******************************************************************************** Trades report produced on 19/09/2025 21:39 from 18/09/2025 21:39 to 19/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18928 AUD caleb_strategy_v3 [20251200] 2025-09-19 15:14:54.000 [-1] 0.660150 18916 AUD caleb_strategy_v3 [20251200] 2025-09-19 14:10:54.000 [-1] 0.660200 18922 AUD caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.929 [0] NaN 18911 CANOLA caleb_strategy_v3 [20260100] 2025-09-19 13:01:23.000 [1] 638.700000 18906 DAX caleb_strategy_v3 [20251200] 2025-09-19 07:00:39.000 [-1] 23851.000000 18920 DOW caleb_strategy_v3 [20251200] 2025-09-19 14:25:44.000 [1] 46564.000000 18930 DOW caleb_strategy_v3 [20251200] 2025-09-19 15:21:39.000 [1] 46498.000000 18926 DOW caleb_strategy_v3 [20251200] 2025-09-19 19:45:11.047 [0] NaN 18913 EUR caleb_strategy_v3 [20251200] 2025-09-19 14:00:47.000 [1] 1.181800 18907 EUROSTX caleb_strategy_v3 [20251200] 2025-09-19 07:01:00.000 [-1] 5470.000000 18912 JPY caleb_strategy_v3 [20251200] 2025-09-19 14:00:46.000 [-1] 0.006822 18924 LEANHOG caleb_strategy_v3 [20251200] 2025-09-19 14:45:51.000 [-1] 88.400000 18919 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-19 14:24:33.000 [-1] 24785.250000 18925 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.988 [0] NaN 18929 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-19 15:20:20.000 [-1] 24740.750000 18905 NIKKEI caleb_strategy_v3 [20251200] 2025-09-19 02:02:17.000 [-1] 45420.000000 18904 NIKKEI caleb_strategy_v3 [20251200] 2025-09-19 02:01:17.000 [-1] 45415.000000 18908 OAT caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.687 [0] NaN 18910 OAT caleb_strategy_v3 [20251200] 2025-09-19 07:21:07.000 [-1] 121.180000 18909 OAT caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.746 [0] NaN 18923 REDWHEAT caleb_strategy_v3 [20260300] 2025-09-19 14:45:50.000 [1] 530.750000 18935 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 19:45:11.235 [0] NaN 18936 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 15:57:50.000 [-1] 2471.500000 18933 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 19:45:11.172 [0] NaN 18931 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 19:45:11.108 [0] NaN 18927 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 15:13:39.000 [-1] 2472.300000 18921 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.868 [0] NaN 18915 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 19:45:10.806 [0] NaN 18934 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 15:47:42.000 [-1] 2468.800000 18932 RUSSELL caleb_strategy_v3 [20251200] 2025-09-19 15:36:34.000 [-1] 2468.500000 18914 SP400 caleb_strategy_v3 [20251200] 2025-09-19 14:00:48.000 [1] 3316.500000 18917 US30 caleb_strategy_v3 [20251200] 2025-09-19 14:15:49.000 [-1] 120.062500 18918 US5 caleb_strategy_v3 [20251200] 2025-09-19 14:23:04.000 [-1] 109.476563 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18904 NIKKEI caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 03:01:17.166000 2025-09-19 02:01:17 97277.166 NaN 18905 NIKKEI caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 03:02:17.110000 2025-09-19 02:02:17 97337.11 NaN 18906 DAX caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 08:00:34.938000 2025-09-19 07:00:39 115234.938 NaN 18907 EUROSTX caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 08:00:40.458000 2025-09-19 07:01:00 115240.458 NaN 18911 CANOLA caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 14:00:38.126000 2025-09-19 13:01:23 136838.126 NaN 18912 JPY caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:00:46.714000 2025-09-19 14:00:46 140446.714 NaN 18913 EUR caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:00:47.619000 2025-09-19 14:00:47 140447.619 NaN 18914 SP400 caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:00:48.242000 2025-09-19 14:00:48 140448.242 NaN 18917 US30 caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:10:54.966000 2025-09-19 14:15:49 141054.966 NaN 18918 US5 caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:15:49.910000 2025-09-19 14:23:04 141349.91 NaN 18923 REDWHEAT caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:45:49.294000 2025-09-19 14:45:50 143149.294 NaN 18924 LEANHOG caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:45:51.522000 2025-09-19 14:45:51 143151.522 NaN 18915 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:00:49.118000 2025-09-19 19:45:10.806000 140449.118 17061.688 18921 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:25:47.633000 2025-09-19 19:45:10.868000 141947.633 15563.235 18927 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:06:12.294000 2025-09-19 15:13:39 144372.294 NaN 18931 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:21:43.613000 2025-09-19 19:45:11.108000 145303.613 12207.495 18932 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:31:47.483000 2025-09-19 15:36:34 145907.483 NaN 18933 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:36:38.473000 2025-09-19 19:45:11.172000 146198.473 11312.699 18934 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:46:42.363000 2025-09-19 15:47:42 146802.363 NaN 18935 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:47:46.447000 2025-09-19 19:45:11.235000 146866.447 10644.788 18936 RUSSELL caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:57:50.446000 2025-09-19 15:57:50 147470.446 NaN 18928 AUD caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:13:39.818000 2025-09-19 15:14:54 144819.818 NaN 18922 AUD caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:35:48.094000 2025-09-19 19:45:10.929000 142548.094 14962.835 18916 AUD caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:10:49.955000 2025-09-19 14:10:54 141049.955 NaN 18929 NASDAQ_micro caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:14:54.730000 2025-09-19 15:20:20 144894.73 NaN 18925 NASDAQ_micro caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:45:52.150000 2025-09-19 19:45:10.988000 143152.15 14358.838 18919 NASDAQ_micro caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:23:04.974000 2025-09-19 14:24:33 141784.974 NaN 18920 DOW caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:24:34.790000 2025-09-19 14:25:44 141874.79 NaN 18930 DOW caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 16:20:20.670000 2025-09-19 15:21:39 145220.67 NaN 18926 DOW caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 15:55:52.613000 2025-09-19 19:45:11.047000 143752.613 13758.434 18908 OAT caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 08:01:00.946000 2025-09-19 19:45:10.687000 115260.946 42249.741 18909 OAT caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 08:11:04.458000 2025-09-19 19:45:10.746000 115864.458 41646.288 18910 OAT caleb_strategy_v3 2025-09-18 00:00:00 2025-09-19 08:21:07.826000 2025-09-19 07:21:07 116467.826 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 18904 NIKKEI caleb_strategy_v3 [-1] 45625.0 None 45402.5 45400.0 45405.0 45405.0 45415.0 -222.5 -2.5 15.0 10.0 NaN 12.5 18905 NIKKEI caleb_strategy_v3 [-1] 45625.0 None 45402.5 45400.0 45405.0 45405.0 45420.0 -222.5 -2.5 20.0 15.0 NaN 17.5 18906 DAX caleb_strategy_v3 [-1] 23853.0 None 23855.0 23854.0 23856.0 23856.0 23851.0 2.0 -1.0 -3.0 -5.0 NaN -4.0 18907 EUROSTX caleb_strategy_v3 [-1] 5472.0 None 5469.5 5469.0 5470.0 5470.0 5470.0 -2.5 -0.5 1.0 -0.0 NaN 0.5 18911 CANOLA caleb_strategy_v3 [1] 635.9 None 638.5 638.6 638.4 638.4 638.7 -2.6 -0.1 -0.1 -0.3 NaN -0.2 18912 JPY caleb_strategy_v3 [-1] 0.006821 None 0.006822 0.006822 0.006822 0.006822 0.006822 0.000001 -0.0 0.0 -0.0 NaN 0.0 18913 EUR caleb_strategy_v3 [1] 1.18465 None 1.182075 1.1821 1.18205 1.18205 1.1818 0.002575 -0.000025 0.0003 0.00025 NaN 0.000275 18914 SP400 caleb_strategy_v3 [1] 3339.1 None 3322.6 3323.1 3322.1 3322.1 3316.5 16.5 -0.5 6.6 5.6 NaN 6.1 18917 US30 caleb_strategy_v3 [-1] 120.3125 None 120.109375 120.09375 120.125 120.125 120.0625 -0.203125 -0.015625 -0.03125 -0.0625 NaN -0.046875 18918 US5 caleb_strategy_v3 [-1] 109.539062 None 109.496094 109.492188 109.5 109.5 109.476563 -0.042969 -0.003906 -0.015625 -0.023437 NaN -0.019531 18923 REDWHEAT caleb_strategy_v3 [1] 532.0 None 531.5 531.75 531.25 531.25 530.75 0.5 -0.25 1.0 0.5 NaN 0.75 18924 LEANHOG caleb_strategy_v3 [-1] 87.775 None 87.8375 87.825 87.85 87.85 88.4 0.0625 -0.0125 0.575 0.55 NaN 0.5625 18915 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 2486.2 2486.1 2486.3 2486.3 NaN -1.3 -0.1 NaN NaN NaN NaN 18921 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 1240.8 2481.6 0.0 0.0 NaN -1246.7 1240.8 NaN NaN NaN NaN 18927 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 2480.2 2480.1 2480.3 2480.3 2472.3 -7.3 -0.1 -7.8 -8.0 NaN -7.9 18931 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 1236.15 2472.3 0.0 0.0 NaN -1251.35 1236.15 NaN NaN NaN NaN 18932 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 2470.1 2470.0 2470.2 2470.2 2468.5 -17.4 -0.1 -1.5 -1.7 NaN -1.6 18933 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 1234.25 2468.5 0.0 0.0 NaN -1253.25 1234.25 NaN NaN NaN NaN 18934 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 2468.6 2468.5 2468.7 2468.7 2468.8 -18.9 -0.1 0.3 0.1 NaN 0.2 18935 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 1234.4 2468.8 0.0 0.0 NaN -1253.1 1234.4 NaN NaN NaN NaN 18936 RUSSELL caleb_strategy_v3 [-1] 2487.5 None 2468.7 2468.6 2468.8 2468.8 2471.5 -18.8 -0.1 2.9 2.7 NaN 2.8 18928 AUD caleb_strategy_v3 [-1] 0.66255 None 0.6602 0.66015 0.66025 0.66025 0.66015 -0.00235 -0.00005 -0.0 -0.0001 NaN -0.00005 18922 AUD caleb_strategy_v3 [-1] 0.66255 None 0.330075 0.66015 0.0 0.0 NaN -0.332475 0.330075 NaN NaN NaN NaN 18916 AUD caleb_strategy_v3 [-1] 0.66255 None 0.660225 0.6602 0.66025 0.66025 0.6602 -0.002325 -0.000025 -0.0 -0.00005 NaN -0.000025 18929 NASDAQ_micro caleb_strategy_v3 [-1] 24754.0 None 24749.875 24749.75 24750.0 24750.0 24740.75 -4.125 -0.125 -9.0 -9.25 NaN -9.125 18925 NASDAQ_micro caleb_strategy_v3 [-1] 24754.0 None 12392.625 24785.25 0.0 0.0 NaN -12361.375 12392.625 NaN NaN NaN NaN 18919 NASDAQ_micro caleb_strategy_v3 [-1] 24754.0 None 24794.375 24794.25 24794.5 24794.5 24785.25 40.375 -0.125 -9.0 -9.25 NaN -9.125 18920 DOW caleb_strategy_v3 [1] 46552.0 None 46555.0 46556.0 46554.0 46554.0 46564.0 -3.0 -1.0 -8.0 -10.0 NaN -9.0 18930 DOW caleb_strategy_v3 [1] 46552.0 None 46488.0 46489.0 46487.0 46487.0 46498.0 64.0 -1.0 -9.0 -11.0 NaN -10.0 18926 DOW caleb_strategy_v3 [1] 46552.0 None 23282.0 46564.0 0.0 0.0 NaN 23270.0 -23282.0 NaN NaN NaN NaN 18908 OAT caleb_strategy_v3 [-1] 121.33 None 121.245 121.24 121.25 121.25 NaN -0.085 -0.005 NaN NaN NaN NaN 18909 OAT caleb_strategy_v3 [-1] 121.33 None 60.62 121.24 0.0 0.0 NaN -60.71 60.62 NaN NaN NaN NaN 18910 OAT caleb_strategy_v3 [-1] 121.33 None 121.175 121.17 121.18 121.18 121.18 -0.155 -0.005 0.01 -0.0 NaN 0.005 =================================================================================================================================================================== 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 18904 NIKKEI caleb_strategy_v3 [-1] 7109.928352 -312.942675 -3.51621 21.097259 14.064839 NaN 17.581049 18905 NIKKEI caleb_strategy_v3 [-1] 7109.928352 -312.942675 -3.51621 28.129679 21.097259 NaN 24.613469 18906 DAX caleb_strategy_v3 [-1] 3112.385546 6.425939 -3.21297 -9.638909 -16.064848 NaN -12.851878 18907 EUROSTX caleb_strategy_v3 [-1] 724.322821 -34.514997 -6.902999 13.805999 -0.0 NaN 6.902999 18911 CANOLA caleb_strategy_v3 [1] 146.800155 -177.111529 -6.811982 -6.811982 -20.435946 NaN -13.623964 18912 JPY caleb_strategy_v3 [-1] 0.00057 13.168591 -4.38953 8.779061 -0.0 NaN 4.38953 18913 EUR caleb_strategy_v3 [1] 0.084523 304.650798 -2.957775 35.493297 29.577747 NaN 32.535522 18914 SP400 caleb_strategy_v3 [1] 501.310912 329.137061 -9.97385 131.654824 111.707124 NaN 121.680974 18917 US30 caleb_strategy_v3 [-1] 14.253791 -142.505951 -10.961996 -21.923992 -43.847985 NaN -32.885989 18918 US5 caleb_strategy_v3 [-1] 3.452177 -124.468558 -11.315323 -45.259846 -67.890493 NaN -56.575169 18923 REDWHEAT caleb_strategy_v3 [1] 104.769683 47.723729 -23.861865 95.447459 47.723729 NaN 71.585594 18924 LEANHOG caleb_strategy_v3 [-1] 14.153729 44.157975 -8.831595 406.253366 388.590177 NaN 397.421771 18915 RUSSELL caleb_strategy_v3 [-1] 436.264354 -29.798446 -2.292188 NaN NaN NaN NaN 18921 RUSSELL caleb_strategy_v3 [-1] 436.264354 -28576.710191 28441.471087 NaN NaN NaN NaN 18927 RUSSELL caleb_strategy_v3 [-1] 436.264354 -167.329738 -2.292188 -178.790679 -183.375055 NaN -181.082867 18931 RUSSELL caleb_strategy_v3 [-1] 436.264354 -28683.296942 28334.884337 NaN NaN NaN NaN 18932 RUSSELL caleb_strategy_v3 [-1] 436.264354 -398.840745 -2.292188 -34.382823 -38.967199 NaN -36.675011 18933 RUSSELL caleb_strategy_v3 [-1] 436.264354 -28726.848517 28291.332761 NaN NaN NaN NaN 18934 RUSSELL caleb_strategy_v3 [-1] 436.264354 -433.223568 -2.292188 6.876565 2.292188 NaN 4.584376 18935 RUSSELL caleb_strategy_v3 [-1] 436.264354 -28723.410235 28294.771043 NaN NaN NaN NaN 18936 RUSSELL caleb_strategy_v3 [-1] 436.264354 -430.93138 -2.292188 66.473458 61.889081 NaN 64.181269 18928 AUD caleb_strategy_v3 [-1] 0.051615 -455.293463 -9.687095 -0.0 -19.37419 NaN -9.687095 18922 AUD caleb_strategy_v3 [-1] 0.051615 -64414.337951 63949.357393 NaN NaN NaN NaN 18916 AUD caleb_strategy_v3 [-1] 0.051615 -450.449916 -4.843547 -0.0 -9.687095 NaN -4.843547 18929 NASDAQ_micro caleb_strategy_v3 [-1] 2992.726212 -13.783419 -0.417679 -30.072915 -30.908273 NaN -30.490594 18925 NASDAQ_micro caleb_strategy_v3 [-1] 2992.726212 -41304.730623 41409.150466 NaN NaN NaN NaN 18919 NASDAQ_micro caleb_strategy_v3 [-1] 2992.726212 134.910437 -0.417679 -30.072915 -30.908273 NaN -30.490594 18920 DOW caleb_strategy_v3 [1] 4767.886068 -6.292097 -2.097366 -16.778924 -20.973656 NaN -18.87629 18930 DOW caleb_strategy_v3 [1] 4767.886068 134.231395 -2.097366 -18.87629 -23.071021 NaN -20.973656 18926 DOW caleb_strategy_v3 [1] 4767.886068 48805.696417 -48830.864804 NaN NaN NaN NaN 18908 OAT caleb_strategy_v3 [-1] 6.300493 -134.910073 -7.935887 NaN NaN NaN NaN 18909 OAT caleb_strategy_v3 [-1] 6.300493 -96357.535503 96214.689544 NaN NaN NaN NaN 18910 OAT caleb_strategy_v3 [-1] 6.300493 -246.012486 -7.935887 15.871773 -0.0 NaN 7.935887 ========================================================================================================================================================================== 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 18904 NIKKEI caleb_strategy_v3 [-1] 0.677998 -150.854617 -1.694996 10.169974 6.779983 NaN 8.474978 18905 NIKKEI caleb_strategy_v3 [-1] 0.677998 -150.854617 -1.694996 13.559966 10.169974 NaN 11.86497 18906 DAX caleb_strategy_v3 [-1] 1.177045 2.35409 -1.177045 -3.531135 -5.885225 NaN -4.70818 18907 EUROSTX caleb_strategy_v3 [-1] 11.77045 -29.426125 -5.885225 11.77045 -0.0 NaN 5.885225 18911 CANOLA caleb_strategy_v3 [1] 14.485511 -37.662328 -1.448551 -1.448551 -4.345653 NaN -2.897102 18912 JPY caleb_strategy_v3 [-1] 12500000.0 9.375 -3.125 6.25 -0.0 NaN 3.125 18913 EUR caleb_strategy_v3 [1] 125000.0 321.875 -3.125 37.5 31.25 NaN 34.375 18914 SP400 caleb_strategy_v3 [1] 100.0 1650.0 -50.0 660.0 560.0 NaN 610.0 18917 US30 caleb_strategy_v3 [-1] 1000.0 -203.125 -15.625 -31.25 -62.5 NaN -46.875 18918 US5 caleb_strategy_v3 [-1] 1000.0 -42.96875 -3.90625 -15.6245 -23.437 NaN -19.53075 18923 REDWHEAT caleb_strategy_v3 [1] 50.0 25.0 -12.5 50.0 25.0 NaN 37.5 18924 LEANHOG caleb_strategy_v3 [-1] 400.0 25.0 -5.0 230.0 220.0 NaN 225.0 18915 RUSSELL caleb_strategy_v3 [-1] 5.0 -6.5 -0.5 NaN NaN NaN NaN 18921 RUSSELL caleb_strategy_v3 [-1] 5.0 -6233.5 6204.0 NaN NaN NaN NaN 18927 RUSSELL caleb_strategy_v3 [-1] 5.0 -36.5 -0.5 -39.0 -40.0 NaN -39.5 18931 RUSSELL caleb_strategy_v3 [-1] 5.0 -6256.75 6180.75 NaN NaN NaN NaN 18932 RUSSELL caleb_strategy_v3 [-1] 5.0 -87.0 -0.5 -7.5 -8.5 NaN -8.0 18933 RUSSELL caleb_strategy_v3 [-1] 5.0 -6266.25 6171.25 NaN NaN NaN NaN 18934 RUSSELL caleb_strategy_v3 [-1] 5.0 -94.5 -0.5 1.5 0.5 NaN 1.0 18935 RUSSELL caleb_strategy_v3 [-1] 5.0 -6265.5 6172.0 NaN NaN NaN NaN 18936 RUSSELL caleb_strategy_v3 [-1] 5.0 -94.0 -0.5 14.5 13.5 NaN 14.0 18928 AUD caleb_strategy_v3 [-1] 100000.0 -235.0 -5.0 -0.0 -10.0 NaN -5.0 18922 AUD caleb_strategy_v3 [-1] 100000.0 -33247.5 33007.5 NaN NaN NaN NaN 18916 AUD caleb_strategy_v3 [-1] 100000.0 -232.5 -2.5 -0.0 -5.0 NaN -2.5 18929 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -8.25 -0.25 -18.0 -18.5 NaN -18.25 18925 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24722.75 24785.25 NaN NaN NaN NaN 18919 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 80.75 -0.25 -18.0 -18.5 NaN -18.25 18920 DOW caleb_strategy_v3 [1] 0.5 -1.5 -0.5 -4.0 -5.0 NaN -4.5 18930 DOW caleb_strategy_v3 [1] 0.5 32.0 -0.5 -4.5 -5.5 NaN -5.0 18926 DOW caleb_strategy_v3 [1] 0.5 11635.0 -11641.0 NaN NaN NaN NaN 18908 OAT caleb_strategy_v3 [-1] 1177.045 -100.048825 -5.885225 NaN NaN NaN NaN 18909 OAT caleb_strategy_v3 [-1] 1177.045 -71458.40195 71352.4679 NaN NaN NaN NaN 18910 OAT caleb_strategy_v3 [-1] 1177.045 -182.441975 -5.885225 11.77045 -0.0 NaN 5.885225 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -33715.0 CANOLA -37.662328 DAX 2.35409 DOW 11665.5 EUR 321.875 EUROSTX -29.426125 JPY 9.375 LEANHOG 25.0 NASDAQ_micro -24650.25 NIKKEI -301.709234 OAT -71740.89275 REDWHEAT 25.0 RUSSELL -25340.5 SP400 1650.0 US30 -203.125 US5 -42.96875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -142362.430097 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD 33000.0 CANOLA -1.448551 DAX -1.177045 DOW -11642.0 EUR -3.125 EUROSTX -5.885225 JPY -3.125 LEANHOG -5.0 NASDAQ_micro 24784.75 NIKKEI -3.389991 OAT 71340.69745 REDWHEAT -12.5 RUSSELL 24725.5 SP400 -50.0 US30 -15.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 142103.765388 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -0.0 CANOLA -1.448551 DAX -3.531135 DOW -8.5 EUR 37.5 EUROSTX 11.77045 JPY 6.25 LEANHOG 230.0 NASDAQ_micro -36.0 NIKKEI 23.72994 OAT 11.77045 REDWHEAT 50.0 RUSSELL -30.5 SP400 660.0 US30 -31.25 US5 -15.6245 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 904.166654 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -15.0 CANOLA -4.345653 DAX -5.885225 DOW -10.5 EUR 31.25 EUROSTX -0.0 JPY -0.0 LEANHOG 220.0 NASDAQ_micro -37.0 NIKKEI 16.949957 OAT -0.0 REDWHEAT 25.0 RUSSELL -34.5 SP400 560.0 US30 -62.5 US5 -23.437 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 660.032079 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CANOLA 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 REDWHEAT 0 RUSSELL 0 SP400 0 US30 0 US5 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 CANOLA -2.897102 DAX -4.70818 DOW -9.5 EUR 34.375 EUROSTX 5.885225 JPY 3.125 LEANHOG 225.0 NASDAQ_micro -36.5 NIKKEI 20.339948 OAT 5.885225 REDWHEAT 37.5 RUSSELL -32.5 SP400 610.0 US30 -46.875 US5 -19.53075 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 782.099366 ******************************************************************************** END OF REPORT ********************************************************************************