******************************************************************************** Trades report produced on 28/08/2025 21:39 from 27/08/2025 21:39 to 28/08/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 18469 CANOLA caleb_strategy_v3 [20260100] 2025-08-28 13:22:32.000 [-1] 657.70000 18460 CANOLA caleb_strategy_v3 [20260100] 2025-08-28 19:45:14.840 [0] NaN 18467 CANOLA caleb_strategy_v3 [20260100] 2025-08-28 19:45:14.890 [0] NaN 18480 CHF caleb_strategy_v3 [20250900] 2025-08-28 14:03:35.000 [1] 1.24935 18461 COFFEE caleb_strategy_v3 [20251200] 2025-08-28 13:10:13.000 [1] 380.60000 18463 COPPER caleb_strategy_v3 [20251200] 2025-08-28 13:11:21.000 [-1] 4.51750 18457 DAX caleb_strategy_v3 [20250900] 2025-08-28 07:00:48.000 [-1] 24194.00000 18479 DOW caleb_strategy_v3 [20250900] 2025-08-28 14:02:21.000 [1] 45565.00000 18458 EUROSTX caleb_strategy_v3 [20250900] 2025-08-28 07:06:39.000 [1] 5420.00000 18462 GASOLINE caleb_strategy_v3 [20251200] 2025-08-28 13:10:15.000 [1] 1.87130 18477 GAS_US_mini caleb_strategy_v3 [20251100] 2025-08-28 13:29:13.000 [-1] 3.19500 18476 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:28:12.000 [1, -1] -0.31500 18475 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:27:11.000 [1, -1] -0.31500 18474 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:26:11.000 [1, -1] -0.31500 18473 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:25:47.000 [1, -1] -0.31500 18472 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:24:11.000 [1, -1] -0.31500 18471 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:23:11.000 [1, -1] -0.31500 18470 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:22:33.000 [1, -1] -0.31500 18468 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:22:06.000 [1, -1] 0.00000 18464 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251000, 20251100] 2025-08-28 13:11:35.000 [1, -1] -0.32000 18459 GOLD_micro caleb_strategy_v3 [20251000] 2025-08-28 13:00:11.000 [1] 3427.90000 18466 GOLD_micro caleb_strategy_v3 [20251000] 2025-08-28 13:12:04.000 [1] 3428.80000 18478 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-08-28 14:01:42.000 [-1] 23613.75000 18465 SILVER-mini _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-08-28 13:11:49.000 [-1, 1] -0.18750 18481 WHEAT caleb_strategy_v3 [20251200] 2025-08-28 14:30:49.000 [1] 521.00000 18482 WHEAT caleb_strategy_v3 [20251200] 2025-08-28 19:45:14.940 [0] NaN 18483 WHEAT caleb_strategy_v3 [20251200] 2025-08-28 14:44:54.000 [1] 521.50000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18457 DAX caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 08:00:30.422000 2025-08-28 07:00:48 115230.422 NaN 18458 EUROSTX caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 08:00:49.954000 2025-08-28 07:06:39 115249.954 NaN 18461 COFFEE caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:10:13.889000 2025-08-28 13:10:13 137413.889 NaN 18462 GASOLINE caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:10:15.466000 2025-08-28 13:10:15 137415.466 NaN 18463 COPPER caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:10:16.766000 2025-08-28 13:11:21 137416.766 NaN 18465 SILVER-mini _ROLL_PSEUDO_STRATEGY 2025-08-27 17:00:00 2025-08-28 14:11:37.062000 2025-08-28 13:11:49 76297.062 NaN 18466 GOLD_micro caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:12:03.161000 2025-08-28 13:12:04 137523.161 NaN 18459 GOLD_micro caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:00:11.310000 2025-08-28 13:00:11 136811.31 NaN 18464 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:11:23.498000 2025-08-28 13:11:35 72683.498 NaN 18468 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:22:05.329000 2025-08-28 13:22:06 73325.329 NaN 18470 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:22:32.926000 2025-08-28 13:22:33 73352.926 NaN 18471 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:23:10.140000 2025-08-28 13:23:11 73390.14 NaN 18472 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:24:10.086000 2025-08-28 13:24:11 73450.086 NaN 18473 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:25:10.738000 2025-08-28 13:25:47 73510.738 NaN 18474 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:26:10.770000 2025-08-28 13:26:11 73570.77 NaN 18475 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:27:10.844000 2025-08-28 13:27:11 73630.844 NaN 18476 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-08-27 18:00:00 2025-08-28 14:28:11.370000 2025-08-28 13:28:12 73691.37 NaN 18477 GAS_US_mini caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:29:13.180000 2025-08-28 13:29:13 138553.18 NaN 18478 NASDAQ_micro caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:00:19.942000 2025-08-28 14:01:42 140419.942 NaN 18479 DOW caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:01:43.842000 2025-08-28 14:02:21 140503.842 NaN 18480 CHF caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:02:22.575000 2025-08-28 14:03:35 140542.575 NaN 18467 CANOLA caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:12:04.622000 2025-08-28 19:45:14.890000 137524.622 19990.268 18460 CANOLA caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:00:12.762000 2025-08-28 19:45:14.840000 136812.762 20702.078 18469 CANOLA caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 14:22:09.838000 2025-08-28 13:22:32 138129.838 NaN 18481 WHEAT caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:30:42.938000 2025-08-28 14:30:49 142242.938 NaN 18482 WHEAT caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:31:42.311000 2025-08-28 19:45:14.940000 142302.311 15212.629 18483 WHEAT caleb_strategy_v3 2025-08-27 00:00:00 2025-08-28 15:41:45.738000 2025-08-28 14:44:54 142905.738 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 18457 DAX caleb_strategy_v3 [-1] 24101.0 None 24193.0 24192.0 24194.0 24194.0 24194.0 92.0 -1.0 2.0 -0.0 NaN 1.0 18458 EUROSTX caleb_strategy_v3 [1] 5404.0 None 5416.5 5417.0 5416.0 5416.0 5420.0 -12.5 -0.5 -3.0 -4.0 NaN -3.5 18461 COFFEE caleb_strategy_v3 [1] 383.95 None 383.925 384.05 383.8 383.8 380.6 0.025 -0.125 3.45 3.2 NaN 3.325 18462 GASOLINE caleb_strategy_v3 [1] 1.8715 None 1.8723 1.8725 1.8721 1.8721 1.8713 -0.0008 -0.0002 0.0012 0.0008 NaN 0.001 18463 COPPER caleb_strategy_v3 [-1] 4.5 None 4.521 4.5205 4.5215 4.5215 4.5175 0.021 -0.0005 -0.003 -0.004 NaN -0.0035 18465 SILVER-mini _ROLL_PSEUDO_STRATEGY [-1, 1] -0.0125 None -0.175 -0.2125 -0.1375 -0.1375 -0.1875 -0.1625 -0.0375 0.025 -0.05 NaN -0.0125 18466 GOLD_micro caleb_strategy_v3 [1] 3419.8 None 3428.8 3429.0 3428.6 3428.6 3428.8 -9.0 -0.2 0.2 -0.2 NaN 0.0 18459 GOLD_micro caleb_strategy_v3 [1] 3419.8 None 3428.8 3429.0 3428.6 3428.6 3427.9 -9.0 -0.2 1.1 0.7 NaN 0.9 18464 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.3225 -0.315 -0.33 -0.33 -0.32 -0.0025 -0.0075 0.005 -0.01 NaN -0.0025 18468 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.16 -0.32 0.0 0.0 0.0 -0.165 0.16 -0.32 0.0 NaN -0.16 18470 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.16 -0.32 0.0 0.0 -0.315 -0.165 0.16 -0.005 0.315 NaN 0.155 18471 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.3225 -0.315 -0.33 -0.33 -0.315 -0.0025 -0.0075 -0.0 -0.015 NaN -0.0075 18472 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.1575 -0.315 0.0 0.0 -0.315 -0.1675 0.1575 0.0 0.315 NaN 0.1575 18473 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.32 -0.315 -0.325 -0.325 -0.315 -0.005 -0.005 0.0 -0.01 NaN -0.005 18474 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.1575 -0.315 0.0 0.0 -0.315 -0.1675 0.1575 0.0 0.315 NaN 0.1575 18475 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.3175 -0.31 -0.325 -0.325 -0.315 -0.0075 -0.0075 0.005 -0.01 NaN -0.0025 18476 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.325 None -0.1575 -0.315 0.0 0.0 -0.315 -0.1675 0.1575 -0.0 0.315 NaN 0.1575 18477 GAS_US_mini caleb_strategy_v3 [-1] 3.2 None 3.215 3.21 3.22 NaN 3.195 0.015 -0.005 -0.015 NaN NaN -0.02 18478 NASDAQ_micro caleb_strategy_v3 [-1] 23626.75 None 23645.0 23644.75 23645.25 23645.25 23613.75 18.25 -0.25 -31.0 -31.5 NaN -31.25 18479 DOW caleb_strategy_v3 [1] 45668.0 None 45552.0 45553.0 45551.0 45551.0 45565.0 116.0 -1.0 -12.0 -14.0 NaN -13.0 18480 CHF caleb_strategy_v3 [1] 1.2491 None 1.24905 1.2491 1.249 1.249 1.24935 0.00005 -0.00005 -0.00025 -0.00035 NaN -0.0003 18467 CANOLA caleb_strategy_v3 [-1] 663.1 None 329.4 658.8 0.0 0.0 NaN -333.7 329.4 NaN NaN NaN NaN 18460 CANOLA caleb_strategy_v3 [-1] 663.1 None 658.95 658.8 659.1 659.1 NaN -4.15 -0.15 NaN NaN NaN NaN 18469 CANOLA caleb_strategy_v3 [-1] 663.1 None 657.95 657.8 658.1 658.1 657.7 -5.15 -0.15 -0.1 -0.4 NaN -0.25 18481 WHEAT caleb_strategy_v3 [1] 524.75 None 520.875 521.0 520.75 520.75 521.0 3.875 -0.125 0.0 -0.25 NaN -0.125 18482 WHEAT caleb_strategy_v3 [1] 524.75 None 260.625 521.25 0.0 0.0 NaN 264.125 -260.625 NaN NaN NaN NaN 18483 WHEAT caleb_strategy_v3 [1] 524.75 None 521.125 521.25 521.0 521.0 521.5 3.625 -0.125 -0.25 -0.5 NaN -0.375 ========================================================================================================================================================================== 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 18457 DAX caleb_strategy_v3 [-1] 2829.16625 325.184142 -3.53461 7.06922 -0.0 NaN 3.53461 18458 EUROSTX caleb_strategy_v3 [1] 721.484444 -173.253909 -6.930156 -41.580938 -55.441251 NaN -48.511094 18461 COFFEE caleb_strategy_v3 [1] 119.390393 2.093971 -10.469854 288.967973 268.028265 NaN 278.498119 18462 GASOLINE caleb_strategy_v3 [1] 0.463016 -17.278003 -4.319501 25.917005 17.278003 NaN 21.597504 18463 COPPER caleb_strategy_v3 [-1] 2.093609 100.305248 -2.38822 -14.329321 -19.105762 NaN -16.717541 18465 SILVER-mini _ROLL_PSEUDO_STRATEGY [-1, 1] 8.406279 -193.307891 -44.609513 29.739676 -59.479351 NaN -14.869838 18466 GOLD_micro caleb_strategy_v3 [1] 463.330768 -194.24568 -4.316571 4.316571 -4.316571 NaN 0.0 18459 GOLD_micro caleb_strategy_v3 [1] 463.330768 -194.24568 -4.316571 23.741139 15.107997 NaN 19.424568 18464 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -16.870978 -50.612935 33.741957 -67.483913 NaN -16.870978 18468 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -1113.484566 1079.74261 -2159.485219 0.0 NaN -1079.74261 18470 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -1113.484566 1079.74261 -33.741957 2125.743263 NaN 1046.000653 18471 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -16.870978 -50.612935 -0.0 -101.22587 NaN -50.612935 18472 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -1130.355544 1062.871631 0.0 2125.743263 NaN 1062.871631 18473 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -33.741957 -33.741957 0.0 -67.483913 NaN -33.741957 18474 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -1130.355544 1062.871631 0.0 2125.743263 NaN 1062.871631 18475 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -50.612935 -50.612935 33.741957 -67.483913 NaN -16.870978 18476 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.481835 -1130.355544 1062.871631 -0.0 2125.743263 NaN 1062.871631 18477 GAS_US_mini caleb_strategy_v3 [-1] 1.481835 101.22587 -33.741957 -101.22587 NaN NaN -134.967826 18478 NASDAQ_micro caleb_strategy_v3 [-1] 3496.749405 52.191329 -0.71495 -88.653765 -90.083664 NaN -89.368715 18479 DOW caleb_strategy_v3 [1] 5221.588896 222.154601 -1.915126 -22.98151 -26.811762 NaN -24.896636 18480 CHF caleb_strategy_v3 [1] 0.095978 5.209551 -5.209551 -26.047753 -36.466854 NaN -31.257304 18467 CANOLA caleb_strategy_v3 [-1] 160.351597 -20810.519271 20542.358549 NaN NaN NaN NaN 18460 CANOLA caleb_strategy_v3 [-1] 160.351597 -258.806278 -9.354444 NaN NaN NaN NaN 18469 CANOLA caleb_strategy_v3 [-1] 160.351597 -321.169237 -9.354444 -6.236296 -24.945183 NaN -15.59074 18481 WHEAT caleb_strategy_v3 [1] 104.082731 372.299991 -12.009677 0.0 -24.019354 NaN -12.009677 18482 WHEAT caleb_strategy_v3 [1] 104.082731 25376.447775 -25040.176816 NaN NaN NaN NaN 18483 WHEAT caleb_strategy_v3 [1] 104.082731 348.280637 -12.009677 -24.019354 -48.038709 NaN -36.029031 ================================================================================================================================================================================= 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 18457 DAX caleb_strategy_v3 [-1] 1.164055 107.09306 -1.164055 2.32811 -0.0 NaN 1.164055 18458 EUROSTX caleb_strategy_v3 [1] 11.64055 -145.506875 -5.820275 -34.92165 -46.5622 NaN -40.741925 18461 COFFEE caleb_strategy_v3 [1] 375.0 9.375 -46.875 1293.75 1200.0 NaN 1246.875 18462 GASOLINE caleb_strategy_v3 [1] 42000.0 -33.6 -8.4 50.4 33.6 NaN 42.0 18463 COPPER caleb_strategy_v3 [-1] 25000.0 525.0 -12.5 -75.0 -100.0 NaN -87.5 18465 SILVER-mini _ROLL_PSEUDO_STRATEGY [-1, 1] 2500.0 -406.25 -93.75 62.5 -125.0 NaN -31.25 18466 GOLD_micro caleb_strategy_v3 [1] 10.0 -90.0 -2.0 2.0 -2.0 NaN 0.0 18459 GOLD_micro caleb_strategy_v3 [1] 10.0 -90.0 -2.0 11.0 7.0 NaN 9.0 18464 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -6.25 -18.75 12.5 -25.0 NaN -6.25 18468 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -412.5 400.0 -800.0 0.0 NaN -400.0 18470 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -412.5 400.0 -12.5 787.5 NaN 387.5 18471 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -6.25 -18.75 -0.0 -37.5 NaN -18.75 18472 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -418.75 393.75 0.0 787.5 NaN 393.75 18473 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -12.5 -12.5 0.0 -25.0 NaN -12.5 18474 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -418.75 393.75 0.0 787.5 NaN 393.75 18475 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -18.75 -18.75 12.5 -25.0 NaN -6.25 18476 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -418.75 393.75 -0.0 787.5 NaN 393.75 18477 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 37.5 -12.5 -37.5 NaN NaN -50.0 18478 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 36.5 -0.5 -62.0 -63.0 NaN -62.5 18479 DOW caleb_strategy_v3 [1] 0.5 58.0 -0.5 -6.0 -7.0 NaN -6.5 18480 CHF caleb_strategy_v3 [1] 125000.0 6.25 -6.25 -31.25 -43.75 NaN -37.5 18467 CANOLA caleb_strategy_v3 [-1] 14.513367 -4843.110505 4780.703027 NaN NaN NaN NaN 18460 CANOLA caleb_strategy_v3 [-1] 14.513367 -60.230472 -2.177005 NaN NaN NaN NaN 18469 CANOLA caleb_strategy_v3 [-1] 14.513367 -74.743839 -2.177005 -1.451337 -5.805347 NaN -3.628342 18481 WHEAT caleb_strategy_v3 [1] 50.0 193.75 -6.25 0.0 -12.5 NaN -6.25 18482 WHEAT caleb_strategy_v3 [1] 50.0 13206.25 -13031.25 NaN NaN NaN NaN 18483 WHEAT caleb_strategy_v3 [1] 50.0 181.25 -6.25 -12.5 -25.0 NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -2125.0 SILVER-mini -406.25 caleb_strategy_v3 CANOLA -4978.084816 CHF 6.25 COFFEE 9.375 COPPER 525.0 DAX 107.09306 DOW 58.0 EUROSTX -145.506875 GASOLINE -33.6 GAS_US_mini 37.5 GOLD_micro -180.0 NASDAQ_micro 36.5 WHEAT 13581.25 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -2531.25 caleb_strategy_v3 9023.776369 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 1912.5 SILVER-mini -93.75 caleb_strategy_v3 CANOLA 4776.349017 CHF -6.25 COFFEE -46.875 COPPER -12.5 DAX -1.164055 DOW -0.5 EUROSTX -5.820275 GASOLINE -8.4 GAS_US_mini -12.5 GOLD_micro -4.0 NASDAQ_micro -0.5 WHEAT -13043.75 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 1818.75 caleb_strategy_v3 -8365.910313 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -787.5 SILVER-mini 62.5 caleb_strategy_v3 CANOLA -1.451337 CHF -31.25 COFFEE 1293.75 COPPER -75.0 DAX 2.32811 DOW -6.0 EUROSTX -34.92165 GASOLINE 50.4 GAS_US_mini -37.5 GOLD_micro 13.0 NASDAQ_micro -62.0 WHEAT -12.5 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -725.0 caleb_strategy_v3 1098.855123 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 3037.5 SILVER-mini -125.0 caleb_strategy_v3 CANOLA -5.805347 CHF -43.75 COFFEE 1200.0 COPPER -100.0 DAX -0.0 DOW -7.0 EUROSTX -46.5622 GASOLINE 33.6 GAS_US_mini 0 GOLD_micro 5.0 NASDAQ_micro -63.0 WHEAT -37.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 2912.5 caleb_strategy_v3 934.982453 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 SILVER-mini 0 caleb_strategy_v3 CANOLA 0 CHF 0 COFFEE 0 COPPER 0 DAX 0 DOW 0 EUROSTX 0 GASOLINE 0 GAS_US_mini 0 GOLD_micro 0 NASDAQ_micro 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 GAS_US_mini 1125.0 SILVER-mini -31.25 caleb_strategy_v3 CANOLA -3.628342 CHF -37.5 COFFEE 1246.875 COPPER -87.5 DAX 1.164055 DOW -6.5 EUROSTX -40.741925 GASOLINE 42.0 GAS_US_mini -50.0 GOLD_micro 9.0 NASDAQ_micro -62.5 WHEAT -25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 1093.75 caleb_strategy_v3 985.668788 ******************************************************************************** END OF REPORT ********************************************************************************