******************************************************************************** Trades report produced on 11/09/2025 21:38 from 10/09/2025 21:38 to 11/09/2025 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18732 CAD caleb_strategy_v3 [20251200] 2025-09-11 14:01:56.000 [-1] 0.72510 18726 COFFEE caleb_strategy_v3 [20260300] 2025-09-11 13:20:40.000 [1] 373.70000 18725 COPPER caleb_strategy_v3 [20251200] 2025-09-11 13:20:39.000 [-1] 4.61500 18717 DAX caleb_strategy_v3 [20250900] 2025-09-11 07:01:15.000 [1] 23666.00000 18718 DAX caleb_strategy_v3 [20250900] 2025-09-11 07:02:15.000 [1] 23659.00000 18735 EUR caleb_strategy_v3 [20251200] 2025-09-11 14:14:12.000 [1] 1.18015 18738 FEEDCOW caleb_strategy_v3 [20260100] 2025-09-11 14:34:37.000 [-1] 345.37500 18733 GBP caleb_strategy_v3 [20251200] 2025-09-11 14:11:13.000 [1] 1.35570 18736 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:04.234 [0] NaN 18741 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 14:36:42.000 [1] 3671.40000 18740 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 14:35:41.000 [1] 3671.60000 18739 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 14:34:42.000 [1] 3672.10000 18737 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:04.302 [0] NaN 18731 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:04.167 [0] NaN 18727 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.953 [0] NaN 18729 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:04.021 [0] NaN 18728 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 13:30:49.000 [1] 3661.80000 18724 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.880 [0] NaN 18730 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-11 19:45:04.098 [0] NaN 18712 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.465 [0] NaN 18710 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.330 [0] NaN 18713 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 02:48:45.000 [1] 44045.00000 18711 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.398 [0] NaN 18709 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.267 [0] NaN 18715 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 02:59:52.000 [1] 44055.00000 18714 NIKKEI caleb_strategy_v3 [20251200] 2025-09-11 19:45:03.532 [0] NaN 18716 OAT caleb_strategy_v3 [20251200] 2025-09-11 07:00:17.000 [1] 121.98000 18719 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-11 19:45:03.597 [0] NaN 18722 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-11 19:45:03.803 [0] NaN 18721 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-11 19:45:03.728 [0] NaN 18720 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-11 19:45:03.660 [0] NaN 18723 ROBUSTA caleb_strategy_v3 [20251100] 2025-09-11 09:43:25.000 [-1] 4432.00000 18734 SP500_micro caleb_strategy_v3 [20250900] 2025-09-11 14:14:11.000 [1] 6573.25000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18716 OAT caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 08:00:16.910000 2025-09-11 07:00:17 115216.91 NaN 18717 DAX caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 08:01:15.194000 2025-09-11 07:01:15 115275.194 NaN 18718 DAX caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 08:02:15.100000 2025-09-11 07:02:15 115335.1 NaN 18725 COPPER caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:10:53.998000 2025-09-11 13:20:39 137453.998 NaN 18726 COFFEE caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:20:40.602000 2025-09-11 13:20:40 138040.602 NaN 18732 CAD caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:01:56.234000 2025-09-11 14:01:56 140516.234 NaN 18733 GBP caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:01:57.538000 2025-09-11 14:11:13 140517.538 NaN 18734 SP500_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:11:14.418000 2025-09-11 14:14:11 141074.418 NaN 18735 EUR caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:14:12.115000 2025-09-11 14:14:12 141252.115 NaN 18738 FEEDCOW caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:34:37.666000 2025-09-11 14:34:37 142477.666 NaN 18724 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:00:53.107000 2025-09-11 19:45:03.880000 136853.107 20650.773 18727 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:20:44.201000 2025-09-11 19:45:03.953000 138044.201 19459.752 18728 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:30:47.779000 2025-09-11 13:30:49 138647.779 NaN 18729 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:31:47.914000 2025-09-11 19:45:04.021000 138707.914 18796.107 18730 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:41:51.381000 2025-09-11 19:45:04.098000 139311.381 18192.717 18731 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 14:51:55.135000 2025-09-11 19:45:04.167000 139915.135 17589.032 18736 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:14:32.475000 2025-09-11 19:45:04.234000 141272.475 16231.759 18737 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:24:36.447000 2025-09-11 19:45:04.302000 141876.447 15627.855 18739 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:34:41.614000 2025-09-11 14:34:42 142481.614 NaN 18740 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:35:41.911000 2025-09-11 14:35:41 142541.911 NaN 18741 GOLD_micro caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 15:36:41.973000 2025-09-11 14:36:42 142601.973 NaN 18720 ROBUSTA caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 10:10:27.937000 2025-09-11 19:45:03.660000 123027.937 34475.723 18721 ROBUSTA caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 10:20:31.160000 2025-09-11 19:45:03.728000 123631.16 33872.568 18722 ROBUSTA caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 10:30:34.372000 2025-09-11 19:45:03.803000 124234.372 33269.431 18723 ROBUSTA caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 10:40:37.653000 2025-09-11 09:43:25 124837.653 NaN 18719 ROBUSTA caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 10:00:24.394000 2025-09-11 19:45:03.597000 122424.394 35079.203 18709 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:01:15.070000 2025-09-11 19:45:03.267000 97275.07 60228.197 18710 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:12:18.495000 2025-09-11 19:45:03.330000 97938.495 59564.835 18711 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:22:21.628000 2025-09-11 19:45:03.398000 98541.628 58961.77 18712 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:32:24.995000 2025-09-11 19:45:03.465000 99144.995 58358.47 18713 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:42:28.168000 2025-09-11 02:48:45 99748.168 NaN 18714 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:49:49.285000 2025-09-11 19:45:03.532000 100189.285 57314.247 18715 NIKKEI caleb_strategy_v3 2025-09-10 00:00:00 2025-09-11 03:59:52.517000 2025-09-11 02:59:52 100792.517 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 18716 OAT caleb_strategy_v3 [1] 122.1 None 121.995 122.0 121.99 121.99 121.98 0.105 -0.005 0.02 0.01 NaN 0.015 18717 DAX caleb_strategy_v3 [1] 23627.0 None 23668.0 23669.0 23667.0 23667.0 23666.0 -41.0 -1.0 3.0 1.0 NaN 2.0 18718 DAX caleb_strategy_v3 [1] 23627.0 None 23668.0 23669.0 23667.0 23667.0 23659.0 -41.0 -1.0 10.0 8.0 NaN 9.0 18725 COPPER caleb_strategy_v3 [-1] 4.6125 None 4.6245 4.624 4.625 4.625 4.615 0.012 -0.0005 -0.009 -0.01 NaN -0.0095 18726 COFFEE caleb_strategy_v3 [1] 371.3 None 373.9 374.0 373.8 373.8 373.7 -2.6 -0.1 0.3 0.1 NaN 0.2 18732 CAD caleb_strategy_v3 [-1] 0.7246 None 0.7245 0.72445 0.72455 0.72455 0.7251 -0.0001 -0.00005 0.00065 0.00055 NaN 0.0006 18733 GBP caleb_strategy_v3 [1] 1.3539 None 1.35525 1.3553 1.3552 1.3552 1.3557 -0.00135 -0.00005 -0.0004 -0.0005 NaN -0.00045 18734 SP500_micro caleb_strategy_v3 [1] 6532.25 None 6571.875 6572.0 6571.75 6571.75 6573.25 -39.625 -0.125 -1.25 -1.5 NaN -1.375 18735 EUR caleb_strategy_v3 [1] 1.17695 None 1.180425 1.18045 1.1804 1.1804 1.18015 -0.003475 -0.000025 0.0003 0.00025 NaN 0.000275 18738 FEEDCOW caleb_strategy_v3 [-1] 342.35 None 345.0 344.95 345.05 345.05 345.375 2.65 -0.05 0.425 0.325 NaN 0.375 18724 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3666.4 3666.5 3666.3 3666.3 NaN 18.2 -0.1 NaN NaN NaN NaN 18727 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 1834.0 3668.0 0.0 0.0 NaN 1850.6 -1834.0 NaN NaN NaN NaN 18728 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3661.9 3662.0 3661.8 3661.8 3661.8 22.7 -0.1 0.2 0.0 NaN 0.1 18729 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 1830.75 3661.5 0.0 0.0 NaN 1853.85 -1830.75 NaN NaN NaN NaN 18730 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3662.6 3662.7 3662.5 3662.5 NaN 22.0 -0.1 NaN NaN NaN NaN 18731 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 1831.5 3663.0 0.0 0.0 NaN 1853.1 -1831.5 NaN NaN NaN NaN 18736 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3668.65 3668.7 3668.6 3668.6 NaN 15.95 -0.05 NaN NaN NaN NaN 18737 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 1836.05 3672.1 0.0 0.0 NaN 1848.55 -1836.05 NaN NaN NaN NaN 18739 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3673.9 3674.0 3673.8 NaN 3672.1 10.7 -0.1 1.9 NaN NaN 1.8 18740 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3675.3 3675.4 3675.2 3675.2 3671.6 9.3 -0.1 3.8 3.6 NaN 3.7 18741 GOLD_micro caleb_strategy_v3 [1] 3684.6 None 3675.9 3676.0 3675.8 3675.8 3671.4 8.7 -0.1 4.6 4.4 NaN 4.5 18720 ROBUSTA caleb_strategy_v3 [-1] 4494.0 None 2251.5 4503.0 0.0 0.0 NaN -2242.5 2251.5 NaN NaN NaN NaN 18721 ROBUSTA caleb_strategy_v3 [-1] 4494.0 None 4473.5 4471.0 4476.0 4476.0 NaN -20.5 -2.5 NaN NaN NaN NaN 18722 ROBUSTA caleb_strategy_v3 [-1] 4494.0 None 2227.5 4455.0 0.0 0.0 NaN -2266.5 2227.5 NaN NaN NaN NaN 18723 ROBUSTA caleb_strategy_v3 [-1] 4494.0 None 4450.0 4448.0 4452.0 4452.0 4432.0 -44.0 -2.0 -16.0 -20.0 NaN -18.0 18719 ROBUSTA caleb_strategy_v3 [-1] 4494.0 None 4509.0 4506.0 4512.0 4512.0 NaN 15.0 -3.0 NaN NaN NaN NaN 18709 NIKKEI caleb_strategy_v3 [1] 43655.0 None 43912.5 43915.0 43910.0 43910.0 NaN -257.5 -2.5 NaN NaN NaN NaN 18710 NIKKEI caleb_strategy_v3 [1] 43655.0 None 21985.0 43970.0 0.0 0.0 NaN 21670.0 -21985.0 NaN NaN NaN NaN 18711 NIKKEI caleb_strategy_v3 [1] 43655.0 None 43997.5 44000.0 43995.0 43995.0 NaN -342.5 -2.5 NaN NaN NaN NaN 18712 NIKKEI caleb_strategy_v3 [1] 43655.0 None 22010.0 44020.0 0.0 0.0 NaN 21645.0 -22010.0 NaN NaN NaN NaN 18713 NIKKEI caleb_strategy_v3 [1] 43655.0 None 44040.0 44045.0 44035.0 44035.0 44045.0 -385.0 -5.0 0.0 -10.0 NaN -5.0 18714 NIKKEI caleb_strategy_v3 [1] 43655.0 None 22022.5 44045.0 0.0 0.0 NaN 21632.5 -22022.5 NaN NaN NaN NaN 18715 NIKKEI caleb_strategy_v3 [1] 43655.0 None 44057.5 44060.0 44055.0 44055.0 44055.0 -402.5 -2.5 5.0 0.0 NaN 2.5 =================================================================================================================================================================== 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 18716 OAT caleb_strategy_v3 [1] 6.625011 158.490304 -7.547157 30.188629 15.094315 NaN 22.641472 18717 DAX caleb_strategy_v3 [1] 3005.913396 -136.397809 -3.326776 9.980327 3.326776 NaN 6.653552 18718 DAX caleb_strategy_v3 [1] 3005.913396 -136.397809 -3.326776 33.267758 26.614207 NaN 29.940982 18725 COPPER caleb_strategy_v3 [-1] 1.745552 68.746166 -2.864424 -51.559624 -57.288471 NaN -54.424048 18726 COFFEE caleb_strategy_v3 [1] 106.631403 -243.830609 -9.3781 28.134301 9.3781 NaN 18.756201 18732 CAD caleb_strategy_v3 [-1] 0.033474 -29.873873 -14.936937 194.180175 164.306302 NaN 179.243239 18733 GBP caleb_strategy_v3 [1] 0.082537 -163.563197 -6.057896 -48.463169 -60.578962 NaN -54.521066 18734 SP500_micro caleb_strategy_v3 [1] 676.167635 -586.023317 -1.848654 -18.48654 -22.183848 NaN -20.335194 18735 EUR caleb_strategy_v3 [1] 0.084247 -412.476235 -2.967455 35.609459 29.674549 NaN 32.642004 18738 FEEDCOW caleb_strategy_v3 [-1] 57.099347 464.103379 -8.756668 74.431674 56.918339 NaN 65.675006 18724 GOLD_micro caleb_strategy_v3 [1] 440.852975 412.836048 -2.26833 NaN NaN NaN NaN 18727 GOLD_micro caleb_strategy_v3 [1] 440.852975 41977.713772 -41601.171003 NaN NaN NaN NaN 18728 GOLD_micro caleb_strategy_v3 [1] 440.852975 514.910895 -2.26833 4.53666 0.0 NaN 2.26833 18729 GOLD_micro caleb_strategy_v3 [1] 440.852975 42051.434495 -41527.45028 NaN NaN NaN NaN 18730 GOLD_micro caleb_strategy_v3 [1] 440.852975 499.032586 -2.26833 NaN NaN NaN NaN 18731 GOLD_micro caleb_strategy_v3 [1] 440.852975 42034.422021 -41544.462755 NaN NaN NaN NaN 18736 GOLD_micro caleb_strategy_v3 [1] 440.852975 361.798625 -1.134165 NaN NaN NaN NaN 18737 GOLD_micro caleb_strategy_v3 [1] 440.852975 41931.213009 -41647.671767 NaN NaN NaN NaN 18739 GOLD_micro caleb_strategy_v3 [1] 440.852975 242.711303 -2.26833 43.098269 NaN NaN 40.829939 18740 GOLD_micro caleb_strategy_v3 [1] 440.852975 210.954684 -2.26833 86.196538 81.659878 NaN 83.928208 18741 GOLD_micro caleb_strategy_v3 [1] 440.852975 197.344704 -2.26833 104.343177 99.806517 NaN 102.074847 18720 ROBUSTA caleb_strategy_v3 [-1] 1778.303311 -12610.334731 12660.94477 NaN NaN NaN NaN 18721 ROBUSTA caleb_strategy_v3 [-1] 1778.303311 -115.278422 -14.058344 NaN NaN NaN NaN 18722 ROBUSTA caleb_strategy_v3 [-1] 1778.303311 -12745.294835 12525.984666 NaN NaN NaN NaN 18723 ROBUSTA caleb_strategy_v3 [-1] 1778.303311 -247.426858 -11.246675 -89.973403 -112.466753 NaN -101.220078 18719 ROBUSTA caleb_strategy_v3 [-1] 1778.303311 84.350065 -16.870013 NaN NaN NaN NaN 18709 NIKKEI caleb_strategy_v3 [1] 7660.758278 -336.128606 -3.263385 NaN NaN NaN NaN 18710 NIKKEI caleb_strategy_v3 [1] 7660.758278 28287.017048 -28698.203498 NaN NaN NaN NaN 18711 NIKKEI caleb_strategy_v3 [1] 7660.758278 -447.08368 -3.263385 NaN NaN NaN NaN 18712 NIKKEI caleb_strategy_v3 [1] 7660.758278 28254.383203 -28730.837343 NaN NaN NaN NaN 18713 NIKKEI caleb_strategy_v3 [1] 7660.758278 -502.561217 -6.526769 0.0 -13.053538 NaN -6.526769 18714 NIKKEI caleb_strategy_v3 [1] 7660.758278 28238.06628 -28747.154266 NaN NaN NaN NaN 18715 NIKKEI caleb_strategy_v3 [1] 7660.758278 -525.404908 -3.263385 6.526769 0.0 NaN 3.263385 ============================================================================================================================================================================ 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 18716 OAT caleb_strategy_v3 [1] 1168.86 122.7303 -5.8443 23.3772 11.6886 NaN 17.5329 18717 DAX caleb_strategy_v3 [1] 1.16886 -47.92326 -1.16886 3.50658 1.16886 NaN 2.33772 18718 DAX caleb_strategy_v3 [1] 1.16886 -47.92326 -1.16886 11.6886 9.35088 NaN 10.51974 18725 COPPER caleb_strategy_v3 [-1] 25000.0 300.0 -12.5 -225.0 -250.0 NaN -237.5 18726 COFFEE caleb_strategy_v3 [1] 375.0 -975.0 -37.5 112.5 37.5 NaN 75.0 18732 CAD caleb_strategy_v3 [-1] 100000.0 -10.0 -5.0 65.0 55.0 NaN 60.0 18733 GBP caleb_strategy_v3 [1] 62500.0 -84.375 -3.125 -25.0 -31.25 NaN -28.125 18734 SP500_micro caleb_strategy_v3 [1] 5.0 -198.125 -0.625 -6.25 -7.5 NaN -6.875 18735 EUR caleb_strategy_v3 [1] 125000.0 -434.375 -3.125 37.5 31.25 NaN 34.375 18738 FEEDCOW caleb_strategy_v3 [-1] 500.0 1325.0 -25.0 212.5 162.5 NaN 187.5 18724 GOLD_micro caleb_strategy_v3 [1] 10.0 182.0 -1.0 NaN NaN NaN NaN 18727 GOLD_micro caleb_strategy_v3 [1] 10.0 18506.0 -18340.0 NaN NaN NaN NaN 18728 GOLD_micro caleb_strategy_v3 [1] 10.0 227.0 -1.0 2.0 0.0 NaN 1.0 18729 GOLD_micro caleb_strategy_v3 [1] 10.0 18538.5 -18307.5 NaN NaN NaN NaN 18730 GOLD_micro caleb_strategy_v3 [1] 10.0 220.0 -1.0 NaN NaN NaN NaN 18731 GOLD_micro caleb_strategy_v3 [1] 10.0 18531.0 -18315.0 NaN NaN NaN NaN 18736 GOLD_micro caleb_strategy_v3 [1] 10.0 159.5 -0.5 NaN NaN NaN NaN 18737 GOLD_micro caleb_strategy_v3 [1] 10.0 18485.5 -18360.5 NaN NaN NaN NaN 18739 GOLD_micro caleb_strategy_v3 [1] 10.0 107.0 -1.0 19.0 NaN NaN 18.0 18740 GOLD_micro caleb_strategy_v3 [1] 10.0 93.0 -1.0 38.0 36.0 NaN 37.0 18741 GOLD_micro caleb_strategy_v3 [1] 10.0 87.0 -1.0 46.0 44.0 NaN 45.0 18720 ROBUSTA caleb_strategy_v3 [-1] 10.0 -22425.0 22515.0 NaN NaN NaN NaN 18721 ROBUSTA caleb_strategy_v3 [-1] 10.0 -205.0 -25.0 NaN NaN NaN NaN 18722 ROBUSTA caleb_strategy_v3 [-1] 10.0 -22665.0 22275.0 NaN NaN NaN NaN 18723 ROBUSTA caleb_strategy_v3 [-1] 10.0 -440.0 -20.0 -160.0 -200.0 NaN -180.0 18719 ROBUSTA caleb_strategy_v3 [-1] 10.0 150.0 -30.0 NaN NaN NaN NaN 18709 NIKKEI caleb_strategy_v3 [1] 0.677339 -174.414864 -1.693348 NaN NaN NaN NaN 18710 NIKKEI caleb_strategy_v3 [1] 0.677339 14677.942108 -14891.30398 NaN NaN NaN NaN 18711 NIKKEI caleb_strategy_v3 [1] 0.677339 -231.988702 -1.693348 NaN NaN NaN NaN 18712 NIKKEI caleb_strategy_v3 [1] 0.677339 14661.008626 -14908.237462 NaN NaN NaN NaN 18713 NIKKEI caleb_strategy_v3 [1] 0.677339 -260.775621 -3.386696 0.0 -6.773393 NaN -3.386696 18714 NIKKEI caleb_strategy_v3 [1] 0.677339 14652.541885 -14916.704203 NaN NaN NaN NaN 18715 NIKKEI caleb_strategy_v3 [1] 0.677339 -272.629059 -1.693348 3.386696 0.0 NaN 1.693348 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD -10.0 COFFEE -975.0 COPPER 300.0 DAX -95.84652 EUR -434.375 FEEDCOW 1325.0 GBP -84.375 GOLD_micro 75136.5 NIKKEI 43051.684373 OAT 122.7303 ROBUSTA -45585.0 SP500_micro -198.125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 72553.193153 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -5.0 COFFEE -37.5 COPPER -12.5 DAX -2.33772 EUR -3.125 FEEDCOW -25.0 GBP -3.125 GOLD_micro -73329.5 NIKKEI -44724.712385 OAT -5.8443 ROBUSTA 44715.0 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -73434.269405 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 65.0 COFFEE 112.5 COPPER -225.0 DAX 15.19518 EUR 37.5 FEEDCOW 212.5 GBP -25.0 GOLD_micro 105.0 NIKKEI 3.386696 OAT 23.3772 ROBUSTA -160.0 SP500_micro -6.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 158.209076 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 55.0 COFFEE 37.5 COPPER -250.0 DAX 10.51974 EUR 31.25 FEEDCOW 162.5 GBP -31.25 GOLD_micro 80.0 NIKKEI -6.773393 OAT 11.6886 ROBUSTA -200.0 SP500_micro -7.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -107.065053 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 COFFEE 0 COPPER 0 DAX 0 EUR 0 FEEDCOW 0 GBP 0 GOLD_micro 0 NIKKEI 0 OAT 0 ROBUSTA 0 SP500_micro 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 60.0 COFFEE 75.0 COPPER -237.5 DAX 12.85746 EUR 34.375 FEEDCOW 187.5 GBP -28.125 GOLD_micro 101.0 NIKKEI -1.693348 OAT 17.5329 ROBUSTA -180.0 SP500_micro -6.875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 34.072012 ******************************************************************************** END OF REPORT ********************************************************************************