******************************************************************************** Trades report produced on 02/10/2025 21:39 from 01/10/2025 21:39 to 02/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19093 COCOA caleb_strategy_v3 [20260300] 2025-10-02 13:19:16.000 [-1] 6621.00000 19095 COFFEE caleb_strategy_v3 [20260300] 2025-10-02 13:33:17.000 [1] 365.95000 19094 COFFEE caleb_strategy_v3 [20260300] 2025-10-02 19:45:13.679 [0] NaN 19091 COFFEE caleb_strategy_v3 [20260300] 2025-10-02 19:45:13.610 [0] NaN 19090 COPPER caleb_strategy_v3 [20251200] 2025-10-02 13:00:52.000 [-1] 4.94750 19092 CRUDE_W caleb_strategy_v3 [20261200] 2025-10-02 13:11:44.000 [-1] 60.36000 19079 DAX caleb_strategy_v3 [20251200] 2025-10-02 19:45:13.268 [0] NaN 19081 DAX caleb_strategy_v3 [20251200] 2025-10-02 07:30:56.000 [1] 24403.00000 19076 DAX caleb_strategy_v3 [20251200] 2025-10-02 07:10:46.000 [1] 24409.00000 19080 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 07:30:55.000 [1] 5650.00000 19082 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 07:31:55.000 [1] 5652.00000 19084 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 07:33:55.000 [1] 5646.00000 19083 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 07:32:55.000 [1] 5650.00000 19078 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 19:45:13.199 [0] NaN 19075 EUROSTX caleb_strategy_v3 [20251200] 2025-10-02 19:45:13.131 [0] NaN 19098 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-02 14:32:40.000 [1] 349.45000 19100 LEANHOG caleb_strategy_v3 [20251200] 2025-10-02 14:33:03.000 [-1] 86.62500 19072 NIKKEI caleb_strategy_v3 [20251200] 2025-10-02 02:01:17.000 [-1] 44870.00000 19074 NIKKEI caleb_strategy_v3 [20251200] 2025-10-02 02:04:04.000 [-1] 44855.00000 19073 NIKKEI caleb_strategy_v3 [20251200] 2025-10-02 02:02:17.000 [-1] 44855.00000 19077 OAT caleb_strategy_v3 [20251200] 2025-10-02 07:10:48.000 [-1] 121.47000 19088 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-02 19:45:13.542 [0] NaN 19086 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-02 19:45:13.406 [0] NaN 19085 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-02 19:45:13.338 [0] NaN 19089 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-02 09:40:26.000 [-1] 4381.00000 19087 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-02 19:45:13.473 [0] NaN 19099 SOYOIL caleb_strategy_v3 [20260100] 2025-10-02 14:33:02.000 [1] 50.70000 19096 SP500_micro caleb_strategy_v3 [20251200] 2025-10-02 14:00:25.000 [-1] 6765.50000 19097 US10U caleb_strategy_v3 [20251200] 2025-10-02 14:06:04.000 [1] 115.40625 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19072 NIKKEI caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 03:01:17.283000 2025-10-02 02:01:17 97277.283 NaN 19073 NIKKEI caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 03:02:17.685000 2025-10-02 02:02:17 97337.685 NaN 19074 NIKKEI caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 03:03:17.692000 2025-10-02 02:04:04 97397.692 NaN 19077 OAT caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:10:47.542000 2025-10-02 07:10:48 115847.542 NaN 19090 COPPER caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:00:52.183000 2025-10-02 13:00:52 136852.183 NaN 19092 CRUDE_W caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:10:55.442000 2025-10-02 13:11:44 137455.442 NaN 19093 COCOA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:11:45.334000 2025-10-02 13:19:16 137505.334 NaN 19096 SP500_micro caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 15:00:25.938000 2025-10-02 14:00:25 140425.938 NaN 19097 US10U caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 15:00:27.170000 2025-10-02 14:06:04 140427.17 NaN 19098 FEEDCOW caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 15:30:11.158000 2025-10-02 14:32:40 142211.158 NaN 19099 SOYOIL caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 15:32:41.518000 2025-10-02 14:33:02 142361.518 NaN 19100 LEANHOG caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 15:33:03.751000 2025-10-02 14:33:03 142383.751 NaN 19085 ROBUSTA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 10:00:09.290000 2025-10-02 19:45:13.338000 122409.29 35104.048 19086 ROBUSTA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 10:10:15.730000 2025-10-02 19:45:13.406000 123015.73 34497.676 19087 ROBUSTA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 10:20:19.004000 2025-10-02 19:45:13.473000 123619.004 33894.469 19088 ROBUSTA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 10:30:22.622000 2025-10-02 19:45:13.542000 124222.622 33290.92 19089 ROBUSTA caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 10:40:26.101000 2025-10-02 09:40:26 124826.101 NaN 19075 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:00:39.158000 2025-10-02 19:45:13.131000 115239.158 42273.973 19078 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:10:51.959000 2025-10-02 19:45:13.199000 115851.959 41661.24 19080 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:30:55.745000 2025-10-02 07:30:55 117055.745 NaN 19082 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:31:55.800000 2025-10-02 07:31:55 117115.8 NaN 19083 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:32:55.844000 2025-10-02 07:32:55 117175.844 NaN 19084 EUROSTX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:33:55.778000 2025-10-02 07:33:55 117235.778 NaN 19091 COFFEE caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:00:53.850000 2025-10-02 19:45:13.610000 136853.85 20659.76 19094 COFFEE caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:19:31.246000 2025-10-02 19:45:13.679000 137971.246 19542.433 19095 COFFEE caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 14:29:35.119000 2025-10-02 13:33:17 138575.119 NaN 19081 DAX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:30:56.465000 2025-10-02 07:30:56 117056.465 NaN 19076 DAX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:10:39.990000 2025-10-02 07:10:46 115839.99 NaN 19079 DAX caleb_strategy_v3 2025-10-01 00:00:00 2025-10-02 08:20:52.458000 2025-10-02 19:45:13.268000 116452.458 41060.81 ==================================================================================================================================================================================================================================== 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 19072 NIKKEI caleb_strategy_v3 [-1] 44845.0 None 44837.5 44835.0 44840.0 44840.0 44870.0 -7.5 -2.5 35.0 30.0 NaN 32.5 19073 NIKKEI caleb_strategy_v3 [-1] 44845.0 None 44837.5 44835.0 44840.0 44840.0 44855.0 -7.5 -2.5 20.0 15.0 NaN 17.5 19074 NIKKEI caleb_strategy_v3 [-1] 44845.0 None 44862.5 44860.0 44865.0 44865.0 44855.0 17.5 -2.5 -5.0 -10.0 NaN -7.5 19077 OAT caleb_strategy_v3 [-1] 121.42 None 121.425 121.42 121.43 121.43 121.47 0.005 -0.005 0.05 0.04 NaN 0.045 19090 COPPER caleb_strategy_v3 [-1] 4.8965 None 4.9465 4.946 4.947 4.947 4.9475 0.05 -0.0005 0.0015 0.0005 NaN 0.001 19092 CRUDE_W caleb_strategy_v3 [-1] 60.83 None 60.445 60.44 60.45 60.45 60.36 -0.385 -0.005 -0.08 -0.09 NaN -0.085 19093 COCOA caleb_strategy_v3 [-1] 6733.0 None 6643.0 6641.0 6645.0 6645.0 6621.0 -90.0 -2.0 -20.0 -24.0 NaN -22.0 19096 SP500_micro caleb_strategy_v3 [-1] 6769.0 None 6763.125 6763.0 6763.25 6763.25 6765.5 -5.875 -0.125 2.5 2.25 NaN 2.375 19097 US10U caleb_strategy_v3 [1] 115.484375 None 115.351562 115.359375 115.34375 115.34375 115.40625 0.132812 -0.007812 -0.046875 -0.0625 NaN -0.054688 19098 FEEDCOW caleb_strategy_v3 [1] 352.15 None 349.3625 349.45 349.275 349.275 349.45 2.7875 -0.0875 0.0 -0.175 NaN -0.0875 19099 SOYOIL caleb_strategy_v3 [1] 50.86 None 50.71 50.72 50.7 50.7 50.7 0.15 -0.01 0.02 0.0 NaN 0.01 19100 LEANHOG caleb_strategy_v3 [-1] 86.8 None 86.4375 86.425 86.45 86.45 86.625 -0.3625 -0.0125 0.2 0.175 NaN 0.1875 19085 ROBUSTA caleb_strategy_v3 [-1] 4387.0 None 4408.5 4406.0 4411.0 4411.0 NaN 21.5 -2.5 NaN NaN NaN NaN 19086 ROBUSTA caleb_strategy_v3 [-1] 4387.0 None 2208.0 4416.0 0.0 0.0 NaN -2179.0 2208.0 NaN NaN NaN NaN 19087 ROBUSTA caleb_strategy_v3 [-1] 4387.0 None 4390.5 4388.0 4393.0 4393.0 NaN 3.5 -2.5 NaN NaN NaN NaN 19088 ROBUSTA caleb_strategy_v3 [-1] 4387.0 None 2185.0 4370.0 0.0 0.0 NaN -2202.0 2185.0 NaN NaN NaN NaN 19089 ROBUSTA caleb_strategy_v3 [-1] 4387.0 None 4370.5 4369.0 4372.0 4372.0 4381.0 -16.5 -1.5 12.0 9.0 NaN 10.5 19075 EUROSTX caleb_strategy_v3 [1] 5631.0 None 5641.5 5642.0 5641.0 5641.0 NaN -10.5 -0.5 NaN NaN NaN NaN 19078 EUROSTX caleb_strategy_v3 [1] 5631.0 None 2819.0 5638.0 0.0 0.0 NaN 2812.0 -2819.0 NaN NaN NaN NaN 19080 EUROSTX caleb_strategy_v3 [1] 5631.0 None 5653.5 5654.0 5653.0 5653.0 5650.0 -22.5 -0.5 4.0 3.0 NaN 3.5 19082 EUROSTX caleb_strategy_v3 [1] 5631.0 None 5653.5 5654.0 5653.0 5653.0 5652.0 -22.5 -0.5 2.0 1.0 NaN 1.5 19083 EUROSTX caleb_strategy_v3 [1] 5631.0 None 5653.5 5654.0 5653.0 5653.0 5650.0 -22.5 -0.5 4.0 3.0 NaN 3.5 19084 EUROSTX caleb_strategy_v3 [1] 5631.0 None 5653.5 5654.0 5653.0 5653.0 5646.0 -22.5 -0.5 8.0 7.0 NaN 7.5 19091 COFFEE caleb_strategy_v3 [1] 368.65 None 362.275 362.4 362.15 362.15 NaN 6.375 -0.125 NaN NaN NaN NaN 19094 COFFEE caleb_strategy_v3 [1] 368.65 None 182.175 364.35 0.0 0.0 NaN 186.475 -182.175 NaN NaN NaN NaN 19095 COFFEE caleb_strategy_v3 [1] 368.65 None 365.2 365.35 365.05 365.05 365.95 3.45 -0.15 -0.6 -0.9 NaN -0.75 19081 DAX caleb_strategy_v3 [1] 24374.0 None 24413.0 24414.0 24412.0 24412.0 24403.0 -39.0 -1.0 11.0 9.0 NaN 10.0 19076 DAX caleb_strategy_v3 [1] 24374.0 None 24405.0 24406.0 24404.0 24404.0 24409.0 -31.0 -1.0 -3.0 -5.0 NaN -4.0 19079 DAX caleb_strategy_v3 [1] 24374.0 None 12204.5 24409.0 0.0 0.0 NaN 12169.5 -12204.5 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 19072 NIKKEI caleb_strategy_v3 [-1] 6985.533463 -10.736474 -3.578825 50.103546 42.945897 NaN 46.524722 19073 NIKKEI caleb_strategy_v3 [-1] 6985.533463 -10.736474 -3.578825 28.630598 21.472948 NaN 25.051773 19074 NIKKEI caleb_strategy_v3 [-1] 6985.533463 25.051773 -3.578825 -7.157649 -14.315299 NaN -10.736474 19077 OAT caleb_strategy_v3 [-1] 5.620416 8.896139 -8.896139 88.961391 71.169113 NaN 80.065252 19090 COPPER caleb_strategy_v3 [-1] 1.456524 343.283153 -3.432832 10.298495 3.432832 NaN 6.865663 19092 CRUDE_W caleb_strategy_v3 [-1] 14.954554 -257.446654 -3.343463 -53.495409 -60.182335 NaN -56.838872 19093 COCOA caleb_strategy_v3 [-1] 3277.525125 -274.597437 -6.102165 -61.021653 -73.225983 NaN -67.123818 19096 SP500_micro caleb_strategy_v3 [-1] 582.257366 -100.900398 -2.146817 42.93634 38.642706 NaN 40.789523 19097 US10U caleb_strategy_v3 [1] 6.169982 215.255884 -12.662111 -75.972665 -101.296887 NaN -88.634776 19098 FEEDCOW caleb_strategy_v3 [1] 62.963642 442.715816 -13.896909 0.0 -27.793818 NaN -13.896909 19099 SOYOIL caleb_strategy_v3 [1] 12.049679 124.484648 -8.298977 16.597953 0.0 NaN 8.298977 19100 LEANHOG caleb_strategy_v3 [-1] 18.980595 -190.984526 -6.585673 105.370773 92.199427 NaN 98.7851 19085 ROBUSTA caleb_strategy_v3 [-1] 2067.740144 103.978249 -12.090494 NaN NaN NaN NaN 19086 ROBUSTA caleb_strategy_v3 [-1] 2067.740144 -10538.074654 10678.324386 NaN NaN NaN NaN 19087 ROBUSTA caleb_strategy_v3 [-1] 2067.740144 16.926692 -12.090494 NaN NaN NaN NaN 19088 ROBUSTA caleb_strategy_v3 [-1] 2067.740144 -10649.3072 10567.09184 NaN NaN NaN NaN 19089 ROBUSTA caleb_strategy_v3 [-1] 2067.740144 -79.797261 -7.254296 58.034372 43.525779 NaN 50.780075 19075 EUROSTX caleb_strategy_v3 [1] 708.167424 -148.270023 -7.060477 NaN NaN NaN NaN 19078 EUROSTX caleb_strategy_v3 [1] 708.167424 39708.124168 -39806.97085 NaN NaN NaN NaN 19080 EUROSTX caleb_strategy_v3 [1] 708.167424 -317.721477 -7.060477 56.483818 42.362864 NaN 49.423341 19082 EUROSTX caleb_strategy_v3 [1] 708.167424 -317.721477 -7.060477 28.241909 14.120955 NaN 21.181432 19083 EUROSTX caleb_strategy_v3 [1] 708.167424 -317.721477 -7.060477 56.483818 42.362864 NaN 49.423341 19084 EUROSTX caleb_strategy_v3 [1] 708.167424 -317.721477 -7.060477 112.967636 98.846682 NaN 105.907159 19091 COFFEE caleb_strategy_v3 [1] 146.428866 435.364979 -8.536568 NaN NaN NaN NaN 19094 COFFEE caleb_strategy_v3 [1] 146.428866 12734.852456 -12441.19451 NaN NaN NaN NaN 19095 COFFEE caleb_strategy_v3 [1] 146.428866 235.609283 -10.243882 -40.975527 -61.463291 NaN -51.219409 19081 DAX caleb_strategy_v3 [1] 3050.59521 -127.843904 -3.278049 36.058537 29.502439 NaN 32.780488 19076 DAX caleb_strategy_v3 [1] 3050.59521 -101.619513 -3.278049 -9.834146 -16.390244 NaN -13.112195 19079 DAX caleb_strategy_v3 [1] 3050.59521 39892.214998 -40006.946706 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 19072 NIKKEI caleb_strategy_v3 [-1] 0.679657 -5.097429 -1.699143 23.788001 20.389715 NaN 22.088858 19073 NIKKEI caleb_strategy_v3 [-1] 0.679657 -5.097429 -1.699143 13.593144 10.194858 NaN 11.894001 19074 NIKKEI caleb_strategy_v3 [-1] 0.679657 11.894001 -1.699143 -3.398286 -6.796572 NaN -5.097429 19077 OAT caleb_strategy_v3 [-1] 1174.165 5.870825 -5.870825 58.70825 46.9666 NaN 52.837425 19090 COPPER caleb_strategy_v3 [-1] 25000.0 1250.0 -12.5 37.5 12.5 NaN 25.0 19092 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -385.0 -5.0 -80.0 -90.0 NaN -85.0 19093 COCOA caleb_strategy_v3 [-1] 10.0 -900.0 -20.0 -200.0 -240.0 NaN -220.0 19096 SP500_micro caleb_strategy_v3 [-1] 5.0 -29.375 -0.625 12.5 11.25 NaN 11.875 19097 US10U caleb_strategy_v3 [1] 1000.0 132.8125 -7.8125 -46.875 -62.5 NaN -54.6875 19098 FEEDCOW caleb_strategy_v3 [1] 500.0 1393.75 -43.75 0.0 -87.5 NaN -43.75 19099 SOYOIL caleb_strategy_v3 [1] 600.0 90.0 -6.0 12.0 0.0 NaN 6.0 19100 LEANHOG caleb_strategy_v3 [-1] 400.0 -145.0 -5.0 80.0 70.0 NaN 75.0 19085 ROBUSTA caleb_strategy_v3 [-1] 10.0 215.0 -25.0 NaN NaN NaN NaN 19086 ROBUSTA caleb_strategy_v3 [-1] 10.0 -21790.0 22080.0 NaN NaN NaN NaN 19087 ROBUSTA caleb_strategy_v3 [-1] 10.0 35.0 -25.0 NaN NaN NaN NaN 19088 ROBUSTA caleb_strategy_v3 [-1] 10.0 -22020.0 21850.0 NaN NaN NaN NaN 19089 ROBUSTA caleb_strategy_v3 [-1] 10.0 -165.0 -15.0 120.0 90.0 NaN 105.0 19075 EUROSTX caleb_strategy_v3 [1] 11.74165 -123.287325 -5.870825 NaN NaN NaN NaN 19078 EUROSTX caleb_strategy_v3 [1] 11.74165 33017.5198 -33099.71135 NaN NaN NaN NaN 19080 EUROSTX caleb_strategy_v3 [1] 11.74165 -264.187125 -5.870825 46.9666 35.22495 NaN 41.095775 19082 EUROSTX caleb_strategy_v3 [1] 11.74165 -264.187125 -5.870825 23.4833 11.74165 NaN 17.612475 19083 EUROSTX caleb_strategy_v3 [1] 11.74165 -264.187125 -5.870825 46.9666 35.22495 NaN 41.095775 19084 EUROSTX caleb_strategy_v3 [1] 11.74165 -264.187125 -5.870825 93.9332 82.19155 NaN 88.062375 19091 COFFEE caleb_strategy_v3 [1] 375.0 2390.625 -46.875 NaN NaN NaN NaN 19094 COFFEE caleb_strategy_v3 [1] 375.0 69928.125 -68315.625 NaN NaN NaN NaN 19095 COFFEE caleb_strategy_v3 [1] 375.0 1293.75 -56.25 -225.0 -337.5 NaN -281.25 19081 DAX caleb_strategy_v3 [1] 1.174165 -45.792435 -1.174165 12.915815 10.567485 NaN 11.74165 19076 DAX caleb_strategy_v3 [1] 1.174165 -36.399115 -1.174165 -3.522495 -5.870825 NaN -4.69666 19079 DAX caleb_strategy_v3 [1] 1.174165 14289.000967 -14330.096742 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COCOA -900.0 COFFEE 73612.5 COPPER 1250.0 CRUDE_W -385.0 DAX 14206.809417 EUROSTX 31837.483975 FEEDCOW 1393.75 LEANHOG -145.0 NIKKEI 1.699143 OAT 5.870825 ROBUSTA -43725.0 SOYOIL 90.0 SP500_micro -29.375 US10U 132.8125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 77346.55086 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COCOA -20.0 COFFEE -68418.75 COPPER -12.5 CRUDE_W -5.0 DAX -14332.445072 EUROSTX -33129.065475 FEEDCOW -43.75 LEANHOG -5.0 NIKKEI -5.097429 OAT -5.870825 ROBUSTA 43865.0 SOYOIL -6.0 SP500_micro -0.625 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -72126.916301 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COCOA -200.0 COFFEE -225.0 COPPER 37.5 CRUDE_W -80.0 DAX 9.39332 EUROSTX 211.3497 FEEDCOW 0.0 LEANHOG 80.0 NIKKEI 33.982859 OAT 58.70825 ROBUSTA 120.0 SOYOIL 12.0 SP500_micro 12.5 US10U -46.875 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 23.559129 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA -240.0 COFFEE -337.5 COPPER 12.5 CRUDE_W -90.0 DAX 4.69666 EUROSTX 164.3831 FEEDCOW -87.5 LEANHOG 70.0 NIKKEI 23.788001 OAT 46.9666 ROBUSTA 90.0 SOYOIL 0.0 SP500_micro 11.25 US10U -62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -393.915639 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COCOA 0 COFFEE 0 COPPER 0 CRUDE_W 0 DAX 0 EUROSTX 0 FEEDCOW 0 LEANHOG 0 NIKKEI 0 OAT 0 ROBUSTA 0 SOYOIL 0 SP500_micro 0 US10U 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 COCOA -220.0 COFFEE -281.25 COPPER 25.0 CRUDE_W -85.0 DAX 7.04499 EUROSTX 187.8664 FEEDCOW -43.75 LEANHOG 75.0 NIKKEI 28.88543 OAT 52.837425 ROBUSTA 105.0 SOYOIL 6.0 SP500_micro 11.875 US10U -54.6875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -185.178255 ******************************************************************************** END OF REPORT ********************************************************************************