******************************************************************************** Trades report produced on 29/09/2025 21:39 from 28/09/2025 21:39 to 29/09/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19007 COCOA caleb_strategy_v3 [20260300] 2025-09-29 13:00:55.000 [-1] 7019.000000 19013 COFFEE caleb_strategy_v3 [20260300] 2025-09-29 13:26:14.000 [-1] 360.600000 19008 COFFEE caleb_strategy_v3 [20260300] 2025-09-29 19:45:08.535 [0] NaN 19011 COFFEE caleb_strategy_v3 [20260300] 2025-09-29 19:45:08.602 [0] NaN 19029 DOW caleb_strategy_v3 [20251200] 2025-09-29 14:04:09.000 [1] 46498.000000 19005 GASOIL caleb_strategy_v3 [20260100] 2025-09-29 08:01:09.000 [1] 685.000000 19014 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:26:16.000 [1, -1] -0.640000 19026 GAS_US_mini caleb_strategy_v3 [20251200] 2025-09-29 13:38:40.000 [-1] 3.840000 19012 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:26:11.000 [1, -1] -0.640000 19024 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:36:39.000 [1, -1] -0.635000 19023 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:35:54.000 [1, -1] -0.635000 19010 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:16:06.000 [1, -1] -0.650000 19021 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:34:34.000 [1, -1] -0.640000 19025 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:38:33.000 [1, -1] -0.635000 19019 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:31:31.000 [1, -1] -0.640000 19018 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:30:16.000 [1, -1] -0.640000 19017 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:29:44.000 [1, -1] -0.640000 19016 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:28:16.000 [1, -1] -0.640000 19015 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:27:44.000 [1, -1] -0.640000 19020 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:32:17.000 [1, -1] -0.635000 19022 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20251100, 20251200] 2025-09-29 13:34:38.000 [1, -1] -0.635000 19032 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-29 14:16:41.000 [1] 24941.500000 19033 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-29 19:45:08.669 [0] NaN 19034 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-29 14:33:00.000 [1] 24952.250000 19009 PLAT caleb_strategy_v3 [20260100] 2025-09-29 13:11:04.000 [-1] 1621.600000 19006 ROBUSTA caleb_strategy_v3 [20260100] 2025-09-29 09:03:29.000 [1] 4221.000000 19028 RUSSELL caleb_strategy_v3 [20251200] 2025-09-29 14:00:51.000 [-1] 2455.000000 19027 SP500_micro caleb_strategy_v3 [20251200] 2025-09-29 14:00:50.000 [1] 6724.500000 19030 US10U caleb_strategy_v3 [20251200] 2025-09-29 14:08:44.000 [-1] 115.078125 19031 US5 caleb_strategy_v3 [20251200] 2025-09-29 14:09:38.000 [-1] 109.148438 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19005 GASOIL caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 09:00:37.998000 2025-09-29 08:01:09 291637.998 NaN 19006 ROBUSTA caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 10:00:39.614000 2025-09-29 09:03:29 295239.614 NaN 19007 COCOA caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:00:55.902000 2025-09-29 13:00:55 309655.902 NaN 19009 PLAT caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:10:57.888000 2025-09-29 13:11:04 310257.888 NaN 19010 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:11:06.426000 2025-09-29 13:16:06 241866.426 NaN 19012 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:26:10.565000 2025-09-29 13:26:11 242770.565 NaN 19014 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:26:15.455000 2025-09-29 13:26:16 242775.455 NaN 19015 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:27:15.210000 2025-09-29 13:27:44 242835.21 NaN 19016 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:28:15.320000 2025-09-29 13:28:16 242895.32 NaN 19017 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:29:15.739000 2025-09-29 13:29:44 242955.739 NaN 19018 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:30:15.831000 2025-09-29 13:30:16 243015.831 NaN 19019 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:31:16.328000 2025-09-29 13:31:31 243076.328 NaN 19020 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:32:16.358000 2025-09-29 13:32:17 243136.358 NaN 19021 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:33:16.217000 2025-09-29 13:34:34 243196.217 NaN 19022 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:34:37.613000 2025-09-29 13:34:38 243277.613 NaN 19023 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:35:38.221000 2025-09-29 13:35:54 243338.221 NaN 19024 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:36:38.357000 2025-09-29 13:36:39 243398.357 NaN 19025 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2025-09-26 19:00:00 2025-09-29 14:37:38.383000 2025-09-29 13:38:33 243458.383 NaN 19026 GAS_US_mini caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:38:40.714000 2025-09-29 13:38:40 311920.714 NaN 19027 SP500_micro caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:00:44.303000 2025-09-29 14:00:50 313244.303 NaN 19028 RUSSELL caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:00:51.410000 2025-09-29 14:00:51 313251.41 NaN 19029 DOW caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:00:52.818000 2025-09-29 14:04:09 313252.818 NaN 19030 US10U caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:04:10.006000 2025-09-29 14:08:44 313450.006 NaN 19031 US5 caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:08:45.010000 2025-09-29 14:09:38 313725.01 NaN 19032 NASDAQ_micro caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:09:39.314000 2025-09-29 14:16:41 313779.314 NaN 19033 NASDAQ_micro caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:16:44.866000 2025-09-29 19:45:08.669000 314204.866 16103.803 19034 NASDAQ_micro caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 15:26:48.250000 2025-09-29 14:33:00 314808.25 NaN 19008 COFFEE caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:00:56.798000 2025-09-29 19:45:08.535000 309656.798 20651.737 19011 COFFEE caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:16:09.832000 2025-09-29 19:45:08.602000 310569.832 19738.77 19013 COFFEE caleb_strategy_v3 2025-09-26 00:00:00 2025-09-29 14:26:14.836000 2025-09-29 13:26:14 311174.836 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 19005 GASOIL caleb_strategy_v3 [1] 689.5 None 684.5 684.75 684.25 684.25 685.0 5.0 -0.25 -0.25 -0.75 NaN -0.5 19006 ROBUSTA caleb_strategy_v3 [1] 4174.0 None 4205.5 4208.0 4203.0 4203.0 4221.0 -31.5 -2.5 -13.0 -18.0 NaN -15.5 19007 COCOA caleb_strategy_v3 [-1] 6967.0 None 7013.0 7010.0 7016.0 7016.0 7019.0 46.0 -3.0 9.0 3.0 NaN 6.0 19009 PLAT caleb_strategy_v3 [-1] 1612.9 None 1621.4 1621.2 1621.6 1621.6 1621.6 8.5 -0.2 0.4 -0.0 NaN 0.2 19010 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.65 -0.645 -0.655 -0.655 -0.65 0.005 -0.005 0.005 -0.005 NaN -0.0 19012 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.3225 -0.645 0.0 0.0 -0.64 -0.3225 0.3225 -0.005 0.64 NaN 0.3175 19014 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.3225 -0.645 0.0 0.0 -0.64 -0.3225 0.3225 -0.005 0.64 NaN 0.3175 19015 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.65 -0.645 -0.655 -0.655 -0.64 0.005 -0.005 -0.005 -0.015 NaN -0.01 19016 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.32 -0.64 0.0 0.0 -0.64 -0.325 0.32 0.0 0.64 NaN 0.32 19017 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.6525 -0.645 -0.66 -0.66 -0.64 0.0075 -0.0075 -0.005 -0.02 NaN -0.0125 19018 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.32 -0.64 0.0 0.0 -0.64 -0.325 0.32 0.0 0.64 NaN 0.32 19019 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.6525 -0.645 -0.66 -0.66 -0.64 0.0075 -0.0075 -0.005 -0.02 NaN -0.0125 19020 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.32 -0.64 0.0 0.0 -0.635 -0.325 0.32 -0.005 0.635 NaN 0.315 19021 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.6475 -0.64 -0.655 -0.655 -0.64 0.0025 -0.0075 0.0 -0.015 NaN -0.0075 19022 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.32 -0.64 0.0 0.0 -0.635 -0.325 0.32 -0.005 0.635 NaN 0.315 19023 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.6475 -0.64 -0.655 -0.655 -0.635 0.0025 -0.0075 -0.005 -0.02 NaN -0.0125 19024 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.3175 -0.635 0.0 0.0 -0.635 -0.3275 0.3175 -0.0 0.635 NaN 0.3175 19025 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] -0.645 None -0.6425 -0.635 -0.65 -0.65 -0.635 -0.0025 -0.0075 -0.0 -0.015 NaN -0.0075 19026 GAS_US_mini caleb_strategy_v3 [-1] 3.835 None 3.8225 3.82 3.825 3.825 3.84 -0.0125 -0.0025 0.02 0.015 NaN 0.0175 19027 SP500_micro caleb_strategy_v3 [1] 6697.25 None 6724.625 6724.75 6724.5 6724.5 6724.5 -27.375 -0.125 0.25 0.0 NaN 0.125 19028 RUSSELL caleb_strategy_v3 [-1] 2449.6 None 2449.05 2449.0 2449.1 2449.1 2455.0 -0.55 -0.05 6.0 5.9 NaN 5.95 19029 DOW caleb_strategy_v3 [1] 46621.0 None 46495.0 46496.0 46494.0 46494.0 46498.0 126.0 -1.0 -2.0 -4.0 NaN -3.0 19030 US10U caleb_strategy_v3 [-1] 114.75 None 115.101562 115.09375 115.109375 115.109375 115.078125 0.351562 -0.007812 -0.015625 -0.03125 NaN -0.023438 19031 US5 caleb_strategy_v3 [-1] 109.046875 None 109.144531 109.140625 109.148438 109.148438 109.148438 0.097656 -0.003906 0.007813 0.0 NaN 0.003907 19032 NASDAQ_micro caleb_strategy_v3 [1] 24725.75 None 24940.5 24940.75 24940.25 24940.25 24941.5 -214.75 -0.25 -0.75 -1.25 NaN -1.0 19033 NASDAQ_micro caleb_strategy_v3 [1] 24725.75 None 12470.75 24941.5 0.0 0.0 NaN 12255.0 -12470.75 NaN NaN NaN NaN 19034 NASDAQ_micro caleb_strategy_v3 [1] 24725.75 None 24946.25 24946.5 24946.0 24946.0 24952.25 -220.5 -0.25 -5.75 -6.25 NaN -6.0 19008 COFFEE caleb_strategy_v3 [-1] 359.4 None 360.4 360.3 360.5 360.5 NaN 1.0 -0.1 NaN NaN NaN NaN 19011 COFFEE caleb_strategy_v3 [-1] 359.4 None 180.875 361.75 0.0 0.0 NaN -178.525 180.875 NaN NaN NaN NaN 19013 COFFEE caleb_strategy_v3 [-1] 359.4 None 359.875 359.75 360.0 360.0 360.6 0.475 -0.125 0.85 0.6 NaN 0.725 ========================================================================================================================================================================== 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 19005 GASOIL caleb_strategy_v3 [1] 181.876811 274.911352 -13.745568 -13.745568 -41.236703 NaN -27.491135 19006 ROBUSTA caleb_strategy_v3 [1] 2100.486606 -149.96525 -11.902004 -61.890421 -85.694429 NaN -73.792425 19007 COCOA caleb_strategy_v3 [-1] 3249.844027 141.545255 -9.231212 27.693637 9.231212 NaN 18.462425 19009 PLAT caleb_strategy_v3 [-1] 418.923774 202.900874 -4.774138 9.548276 -0.0 NaN 4.774138 19010 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 37.952705 -37.952705 37.952705 -37.952705 NaN -0.0 19012 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2447.949501 2447.949501 -37.952705 4857.946297 NaN 2409.996796 19014 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2447.949501 2447.949501 -37.952705 4857.946297 NaN 2409.996796 19015 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 37.952705 -37.952705 -37.952705 -113.858116 NaN -75.905411 19016 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2466.925854 2428.973149 0.0 4857.946297 NaN 2428.973149 19017 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 56.929058 -56.929058 -37.952705 -151.810822 NaN -94.881764 19018 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2466.925854 2428.973149 0.0 4857.946297 NaN 2428.973149 19019 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 56.929058 -56.929058 -37.952705 -151.810822 NaN -94.881764 19020 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2466.925854 2428.973149 -37.952705 4819.993592 NaN 2391.020443 19021 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 18.976353 -56.929058 0.0 -113.858116 NaN -56.929058 19022 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2466.925854 2428.973149 -37.952705 4819.993592 NaN 2391.020443 19023 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 18.976353 -56.929058 -37.952705 -151.810822 NaN -94.881764 19024 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -2485.902207 2409.996796 -0.0 4819.993592 NaN 2409.996796 19025 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 1.317429 -18.976353 -56.929058 -0.0 -113.858116 NaN -56.929058 19026 GAS_US_mini caleb_strategy_v3 [-1] 1.317429 -94.881764 -18.976353 151.810822 113.858116 NaN 132.834469 19027 SP500_micro caleb_strategy_v3 [1] 607.704221 -450.465852 -2.056922 4.113843 0.0 NaN 2.056922 19028 RUSSELL caleb_strategy_v3 [-1] 410.16837 -13.409128 -1.219012 146.281392 143.843368 NaN 145.06238 19029 DOW caleb_strategy_v3 [1] 4479.756836 281.265266 -2.232264 -4.464528 -8.929056 NaN -6.696792 19030 US10U caleb_strategy_v3 [-1] 6.350377 553.608896 -12.30242 -24.60484 -49.20968 NaN -36.90726 19031 US5 caleb_strategy_v3 [-1] 3.279329 297.79338 -11.911735 23.824995 0.001525 NaN 11.91326 19032 NASDAQ_micro caleb_strategy_v3 [1] 2889.854506 -743.116996 -0.865095 -2.595286 -4.325477 NaN -3.460382 19033 NASDAQ_micro caleb_strategy_v3 [1] 2889.854506 42406.979224 -43153.556602 NaN NaN NaN NaN 19034 NASDAQ_micro caleb_strategy_v3 [1] 2889.854506 -763.014192 -0.865095 -19.897195 -21.627386 NaN -20.762291 19008 COFFEE caleb_strategy_v3 [-1] 153.831193 65.006322 -6.500632 NaN NaN NaN NaN 19011 COFFEE caleb_strategy_v3 [-1] 153.831193 -11605.253578 11758.018434 NaN NaN NaN NaN 19013 COFFEE caleb_strategy_v3 [-1] 153.831193 30.878003 -8.12579 55.255373 39.003793 NaN 47.129583 =============================================================================================================================================================================== 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 19005 GASOIL caleb_strategy_v3 [1] 100.0 500.0 -25.0 -25.0 -75.0 NaN -50.0 19006 ROBUSTA caleb_strategy_v3 [1] 10.0 -315.0 -25.0 -130.0 -180.0 NaN -155.0 19007 COCOA caleb_strategy_v3 [-1] 10.0 460.0 -30.0 90.0 30.0 NaN 60.0 19009 PLAT caleb_strategy_v3 [-1] 50.0 425.0 -10.0 20.0 -0.0 NaN 10.0 19010 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 12.5 -12.5 12.5 -12.5 NaN -0.0 19012 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -806.25 806.25 -12.5 1600.0 NaN 793.75 19014 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -806.25 806.25 -12.5 1600.0 NaN 793.75 19015 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 12.5 -12.5 -12.5 -37.5 NaN -25.0 19016 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -812.5 800.0 0.0 1600.0 NaN 800.0 19017 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 18.75 -18.75 -12.5 -50.0 NaN -31.25 19018 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -812.5 800.0 0.0 1600.0 NaN 800.0 19019 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 18.75 -18.75 -12.5 -50.0 NaN -31.25 19020 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -812.5 800.0 -12.5 1587.5 NaN 787.5 19021 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 6.25 -18.75 0.0 -37.5 NaN -18.75 19022 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -812.5 800.0 -12.5 1587.5 NaN 787.5 19023 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 6.25 -18.75 -12.5 -50.0 NaN -31.25 19024 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -818.75 793.75 -0.0 1587.5 NaN 793.75 19025 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1, -1] 2500.0 -6.25 -18.75 -0.0 -37.5 NaN -18.75 19026 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -31.25 -6.25 50.0 37.5 NaN 43.75 19027 SP500_micro caleb_strategy_v3 [1] 5.0 -136.875 -0.625 1.25 0.0 NaN 0.625 19028 RUSSELL caleb_strategy_v3 [-1] 5.0 -2.75 -0.25 30.0 29.5 NaN 29.75 19029 DOW caleb_strategy_v3 [1] 0.5 63.0 -0.5 -1.0 -2.0 NaN -1.5 19030 US10U caleb_strategy_v3 [-1] 1000.0 351.5625 -7.8125 -15.625 -31.25 NaN -23.4375 19031 US5 caleb_strategy_v3 [-1] 1000.0 97.65625 -3.90625 7.813 0.0005 NaN 3.90675 19032 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -429.5 -0.5 -1.5 -2.5 NaN -2.0 19033 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24510.0 -24941.5 NaN NaN NaN NaN 19034 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -441.0 -0.5 -11.5 -12.5 NaN -12.0 19008 COFFEE caleb_strategy_v3 [-1] 375.0 375.0 -37.5 NaN NaN NaN NaN 19011 COFFEE caleb_strategy_v3 [-1] 375.0 -66946.875 67828.125 NaN NaN NaN NaN 19013 COFFEE caleb_strategy_v3 [-1] 375.0 178.125 -46.875 318.75 225.0 NaN 271.875 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -5612.5 caleb_strategy_v3 COCOA 460.0 COFFEE -66393.75 DOW 63.0 GASOIL 500.0 GAS_US_mini -31.25 NASDAQ_micro 23639.5 PLAT 425.0 ROBUSTA -315.0 RUSSELL -2.75 SP500_micro -136.875 US10U 351.5625 US5 97.65625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -5612.5 caleb_strategy_v3 -41342.90625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 5487.5 caleb_strategy_v3 COCOA -30.0 COFFEE 67743.75 DOW -0.5 GASOIL -25.0 GAS_US_mini -6.25 NASDAQ_micro -24942.5 PLAT -10.0 ROBUSTA -25.0 RUSSELL -0.25 SP500_micro -0.625 US10U -7.8125 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 5487.5 caleb_strategy_v3 42691.90625 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -87.5 caleb_strategy_v3 COCOA 90.0 COFFEE 318.75 DOW -1.0 GASOIL -25.0 GAS_US_mini 50.0 NASDAQ_micro -13.0 PLAT 20.0 ROBUSTA -130.0 RUSSELL 30.0 SP500_micro 1.25 US10U -15.625 US5 7.813 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -87.5 caleb_strategy_v3 333.188 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 10887.5 caleb_strategy_v3 COCOA 30.0 COFFEE 225.0 DOW -2.0 GASOIL -75.0 GAS_US_mini 37.5 NASDAQ_micro -15.0 PLAT -0.0 ROBUSTA -180.0 RUSSELL 29.5 SP500_micro 0.0 US10U -31.25 US5 0.0005 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 10887.5 caleb_strategy_v3 18.7505 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 caleb_strategy_v3 COCOA 0 COFFEE 0 DOW 0 GASOIL 0 GAS_US_mini 0 NASDAQ_micro 0 PLAT 0 ROBUSTA 0 RUSSELL 0 SP500_micro 0 US10U 0 US5 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 GAS_US_mini 5400.0 caleb_strategy_v3 COCOA 60.0 COFFEE 271.875 DOW -1.5 GASOIL -50.0 GAS_US_mini 43.75 NASDAQ_micro -14.0 PLAT 10.0 ROBUSTA -155.0 RUSSELL 29.75 SP500_micro 0.625 US10U -23.4375 US5 3.90675 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 5400.0 caleb_strategy_v3 175.96925 ******************************************************************************** END OF REPORT ********************************************************************************