125 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -31.25 -6.25 -12.5 -25.0 NaN -18.75 15126 HEATOIL caleb_strategy_v3 [-1] 42000.0 1125.6 -16.8 -75.6 -109.2 NaN -92.4 15124 GOLD_micro caleb_strategy_v3 [1] 10.0 -168.0 -1.0 -12.0 -14.0 NaN -13.0 15127 GOLD_micro caleb_strategy_v3 [1] 10.0 -180.0 -1.0 8.0 6.0 NaN 7.0 15128 EUR caleb_strategy_v3 [-1] 125000.0 -209.375 -3.125 -25.0 -31.25 NaN -28.125 15129 CHF caleb_strategy_v3 [-1] 125000.0 137.5 -6.25 -0.0 -12.5 NaN -6.25 15130 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -0.0 -50.0 NaN -25.0 15131 JPY caleb_strategy_v3 [1] 12500000.0 365.625 -3.125 -12.5 -18.75 NaN -15.625 15132 SOYMEAL caleb_strategy_v3 [-1] 100.0 85.0 -5.0 -10.0 -20.0 NaN -15.0 15133 WHEAT caleb_strategy_v3 [-1] 50.0 262.5 -12.5 25.0 -0.0 NaN 12.5 15135 FEEDCOW caleb_strategy_v3 [1] 500.0 250.0 -12.5 50.0 25.0 NaN 37.5 15136 LIVECOW caleb_strategy_v3 [-1] 400.0 -125.0 -5.0 -40.0 -50.0 NaN -45.0 15138 LIVECOW caleb_strategy_v3 [-1] 400.0 -160.0 -10.0 -40.0 -60.0 NaN -50.0 15137 LEANHOG caleb_strategy_v3 [1] 400.0 180.0 -10.0 -40.0 -60.0 NaN -50.0 15134 LEANHOG caleb_strategy_v3 [1] 400.0 250.0 -10.0 NaN NaN NaN NaN 15112 NIKKEI caleb_strategy_v3 [1] 0.669494 65.275681 -1.673735 NaN NaN NaN NaN 15114 NIKKEI caleb_strategy_v3 [1] 0.669494 38.495914 -1.673735 -6.694942 -10.042412 NaN -8.368677 15116 NIKKEI caleb_strategy_v3 [1] 0.669494 21.75856 -1.673735 -3.347471 -6.694942 NaN -5.021206 15110 NIKKEI caleb_strategy_v3 [1] 0.669494 78.665564 -1.673735 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 233.45775 BUND 103.15575 CHF 137.5 COPPER 731.25 DAX 95.5548 EUR -209.375 FEEDCOW 250.0 GASOIL 362.5 GAS_US_mini -31.25 GOLD_micro -348.0 HEATOIL 1125.6 JGB-SGX-mini -40.16965 JPY 365.625 LEANHOG 430.0 LIVECOW -285.0 NIKKEI 204.19572 OAT 168.30675 SOYMEAL 85.0 VIX 25.0 WHEAT 262.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3665.85112 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.42925 BUND -5.42925 CHF -6.25 COPPER -6.25 DAX -2.1717 EUR -3.125 FEEDCOW -12.5 GASOIL -12.5 GAS_US_mini -6.25 GOLD_micro -2.0 HEATOIL -16.8 JGB-SGX-mini -26.779767 JPY -3.125 LEANHOG -20.0 LIVECOW -15.0 NIKKEI -6.694942 OAT -5.42925 SOYMEAL -5.0 VIX -25.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -198.234158 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 21.717 BUND 21.717 CHF -0.0 COPPER -200.0 DAX 17.3736 EUR -25.0 FEEDCOW 50.0 GASOIL 125.0 GAS_US_mini -12.5 GOLD_micro -4.0 HEATOIL -75.6 JGB-SGX-mini 6.694942 JPY -12.5 LEANHOG -40.0 LIVECOW -80.0 NIKKEI -10.042412 OAT 10.8585 SOYMEAL -10.0 VIX -0.0 WHEAT 25.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -191.281371 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 10.8585 BUND 10.8585 CHF -12.5 COPPER -212.5 DAX 13.0302 EUR -31.25 FEEDCOW 25.0 GASOIL 100.0 GAS_US_mini -25.0 GOLD_micro -8.0 HEATOIL -109.2 JGB-SGX-mini -46.864591 JPY -18.75 LEANHOG -60.0 LIVECOW -110.0 NIKKEI -16.737354 OAT 0.0 SOYMEAL -20.0 VIX -50.0 WHEAT -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -561.054746 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUND 0 CHF 0 COPPER 0 DAX 0 EUR 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 JGB-SGX-mini 0 JPY 0 LEANHOG 0 LIVECOW 0 NIKKEI 0 OAT 0 SOYMEAL 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 16.28775 BUND 16.28775 CHF -6.25 COPPER -206.25 DAX 15.2019 EUR -28.125 FEEDCOW 37.5 GASOIL 112.5 GAS_US_mini -18.75 GOLD_micro -6.0 HEATOIL -92.4 JGB-SGX-mini -20.084825 JPY -15.625 LEANHOG -50.0 LIVECOW -95.0 NIKKEI -13.389883 OAT 5.42925 SOYMEAL -15.0 VIX -25.0 WHEAT 12.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -376.168058 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