******************************************************************************** Trades report produced on 07/11/2025 21:39 from 06/11/2025 21:39 to 07/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19599 BUND caleb_strategy_v3 [20251200] 2025-11-07 19:45:18.608 [0] NaN 19600 BUND caleb_strategy_v3 [20251200] 2025-11-07 08:21:01.000 [-1] 129.020000 19597 BUND caleb_strategy_v3 [20251200] 2025-11-07 19:45:18.538 [0] NaN 19608 CHF caleb_strategy_v3 [20251200] 2025-11-07 15:00:40.000 [-1] 1.248750 19627 CORN caleb_strategy_v3 [20261200] 2025-11-07 15:30:45.000 [1] 464.000000 19601 COTTON2 caleb_strategy_v3 [20260300] 2025-11-07 14:00:09.000 [1] 65.420000 19598 EUROSTX caleb_strategy_v3 [20251200] 2025-11-07 08:10:36.000 [1] 5635.000000 19603 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-07 14:00:12.000 [1] 4.500000 19604 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-07 14:01:08.000 [1] 4.510000 19605 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-07 14:02:08.000 [1] 4.505000 19607 JPY caleb_strategy_v3 [20251200] 2025-11-07 15:00:13.000 [1] 0.006548 19628 LEANHOG caleb_strategy_v3 [20260200] 2025-11-07 15:30:46.000 [1] 79.625000 19613 MXP caleb_strategy_v3 [20251200] 2025-11-07 15:01:53.000 [-1] 0.053790 19609 MXP caleb_strategy_v3 [20251200] 2025-11-07 15:00:41.000 [-1] 0.053800 19617 MXP caleb_strategy_v3 [20251200] 2025-11-07 15:12:12.000 [-1] 0.053820 19615 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-07 15:01:54.000 [-1] 24962.000000 19611 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-07 15:00:43.000 [-1] 24971.500000 19612 NZD caleb_strategy_v3 [20251200] 2025-11-07 15:01:53.000 [-1] 0.563050 19606 NZD caleb_strategy_v3 [20251200] 2025-11-07 15:00:12.000 [-1] 0.563050 19623 NZD caleb_strategy_v3 [20251200] 2025-11-07 15:28:39.000 [-1] 0.562850 19621 NZD caleb_strategy_v3 [20251200] 2025-11-07 19:45:18.755 [0] NaN 19619 NZD caleb_strategy_v3 [20251200] 2025-11-07 15:12:17.000 [-1] 0.563150 19616 NZD caleb_strategy_v3 [20251200] 2025-11-07 19:45:18.683 [0] NaN 19626 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:29:43.000 [-1] 2410.600000 19614 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:01:53.000 [-1] 2406.600000 19610 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:00:42.000 [-1] 2410.000000 19625 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:28:43.000 [-1] 2411.800000 19624 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:28:39.000 [-1] 2412.600000 19622 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:23:17.000 [-1] 2409.300000 19620 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:12:17.000 [-1] 2409.800000 19618 RUSSELL caleb_strategy_v3 [20251200] 2025-11-07 15:12:13.000 [-1] 2409.700000 19630 SOYMEAL caleb_strategy_v3 [20260300] 2025-11-07 15:36:09.000 [1] 320.900000 19629 SOYOIL caleb_strategy_v3 [20260300] 2025-11-07 15:32:00.000 [-1] 50.590000 19602 SUGAR11 caleb_strategy_v3 [20260500] 2025-11-07 14:00:11.000 [-1] 13.960000 19633 WHEAT caleb_strategy_v3 [20261200] 2025-11-07 15:55:09.000 [1] 593.250000 19632 WHEAT caleb_strategy_v3 [20261200] 2025-11-07 19:45:18.827 [0] NaN 19631 WHEAT caleb_strategy_v3 [20261200] 2025-11-07 15:37:10.000 [1] 592.500000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19598 EUROSTX caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 08:10:36.647000 2025-11-07 08:10:36 115836.647 NaN 19601 COTTON2 caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 14:00:09.862000 2025-11-07 14:00:09 136809.862 NaN 19602 SUGAR11 caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 14:00:11.158000 2025-11-07 14:00:11 136811.158 NaN 19603 GAS_US_mini caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 14:00:12.618000 2025-11-07 14:00:12 136812.618 NaN 19604 GAS_US_mini caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 14:01:08.874000 2025-11-07 14:01:08 136868.874 NaN 19605 GAS_US_mini caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 14:02:08.863000 2025-11-07 14:02:08 136928.863 NaN 19607 JPY caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:13.898000 2025-11-07 15:00:13 140413.898 NaN 19608 CHF caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:15.226000 2025-11-07 15:00:40 140415.226 24.774 19611 NASDAQ_micro caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:43.771000 2025-11-07 15:00:43 140443.771 NaN 19615 NASDAQ_micro caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:01:54.388000 2025-11-07 15:01:54 140514.388 NaN 19609 MXP caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:41.135000 2025-11-07 15:00:41 140441.135 NaN 19617 MXP caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:12:12.763000 2025-11-07 15:12:12 141132.763 NaN 19613 MXP caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:01:53.481000 2025-11-07 15:01:53 140513.481 NaN 19618 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:12:13.357000 2025-11-07 15:12:13 141133.357 NaN 19620 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:12:17.694000 2025-11-07 15:12:17 141137.694 NaN 19622 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:23:17.641000 2025-11-07 15:23:17 141797.641 NaN 19624 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:28:39.477000 2025-11-07 15:28:39 142119.477 NaN 19625 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:28:43.181000 2025-11-07 15:28:43 142123.181 NaN 19626 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:29:43.693000 2025-11-07 15:29:43 142183.693 NaN 19610 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:42.470000 2025-11-07 15:00:42 140442.47 NaN 19614 RUSSELL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:01:53.931000 2025-11-07 15:01:53 140513.931 NaN 19627 CORN caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:30:44.486000 2025-11-07 15:30:45 142244.486 0.514 19628 LEANHOG caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:30:46.798000 2025-11-07 15:30:46 142246.798 NaN 19629 SOYOIL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:30:48.102000 2025-11-07 15:32:00 142248.102 71.898 19630 SOYMEAL caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:32:01.350000 2025-11-07 15:36:09 142321.35 247.65 19616 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:02:12.298000 2025-11-07 19:45:18.683000 140532.298 16986.385 19619 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:12:17.078000 2025-11-07 15:12:17 141137.078 NaN 19621 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:13:17.166000 2025-11-07 19:45:18.755000 141197.166 16321.589 19623 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:23:21.451000 2025-11-07 15:28:39 141801.451 317.549 19606 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:00:12.554000 2025-11-07 15:00:12 140412.554 NaN 19612 NZD caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:01:11.922000 2025-11-07 15:01:53 140471.922 41.078 19600 BUND caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 08:20:44.035000 2025-11-07 08:21:01 116444.035 16.965 19597 BUND caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 08:00:35.866000 2025-11-07 19:45:18.538000 115235.866 42282.672 19599 BUND caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 08:10:40.499000 2025-11-07 19:45:18.608000 115840.499 41678.109 19632 WHEAT caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:37:14.351000 2025-11-07 19:45:18.827000 142634.351 14884.476 19633 WHEAT caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:47:18.021000 2025-11-07 15:55:09 143238.021 470.979 19631 WHEAT caleb_strategy_v3 2025-11-06 00:00:00 2025-11-07 15:36:10.358000 2025-11-07 15:37:10 142570.358 59.642 ================================================================================================================================================================================================================================= 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 19598 EUROSTX caleb_strategy_v3 [1] 5630.0 None 5636.5 5637.0 5636.0 5636.0 5635.0 -6.5 -0.5 2.0 1.0 NaN 1.5 19601 COTTON2 caleb_strategy_v3 [1] 65.74 None 65.48 65.49 65.47 65.47 65.42 0.26 -0.01 0.07 0.05 NaN 0.06 19602 SUGAR11 caleb_strategy_v3 [-1] 13.87 None 13.855 13.85 13.86 13.86 13.96 -0.015 -0.005 0.11 0.1 NaN 0.105 19603 GAS_US_mini caleb_strategy_v3 [1] 4.56 None 4.515 4.52 4.51 4.51 4.5 0.045 -0.005 0.02 0.01 NaN 0.015 19604 GAS_US_mini caleb_strategy_v3 [1] 4.56 None 4.515 4.52 4.51 4.51 4.51 0.045 -0.005 0.01 0.0 NaN 0.005 19605 GAS_US_mini caleb_strategy_v3 [1] 4.56 None 4.515 4.52 4.51 4.51 4.505 0.045 -0.005 0.015 0.005 NaN 0.01 19607 JPY caleb_strategy_v3 [1] 0.006554 None 0.006549 0.006549 0.006548 0.006548 0.006548 0.000005 -0.0 0.000001 0.0 NaN 0.000001 19608 CHF caleb_strategy_v3 [-1] 1.2449 None 1.248725 1.2487 1.24875 1.24875 1.24875 0.003825 -0.000025 0.00005 -0.0 NaN 0.000025 19611 NASDAQ_micro caleb_strategy_v3 [-1] 25404.25 None 24954.75 24954.5 24955.0 24955.0 24971.5 -449.5 -0.25 17.0 16.5 NaN 16.75 19615 NASDAQ_micro caleb_strategy_v3 [-1] 25404.25 None 24954.75 24954.5 24955.0 24955.0 24962.0 -449.5 -0.25 7.5 7.0 NaN 7.25 19609 MXP caleb_strategy_v3 [-1] 0.05366 None 0.053745 0.05374 0.05375 0.05375 0.0538 0.000085 -0.000005 0.00006 0.00005 NaN 0.000055 19617 MXP caleb_strategy_v3 [-1] 0.05366 None 0.053745 0.05374 0.05375 0.05375 0.05382 0.000085 -0.000005 0.00008 0.00007 NaN 0.000075 19613 MXP caleb_strategy_v3 [-1] 0.05366 None 0.053745 0.05374 0.05375 0.05375 0.05379 0.000085 -0.000005 0.00005 0.00004 NaN 0.000045 19618 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2404.7 2404.6 2404.8 2404.8 2409.7 -35.2 -0.1 5.1 4.9 NaN 5.0 19620 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2404.7 2404.6 2404.8 2404.8 2409.8 -35.2 -0.1 5.2 5.0 NaN 5.1 19622 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2407.1 2407.0 2407.2 2407.2 2409.3 -32.8 -0.1 2.3 2.1 NaN 2.2 19624 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2407.1 2407.0 2407.2 2407.2 2412.6 -32.8 -0.1 5.6 5.4 NaN 5.5 19625 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2407.1 2407.0 2407.2 2407.2 2411.8 -32.8 -0.1 4.8 4.6 NaN 4.7 19626 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2407.1 2407.0 2407.2 2407.2 2410.6 -32.8 -0.1 3.6 3.4 NaN 3.5 19610 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2404.7 2404.6 2404.8 2404.8 2410.0 -35.2 -0.1 5.4 5.2 NaN 5.3 19614 RUSSELL caleb_strategy_v3 [-1] 2439.9 None 2404.7 2404.6 2404.8 2404.8 2406.6 -35.2 -0.1 2.0 1.8 NaN 1.9 19627 CORN caleb_strategy_v3 [1] 463.75 None 464.125 464.25 464.0 464.0 464.0 -0.375 -0.125 0.25 0.0 NaN 0.125 19628 LEANHOG caleb_strategy_v3 [1] 79.8 None 79.7125 79.725 79.7 79.7 79.625 0.0875 -0.0125 0.1 0.075 NaN 0.0875 19629 SOYOIL caleb_strategy_v3 [-1] 50.14 None 50.665 50.66 50.67 50.67 50.59 0.525 -0.005 -0.07 -0.08 NaN -0.075 19630 SOYMEAL caleb_strategy_v3 [1] 319.1 None 320.15 320.2 320.1 320.1 320.9 -1.05 -0.05 -0.7 -0.8 NaN -0.75 19616 NZD caleb_strategy_v3 [-1] 0.56475 None 0.28155 0.5631 0.0 0.0 NaN -0.2832 0.28155 NaN NaN NaN NaN 19619 NZD caleb_strategy_v3 [-1] 0.56475 None 0.563125 0.5631 0.56315 0.56315 0.56315 -0.001625 -0.000025 0.00005 -0.0 NaN 0.000025 19621 NZD caleb_strategy_v3 [-1] 0.56475 None 0.28155 0.5631 0.0 0.0 NaN -0.2832 0.28155 NaN NaN NaN NaN 19623 NZD caleb_strategy_v3 [-1] 0.56475 None 0.563025 0.563 0.56305 0.56305 0.56285 -0.001725 -0.000025 -0.00015 -0.0002 NaN -0.000175 19606 NZD caleb_strategy_v3 [-1] 0.56475 None 0.563 0.56295 0.56305 0.56305 0.56305 -0.00175 -0.00005 0.0001 -0.0 NaN 0.00005 19612 NZD caleb_strategy_v3 [-1] 0.56475 None 0.563 0.56295 0.56305 0.56305 0.56305 -0.00175 -0.00005 0.0001 -0.0 NaN 0.00005 19600 BUND caleb_strategy_v3 [-1] 129.16 None 129.015 129.01 129.02 129.02 129.02 -0.145 -0.005 0.01 -0.0 NaN 0.005 19597 BUND caleb_strategy_v3 [-1] 129.16 None 129.065 129.06 129.07 129.07 NaN -0.095 -0.005 NaN NaN NaN NaN 19599 BUND caleb_strategy_v3 [-1] 129.16 None 64.525 129.05 0.0 0.0 NaN -64.635 64.525 NaN NaN NaN NaN 19632 WHEAT caleb_strategy_v3 [1] 596.0 None 296.5 593.0 0.0 0.0 NaN 299.5 -296.5 NaN NaN NaN NaN 19633 WHEAT caleb_strategy_v3 [1] 596.0 None 592.25 592.5 592.0 592.0 593.25 3.75 -0.25 -0.75 -1.25 NaN -1.0 19631 WHEAT caleb_strategy_v3 [1] 596.0 None 592.75 593.0 592.5 592.5 592.5 3.25 -0.25 0.5 0.0 NaN 0.25 ===================================================================================================================================================================== 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 19598 EUROSTX caleb_strategy_v3 [1] 661.084266 -98.32332 -7.563332 30.253329 15.126665 NaN 22.689997 19601 COTTON2 caleb_strategy_v3 [1] 9.298796 279.606088 -10.75408 75.278562 53.770401 NaN 64.524482 19602 SUGAR11 caleb_strategy_v3 [-1] 3.816916 -39.298741 -13.09958 288.19077 261.991609 NaN 275.09119 19603 GAS_US_mini caleb_strategy_v3 [1] 1.647075 273.211535 -30.356837 121.427349 60.713674 NaN 91.070512 19604 GAS_US_mini caleb_strategy_v3 [1] 1.647075 273.211535 -30.356837 60.713674 0.0 NaN 30.356837 19605 GAS_US_mini caleb_strategy_v3 [1] 1.647075 273.211535 -30.356837 91.070512 30.356837 NaN 60.713674 19607 JPY caleb_strategy_v3 [1] 0.000597 87.918416 -4.186591 16.746365 8.373182 NaN 12.559774 19608 CHF caleb_strategy_v3 [-1] 0.084997 450.016168 -2.941282 5.882564 -0.0 NaN 2.941282 19611 NASDAQ_micro caleb_strategy_v3 [-1] 4298.916994 -1045.612187 -0.581542 39.544844 38.38176 NaN 38.963302 19615 NASDAQ_micro caleb_strategy_v3 [-1] 4298.916994 -1045.612187 -0.581542 17.446255 16.283171 NaN 16.864713 19609 MXP caleb_strategy_v3 [-1] 0.0045 188.885743 -11.110926 133.331113 111.109261 NaN 122.220187 19617 MXP caleb_strategy_v3 [-1] 0.0045 188.885743 -11.110926 177.774817 155.552965 NaN 166.663891 19613 MXP caleb_strategy_v3 [-1] 0.0045 188.885743 -11.110926 111.109261 88.887409 NaN 99.998335 19618 RUSSELL caleb_strategy_v3 [-1] 508.367696 -692.41221 -1.96708 100.321087 96.386927 NaN 98.354007 19620 RUSSELL caleb_strategy_v3 [-1] 508.367696 -692.41221 -1.96708 102.288167 98.354007 NaN 100.321087 19622 RUSSELL caleb_strategy_v3 [-1] 508.367696 -645.202287 -1.96708 45.242843 41.308683 NaN 43.275763 19624 RUSSELL caleb_strategy_v3 [-1] 508.367696 -645.202287 -1.96708 110.156488 106.222328 NaN 108.189408 19625 RUSSELL caleb_strategy_v3 [-1] 508.367696 -645.202287 -1.96708 94.419847 90.485687 NaN 92.452767 19626 RUSSELL caleb_strategy_v3 [-1] 508.367696 -645.202287 -1.96708 70.814885 66.880725 NaN 68.847805 19610 RUSSELL caleb_strategy_v3 [-1] 508.367696 -692.41221 -1.96708 106.222328 102.288167 NaN 104.255248 19614 RUSSELL caleb_strategy_v3 [-1] 508.367696 -692.41221 -1.96708 39.341603 35.407443 NaN 37.374523 19627 CORN caleb_strategy_v3 [1] 51.797794 -72.396905 -24.132302 48.264604 0.0 NaN 24.132302 19628 LEANHOG caleb_strategy_v3 [1] 14.28187 61.266486 -8.752355 70.018841 52.514131 NaN 61.266486 19629 SOYOIL caleb_strategy_v3 [-1] 10.492036 500.379534 -4.765519 -66.717271 -76.24831 NaN -71.482791 19630 SOYMEAL caleb_strategy_v3 [1] 64.162765 -163.646315 -7.792682 -109.097544 -124.682907 NaN -116.890225 19616 NZD caleb_strategy_v3 [-1] 0.043254 -65473.202263 65091.737631 NaN NaN NaN NaN 19619 NZD caleb_strategy_v3 [-1] 0.043254 -375.684865 -5.779767 11.559534 -0.0 NaN 5.779767 19621 NZD caleb_strategy_v3 [-1] 0.043254 -65473.202263 65091.737631 NaN NaN NaN NaN 19623 NZD caleb_strategy_v3 [-1] 0.043254 -398.803933 -5.779767 -34.678603 -46.238137 NaN -40.45837 19606 NZD caleb_strategy_v3 [-1] 0.043254 -404.5837 -11.559534 23.119069 -0.0 NaN 11.559534 19612 NZD caleb_strategy_v3 [-1] 0.043254 -404.5837 -11.559534 23.119069 -0.0 NaN 11.559534 19600 BUND caleb_strategy_v3 [-1] 5.050455 -287.102857 -9.900099 19.800197 -0.0 NaN 9.900099 19597 BUND caleb_strategy_v3 [-1] 5.050455 -188.101872 -9.900099 NaN NaN NaN NaN 19599 BUND caleb_strategy_v3 [-1] 5.050455 -127978.573736 127760.771569 NaN NaN NaN NaN 19632 WHEAT caleb_strategy_v3 [1] 109.233034 27418.445623 -27143.803429 NaN NaN NaN NaN 19633 WHEAT caleb_strategy_v3 [1] 109.233034 343.302742 -22.886849 -68.660548 -114.434247 NaN -91.547398 19631 WHEAT caleb_strategy_v3 [1] 109.233034 297.529043 -22.886849 45.773699 0.0 NaN 22.886849 ========================================================================================================================================================================= 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 19598 EUROSTX caleb_strategy_v3 [1] 11.5334 -74.9671 -5.7667 23.0668 11.5334 NaN 17.3001 19601 COTTON2 caleb_strategy_v3 [1] 500.0 130.0 -5.0 35.0 25.0 NaN 30.0 19602 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -16.8 -5.6 123.2 112.0 NaN 117.6 19603 GAS_US_mini caleb_strategy_v3 [1] 2500.0 112.5 -12.5 50.0 25.0 NaN 37.5 19604 GAS_US_mini caleb_strategy_v3 [1] 2500.0 112.5 -12.5 25.0 0.0 NaN 12.5 19605 GAS_US_mini caleb_strategy_v3 [1] 2500.0 112.5 -12.5 37.5 12.5 NaN 25.0 19607 JPY caleb_strategy_v3 [1] 12500000.0 65.625 -3.125 12.5 6.25 NaN 9.375 19608 CHF caleb_strategy_v3 [-1] 125000.0 478.125 -3.125 6.25 -0.0 NaN 3.125 19611 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -899.0 -0.5 34.0 33.0 NaN 33.5 19615 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -899.0 -0.5 15.0 14.0 NaN 14.5 19609 MXP caleb_strategy_v3 [-1] 500000.0 42.5 -2.5 30.0 25.0 NaN 27.5 19617 MXP caleb_strategy_v3 [-1] 500000.0 42.5 -2.5 40.0 35.0 NaN 37.5 19613 MXP caleb_strategy_v3 [-1] 500000.0 42.5 -2.5 25.0 20.0 NaN 22.5 19618 RUSSELL caleb_strategy_v3 [-1] 5.0 -176.0 -0.5 25.5 24.5 NaN 25.0 19620 RUSSELL caleb_strategy_v3 [-1] 5.0 -176.0 -0.5 26.0 25.0 NaN 25.5 19622 RUSSELL caleb_strategy_v3 [-1] 5.0 -164.0 -0.5 11.5 10.5 NaN 11.0 19624 RUSSELL caleb_strategy_v3 [-1] 5.0 -164.0 -0.5 28.0 27.0 NaN 27.5 19625 RUSSELL caleb_strategy_v3 [-1] 5.0 -164.0 -0.5 24.0 23.0 NaN 23.5 19626 RUSSELL caleb_strategy_v3 [-1] 5.0 -164.0 -0.5 18.0 17.0 NaN 17.5 19610 RUSSELL caleb_strategy_v3 [-1] 5.0 -176.0 -0.5 27.0 26.0 NaN 26.5 19614 RUSSELL caleb_strategy_v3 [-1] 5.0 -176.0 -0.5 10.0 9.0 NaN 9.5 19627 CORN caleb_strategy_v3 [1] 50.0 -18.75 -6.25 12.5 0.0 NaN 6.25 19628 LEANHOG caleb_strategy_v3 [1] 400.0 35.0 -5.0 40.0 30.0 NaN 35.0 19629 SOYOIL caleb_strategy_v3 [-1] 600.0 315.0 -3.0 -42.0 -48.0 NaN -45.0 19630 SOYMEAL caleb_strategy_v3 [1] 100.0 -105.0 -5.0 -70.0 -80.0 NaN -75.0 19616 NZD caleb_strategy_v3 [-1] 100000.0 -28320.0 28155.0 NaN NaN NaN NaN 19619 NZD caleb_strategy_v3 [-1] 100000.0 -162.5 -2.5 5.0 -0.0 NaN 2.5 19621 NZD caleb_strategy_v3 [-1] 100000.0 -28320.0 28155.0 NaN NaN NaN NaN 19623 NZD caleb_strategy_v3 [-1] 100000.0 -172.5 -2.5 -15.0 -20.0 NaN -17.5 19606 NZD caleb_strategy_v3 [-1] 100000.0 -175.0 -5.0 10.0 -0.0 NaN 5.0 19612 NZD caleb_strategy_v3 [-1] 100000.0 -175.0 -5.0 10.0 -0.0 NaN 5.0 19600 BUND caleb_strategy_v3 [-1] 1153.34 -167.2343 -5.7667 11.5334 -0.0 NaN 5.7667 19597 BUND caleb_strategy_v3 [-1] 1153.34 -109.5673 -5.7667 NaN NaN NaN NaN 19599 BUND caleb_strategy_v3 [-1] 1153.34 -74546.1309 74419.2635 NaN NaN NaN NaN 19632 WHEAT caleb_strategy_v3 [1] 50.0 14975.0 -14825.0 NaN NaN NaN NaN 19633 WHEAT caleb_strategy_v3 [1] 50.0 187.5 -12.5 -37.5 -62.5 NaN -50.0 19631 WHEAT caleb_strategy_v3 [1] 50.0 162.5 -12.5 25.0 0.0 NaN 12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -74822.9325 CHF 478.125 CORN -18.75 COTTON2 130.0 EUROSTX -74.9671 GAS_US_mini 337.5 JPY 65.625 LEANHOG 35.0 MXP 127.5 NASDAQ_micro -1798.0 NZD -57325.0 RUSSELL -1360.0 SOYMEAL -105.0 SOYOIL 315.0 SUGAR11 -16.8 WHEAT 15325.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -118707.6996 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND 74407.7301 CHF -3.125 CORN -6.25 COTTON2 -5.0 EUROSTX -5.7667 GAS_US_mini -37.5 JPY -3.125 LEANHOG -5.0 MXP -7.5 NASDAQ_micro -1.0 NZD 56295.0 RUSSELL -4.0 SOYMEAL -5.0 SOYOIL -3.0 SUGAR11 -5.6 WHEAT -14850.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 115760.8634 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.5334 CHF 6.25 CORN 12.5 COTTON2 35.0 EUROSTX 23.0668 GAS_US_mini 112.5 JPY 12.5 LEANHOG 40.0 MXP 95.0 NASDAQ_micro 49.0 NZD 10.0 RUSSELL 170.0 SOYMEAL -70.0 SOYOIL -42.0 SUGAR11 123.2 WHEAT -12.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 576.0502 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -0.0 CHF -0.0 CORN 0.0 COTTON2 25.0 EUROSTX 11.5334 GAS_US_mini 37.5 JPY 6.25 LEANHOG 30.0 MXP 80.0 NASDAQ_micro 47.0 NZD -20.0 RUSSELL 162.0 SOYMEAL -80.0 SOYOIL -48.0 SUGAR11 112.0 WHEAT -62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 300.7834 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 CORN 0 COTTON2 0 EUROSTX 0 GAS_US_mini 0 JPY 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 NZD 0 RUSSELL 0 SOYMEAL 0 SOYOIL 0 SUGAR11 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 BUND 5.7667 CHF 3.125 CORN 6.25 COTTON2 30.0 EUROSTX 17.3001 GAS_US_mini 75.0 JPY 9.375 LEANHOG 35.0 MXP 87.5 NASDAQ_micro 48.0 NZD -5.0 RUSSELL 166.0 SOYMEAL -75.0 SOYOIL -45.0 SUGAR11 117.6 WHEAT -37.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 438.4168 ******************************************************************************** END OF REPORT ********************************************************************************