******************************************************************************** Trades report produced on 15/10/2025 21:39 from 14/10/2025 21:39 to 15/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19271 CANOLA caleb_strategy_v3 [20260100] 2025-10-15 13:41:29.000 [1] 630.100000 19270 CANOLA caleb_strategy_v3 [20260100] 2025-10-15 19:45:11.016 [0] NaN 19269 CANOLA caleb_strategy_v3 [20260100] 2025-10-15 19:45:10.957 [0] NaN 19268 CANOLA caleb_strategy_v3 [20260100] 2025-10-15 19:45:10.898 [0] NaN 19265 CANOLA caleb_strategy_v3 [20260100] 2025-10-15 13:04:47.000 [1] 630.000000 19266 COPPER caleb_strategy_v3 [20251200] 2025-10-15 13:11:14.000 [-1] 5.017500 19284 DOW caleb_strategy_v3 [20251200] 2025-10-15 14:38:33.000 [1] 46809.000000 19282 DOW caleb_strategy_v3 [20251200] 2025-10-15 14:36:32.000 [1] 46842.000000 19281 DOW caleb_strategy_v3 [20251200] 2025-10-15 14:35:32.000 [1] 46825.000000 19278 DOW caleb_strategy_v3 [20251200] 2025-10-15 19:45:11.134 [0] NaN 19273 DOW caleb_strategy_v3 [20251200] 2025-10-15 19:45:11.076 [0] NaN 19283 DOW caleb_strategy_v3 [20251200] 2025-10-15 14:37:32.000 [1] 46819.000000 19264 GAS_US_mini caleb_strategy_v3 [20251200] 2025-10-15 13:04:33.000 [1] 3.640000 19276 GBP caleb_strategy_v3 [20251200] 2025-10-15 14:25:21.000 [1] 1.336300 19277 MXP caleb_strategy_v3 [20251200] 2025-10-15 14:25:22.000 [-1] 0.053820 19274 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-15 14:11:45.000 [-1] 25098.000000 19279 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-15 14:35:26.000 [-1] 25102.500000 19254 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 02:01:24.000 [1] 47350.000000 19260 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 02:52:25.000 [1] 47500.000000 19256 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.598 [0] NaN 19258 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 02:40:44.000 [1] 47495.000000 19257 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.658 [0] NaN 19255 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.540 [0] NaN 19259 NIKKEI caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.719 [0] NaN 19261 OAT caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.781 [0] NaN 19263 OAT caleb_strategy_v3 [20251200] 2025-10-15 07:22:42.000 [1] 123.040000 19262 OAT caleb_strategy_v3 [20251200] 2025-10-15 19:45:10.839 [0] NaN 19267 SILVER-mini caleb_strategy_v3 [20260100] 2025-10-15 13:11:15.000 [-1] 51.462500 19275 SP500_micro caleb_strategy_v3 [20251200] 2025-10-15 14:17:20.000 [1] 6760.000000 19272 US5 caleb_strategy_v3 [20251200] 2025-10-15 14:01:44.000 [1] 109.765625 19280 WHEAT caleb_strategy_v3 [20261200] 2025-10-15 14:35:28.000 [-1] 572.250000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19264 GAS_US_mini caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:00:56.730000 2025-10-15 13:04:33 136856.73 NaN 19266 COPPER caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:04:48.059000 2025-10-15 13:11:14 137088.059 NaN 19267 SILVER-mini caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:11:15.002000 2025-10-15 13:11:15 137475.002 NaN 19272 US5 caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:00:40.534000 2025-10-15 14:01:44 140440.534 NaN 19275 SP500_micro caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:11:46.618000 2025-10-15 14:17:20 141106.618 NaN 19276 GBP caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:17:21.583000 2025-10-15 14:25:21 141441.583 NaN 19277 MXP caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:25:21.986000 2025-10-15 14:25:22 141921.986 NaN 19274 NASDAQ_micro caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:11:45.706000 2025-10-15 14:11:45 141105.706 NaN 19279 NASDAQ_micro caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:35:26.374000 2025-10-15 14:35:26 142526.374 NaN 19280 WHEAT caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:35:27.511000 2025-10-15 14:35:28 142527.511 NaN 19261 OAT caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 08:01:13.230000 2025-10-15 19:45:10.781000 115273.23 42237.551 19262 OAT caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 08:12:16.694000 2025-10-15 19:45:10.839000 115936.694 41574.145 19263 OAT caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 08:22:20.040000 2025-10-15 07:22:42 116540.04 NaN 19254 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:01:15.186000 2025-10-15 02:01:24 97275.186 NaN 19255 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:02:15.610000 2025-10-15 19:45:10.540000 97335.61 60174.93 19256 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:12:18.813000 2025-10-15 19:45:10.598000 97938.813 59571.785 19257 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:22:22.434000 2025-10-15 19:45:10.658000 98542.434 58968.224 19258 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:32:25.593000 2025-10-15 02:40:44 99145.593 NaN 19259 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:41:47.734000 2025-10-15 19:45:10.719000 99707.734 57802.985 19260 NIKKEI caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 03:51:51.137000 2025-10-15 02:52:25 100311.137 NaN 19265 CANOLA caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:04:34.674000 2025-10-15 13:04:47 137074.674 NaN 19268 CANOLA caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:11:18.574000 2025-10-15 19:45:10.898000 137478.574 20032.324 19269 CANOLA caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:21:22.402000 2025-10-15 19:45:10.957000 138082.402 19428.555 19270 CANOLA caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:31:26.070000 2025-10-15 19:45:11.016000 138686.07 18824.946 19271 CANOLA caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 14:41:29.611000 2025-10-15 13:41:29 139289.611 NaN 19273 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:01:44.854000 2025-10-15 19:45:11.076000 140504.854 17006.222 19278 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:25:25.878000 2025-10-15 19:45:11.134000 141925.878 15585.256 19281 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:35:32.337000 2025-10-15 14:35:32 142532.337 NaN 19282 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:36:32.546000 2025-10-15 14:36:32 142592.546 NaN 19283 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:37:32.762000 2025-10-15 14:37:32 142652.762 NaN 19284 DOW caleb_strategy_v3 2025-10-14 00:00:00 2025-10-15 15:38:33.013000 2025-10-15 14:38:33 142713.013 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 19264 GAS_US_mini caleb_strategy_v3 [1] 3.69 None 3.625 3.63 3.62 3.62 3.64 0.065 -0.005 -0.01 -0.02 NaN -0.015 19266 COPPER caleb_strategy_v3 [-1] 5.025 None 5.02975 5.029 5.0305 5.0305 5.0175 0.00475 -0.00075 -0.0115 -0.013 NaN -0.01225 19267 SILVER-mini caleb_strategy_v3 [-1] 50.8625 None 51.375 51.35 51.4 51.4 51.4625 0.5125 -0.025 0.1125 0.0625 NaN 0.0875 19272 US5 caleb_strategy_v3 [1] 109.765625 None 109.769531 109.773438 109.765625 109.765625 109.765625 -0.003906 -0.003906 0.007812 0.0 NaN 0.003906 19275 SP500_micro caleb_strategy_v3 [1] 6713.25 None 6751.375 6751.5 6751.25 6751.25 6760.0 -38.125 -0.125 -8.5 -8.75 NaN -8.625 19276 GBP caleb_strategy_v3 [1] 1.333 None 1.33525 1.3353 1.3352 1.3352 1.3363 -0.00225 -0.00005 -0.001 -0.0011 NaN -0.00105 19277 MXP caleb_strategy_v3 [-1] 0.05369 None 0.053815 0.05381 0.05382 0.05382 0.05382 0.000125 -0.000005 0.00001 -0.0 NaN 0.000005 19274 NASDAQ_micro caleb_strategy_v3 [-1] 24916.75 None 25032.0 25031.75 25032.25 25032.25 25098.0 115.25 -0.25 66.25 65.75 NaN 66.0 19279 NASDAQ_micro caleb_strategy_v3 [-1] 24916.75 None 25032.0 25031.75 25032.25 25032.25 25102.5 115.25 -0.25 70.75 70.25 NaN 70.5 19280 WHEAT caleb_strategy_v3 [-1] 574.25 None 571.75 571.5 572.0 572.0 572.25 -2.5 -0.25 0.75 0.25 NaN 0.5 19261 OAT caleb_strategy_v3 [1] 122.87 None 122.955 122.96 122.95 122.95 NaN -0.085 -0.005 NaN NaN NaN NaN 19262 OAT caleb_strategy_v3 [1] 122.87 None 61.49 122.98 0.0 0.0 NaN 61.38 -61.49 NaN NaN NaN NaN 19263 OAT caleb_strategy_v3 [1] 122.87 None 123.025 123.03 123.02 123.02 123.04 -0.155 -0.005 -0.01 -0.02 NaN -0.015 19254 NIKKEI caleb_strategy_v3 [1] 47220.0 None 47342.5 47345.0 47340.0 47340.0 47350.0 -122.5 -2.5 -5.0 -10.0 NaN -7.5 19255 NIKKEI caleb_strategy_v3 [1] 47220.0 None 23675.0 47350.0 0.0 0.0 NaN 23545.0 -23675.0 NaN NaN NaN NaN 19256 NIKKEI caleb_strategy_v3 [1] 47220.0 None 47325.0 47330.0 47320.0 47320.0 NaN -105.0 -5.0 NaN NaN NaN NaN 19257 NIKKEI caleb_strategy_v3 [1] 47220.0 None 23675.0 47350.0 0.0 0.0 NaN 23545.0 -23675.0 NaN NaN NaN NaN 19258 NIKKEI caleb_strategy_v3 [1] 47220.0 None 47405.0 47410.0 47400.0 47400.0 47495.0 -185.0 -5.0 -85.0 -95.0 NaN -90.0 19259 NIKKEI caleb_strategy_v3 [1] 47220.0 None 23747.5 47495.0 0.0 0.0 NaN 23472.5 -23747.5 NaN NaN NaN NaN 19260 NIKKEI caleb_strategy_v3 [1] 47220.0 None 47482.5 47485.0 47480.0 47480.0 47500.0 -262.5 -2.5 -15.0 -20.0 NaN -17.5 19265 CANOLA caleb_strategy_v3 [1] 628.6 None 630.05 630.2 629.9 629.9 630.0 -1.45 -0.15 0.2 -0.1 NaN 0.05 19268 CANOLA caleb_strategy_v3 [1] 628.6 None 315.15 630.3 0.0 0.0 NaN 313.45 -315.15 NaN NaN NaN NaN 19269 CANOLA caleb_strategy_v3 [1] 628.6 None 629.85 629.9 629.8 629.8 NaN -1.25 -0.05 NaN NaN NaN NaN 19270 CANOLA caleb_strategy_v3 [1] 628.6 None 315.6 631.2 0.0 0.0 NaN 313.0 -315.6 NaN NaN NaN NaN 19271 CANOLA caleb_strategy_v3 [1] 628.6 None 631.6 631.7 631.5 631.5 630.1 -3.0 -0.1 1.6 1.4 NaN 1.5 19273 DOW caleb_strategy_v3 [1] 46681.0 None 46712.5 46713.0 46712.0 46712.0 NaN -31.5 -0.5 NaN NaN NaN NaN 19278 DOW caleb_strategy_v3 [1] 46681.0 None 23432.5 46865.0 0.0 0.0 NaN 23248.5 -23432.5 NaN NaN NaN NaN 19281 DOW caleb_strategy_v3 [1] 46681.0 None 46854.5 46855.0 46854.0 46854.0 46825.0 -173.5 -0.5 30.0 29.0 NaN 29.5 19282 DOW caleb_strategy_v3 [1] 46681.0 None 46854.5 46855.0 46854.0 46854.0 46842.0 -173.5 -0.5 13.0 12.0 NaN 12.5 19283 DOW caleb_strategy_v3 [1] 46681.0 None 46854.5 46855.0 46854.0 46854.0 46819.0 -173.5 -0.5 36.0 35.0 NaN 35.5 19284 DOW caleb_strategy_v3 [1] 46681.0 None 46854.5 46855.0 46854.0 46854.0 46809.0 -173.5 -0.5 46.0 45.0 NaN 45.5 ===================================================================================================================================================================== 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 19264 GAS_US_mini caleb_strategy_v3 [1] 1.366617 475.627007 -36.586693 -73.173386 -146.346771 NaN -109.760078 19266 COPPER caleb_strategy_v3 [-1] 1.682595 28.230211 -4.457402 -68.346825 -77.261629 NaN -72.804227 19267 SILVER-mini caleb_strategy_v3 [-1] 14.866992 344.723403 -16.815776 75.670991 42.039439 NaN 58.855215 19272 US5 caleb_strategy_v3 [1] 3.344438 -11.679838 -11.679838 23.359677 0.0 NaN 11.679838 19275 SP500_micro caleb_strategy_v3 [1] 981.104858 -388.592511 -1.274074 -86.637019 -89.185166 NaN -87.911093 19276 GBP caleb_strategy_v3 [1] 0.085022 -264.638761 -5.880861 -117.617227 -129.37895 NaN -123.498089 19277 MXP caleb_strategy_v3 [-1] 0.004406 283.69262 -11.347705 22.69541 -0.0 NaN 11.347705 19274 NASDAQ_micro caleb_strategy_v3 [-1] 4230.663853 272.415876 -0.590924 156.594809 155.412962 NaN 156.003886 19279 NASDAQ_micro caleb_strategy_v3 [-1] 4230.663853 272.415876 -0.590924 167.231438 166.04959 NaN 166.640514 19280 WHEAT caleb_strategy_v3 [-1] 91.466571 -273.323902 -27.33239 81.997171 27.33239 NaN 54.66478 19261 OAT caleb_strategy_v3 [1] 6.064337 -140.163711 -8.244924 NaN NaN NaN NaN 19262 OAT caleb_strategy_v3 [1] 6.064337 101214.689224 -101396.077556 NaN NaN NaN NaN 19263 OAT caleb_strategy_v3 [1] 6.064337 -255.59265 -8.244924 -16.489848 -32.979697 NaN -24.734773 19254 NIKKEI caleb_strategy_v3 [1] 10800.726567 -113.418296 -2.314659 -4.629318 -9.258636 NaN -6.943977 19255 NIKKEI caleb_strategy_v3 [1] 10800.726567 21799.459373 -21919.821646 NaN NaN NaN NaN 19256 NIKKEI caleb_strategy_v3 [1] 10800.726567 -97.215682 -4.629318 NaN NaN NaN NaN 19257 NIKKEI caleb_strategy_v3 [1] 10800.726567 21799.459373 -21919.821646 NaN NaN NaN NaN 19258 NIKKEI caleb_strategy_v3 [1] 10800.726567 -171.284773 -4.629318 -78.698409 -87.957046 NaN -83.327727 19259 NIKKEI caleb_strategy_v3 [1] 10800.726567 21732.334259 -21986.946759 NaN NaN NaN NaN 19260 NIKKEI caleb_strategy_v3 [1] 10800.726567 -243.039205 -2.314659 -13.887955 -18.517273 NaN -16.202614 19265 CANOLA caleb_strategy_v3 [1] 130.425522 -111.17456 -11.500817 15.334422 -7.667211 NaN 3.833606 19268 CANOLA caleb_strategy_v3 [1] 130.425522 24032.872914 -24163.215501 NaN NaN NaN NaN 19269 CANOLA caleb_strategy_v3 [1] 130.425522 -95.840138 -3.833606 NaN NaN NaN NaN 19270 CANOLA caleb_strategy_v3 [1] 130.425522 23998.370465 -24197.717951 NaN NaN NaN NaN 19271 CANOLA caleb_strategy_v3 [1] 130.425522 -230.01633 -7.667211 122.675376 107.340954 NaN 115.008165 19273 DOW caleb_strategy_v3 [1] 5807.71732 -54.238177 -0.860923 NaN NaN NaN NaN 19278 DOW caleb_strategy_v3 [1] 5807.71732 40030.357403 -40347.177231 NaN NaN NaN NaN 19281 DOW caleb_strategy_v3 [1] 5807.71732 -298.740435 -0.860923 51.655407 49.93356 NaN 50.794483 19282 DOW caleb_strategy_v3 [1] 5807.71732 -298.740435 -0.860923 22.38401 20.662163 NaN 21.523086 19283 DOW caleb_strategy_v3 [1] 5807.71732 -298.740435 -0.860923 61.986488 60.264641 NaN 61.125565 19284 DOW caleb_strategy_v3 [1] 5807.71732 -298.740435 -0.860923 79.204957 77.48311 NaN 78.344033 ============================================================================================================================================================================ 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 19264 GAS_US_mini caleb_strategy_v3 [1] 2500.0 162.5 -12.5 -25.0 -50.0 NaN -37.5 19266 COPPER caleb_strategy_v3 [-1] 25000.0 118.75 -18.75 -287.5 -325.0 NaN -306.25 19267 SILVER-mini caleb_strategy_v3 [-1] 2500.0 1281.25 -62.5 281.25 156.25 NaN 218.75 19272 US5 caleb_strategy_v3 [1] 1000.0 -3.90625 -3.90625 7.8125 0.0 NaN 3.90625 19275 SP500_micro caleb_strategy_v3 [1] 5.0 -190.625 -0.625 -42.5 -43.75 NaN -43.125 19276 GBP caleb_strategy_v3 [1] 62500.0 -140.625 -3.125 -62.5 -68.75 NaN -65.625 19277 MXP caleb_strategy_v3 [-1] 500000.0 62.5 -2.5 5.0 -0.0 NaN 2.5 19274 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 230.5 -0.5 132.5 131.5 NaN 132.0 19279 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 230.5 -0.5 141.5 140.5 NaN 141.0 19280 WHEAT caleb_strategy_v3 [-1] 50.0 -125.0 -12.5 37.5 12.5 NaN 25.0 19261 OAT caleb_strategy_v3 [1] 1162.305 -98.795925 -5.811525 NaN NaN NaN NaN 19262 OAT caleb_strategy_v3 [1] 1162.305 71342.2809 -71470.13445 NaN NaN NaN NaN 19263 OAT caleb_strategy_v3 [1] 1162.305 -180.157275 -5.811525 -11.62305 -23.2461 NaN -17.434575 19254 NIKKEI caleb_strategy_v3 [1] 0.661844 -81.075894 -1.65461 -3.30922 -6.61844 NaN -4.96383 19255 NIKKEI caleb_strategy_v3 [1] 0.661844 15583.117682 -15669.157406 NaN NaN NaN NaN 19256 NIKKEI caleb_strategy_v3 [1] 0.661844 -69.493623 -3.30922 NaN NaN NaN NaN 19257 NIKKEI caleb_strategy_v3 [1] 0.661844 15583.117682 -15669.157406 NaN NaN NaN NaN 19258 NIKKEI caleb_strategy_v3 [1] 0.661844 -122.441146 -3.30922 -56.256743 -62.875183 NaN -59.565963 19259 NIKKEI caleb_strategy_v3 [1] 0.661844 15535.13399 -15717.141099 NaN NaN NaN NaN 19260 NIKKEI caleb_strategy_v3 [1] 0.661844 -173.734058 -1.65461 -9.92766 -13.236881 NaN -11.582271 19265 CANOLA caleb_strategy_v3 [1] 14.250394 -20.663071 -2.137559 2.850079 -1.425039 NaN 0.71252 19268 CANOLA caleb_strategy_v3 [1] 14.250394 4466.785895 -4491.011564 NaN NaN NaN NaN 19269 CANOLA caleb_strategy_v3 [1] 14.250394 -17.812992 -0.71252 NaN NaN NaN NaN 19270 CANOLA caleb_strategy_v3 [1] 14.250394 4460.373218 -4497.424241 NaN NaN NaN NaN 19271 CANOLA caleb_strategy_v3 [1] 14.250394 -42.751181 -1.425039 22.80063 19.950551 NaN 21.375591 19273 DOW caleb_strategy_v3 [1] 0.5 -15.75 -0.25 NaN NaN NaN NaN 19278 DOW caleb_strategy_v3 [1] 0.5 11624.25 -11716.25 NaN NaN NaN NaN 19281 DOW caleb_strategy_v3 [1] 0.5 -86.75 -0.25 15.0 14.5 NaN 14.75 19282 DOW caleb_strategy_v3 [1] 0.5 -86.75 -0.25 6.5 6.0 NaN 6.25 19283 DOW caleb_strategy_v3 [1] 0.5 -86.75 -0.25 18.0 17.5 NaN 17.75 19284 DOW caleb_strategy_v3 [1] 0.5 -86.75 -0.25 23.0 22.5 NaN 22.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 8845.931869 COPPER 118.75 DOW 11261.5 GAS_US_mini 162.5 GBP -140.625 MXP 62.5 NASDAQ_micro 461.0 NIKKEI 46254.624635 OAT 71063.3277 SILVER-mini 1281.25 SP500_micro -190.625 US5 -3.90625 WHEAT -125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 139051.227954 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -8992.710924 COPPER -18.75 DOW -11717.5 GAS_US_mini -12.5 GBP -3.125 MXP -2.5 NASDAQ_micro -1.0 NIKKEI -47065.383572 OAT -71481.7575 SILVER-mini -62.5 SP500_micro -0.625 US5 -3.90625 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -139374.758245 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 25.650709 COPPER -287.5 DOW 62.5 GAS_US_mini -25.0 GBP -62.5 MXP 5.0 NASDAQ_micro 274.0 NIKKEI -69.493623 OAT -11.62305 SILVER-mini 281.25 SP500_micro -42.5 US5 7.8125 WHEAT 37.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 195.096535 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 18.525512 COPPER -325.0 DOW 60.5 GAS_US_mini -50.0 GBP -68.75 MXP -0.0 NASDAQ_micro 272.0 NIKKEI -82.730504 OAT -23.2461 SILVER-mini 156.25 SP500_micro -43.75 US5 0.0 WHEAT 12.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -73.701092 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 COPPER 0 DOW 0 GAS_US_mini 0 GBP 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 SILVER-mini 0 SP500_micro 0 US5 0 WHEAT 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 CANOLA 22.08811 COPPER -306.25 DOW 61.5 GAS_US_mini -37.5 GBP -65.625 MXP 2.5 NASDAQ_micro 273.0 NIKKEI -76.112063 OAT -17.434575 SILVER-mini 218.75 SP500_micro -43.125 US5 3.90625 WHEAT 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 60.697722 ******************************************************************************** END OF REPORT ********************************************************************************