******************************************************************************** Trades report produced on 22/09/2025 21:39 from 21/09/2025 21:39 to 22/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18947 CANOLA caleb_strategy_v3 [20260100] 2025-09-22 13:09:47.000 [-1] 626.40000 18948 COFFEE caleb_strategy_v3 [20260300] 2025-09-22 13:16:34.000 [-1] 347.45000 18942 COPPER caleb_strategy_v3 [20251200] 2025-09-22 13:00:08.000 [1] 4.62750 18944 CRUDE_W caleb_strategy_v3 [20251200] 2025-09-22 13:01:24.000 [-1] 61.41000 18938 DAX caleb_strategy_v3 [20251200] 2025-09-22 07:00:35.000 [1] 23698.00000 18950 DOW caleb_strategy_v3 [20251200] 2025-09-22 14:03:39.000 [1] 46498.00000 18967 DOW caleb_strategy_v3 [20251200] 2025-09-22 15:16:24.000 [1] 46684.00000 18965 DOW caleb_strategy_v3 [20251200] 2025-09-22 19:45:05.075 [0] NaN 18961 DOW caleb_strategy_v3 [20251200] 2025-09-22 19:45:05.005 [0] NaN 18955 DOW caleb_strategy_v3 [20251200] 2025-09-22 19:45:04.734 [0] NaN 18970 DOW caleb_strategy_v3 [20251200] 2025-09-22 15:27:31.000 [1] 46659.00000 18969 DOW caleb_strategy_v3 [20251200] 2025-09-22 15:26:31.000 [1] 46659.00000 18968 DOW caleb_strategy_v3 [20251200] 2025-09-22 19:45:05.141 [0] NaN 18946 DX caleb_strategy_v3 [20251200] 2025-09-22 13:02:32.000 [1] 97.06000 18949 EUR caleb_strategy_v3 [20251200] 2025-09-22 14:00:58.000 [-1] 1.18300 18958 LEANHOG caleb_strategy_v3 [20251200] 2025-09-22 14:40:23.000 [1] 88.62500 18952 MXP caleb_strategy_v3 [20251200] 2025-09-22 14:05:14.000 [1] 0.05392 18963 MXP caleb_strategy_v3 [20251200] 2025-09-22 15:04:44.000 [1] 0.05386 18957 MXP caleb_strategy_v3 [20251200] 2025-09-22 19:45:04.868 [0] NaN 18966 MXP caleb_strategy_v3 [20251200] 2025-09-22 15:15:13.000 [1] 0.05379 18951 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-22 14:04:52.000 [1] 24874.75000 18956 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-22 19:45:04.802 [0] NaN 18962 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-22 15:04:44.000 [1] 24918.75000 18937 NIKKEI caleb_strategy_v3 [20251200] 2025-09-22 02:01:52.000 [1] 45415.00000 18943 PLAT caleb_strategy_v3 [20260100] 2025-09-22 13:00:13.000 [-1] 1436.90000 18941 ROBUSTA caleb_strategy_v3 [20260100] 2025-09-22 09:20:46.000 [1] 4209.00000 18940 ROBUSTA caleb_strategy_v3 [20260100] 2025-09-22 19:45:04.667 [0] NaN 18939 ROBUSTA caleb_strategy_v3 [20260100] 2025-09-22 19:45:04.602 [0] NaN 18945 SILVER-mini caleb_strategy_v3 [20260100] 2025-09-22 13:02:31.000 [1] 44.01250 18960 SOYOIL caleb_strategy_v3 [20260100] 2025-09-22 14:52:28.000 [-1] 49.82000 18954 SP400 caleb_strategy_v3 [20251200] 2025-09-22 14:10:17.000 [-1] 3300.90000 18953 VIX caleb_strategy_v3 [20251200] 2025-09-22 14:10:15.000 [-1] 19.90000 18964 VIX caleb_strategy_v3 [20251200] 2025-09-22 15:05:09.000 [-1] 19.95000 18959 VIX caleb_strategy_v3 [20251200] 2025-09-22 19:45:04.934 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18937 NIKKEI caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 03:01:15.791000 2025-09-22 02:01:52 270075.791 NaN 18938 DAX caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 08:00:35.750000 2025-09-22 07:00:35 288035.75 NaN 18942 COPPER caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:00:08.066000 2025-09-22 13:00:08 309608.066 NaN 18943 PLAT caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:00:09.294000 2025-09-22 13:00:13 309609.294 NaN 18944 CRUDE_W caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:00:14.202000 2025-09-22 13:01:24 309614.202 NaN 18945 SILVER-mini caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:01:25.366000 2025-09-22 13:02:31 309685.366 NaN 18946 DX caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:02:32.853000 2025-09-22 13:02:32 309752.853 NaN 18947 CANOLA caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:02:34.078000 2025-09-22 13:09:47 309754.078 NaN 18948 COFFEE caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 14:09:48.354000 2025-09-22 13:16:34 310188.354 NaN 18949 EUR caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:00:56.018000 2025-09-22 14:00:58 313256.018 NaN 18954 SP400 caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:10:16.878000 2025-09-22 14:10:17 313816.878 NaN 18958 LEANHOG caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:40:23.186000 2025-09-22 14:40:23 315623.186 NaN 18960 SOYOIL caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:50:25.162000 2025-09-22 14:52:28 316225.162 NaN 18939 ROBUSTA caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 10:00:39.558000 2025-09-22 19:45:04.602000 295239.558 35065.044 18940 ROBUSTA caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 10:10:43.068000 2025-09-22 19:45:04.667000 295843.068 34461.599 18941 ROBUSTA caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 10:20:46.515000 2025-09-22 09:20:46 296446.515 NaN 18950 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:00:59.140000 2025-09-22 14:03:39 313259.14 NaN 18955 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:10:21.161000 2025-09-22 19:45:04.734000 313821.161 16483.573 18961 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:52:54.275000 2025-09-22 19:45:05.005000 316374.275 13930.73 18965 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:05:13.138000 2025-09-22 19:45:05.075000 317113.138 13191.937 18967 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:15:17.406000 2025-09-22 15:16:24 317717.406 NaN 18968 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:16:27.690000 2025-09-22 19:45:05.141000 317787.69 12517.451 18969 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:26:31.378000 2025-09-22 15:26:31 318391.378 NaN 18970 DOW caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:27:31.380000 2025-09-22 15:27:31 318451.38 NaN 18962 NASDAQ_micro caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:02:54.784000 2025-09-22 15:04:44 316974.784 NaN 18956 NASDAQ_micro caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:20:21.652000 2025-09-22 19:45:04.802000 314421.652 15883.15 18951 NASDAQ_micro caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:03:40.442000 2025-09-22 14:04:52 313420.442 NaN 18952 MXP caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:04:53.971000 2025-09-22 14:05:14 313493.971 NaN 18963 MXP caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:04:44.591000 2025-09-22 15:04:44 317084.591 NaN 18957 MXP caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:30:22.166000 2025-09-22 19:45:04.868000 315022.166 15282.702 18966 MXP caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:15:13.634000 2025-09-22 15:15:13 317713.634 NaN 18953 VIX caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:05:15.266000 2025-09-22 14:10:15 313515.266 NaN 18964 VIX caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 16:04:45.167000 2025-09-22 15:05:09 317085.167 NaN 18959 VIX caleb_strategy_v3 2025-09-19 00:00:00 2025-09-22 15:40:23.596000 2025-09-22 19:45:04.934000 315623.596 14681.338 ==================================================================================================================================================================================================================================== 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 18937 NIKKEI caleb_strategy_v3 [1] 45005.0 None 45417.5 45420.0 45415.0 45415.0 45415.0 -412.5 -2.5 5.0 0.0 NaN 2.5 18938 DAX caleb_strategy_v3 [1] 23785.0 None 23725.0 23726.0 23724.0 23724.0 23698.0 60.0 -1.0 28.0 26.0 NaN 27.0 18942 COPPER caleb_strategy_v3 [1] 4.642 None 4.6285 4.629 4.628 4.628 4.6275 0.0135 -0.0005 0.0015 0.0005 NaN 0.001 18943 PLAT caleb_strategy_v3 [-1] 1437.5 None 1436.65 1436.4 1436.9 1436.9 1436.9 -0.85 -0.25 0.5 -0.0 NaN 0.25 18944 CRUDE_W caleb_strategy_v3 [-1] 61.99 None 61.485 61.48 61.49 61.49 61.41 -0.505 -0.005 -0.07 -0.08 NaN -0.075 18945 SILVER-mini caleb_strategy_v3 [1] 43.5 None 43.95 43.975 43.925 43.925 44.0125 -0.45 -0.025 -0.0375 -0.0875 NaN -0.0625 18946 DX caleb_strategy_v3 [1] 97.26 None 97.0475 97.05 97.045 NaN 97.06 0.2125 -0.0025 -0.01 NaN NaN -0.0125 18947 CANOLA caleb_strategy_v3 [-1] 631.6 None 627.35 627.2 627.5 627.5 626.4 -4.25 -0.15 -0.8 -1.1 NaN -0.95 18948 COFFEE caleb_strategy_v3 [-1] 345.3 None 349.175 349.05 349.3 349.3 347.45 3.875 -0.125 -1.6 -1.85 NaN -1.725 18949 EUR caleb_strategy_v3 [-1] 1.18045 None 1.182875 1.18285 1.1829 1.1829 1.183 0.002425 -0.000025 0.00015 0.0001 NaN 0.000125 18954 SP400 caleb_strategy_v3 [-1] 3307.6 None 3300.0 3299.6 3300.4 3300.4 3300.9 -7.6 -0.4 1.3 0.5 NaN 0.9 18958 LEANHOG caleb_strategy_v3 [1] 87.625 None 88.8625 88.875 88.85 88.85 88.625 -1.2375 -0.0125 0.25 0.225 NaN 0.2375 18960 SOYOIL caleb_strategy_v3 [-1] 50.93 None 49.86 49.85 49.87 49.87 49.82 -1.07 -0.01 -0.03 -0.05 NaN -0.04 18939 ROBUSTA caleb_strategy_v3 [1] 4093.0 None 4163.0 4165.0 4161.0 4161.0 NaN -70.0 -2.0 NaN NaN NaN NaN 18940 ROBUSTA caleb_strategy_v3 [1] 4093.0 None 2105.0 4210.0 0.0 0.0 NaN 1988.0 -2105.0 NaN NaN NaN NaN 18941 ROBUSTA caleb_strategy_v3 [1] 4093.0 None 4237.5 4240.0 4235.0 4235.0 4209.0 -144.5 -2.5 31.0 26.0 NaN 28.5 18950 DOW caleb_strategy_v3 [1] 46632.0 None 46433.0 46434.0 46432.0 46432.0 46498.0 199.0 -1.0 -64.0 -66.0 NaN -65.0 18955 DOW caleb_strategy_v3 [1] 46632.0 None 23249.0 46498.0 0.0 0.0 NaN 23383.0 -23249.0 NaN NaN NaN NaN 18961 DOW caleb_strategy_v3 [1] 46632.0 None 46569.5 46570.0 46569.0 46569.0 NaN 62.5 -0.5 NaN NaN NaN NaN 18965 DOW caleb_strategy_v3 [1] 46632.0 None 23331.0 46662.0 0.0 0.0 NaN 23301.0 -23331.0 NaN NaN NaN NaN 18967 DOW caleb_strategy_v3 [1] 46632.0 None 46673.5 46674.0 46673.0 46673.0 46684.0 -41.5 -0.5 -10.0 -11.0 NaN -10.5 18968 DOW caleb_strategy_v3 [1] 46632.0 None 23343.0 46686.0 0.0 0.0 NaN 23289.0 -23343.0 NaN NaN NaN NaN 18969 DOW caleb_strategy_v3 [1] 46632.0 None 46682.5 46683.0 46682.0 46682.0 46659.0 -50.5 -0.5 24.0 23.0 NaN 23.5 18970 DOW caleb_strategy_v3 [1] 46632.0 None 46684.0 46685.0 46683.0 46683.0 46659.0 -52.0 -1.0 26.0 24.0 NaN 25.0 18962 NASDAQ_micro caleb_strategy_v3 [1] 24825.5 None 24878.0 24878.25 24877.75 24877.75 24918.75 -52.5 -0.25 -40.5 -41.0 NaN -40.75 18956 NASDAQ_micro caleb_strategy_v3 [1] 24825.5 None 12437.375 24874.75 0.0 0.0 NaN 12388.125 -12437.375 NaN NaN NaN NaN 18951 NASDAQ_micro caleb_strategy_v3 [1] 24825.5 None 24867.125 24867.25 24867.0 24867.0 24874.75 -41.625 -0.125 -7.5 -7.75 NaN -7.625 18952 MXP caleb_strategy_v3 [1] 0.05387 None 0.053915 0.05392 0.05391 0.05391 0.05392 -0.000045 -0.000005 0.0 -0.00001 NaN -0.000005 18963 MXP caleb_strategy_v3 [1] 0.05387 None 0.053865 0.05387 0.05386 0.05386 0.05386 0.000005 -0.000005 0.00001 0.0 NaN 0.000005 18957 MXP caleb_strategy_v3 [1] 0.05387 None 0.026965 0.05393 0.0 0.0 NaN 0.026905 -0.026965 NaN NaN NaN NaN 18966 MXP caleb_strategy_v3 [1] 0.05387 None 0.053875 0.05388 0.05387 0.05387 0.05379 -0.000005 -0.000005 0.00009 0.00008 NaN 0.000085 18953 VIX caleb_strategy_v3 [-1] 19.9 None 19.925 19.9 19.95 19.95 19.9 0.025 -0.025 -0.0 -0.05 NaN -0.025 18964 VIX caleb_strategy_v3 [-1] 19.9 None 19.925 19.9 19.95 19.95 19.95 0.025 -0.025 0.05 -0.0 NaN 0.025 18959 VIX caleb_strategy_v3 [-1] 19.9 None 9.95 19.9 0.0 0.0 NaN -9.95 9.95 NaN NaN NaN NaN =================================================================================================================================================================== 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 18937 NIKKEI caleb_strategy_v3 [1] 7483.037679 -551.246723 -3.340889 6.681778 0.0 NaN 3.340889 18938 DAX caleb_strategy_v3 [1] 3052.667855 196.549388 -3.275823 91.723048 85.171402 NaN 88.447225 18942 COPPER caleb_strategy_v3 [1] 1.525973 88.46814 -3.276598 9.829793 3.276598 NaN 6.553196 18943 PLAT caleb_strategy_v3 [-1] 366.83577 -23.171132 -6.815039 13.630078 -0.0 NaN 6.815039 18944 CRUDE_W caleb_strategy_v3 [-1] 14.541023 -347.293304 -3.438548 -48.139666 -55.016761 NaN -51.578214 18945 SILVER-mini caleb_strategy_v3 [1] 9.349836 -481.291849 -26.738436 -40.107654 -93.584526 NaN -66.84609 18946 DX caleb_strategy_v3 [1] 6.699241 317.20012 -3.731766 -14.927064 NaN NaN -18.658831 18947 CANOLA caleb_strategy_v3 [-1] 145.915547 -291.264372 -10.279919 -54.826235 -75.386073 NaN -65.106154 18948 COFFEE caleb_strategy_v3 [-1] 160.664944 241.185158 -7.780166 -99.58613 -115.146463 NaN -107.366296 18949 EUR caleb_strategy_v3 [-1] 0.084401 287.320513 -2.962067 17.772403 11.848269 NaN 14.810336 18954 SP400 caleb_strategy_v3 [-1] 492.169339 -154.418396 -8.127284 26.413673 10.159105 NaN 18.286389 18958 LEANHOG caleb_strategy_v3 [1] 14.325104 -863.86808 -8.72594 174.518804 157.066924 NaN 165.792864 18960 SOYOIL caleb_strategy_v3 [-1] 13.185194 -811.516334 -7.584265 -22.752794 -37.921324 NaN -30.337059 18939 ROBUSTA caleb_strategy_v3 [1] 2229.712728 -313.941788 -8.969765 NaN NaN NaN NaN 18940 ROBUSTA caleb_strategy_v3 [1] 2229.712728 8915.946771 -9440.678044 NaN NaN NaN NaN 18941 ROBUSTA caleb_strategy_v3 [1] 2229.712728 -648.065547 -11.212207 139.031363 116.60695 NaN 127.819156 18950 DOW caleb_strategy_v3 [1] 4679.295384 425.277705 -2.137074 -136.772729 -141.046877 NaN -138.909803 18955 DOW caleb_strategy_v3 [1] 4679.295384 49971.198824 -49684.830923 NaN NaN NaN NaN 18961 DOW caleb_strategy_v3 [1] 4679.295384 133.567118 -1.068537 NaN NaN NaN NaN 18965 DOW caleb_strategy_v3 [1] 4679.295384 49795.958765 -49860.070982 NaN NaN NaN NaN 18967 DOW caleb_strategy_v3 [1] 4679.295384 -88.688567 -1.068537 -21.370739 -23.507813 NaN -22.439276 18968 DOW caleb_strategy_v3 [1] 4679.295384 49770.313878 -49885.715869 NaN NaN NaN NaN 18969 DOW caleb_strategy_v3 [1] 4679.295384 -107.922232 -1.068537 51.289773 49.1527 NaN 50.221236 18970 DOW caleb_strategy_v3 [1] 4679.295384 -111.127842 -2.137074 55.563921 51.289773 NaN 53.426847 18962 NASDAQ_micro caleb_strategy_v3 [1] 2963.703226 -177.143243 -0.843539 -136.653359 -138.340437 NaN -137.496898 18956 NASDAQ_micro caleb_strategy_v3 [1] 2963.703226 41799.478742 -41965.655975 NaN NaN NaN NaN 18951 NASDAQ_micro caleb_strategy_v3 [1] 2963.703226 -140.449285 -0.42177 -25.306178 -26.149717 NaN -25.727947 18952 MXP caleb_strategy_v3 [1] 0.003996 -112.617509 -12.513057 0.0 -25.026113 NaN -12.513057 18963 MXP caleb_strategy_v3 [1] 0.003996 12.513057 -12.513057 25.026113 0.0 NaN 12.513057 18957 MXP caleb_strategy_v3 [1] 0.003996 67332.757503 -67482.914182 NaN NaN NaN NaN 18966 MXP caleb_strategy_v3 [1] 0.003996 -12.513057 -12.513057 225.235019 200.208905 NaN 212.721962 18953 VIX caleb_strategy_v3 [-1] 5.938366 42.099121 -42.099121 -0.0 -84.198242 NaN -42.099121 18964 VIX caleb_strategy_v3 [-1] 5.938366 42.099121 -42.099121 84.198242 -0.0 NaN 42.099121 18959 VIX caleb_strategy_v3 [-1] 5.938366 -16755.450126 16755.450126 NaN NaN NaN NaN ========================================================================================================================================================================= 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 18937 NIKKEI caleb_strategy_v3 [1] 0.674723 -278.323179 -1.686807 3.373614 0.0 NaN 1.686807 18938 DAX caleb_strategy_v3 [1] 1.174045 70.4427 -1.174045 32.87326 30.52517 NaN 31.699215 18942 COPPER caleb_strategy_v3 [1] 25000.0 337.5 -12.5 37.5 12.5 NaN 25.0 18943 PLAT caleb_strategy_v3 [-1] 50.0 -42.5 -12.5 25.0 -0.0 NaN 12.5 18944 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -505.0 -5.0 -70.0 -80.0 NaN -75.0 18945 SILVER-mini caleb_strategy_v3 [1] 2500.0 -1125.0 -62.5 -93.75 -218.75 NaN -156.25 18946 DX caleb_strategy_v3 [1] 1000.0 212.5 -2.5 -10.0 NaN NaN -12.5 18947 CANOLA caleb_strategy_v3 [-1] 14.497166 -61.612955 -2.174575 -11.597733 -15.946882 NaN -13.772308 18948 COFFEE caleb_strategy_v3 [-1] 375.0 1453.125 -46.875 -600.0 -693.75 NaN -646.875 18949 EUR caleb_strategy_v3 [-1] 125000.0 303.125 -3.125 18.75 12.5 NaN 15.625 18954 SP400 caleb_strategy_v3 [-1] 100.0 -760.0 -40.0 130.0 50.0 NaN 90.0 18958 LEANHOG caleb_strategy_v3 [1] 400.0 -495.0 -5.0 100.0 90.0 NaN 95.0 18960 SOYOIL caleb_strategy_v3 [-1] 600.0 -642.0 -6.0 -18.0 -30.0 NaN -24.0 18939 ROBUSTA caleb_strategy_v3 [1] 10.0 -700.0 -20.0 NaN NaN NaN NaN 18940 ROBUSTA caleb_strategy_v3 [1] 10.0 19880.0 -21050.0 NaN NaN NaN NaN 18941 ROBUSTA caleb_strategy_v3 [1] 10.0 -1445.0 -25.0 310.0 260.0 NaN 285.0 18950 DOW caleb_strategy_v3 [1] 0.5 99.5 -0.5 -32.0 -33.0 NaN -32.5 18955 DOW caleb_strategy_v3 [1] 0.5 11691.5 -11624.5 NaN NaN NaN NaN 18961 DOW caleb_strategy_v3 [1] 0.5 31.25 -0.25 NaN NaN NaN NaN 18965 DOW caleb_strategy_v3 [1] 0.5 11650.5 -11665.5 NaN NaN NaN NaN 18967 DOW caleb_strategy_v3 [1] 0.5 -20.75 -0.25 -5.0 -5.5 NaN -5.25 18968 DOW caleb_strategy_v3 [1] 0.5 11644.5 -11671.5 NaN NaN NaN NaN 18969 DOW caleb_strategy_v3 [1] 0.5 -25.25 -0.25 12.0 11.5 NaN 11.75 18970 DOW caleb_strategy_v3 [1] 0.5 -26.0 -0.5 13.0 12.0 NaN 12.5 18962 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -105.0 -0.5 -81.0 -82.0 NaN -81.5 18956 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24776.25 -24874.75 NaN NaN NaN NaN 18951 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -83.25 -0.25 -15.0 -15.5 NaN -15.25 18952 MXP caleb_strategy_v3 [1] 500000.0 -22.5 -2.5 0.0 -5.0 NaN -2.5 18963 MXP caleb_strategy_v3 [1] 500000.0 2.5 -2.5 5.0 0.0 NaN 2.5 18957 MXP caleb_strategy_v3 [1] 500000.0 13452.5 -13482.5 NaN NaN NaN NaN 18966 MXP caleb_strategy_v3 [1] 500000.0 -2.5 -2.5 45.0 40.0 NaN 42.5 18953 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -0.0 -50.0 NaN -25.0 18964 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 18959 VIX caleb_strategy_v3 [-1] 1000.0 -9950.0 9950.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -61.612955 COFFEE 1453.125 COPPER 337.5 CRUDE_W -505.0 DAX 70.4427 DOW 35045.25 DX 212.5 EUR 303.125 LEANHOG -495.0 MXP 13430.0 NASDAQ_micro 24588.0 NIKKEI -278.323179 PLAT -42.5 ROBUSTA 17735.0 SILVER-mini -1125.0 SOYOIL -642.0 SP400 -760.0 VIX -9900.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 79365.506567 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.174575 COFFEE -46.875 COPPER -12.5 CRUDE_W -5.0 DAX -1.174045 DOW -34963.25 DX -2.5 EUR -3.125 LEANHOG -5.0 MXP -13490.0 NASDAQ_micro -24875.5 NIKKEI -1.686807 PLAT -12.5 ROBUSTA -21095.0 SILVER-mini -62.5 SOYOIL -6.0 SP400 -40.0 VIX 9900.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -84724.785427 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -11.597733 COFFEE -600.0 COPPER 37.5 CRUDE_W -70.0 DAX 32.87326 DOW -12.0 DX -10.0 EUR 18.75 LEANHOG 100.0 MXP 50.0 NASDAQ_micro -96.0 NIKKEI 3.373614 PLAT 25.0 ROBUSTA 310.0 SILVER-mini -93.75 SOYOIL -18.0 SP400 130.0 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -153.850858 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -15.946882 COFFEE -693.75 COPPER 12.5 CRUDE_W -80.0 DAX 30.52517 DOW -15.0 DX 0 EUR 12.5 LEANHOG 90.0 MXP 35.0 NASDAQ_micro -97.5 NIKKEI 0.0 PLAT -0.0 ROBUSTA 260.0 SILVER-mini -218.75 SOYOIL -30.0 SP400 50.0 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -710.421712 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 COFFEE 0 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 DX 0 EUR 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 PLAT 0 ROBUSTA 0 SILVER-mini 0 SOYOIL 0 SP400 0 VIX 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 CANOLA -13.772308 COFFEE -646.875 COPPER 25.0 CRUDE_W -75.0 DAX 31.699215 DOW -13.5 DX -12.5 EUR 15.625 LEANHOG 95.0 MXP 42.5 NASDAQ_micro -96.75 NIKKEI 1.686807 PLAT 12.5 ROBUSTA 285.0 SILVER-mini -156.25 SOYOIL -24.0 SP400 90.0 VIX 0.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -439.636285 ******************************************************************************** END OF REPORT ********************************************************************************