******************************************************************************** Trades report produced on 17/10/2025 21:39 from 16/10/2025 21:39 to 17/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19295 BUND caleb_strategy_v3 [20251200] 2025-10-17 07:04:04.000 [1] 130.490000 19310 CHF caleb_strategy_v3 [20251200] 2025-10-17 14:00:16.000 [1] 1.272100 19303 COPPER caleb_strategy_v3 [20251200] 2025-10-17 13:01:49.000 [-1] 4.957500 19296 DAX caleb_strategy_v3 [20251200] 2025-10-17 07:04:05.000 [1] 23916.000000 19298 DAX caleb_strategy_v3 [20251200] 2025-10-17 07:04:16.000 [1] 23924.000000 19299 DAX caleb_strategy_v3 [20251200] 2025-10-17 07:05:16.000 [1] 23915.000000 19300 DAX caleb_strategy_v3 [20251200] 2025-10-17 07:06:16.000 [1] 23902.000000 19311 DOW caleb_strategy_v3 [20251200] 2025-10-17 14:00:17.000 [1] 46205.000000 19317 DOW caleb_strategy_v3 [20251200] 2025-10-17 14:21:36.000 [1] 46263.000000 19315 DOW caleb_strategy_v3 [20251200] 2025-10-17 14:11:23.000 [1] 46253.000000 19313 DOW caleb_strategy_v3 [20251200] 2025-10-17 14:11:03.000 [1] 46258.000000 19304 EUR caleb_strategy_v3 [20251200] 2025-10-17 14:00:03.000 [1] 1.170750 19302 GAS_US_mini caleb_strategy_v3 [20251200] 2025-10-17 13:01:04.000 [1] 3.640000 19309 GBP caleb_strategy_v3 [20251200] 2025-10-17 14:00:15.000 [1] 1.340400 19306 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-17 14:00:06.000 [-1] 24807.250000 19292 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 02:23:24.000 [-1] 47935.000000 19291 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 02:22:23.000 [-1] 47945.000000 19290 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 02:21:23.000 [-1] 47950.000000 19289 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 19:45:11.612 [0] NaN 19288 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 19:45:11.552 [0] NaN 19294 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 02:41:44.000 [-1] 47935.000000 19293 NIKKEI caleb_strategy_v3 [20251200] 2025-10-17 19:45:11.673 [0] NaN 19297 OAT caleb_strategy_v3 [20251200] 2025-10-17 07:04:16.000 [1] 123.610000 19301 PALLAD caleb_strategy_v3 [20251200] 2025-10-17 13:00:53.000 [1] 1583.000000 19319 SOYMEAL caleb_strategy_v3 [20260300] 2025-10-17 14:31:12.000 [1] 287.700000 19305 US30 caleb_strategy_v3 [20251200] 2025-10-17 14:00:05.000 [1] 122.593750 19307 US5 caleb_strategy_v3 [20251200] 2025-10-17 14:00:07.000 [1] 109.835938 19314 VIX caleb_strategy_v3 [20260100] 2025-10-17 14:11:22.000 [1] 22.250000 19316 VIX caleb_strategy_v3 [20260100] 2025-10-17 14:12:22.000 [1] 22.200000 19318 VIX caleb_strategy_v3 [20260100] 2025-10-17 14:21:39.000 [1] 22.150000 19308 VIX caleb_strategy_v3 [20260100] 2025-10-17 14:00:14.000 [1] 22.300000 19312 VIX caleb_strategy_v3 [20260100] 2025-10-17 19:45:11.733 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19295 BUND caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:00:14.854000 2025-10-17 07:04:04 115214.854 NaN 19297 OAT caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:04:16.014000 2025-10-17 07:04:16 115456.014 NaN 19296 DAX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:04:05.867000 2025-10-17 07:04:05 115445.867 NaN 19298 DAX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:04:16.717000 2025-10-17 07:04:16 115456.717 NaN 19299 DAX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:05:16.288000 2025-10-17 07:05:16 115516.288 NaN 19300 DAX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 08:06:16.774000 2025-10-17 07:06:16 115576.774 NaN 19301 PALLAD caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 14:00:53.239000 2025-10-17 13:00:53 136853.239 NaN 19302 GAS_US_mini caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 14:00:54.562000 2025-10-17 13:01:04 136854.562 NaN 19303 COPPER caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 14:01:05.164000 2025-10-17 13:01:49 136865.164 NaN 19304 EUR caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:03.703000 2025-10-17 14:00:03 140403.703 NaN 19305 US30 caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:04.962000 2025-10-17 14:00:05 140404.962 NaN 19306 NASDAQ_micro caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:06.270000 2025-10-17 14:00:06 140406.27 NaN 19307 US5 caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:07.630000 2025-10-17 14:00:07 140407.63 NaN 19309 GBP caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:15.326000 2025-10-17 14:00:15 140415.326 NaN 19310 CHF caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:16.630000 2025-10-17 14:00:16 140416.63 NaN 19313 DOW caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:11:03.642000 2025-10-17 14:11:03 141063.642 NaN 19315 DOW caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:11:23.054000 2025-10-17 14:11:23 141083.054 NaN 19317 DOW caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:12:23.071000 2025-10-17 14:21:36 141143.071 NaN 19311 DOW caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:17.934000 2025-10-17 14:00:17 140417.934 NaN 19319 SOYMEAL caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:30:43.643000 2025-10-17 14:31:12 142243.643 NaN 19308 VIX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:00:09.215000 2025-10-17 14:00:14 140409.215 NaN 19312 VIX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:01:03.131000 2025-10-17 19:45:11.733000 140463.131 17048.602 19314 VIX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:11:22.475000 2025-10-17 14:11:22 141082.475 NaN 19316 VIX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:12:22.489000 2025-10-17 14:12:22 141142.489 NaN 19318 VIX caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 15:21:39.877000 2025-10-17 14:21:39 141699.877 NaN 19288 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:01:15.670000 2025-10-17 19:45:11.552000 97275.67 60235.882 19289 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:11:19.487000 2025-10-17 19:45:11.612000 97879.487 59632.125 19290 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:21:23.056000 2025-10-17 02:21:23 98483.056 NaN 19291 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:22:23.489000 2025-10-17 02:22:23 98543.489 NaN 19292 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:23:23.433000 2025-10-17 02:23:24 98603.433 NaN 19293 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:24:23.660000 2025-10-17 19:45:11.673000 98663.66 58848.013 19294 NIKKEI caleb_strategy_v3 2025-10-16 00:00:00 2025-10-17 03:34:27.217000 2025-10-17 02:41:44 99267.217 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 19295 BUND caleb_strategy_v3 [1] 130.37 None 130.435 130.44 130.43 130.43 130.49 -0.065 -0.005 -0.05 -0.06 NaN -0.055 19297 OAT caleb_strategy_v3 [1] 123.53 None 123.645 123.65 123.64 123.64 123.61 -0.115 -0.005 0.04 0.03 NaN 0.035 19296 DAX caleb_strategy_v3 [1] 24233.0 None 23997.0 23998.0 23996.0 23996.0 23916.0 236.0 -1.0 82.0 80.0 NaN 81.0 19298 DAX caleb_strategy_v3 [1] 24233.0 None 23997.0 23998.0 23996.0 23996.0 23924.0 236.0 -1.0 74.0 72.0 NaN 73.0 19299 DAX caleb_strategy_v3 [1] 24233.0 None 23997.0 23998.0 23996.0 23996.0 23915.0 236.0 -1.0 83.0 81.0 NaN 82.0 19300 DAX caleb_strategy_v3 [1] 24233.0 None 23997.0 23998.0 23996.0 23996.0 23902.0 236.0 -1.0 96.0 94.0 NaN 95.0 19301 PALLAD caleb_strategy_v3 [1] 1655.0 None 1583.75 1584.5 1583.0 1583.0 1583.0 71.25 -0.75 1.5 0.0 NaN 0.75 19302 GAS_US_mini caleb_strategy_v3 [1] 3.62 None 3.635 3.64 3.63 3.63 3.64 -0.015 -0.005 0.0 -0.01 NaN -0.005 19303 COPPER caleb_strategy_v3 [-1] 4.9715 None 4.96 4.9595 4.9605 4.9605 4.9575 -0.0115 -0.0005 -0.002 -0.003 NaN -0.0025 19304 EUR caleb_strategy_v3 [1] 1.173 None 1.17145 1.1715 1.1714 1.1714 1.17075 0.00155 -0.00005 0.00075 0.00065 NaN 0.0007 19305 US30 caleb_strategy_v3 [1] 123.0625 None 122.765625 122.78125 122.75 122.75 122.59375 0.296875 -0.015625 0.1875 0.15625 NaN 0.171875 19306 NASDAQ_micro caleb_strategy_v3 [-1] 24773.5 None 24766.25 24766.0 24766.5 24766.5 24807.25 -7.25 -0.25 41.25 40.75 NaN 41.0 19307 US5 caleb_strategy_v3 [1] 109.976562 None 109.871094 109.875 109.867188 109.867188 109.835938 0.105469 -0.003906 0.039062 0.03125 NaN 0.035156 19309 GBP caleb_strategy_v3 [1] 1.3434 None 1.34125 1.3413 1.3412 1.3412 1.3404 0.00215 -0.00005 0.0009 0.0008 NaN 0.00085 19310 CHF caleb_strategy_v3 [1] 1.26935 None 1.2727 1.27275 1.27265 1.27265 1.2721 -0.00335 -0.00005 0.00065 0.00055 NaN 0.0006 19313 DOW caleb_strategy_v3 [1] 46159.0 None 46259.5 46260.0 46259.0 46259.0 46258.0 -100.5 -0.5 2.0 1.0 NaN 1.5 19315 DOW caleb_strategy_v3 [1] 46159.0 None 46259.5 46260.0 46259.0 46259.0 46253.0 -100.5 -0.5 7.0 6.0 NaN 6.5 19317 DOW caleb_strategy_v3 [1] 46159.0 None 46259.5 46260.0 46259.0 46259.0 46263.0 -100.5 -0.5 -3.0 -4.0 NaN -3.5 19311 DOW caleb_strategy_v3 [1] 46159.0 None 46259.5 46260.0 46259.0 46259.0 46205.0 -100.5 -0.5 55.0 54.0 NaN 54.5 19319 SOYMEAL caleb_strategy_v3 [1] 286.3 None 287.75 287.8 287.7 287.7 287.7 -1.45 -0.05 0.1 0.0 NaN 0.05 19308 VIX caleb_strategy_v3 [1] 22.35 None 22.25 22.3 22.2 22.2 22.3 0.1 -0.05 0.0 -0.1 NaN -0.05 19312 VIX caleb_strategy_v3 [1] 22.35 None 11.15 22.3 0.0 0.0 NaN 11.2 -11.15 NaN NaN NaN NaN 19314 VIX caleb_strategy_v3 [1] 22.35 None 22.275 22.3 22.25 22.25 22.25 0.075 -0.025 0.05 0.0 NaN 0.025 19316 VIX caleb_strategy_v3 [1] 22.35 None 22.275 22.3 22.25 22.25 22.2 0.075 -0.025 0.1 0.05 NaN 0.075 19318 VIX caleb_strategy_v3 [1] 22.35 None 22.275 22.3 22.25 22.25 22.15 0.075 -0.025 0.15 0.1 NaN 0.125 19288 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 48132.5 48130.0 48135.0 48135.0 NaN 127.5 -2.5 NaN NaN NaN NaN 19289 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 24017.5 48035.0 0.0 0.0 NaN -23987.5 24017.5 NaN NaN NaN NaN 19290 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 47932.5 47930.0 47935.0 47935.0 47950.0 -72.5 -2.5 20.0 15.0 NaN 17.5 19291 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 47932.5 47930.0 47935.0 47935.0 47945.0 -72.5 -2.5 15.0 10.0 NaN 12.5 19292 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 47940.0 47935.0 47945.0 47945.0 47935.0 -65.0 -5.0 -0.0 -10.0 NaN -5.0 19293 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 23967.5 47935.0 0.0 0.0 NaN -24037.5 23967.5 NaN NaN NaN NaN 19294 NIKKEI caleb_strategy_v3 [-1] 48005.0 None 47937.5 47935.0 47940.0 47940.0 47935.0 -67.5 -2.5 -0.0 -5.0 NaN -2.5 =================================================================================================================================================================== 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 19295 BUND caleb_strategy_v3 [1] 5.697088 -114.093373 -8.776413 -87.764133 -105.31696 NaN -96.540546 19297 OAT caleb_strategy_v3 [1] 6.072994 -189.362932 -8.233171 65.865368 49.399026 NaN 57.632197 19296 DAX caleb_strategy_v3 [1] 3009.332558 784.227052 -3.322996 272.485671 265.839679 NaN 269.162675 19298 DAX caleb_strategy_v3 [1] 3009.332558 784.227052 -3.322996 245.901703 239.255711 NaN 242.578707 19299 DAX caleb_strategy_v3 [1] 3009.332558 784.227052 -3.322996 275.808667 269.162675 NaN 272.485671 19300 DAX caleb_strategy_v3 [1] 3009.332558 784.227052 -3.322996 319.007614 312.361622 NaN 315.684618 19301 PALLAD caleb_strategy_v3 [1] 725.710714 981.796171 -10.334697 20.669393 0.0 NaN 10.334697 19302 GAS_US_mini caleb_strategy_v3 [1] 1.395127 -107.517082 -35.839027 0.0 -71.678055 NaN -35.839027 19303 COPPER caleb_strategy_v3 [-1] 1.612303 -71.326555 -3.101155 -12.404618 -18.606927 NaN -15.505773 19304 EUR caleb_strategy_v3 [1] 0.075539 205.191095 -6.619068 99.286014 86.047879 NaN 92.666946 19305 US30 caleb_strategy_v3 [1] 12.66015 234.495633 -12.341875 148.102505 123.418754 NaN 135.760629 19306 NASDAQ_micro caleb_strategy_v3 [-1] 4139.040795 -17.516136 -0.604005 99.660772 98.452762 NaN 99.056767 19307 US5 caleb_strategy_v3 [1] 3.450439 305.667667 -11.321025 113.208798 90.566749 NaN 101.887773 19309 GBP caleb_strategy_v3 [1] 0.084104 255.635529 -5.945012 107.010222 95.120197 NaN 101.065209 19310 CHF caleb_strategy_v3 [1] 0.094386 -354.924606 -5.297382 68.865968 58.271204 NaN 63.568586 19313 DOW caleb_strategy_v3 [1] 5782.993466 -173.785429 -0.864604 3.458416 1.729208 NaN 2.593812 19315 DOW caleb_strategy_v3 [1] 5782.993466 -173.785429 -0.864604 12.104458 10.375249 NaN 11.239854 19317 DOW caleb_strategy_v3 [1] 5782.993466 -173.785429 -0.864604 -5.187625 -6.916833 NaN -6.052229 19311 DOW caleb_strategy_v3 [1] 5782.993466 -173.785429 -0.864604 95.106454 93.377245 NaN 94.24185 19319 SOYMEAL caleb_strategy_v3 [1] 39.835309 -363.998681 -12.551679 25.103357 0.0 NaN 12.551679 19308 VIX caleb_strategy_v3 [1] 7.776371 128.594691 -64.297345 0.0 -128.594691 NaN -64.297345 19312 VIX caleb_strategy_v3 [1] 7.776371 14402.605349 -14338.308004 NaN NaN NaN NaN 19314 VIX caleb_strategy_v3 [1] 7.776371 96.446018 -32.148673 64.297345 0.0 NaN 32.148673 19316 VIX caleb_strategy_v3 [1] 7.776371 96.446018 -32.148673 128.594691 64.297345 NaN 96.446018 19318 VIX caleb_strategy_v3 [1] 7.776371 96.446018 -32.148673 192.892036 128.594691 NaN 160.743363 19288 NIKKEI caleb_strategy_v3 [-1] 10336.481961 123.349511 -2.418618 NaN NaN NaN NaN 19289 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -23206.638478 23235.661892 NaN NaN NaN NaN 19290 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -70.139918 -2.418618 19.348943 14.511707 NaN 16.930325 19291 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -70.139918 -2.418618 14.511707 9.674471 NaN 12.093089 19292 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -62.884065 -4.837236 -0.0 -9.674471 NaN -4.837236 19293 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -23255.010835 23187.289535 NaN NaN NaN NaN 19294 NIKKEI caleb_strategy_v3 [-1] 10336.481961 -65.302683 -2.418618 -0.0 -4.837236 NaN -2.418618 ============================================================================================================================================================================ 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 19295 BUND caleb_strategy_v3 [1] 1172.435 -76.208275 -5.862175 -58.62175 -70.3461 NaN -64.483925 19297 OAT caleb_strategy_v3 [1] 1172.435 -134.830025 -5.862175 46.8974 35.17305 NaN 41.035225 19296 DAX caleb_strategy_v3 [1] 1.172435 276.69466 -1.172435 96.13967 93.7948 NaN 94.967235 19298 DAX caleb_strategy_v3 [1] 1.172435 276.69466 -1.172435 86.76019 84.41532 NaN 85.587755 19299 DAX caleb_strategy_v3 [1] 1.172435 276.69466 -1.172435 97.312105 94.967235 NaN 96.13967 19300 DAX caleb_strategy_v3 [1] 1.172435 276.69466 -1.172435 112.55376 110.20889 NaN 111.381325 19301 PALLAD caleb_strategy_v3 [1] 100.0 7125.0 -75.0 150.0 0.0 NaN 75.0 19302 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -37.5 -12.5 0.0 -25.0 NaN -12.5 19303 COPPER caleb_strategy_v3 [-1] 25000.0 -287.5 -12.5 -50.0 -75.0 NaN -62.5 19304 EUR caleb_strategy_v3 [1] 125000.0 193.75 -6.25 93.75 81.25 NaN 87.5 19305 US30 caleb_strategy_v3 [1] 1000.0 296.875 -15.625 187.5 156.25 NaN 171.875 19306 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -14.5 -0.5 82.5 81.5 NaN 82.0 19307 US5 caleb_strategy_v3 [1] 1000.0 105.46875 -3.90625 39.062 31.2495 NaN 35.15575 19309 GBP caleb_strategy_v3 [1] 62500.0 134.375 -3.125 56.25 50.0 NaN 53.125 19310 CHF caleb_strategy_v3 [1] 125000.0 -418.75 -6.25 81.25 68.75 NaN 75.0 19313 DOW caleb_strategy_v3 [1] 0.5 -50.25 -0.25 1.0 0.5 NaN 0.75 19315 DOW caleb_strategy_v3 [1] 0.5 -50.25 -0.25 3.5 3.0 NaN 3.25 19317 DOW caleb_strategy_v3 [1] 0.5 -50.25 -0.25 -1.5 -2.0 NaN -1.75 19311 DOW caleb_strategy_v3 [1] 0.5 -50.25 -0.25 27.5 27.0 NaN 27.25 19319 SOYMEAL caleb_strategy_v3 [1] 100.0 -145.0 -5.0 10.0 0.0 NaN 5.0 19308 VIX caleb_strategy_v3 [1] 1000.0 100.0 -50.0 0.0 -100.0 NaN -50.0 19312 VIX caleb_strategy_v3 [1] 1000.0 11200.0 -11150.0 NaN NaN NaN NaN 19314 VIX caleb_strategy_v3 [1] 1000.0 75.0 -25.0 50.0 0.0 NaN 25.0 19316 VIX caleb_strategy_v3 [1] 1000.0 75.0 -25.0 100.0 50.0 NaN 75.0 19318 VIX caleb_strategy_v3 [1] 1000.0 75.0 -25.0 150.0 100.0 NaN 125.0 19288 NIKKEI caleb_strategy_v3 [-1] 0.667659 85.126555 -1.669148 NaN NaN NaN NaN 19289 NIKKEI caleb_strategy_v3 [-1] 0.667659 -16015.476341 16035.506119 NaN NaN NaN NaN 19290 NIKKEI caleb_strategy_v3 [-1] 0.667659 -48.405296 -1.669148 13.353185 10.014889 NaN 11.684037 19291 NIKKEI caleb_strategy_v3 [-1] 0.667659 -48.405296 -1.669148 10.014889 6.676593 NaN 8.345741 19292 NIKKEI caleb_strategy_v3 [-1] 0.667659 -43.397851 -3.338296 -0.0 -6.676593 NaN -3.338296 19293 NIKKEI caleb_strategy_v3 [-1] 0.667659 -16048.859304 16002.123156 NaN NaN NaN NaN 19294 NIKKEI caleb_strategy_v3 [-1] 0.667659 -45.067 -1.669148 -0.0 -3.338296 NaN -1.669148 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -76.208275 CHF -418.75 COPPER -287.5 DAX 1106.77864 DOW -201.0 EUR 193.75 GAS_US_mini -37.5 GBP 134.375 NASDAQ_micro -14.5 NIKKEI -32164.484534 OAT -134.830025 PALLAD 7125.0 SOYMEAL -145.0 US30 296.875 US5 105.46875 VIX 11525.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -12992.525444 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.862175 CHF -6.25 COPPER -12.5 DAX -4.68974 DOW -1.0 EUR -6.25 GAS_US_mini -12.5 GBP -3.125 NASDAQ_micro -0.5 NIKKEI 32027.614387 OAT -5.862175 PALLAD -75.0 SOYMEAL -5.0 US30 -15.625 US5 -3.90625 VIX -11275.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 20594.544047 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -58.62175 CHF 81.25 COPPER -50.0 DAX 392.765725 DOW 30.5 EUR 93.75 GAS_US_mini 0.0 GBP 56.25 NASDAQ_micro 82.5 NIKKEI 23.368074 OAT 46.8974 PALLAD 150.0 SOYMEAL 10.0 US30 187.5 US5 39.062 VIX 300.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1385.221449 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -70.3461 CHF 68.75 COPPER -75.0 DAX 383.386245 DOW 28.5 EUR 81.25 GAS_US_mini -25.0 GBP 50.0 NASDAQ_micro 81.5 NIKKEI 6.676593 OAT 35.17305 PALLAD 0.0 SOYMEAL 0.0 US30 156.25 US5 31.2495 VIX 50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 802.389288 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 COPPER 0 DAX 0 DOW 0 EUR 0 GAS_US_mini 0 GBP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 PALLAD 0 SOYMEAL 0 US30 0 US5 0 VIX 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 BUND -64.483925 CHF 75.0 COPPER -62.5 DAX 388.075985 DOW 29.5 EUR 87.5 GAS_US_mini -12.5 GBP 53.125 NASDAQ_micro 82.0 NIKKEI 15.022333 OAT 41.035225 PALLAD 75.0 SOYMEAL 5.0 US30 171.875 US5 35.15575 VIX 175.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1093.805368 ******************************************************************************** END OF REPORT ********************************************************************************