******************************************************************************** Trades report produced on 18/09/2025 21:39 from 17/09/2025 21:39 to 18/09/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 18881 AUD caleb_strategy_v3 [20251200] 2025-09-18 14:30:46.000 [-1] 0.663100 18889 AUD caleb_strategy_v3 [20251200] 2025-09-18 15:06:07.000 [-1] 0.662200 18874 COPPER caleb_strategy_v3 [20251200] 2025-09-18 13:00:36.000 [-1] 4.608000 18866 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:43:36.000 [1, -1] -134.500000 18867 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:44:26.000 [1, -1] -134.000000 18868 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:45:26.000 [1, -1] -134.000000 18869 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:46:26.000 [1, -1] -134.000000 18870 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:47:36.000 [1, -1] -134.000000 18871 DAX _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-09-18 10:48:26.000 [1, -1] -134.000000 18887 DOW caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.475 [0] NaN 18892 DOW caleb_strategy_v3 [20251200] 2025-09-18 15:16:35.000 [1] 46487.000000 18896 DOW caleb_strategy_v3 [20251200] 2025-09-18 15:40:24.000 [1] 46525.000000 18903 DOW caleb_strategy_v3 [20251200] 2025-09-18 16:11:14.000 [1] 46479.000000 18879 DOW caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.224 [0] NaN 18900 DOW caleb_strategy_v3 [20251200] 2025-09-18 19:45:07.069 [0] NaN 18875 DX caleb_strategy_v3 [20251200] 2025-09-18 13:00:37.000 [-1] 96.880000 18885 EUR caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.387 [0] NaN 18899 EUR caleb_strategy_v3 [20251200] 2025-09-18 16:00:29.000 [1] 1.183900 18891 EUR caleb_strategy_v3 [20251200] 2025-09-18 15:16:34.000 [1] 1.183700 18876 EUR caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.136 [0] NaN 18895 EUR caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.824 [0] NaN 18865 GASOIL caleb_strategy_v3 [20251200] 2025-09-18 08:00:18.000 [1] 671.250000 18872 GAS_US_mini caleb_strategy_v3 [20251100] 2025-09-18 13:00:34.000 [1] 3.340000 18897 GBP caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.904 [0] NaN 18901 GBP caleb_strategy_v3 [20251200] 2025-09-18 16:10:30.000 [-1] 1.354700 18880 GBP caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.306 [0] NaN 18888 GBP caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.564 [0] NaN 18893 GBP caleb_strategy_v3 [20251200] 2025-09-18 15:16:36.000 [-1] 1.355000 18894 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.741 [0] NaN 18890 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.656 [0] NaN 18884 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-18 14:35:24.000 [1] 24777.000000 18898 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.986 [0] NaN 18902 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-18 16:10:31.000 [1] 24724.000000 18860 NIKKEI caleb_strategy_v3 [20251200] 2025-09-18 19:45:05.771 [0] NaN 18861 NIKKEI caleb_strategy_v3 [20251200] 2025-09-18 19:45:05.858 [0] NaN 18862 NIKKEI caleb_strategy_v3 [20251200] 2025-09-18 19:45:05.950 [0] NaN 18863 NIKKEI caleb_strategy_v3 [20251200] 2025-09-18 19:45:06.044 [0] NaN 18864 NIKKEI caleb_strategy_v3 [20251200] 2025-09-18 02:51:49.000 [1] 45105.000000 18873 PLAT caleb_strategy_v3 [20260100] 2025-09-18 13:00:35.000 [1] 1423.000000 18883 RUSSELL caleb_strategy_v3 [20251200] 2025-09-18 14:33:50.000 [-1] 2471.100000 18877 SP400 caleb_strategy_v3 [20251200] 2025-09-18 14:10:43.000 [-1] 3329.000000 18886 US5 caleb_strategy_v3 [20251200] 2025-09-18 14:46:01.000 [-1] 109.437500 18878 US5 caleb_strategy_v3 [20251200] 2025-09-18 14:10:44.000 [-1] 109.460938 18882 VIX caleb_strategy_v3 [20251200] 2025-09-18 14:33:49.000 [-1] 19.700000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18865 GASOIL caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 09:00:17.086000 2025-09-18 08:00:18 118817.086 NaN 18866 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:43:26.223000 2025-09-18 10:43:36 60206.223 NaN 18867 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:44:24.886000 2025-09-18 10:44:26 60264.886 NaN 18868 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:45:24.884000 2025-09-18 10:45:26 60324.884 NaN 18869 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:46:24.941000 2025-09-18 10:46:26 60384.941 NaN 18870 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:47:24.736000 2025-09-18 10:47:36 60444.736 NaN 18871 DAX _ROLL_PSEUDO_STRATEGY 2025-09-17 19:00:00 2025-09-18 11:48:24.915000 2025-09-18 10:48:26 60504.915 NaN 18872 GAS_US_mini caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 14:00:34.303000 2025-09-18 13:00:34 136834.303 NaN 18873 PLAT caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 14:00:35.594000 2025-09-18 13:00:35 136835.594 NaN 18874 COPPER caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 14:00:36.494000 2025-09-18 13:00:36 136836.494 NaN 18875 DX caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 14:00:37.529000 2025-09-18 13:00:37 136837.529 NaN 18877 SP400 caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:10:42.414000 2025-09-18 14:10:43 141042.414 NaN 18882 VIX caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:30:47.722000 2025-09-18 14:33:49 142247.722 NaN 18883 RUSSELL caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:33:50.414000 2025-09-18 14:33:50 142430.414 NaN 18886 US5 caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:45:28.313000 2025-09-18 14:46:01 143128.313 NaN 18878 US5 caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:10:44.322000 2025-09-18 14:10:44 141044.322 NaN 18881 AUD caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:30:46.918000 2025-09-18 14:30:46 142246.918 NaN 18889 AUD caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:06:03.044000 2025-09-18 15:06:07 144363.044 NaN 18885 EUR caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:35:27.850000 2025-09-18 19:45:06.387000 142527.85 14978.537 18891 EUR caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:16:28.351000 2025-09-18 15:16:34 144988.351 NaN 18895 EUR caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:26:40.617000 2025-09-18 19:45:06.824000 145600.617 11906.207 18899 EUR caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 17:00:29.649000 2025-09-18 16:00:29 147629.649 NaN 18876 EUR caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:00:41.606000 2025-09-18 19:45:06.136000 140441.606 17064.53 18887 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:46:02.194000 2025-09-18 19:45:06.475000 143162.194 14344.281 18892 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:16:35.239000 2025-09-18 15:16:35 144995.239 NaN 18896 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:36:41.081000 2025-09-18 15:40:24 146201.081 NaN 18900 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 17:00:30.232000 2025-09-18 19:45:07.069000 147630.232 9876.837 18903 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 17:10:36.249000 2025-09-18 16:11:14 148236.249 NaN 18879 DOW caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:10:45.222000 2025-09-18 19:45:06.224000 141045.222 16461.002 18880 GBP caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:20:46.071000 2025-09-18 19:45:06.306000 141646.071 15860.235 18888 GBP caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:56:02.551000 2025-09-18 19:45:06.564000 143762.551 13744.013 18893 GBP caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:16:35.625000 2025-09-18 15:16:36 144995.625 NaN 18897 GBP caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:40:24.632000 2025-09-18 19:45:06.904000 146424.632 11082.272 18901 GBP caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 17:10:30.502000 2025-09-18 16:10:30 148230.502 NaN 18860 NIKKEI caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 03:01:15.698000 2025-09-18 19:45:05.771000 97275.698 60230.073 18861 NIKKEI caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 03:12:19.236000 2025-09-18 19:45:05.858000 97939.236 59566.622 18862 NIKKEI caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 03:22:22.495000 2025-09-18 19:45:05.950000 98542.495 58963.455 18863 NIKKEI caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 03:32:25.900000 2025-09-18 19:45:06.044000 99145.9 58360.144 18864 NIKKEI caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 03:42:29.066000 2025-09-18 02:51:49 99749.066 NaN 18884 NASDAQ_micro caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 15:33:51.318000 2025-09-18 14:35:24 142431.318 NaN 18890 NASDAQ_micro caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:06:07.853000 2025-09-18 19:45:06.656000 144367.853 13138.803 18894 NASDAQ_micro caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:16:36.429000 2025-09-18 19:45:06.741000 144996.429 12510.312 18898 NASDAQ_micro caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 16:50:25.141000 2025-09-18 19:45:06.986000 147025.141 10481.845 18902 NASDAQ_micro caleb_strategy_v3 2025-09-17 00:00:00 2025-09-18 17:10:31.503000 2025-09-18 16:10:31 148231.503 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 18865 GASOIL caleb_strategy_v3 [1] 673.75 None 671.375 671.5 671.25 671.25 671.25 2.375 -0.125 0.25 0.0 NaN 0.125 18866 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -135.0 -130.0 -140.0 -140.0 -134.5 -5.0 -5.0 4.5 -5.5 NaN -0.5 18867 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -65.5 -131.0 0.0 0.0 -134.0 -74.5 65.5 3.0 134.0 NaN 68.5 18868 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -136.0 -132.0 -140.0 -140.0 -134.0 -4.0 -4.0 2.0 -6.0 NaN -2.0 18869 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -66.0 -132.0 0.0 0.0 -134.0 -74.0 66.0 2.0 134.0 NaN 68.0 18870 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -135.5 -132.0 -139.0 -139.0 -134.0 -4.5 -3.5 2.0 -5.0 NaN -1.5 18871 DAX _ROLL_PSEUDO_STRATEGY [1, -1] -140.0 None -65.0 -130.0 0.0 0.0 -134.0 -75.0 65.0 4.0 134.0 NaN 69.0 18872 GAS_US_mini caleb_strategy_v3 [1] 3.335 None 3.3275 3.33 3.325 NaN 3.34 0.0075 -0.0025 -0.01 NaN NaN -0.0125 18873 PLAT caleb_strategy_v3 [1] 1379.6 None 1426.1 1426.3 1425.9 1425.9 1423.0 -46.5 -0.2 3.3 2.9 NaN 3.1 18874 COPPER caleb_strategy_v3 [-1] 4.5945 None 4.6065 4.606 4.607 4.607 4.608 0.012 -0.0005 0.002 0.001 NaN 0.0015 18875 DX caleb_strategy_v3 [-1] 96.57 None 96.8075 96.805 96.81 NaN 96.88 0.2375 -0.0025 0.075 NaN NaN 0.0725 18877 SP400 caleb_strategy_v3 [-1] 3295.3 None 3324.4 3323.8 3325.0 3325.0 3329.0 29.1 -0.6 5.2 4.0 NaN 4.6 18882 VIX caleb_strategy_v3 [-1] 19.8 None 19.675 19.65 19.7 19.7 19.7 -0.125 -0.025 0.05 -0.0 NaN 0.025 18883 RUSSELL caleb_strategy_v3 [-1] 2435.1 None 2467.3 2467.2 2467.4 2467.4 2471.1 32.2 -0.1 3.9 3.7 NaN 3.8 18886 US5 caleb_strategy_v3 [-1] 109.664062 None 109.433594 109.429688 109.4375 109.4375 109.4375 -0.230469 -0.003906 0.007812 -0.0 NaN 0.003906 18878 US5 caleb_strategy_v3 [-1] 109.664062 None 109.433594 109.429688 109.4375 109.4375 109.460938 -0.230469 -0.003906 0.03125 0.023438 NaN 0.027344 18881 AUD caleb_strategy_v3 [-1] 0.66515 None 0.662825 0.6628 0.66285 0.66285 0.6631 -0.002325 -0.000025 0.0003 0.00025 NaN 0.000275 18889 AUD caleb_strategy_v3 [-1] 0.66515 None 0.662825 0.6628 0.66285 0.66285 0.6622 -0.002325 -0.000025 -0.0006 -0.00065 NaN -0.000625 18885 EUR caleb_strategy_v3 [1] 1.1894 None 0.59125 1.1825 0.0 0.0 NaN 0.59815 -0.59125 NaN NaN NaN NaN 18891 EUR caleb_strategy_v3 [1] 1.1894 None 1.183325 1.18335 1.1833 1.1833 1.1837 0.006075 -0.000025 -0.00035 -0.0004 NaN -0.000375 18895 EUR caleb_strategy_v3 [1] 1.1894 None 0.59185 1.1837 0.0 0.0 NaN 0.59755 -0.59185 NaN NaN NaN NaN 18899 EUR caleb_strategy_v3 [1] 1.1894 None 1.184575 1.1846 1.18455 1.18455 1.1839 0.004825 -0.000025 0.0007 0.00065 NaN 0.000675 18876 EUR caleb_strategy_v3 [1] 1.1894 None 1.182025 1.18205 1.182 1.182 NaN 0.007375 -0.000025 NaN NaN NaN NaN 18887 DOW caleb_strategy_v3 [1] 46221.0 None 23272.5 46545.0 0.0 0.0 NaN 22948.5 -23272.5 NaN NaN NaN NaN 18892 DOW caleb_strategy_v3 [1] 46221.0 None 46581.5 46582.0 46581.0 46581.0 46487.0 -360.5 -0.5 95.0 94.0 NaN 94.5 18896 DOW caleb_strategy_v3 [1] 46221.0 None 46487.5 46488.0 46487.0 46487.0 46525.0 -266.5 -0.5 -37.0 -38.0 NaN -37.5 18900 DOW caleb_strategy_v3 [1] 46221.0 None 23262.5 46525.0 0.0 0.0 NaN 22958.5 -23262.5 NaN NaN NaN NaN 18903 DOW caleb_strategy_v3 [1] 46221.0 None 46445.5 46446.0 46445.0 46445.0 46479.0 -224.5 -0.5 -33.0 -34.0 NaN -33.5 18879 DOW caleb_strategy_v3 [1] 46221.0 None 46467.5 46468.0 46467.0 46467.0 NaN -246.5 -0.5 NaN NaN NaN NaN 18880 GBP caleb_strategy_v3 [-1] 1.3641 None 1.3571 1.357 1.3572 1.3572 NaN -0.007 -0.0001 NaN NaN NaN NaN 18888 GBP caleb_strategy_v3 [-1] 1.3641 None 0.6783 1.3566 0.0 0.0 NaN -0.6858 0.6783 NaN NaN NaN NaN 18893 GBP caleb_strategy_v3 [-1] 1.3641 None 1.35585 1.3558 1.3559 NaN 1.355 -0.00825 -0.00005 -0.0008 NaN NaN -0.00085 18897 GBP caleb_strategy_v3 [-1] 1.3641 None 1.35575 1.3557 1.3558 1.3558 NaN -0.00835 -0.00005 NaN NaN NaN NaN 18901 GBP caleb_strategy_v3 [-1] 1.3641 None 1.35515 1.3551 1.3552 NaN 1.3547 -0.00895 -0.00005 -0.0004 NaN NaN -0.00045 18860 NIKKEI caleb_strategy_v3 [1] 44440.0 None 44887.5 44890.0 44885.0 44885.0 NaN -447.5 -2.5 NaN NaN NaN NaN 18861 NIKKEI caleb_strategy_v3 [1] 44440.0 None 22465.0 44930.0 0.0 0.0 NaN 21975.0 -22465.0 NaN NaN NaN NaN 18862 NIKKEI caleb_strategy_v3 [1] 44440.0 None 44962.5 44965.0 44960.0 44960.0 NaN -522.5 -2.5 NaN NaN NaN NaN 18863 NIKKEI caleb_strategy_v3 [1] 44440.0 None 22500.0 45000.0 0.0 0.0 NaN 21940.0 -22500.0 NaN NaN NaN NaN 18864 NIKKEI caleb_strategy_v3 [1] 44440.0 None 45017.5 45020.0 45015.0 45015.0 45105.0 -577.5 -2.5 -85.0 -90.0 NaN -87.5 18884 NASDAQ_micro caleb_strategy_v3 [1] 24415.0 None 24761.5 24761.75 24761.25 24761.25 24777.0 -346.5 -0.25 -15.25 -15.75 NaN -15.5 18890 NASDAQ_micro caleb_strategy_v3 [1] 24415.0 None 12388.875 24777.75 0.0 0.0 NaN 12026.125 -12388.875 NaN NaN NaN NaN 18894 NASDAQ_micro caleb_strategy_v3 [1] 24415.0 None 24754.5 24754.75 24754.25 24754.25 NaN -339.5 -0.25 NaN NaN NaN NaN 18898 NASDAQ_micro caleb_strategy_v3 [1] 24415.0 None 12391.375 24782.75 0.0 0.0 NaN 12023.625 -12391.375 NaN NaN NaN NaN 18902 NASDAQ_micro caleb_strategy_v3 [1] 24415.0 None 24762.875 24763.0 24762.75 24762.75 24724.0 -347.875 -0.125 39.0 38.75 NaN 38.875 ========================================================================================================================================================================== 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 18865 GASOIL caleb_strategy_v3 [1] 179.325037 132.441072 -6.970583 13.941165 0.0 NaN 6.970583 18866 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -15.51623 -15.51623 13.964607 -17.067853 NaN -1.551623 18867 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -231.191823 203.26261 9.309738 415.834957 NaN 212.572347 18868 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -12.412984 -12.412984 6.206492 -18.619476 NaN -6.206492 18869 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -229.6402 204.814233 6.206492 415.834957 NaN 211.020724 18870 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -13.964607 -10.861361 6.206492 -15.51623 NaN -4.654869 18871 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 3222.432308 -232.743446 201.710987 12.412984 415.834957 NaN 214.12397 18872 GAS_US_mini caleb_strategy_v3 [1] 1.363635 55.000064 -18.333355 -73.333419 NaN NaN -91.666774 18873 PLAT caleb_strategy_v3 [1] 378.576804 -1228.284447 -5.282944 87.168574 76.602686 NaN 81.88563 18874 COPPER caleb_strategy_v3 [-1] 1.592245 75.365285 -3.14022 12.560881 6.28044 NaN 9.420661 18875 DX caleb_strategy_v3 [-1] 6.802809 349.12048 -3.674952 110.248573 NaN NaN 106.57362 18877 SP400 caleb_strategy_v3 [-1] 502.051621 579.621672 -11.950962 103.575007 79.673082 NaN 91.624044 18882 VIX caleb_strategy_v3 [-1] 6.083393 -205.477443 -41.095489 82.190977 -0.0 NaN 41.095489 18883 RUSSELL caleb_strategy_v3 [-1] 431.002607 747.095249 -2.320172 90.486692 85.846348 NaN 88.16652 18886 US5 caleb_strategy_v3 [-1] 3.497148 -659.019137 -11.169816 22.339632 -0.0 NaN 11.169816 18878 US5 caleb_strategy_v3 [-1] 3.497148 -659.019137 -11.169816 89.359957 67.020325 NaN 78.190141 18881 AUD caleb_strategy_v3 [-1] 0.0516 -450.58372 -4.844986 58.139835 48.449862 NaN 53.294849 18889 AUD caleb_strategy_v3 [-1] 0.0516 -450.58372 -4.844986 -116.27967 -125.969642 NaN -121.124656 18885 EUR caleb_strategy_v3 [1] 0.084989 70379.300132 -69567.43493 NaN NaN NaN NaN 18891 EUR caleb_strategy_v3 [1] 0.084989 714.794363 -2.941541 -41.181568 -47.064649 NaN -44.123109 18895 EUR caleb_strategy_v3 [1] 0.084989 70308.703158 -69638.031904 NaN NaN NaN NaN 18899 EUR caleb_strategy_v3 [1] 0.084989 567.717334 -2.941541 82.363136 76.480055 NaN 79.421596 18876 EUR caleb_strategy_v3 [1] 0.084989 867.754474 -2.941541 NaN NaN NaN NaN 18887 DOW caleb_strategy_v3 [1] 4862.565944 47194.218577 -47860.533448 NaN NaN NaN NaN 18892 DOW caleb_strategy_v3 [1] 4862.565944 -741.37812 -1.028264 195.370101 193.313574 NaN 194.341837 18896 DOW caleb_strategy_v3 [1] 4862.565944 -548.064547 -1.028264 -76.091513 -78.14804 NaN -77.119777 18900 DOW caleb_strategy_v3 [1] 4862.565944 47214.78385 -47839.968174 NaN NaN NaN NaN 18903 DOW caleb_strategy_v3 [1] 4862.565944 -461.690397 -1.028264 -67.865404 -69.921931 NaN -68.893667 18879 DOW caleb_strategy_v3 [1] 4862.565944 -506.933999 -1.028264 NaN NaN NaN NaN 18880 GBP caleb_strategy_v3 [-1] 0.081582 -858.036183 -12.25766 NaN NaN NaN NaN 18888 GBP caleb_strategy_v3 [-1] 0.081582 -84063.030571 83143.70609 NaN NaN NaN NaN 18893 GBP caleb_strategy_v3 [-1] 0.081582 -1011.256929 -6.12883 -98.061278 NaN NaN -104.190108 18897 GBP caleb_strategy_v3 [-1] 0.081582 -1023.514589 -6.12883 NaN NaN NaN NaN 18901 GBP caleb_strategy_v3 [-1] 0.081582 -1097.060548 -6.12883 -49.030639 NaN NaN -55.159469 18860 NIKKEI caleb_strategy_v3 [1] 7572.880747 -590.924398 -3.301254 NaN NaN NaN NaN 18861 NIKKEI caleb_strategy_v3 [1] 7572.880747 29018.019345 -29665.065055 NaN NaN NaN NaN 18862 NIKKEI caleb_strategy_v3 [1] 7572.880747 -689.962007 -3.301254 NaN NaN NaN NaN 18863 NIKKEI caleb_strategy_v3 [1] 7572.880747 28971.801794 -29711.282606 NaN NaN NaN NaN 18864 NIKKEI caleb_strategy_v3 [1] 7572.880747 -762.589587 -3.301254 -112.242623 -118.84513 NaN -115.543877 18884 NASDAQ_micro caleb_strategy_v3 [1] 3071.431063 -1128.13862 -0.813953 -49.651123 -51.279028 NaN -50.465075 18890 NASDAQ_micro caleb_strategy_v3 [1] 3071.431063 39154.793815 -40335.839368 NaN NaN NaN NaN 18894 NASDAQ_micro caleb_strategy_v3 [1] 3071.431063 -1105.34794 -0.813953 NaN NaN NaN NaN 18898 NASDAQ_micro caleb_strategy_v3 [1] 3071.431063 39146.654286 -40343.978896 NaN NaN NaN NaN 18902 NASDAQ_micro caleb_strategy_v3 [1] 3071.431063 -1132.61536 -0.406976 126.976641 126.162688 NaN 126.569665 =================================================================================================================================================================================== 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 18865 GASOIL caleb_strategy_v3 [1] 100.0 237.5 -12.5 25.0 0.0 NaN 12.5 18866 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -5.892625 -5.892625 5.303363 -6.481888 NaN -0.589263 18867 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -87.800112 77.193388 3.535575 157.92235 NaN 80.728963 18868 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -4.7141 -4.7141 2.35705 -7.07115 NaN -2.35705 18869 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -87.21085 77.78265 2.35705 157.92235 NaN 80.1397 18870 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -5.303363 -4.124837 2.35705 -5.892625 NaN -1.767788 18871 DAX _ROLL_PSEUDO_STRATEGY [1, -1] 1.178525 -88.389375 76.604125 4.7141 157.92235 NaN 81.318225 18872 GAS_US_mini caleb_strategy_v3 [1] 2500.0 18.75 -6.25 -25.0 NaN NaN -31.25 18873 PLAT caleb_strategy_v3 [1] 50.0 -2325.0 -10.0 165.0 145.0 NaN 155.0 18874 COPPER caleb_strategy_v3 [-1] 25000.0 300.0 -12.5 50.0 25.0 NaN 37.5 18875 DX caleb_strategy_v3 [-1] 1000.0 237.5 -2.5 75.0 NaN NaN 72.5 18877 SP400 caleb_strategy_v3 [-1] 100.0 2910.0 -60.0 520.0 400.0 NaN 460.0 18882 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 50.0 -0.0 NaN 25.0 18883 RUSSELL caleb_strategy_v3 [-1] 5.0 161.0 -0.5 19.5 18.5 NaN 19.0 18886 US5 caleb_strategy_v3 [-1] 1000.0 -230.46875 -3.90625 7.8125 -0.0 NaN 3.90625 18878 US5 caleb_strategy_v3 [-1] 1000.0 -230.46875 -3.90625 31.2505 23.438 NaN 27.34425 18881 AUD caleb_strategy_v3 [-1] 100000.0 -232.5 -2.5 30.0 25.0 NaN 27.5 18889 AUD caleb_strategy_v3 [-1] 100000.0 -232.5 -2.5 -60.0 -65.0 NaN -62.5 18885 EUR caleb_strategy_v3 [1] 125000.0 74768.75 -73906.25 NaN NaN NaN NaN 18891 EUR caleb_strategy_v3 [1] 125000.0 759.375 -3.125 -43.75 -50.0 NaN -46.875 18895 EUR caleb_strategy_v3 [1] 125000.0 74693.75 -73981.25 NaN NaN NaN NaN 18899 EUR caleb_strategy_v3 [1] 125000.0 603.125 -3.125 87.5 81.25 NaN 84.375 18876 EUR caleb_strategy_v3 [1] 125000.0 921.875 -3.125 NaN NaN NaN NaN 18887 DOW caleb_strategy_v3 [1] 0.5 11474.25 -11636.25 NaN NaN NaN NaN 18892 DOW caleb_strategy_v3 [1] 0.5 -180.25 -0.25 47.5 47.0 NaN 47.25 18896 DOW caleb_strategy_v3 [1] 0.5 -133.25 -0.25 -18.5 -19.0 NaN -18.75 18900 DOW caleb_strategy_v3 [1] 0.5 11479.25 -11631.25 NaN NaN NaN NaN 18903 DOW caleb_strategy_v3 [1] 0.5 -112.25 -0.25 -16.5 -17.0 NaN -16.75 18879 DOW caleb_strategy_v3 [1] 0.5 -123.25 -0.25 NaN NaN NaN NaN 18880 GBP caleb_strategy_v3 [-1] 62500.0 -437.5 -6.25 NaN NaN NaN NaN 18888 GBP caleb_strategy_v3 [-1] 62500.0 -42862.5 42393.75 NaN NaN NaN NaN 18893 GBP caleb_strategy_v3 [-1] 62500.0 -515.625 -3.125 -50.0 NaN NaN -53.125 18897 GBP caleb_strategy_v3 [-1] 62500.0 -521.875 -3.125 NaN NaN NaN NaN 18901 GBP caleb_strategy_v3 [-1] 62500.0 -559.375 -3.125 -25.0 NaN NaN -28.125 18860 NIKKEI caleb_strategy_v3 [1] 0.678164 -303.478302 -1.69541 NaN NaN NaN NaN 18861 NIKKEI caleb_strategy_v3 [1] 0.678164 14902.649586 -15234.94985 NaN NaN NaN NaN 18862 NIKKEI caleb_strategy_v3 [1] 0.678164 -354.340587 -1.69541 NaN NaN NaN NaN 18863 NIKKEI caleb_strategy_v3 [1] 0.678164 14878.913853 -15258.685583 NaN NaN NaN NaN 18864 NIKKEI caleb_strategy_v3 [1] 0.678164 -391.639597 -1.69541 -57.643923 -61.034742 NaN -59.339333 18884 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -693.0 -0.5 -30.5 -31.5 NaN -31.0 18890 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24052.25 -24777.75 NaN NaN NaN NaN 18894 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -679.0 -0.5 NaN NaN NaN NaN 18898 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24047.25 -24782.75 NaN NaN NaN NaN 18902 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -695.75 -0.25 78.0 77.5 NaN 77.75 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX -279.310425 caleb_strategy_v3 AUD -465.0 COPPER 300.0 DOW 22404.5 DX 237.5 EUR 151746.875 GASOIL 237.5 GAS_US_mini 18.75 GBP -44896.875 NASDAQ_micro 46031.75 NIKKEI 28732.104953 PLAT -2325.0 RUSSELL 161.0 SP400 2910.0 US5 -460.9375 VIX -125.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -279.310425 caleb_strategy_v3 204507.167453 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 216.8486 caleb_strategy_v3 AUD -5.0 COPPER -12.5 DOW -23268.5 DX -2.5 EUR -147896.875 GASOIL -12.5 GAS_US_mini -6.25 GBP 42378.125 NASDAQ_micro -49561.75 NIKKEI -30498.721661 PLAT -10.0 RUSSELL -0.5 SP400 -60.0 US5 -7.8125 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 216.8486 caleb_strategy_v3 -208989.784161 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 20.624188 caleb_strategy_v3 AUD -30.0 COPPER 50.0 DOW 12.5 DX 75.0 EUR 43.75 GASOIL 25.0 GAS_US_mini -25.0 GBP -75.0 NASDAQ_micro 47.5 NIKKEI -57.643923 PLAT 165.0 RUSSELL 19.5 SP400 520.0 US5 39.063 VIX 50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 20.624188 caleb_strategy_v3 859.669077 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 454.321388 caleb_strategy_v3 AUD -40.0 COPPER 25.0 DOW 11.0 DX 0 EUR 31.25 GASOIL 0.0 GAS_US_mini 0 GBP 0 NASDAQ_micro 46.0 NIKKEI -61.034742 PLAT 145.0 RUSSELL 18.5 SP400 400.0 US5 23.438 VIX -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 454.321388 caleb_strategy_v3 599.153258 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY DAX 0 caleb_strategy_v3 AUD 0 COPPER 0 DOW 0 DX 0 EUR 0 GASOIL 0 GAS_US_mini 0 GBP 0 NASDAQ_micro 0 NIKKEI 0 PLAT 0 RUSSELL 0 SP400 0 US5 0 VIX 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 DAX 237.472787 caleb_strategy_v3 AUD -35.0 COPPER 37.5 DOW 11.75 DX 72.5 EUR 37.5 GASOIL 12.5 GAS_US_mini -31.25 GBP -81.25 NASDAQ_micro 46.75 NIKKEI -59.339333 PLAT 155.0 RUSSELL 19.0 SP400 460.0 US5 31.2505 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 237.472787 caleb_strategy_v3 701.911167 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