******************************************************************************** Trades report produced on 05/09/2025 21:39 from 04/09/2025 21:39 to 05/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18624 AUD caleb_strategy_v3 [20250900] 2025-09-05 15:11:52.000 [-1] 0.65585 18621 AUD caleb_strategy_v3 [20250900] 2025-09-05 19:45:14.019 [0] NaN 18616 AUD caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.727 [0] NaN 18606 CRUDE_W caleb_strategy_v3 [20251200] 2025-09-05 13:03:24.000 [-1] 61.55000 18598 DAX caleb_strategy_v3 [20250900] 2025-09-05 07:01:28.000 [-1] 23891.00000 18599 DAX caleb_strategy_v3 [20250900] 2025-09-05 19:45:12.937 [0] NaN 18597 DAX caleb_strategy_v3 [20250900] 2025-09-05 07:00:28.000 [-1] 23903.00000 18603 DAX caleb_strategy_v3 [20250900] 2025-09-05 07:42:41.000 [-1] 23845.00000 18602 DAX caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.230 [0] NaN 18601 DAX caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.132 [0] NaN 18600 DAX caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.035 [0] NaN 18615 DOW caleb_strategy_v3 [20250900] 2025-09-05 14:20:10.000 [1] 45528.00000 18620 DOW caleb_strategy_v3 [20250900] 2025-09-05 14:52:16.000 [1] 45321.00000 18604 GASOIL caleb_strategy_v3 [20251200] 2025-09-05 08:09:23.000 [-1] 659.00000 18608 GOLD_micro caleb_strategy_v3 [20251000] 2025-09-05 13:03:50.000 [1] 3605.80000 18594 NIKKEI caleb_strategy_v3 [20251200] 2025-09-05 19:45:12.734 [0] NaN 18595 NIKKEI caleb_strategy_v3 [20251200] 2025-09-05 19:45:12.839 [0] NaN 18596 NIKKEI caleb_strategy_v3 [20251200] 2025-09-05 02:28:01.000 [-1] 42675.00000 18607 PLAT caleb_strategy_v3 [20251000] 2025-09-05 13:03:25.000 [-1] 1401.70000 18617 REDWHEAT caleb_strategy_v3 [20251200] 2025-09-05 14:31:49.000 [1] 507.75000 18605 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-05 09:00:33.000 [1] 4385.00000 18626 RUSSELL caleb_strategy_v3 [20250900] 2025-09-05 15:21:57.000 [-1] 2377.60000 18619 RUSSELL caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.921 [0] NaN 18614 RUSSELL caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.631 [0] NaN 18623 RUSSELL caleb_strategy_v3 [20250900] 2025-09-05 15:11:52.000 [-1] 2372.60000 18613 SP400 caleb_strategy_v3 [20250900] 2025-09-05 14:10:07.000 [1] 3311.50000 18625 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 19:45:14.118 [0] NaN 18618 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.822 [0] NaN 18622 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:11:51.000 [-1] 6459.75000 18629 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:24:02.000 [-1] 6475.75000 18630 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:25:02.000 [-1] 6475.75000 18631 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:26:03.000 [-1] 6474.75000 18632 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:27:03.000 [-1] 6474.25000 18612 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 19:45:13.534 [0] NaN 18628 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:23:02.000 [-1] 6473.75000 18627 SP500_micro caleb_strategy_v3 [20250900] 2025-09-05 15:22:02.000 [-1] 6470.50000 18609 SUGAR11 caleb_strategy_v3 [20260300] 2025-09-05 19:45:13.334 [0] NaN 18610 SUGAR11 caleb_strategy_v3 [20260300] 2025-09-05 19:45:13.437 [0] NaN 18611 SUGAR11 caleb_strategy_v3 [20260300] 2025-09-05 13:23:58.000 [-1] 16.18000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18604 GASOIL caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 09:00:44.026000 2025-09-05 08:09:23 118844.026 NaN 18605 ROBUSTA caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 10:00:33.634000 2025-09-05 09:00:33 122433.634 NaN 18606 CRUDE_W caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:00:53.794000 2025-09-05 13:03:24 136853.794 NaN 18607 PLAT caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:03:24.958000 2025-09-05 13:03:25 137004.958 NaN 18608 GOLD_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:03:25.898000 2025-09-05 13:03:50 137005.898 NaN 18613 SP400 caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:10:07.679000 2025-09-05 14:10:07 141007.679 NaN 18617 REDWHEAT caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:30:12.546000 2025-09-05 14:31:49 142212.546 NaN 18620 DOW caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:52:16.628000 2025-09-05 14:52:16 143536.628 NaN 18615 DOW caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:20:10.080000 2025-09-05 14:20:10 141610.08 NaN 18625 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:11:57.126000 2025-09-05 19:45:14.118000 144717.126 12796.992 18627 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:22:02.155000 2025-09-05 15:22:02 145322.155 NaN 18628 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:23:02.235000 2025-09-05 15:23:02 145382.235 NaN 18629 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:24:02.734000 2025-09-05 15:24:02 145442.734 NaN 18630 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:25:02.684000 2025-09-05 15:25:02 145502.684 NaN 18631 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:26:02.954000 2025-09-05 15:26:03 145562.954 NaN 18632 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:27:03.008000 2025-09-05 15:27:03 145623.008 NaN 18612 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:00:06.446000 2025-09-05 19:45:13.534000 140406.446 17107.088 18618 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:32:15.838000 2025-09-05 19:45:13.822000 142335.838 15177.984 18622 SP500_micro caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:02:21.434000 2025-09-05 15:11:51 144141.434 NaN 18626 RUSSELL caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:21:57.592000 2025-09-05 15:21:57 145317.592 NaN 18619 RUSSELL caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:42:16.165000 2025-09-05 19:45:13.921000 142936.165 14577.756 18614 RUSSELL caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:10:08.986000 2025-09-05 19:45:13.631000 141008.986 16504.645 18623 RUSSELL caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:11:52.103000 2025-09-05 15:11:52 144712.103 NaN 18597 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:00:28.454000 2025-09-05 07:00:28 115228.454 NaN 18598 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:01:28.109000 2025-09-05 07:01:28 115288.109 NaN 18599 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:02:27.904000 2025-09-05 19:45:12.937000 115347.904 42165.033 18600 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:12:31.201000 2025-09-05 19:45:13.035000 115951.201 41561.834 18601 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:22:34.390000 2025-09-05 19:45:13.132000 116554.39 40958.742 18602 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:32:37.877000 2025-09-05 19:45:13.230000 117157.877 40355.353 18603 DAX caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 08:42:41.270000 2025-09-05 07:42:41 117761.27 NaN 18616 AUD caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:20:11.298000 2025-09-05 19:45:13.727000 141611.298 15902.429 18621 AUD caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 15:52:17.246000 2025-09-05 19:45:14.019000 143537.246 13976.773 18624 AUD caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 16:11:52.678000 2025-09-05 15:11:52 144712.678 NaN 18609 SUGAR11 caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:03:51.154000 2025-09-05 19:45:13.334000 137031.154 20482.18 18610 SUGAR11 caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:13:54.908000 2025-09-05 19:45:13.437000 137634.908 19878.529 18611 SUGAR11 caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 14:23:58.526000 2025-09-05 13:23:58 138238.526 NaN 18594 NIKKEI caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 03:01:15.150000 2025-09-05 19:45:12.734000 97275.15 60237.584 18595 NIKKEI caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 03:12:19.315000 2025-09-05 19:45:12.839000 97939.315 59573.524 18596 NIKKEI caleb_strategy_v3 2025-09-04 00:00:00 2025-09-05 03:22:22.633000 2025-09-05 02:28:01 98542.633 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 18604 GASOIL caleb_strategy_v3 [-1] 660.25 None 660.375 660.25 660.5 660.5 659.0 0.125 -0.125 -1.25 -1.5 NaN -1.375 18605 ROBUSTA caleb_strategy_v3 [1] 4426.0 None 4387.5 4390.0 4385.0 4385.0 4385.0 38.5 -2.5 5.0 0.0 NaN 2.5 18606 CRUDE_W caleb_strategy_v3 [-1] 62.59 None 61.92 61.91 61.93 61.93 61.55 -0.67 -0.01 -0.36 -0.38 NaN -0.37 18607 PLAT caleb_strategy_v3 [-1] 1380.5 None 1401.15 1401.0 1401.3 1401.3 1401.7 20.65 -0.15 0.7 0.4 NaN 0.55 18608 GOLD_micro caleb_strategy_v3 [1] 3572.7 None 3606.0 3606.2 3605.8 3605.8 3605.8 -33.3 -0.2 0.4 0.0 NaN 0.2 18613 SP400 caleb_strategy_v3 [1] 3270.7 None 3319.05 3319.8 3318.3 3318.3 3311.5 -48.35 -0.75 8.3 6.8 NaN 7.55 18617 REDWHEAT caleb_strategy_v3 [1] 507.25 None 507.125 507.25 507.0 507.0 507.75 0.125 -0.125 -0.5 -0.75 NaN -0.625 18620 DOW caleb_strategy_v3 [1] 45645.0 None 45669.0 45670.0 45668.0 45668.0 45321.0 -24.0 -1.0 349.0 347.0 NaN 348.0 18615 DOW caleb_strategy_v3 [1] 45645.0 None 45669.0 45670.0 45668.0 45668.0 45528.0 -24.0 -1.0 142.0 140.0 NaN 141.0 18625 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 3229.875 6459.75 0.0 0.0 NaN -3268.375 3229.875 NaN NaN NaN NaN 18627 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6460.375 6460.25 6460.5 6460.5 6470.5 -37.875 -0.125 10.25 10.0 NaN 10.125 18628 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6460.375 6460.25 6460.5 6460.5 6473.75 -37.875 -0.125 13.5 13.25 NaN 13.375 18629 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6460.625 6460.5 6460.75 6460.75 6475.75 -37.625 -0.125 15.25 15.0 NaN 15.125 18630 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6465.625 6465.5 6465.75 6465.75 6475.75 -32.625 -0.125 10.25 10.0 NaN 10.125 18631 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6465.625 6465.5 6465.75 6465.75 6474.75 -32.625 -0.125 9.25 9.0 NaN 9.125 18632 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6470.625 6470.5 6470.75 6470.75 6474.25 -27.625 -0.125 3.75 3.5 NaN 3.625 18612 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6538.875 6538.75 6539.0 6539.0 NaN 40.625 -0.125 NaN NaN NaN NaN 18618 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 3264.0 6528.0 0.0 0.0 NaN -3234.25 3264.0 NaN NaN NaN NaN 18622 SP500_micro caleb_strategy_v3 [-1] 6498.25 None 6481.125 6481.0 6481.25 6481.25 6459.75 -17.125 -0.125 -21.25 -21.5 NaN -21.375 18626 RUSSELL caleb_strategy_v3 [-1] 2372.0 None 2370.6 2370.5 2370.7 2370.7 2377.6 -1.4 -0.1 7.1 6.9 NaN 7.0 18619 RUSSELL caleb_strategy_v3 [-1] 2372.0 None 1199.15 2398.3 0.0 0.0 NaN -1172.85 1199.15 NaN NaN NaN NaN 18614 RUSSELL caleb_strategy_v3 [-1] 2372.0 None 2408.0 2407.9 2408.1 2408.1 NaN 36.0 -0.1 NaN NaN NaN NaN 18623 RUSSELL caleb_strategy_v3 [-1] 2372.0 None 2370.6 2370.5 2370.7 2370.7 2372.6 -1.4 -0.1 2.1 1.9 NaN 2.0 18597 DAX caleb_strategy_v3 [-1] 23833.0 None 23884.0 23883.0 23885.0 23885.0 23903.0 51.0 -1.0 20.0 18.0 NaN 19.0 18598 DAX caleb_strategy_v3 [-1] 23833.0 None 23884.0 23883.0 23885.0 23885.0 23891.0 51.0 -1.0 8.0 6.0 NaN 7.0 18599 DAX caleb_strategy_v3 [-1] 23833.0 None 23884.0 23883.0 23885.0 23885.0 NaN 51.0 -1.0 NaN NaN NaN NaN 18600 DAX caleb_strategy_v3 [-1] 23833.0 None 11953.0 23906.0 0.0 0.0 NaN -11880.0 11953.0 NaN NaN NaN NaN 18601 DAX caleb_strategy_v3 [-1] 23833.0 None 23837.0 23836.0 23838.0 23838.0 NaN 4.0 -1.0 NaN NaN NaN NaN 18602 DAX caleb_strategy_v3 [-1] 23833.0 None 11913.5 23827.0 0.0 0.0 NaN -11919.5 11913.5 NaN NaN NaN NaN 18603 DAX caleb_strategy_v3 [-1] 23833.0 None 23793.0 23792.0 23794.0 23794.0 23845.0 -40.0 -1.0 53.0 51.0 NaN 52.0 18616 AUD caleb_strategy_v3 [-1] 0.6515 None 0.658275 0.65825 0.6583 0.6583 NaN 0.006775 -0.000025 NaN NaN NaN NaN 18621 AUD caleb_strategy_v3 [-1] 0.6515 None 0.3286 0.6572 0.0 0.0 NaN -0.3229 0.3286 NaN NaN NaN NaN 18624 AUD caleb_strategy_v3 [-1] 0.6515 None 0.655775 0.65575 0.6558 0.6558 0.65585 0.004275 -0.000025 0.0001 0.00005 NaN 0.000075 18609 SUGAR11 caleb_strategy_v3 [-1] 16.34 None 16.235 16.23 16.24 16.24 NaN -0.105 -0.005 NaN NaN NaN NaN 18610 SUGAR11 caleb_strategy_v3 [-1] 16.34 None 8.11 16.22 0.0 0.0 NaN -8.23 8.11 NaN NaN NaN NaN 18611 SUGAR11 caleb_strategy_v3 [-1] 16.34 None 16.175 16.17 16.18 16.18 16.18 -0.165 -0.005 0.01 -0.0 NaN 0.005 18594 NIKKEI caleb_strategy_v3 [-1] 42635.0 None 42737.5 42735.0 42740.0 42740.0 NaN 102.5 -2.5 NaN NaN NaN NaN 18595 NIKKEI caleb_strategy_v3 [-1] 42635.0 None 21372.5 42745.0 0.0 0.0 NaN -21262.5 21372.5 NaN NaN NaN NaN 18596 NIKKEI caleb_strategy_v3 [-1] 42635.0 None 42712.5 42710.0 42715.0 42715.0 42675.0 77.5 -2.5 -35.0 -40.0 NaN -37.5 =================================================================================================================================================================== 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 18604 GASOIL caleb_strategy_v3 [-1] 180.681374 6.918256 -6.918256 -69.18256 -83.019072 NaN -76.100816 18605 ROBUSTA caleb_strategy_v3 [1] 1861.592531 206.812175 -13.429362 26.858724 0.0 NaN 13.429362 18606 CRUDE_W caleb_strategy_v3 [-1] 15.38979 -435.353567 -6.497814 -233.921319 -246.916948 NaN -240.419134 18607 PLAT caleb_strategy_v3 [-1] 412.282641 500.869984 -3.638281 16.978644 9.702082 NaN 13.340363 18608 GOLD_micro caleb_strategy_v3 [1] 467.204539 -712.749924 -4.28078 8.561561 0.0 NaN 4.28078 18613 SP400 caleb_strategy_v3 [1] 508.273792 -951.258962 -14.755827 163.297816 133.786162 NaN 148.541989 18617 REDWHEAT caleb_strategy_v3 [1] 101.18189 12.353989 -12.353989 -49.415958 -74.123936 NaN -61.769947 18620 DOW caleb_strategy_v3 [1] 5098.645008 -47.07133 -1.961305 684.495585 680.572975 NaN 682.53428 18615 DOW caleb_strategy_v3 [1] 5098.645008 -47.07133 -1.961305 278.505367 274.582756 NaN 276.544062 18625 SP500_micro caleb_strategy_v3 [-1] 713.621963 -45799.809581 45260.308248 NaN NaN NaN NaN 18627 SP500_micro caleb_strategy_v3 [-1] 713.621963 -530.743194 -1.751628 143.633472 140.130216 NaN 141.881844 18628 SP500_micro caleb_strategy_v3 [-1] 713.621963 -530.743194 -1.751628 189.175792 185.672537 NaN 187.424164 18629 SP500_micro caleb_strategy_v3 [-1] 713.621963 -527.239939 -1.751628 213.69858 210.195325 NaN 211.946952 18630 SP500_micro caleb_strategy_v3 [-1] 713.621963 -457.174831 -1.751628 143.633472 140.130216 NaN 141.881844 18631 SP500_micro caleb_strategy_v3 [-1] 713.621963 -457.174831 -1.751628 129.62045 126.117195 NaN 127.868822 18632 SP500_micro caleb_strategy_v3 [-1] 713.621963 -387.109723 -1.751628 52.548831 49.045576 NaN 50.797203 18612 SP500_micro caleb_strategy_v3 [-1] 713.621963 569.279004 -1.751628 NaN NaN NaN NaN 18618 SP500_micro caleb_strategy_v3 [-1] 713.621963 -45321.615218 45738.502611 NaN NaN NaN NaN 18622 SP500_micro caleb_strategy_v3 [-1] 713.621963 -239.972995 -1.751628 -297.77671 -301.279965 NaN -299.528337 18626 RUSSELL caleb_strategy_v3 [-1] 435.001967 -32.183763 -2.29884 163.217653 158.619973 NaN 160.918813 18619 RUSSELL caleb_strategy_v3 [-1] 435.001967 -26961.947076 27566.542044 NaN NaN NaN NaN 18614 RUSSELL caleb_strategy_v3 [-1] 435.001967 827.582466 -2.29884 NaN NaN NaN NaN 18623 RUSSELL caleb_strategy_v3 [-1] 435.001967 -32.183763 -2.29884 48.275644 43.677963 NaN 45.976804 18597 DAX caleb_strategy_v3 [-1] 3070.7166 166.085011 -3.256569 65.131377 58.618239 NaN 61.874808 18598 DAX caleb_strategy_v3 [-1] 3070.7166 166.085011 -3.256569 26.052551 19.539413 NaN 22.795982 18599 DAX caleb_strategy_v3 [-1] 3070.7166 166.085011 -3.256569 NaN NaN NaN NaN 18600 DAX caleb_strategy_v3 [-1] 3070.7166 -38688.037834 38925.767359 NaN NaN NaN NaN 18601 DAX caleb_strategy_v3 [-1] 3070.7166 13.026275 -3.256569 NaN NaN NaN NaN 18602 DAX caleb_strategy_v3 [-1] 3070.7166 -38816.672303 38797.13289 NaN NaN NaN NaN 18603 DAX caleb_strategy_v3 [-1] 3070.7166 -130.262754 -3.256569 172.598149 166.085011 NaN 169.34158 18616 AUD caleb_strategy_v3 [-1] 0.052223 1297.327429 -4.787186 NaN NaN NaN NaN 18621 AUD caleb_strategy_v3 [-1] 0.052223 -61831.295486 62922.773913 NaN NaN NaN NaN 18624 AUD caleb_strategy_v3 [-1] 0.052223 818.608821 -4.787186 19.148744 9.574372 NaN 14.361558 18609 SUGAR11 caleb_strategy_v3 [-1] 3.625957 -289.578703 -13.789462 NaN NaN NaN NaN 18610 SUGAR11 caleb_strategy_v3 [-1] 3.625957 -22697.454569 22366.507479 NaN NaN NaN NaN 18611 SUGAR11 caleb_strategy_v3 [-1] 3.625957 -455.052248 -13.789462 27.578924 -0.0 NaN 13.789462 18594 NIKKEI caleb_strategy_v3 [-1] 7462.799515 137.347921 -3.349949 NaN NaN NaN NaN 18595 NIKKEI caleb_strategy_v3 [-1] 7462.799515 -28491.318785 28638.716554 NaN NaN NaN NaN 18596 NIKKEI caleb_strategy_v3 [-1] 7462.799515 103.848428 -3.349949 -46.89929 -53.599189 NaN -50.249239 =========================================================================================================================================================================== 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 18604 GASOIL caleb_strategy_v3 [-1] 100.0 12.5 -12.5 -125.0 -150.0 NaN -137.5 18605 ROBUSTA caleb_strategy_v3 [1] 10.0 385.0 -25.0 50.0 0.0 NaN 25.0 18606 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -670.0 -10.0 -360.0 -380.0 NaN -370.0 18607 PLAT caleb_strategy_v3 [-1] 50.0 1032.5 -7.5 35.0 20.0 NaN 27.5 18608 GOLD_micro caleb_strategy_v3 [1] 10.0 -333.0 -2.0 4.0 0.0 NaN 2.0 18613 SP400 caleb_strategy_v3 [1] 100.0 -4835.0 -75.0 830.0 680.0 NaN 755.0 18617 REDWHEAT caleb_strategy_v3 [1] 50.0 6.25 -6.25 -25.0 -37.5 NaN -31.25 18620 DOW caleb_strategy_v3 [1] 0.5 -12.0 -0.5 174.5 173.5 NaN 174.0 18615 DOW caleb_strategy_v3 [1] 0.5 -12.0 -0.5 71.0 70.0 NaN 70.5 18625 SP500_micro caleb_strategy_v3 [-1] 5.0 -16341.875 16149.375 NaN NaN NaN NaN 18627 SP500_micro caleb_strategy_v3 [-1] 5.0 -189.375 -0.625 51.25 50.0 NaN 50.625 18628 SP500_micro caleb_strategy_v3 [-1] 5.0 -189.375 -0.625 67.5 66.25 NaN 66.875 18629 SP500_micro caleb_strategy_v3 [-1] 5.0 -188.125 -0.625 76.25 75.0 NaN 75.625 18630 SP500_micro caleb_strategy_v3 [-1] 5.0 -163.125 -0.625 51.25 50.0 NaN 50.625 18631 SP500_micro caleb_strategy_v3 [-1] 5.0 -163.125 -0.625 46.25 45.0 NaN 45.625 18632 SP500_micro caleb_strategy_v3 [-1] 5.0 -138.125 -0.625 18.75 17.5 NaN 18.125 18612 SP500_micro caleb_strategy_v3 [-1] 5.0 203.125 -0.625 NaN NaN NaN NaN 18618 SP500_micro caleb_strategy_v3 [-1] 5.0 -16171.25 16320.0 NaN NaN NaN NaN 18622 SP500_micro caleb_strategy_v3 [-1] 5.0 -85.625 -0.625 -106.25 -107.5 NaN -106.875 18626 RUSSELL caleb_strategy_v3 [-1] 5.0 -7.0 -0.5 35.5 34.5 NaN 35.0 18619 RUSSELL caleb_strategy_v3 [-1] 5.0 -5864.25 5995.75 NaN NaN NaN NaN 18614 RUSSELL caleb_strategy_v3 [-1] 5.0 180.0 -0.5 NaN NaN NaN NaN 18623 RUSSELL caleb_strategy_v3 [-1] 5.0 -7.0 -0.5 10.5 9.5 NaN 10.0 18597 DAX caleb_strategy_v3 [-1] 1.16758 59.54658 -1.16758 23.3516 21.01644 NaN 22.18402 18598 DAX caleb_strategy_v3 [-1] 1.16758 59.54658 -1.16758 9.34064 7.00548 NaN 8.17306 18599 DAX caleb_strategy_v3 [-1] 1.16758 59.54658 -1.16758 NaN NaN NaN NaN 18600 DAX caleb_strategy_v3 [-1] 1.16758 -13870.8504 13956.08374 NaN NaN NaN NaN 18601 DAX caleb_strategy_v3 [-1] 1.16758 4.67032 -1.16758 NaN NaN NaN NaN 18602 DAX caleb_strategy_v3 [-1] 1.16758 -13916.96981 13909.96433 NaN NaN NaN NaN 18603 DAX caleb_strategy_v3 [-1] 1.16758 -46.7032 -1.16758 61.88174 59.54658 NaN 60.71416 18616 AUD caleb_strategy_v3 [-1] 100000.0 677.5 -2.5 NaN NaN NaN NaN 18621 AUD caleb_strategy_v3 [-1] 100000.0 -32290.0 32860.0 NaN NaN NaN NaN 18624 AUD caleb_strategy_v3 [-1] 100000.0 427.5 -2.5 10.0 5.0 NaN 7.5 18609 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -117.6 -5.6 NaN NaN NaN NaN 18610 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -9217.6 9083.2 NaN NaN NaN NaN 18611 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -184.8 -5.6 11.2 -0.0 NaN 5.6 18594 NIKKEI caleb_strategy_v3 [-1] 0.674978 69.185234 -1.687445 NaN NaN NaN NaN 18595 NIKKEI caleb_strategy_v3 [-1] 0.674978 -14351.717481 14425.96505 NaN NaN NaN NaN 18596 NIKKEI caleb_strategy_v3 [-1] 0.674978 52.310787 -1.687445 -23.624226 -26.999116 NaN -25.311671 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -31185.0 CRUDE_W -670.0 DAX -27651.21335 DOW -24.0 GASOIL 12.5 GOLD_micro -333.0 NIKKEI -14230.22146 PLAT 1032.5 REDWHEAT 6.25 ROBUSTA 385.0 RUSSELL -5698.25 SP400 -4835.0 SP500_micro -33426.875 SUGAR11 -9520.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -126137.30981 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD 32855.0 CRUDE_W -10.0 DAX 27860.21017 DOW -1.0 GASOIL -12.5 GOLD_micro -2.0 NIKKEI 14422.59016 PLAT -7.5 REDWHEAT -6.25 ROBUSTA -25.0 RUSSELL 5994.25 SP400 -75.0 SP500_micro 32464.375 SUGAR11 9072.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 122529.17533 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 CRUDE_W -360.0 DAX 94.57398 DOW 245.5 GASOIL -125.0 GOLD_micro 4.0 NIKKEI -23.624226 PLAT 35.0 REDWHEAT -25.0 ROBUSTA 50.0 RUSSELL 46.0 SP400 830.0 SP500_micro 205.0 SUGAR11 11.2 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 997.649754 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 CRUDE_W -380.0 DAX 87.5685 DOW 243.5 GASOIL -150.0 GOLD_micro 0.0 NIKKEI -26.999116 PLAT 20.0 REDWHEAT -37.5 ROBUSTA 0.0 RUSSELL 44.0 SP400 680.0 SP500_micro 196.25 SUGAR11 -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 681.819384 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CRUDE_W 0 DAX 0 DOW 0 GASOIL 0 GOLD_micro 0 NIKKEI 0 PLAT 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 SP400 0 SP500_micro 0 SUGAR11 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 AUD 7.5 CRUDE_W -370.0 DAX 91.07124 DOW 244.5 GASOIL -137.5 GOLD_micro 2.0 NIKKEI -25.311671 PLAT 27.5 REDWHEAT -31.25 ROBUSTA 25.0 RUSSELL 45.0 SP400 755.0 SP500_micro 200.625 SUGAR11 5.6 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 839.734569 ******************************************************************************** END OF REPORT ********************************************************************************