******************************************************************************** Trades report produced on 13/10/2025 21:39 from 12/10/2025 21:39 to 13/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19215 CHF caleb_strategy_v3 [20251200] 2025-10-13 14:01:04.000 [1] 1.251900 19221 CHF caleb_strategy_v3 [20251200] 2025-10-13 14:05:00.000 [1] 1.252000 19210 COFFEE caleb_strategy_v3 [20260300] 2025-10-13 13:08:30.000 [-1] 364.600000 19240 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:10:06.000 [-1] 46166.000000 19238 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:09:06.000 [-1] 46168.000000 19235 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:08:05.000 [-1] 46174.000000 19232 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:07:05.000 [-1] 46188.000000 19214 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:01:02.000 [-1] 46243.000000 19246 DOW caleb_strategy_v3 [20251200] 2025-10-13 19:45:03.044 [0] NaN 19248 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:52:19.000 [-1] 46130.000000 19250 DOW caleb_strategy_v3 [20251200] 2025-10-13 15:02:24.000 [-1] 46133.000000 19244 DOW caleb_strategy_v3 [20251200] 2025-10-13 19:45:02.932 [0] NaN 19220 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:03:53.000 [-1] 46191.000000 19225 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:05:06.000 [-1] 46216.000000 19229 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:06:06.000 [-1] 46190.000000 19242 DOW caleb_strategy_v3 [20251200] 2025-10-13 14:11:29.000 [-1] 46171.000000 19216 EUR caleb_strategy_v3 [20251200] 2025-10-13 14:03:47.000 [-1] 1.161350 19204 EUROSTX caleb_strategy_v3 [20251200] 2025-10-13 07:20:51.000 [-1] 5589.000000 19202 EUROSTX caleb_strategy_v3 [20251200] 2025-10-13 07:10:47.000 [-1] 5581.000000 19206 GASOIL caleb_strategy_v3 [20260100] 2025-10-13 08:00:09.000 [1] 639.250000 19211 JPY caleb_strategy_v3 [20251200] 2025-10-13 14:00:58.000 [1] 0.006613 19233 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:07:06.000 [-1] 0.053820 19226 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:05:06.000 [-1] 0.053810 19222 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:05:01.000 [-1] 0.053810 19217 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:03:49.000 [-1] 0.053800 19236 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:08:06.000 [-1] 0.053820 19230 MXP caleb_strategy_v3 [20251200] 2025-10-13 14:06:06.000 [-1] 0.053810 19223 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:05:05.000 [-1] 24900.750000 19231 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:07:05.000 [-1] 24895.750000 19227 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:06:05.000 [-1] 24907.750000 19252 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 15:12:49.000 [-1] 24832.750000 19218 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:03:52.000 [-1] 24883.000000 19234 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:08:05.000 [-1] 24889.000000 19249 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 19:45:03.269 [0] NaN 19247 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 19:45:03.156 [0] NaN 19245 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:32:14.000 [-1] 24818.250000 19212 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:00:59.000 [-1] 24901.000000 19243 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 19:45:02.820 [0] NaN 19241 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:11:29.000 [-1] 24894.750000 19239 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:10:05.000 [-1] 24900.000000 19237 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 14:09:05.000 [-1] 24893.750000 19251 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-13 19:45:03.386 [0] NaN 19195 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:13:20.000 [-1] 46690.000000 19196 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:14:20.000 [-1] 46690.000000 19197 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:15:54.000 [-1] 46710.000000 19194 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:12:20.000 [-1] 46690.000000 19199 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:20:19.000 [-1] 46700.000000 19193 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 19:45:02.489 [0] NaN 19200 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:21:40.000 [-1] 46700.000000 19198 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:20:16.000 [-1] 46700.000000 19192 NIKKEI caleb_strategy_v3 [20251200] 2025-10-13 02:01:17.000 [-1] 46695.000000 19203 OAT caleb_strategy_v3 [20251200] 2025-10-13 19:45:02.709 [0] NaN 19201 OAT caleb_strategy_v3 [20251200] 2025-10-13 19:45:02.601 [0] NaN 19205 OAT caleb_strategy_v3 [20251200] 2025-10-13 07:20:54.000 [1] 121.920000 19207 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-13 09:00:52.000 [1] 4418.000000 19208 SILVER-mini caleb_strategy_v3 [20260100] 2025-10-13 13:00:26.000 [-1] 50.087500 19224 SP500_micro caleb_strategy_v3 [20251200] 2025-10-13 14:05:05.000 [-1] 6694.250000 19219 SP500_micro caleb_strategy_v3 [20251200] 2025-10-13 14:03:53.000 [-1] 6690.250000 19228 SP500_micro caleb_strategy_v3 [20251200] 2025-10-13 14:06:05.000 [-1] 6693.250000 19213 SP500_micro caleb_strategy_v3 [20251200] 2025-10-13 14:01:01.000 [-1] 6695.750000 19209 SUGAR11 caleb_strategy_v3 [20260500] 2025-10-13 13:00:27.000 [-1] 15.190000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19202 EUROSTX caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 08:10:47.406000 2025-10-13 07:10:47 288647.406 NaN 19204 EUROSTX caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 08:20:51.138000 2025-10-13 07:20:51 289251.138 NaN 19206 GASOIL caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 09:00:02.399000 2025-10-13 08:00:09 291602.399 NaN 19207 ROBUSTA caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 10:00:10.754000 2025-10-13 09:00:52 295210.754 NaN 19208 SILVER-mini caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 14:00:26.202000 2025-10-13 13:00:26 309626.202 NaN 19209 SUGAR11 caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 14:00:27.830000 2025-10-13 13:00:27 309627.83 NaN 19210 COFFEE caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 14:00:29.130000 2025-10-13 13:08:30 309629.13 NaN 19211 JPY caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:00:58.211000 2025-10-13 14:00:58 313258.211 NaN 19216 EUR caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:01:05.542000 2025-10-13 14:03:47 313265.542 NaN 19221 CHF caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:03:54.135000 2025-10-13 14:05:00 313434.135 NaN 19215 CHF caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:01:04.042000 2025-10-13 14:01:04 313264.042 NaN 19224 SP500_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:05:05.541000 2025-10-13 14:05:05 313505.541 NaN 19219 SP500_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:03:53.171000 2025-10-13 14:03:53 313433.171 NaN 19228 SP500_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:06:05.622000 2025-10-13 14:06:05 313565.622 NaN 19213 SP500_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:01:00.910000 2025-10-13 14:01:01 313260.91 NaN 19233 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:07:06.275000 2025-10-13 14:07:06 313626.275 NaN 19236 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:08:06.279000 2025-10-13 14:08:06 313686.279 NaN 19217 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:03:49.067000 2025-10-13 14:03:49 313429.067 NaN 19222 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:05:01.179000 2025-10-13 14:05:01 313501.179 NaN 19226 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:05:06.586000 2025-10-13 14:05:06 313506.586 NaN 19230 MXP caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:06:06.807000 2025-10-13 14:06:06 313566.807 NaN 19234 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:08:05.122000 2025-10-13 14:08:05 313685.122 NaN 19237 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:09:05.492000 2025-10-13 14:09:05 313745.492 NaN 19239 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:10:05.630000 2025-10-13 14:10:05 313805.63 NaN 19241 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:11:05.655000 2025-10-13 14:11:29 313865.655 NaN 19243 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:12:05.545000 2025-10-13 19:45:02.820000 313925.545 16377.275 19212 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:00:59.525000 2025-10-13 14:00:59 313259.525 NaN 19245 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:32:10.098000 2025-10-13 14:32:14 315130.098 NaN 19247 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:42:19.008000 2025-10-13 19:45:03.156000 315739.008 14564.148 19249 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:52:23.806000 2025-10-13 19:45:03.269000 316343.806 13959.463 19218 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:03:52.714000 2025-10-13 14:03:52 313432.714 NaN 19251 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 16:02:28.846000 2025-10-13 19:45:03.386000 316948.846 13354.54 19252 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 16:12:49.826000 2025-10-13 15:12:49 317569.826 NaN 19223 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:05:04.957000 2025-10-13 14:05:05 313504.957 NaN 19227 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:06:04.998000 2025-10-13 14:06:05 313564.998 NaN 19231 NASDAQ_micro caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:07:05.098000 2025-10-13 14:07:05 313625.098 NaN 19232 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:07:05.698000 2025-10-13 14:07:05 313625.698 NaN 19235 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:08:05.677000 2025-10-13 14:08:05 313685.677 NaN 19238 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:09:06.118000 2025-10-13 14:09:06 313746.118 NaN 19240 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:10:06.215000 2025-10-13 14:10:06 313806.215 NaN 19242 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:11:29.613000 2025-10-13 14:11:29 313889.613 NaN 19244 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:22:06.070000 2025-10-13 19:45:02.932000 314526.07 15776.862 19214 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:01:02.251000 2025-10-13 14:01:02 313262.251 NaN 19246 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:32:14.650000 2025-10-13 19:45:03.044000 315134.65 15168.394 19248 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:52:19.506000 2025-10-13 14:52:19 316339.506 NaN 19250 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 16:02:24.320000 2025-10-13 15:02:24 316944.32 NaN 19220 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:03:53.557000 2025-10-13 14:03:53 313433.557 NaN 19225 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:05:06.001000 2025-10-13 14:05:06 313506.001 NaN 19229 DOW caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 15:06:06.207000 2025-10-13 14:06:06 313566.207 NaN 19200 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:21:19.864000 2025-10-13 02:21:40 271279.864 NaN 19192 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:01:16.914000 2025-10-13 02:01:17 270076.914 NaN 19193 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:02:16.828000 2025-10-13 19:45:02.489000 270136.828 60165.661 19194 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:12:19.977000 2025-10-13 02:12:20 270739.977 NaN 19195 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:13:20.649000 2025-10-13 02:13:20 270800.649 NaN 19196 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:14:20.717000 2025-10-13 02:14:20 270860.717 NaN 19197 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:15:20.746000 2025-10-13 02:15:54 270920.746 NaN 19198 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:16:20.759000 2025-10-13 02:20:16 270980.759 NaN 19199 NIKKEI caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 03:20:19.744000 2025-10-13 02:20:19 271219.744 NaN 19201 OAT caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 08:00:46.586000 2025-10-13 19:45:02.601000 288046.586 42256.015 19203 OAT caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 08:10:50.629000 2025-10-13 19:45:02.709000 288650.629 41652.08 19205 OAT caleb_strategy_v3 2025-10-10 00:00:00 2025-10-13 08:20:54.693000 2025-10-13 07:20:54 289254.693 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 19202 EUROSTX caleb_strategy_v3 [-1] 5520.0 None 5570.5 5570.0 5571.0 5571.0 5581.0 50.5 -0.5 11.0 10.0 NaN 10.5 19204 EUROSTX caleb_strategy_v3 [-1] 5520.0 None 5570.5 5570.0 5571.0 5571.0 5589.0 50.5 -0.5 19.0 18.0 NaN 18.5 19206 GASOIL caleb_strategy_v3 [1] 630.25 None 639.0 639.25 638.75 638.75 639.25 -8.75 -0.25 0.0 -0.5 NaN -0.25 19207 ROBUSTA caleb_strategy_v3 [1] 4393.0 None 4411.5 4413.0 4410.0 4410.0 4418.0 -18.5 -1.5 -5.0 -8.0 NaN -6.5 19208 SILVER-mini caleb_strategy_v3 [-1] 47.5125 None 49.99375 49.975 50.0125 50.0125 50.0875 2.48125 -0.01875 0.1125 0.075 NaN 0.09375 19209 SUGAR11 caleb_strategy_v3 [-1] 15.62 None 15.105 15.1 15.11 15.11 15.19 -0.515 -0.005 0.09 0.08 NaN 0.085 19210 COFFEE caleb_strategy_v3 [-1] 357.2 None 365.625 365.5 365.75 365.75 364.6 8.425 -0.125 -0.9 -1.15 NaN -1.025 19211 JPY caleb_strategy_v3 [1] 0.00663 None 0.006615 0.006615 0.006614 0.006614 0.006613 0.000015 -0.0 0.000002 0.000001 NaN 0.000002 19216 EUR caleb_strategy_v3 [-1] 1.165 None 1.161525 1.1615 1.16155 1.16155 1.16135 -0.003475 -0.000025 -0.00015 -0.0002 NaN -0.000175 19221 CHF caleb_strategy_v3 [1] 1.25765 None 1.2521 1.25215 1.25205 1.25205 1.252 0.00555 -0.00005 0.00015 0.00005 NaN 0.0001 19215 CHF caleb_strategy_v3 [1] 1.25765 None 1.2521 1.25215 1.25205 1.25205 1.2519 0.00555 -0.00005 0.00025 0.00015 NaN 0.0002 19224 SP500_micro caleb_strategy_v3 [-1] 6636.75 None 6683.875 6683.75 6684.0 6684.0 6694.25 47.125 -0.125 10.5 10.25 NaN 10.375 19219 SP500_micro caleb_strategy_v3 [-1] 6636.75 None 6683.875 6683.75 6684.0 6684.0 6690.25 47.125 -0.125 6.5 6.25 NaN 6.375 19228 SP500_micro caleb_strategy_v3 [-1] 6636.75 None 6683.875 6683.75 6684.0 6684.0 6693.25 47.125 -0.125 9.5 9.25 NaN 9.375 19213 SP500_micro caleb_strategy_v3 [-1] 6636.75 None 6683.875 6683.75 6684.0 6684.0 6695.75 47.125 -0.125 12.0 11.75 NaN 11.875 19233 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.05382 0.000325 -0.000005 0.00008 0.00007 NaN 0.000075 19236 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.05382 0.000325 -0.000005 0.00008 0.00007 NaN 0.000075 19217 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.0538 0.000325 -0.000005 0.00006 0.00005 NaN 0.000055 19222 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.05381 0.000325 -0.000005 0.00007 0.00006 NaN 0.000065 19226 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.05381 0.000325 -0.000005 0.00007 0.00006 NaN 0.000065 19230 MXP caleb_strategy_v3 [-1] 0.05342 None 0.053745 0.05374 0.05375 0.05375 0.05381 0.000325 -0.000005 0.00007 0.00006 NaN 0.000065 19234 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24863.125 24863.0 24863.25 24863.25 24889.0 253.375 -0.125 26.0 25.75 NaN 25.875 19237 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24863.125 24863.0 24863.25 24863.25 24893.75 253.375 -0.125 30.75 30.5 NaN 30.625 19239 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24863.125 24863.0 24863.25 24863.25 24900.0 253.375 -0.125 37.0 36.75 NaN 36.875 19241 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24897.5 24897.25 24897.75 24897.75 24894.75 287.75 -0.25 -2.5 -3.0 NaN -2.75 19243 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 12447.125 24894.25 0.0 0.0 NaN -12162.625 12447.125 NaN NaN NaN NaN 19212 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24853.25 24853.0 24853.5 24853.5 24901.0 243.5 -0.25 48.0 47.5 NaN 47.75 19245 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24910.75 24910.5 24911.0 24911.0 24818.25 301.0 -0.25 -92.25 -92.75 NaN -92.5 19247 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 12406.5 24813.0 0.0 0.0 NaN -12203.25 12406.5 NaN NaN NaN NaN 19249 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24836.25 24836.0 24836.5 24836.5 NaN 226.5 -0.25 NaN NaN NaN NaN 19218 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24853.25 24853.0 24853.5 24853.5 24883.0 243.5 -0.25 30.0 29.5 NaN 29.75 19251 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 12389.25 24778.5 0.0 0.0 NaN -12220.5 12389.25 NaN NaN NaN NaN 19252 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24756.25 24756.0 24756.5 24756.5 24832.75 146.5 -0.25 76.75 76.25 NaN 76.5 19223 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24853.25 24853.0 24853.5 24853.5 24900.75 243.5 -0.25 47.75 47.25 NaN 47.5 19227 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24853.25 24853.0 24853.5 24853.5 24907.75 243.5 -0.25 54.75 54.25 NaN 54.5 19231 NASDAQ_micro caleb_strategy_v3 [-1] 24609.75 None 24863.125 24863.0 24863.25 24863.25 24895.75 253.375 -0.125 32.75 32.5 NaN 32.625 19232 DOW caleb_strategy_v3 [-1] 45909.0 None 46146.0 46145.0 46147.0 46147.0 46188.0 237.0 -1.0 43.0 41.0 NaN 42.0 19235 DOW caleb_strategy_v3 [-1] 45909.0 None 46146.0 46145.0 46147.0 46147.0 46174.0 237.0 -1.0 29.0 27.0 NaN 28.0 19238 DOW caleb_strategy_v3 [-1] 45909.0 None 46146.0 46145.0 46147.0 46147.0 46168.0 237.0 -1.0 23.0 21.0 NaN 22.0 19240 DOW caleb_strategy_v3 [-1] 45909.0 None 46146.0 46145.0 46147.0 46147.0 46166.0 237.0 -1.0 21.0 19.0 NaN 20.0 19242 DOW caleb_strategy_v3 [-1] 45909.0 None 46146.0 46145.0 46147.0 46147.0 46171.0 237.0 -1.0 26.0 24.0 NaN 25.0 19244 DOW caleb_strategy_v3 [-1] 45909.0 None 46209.0 46208.0 46210.0 46210.0 NaN 300.0 -1.0 NaN NaN NaN NaN 19214 DOW caleb_strategy_v3 [-1] 45909.0 None 46162.0 46161.0 46163.0 46163.0 46243.0 253.0 -1.0 82.0 80.0 NaN 81.0 19246 DOW caleb_strategy_v3 [-1] 45909.0 None 23081.0 46162.0 0.0 0.0 NaN -22828.0 23081.0 NaN NaN NaN NaN 19248 DOW caleb_strategy_v3 [-1] 45909.0 None 46094.5 46094.0 46095.0 46095.0 46130.0 185.5 -0.5 36.0 35.0 NaN 35.5 19250 DOW caleb_strategy_v3 [-1] 45909.0 None 46172.0 46171.0 46173.0 46173.0 46133.0 263.0 -1.0 -38.0 -40.0 NaN -39.0 19220 DOW caleb_strategy_v3 [-1] 45909.0 None 46162.0 46161.0 46163.0 46163.0 46191.0 253.0 -1.0 30.0 28.0 NaN 29.0 19225 DOW caleb_strategy_v3 [-1] 45909.0 None 46162.0 46161.0 46163.0 46163.0 46216.0 253.0 -1.0 55.0 53.0 NaN 54.0 19229 DOW caleb_strategy_v3 [-1] 45909.0 None 46162.0 46161.0 46163.0 46163.0 46190.0 253.0 -1.0 29.0 27.0 NaN 28.0 19200 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46697.5 46695.0 46700.0 46700.0 46700.0 597.5 -2.5 5.0 -0.0 NaN 2.5 19192 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46537.5 46535.0 46540.0 46540.0 46695.0 437.5 -2.5 160.0 155.0 NaN 157.5 19193 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 23267.5 46535.0 0.0 0.0 NaN -22832.5 23267.5 NaN NaN NaN NaN 19194 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46632.5 46630.0 46635.0 NaN 46690.0 532.5 -2.5 60.0 NaN NaN 57.5 19195 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46670.0 46665.0 46675.0 46675.0 46690.0 570.0 -5.0 25.0 15.0 NaN 20.0 19196 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46672.5 46670.0 46675.0 46675.0 46690.0 572.5 -2.5 20.0 15.0 NaN 17.5 19197 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46727.5 46725.0 46730.0 46730.0 46710.0 627.5 -2.5 -15.0 -20.0 NaN -17.5 19198 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46717.5 46715.0 46720.0 46720.0 46700.0 617.5 -2.5 -15.0 -20.0 NaN -17.5 19199 NIKKEI caleb_strategy_v3 [-1] 46100.0 None 46697.5 46695.0 46700.0 46700.0 46700.0 597.5 -2.5 5.0 -0.0 NaN 2.5 19201 OAT caleb_strategy_v3 [1] 122.08 None 121.915 121.92 121.91 121.91 NaN 0.165 -0.005 NaN NaN NaN NaN 19203 OAT caleb_strategy_v3 [1] 122.08 None 60.975 121.95 0.0 0.0 NaN 61.105 -60.975 NaN NaN NaN NaN 19205 OAT caleb_strategy_v3 [1] 122.08 None 122.02 122.03 122.01 122.01 121.92 0.06 -0.01 0.11 0.09 NaN 0.1 ===================================================================================================================================================================== 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 19202 EUROSTX caleb_strategy_v3 [-1] 782.456522 645.403273 -6.390131 140.582891 127.802628 NaN 134.19276 19204 EUROSTX caleb_strategy_v3 [-1] 782.456522 645.403273 -6.390131 242.824994 230.044731 NaN 236.434862 19206 GASOIL caleb_strategy_v3 [1] 171.442276 -510.375864 -14.582168 0.0 -29.164335 NaN -14.582168 19207 ROBUSTA caleb_strategy_v3 [1] 1919.050702 -96.40183 -7.816365 -26.054549 -41.687278 NaN -33.870913 19208 SILVER-mini caleb_strategy_v3 [-1] 14.316113 1733.186907 -13.09713 78.582782 52.388521 NaN 65.485651 19209 SUGAR11 caleb_strategy_v3 [-1] 3.992042 -1290.066743 -12.52492 225.448557 200.398717 NaN 212.923637 19210 COFFEE caleb_strategy_v3 [-1] 139.49508 603.963954 -8.96089 -64.518405 -82.440184 NaN -73.479294 19211 JPY caleb_strategy_v3 [1] 0.000699 218.155066 -3.576313 28.6105 21.457875 NaN 25.034188 19216 EUR caleb_strategy_v3 [-1] 0.077901 -446.07871 -3.209199 -19.255196 -25.673595 NaN -22.464395 19221 CHF caleb_strategy_v3 [1] 0.096327 576.159884 -5.19063 15.571889 5.19063 NaN 10.381259 19215 CHF caleb_strategy_v3 [1] 0.096327 576.159884 -5.19063 25.953148 15.571889 NaN 20.762518 19224 SP500_micro caleb_strategy_v3 [-1] 1020.016874 462.002161 -1.22547 102.939474 100.488534 NaN 101.714004 19219 SP500_micro caleb_strategy_v3 [-1] 1020.016874 462.002161 -1.22547 63.724436 61.273496 NaN 62.498966 19228 SP500_micro caleb_strategy_v3 [-1] 1020.016874 462.002161 -1.22547 93.135714 90.684774 NaN 91.910244 19213 SP500_micro caleb_strategy_v3 [-1] 1020.016874 462.002161 -1.22547 117.645113 115.194173 NaN 116.419643 19233 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 174.006848 152.255992 NaN 163.13142 19236 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 174.006848 152.255992 NaN 163.13142 19217 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 130.505136 108.75428 NaN 119.629708 19222 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 152.255992 130.505136 NaN 141.380564 19226 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 152.255992 130.505136 NaN 141.380564 19230 MXP caleb_strategy_v3 [-1] 0.004598 706.90282 -10.875428 152.255992 130.505136 NaN 141.380564 19234 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 584.720983 -0.288466 60.000969 59.424037 NaN 59.712503 19237 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 584.720983 -0.288466 70.962685 70.385752 NaN 70.674218 19239 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 584.720983 -0.288466 85.385995 84.809062 NaN 85.097528 19241 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 664.049187 -0.576932 -5.769324 -6.923189 NaN -6.346256 19243 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 -28068.049497 28724.598563 NaN NaN NaN NaN 19212 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 561.932153 -0.576932 110.77102 109.617155 NaN 110.194087 19245 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 694.626604 -0.576932 -212.888054 -214.041919 NaN -213.464986 19247 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 -28161.801011 28630.847048 NaN NaN NaN NaN 19249 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 522.70075 -0.576932 NaN NaN NaN NaN 19218 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 561.932153 -0.576932 69.231887 68.078023 NaN 68.654955 19251 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 -28201.609346 28591.038713 NaN NaN NaN NaN 19252 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 338.082384 -0.576932 177.118245 175.964381 NaN 176.541313 19223 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 561.932153 -0.576932 110.194087 109.040223 NaN 109.617155 19227 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 561.932153 -0.576932 126.348195 125.19433 NaN 125.771262 19231 NASDAQ_micro caleb_strategy_v3 [-1] 4333.263343 584.720983 -0.288466 75.578144 75.001211 NaN 75.289678 19232 DOW caleb_strategy_v3 [-1] 5915.629836 400.633587 -1.690437 72.688794 69.30792 NaN 70.998357 19235 DOW caleb_strategy_v3 [-1] 5915.629836 400.633587 -1.690437 49.022675 45.641801 NaN 47.332238 19238 DOW caleb_strategy_v3 [-1] 5915.629836 400.633587 -1.690437 38.880053 35.499179 NaN 37.189616 19240 DOW caleb_strategy_v3 [-1] 5915.629836 400.633587 -1.690437 35.499179 32.118304 NaN 33.808742 19242 DOW caleb_strategy_v3 [-1] 5915.629836 400.633587 -1.690437 43.951364 40.57049 NaN 42.260927 19244 DOW caleb_strategy_v3 [-1] 5915.629836 507.131123 -1.690437 NaN NaN NaN NaN 19214 DOW caleb_strategy_v3 [-1] 5915.629836 427.68058 -1.690437 138.61584 135.234966 NaN 136.925403 19246 DOW caleb_strategy_v3 [-1] 5915.629836 -38589.297557 39016.978137 NaN NaN NaN NaN 19248 DOW caleb_strategy_v3 [-1] 5915.629836 313.576077 -0.845219 60.855735 59.165298 NaN 60.010516 19250 DOW caleb_strategy_v3 [-1] 5915.629836 444.584951 -1.690437 -64.236609 -67.617483 NaN -65.927046 19220 DOW caleb_strategy_v3 [-1] 5915.629836 427.68058 -1.690437 50.713112 47.332238 NaN 49.022675 19225 DOW caleb_strategy_v3 [-1] 5915.629836 427.68058 -1.690437 92.974039 89.593165 NaN 91.283602 19229 DOW caleb_strategy_v3 [-1] 5915.629836 427.68058 -1.690437 49.022675 45.641801 NaN 47.332238 19200 NIKKEI caleb_strategy_v3 [-1] 10558.275981 565.906784 -2.367811 4.735622 -0.0 NaN 2.367811 19192 NIKKEI caleb_strategy_v3 [-1] 10558.275981 414.366892 -2.367811 151.539892 146.80427 NaN 149.172081 19193 NIKKEI caleb_strategy_v3 [-1] 10558.275981 -21625.216126 22037.215207 NaN NaN NaN NaN 19194 NIKKEI caleb_strategy_v3 [-1] 10558.275981 504.343702 -2.367811 56.827459 NaN NaN 54.459649 19195 NIKKEI caleb_strategy_v3 [-1] 10558.275981 539.860865 -4.735622 23.678108 14.206865 NaN 18.942486 19196 NIKKEI caleb_strategy_v3 [-1] 10558.275981 542.228675 -2.367811 18.942486 14.206865 NaN 16.574676 19197 NIKKEI caleb_strategy_v3 [-1] 10558.275981 594.320513 -2.367811 -14.206865 -18.942486 NaN -16.574676 19198 NIKKEI caleb_strategy_v3 [-1] 10558.275981 584.84927 -2.367811 -14.206865 -18.942486 NaN -16.574676 19199 NIKKEI caleb_strategy_v3 [-1] 10558.275981 565.906784 -2.367811 4.735622 -0.0 NaN 2.367811 19201 OAT caleb_strategy_v3 [1] 5.812681 283.862151 -8.601883 NaN NaN NaN NaN 19203 OAT caleb_strategy_v3 [1] 5.812681 105123.616418 -104899.967451 NaN NaN NaN NaN 19205 OAT caleb_strategy_v3 [1] 5.812681 103.2226 -17.203767 189.241434 154.8339 NaN 172.037667 ============================================================================================================================================================================ 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 19202 EUROSTX caleb_strategy_v3 [-1] 11.61625 586.620625 -5.808125 127.77875 116.1625 NaN 121.970625 19204 EUROSTX caleb_strategy_v3 [-1] 11.61625 586.620625 -5.808125 220.70875 209.0925 NaN 214.900625 19206 GASOIL caleb_strategy_v3 [1] 100.0 -875.0 -25.0 0.0 -50.0 NaN -25.0 19207 ROBUSTA caleb_strategy_v3 [1] 10.0 -185.0 -15.0 -50.0 -80.0 NaN -65.0 19208 SILVER-mini caleb_strategy_v3 [-1] 2500.0 6203.125 -46.875 281.25 187.5 NaN 234.375 19209 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -576.8 -5.6 100.8 89.6 NaN 95.2 19210 COFFEE caleb_strategy_v3 [-1] 375.0 3159.375 -46.875 -337.5 -431.25 NaN -384.375 19211 JPY caleb_strategy_v3 [1] 12500000.0 190.625 -3.125 25.0 18.75 NaN 21.875 19216 EUR caleb_strategy_v3 [-1] 125000.0 -434.375 -3.125 -18.75 -25.0 NaN -21.875 19221 CHF caleb_strategy_v3 [1] 125000.0 693.75 -6.25 18.75 6.25 NaN 12.5 19215 CHF caleb_strategy_v3 [1] 125000.0 693.75 -6.25 31.25 18.75 NaN 25.0 19224 SP500_micro caleb_strategy_v3 [-1] 5.0 235.625 -0.625 52.5 51.25 NaN 51.875 19219 SP500_micro caleb_strategy_v3 [-1] 5.0 235.625 -0.625 32.5 31.25 NaN 31.875 19228 SP500_micro caleb_strategy_v3 [-1] 5.0 235.625 -0.625 47.5 46.25 NaN 46.875 19213 SP500_micro caleb_strategy_v3 [-1] 5.0 235.625 -0.625 60.0 58.75 NaN 59.375 19233 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 40.0 35.0 NaN 37.5 19236 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 40.0 35.0 NaN 37.5 19217 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 30.0 25.0 NaN 27.5 19222 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 35.0 30.0 NaN 32.5 19226 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 35.0 30.0 NaN 32.5 19230 MXP caleb_strategy_v3 [-1] 500000.0 162.5 -2.5 35.0 30.0 NaN 32.5 19234 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 506.75 -0.25 52.0 51.5 NaN 51.75 19237 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 506.75 -0.25 61.5 61.0 NaN 61.25 19239 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 506.75 -0.25 74.0 73.5 NaN 73.75 19241 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 575.5 -0.5 -5.0 -6.0 NaN -5.5 19243 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24325.25 24894.25 NaN NaN NaN NaN 19212 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 487.0 -0.5 96.0 95.0 NaN 95.5 19245 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 602.0 -0.5 -184.5 -185.5 NaN -185.0 19247 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24406.5 24813.0 NaN NaN NaN NaN 19249 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 453.0 -0.5 NaN NaN NaN NaN 19218 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 487.0 -0.5 60.0 59.0 NaN 59.5 19251 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24441.0 24778.5 NaN NaN NaN NaN 19252 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 293.0 -0.5 153.5 152.5 NaN 153.0 19223 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 487.0 -0.5 95.5 94.5 NaN 95.0 19227 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 487.0 -0.5 109.5 108.5 NaN 109.0 19231 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 506.75 -0.25 65.5 65.0 NaN 65.25 19232 DOW caleb_strategy_v3 [-1] 0.5 118.5 -0.5 21.5 20.5 NaN 21.0 19235 DOW caleb_strategy_v3 [-1] 0.5 118.5 -0.5 14.5 13.5 NaN 14.0 19238 DOW caleb_strategy_v3 [-1] 0.5 118.5 -0.5 11.5 10.5 NaN 11.0 19240 DOW caleb_strategy_v3 [-1] 0.5 118.5 -0.5 10.5 9.5 NaN 10.0 19242 DOW caleb_strategy_v3 [-1] 0.5 118.5 -0.5 13.0 12.0 NaN 12.5 19244 DOW caleb_strategy_v3 [-1] 0.5 150.0 -0.5 NaN NaN NaN NaN 19214 DOW caleb_strategy_v3 [-1] 0.5 126.5 -0.5 41.0 40.0 NaN 40.5 19246 DOW caleb_strategy_v3 [-1] 0.5 -11414.0 11540.5 NaN NaN NaN NaN 19248 DOW caleb_strategy_v3 [-1] 0.5 92.75 -0.25 18.0 17.5 NaN 17.75 19250 DOW caleb_strategy_v3 [-1] 0.5 131.5 -0.5 -19.0 -20.0 NaN -19.5 19220 DOW caleb_strategy_v3 [-1] 0.5 126.5 -0.5 15.0 14.0 NaN 14.5 19225 DOW caleb_strategy_v3 [-1] 0.5 126.5 -0.5 27.5 26.5 NaN 27.0 19229 DOW caleb_strategy_v3 [-1] 0.5 126.5 -0.5 14.5 13.5 NaN 14.0 19200 NIKKEI caleb_strategy_v3 [-1] 0.658402 393.394916 -1.646004 3.292008 -0.0 NaN 1.646004 19192 NIKKEI caleb_strategy_v3 [-1] 0.658402 288.050671 -1.646004 105.344245 102.052238 NaN 103.698241 19193 NIKKEI caleb_strategy_v3 [-1] 0.658402 -15032.952997 15319.357663 NaN NaN NaN NaN 19194 NIKKEI caleb_strategy_v3 [-1] 0.658402 350.598816 -1.646004 39.504092 NaN NaN 37.858088 19195 NIKKEI caleb_strategy_v3 [-1] 0.658402 375.288874 -3.292008 16.460038 9.876023 NaN 13.168031 19196 NIKKEI caleb_strategy_v3 [-1] 0.658402 376.934878 -1.646004 13.168031 9.876023 NaN 11.522027 19197 NIKKEI caleb_strategy_v3 [-1] 0.658402 413.146962 -1.646004 -9.876023 -13.168031 NaN -11.522027 19198 NIKKEI caleb_strategy_v3 [-1] 0.658402 406.562946 -1.646004 -9.876023 -13.168031 NaN -11.522027 19199 NIKKEI caleb_strategy_v3 [-1] 0.658402 393.394916 -1.646004 3.292008 -0.0 NaN 1.646004 19201 OAT caleb_strategy_v3 [1] 1161.625 191.668125 -5.808125 NaN NaN NaN NaN 19203 OAT caleb_strategy_v3 [1] 1161.625 70981.095625 -70830.084375 NaN NaN NaN NaN 19205 OAT caleb_strategy_v3 [1] 1161.625 69.6975 -11.61625 127.77875 104.54625 NaN 116.1625 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 1387.5 COFFEE 3159.375 DOW -9941.25 EUR -434.375 EUROSTX 1173.24125 GASOIL -875.0 JPY 190.625 MXP 975.0 NASDAQ_micro -67274.25 NIKKEI -12035.580019 OAT 71242.46125 ROBUSTA -185.0 SILVER-mini 6203.125 SP500_micro 942.5 SUGAR11 -576.8 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -6048.427519 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -12.5 COFFEE -46.875 DOW 11534.75 EUR -3.125 EUROSTX -11.61625 GASOIL -25.0 JPY -3.125 MXP -15.0 NASDAQ_micro 74480.75 NIKKEI 15304.543629 OAT -70847.50875 ROBUSTA -15.0 SILVER-mini -46.875 SP500_micro -2.5 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 30285.318629 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 50.0 COFFEE -337.5 DOW 168.0 EUR -18.75 EUROSTX 348.4875 GASOIL 0.0 JPY 25.0 MXP 215.0 NASDAQ_micro 578.0 NIKKEI 161.308376 OAT 127.77875 ROBUSTA -50.0 SILVER-mini 281.25 SP500_micro 192.5 SUGAR11 100.8 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1841.874626 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 25.0 COFFEE -431.25 DOW 157.5 EUR -25.0 EUROSTX 325.255 GASOIL -50.0 JPY 18.75 MXP 185.0 NASDAQ_micro 569.0 NIKKEI 95.468222 OAT 104.54625 ROBUSTA -80.0 SILVER-mini 187.5 SP500_micro 187.5 SUGAR11 89.6 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1358.869472 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COFFEE 0 DOW 0 EUR 0 EUROSTX 0 GASOIL 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 ROBUSTA 0 SILVER-mini 0 SP500_micro 0 SUGAR11 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 CHF 37.5 COFFEE -384.375 DOW 162.75 EUR -21.875 EUROSTX 336.87125 GASOIL -25.0 JPY 21.875 MXP 200.0 NASDAQ_micro 573.5 NIKKEI 146.494341 OAT 116.1625 ROBUSTA -65.0 SILVER-mini 234.375 SP500_micro 190.0 SUGAR11 95.2 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1618.478091 ******************************************************************************** END OF REPORT ********************************************************************************