******************************************************************************** Trades report produced on 10/10/2025 21:39 from 09/10/2025 21:39 to 10/10/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19157 CAD caleb_strategy_v3 [20251200] 2025-10-10 14:09:52.000 [-1] 0.71685 19159 CHF caleb_strategy_v3 [20251200] 2025-10-10 14:09:59.000 [-1] 1.25085 19162 CHF caleb_strategy_v3 [20251200] 2025-10-10 19:45:01.091 [0] NaN 19164 CHF caleb_strategy_v3 [20251200] 2025-10-10 14:27:19.000 [-1] 1.25010 19158 DOW caleb_strategy_v3 [20251200] 2025-10-10 14:09:53.000 [-1] 46776.00000 19174 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-10 14:59:21.000 [1] 366.97500 19172 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-10 19:45:01.258 [0] NaN 19170 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-10 19:45:01.175 [0] NaN 19153 GASOIL caleb_strategy_v3 [20260100] 2025-10-10 08:01:13.000 [-1] 650.50000 19156 GASOLINE caleb_strategy_v3 [20260100] 2025-10-10 13:25:11.000 [-1] 1.77640 19155 GASOLINE caleb_strategy_v3 [20260100] 2025-10-10 19:45:01.006 [0] NaN 19154 GASOLINE caleb_strategy_v3 [20260100] 2025-10-10 19:45:00.924 [0] NaN 19160 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-10 14:10:00.000 [1] 25347.00000 19169 SOYBEAN caleb_strategy_v3 [20261100] 2025-10-10 14:34:09.000 [-1] 1058.25000 19167 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:28:26.000 [1, -1] -0.96000 19161 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:11:03.000 [1, -1] -0.96000 19163 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:21:24.000 [1, -1] -0.90000 19191 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:23:57.000 [1, -1] -0.82000 19190 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:22:56.000 [1, -1] -0.83000 19189 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:21:59.000 [1, -1] -0.83000 19188 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:20:56.000 [1, -1] -0.86000 19187 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:20:04.000 [1, -1] -0.87000 19186 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:18:56.000 [1, -1] -0.87000 19185 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:17:55.000 [1, -1] -0.88000 19184 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:16:55.000 [1, -1] -0.88000 19183 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:16:19.000 [1, -1] -0.89000 19182 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:14:55.000 [1, -1] -0.90000 19165 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:27:20.000 [1, -1] 0.00000 19180 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:12:54.000 [1, -1] -0.88000 19179 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:12:34.000 [1, -1] -0.88000 19178 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:09:09.000 [1, -1] -0.88000 19177 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:09:04.000 [1, -1] -0.87000 19176 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:02:19.000 [1, -1] -0.89000 19175 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:02:14.000 [1, -1] -0.90000 19173 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:59:17.000 [1, -1] -0.85000 19171 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:49:11.000 [1, -1] -0.98000 19168 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:29:26.000 [1, -1] -0.96000 19166 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 14:27:25.000 [1, -1] -0.96000 19181 VIX _ROLL_PSEUDO_STRATEGY [20251200, 20260100] 2025-10-10 15:14:19.000 [1, -1] -0.90000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19153 GASOIL caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 09:00:30.866000 2025-10-10 08:01:13 118830.866 NaN 19157 CAD caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:00:21.275000 2025-10-10 14:09:52 140421.275 NaN 19158 DOW caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:09:53.172000 2025-10-10 14:09:53 140993.172 NaN 19160 NASDAQ_micro caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:10:00.350000 2025-10-10 14:10:00 141000.35 NaN 19169 SOYBEAN caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:30:26.031000 2025-10-10 14:34:09 142226.031 NaN 19161 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:10:02.687000 2025-10-10 14:11:03 69002.687 NaN 19163 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:21:23.575000 2025-10-10 14:21:24 69683.575 NaN 19165 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:27:19.914000 2025-10-10 14:27:20 70039.914 NaN 19166 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:27:24.564000 2025-10-10 14:27:25 70044.564 NaN 19167 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:28:25.145000 2025-10-10 14:28:26 70105.145 NaN 19168 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:29:25.194000 2025-10-10 14:29:26 70165.194 NaN 19171 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:44:10.982000 2025-10-10 14:49:11 71050.982 NaN 19173 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:59:15.358000 2025-10-10 14:59:17 71955.358 NaN 19175 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 15:59:22.182000 2025-10-10 15:02:14 71962.182 NaN 19176 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:02:18.137000 2025-10-10 15:02:19 72138.137 NaN 19177 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:03:18.206000 2025-10-10 15:09:04 72198.206 NaN 19178 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:09:08.047000 2025-10-10 15:09:09 72548.047 NaN 19179 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:10:08.189000 2025-10-10 15:12:34 72608.189 NaN 19180 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:12:53.898000 2025-10-10 15:12:54 72773.898 NaN 19181 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:13:54.098000 2025-10-10 15:14:19 72834.098 NaN 19182 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:14:54.136000 2025-10-10 15:14:55 72894.136 NaN 19183 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:15:54.183000 2025-10-10 15:16:19 72954.183 NaN 19184 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:16:54.645000 2025-10-10 15:16:55 73014.645 NaN 19185 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:17:54.666000 2025-10-10 15:17:55 73074.666 NaN 19186 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:18:55.167000 2025-10-10 15:18:56 73135.167 NaN 19187 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:19:55.181000 2025-10-10 15:20:04 73195.181 NaN 19188 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:20:55.245000 2025-10-10 15:20:56 73255.245 NaN 19189 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:21:55.710000 2025-10-10 15:21:59 73315.71 NaN 19190 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:22:55.714000 2025-10-10 15:22:56 73375.714 NaN 19191 VIX _ROLL_PSEUDO_STRATEGY 2025-10-09 20:00:00 2025-10-10 16:23:55.636000 2025-10-10 15:23:57 73435.636 NaN 19154 GASOLINE caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 14:00:54.523000 2025-10-10 19:45:00.924000 136854.523 20646.401 19155 GASOLINE caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 14:10:57.857000 2025-10-10 19:45:01.006000 137457.857 20043.149 19156 GASOLINE caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 14:21:00.925000 2025-10-10 13:25:11 138060.925 NaN 19170 FEEDCOW caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:34:10.243000 2025-10-10 19:45:01.175000 142450.243 15050.932 19172 FEEDCOW caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:49:14.662000 2025-10-10 19:45:01.258000 143354.662 14146.596 19174 FEEDCOW caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:59:21.368000 2025-10-10 14:59:21 143961.368 NaN 19162 CHF caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:11:22.878000 2025-10-10 19:45:01.091000 141082.878 16418.213 19164 CHF caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:21:28.165000 2025-10-10 14:27:19 141688.165 NaN 19159 CHF caleb_strategy_v3 2025-10-09 00:00:00 2025-10-10 15:09:54.438000 2025-10-10 14:09:59 140994.438 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 19153 GASOIL caleb_strategy_v3 [-1] 651.5 None 650.625 650.5 650.75 650.75 650.5 -0.875 -0.125 -0.0 -0.25 NaN -0.125 19157 CAD caleb_strategy_v3 [-1] 0.71495 None 0.716925 0.7169 0.71695 0.71695 0.71685 0.001975 -0.000025 -0.00005 -0.0001 NaN -0.000075 19158 DOW caleb_strategy_v3 [-1] 46536.0 None 46751.0 46749.0 46753.0 46753.0 46776.0 215.0 -2.0 27.0 23.0 NaN 25.0 19160 NASDAQ_micro caleb_strategy_v3 [1] 25235.0 None 25357.625 25358.0 25357.25 25357.25 25347.0 -122.625 -0.375 11.0 10.25 NaN 10.625 19169 SOYBEAN caleb_strategy_v3 [-1] 1067.25 None 1058.5 1058.25 1058.75 1058.75 1058.25 -8.75 -0.25 -0.0 -0.5 NaN -0.25 19161 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -1.0 -0.95 -1.05 -1.05 -0.96 0.05 -0.05 0.01 -0.09 NaN -0.04 19163 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.45 -0.9 0.0 0.0 -0.9 -0.5 0.45 0.0 0.9 NaN 0.45 19165 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.45 -0.9 0.0 0.0 0.0 -0.5 0.45 -0.9 0.0 NaN -0.45 19166 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.475 -0.95 0.0 0.0 -0.96 -0.475 0.475 0.01 0.96 NaN 0.485 19167 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -1.0 -0.95 -1.05 -1.05 -0.96 0.05 -0.05 0.01 -0.09 NaN -0.04 19168 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.45 -0.9 0.0 0.0 -0.96 -0.5 0.45 0.06 0.96 NaN 0.51 19171 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.95 -0.9 -1.0 -1.0 -0.98 0.0 -0.05 0.08 -0.02 NaN 0.03 19173 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.475 -0.95 0.0 0.0 -0.85 -0.475 0.475 -0.1 0.85 NaN 0.375 19175 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -1.0 -0.95 -1.05 -1.05 -0.9 0.05 -0.05 -0.05 -0.15 NaN -0.1 19176 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.45 -0.9 0.0 0.0 -0.89 -0.5 0.45 -0.01 0.89 NaN 0.44 19177 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.95 -0.9 -1.0 -1.0 -0.87 0.0 -0.05 -0.03 -0.13 NaN -0.08 19178 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.425 -0.85 0.0 0.0 -0.88 -0.525 0.425 0.03 0.88 NaN 0.455 19179 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.9 -0.85 -0.95 -0.95 -0.88 -0.05 -0.05 0.03 -0.07 NaN -0.02 19180 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.88 -0.55 0.4 0.08 0.88 NaN 0.48 19181 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.875 -0.8 -0.95 -0.95 -0.9 -0.075 -0.075 0.1 -0.05 NaN 0.025 19182 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.9 -0.55 0.4 0.1 0.9 NaN 0.5 19183 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.9 -0.85 -0.95 -0.95 -0.89 -0.05 -0.05 0.04 -0.06 NaN -0.01 19184 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.88 -0.55 0.4 0.08 0.88 NaN 0.48 19185 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.875 -0.8 -0.95 -0.95 -0.88 -0.075 -0.075 0.08 -0.07 NaN 0.005 19186 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.87 -0.55 0.4 0.07 0.87 NaN 0.47 19187 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.9 -0.85 -0.95 -0.95 -0.87 -0.05 -0.05 0.02 -0.08 NaN -0.03 19188 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.86 -0.55 0.4 0.06 0.86 NaN 0.46 19189 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.9 -0.85 -0.95 -0.95 -0.83 -0.05 -0.05 -0.02 -0.12 NaN -0.07 19190 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.4 -0.8 0.0 0.0 -0.83 -0.55 0.4 0.03 0.83 NaN 0.43 19191 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.95 None -0.9 -0.85 -0.95 NaN -0.82 -0.05 -0.05 -0.03 NaN NaN -0.08 19154 GASOLINE caleb_strategy_v3 [-1] 1.8151 None 1.7917 1.7914 1.792 1.792 NaN -0.0234 -0.0003 NaN NaN NaN NaN 19155 GASOLINE caleb_strategy_v3 [-1] 1.8151 None 0.89355 1.7871 0.0 0.0 NaN -0.92155 0.89355 NaN NaN NaN NaN 19156 GASOLINE caleb_strategy_v3 [-1] 1.8151 None 1.7801 1.7799 1.7803 1.7803 1.7764 -0.035 -0.0002 -0.0035 -0.0039 NaN -0.0037 19170 FEEDCOW caleb_strategy_v3 [1] 369.2 None 366.1375 366.2 366.075 366.075 NaN 3.0625 -0.0625 NaN NaN NaN NaN 19172 FEEDCOW caleb_strategy_v3 [1] 369.2 None 183.5625 367.125 0.0 0.0 NaN 185.6375 -183.5625 NaN NaN NaN NaN 19174 FEEDCOW caleb_strategy_v3 [1] 369.2 None 367.4625 367.525 367.4 367.4 366.975 1.7375 -0.0625 0.55 0.425 NaN 0.4875 19162 CHF caleb_strategy_v3 [-1] 1.2475 None 0.62535 1.2507 0.0 0.0 NaN -0.62215 0.62535 NaN NaN NaN NaN 19164 CHF caleb_strategy_v3 [-1] 1.2475 None 1.250675 1.25065 1.2507 1.2507 1.2501 0.003175 -0.000025 -0.00055 -0.0006 NaN -0.000575 19159 CHF caleb_strategy_v3 [-1] 1.2475 None 1.251025 1.251 1.25105 1.25105 1.25085 0.003525 -0.000025 -0.00015 -0.0002 NaN -0.000175 ========================================================================================================================================================================== 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 19153 GASOIL caleb_strategy_v3 [-1] 180.177357 -48.563261 -6.937609 -0.0 -13.875217 NaN -6.937609 19157 CAD caleb_strategy_v3 [-1] 0.031085 635.347292 -8.042371 -16.084742 -32.169483 NaN -24.127112 19158 DOW caleb_strategy_v3 [-1] 4716.296166 455.866198 -4.240616 57.248313 48.767082 NaN 53.007697 19160 NASDAQ_micro caleb_strategy_v3 [1] 3686.774254 -332.607834 -1.017149 29.836381 27.802082 NaN 28.819231 19169 SOYBEAN caleb_strategy_v3 [-1] 120.645041 -725.268105 -20.721946 -0.0 -41.443892 NaN -20.721946 19161 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 69.47195 -69.47195 13.89439 -125.049511 NaN -55.57756 19163 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -694.719505 625.247554 0.0 1250.495109 NaN 625.247554 19165 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -694.719505 625.247554 -1250.495109 0.0 NaN -625.247554 19166 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -659.98353 659.98353 13.89439 1333.861449 NaN 673.87792 19167 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 69.47195 -69.47195 13.89439 -125.049511 NaN -55.57756 19168 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -694.719505 625.247554 83.366341 1333.861449 NaN 708.613895 19171 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 0.0 -69.47195 111.155121 -27.78878 NaN 41.68317 19173 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -659.98353 659.98353 -138.943901 1181.023158 NaN 521.039629 19175 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 69.47195 -69.47195 -69.47195 -208.415851 NaN -138.943901 19176 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -694.719505 625.247554 -13.89439 1236.600719 NaN 611.353164 19177 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 0.0 -69.47195 -41.68317 -180.627071 NaN -111.155121 19178 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -729.45548 590.511579 41.68317 1222.706328 NaN 632.194749 19179 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -69.47195 -69.47195 41.68317 -97.260731 NaN -27.78878 19180 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 111.155121 1222.706328 NaN 666.930725 19181 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -104.207926 -104.207926 138.943901 -69.47195 NaN 34.735975 19182 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 138.943901 1250.495109 NaN 694.719505 19183 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -69.47195 -69.47195 55.57756 -83.366341 NaN -13.89439 19184 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 111.155121 1222.706328 NaN 666.930725 19185 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -104.207926 -104.207926 111.155121 -97.260731 NaN 6.947195 19186 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 97.260731 1208.811938 NaN 653.036335 19187 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -69.47195 -69.47195 27.78878 -111.155121 NaN -41.68317 19188 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 83.366341 1194.917548 NaN 639.141944 19189 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -69.47195 -69.47195 -27.78878 -166.732681 NaN -97.260731 19190 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -764.191455 555.775604 41.68317 1153.234378 NaN 597.458774 19191 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 7.197149 -69.47195 -69.47195 -41.68317 NaN NaN -111.155121 19154 GASOLINE caleb_strategy_v3 [-1] 0.463276 -505.098478 -6.475622 NaN NaN NaN NaN 19155 GASOLINE caleb_strategy_v3 [-1] 0.463276 -19892.030009 19287.638668 NaN NaN NaN NaN 19156 GASOLINE caleb_strategy_v3 [-1] 0.463276 -755.489176 -4.317081 -75.548918 -84.18308 NaN -79.865999 19170 FEEDCOW caleb_strategy_v3 [1] 60.410082 506.951803 -10.345955 NaN NaN NaN NaN 19172 FEEDCOW caleb_strategy_v3 [1] 60.410082 30729.556009 -30386.070298 NaN NaN NaN NaN 19174 FEEDCOW caleb_strategy_v3 [1] 60.410082 287.617553 -10.345955 91.044405 70.352495 NaN 80.69845 19162 CHF caleb_strategy_v3 [-1] 0.092229 -67456.942791 67803.904484 NaN NaN NaN NaN 19164 CHF caleb_strategy_v3 [-1] 0.092229 344.251054 -2.710638 -59.634041 -65.055317 NaN -62.344679 19159 CHF caleb_strategy_v3 [-1] 0.092229 382.199989 -2.710638 -16.263829 -21.685106 NaN -18.974468 =============================================================================================================================================================================== 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 19153 GASOIL caleb_strategy_v3 [-1] 100.0 -87.5 -12.5 -0.0 -25.0 NaN -12.5 19157 CAD caleb_strategy_v3 [-1] 100000.0 197.5 -2.5 -5.0 -10.0 NaN -7.5 19158 DOW caleb_strategy_v3 [-1] 0.5 107.5 -1.0 13.5 11.5 NaN 12.5 19160 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -245.25 -0.75 22.0 20.5 NaN 21.25 19169 SOYBEAN caleb_strategy_v3 [-1] 50.0 -437.5 -12.5 -0.0 -25.0 NaN -12.5 19161 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 10.0 -90.0 NaN -40.0 19163 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -500.0 450.0 0.0 900.0 NaN 450.0 19165 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -500.0 450.0 -900.0 0.0 NaN -450.0 19166 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -475.0 475.0 10.0 960.0 NaN 485.0 19167 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 10.0 -90.0 NaN -40.0 19168 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -500.0 450.0 60.0 960.0 NaN 510.0 19171 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 0.0 -50.0 80.0 -20.0 NaN 30.0 19173 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -475.0 475.0 -100.0 850.0 NaN 375.0 19175 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 -50.0 -150.0 NaN -100.0 19176 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -500.0 450.0 -10.0 890.0 NaN 440.0 19177 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 0.0 -50.0 -30.0 -130.0 NaN -80.0 19178 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -525.0 425.0 30.0 880.0 NaN 455.0 19179 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -50.0 -50.0 30.0 -70.0 NaN -20.0 19180 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 80.0 880.0 NaN 480.0 19181 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -75.0 -75.0 100.0 -50.0 NaN 25.0 19182 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 100.0 900.0 NaN 500.0 19183 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -50.0 -50.0 40.0 -60.0 NaN -10.0 19184 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 80.0 880.0 NaN 480.0 19185 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -75.0 -75.0 80.0 -70.0 NaN 5.0 19186 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 70.0 870.0 NaN 470.0 19187 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -50.0 -50.0 20.0 -80.0 NaN -30.0 19188 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 60.0 860.0 NaN 460.0 19189 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -50.0 -50.0 -20.0 -120.0 NaN -70.0 19190 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -550.0 400.0 30.0 830.0 NaN 430.0 19191 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -50.0 -50.0 -30.0 NaN NaN -80.0 19154 GASOLINE caleb_strategy_v3 [-1] 42000.0 -982.8 -12.6 NaN NaN NaN NaN 19155 GASOLINE caleb_strategy_v3 [-1] 42000.0 -38705.1 37529.1 NaN NaN NaN NaN 19156 GASOLINE caleb_strategy_v3 [-1] 42000.0 -1470.0 -8.4 -147.0 -163.8 NaN -155.4 19170 FEEDCOW caleb_strategy_v3 [1] 500.0 1531.25 -31.25 NaN NaN NaN NaN 19172 FEEDCOW caleb_strategy_v3 [1] 500.0 92818.75 -91781.25 NaN NaN NaN NaN 19174 FEEDCOW caleb_strategy_v3 [1] 500.0 868.75 -31.25 275.0 212.5 NaN 243.75 19162 CHF caleb_strategy_v3 [-1] 125000.0 -77768.75 78168.75 NaN NaN NaN NaN 19164 CHF caleb_strategy_v3 [-1] 125000.0 396.875 -3.125 -68.75 -75.0 NaN -71.875 19159 CHF caleb_strategy_v3 [-1] 125000.0 440.625 -3.125 -18.75 -25.0 NaN -21.875 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -7025.0 caleb_strategy_v3 CAD 197.5 CHF -76931.25 DOW 107.5 FEEDCOW 95218.75 GASOIL -87.5 GASOLINE -41157.9 NASDAQ_micro -245.25 SOYBEAN -437.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -7025.0 caleb_strategy_v3 -23335.65 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 4925.0 caleb_strategy_v3 CAD -2.5 CHF 78162.5 DOW -1.0 FEEDCOW -91843.75 GASOIL -12.5 GASOLINE 37508.1 NASDAQ_micro -0.75 SOYBEAN -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 4925.0 caleb_strategy_v3 23797.6 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -250.0 caleb_strategy_v3 CAD -5.0 CHF -87.5 DOW 13.5 FEEDCOW 275.0 GASOIL -0.0 GASOLINE -147.0 NASDAQ_micro 22.0 SOYBEAN -0.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -250.0 caleb_strategy_v3 71.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 9730.0 caleb_strategy_v3 CAD -10.0 CHF -100.0 DOW 11.5 FEEDCOW 212.5 GASOIL -25.0 GASOLINE -163.8 NASDAQ_micro 20.5 SOYBEAN -25.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 9730.0 caleb_strategy_v3 -79.3 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 0 caleb_strategy_v3 CAD 0 CHF 0 DOW 0 FEEDCOW 0 GASOIL 0 GASOLINE 0 NASDAQ_micro 0 SOYBEAN 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 VIX 4675.0 caleb_strategy_v3 CAD -7.5 CHF -93.75 DOW 12.5 FEEDCOW 243.75 GASOIL -12.5 GASOLINE -155.4 NASDAQ_micro 21.25 SOYBEAN -12.5 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 4675.0 caleb_strategy_v3 -4.15 ******************************************************************************** END OF REPORT ********************************************************************************