******************************************************************************** Trades report produced on 03/09/2025 21:39 from 02/09/2025 21:39 to 03/09/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 18574 CRUDE_W caleb_strategy_v3 [20251200] 2025-09-03 13:00:32.000 [1] 63.61 18573 DAX caleb_strategy_v3 [20250900] 2025-09-03 07:33:24.000 [-1] 23559.00 18571 DAX caleb_strategy_v3 [20250900] 2025-09-03 19:45:08.114 [0] NaN 18570 DAX caleb_strategy_v3 [20250900] 2025-09-03 19:45:08.050 [0] NaN 18569 DAX caleb_strategy_v3 [20250900] 2025-09-03 07:02:11.000 [-1] 23637.00 18568 DAX caleb_strategy_v3 [20250900] 2025-09-03 07:00:47.000 [-1] 23651.00 18572 DAX caleb_strategy_v3 [20250900] 2025-09-03 19:45:08.181 [0] NaN 18583 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:05:38.000 [1] 45160.00 18582 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:04:38.000 [1] 45178.00 18581 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:03:38.000 [1] 45193.00 18580 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:02:38.000 [1] 45204.00 18579 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:01:38.000 [1] 45198.00 18576 DOW caleb_strategy_v3 [20250900] 2025-09-03 14:00:39.000 [1] 45152.00 18584 LEANHOG caleb_strategy_v3 [20251200] 2025-09-03 14:33:39.000 [1] 87.60 18577 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-09-03 14:00:40.000 [1] 23393.50 18559 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:06:24.000 [-1, 1] 215.00 18558 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:05:29.000 [-1, 1] 214.00 18557 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:04:24.000 [-1, 1] 215.00 18556 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:04:19.000 [-1, 1] 215.00 18555 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:02:16.000 [-1, 1] 214.00 18554 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:01:45.000 [-1, 1] 215.00 18566 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:16:20.000 [-1, 1] 215.00 18565 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:14:04.000 [-1, 1] 215.00 18564 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:12:34.000 [-1, 1] 214.00 18563 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:11:34.000 [-1, 1] 214.00 18562 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:11:29.000 [-1, 1] 215.00 18561 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:08:24.000 [-1, 1] 215.00 18567 NIKKEI caleb_strategy_v3 [20251200] 2025-09-03 02:16:27.000 [1] 42005.00 18560 NIKKEI _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-03 02:07:53.000 [-1, 1] 215.00 18578 RUSSELL caleb_strategy_v3 [20250900] 2025-09-03 14:01:38.000 [1] 2364.20 18575 RUSSELL caleb_strategy_v3 [20250900] 2025-09-03 14:00:38.000 [1] 2361.30 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18560 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:07:23.257000 2025-09-03 02:07:53 29243.257 NaN 18561 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:08:23.414000 2025-09-03 02:08:24 29303.414 NaN 18562 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:09:23.730000 2025-09-03 02:11:29 29363.73 NaN 18563 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:11:33.021000 2025-09-03 02:11:34 29493.021 NaN 18564 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:12:32.870000 2025-09-03 02:12:34 29552.87 NaN 18565 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:13:33.136000 2025-09-03 02:14:04 29613.136 NaN 18566 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:14:33.627000 2025-09-03 02:16:20 29673.627 NaN 18554 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:01:16.670000 2025-09-03 02:01:45 28876.67 NaN 18555 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:02:14.754000 2025-09-03 02:02:16 28934.754 NaN 18556 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:03:15.426000 2025-09-03 02:04:19 28995.426 NaN 18557 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:04:23.116000 2025-09-03 02:04:24 29063.116 NaN 18558 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:05:23.139000 2025-09-03 02:05:29 29123.139 NaN 18559 NIKKEI _ROLL_PSEUDO_STRATEGY 2025-09-02 19:00:00 2025-09-03 03:06:23.178000 2025-09-03 02:06:24 29183.178 NaN 18567 NIKKEI caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 03:16:26.030000 2025-09-03 02:16:27 98186.03 NaN 18574 CRUDE_W caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 14:00:32.884000 2025-09-03 13:00:32 136832.884 NaN 18577 NASDAQ_micro caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:00:40.038000 2025-09-03 14:00:40 140440.038 NaN 18578 RUSSELL caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:01:38.026000 2025-09-03 14:01:38 140498.026 NaN 18575 RUSSELL caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:00:38.246000 2025-09-03 14:00:38 140438.246 NaN 18576 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:00:39.095000 2025-09-03 14:00:39 140439.095 NaN 18579 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:01:38.593000 2025-09-03 14:01:38 140498.593 NaN 18580 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:02:38.054000 2025-09-03 14:02:38 140558.054 NaN 18581 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:03:38.059000 2025-09-03 14:03:38 140618.059 NaN 18582 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:04:38.043000 2025-09-03 14:04:38 140678.043 NaN 18583 DOW caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:05:38.061000 2025-09-03 14:05:38 140738.061 NaN 18584 LEANHOG caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 15:30:39.059000 2025-09-03 14:33:39 142239.059 NaN 18568 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:00:47.810000 2025-09-03 07:00:47 115247.81 NaN 18569 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:01:47.592000 2025-09-03 07:02:11 115307.592 NaN 18570 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:02:47.612000 2025-09-03 19:45:08.050000 115367.612 42140.438 18571 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:12:50.827000 2025-09-03 19:45:08.114000 115970.827 41537.287 18572 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:22:54.093000 2025-09-03 19:45:08.181000 116574.093 40934.088 18573 DAX caleb_strategy_v3 2025-09-02 00:00:00 2025-09-03 08:32:57.376000 2025-09-03 07:33:24 117177.376 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 18560 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 215.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 18561 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 107.5 215.0 0.0 0.0 215.0 -107.5 107.5 -0.0 215.0 NaN 107.5 18562 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 215.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 18563 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 105.0 210.0 0.0 0.0 214.0 -110.0 105.0 4.0 214.0 NaN 109.0 18564 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 NaN 214.0 5.0 -5.0 -1.0 NaN NaN -6.0 18565 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 215.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 18566 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 215.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 18554 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 215.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 18555 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 107.5 215.0 0.0 0.0 214.0 -107.5 107.5 -1.0 214.0 NaN 106.5 18556 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 217.5 210.0 225.0 225.0 215.0 2.5 -7.5 5.0 -10.0 NaN -2.5 18557 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 107.5 215.0 0.0 0.0 215.0 -107.5 107.5 -0.0 215.0 NaN 107.5 18558 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 220.0 215.0 225.0 225.0 214.0 5.0 -5.0 -1.0 -11.0 NaN -6.0 18559 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 215.0 None 105.0 210.0 0.0 0.0 215.0 -110.0 105.0 5.0 215.0 NaN 110.0 18567 NIKKEI caleb_strategy_v3 [1] 41815.0 None 42047.5 42050.0 42045.0 42045.0 42005.0 -232.5 -2.5 45.0 40.0 NaN 42.5 18574 CRUDE_W caleb_strategy_v3 [1] 64.6 None 63.565 63.57 63.56 NaN 63.61 1.035 -0.005 -0.04 NaN NaN -0.045 18577 NASDAQ_micro caleb_strategy_v3 [1] 23209.5 None 23405.5 23405.75 23405.25 23405.25 23393.5 -196.0 -0.25 12.25 11.75 NaN 12.0 18578 RUSSELL caleb_strategy_v3 [1] 2350.1 None 2363.25 2363.3 2363.2 2363.2 2364.2 -13.15 -0.05 -0.9 -1.0 NaN -0.95 18575 RUSSELL caleb_strategy_v3 [1] 2350.1 None 2363.25 2363.3 2363.2 2363.2 2361.3 -13.15 -0.05 2.0 1.9 NaN 1.95 18576 DOW caleb_strategy_v3 [1] 45229.0 None 45235.5 45236.0 45235.0 45235.0 45152.0 -6.5 -0.5 84.0 83.0 NaN 83.5 18579 DOW caleb_strategy_v3 [1] 45229.0 None 45240.0 45241.0 45239.0 45239.0 45198.0 -11.0 -1.0 43.0 41.0 NaN 42.0 18580 DOW caleb_strategy_v3 [1] 45229.0 None 45240.0 45241.0 45239.0 45239.0 45204.0 -11.0 -1.0 37.0 35.0 NaN 36.0 18581 DOW caleb_strategy_v3 [1] 45229.0 None 45245.0 45246.0 45244.0 45244.0 45193.0 -16.0 -1.0 53.0 51.0 NaN 52.0 18582 DOW caleb_strategy_v3 [1] 45229.0 None 45228.0 45229.0 45227.0 45227.0 45178.0 1.0 -1.0 51.0 49.0 NaN 50.0 18583 DOW caleb_strategy_v3 [1] 45229.0 None 45228.0 45229.0 45227.0 45227.0 45160.0 1.0 -1.0 69.0 67.0 NaN 68.0 18584 LEANHOG caleb_strategy_v3 [1] 88.075 None 87.4875 87.5 87.475 87.475 87.6 0.5875 -0.0125 -0.1 -0.125 NaN -0.1125 18568 DAX caleb_strategy_v3 [-1] 23620.0 None 23642.0 23641.0 23643.0 23643.0 23651.0 22.0 -1.0 10.0 8.0 NaN 9.0 18569 DAX caleb_strategy_v3 [-1] 23620.0 None 23642.0 23641.0 23643.0 23643.0 23637.0 22.0 -1.0 -4.0 -6.0 NaN -5.0 18570 DAX caleb_strategy_v3 [-1] 23620.0 None 11818.5 23637.0 0.0 0.0 NaN -11801.5 11818.5 NaN NaN NaN NaN 18571 DAX caleb_strategy_v3 [-1] 23620.0 None 23628.0 23627.0 23629.0 23629.0 NaN 8.0 -1.0 NaN NaN NaN NaN 18572 DAX caleb_strategy_v3 [-1] 23620.0 None 11810.0 23620.0 0.0 0.0 NaN -11810.0 11810.0 NaN NaN NaN NaN 18573 DAX caleb_strategy_v3 [-1] 23620.0 None 23582.0 23581.0 23583.0 23583.0 23559.0 -38.0 -1.0 -22.0 -24.0 NaN -23.0 ========================================================================================================================================================================== 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 18560 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -0.0 -13.306484 NaN -6.653242 18561 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 -143.044704 143.044704 -0.0 286.089409 NaN 143.044704 18562 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -0.0 -13.306484 NaN -6.653242 18563 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 -146.371325 139.718083 5.322594 284.75876 NaN 145.040677 18564 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -1.330648 NaN NaN -7.98389 18565 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -0.0 -13.306484 NaN -6.653242 18566 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -0.0 -13.306484 NaN -6.653242 18554 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -0.0 -13.306484 NaN -6.653242 18555 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 -143.044704 143.044704 -1.330648 284.75876 NaN 141.714056 18556 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 3.326621 -9.979863 6.653242 -13.306484 NaN -3.326621 18557 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 -143.044704 143.044704 -0.0 286.089409 NaN 143.044704 18558 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 6.653242 -6.653242 -1.330648 -14.637133 NaN -7.98389 18559 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 7515.133156 -146.371325 139.718083 6.653242 286.089409 NaN 146.371325 18567 NIKKEI caleb_strategy_v3 [1] 7515.133156 -309.375756 -3.326621 59.879179 53.225936 NaN 56.552558 18574 CRUDE_W caleb_strategy_v3 [1] 15.465063 669.25041 -3.233094 -25.86475 NaN NaN -29.097844 18577 NASDAQ_micro caleb_strategy_v3 [1] 3503.45657 -559.447494 -0.713581 34.965468 33.538306 NaN 34.251887 18578 RUSSELL caleb_strategy_v3 [1] 451.983952 -290.939533 -1.106234 -19.912211 -22.124679 NaN -21.018445 18575 RUSSELL caleb_strategy_v3 [1] 451.983952 -290.939533 -1.106234 44.249359 42.036891 NaN 43.143125 18576 DOW caleb_strategy_v3 [1] 5082.70771 -12.788459 -0.983728 165.266242 163.298786 NaN 164.282514 18579 DOW caleb_strategy_v3 [1] 5082.70771 -21.642008 -1.967455 84.600576 80.665665 NaN 82.633121 18580 DOW caleb_strategy_v3 [1] 5082.70771 -21.642008 -1.967455 72.795844 68.860934 NaN 70.828389 18581 DOW caleb_strategy_v3 [1] 5082.70771 -31.479284 -1.967455 104.275129 100.340218 NaN 102.307673 18582 DOW caleb_strategy_v3 [1] 5082.70771 1.967455 -1.967455 100.340218 96.405308 NaN 98.372763 18583 DOW caleb_strategy_v3 [1] 5082.70771 1.967455 -1.967455 135.754413 131.819502 NaN 133.786957 18584 LEANHOG caleb_strategy_v3 [1] 16.464365 356.831246 -7.592154 -60.737233 -75.921542 NaN -68.329387 18568 DAX caleb_strategy_v3 [-1] 3088.176239 71.239458 -3.238157 32.381572 25.905257 NaN 29.143414 18569 DAX caleb_strategy_v3 [-1] 3088.176239 71.239458 -3.238157 -12.952629 -19.428943 NaN -16.190786 18570 DAX caleb_strategy_v3 [-1] 3088.176239 -38215.111731 38270.160402 NaN NaN NaN NaN 18571 DAX caleb_strategy_v3 [-1] 3088.176239 25.905257 -3.238157 NaN NaN NaN NaN 18572 DAX caleb_strategy_v3 [-1] 3088.176239 -38242.636067 38242.636067 NaN NaN NaN NaN 18573 DAX caleb_strategy_v3 [-1] 3088.176239 -123.049972 -3.238157 -71.239458 -77.715772 NaN -74.477615 =================================================================================================================================================================================== 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 18560 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.0 -6.728592 NaN -3.364296 18561 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 -72.332366 72.332366 -0.0 144.664731 NaN 72.332366 18562 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.0 -6.728592 NaN -3.364296 18563 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 -74.014514 70.650218 2.691437 143.991872 NaN 73.341654 18564 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.672859 NaN NaN -4.037155 18565 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.0 -6.728592 NaN -3.364296 18566 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.0 -6.728592 NaN -3.364296 18554 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.0 -6.728592 NaN -3.364296 18555 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 -72.332366 72.332366 -0.672859 143.991872 NaN 71.659506 18556 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 1.682148 -5.046444 3.364296 -6.728592 NaN -1.682148 18557 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 -72.332366 72.332366 -0.0 144.664731 NaN 72.332366 18558 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 3.364296 -3.364296 -0.672859 -7.401451 NaN -4.037155 18559 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.672859 -74.014514 70.650218 3.364296 144.664731 NaN 74.014514 18567 NIKKEI caleb_strategy_v3 [1] 0.672859 -156.439767 -1.682148 30.278665 26.914369 NaN 28.596517 18574 CRUDE_W caleb_strategy_v3 [1] 1000.0 1035.0 -5.0 -40.0 NaN NaN -45.0 18577 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -392.0 -0.5 24.5 23.5 NaN 24.0 18578 RUSSELL caleb_strategy_v3 [1] 5.0 -65.75 -0.25 -4.5 -5.0 NaN -4.75 18575 RUSSELL caleb_strategy_v3 [1] 5.0 -65.75 -0.25 10.0 9.5 NaN 9.75 18576 DOW caleb_strategy_v3 [1] 0.5 -3.25 -0.25 42.0 41.5 NaN 41.75 18579 DOW caleb_strategy_v3 [1] 0.5 -5.5 -0.5 21.5 20.5 NaN 21.0 18580 DOW caleb_strategy_v3 [1] 0.5 -5.5 -0.5 18.5 17.5 NaN 18.0 18581 DOW caleb_strategy_v3 [1] 0.5 -8.0 -0.5 26.5 25.5 NaN 26.0 18582 DOW caleb_strategy_v3 [1] 0.5 0.5 -0.5 25.5 24.5 NaN 25.0 18583 DOW caleb_strategy_v3 [1] 0.5 0.5 -0.5 34.5 33.5 NaN 34.0 18584 LEANHOG caleb_strategy_v3 [1] 400.0 235.0 -5.0 -40.0 -50.0 NaN -45.0 18568 DAX caleb_strategy_v3 [-1] 1.163095 25.58809 -1.163095 11.63095 9.30476 NaN 10.467855 18569 DAX caleb_strategy_v3 [-1] 1.163095 25.58809 -1.163095 -4.65238 -6.97857 NaN -5.815475 18570 DAX caleb_strategy_v3 [-1] 1.163095 -13726.265643 13746.038258 NaN NaN NaN NaN 18571 DAX caleb_strategy_v3 [-1] 1.163095 9.30476 -1.163095 NaN NaN NaN NaN 18572 DAX caleb_strategy_v3 [-1] 1.163095 -13736.15195 13736.15195 NaN NaN NaN NaN 18573 DAX caleb_strategy_v3 [-1] 1.163095 -44.19761 -1.163095 -25.58809 -27.91428 NaN -26.751185 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI -339.793903 caleb_strategy_v3 CRUDE_W 1035.0 DAX -27446.134262 DOW -21.25 LEANHOG 235.0 NASDAQ_micro -392.0 NIKKEI -156.439767 RUSSELL -131.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -339.793903 caleb_strategy_v3 -26877.32403 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 329.701015 caleb_strategy_v3 CRUDE_W -5.0 DAX 27477.537828 DOW -2.75 LEANHOG -5.0 NASDAQ_micro -0.5 NIKKEI -1.682148 RUSSELL -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 329.701015 caleb_strategy_v3 27462.105679 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 7.401451 caleb_strategy_v3 CRUDE_W -40.0 DAX -18.60952 DOW 168.5 LEANHOG -40.0 NASDAQ_micro 24.5 NIKKEI 30.278665 RUSSELL 5.5 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 7.401451 caleb_strategy_v3 130.169145 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 674.204933 caleb_strategy_v3 CRUDE_W 0 DAX -25.58809 DOW 163.0 LEANHOG -50.0 NASDAQ_micro 23.5 NIKKEI 26.914369 RUSSELL 4.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 674.204933 caleb_strategy_v3 142.326279 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY NIKKEI 0 caleb_strategy_v3 CRUDE_W 0 DAX 0 DOW 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 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 NIKKEI 337.102466 caleb_strategy_v3 CRUDE_W -45.0 DAX -22.098805 DOW 165.75 LEANHOG -45.0 NASDAQ_micro 24.0 NIKKEI 28.596517 RUSSELL 5.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 337.102466 caleb_strategy_v3 111.247712 ******************************************************************************** END OF REPORT ********************************************************************************