******************************************************************************** Trades report produced on 01/10/2025 21:39 from 30/09/2025 21:39 to 01/10/2025 21:39 ******************************************************************************** ====================================================================================================== Broker orders ====================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19045 CANOLA caleb_strategy_v3 [20260100] 2025-10-01 13:05:38.000 [-1] 614.20000 19044 COCOA caleb_strategy_v3 [20260300] 2025-10-01 13:01:14.000 [1] 6847.00000 19047 CRUDE_W caleb_strategy_v3 [20261200] 2025-10-01 13:06:59.000 [1] 60.68000 19040 DAX caleb_strategy_v3 [20251200] 2025-10-01 07:02:35.000 [1] 23874.00000 19041 DAX caleb_strategy_v3 [20251200] 2025-10-01 07:03:35.000 [1] 23905.00000 19042 DAX caleb_strategy_v3 [20251200] 2025-10-01 07:04:36.000 [1] 23908.00000 19038 DAX caleb_strategy_v3 [20251200] 2025-10-01 07:00:36.000 [1] 23895.00000 19039 DAX caleb_strategy_v3 [20251200] 2025-10-01 07:01:35.000 [1] 23900.00000 19066 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-01 14:47:30.000 [-1] 356.32500 19043 GASOIL caleb_strategy_v3 [20251200] 2025-10-01 08:00:49.000 [-1] 676.50000 19060 GBP caleb_strategy_v3 [20251200] 2025-10-01 14:07:32.000 [1] 1.35160 19067 LEANHOG caleb_strategy_v3 [20251200] 2025-10-01 14:52:11.000 [-1] 88.12500 19068 MXP caleb_strategy_v3 [20251200] 2025-10-01 14:52:12.000 [1] 0.05421 19071 MXP caleb_strategy_v3 [20251200] 2025-10-01 15:09:39.000 [1] 0.05412 19062 MXP caleb_strategy_v3 [20251200] 2025-10-01 14:12:35.000 [1] 0.05420 19070 MXP caleb_strategy_v3 [20251200] 2025-10-01 19:45:07.446 [0] NaN 19064 MXP caleb_strategy_v3 [20251200] 2025-10-01 19:45:07.137 [0] NaN 19037 NIKKEI caleb_strategy_v3 [20251200] 2025-10-01 02:01:16.000 [1] 44465.00000 19046 PLAT caleb_strategy_v3 [20260100] 2025-10-01 13:06:36.000 [1] 1604.00000 19054 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260300] 2025-10-01 13:32:25.000 [1] 16.15000 19063 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.976 [0] NaN 19059 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.818 [0] NaN 19058 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 13:53:34.000 [-1] 15.71000 19057 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.661 [0] NaN 19056 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 13:42:33.000 [-1] 15.71000 19055 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.504 [0] NaN 19069 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 14:59:14.000 [-1] 15.63000 19053 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 13:32:22.000 [-1] 15.71000 19052 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260300] 2025-10-01 13:27:08.000 [1] 16.15000 19051 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.347 [0] NaN 19050 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260300] 2025-10-01 13:17:04.000 [1] 16.16000 19049 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:06.176 [0] NaN 19048 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260300] 2025-10-01 13:07:00.000 [1] 16.19000 19065 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500] 2025-10-01 19:45:07.286 [0] NaN 19061 VIX caleb_strategy_v3 [20260100] 2025-10-01 14:12:33.000 [-1] 20.70000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19037 NIKKEI caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 03:01:16.151000 2025-10-01 02:01:16 97276.151 NaN 19040 DAX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 08:02:35.847000 2025-10-01 07:02:35 115355.847 NaN 19041 DAX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 08:03:35.855000 2025-10-01 07:03:35 115415.855 NaN 19042 DAX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 08:04:35.872000 2025-10-01 07:04:36 115475.872 NaN 19038 DAX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 08:00:36.043000 2025-10-01 07:00:36 115236.043 NaN 19039 DAX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 08:01:35.645000 2025-10-01 07:01:35 115295.645 NaN 19043 GASOIL caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 09:00:41.483000 2025-10-01 08:00:49 118841.483 NaN 19044 COCOA caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 14:00:48.022000 2025-10-01 13:01:14 136848.022 NaN 19045 CANOLA caleb_strategy_v3 2025-09-29 00:00:00 2025-10-01 14:01:14.954000 2025-10-01 13:05:38 223274.954 NaN 19046 PLAT caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 14:05:39.446000 2025-10-01 13:06:36 137139.446 NaN 19047 CRUDE_W caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 14:06:38.078000 2025-10-01 13:06:59 137198.078 NaN 19060 GBP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:04:56.463000 2025-10-01 14:07:32 140696.463 NaN 19061 VIX caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:07:33.490000 2025-10-01 14:12:33 140853.49 NaN 19066 FEEDCOW caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:42:45.474000 2025-10-01 14:47:30 142965.474 NaN 19067 LEANHOG caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:47:31.697000 2025-10-01 14:52:11 143251.697 NaN 19062 MXP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:12:34.522000 2025-10-01 14:12:35 141154.522 NaN 19064 MXP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:22:39.627000 2025-10-01 19:45:07.137000 141759.627 15747.51 19068 MXP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:52:12.430000 2025-10-01 14:52:12 143532.43 NaN 19070 MXP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 15:59:18.802000 2025-10-01 19:45:07.446000 143958.802 13548.644 19071 MXP caleb_strategy_v3 2025-09-30 00:00:00 2025-10-01 16:09:39.109000 2025-10-01 15:09:39 144579.109 NaN 19048 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:06:59.966000 2025-10-01 13:07:00 76019.966 NaN 19049 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:07:01.206000 2025-10-01 19:45:06.176000 76021.206 20284.97 19050 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:17:04.820000 2025-10-01 13:17:04 76624.82 NaN 19051 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:17:05.223000 2025-10-01 19:45:06.347000 76625.223 19681.124 19052 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:27:08.606000 2025-10-01 13:27:08 77228.606 NaN 19053 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:27:09.174000 2025-10-01 13:32:22 77229.174 NaN 19054 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:32:25.850000 2025-10-01 13:32:25 77545.85 NaN 19055 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:32:26.438000 2025-10-01 19:45:06.504000 77546.438 18760.066 19056 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:42:29.864000 2025-10-01 13:42:33 78149.864 NaN 19057 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:43:30.331000 2025-10-01 19:45:06.661000 78210.331 18096.33 19058 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:53:33.935000 2025-10-01 13:53:34 78813.935 NaN 19059 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 14:54:33.969000 2025-10-01 19:45:06.818000 78873.969 17432.849 19063 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 15:12:35.746000 2025-10-01 19:45:06.976000 79955.746 16351.23 19065 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 15:32:40.137000 2025-10-01 19:45:07.286000 81160.137 15147.149 19069 SUGAR11 _ROLL_PSEUDO_STRATEGY 2025-09-30 17:00:00 2025-10-01 15:52:13.222000 2025-10-01 14:59:14 82333.222 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 19037 NIKKEI caleb_strategy_v3 [1] 44800.0 None 44577.5 44580.0 44575.0 44575.0 44465.0 222.5 -2.5 115.0 110.0 NaN 112.5 19040 DAX caleb_strategy_v3 [1] 24039.0 None 23952.0 23953.0 23951.0 23951.0 23874.0 87.0 -1.0 79.0 77.0 NaN 78.0 19041 DAX caleb_strategy_v3 [1] 24039.0 None 23952.0 23953.0 23951.0 23951.0 23905.0 87.0 -1.0 48.0 46.0 NaN 47.0 19042 DAX caleb_strategy_v3 [1] 24039.0 None 23952.0 23953.0 23951.0 23951.0 23908.0 87.0 -1.0 45.0 43.0 NaN 44.0 19038 DAX caleb_strategy_v3 [1] 24039.0 None 23952.0 23953.0 23951.0 23951.0 23895.0 87.0 -1.0 58.0 56.0 NaN 57.0 19039 DAX caleb_strategy_v3 [1] 24039.0 None 23952.0 23953.0 23951.0 23951.0 23900.0 87.0 -1.0 53.0 51.0 NaN 52.0 19043 GASOIL caleb_strategy_v3 [-1] 674.0 None 676.625 676.5 676.75 676.75 676.5 2.625 -0.125 -0.0 -0.25 NaN -0.125 19044 COCOA caleb_strategy_v3 [1] 6774.0 None 6846.5 6850.0 6843.0 6843.0 6847.0 -72.5 -3.5 3.0 -4.0 NaN -0.5 19045 CANOLA caleb_strategy_v3 [-1] 618.2 None 615.8 615.7 615.9 615.9 614.2 -2.4 -0.1 -1.5 -1.7 NaN -1.6 19046 PLAT caleb_strategy_v3 [1] 1609.7 None 1604.2 1604.4 1604.0 1604.0 1604.0 5.5 -0.2 0.4 0.0 NaN 0.2 19047 CRUDE_W caleb_strategy_v3 [1] 61.17 None 60.68 60.69 60.67 60.67 60.68 0.49 -0.01 0.01 -0.01 NaN 0.0 19060 GBP caleb_strategy_v3 [1] 1.3452 None 1.35165 1.3517 1.3516 1.3516 1.3516 -0.00645 -0.00005 0.0001 0.0 NaN 0.00005 19061 VIX caleb_strategy_v3 [-1] 20.75 None 20.725 20.7 20.75 20.75 20.7 -0.025 -0.025 -0.0 -0.05 NaN -0.025 19066 FEEDCOW caleb_strategy_v3 [-1] 353.4 None 356.625 356.575 356.675 356.675 356.325 3.225 -0.05 -0.25 -0.35 NaN -0.3 19067 LEANHOG caleb_strategy_v3 [-1] 88.75 None 88.5375 88.525 88.55 88.55 88.125 -0.2125 -0.0125 -0.4 -0.425 NaN -0.4125 19062 MXP caleb_strategy_v3 [1] 0.05413 None 0.05421 0.05422 0.0542 0.0542 0.0542 -0.00008 -0.00001 0.00002 0.0 NaN 0.00001 19064 MXP caleb_strategy_v3 [1] 0.05413 None 0.02711 0.05422 0.0 0.0 NaN 0.02702 -0.02711 NaN NaN NaN NaN 19068 MXP caleb_strategy_v3 [1] 0.05413 None 0.054155 0.05416 0.05415 0.05415 0.05421 -0.000025 -0.000005 -0.00005 -0.00006 NaN -0.000055 19070 MXP caleb_strategy_v3 [1] 0.05413 None 0.027115 0.05423 0.0 0.0 NaN 0.027015 -0.027115 NaN NaN NaN NaN 19071 MXP caleb_strategy_v3 [1] 0.05413 None 0.054135 0.05414 0.05413 0.05413 0.05412 -0.000005 -0.000005 0.00002 0.00001 NaN 0.000015 19048 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 16.6 None 16.235 16.24 16.23 16.23 16.19 0.365 -0.005 0.05 0.04 NaN 0.045 19049 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.805 15.8 15.81 15.81 NaN -0.335 -0.005 NaN NaN NaN NaN 19050 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 16.6 None 16.235 16.24 16.23 16.23 16.16 0.365 -0.005 0.08 0.07 NaN 0.075 19051 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 7.885 15.77 0.0 0.0 NaN -8.255 7.885 NaN NaN NaN NaN 19052 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 16.6 None 16.235 16.24 16.23 16.23 16.15 0.365 -0.005 0.09 0.08 NaN 0.085 19053 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.76 15.75 15.77 15.77 15.71 -0.38 -0.01 -0.04 -0.06 NaN -0.05 19054 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 16.6 None 16.235 16.24 16.23 16.23 16.15 0.365 -0.005 0.09 0.08 NaN 0.085 19055 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 7.855 15.71 0.0 0.0 NaN -8.285 7.855 NaN NaN NaN NaN 19056 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.715 15.71 15.72 15.72 15.71 -0.425 -0.005 -0.0 -0.01 NaN -0.005 19057 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 7.85 15.7 0.0 0.0 NaN -8.29 7.85 NaN NaN NaN NaN 19058 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.705 15.7 15.71 15.71 15.71 -0.435 -0.005 0.01 -0.0 NaN 0.005 19059 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 7.85 15.7 0.0 0.0 NaN -8.29 7.85 NaN NaN NaN NaN 19063 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.725 15.72 15.73 15.73 NaN -0.415 -0.005 NaN NaN NaN NaN 19065 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 7.85 15.7 0.0 0.0 NaN -8.29 7.85 NaN NaN NaN NaN 19069 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 16.14 None 15.675 15.67 15.68 15.68 15.63 -0.465 -0.005 -0.04 -0.05 NaN -0.045 ======================================================================================================================================================================= 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 19037 NIKKEI caleb_strategy_v3 [1] 6726.844274 330.764309 -3.716453 170.956834 163.523928 NaN 167.240381 19040 DAX caleb_strategy_v3 [1] 3054.162213 284.857168 -3.27422 258.663406 252.114965 NaN 255.389186 19041 DAX caleb_strategy_v3 [1] 3054.162213 284.857168 -3.27422 157.162576 150.614135 NaN 153.888355 19042 DAX caleb_strategy_v3 [1] 3054.162213 284.857168 -3.27422 147.339915 140.791474 NaN 144.065694 19038 DAX caleb_strategy_v3 [1] 3054.162213 284.857168 -3.27422 189.904779 183.356338 NaN 186.630559 19039 DAX caleb_strategy_v3 [1] 3054.162213 284.857168 -3.27422 173.533677 166.985237 NaN 170.259457 19043 GASOIL caleb_strategy_v3 [-1] 180.083772 145.765494 -6.941214 -0.0 -13.882428 NaN -6.941214 19044 COCOA caleb_strategy_v3 [1] 3245.724561 -223.370772 -10.783417 9.242928 -12.323905 NaN -1.540488 19045 CANOLA caleb_strategy_v3 [-1] 137.977925 -173.940867 -7.247536 -108.713042 -123.208114 NaN -115.960578 19046 PLAT caleb_strategy_v3 [1] 425.494395 129.261397 -4.700414 9.400829 0.0 NaN 4.700414 19047 CRUDE_W caleb_strategy_v3 [1] 15.101987 324.460617 -6.621645 6.621645 -6.621645 NaN 0.0 19060 GBP caleb_strategy_v3 [1] 0.086706 -743.893398 -5.766615 11.533231 0.0 NaN 5.766615 19061 VIX caleb_strategy_v3 [-1] 5.687343 -43.957257 -43.957257 -0.0 -87.914514 NaN -43.957257 19066 FEEDCOW caleb_strategy_v3 [-1] 62.534218 515.717649 -7.995622 -39.978112 -55.969357 NaN -47.973735 19067 LEANHOG caleb_strategy_v3 [-1] 19.378749 -109.6562 -6.450365 -206.411671 -219.312401 NaN -212.862036 19062 MXP caleb_strategy_v3 [1] 0.003928 -203.679432 -25.459929 50.919858 0.0 NaN 25.459929 19064 MXP caleb_strategy_v3 [1] 0.003928 68792.728301 -69021.867663 NaN NaN NaN NaN 19068 MXP caleb_strategy_v3 [1] 0.003928 -63.649823 -12.729965 -127.299645 -152.759574 NaN -140.02961 19070 MXP caleb_strategy_v3 [1] 0.003928 68779.998337 -69034.597627 NaN NaN NaN NaN 19071 MXP caleb_strategy_v3 [1] 0.003928 -12.729965 -12.729965 50.919858 25.459929 NaN 38.189894 19048 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 3.705192 985.104236 -13.494579 134.945786 107.956629 NaN 121.451207 19049 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -904.136765 -13.494579 NaN NaN NaN NaN 19050 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 3.705192 985.104236 -13.494579 215.913257 188.9241 NaN 202.418679 19051 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -22279.549235 21280.95042 NaN NaN NaN NaN 19052 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 3.705192 985.104236 -13.494579 242.902414 215.913257 NaN 229.407836 19053 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -1025.587972 -26.989157 -107.956629 -161.934943 NaN -134.945786 19054 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 3.705192 985.104236 -13.494579 242.902414 215.913257 NaN 229.407836 19055 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -22360.516707 21199.982949 NaN NaN NaN NaN 19056 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -1147.039179 -13.494579 -0.0 -26.989157 NaN -13.494579 19057 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -22374.011285 21186.48837 NaN NaN NaN NaN 19058 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -1174.028336 -13.494579 26.989157 -0.0 NaN 13.494579 19059 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -22374.011285 21186.48837 NaN NaN NaN NaN 19063 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -1120.050022 -13.494579 NaN NaN NaN NaN 19065 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -22374.011285 21186.48837 NaN NaN NaN NaN 19069 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 3.705192 -1254.995808 -13.494579 -107.956629 -134.945786 NaN -121.451207 ============================================================================================================================================================================= 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 19037 NIKKEI caleb_strategy_v3 [1] 0.678109 150.879168 -1.695272 77.982491 74.591948 NaN 76.28722 19040 DAX caleb_strategy_v3 [1] 1.175335 102.254145 -1.175335 92.851465 90.500795 NaN 91.67613 19041 DAX caleb_strategy_v3 [1] 1.175335 102.254145 -1.175335 56.41608 54.06541 NaN 55.240745 19042 DAX caleb_strategy_v3 [1] 1.175335 102.254145 -1.175335 52.890075 50.539405 NaN 51.71474 19038 DAX caleb_strategy_v3 [1] 1.175335 102.254145 -1.175335 68.16943 65.81876 NaN 66.994095 19039 DAX caleb_strategy_v3 [1] 1.175335 102.254145 -1.175335 62.292755 59.942085 NaN 61.11742 19043 GASOIL caleb_strategy_v3 [-1] 100.0 262.5 -12.5 -0.0 -25.0 NaN -12.5 19044 COCOA caleb_strategy_v3 [1] 10.0 -725.0 -35.0 30.0 -40.0 NaN -5.0 19045 CANOLA caleb_strategy_v3 [-1] 14.374063 -34.497752 -1.437406 -21.561095 -24.435908 NaN -22.998502 19046 PLAT caleb_strategy_v3 [1] 50.0 275.0 -10.0 20.0 0.0 NaN 10.0 19047 CRUDE_W caleb_strategy_v3 [1] 1000.0 490.0 -10.0 10.0 -10.0 NaN 0.0 19060 GBP caleb_strategy_v3 [1] 62500.0 -403.125 -3.125 6.25 0.0 NaN 3.125 19061 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -0.0 -50.0 NaN -25.0 19066 FEEDCOW caleb_strategy_v3 [-1] 500.0 1612.5 -25.0 -125.0 -175.0 NaN -150.0 19067 LEANHOG caleb_strategy_v3 [-1] 400.0 -85.0 -5.0 -160.0 -170.0 NaN -165.0 19062 MXP caleb_strategy_v3 [1] 500000.0 -40.0 -5.0 10.0 0.0 NaN 5.0 19064 MXP caleb_strategy_v3 [1] 500000.0 13510.0 -13555.0 NaN NaN NaN NaN 19068 MXP caleb_strategy_v3 [1] 500000.0 -12.5 -2.5 -25.0 -30.0 NaN -27.5 19070 MXP caleb_strategy_v3 [1] 500000.0 13507.5 -13557.5 NaN NaN NaN NaN 19071 MXP caleb_strategy_v3 [1] 500000.0 -2.5 -2.5 10.0 5.0 NaN 7.5 19048 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 1120.0 408.8 -5.6 56.0 44.8 NaN 50.4 19049 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -375.2 -5.6 NaN NaN NaN NaN 19050 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 1120.0 408.8 -5.6 89.6 78.4 NaN 84.0 19051 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -9245.6 8831.2 NaN NaN NaN NaN 19052 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 1120.0 408.8 -5.6 100.8 89.6 NaN 95.2 19053 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -425.6 -11.2 -44.8 -67.2 NaN -56.0 19054 SUGAR11 _ROLL_PSEUDO_STRATEGY [1] 1120.0 408.8 -5.6 100.8 89.6 NaN 95.2 19055 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -9279.2 8797.6 NaN NaN NaN NaN 19056 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -476.0 -5.6 -0.0 -11.2 NaN -5.6 19057 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -9284.8 8792.0 NaN NaN NaN NaN 19058 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -487.2 -5.6 11.2 -0.0 NaN 5.6 19059 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -9284.8 8792.0 NaN NaN NaN NaN 19063 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -464.8 -5.6 NaN NaN NaN NaN 19065 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -9284.8 8792.0 NaN NaN NaN NaN 19069 SUGAR11 _ROLL_PSEUDO_STRATEGY [-1] 1120.0 -520.8 -5.6 -44.8 -56.0 NaN -50.4 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SUGAR11 -47493.6 caleb_strategy_v3 CANOLA -34.497752 COCOA -725.0 CRUDE_W 490.0 DAX 511.270725 FEEDCOW 1612.5 GASOIL 262.5 GBP -403.125 LEANHOG -85.0 MXP 26962.5 NIKKEI 150.879168 PLAT 275.0 VIX -25.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -47493.6 caleb_strategy_v3 28992.027141 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SUGAR11 43943.2 caleb_strategy_v3 CANOLA -1.437406 COCOA -35.0 CRUDE_W -10.0 DAX -5.876675 FEEDCOW -25.0 GASOIL -12.5 GBP -3.125 LEANHOG -5.0 MXP -27122.5 NIKKEI -1.695272 PLAT -10.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 43943.2 caleb_strategy_v3 -27257.134353 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SUGAR11 268.8 caleb_strategy_v3 CANOLA -21.561095 COCOA 30.0 CRUDE_W 10.0 DAX 332.619805 FEEDCOW -125.0 GASOIL -0.0 GBP 6.25 LEANHOG -160.0 MXP -5.0 NIKKEI 77.982491 PLAT 20.0 VIX -0.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 268.8 caleb_strategy_v3 165.291201 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SUGAR11 168.0 caleb_strategy_v3 CANOLA -24.435908 COCOA -40.0 CRUDE_W -10.0 DAX 320.866455 FEEDCOW -175.0 GASOIL -25.0 GBP 0.0 LEANHOG -170.0 MXP -25.0 NIKKEI 74.591948 PLAT 0.0 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 168.0 caleb_strategy_v3 -123.977505 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SUGAR11 0 caleb_strategy_v3 CANOLA 0 COCOA 0 CRUDE_W 0 DAX 0 FEEDCOW 0 GASOIL 0 GBP 0 LEANHOG 0 MXP 0 NIKKEI 0 PLAT 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 SUGAR11 218.4 caleb_strategy_v3 CANOLA -22.998502 COCOA -5.0 CRUDE_W 0.0 DAX 326.74313 FEEDCOW -150.0 GASOIL -12.5 GBP 3.125 LEANHOG -165.0 MXP -15.0 NIKKEI 76.28722 PLAT 10.0 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 218.4 caleb_strategy_v3 20.656848 ******************************************************************************** END OF REPORT ********************************************************************************