******************************************************************************** Trades report produced on 19/12/2024 21:41 from 18/12/2024 21:41 to 19/12/2024 21:41 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 15768 CAD caleb_strategy_v3 [20250300] 2024-12-19 15:01:43.000 [1] 0.698850 15775 CHF caleb_strategy_v3 [20250300] 2024-12-19 15:11:57.000 [-1] 1.125350 15762 COPPER caleb_strategy_v3 [20250300] 2024-12-19 14:10:53.000 [-1] 4.102500 15769 EUR caleb_strategy_v3 [20250300] 2024-12-19 15:06:46.000 [-1] 1.043750 15760 GASOIL caleb_strategy_v3 [20250300] 2024-12-19 09:01:05.000 [1] 675.000000 15764 GAS_US_mini caleb_strategy_v3 [20250200] 2024-12-19 14:11:04.000 [1] 3.220000 15765 GOLD_micro caleb_strategy_v3 [20250200] 2024-12-19 14:11:04.000 [-1] 2612.500000 15763 HEATOIL caleb_strategy_v3 [20250300] 2024-12-19 14:10:54.000 [-1] 2.254700 15779 LIVECOW caleb_strategy_v3 [20250200] 2024-12-19 15:30:31.000 [-1] 187.350000 15782 NASDAQ_micro caleb_strategy_v3 [20250300] 2024-12-19 15:41:29.000 [-1] 21497.000000 15770 NASDAQ_micro caleb_strategy_v3 [20250300] 2024-12-19 15:11:19.000 [-1] 21577.250000 15777 NASDAQ_micro caleb_strategy_v3 [20250300] 2024-12-19 15:20:29.000 [-1] 21619.000000 15786 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:42:34.000 [-1] 2248.900000 15780 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:38:14.000 [-1] 2249.300000 15784 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:41:31.000 [-1] 2246.900000 15785 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:41:34.000 [-1] 2246.500000 15787 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:43:34.000 [-1] 2255.600000 15788 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:44:35.000 [-1] 2255.600000 15789 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:45:35.000 [-1] 2252.000000 15774 RUSSELL caleb_strategy_v3 [20250300] 2024-12-19 15:11:55.000 [-1] 2264.200000 15773 SP400 caleb_strategy_v3 [20250300] 2024-12-19 15:11:54.000 [-1] 3162.300000 15771 SP500_micro caleb_strategy_v3 [20250300] 2024-12-19 15:11:44.000 [-1] 5973.500000 15766 SUGAR11 caleb_strategy_v3 [20250500] 2024-12-19 14:11:08.000 [-1] 18.140000 15761 SUGAR11 caleb_strategy_v3 [20250500] 2024-12-19 19:45:05.154 [0] NaN 15778 US30 caleb_strategy_v3 [20250300] 2024-12-19 19:45:05.215 [0] NaN 15783 US30 caleb_strategy_v3 [20250300] 2024-12-19 15:41:30.000 [-1] 119.656250 15772 US30 caleb_strategy_v3 [20250300] 2024-12-19 15:11:45.000 [-1] 119.656250 15767 US5 caleb_strategy_v3 [20250300] 2024-12-19 15:01:29.000 [1] 106.179688 15776 US5 caleb_strategy_v3 [20250300] 2024-12-19 15:20:29.000 [1] 106.203125 15781 US5 caleb_strategy_v3 [20250300] 2024-12-19 15:41:24.000 [1] 106.234375 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 15760 GASOIL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 09:00:38.390000 2024-12-19 09:01:05 118838.39 26.61 15762 COPPER caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:10:53.502000 2024-12-19 14:10:53 137453.502 NaN 15763 HEATOIL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:10:54.402000 2024-12-19 14:10:54 137454.402 NaN 15764 GAS_US_mini caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:10:55.406000 2024-12-19 14:11:04 137455.406 8.594 15765 GOLD_micro caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:11:04.922000 2024-12-19 14:11:04 137464.922 NaN 15768 CAD caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:01:30.326000 2024-12-19 15:01:43 140490.326 12.674 15769 EUR caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:01:44.223000 2024-12-19 15:06:46 140504.223 301.777 15771 SP500_micro caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:11:20.442000 2024-12-19 15:11:44 141080.442 23.558 15773 SP400 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:11:46.702000 2024-12-19 15:11:54 141106.702 7.298 15775 CHF caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:11:57.138000 2024-12-19 15:11:57 141117.138 NaN 15779 LIVECOW caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:30:31.474000 2024-12-19 15:30:31 142231.474 NaN 15776 US5 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:12:16.218000 2024-12-19 15:20:29 141136.218 492.782 15781 US5 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:38:17.778000 2024-12-19 15:41:24 142697.778 186.222 15767 US5 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:00:22.418000 2024-12-19 15:01:29 140422.418 66.582 15777 NASDAQ_micro caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:20:29.698000 2024-12-19 15:20:29 141629.698 NaN 15770 NASDAQ_micro caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:06:47.722000 2024-12-19 15:11:19 140807.722 271.278 15782 NASDAQ_micro caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:41:24.647000 2024-12-19 15:41:29 142884.647 4.353 15780 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:30:32.138000 2024-12-19 15:38:14 142232.138 461.862 15784 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:41:30.866000 2024-12-19 15:41:31 142890.866 0.134 15785 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:41:34.438000 2024-12-19 15:41:34 142894.438 NaN 15786 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:42:34.762000 2024-12-19 15:42:34 142954.762 NaN 15787 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:43:34.649000 2024-12-19 15:43:34 143014.649 NaN 15788 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:44:35.366000 2024-12-19 15:44:35 143075.366 NaN 15789 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:45:35.442000 2024-12-19 15:45:35 143135.442 NaN 15774 RUSSELL caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:11:55.930000 2024-12-19 15:11:55 141115.93 NaN 15761 SUGAR11 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:00:52.394000 2024-12-19 19:45:05.154000 136852.394 20652.76 15766 SUGAR11 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 14:11:08.612000 2024-12-19 14:11:08 137468.612 NaN 15778 US30 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:20:30.274000 2024-12-19 19:45:05.215000 141630.274 15874.941 15772 US30 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:11:45.402000 2024-12-19 15:11:45 141105.402 NaN 15783 US30 caleb_strategy_v3 2024-12-18 00:00:00 2024-12-19 15:41:30.261000 2024-12-19 15:41:30 142890.261 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 15760 GASOIL caleb_strategy_v3 [1] 676.25 None 674.875 675.0 674.75 674.75 675.0 1.375 -0.125 0.0 -0.25 NaN -0.125 15762 COPPER caleb_strategy_v3 [-1] 4.111 None 4.09875 4.0985 4.099 4.099 4.1025 -0.01225 -0.00025 0.004 0.0035 NaN 0.00375 15763 HEATOIL caleb_strategy_v3 [-1] 2.2372 None 2.24735 2.2471 2.2476 2.2476 2.2547 0.01015 -0.00025 0.0076 0.0071 NaN 0.00735 15764 GAS_US_mini caleb_strategy_v3 [1] 3.14 None 3.215 3.22 3.21 3.21 3.22 -0.075 -0.005 0.0 -0.01 NaN -0.005 15765 GOLD_micro caleb_strategy_v3 [-1] 2620.4 None 2609.05 2609.0 2609.1 2609.1 2612.5 -11.35 -0.05 3.5 3.4 NaN 3.45 15768 CAD caleb_strategy_v3 [1] 0.6961 None 0.6989 0.69895 0.69885 0.69885 0.69885 -0.0028 -0.00005 0.0001 0.0 NaN 0.00005 15769 EUR caleb_strategy_v3 [-1] 1.042 None 1.043925 1.0439 1.04395 1.04395 1.04375 0.001925 -0.000025 -0.00015 -0.0002 NaN -0.000175 15771 SP500_micro caleb_strategy_v3 [-1] 6035.75 None 5976.625 5976.5 5976.75 5976.75 5973.5 -59.125 -0.125 -3.0 -3.25 NaN -3.125 15773 SP400 caleb_strategy_v3 [-1] 3198.4 None 3161.5 3160.7 3162.3 3162.3 3162.3 -36.9 -0.8 1.6 -0.0 NaN 0.8 15775 CHF caleb_strategy_v3 [-1] 1.1226 None 1.124475 1.12445 1.1245 1.1245 1.12535 0.001875 -0.000025 0.0009 0.00085 NaN 0.000875 15779 LIVECOW caleb_strategy_v3 [-1] 188.5 None 186.9375 186.925 186.95 186.95 187.35 -1.5625 -0.0125 0.425 0.4 NaN 0.4125 15776 US5 caleb_strategy_v3 [1] 106.320312 None 106.175781 106.179688 106.171875 106.171875 106.203125 0.144531 -0.003906 -0.023438 -0.03125 NaN -0.027344 15781 US5 caleb_strategy_v3 [1] 106.320312 None 106.199219 106.203125 106.195312 106.195312 106.234375 0.121094 -0.003906 -0.03125 -0.039062 NaN -0.035156 15767 US5 caleb_strategy_v3 [1] 106.320312 None 106.167969 106.171875 106.164062 106.164062 106.179688 0.152344 -0.003906 -0.007813 -0.015625 NaN -0.011719 15777 NASDAQ_micro caleb_strategy_v3 [-1] 21913.75 None 21577.5 21577.25 21577.75 21577.75 21619.0 -336.25 -0.25 41.75 41.25 NaN 41.5 15770 NASDAQ_micro caleb_strategy_v3 [-1] 21913.75 None 21581.0 21580.75 21581.25 21581.25 21577.25 -332.75 -0.25 -3.5 -4.0 NaN -3.75 15782 NASDAQ_micro caleb_strategy_v3 [-1] 21913.75 None 21577.5 21577.25 21577.75 21577.75 21497.0 -336.25 -0.25 -80.25 -80.75 NaN -80.5 15780 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2263.2 2263.1 2263.3 2263.3 2249.3 -32.7 -0.1 -13.8 -14.0 NaN -13.9 15784 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2248.7 2248.6 2248.8 2248.8 2246.9 -47.2 -0.1 -1.7 -1.9 NaN -1.8 15785 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2245.05 2245.0 2245.1 2245.1 2246.5 -50.85 -0.05 1.5 1.4 NaN 1.45 15786 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2245.05 2245.0 2245.1 2245.1 2248.9 -50.85 -0.05 3.9 3.8 NaN 3.85 15787 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2245.05 2245.0 2245.1 2245.1 2255.6 -50.85 -0.05 10.6 10.5 NaN 10.55 15788 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2245.05 2245.0 2245.1 2245.1 2255.6 -50.85 -0.05 10.6 10.5 NaN 10.55 15789 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2245.05 2245.0 2245.1 2245.1 2252.0 -50.85 -0.05 7.0 6.9 NaN 6.95 15774 RUSSELL caleb_strategy_v3 [-1] 2295.9 None 2263.2 2263.1 2263.3 2263.3 2264.2 -32.7 -0.1 1.1 0.9 NaN 1.0 15761 SUGAR11 caleb_strategy_v3 [-1] 18.24 None 18.24 18.23 18.25 18.25 NaN 0.0 -0.01 NaN NaN NaN NaN 15766 SUGAR11 caleb_strategy_v3 [-1] 18.24 None 18.215 18.21 18.22 NaN 18.14 -0.025 -0.005 -0.07 NaN NaN -0.075 15778 US30 caleb_strategy_v3 [-1] 121.65625 None 119.640625 119.625 119.65625 119.65625 NaN -2.015625 -0.015625 NaN NaN NaN NaN 15772 US30 caleb_strategy_v3 [-1] 121.65625 None 119.640625 119.625 119.65625 119.65625 119.65625 -2.015625 -0.015625 0.03125 -0.0 NaN 0.015625 15783 US30 caleb_strategy_v3 [-1] 121.65625 None 119.640625 119.625 119.65625 119.65625 119.65625 -2.015625 -0.015625 0.03125 -0.0 NaN 0.015625 ================================================================================================================================================================ 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 15760 GASOIL caleb_strategy_v3 [1] 181.017831 75.959368 -6.905397 0.0 -13.810794 NaN -6.905397 15762 COPPER caleb_strategy_v3 [-1] 0.827975 -147.951257 -3.019413 48.310614 42.271788 NaN 45.291201 15763 HEATOIL caleb_strategy_v3 [-1] 0.561844 180.655264 -4.449637 135.268966 126.369692 NaN 130.819329 15764 GAS_US_mini caleb_strategy_v3 [1] 1.647604 -455.206375 -30.347092 0.0 -60.694183 NaN -30.347092 15765 GOLD_micro caleb_strategy_v3 [-1] 456.531783 -248.613578 -1.095214 76.66498 74.474552 NaN 75.569766 15768 CAD caleb_strategy_v3 [1] 0.041707 -671.346455 -11.98833 23.976659 0.0 NaN 11.98833 15769 EUR caleb_strategy_v3 [-1] 0.08076 238.361203 -3.0956 -18.5736 -24.7648 NaN -21.6692 15771 SP500_micro caleb_strategy_v3 [-1] 784.465682 -753.697726 -1.593441 -38.242591 -41.429473 NaN -39.836032 15773 SP400 caleb_strategy_v3 [-1] 582.825254 -633.122875 -13.726241 27.452482 -0.0 NaN 13.726241 15775 CHF caleb_strategy_v3 [-1] 0.086121 217.717949 -2.902906 104.504615 98.698803 NaN 101.601709 15779 LIVECOW caleb_strategy_v3 [-1] 21.070696 -741.55121 -5.93241 201.701929 189.83711 NaN 195.769519 15776 US5 caleb_strategy_v3 [1] 4.024803 359.101441 -9.705444 -58.232666 -77.643555 NaN -67.93811 15781 US5 caleb_strategy_v3 [1] 4.024803 300.868775 -9.705444 -77.643555 -97.054444 NaN -87.348999 15767 US5 caleb_strategy_v3 [1] 4.024803 378.51233 -9.705444 -19.412131 -38.82302 NaN -29.117575 15777 NASDAQ_micro caleb_strategy_v3 [-1] 3974.710316 -845.973601 -0.628977 105.039101 103.781148 NaN 104.410125 15770 NASDAQ_micro caleb_strategy_v3 [-1] 3974.710316 -837.167928 -0.628977 -8.805673 -10.063626 NaN -9.43465 15782 NASDAQ_micro caleb_strategy_v3 [-1] 3974.710316 -845.973601 -0.628977 -201.901506 -203.15946 NaN -202.530483 15780 RUSSELL caleb_strategy_v3 [-1] 514.32144 -635.789167 -1.944309 -268.314694 -272.203313 NaN -270.259004 15784 RUSSELL caleb_strategy_v3 [-1] 514.32144 -917.714027 -1.944309 -33.053259 -36.941878 NaN -34.997569 15785 RUSSELL caleb_strategy_v3 [-1] 514.32144 -988.681319 -0.972155 29.164641 27.220331 NaN 28.192486 15786 RUSSELL caleb_strategy_v3 [-1] 514.32144 -988.681319 -0.972155 75.828066 73.883756 NaN 74.855911 15787 RUSSELL caleb_strategy_v3 [-1] 514.32144 -988.681319 -0.972155 206.096794 204.152485 NaN 205.12464 15788 RUSSELL caleb_strategy_v3 [-1] 514.32144 -988.681319 -0.972155 206.096794 204.152485 NaN 205.12464 15789 RUSSELL caleb_strategy_v3 [-1] 514.32144 -988.681319 -0.972155 136.101657 134.157347 NaN 135.129502 15774 RUSSELL caleb_strategy_v3 [-1] 514.32144 -635.789167 -1.944309 21.387403 17.498784 NaN 19.443094 15761 SUGAR11 caleb_strategy_v3 [-1] 4.954738 0.0 -20.182703 NaN NaN NaN NaN 15766 SUGAR11 caleb_strategy_v3 [-1] 4.954738 -50.456757 -10.091351 -141.278921 NaN NaN -151.370272 15778 US30 caleb_strategy_v3 [-1] 18.388394 -1096.139755 -8.497207 NaN NaN NaN NaN 15772 US30 caleb_strategy_v3 [-1] 18.388394 -1096.139755 -8.497207 16.994415 -0.0 NaN 8.497207 15783 US30 caleb_strategy_v3 [-1] 18.388394 -1096.139755 -8.497207 16.994415 -0.0 NaN 8.497207 ======================================================================================================================================================================== 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 15760 GASOIL caleb_strategy_v3 [1] 100.0 137.5 -12.5 0.0 -25.0 NaN -12.5 15762 COPPER caleb_strategy_v3 [-1] 25000.0 -306.25 -6.25 100.0 87.5 NaN 93.75 15763 HEATOIL caleb_strategy_v3 [-1] 42000.0 426.3 -10.5 319.2 298.2 NaN 308.7 15764 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -187.5 -12.5 0.0 -25.0 NaN -12.5 15765 GOLD_micro caleb_strategy_v3 [-1] 10.0 -113.5 -0.5 35.0 34.0 NaN 34.5 15768 CAD caleb_strategy_v3 [1] 100000.0 -280.0 -5.0 10.0 0.0 NaN 5.0 15769 EUR caleb_strategy_v3 [-1] 125000.0 240.625 -3.125 -18.75 -25.0 NaN -21.875 15771 SP500_micro caleb_strategy_v3 [-1] 5.0 -295.625 -0.625 -15.0 -16.25 NaN -15.625 15773 SP400 caleb_strategy_v3 [-1] 100.0 -3690.0 -80.0 160.0 -0.0 NaN 80.0 15775 CHF caleb_strategy_v3 [-1] 125000.0 234.375 -3.125 112.5 106.25 NaN 109.375 15779 LIVECOW caleb_strategy_v3 [-1] 400.0 -625.0 -5.0 170.0 160.0 NaN 165.0 15776 US5 caleb_strategy_v3 [1] 1000.0 144.53125 -3.90625 -23.4375 -31.25 NaN -27.34375 15781 US5 caleb_strategy_v3 [1] 1000.0 121.09375 -3.90625 -31.25 -39.0625 NaN -35.15625 15767 US5 caleb_strategy_v3 [1] 1000.0 152.34375 -3.90625 -7.813 -15.6255 NaN -11.71925 15777 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -672.5 -0.5 83.5 82.5 NaN 83.0 15770 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -665.5 -0.5 -7.0 -8.0 NaN -7.5 15782 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -672.5 -0.5 -160.5 -161.5 NaN -161.0 15780 RUSSELL caleb_strategy_v3 [-1] 5.0 -163.5 -0.5 -69.0 -70.0 NaN -69.5 15784 RUSSELL caleb_strategy_v3 [-1] 5.0 -236.0 -0.5 -8.5 -9.5 NaN -9.0 15785 RUSSELL caleb_strategy_v3 [-1] 5.0 -254.25 -0.25 7.5 7.0 NaN 7.25 15786 RUSSELL caleb_strategy_v3 [-1] 5.0 -254.25 -0.25 19.5 19.0 NaN 19.25 15787 RUSSELL caleb_strategy_v3 [-1] 5.0 -254.25 -0.25 53.0 52.5 NaN 52.75 15788 RUSSELL caleb_strategy_v3 [-1] 5.0 -254.25 -0.25 53.0 52.5 NaN 52.75 15789 RUSSELL caleb_strategy_v3 [-1] 5.0 -254.25 -0.25 35.0 34.5 NaN 34.75 15774 RUSSELL caleb_strategy_v3 [-1] 5.0 -163.5 -0.5 5.5 4.5 NaN 5.0 15761 SUGAR11 caleb_strategy_v3 [-1] 1120.0 0.0 -11.2 NaN NaN NaN NaN 15766 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -28.0 -5.6 -78.4 NaN NaN -84.0 15778 US30 caleb_strategy_v3 [-1] 1000.0 -2015.625 -15.625 NaN NaN NaN NaN 15772 US30 caleb_strategy_v3 [-1] 1000.0 -2015.625 -15.625 31.25 -0.0 NaN 15.625 15783 US30 caleb_strategy_v3 [-1] 1000.0 -2015.625 -15.625 31.25 -0.0 NaN 15.625 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD -280.0 CHF 234.375 COPPER -306.25 EUR 240.625 GASOIL 137.5 GAS_US_mini -187.5 GOLD_micro -113.5 HEATOIL 426.3 LIVECOW -625.0 NASDAQ_micro -2010.5 RUSSELL -1834.25 SP400 -3690.0 SP500_micro -295.625 SUGAR11 -28.0 US30 -6046.875 US5 417.96875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -13960.73125 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -5.0 CHF -3.125 COPPER -6.25 EUR -3.125 GASOIL -12.5 GAS_US_mini -12.5 GOLD_micro -0.5 HEATOIL -10.5 LIVECOW -5.0 NASDAQ_micro -1.5 RUSSELL -2.75 SP400 -80.0 SP500_micro -0.625 SUGAR11 -16.8 US30 -46.875 US5 -11.71875 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -218.76875 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 10.0 CHF 112.5 COPPER 100.0 EUR -18.75 GASOIL 0.0 GAS_US_mini 0.0 GOLD_micro 35.0 HEATOIL 319.2 LIVECOW 170.0 NASDAQ_micro -84.0 RUSSELL 96.0 SP400 160.0 SP500_micro -15.0 SUGAR11 -78.4 US30 62.5 US5 -62.5005 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 806.5495 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0.0 CHF 106.25 COPPER 87.5 EUR -25.0 GASOIL -25.0 GAS_US_mini -25.0 GOLD_micro 34.0 HEATOIL 298.2 LIVECOW 160.0 NASDAQ_micro -87.0 RUSSELL 90.5 SP400 -0.0 SP500_micro -16.25 SUGAR11 0 US30 -0.0 US5 -85.938 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 512.262 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CHF 0 COPPER 0 EUR 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 LIVECOW 0 NASDAQ_micro 0 RUSSELL 0 SP400 0 SP500_micro 0 SUGAR11 0 US30 0 US5 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 CAD 5.0 CHF 109.375 COPPER 93.75 EUR -21.875 GASOIL -12.5 GAS_US_mini -12.5 GOLD_micro 34.5 HEATOIL 308.7 LIVECOW 165.0 NASDAQ_micro -85.5 RUSSELL 93.25 SP400 80.0 SP500_micro -15.625 SUGAR11 -84.0 US30 31.25 US5 -74.21925 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 614.60575 ******************************************************************************** END OF REPORT ********************************************************************************