******************************************************************************** Trades report produced on 19/11/2025 21:39 from 18/11/2025 21:39 to 19/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19782 COPPER caleb_strategy_v3 [20260300] 2025-11-19 14:17:43.000 [-1] 5.089000 19783 CRUDE_W caleb_strategy_v3 [20261200] 2025-11-19 14:17:44.000 [1] 58.520000 19779 DAX caleb_strategy_v3 [20251200] 2025-11-19 08:00:34.000 [-1] 23200.000000 19790 EUR caleb_strategy_v3 [20251200] 2025-11-19 15:23:10.000 [1] 1.156700 19780 GASOIL caleb_strategy_v3 [20260200] 2025-11-19 09:00:46.000 [-1] 724.500000 19791 GBP caleb_strategy_v3 [20251200] 2025-11-19 15:25:43.000 [1] 1.310700 19781 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-19 14:10:25.000 [1] 4148.300000 19786 JPY caleb_strategy_v3 [20251200] 2025-11-19 15:19:39.000 [-1] 0.006402 19793 JPY caleb_strategy_v3 [20251200] 2025-11-19 15:35:47.000 [-1] 0.006402 19801 LIVECOW caleb_strategy_v3 [20260200] 2025-11-19 16:16:35.000 [-1] 216.125000 19798 LIVECOW caleb_strategy_v3 [20260200] 2025-11-19 19:45:02.245 [0] NaN 19795 LIVECOW caleb_strategy_v3 [20260200] 2025-11-19 19:45:02.096 [0] NaN 19787 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-19 15:19:40.000 [-1] 24956.750000 19778 NIKKEI caleb_strategy_v3 [20251200] 2025-11-19 03:01:19.000 [-1] 49105.000000 19804 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 16:34:29.000 [-1] 2356.900000 19803 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 19:45:02.386 [0] NaN 19802 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 16:16:36.000 [-1] 2359.300000 19799 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 19:45:02.313 [0] NaN 19796 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 19:45:02.173 [0] NaN 19789 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 15:22:24.000 [-1] 2376.300000 19805 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 19:45:02.456 [0] NaN 19807 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 19:45:02.526 [0] NaN 19806 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 16:45:24.000 [-1] 2354.900000 19808 RUSSELL caleb_strategy_v3 [20251200] 2025-11-19 16:55:41.000 [-1] 2355.700000 19794 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-19 15:36:09.000 [1] 1122.000000 19785 SP400 caleb_strategy_v3 [20251200] 2025-11-19 15:19:39.000 [1] 3179.900000 19788 SP500_micro caleb_strategy_v3 [20251200] 2025-11-19 15:22:24.000 [1] 6702.250000 19797 US10U caleb_strategy_v3 [20260300] 2025-11-19 15:56:14.000 [-1] 115.265625 19792 US10U caleb_strategy_v3 [20260300] 2025-11-19 19:45:02.028 [0] NaN 19784 US10U caleb_strategy_v3 [20260300] 2025-11-19 19:45:01.960 [0] NaN 19800 US10U caleb_strategy_v3 [20260300] 2025-11-19 16:16:34.000 [-1] 115.281250 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19778 NIKKEI caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 03:01:17.154000 2025-11-19 03:01:19 97277.154 1.846 19779 DAX caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 08:00:33.195000 2025-11-19 08:00:34 115233.195 0.805 19780 GASOIL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 09:00:34.642000 2025-11-19 09:00:46 118834.642 11.358 19781 GOLD_micro caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 14:00:42.926000 2025-11-19 14:10:25 136842.926 582.074 19782 COPPER caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 14:10:26.923000 2025-11-19 14:17:43 137426.923 436.077 19783 CRUDE_W caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 14:17:44.735000 2025-11-19 14:17:44 137864.735 NaN 19785 SP400 caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:10:57.638000 2025-11-19 15:19:39 141057.638 521.362 19787 NASDAQ_micro caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:19:40.838000 2025-11-19 15:19:40 141580.838 NaN 19788 SP500_micro caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:19:41.742000 2025-11-19 15:22:24 141581.742 162.258 19790 EUR caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:22:25.702000 2025-11-19 15:23:10 141745.702 44.298 19791 GBP caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:23:10.918000 2025-11-19 15:25:43 141790.918 152.082 19793 JPY caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:35:47.949000 2025-11-19 15:35:47 142547.949 NaN 19786 JPY caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:19:39.942000 2025-11-19 15:19:39 141579.942 NaN 19794 SOYBEAN caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:35:49.274000 2025-11-19 15:36:09 142549.274 19.726 19784 US10U caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:00:56.822000 2025-11-19 19:45:01.960000 140456.822 17045.138 19800 US10U caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:16:34.832000 2025-11-19 16:16:34 144994.832 NaN 19792 US10U caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:25:47.457000 2025-11-19 19:45:02.028000 141947.457 15554.571 19797 US10U caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:56:14.326000 2025-11-19 15:56:14 143774.326 NaN 19801 LIVECOW caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:16:35.394000 2025-11-19 16:16:35 144995.394 NaN 19795 LIVECOW caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:36:10.205000 2025-11-19 19:45:02.096000 142570.205 14931.891 19798 LIVECOW caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:56:14.773000 2025-11-19 19:45:02.245000 143774.773 13727.472 19808 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:55:41.049000 2025-11-19 16:55:41 147341.049 NaN 19789 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:22:24.922000 2025-11-19 15:22:24 141744.922 NaN 19796 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 15:46:10.781000 2025-11-19 19:45:02.173000 143170.781 14331.392 19799 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:06:15.262000 2025-11-19 19:45:02.313000 144375.262 13127.051 19802 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:16:35.837000 2025-11-19 16:16:36 144995.837 0.163 19803 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:17:34.930000 2025-11-19 19:45:02.386000 145054.93 12447.456 19804 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:27:38.516000 2025-11-19 16:34:29 145658.516 410.484 19805 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:34:32.865000 2025-11-19 19:45:02.456000 146072.865 11429.591 19806 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:44:36.742000 2025-11-19 16:45:24 146676.742 47.258 19807 RUSSELL caleb_strategy_v3 2025-11-18 00:00:00 2025-11-19 16:45:37.190000 2025-11-19 19:45:02.526000 146737.19 10765.336 ====================================================================================================================================================================================================================================== 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 19778 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 49107.5 49105.0 49110.0 49110.0 49105.0 107.5 -2.5 -0.0 -5.0 NaN -2.5 19779 DAX caleb_strategy_v3 [-1] 23277.0 None 23205.5 23204.0 23207.0 23207.0 23200.0 -71.5 -1.5 -4.0 -7.0 NaN -5.5 19780 GASOIL caleb_strategy_v3 [-1] 731.75 None 724.25 724.0 724.5 724.5 724.5 -7.5 -0.25 0.5 -0.0 NaN 0.25 19781 GOLD_micro caleb_strategy_v3 [1] 4117.1 None 4147.1 4147.2 4147.0 4147.0 4148.3 -30.0 -0.1 -1.1 -1.3 NaN -1.2 19782 COPPER caleb_strategy_v3 [-1] 5.0555 None 5.09875 5.0985 5.099 5.099 5.089 0.04325 -0.00025 -0.0095 -0.01 NaN -0.00975 19783 CRUDE_W caleb_strategy_v3 [1] 59.82 None 58.55 58.56 58.54 58.54 58.52 1.27 -0.01 0.04 0.02 NaN 0.03 19785 SP400 caleb_strategy_v3 [1] 3174.1 None 3172.15 3172.6 3171.7 3171.7 3179.9 1.95 -0.45 -7.3 -8.2 NaN -7.75 19787 NASDAQ_micro caleb_strategy_v3 [-1] 24774.75 None 24915.75 24915.5 24916.0 24916.0 24956.75 141.0 -0.25 41.25 40.75 NaN 41.0 19788 SP500_micro caleb_strategy_v3 [1] 6675.75 None 6696.375 6696.5 6696.25 6696.25 6702.25 -20.625 -0.125 -5.75 -6.0 NaN -5.875 19790 EUR caleb_strategy_v3 [1] 1.1603 None 1.156525 1.15655 1.1565 1.1565 1.1567 0.003775 -0.000025 -0.00015 -0.0002 NaN -0.000175 19791 GBP caleb_strategy_v3 [1] 1.3155 None 1.31015 1.3102 1.3101 1.3101 1.3107 0.00535 -0.00005 -0.0005 -0.0006 NaN -0.00055 19793 JPY caleb_strategy_v3 [-1] 0.006447 None 0.006399 0.006399 0.006399 0.006399 0.006402 -0.000048 -0.0 0.000003 0.000002 NaN 0.000003 19786 JPY caleb_strategy_v3 [-1] 0.006447 None 0.006399 0.006399 0.006399 0.006399 0.006402 -0.000048 -0.0 0.000003 0.000002 NaN 0.000003 19794 SOYBEAN caleb_strategy_v3 [1] 1125.75 None 1121.5 1121.75 1121.25 1121.25 1122.0 4.25 -0.25 -0.25 -0.75 NaN -0.5 19784 US10U caleb_strategy_v3 [-1] 115.21875 None 115.351562 115.34375 115.359375 115.359375 NaN 0.132812 -0.007812 NaN NaN NaN NaN 19800 US10U caleb_strategy_v3 [-1] 115.21875 None 115.226562 115.21875 115.234375 115.234375 115.28125 0.007812 -0.007812 0.0625 0.046875 NaN 0.054688 19792 US10U caleb_strategy_v3 [-1] 115.21875 None 57.632812 115.265625 0.0 0.0 NaN -57.585938 57.632812 NaN NaN NaN NaN 19797 US10U caleb_strategy_v3 [-1] 115.21875 None 115.226562 115.21875 115.234375 115.234375 115.265625 0.007812 -0.007812 0.046875 0.03125 NaN 0.039062 19801 LIVECOW caleb_strategy_v3 [-1] 220.825 None 215.7 215.675 215.725 215.725 216.125 -5.125 -0.025 0.45 0.4 NaN 0.425 19795 LIVECOW caleb_strategy_v3 [-1] 220.825 None 218.45 218.425 218.475 218.475 NaN -2.375 -0.025 NaN NaN NaN NaN 19798 LIVECOW caleb_strategy_v3 [-1] 220.825 None 108.9 217.8 0.0 0.0 NaN -111.925 108.9 NaN NaN NaN NaN 19808 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2354.6 2354.5 2354.7 2354.7 2355.7 -11.2 -0.1 1.2 1.0 NaN 1.1 19789 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2375.8 2375.7 2375.9 2375.9 2376.3 10.0 -0.1 0.6 0.4 NaN 0.5 19796 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2375.8 2375.7 2375.9 2375.9 NaN 10.0 -0.1 NaN NaN NaN NaN 19799 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 1184.15 2368.3 0.0 0.0 NaN -1181.65 1184.15 NaN NaN NaN NaN 19802 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2359.4 2359.3 2359.5 2359.5 2359.3 -6.4 -0.1 -0.0 -0.2 NaN -0.1 19803 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 1179.6 2359.2 0.0 0.0 NaN -1186.2 1179.6 NaN NaN NaN NaN 19804 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2359.2 2359.1 2359.3 2359.3 2356.9 -6.6 -0.1 -2.2 -2.4 NaN -2.3 19805 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 1178.15 2356.3 0.0 0.0 NaN -1187.65 1178.15 NaN NaN NaN NaN 19806 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 2357.15 2357.1 2357.2 2357.2 2354.9 -8.65 -0.05 -2.2 -2.3 NaN -2.25 19807 RUSSELL caleb_strategy_v3 [-1] 2365.8 None 1177.45 2354.9 0.0 0.0 NaN -1188.35 1177.45 NaN NaN NaN NaN =================================================================================================================================================================== 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 19778 NIKKEI caleb_strategy_v3 [-1] 11000.000499 97.727268 -2.272727 -0.0 -4.545454 NaN -2.272727 19779 DAX caleb_strategy_v3 [-1] 3502.414496 -204.144884 -4.28276 -11.420693 -19.986212 NaN -15.703453 19780 GASOIL caleb_strategy_v3 [-1] 180.690192 -415.075104 -13.835837 27.671674 -0.0 NaN 13.835837 19781 GOLD_micro caleb_strategy_v3 [1] 876.875844 -342.123691 -1.140412 -12.544535 -14.82536 NaN -13.684948 19782 COPPER caleb_strategy_v3 [-1] 1.258769 343.589673 -1.986067 -75.470564 -79.442699 NaN -77.456631 19783 CRUDE_W caleb_strategy_v3 [1] 12.954941 980.32095 -7.719063 30.87625 15.438125 NaN 23.157188 19785 SP400 caleb_strategy_v3 [1] 534.801521 36.462125 -8.414337 -136.499238 -153.327911 NaN -144.913574 19787 NASDAQ_micro caleb_strategy_v3 [-1] 4335.30686 325.236493 -0.57666 95.148974 93.995653 NaN 94.572314 19788 SP500_micro caleb_strategy_v3 [1] 889.140593 -231.965565 -1.405852 -64.669188 -67.480892 NaN -66.07504 19790 EUR caleb_strategy_v3 [1] 0.06306 598.637186 -3.964485 -23.786908 -31.715877 NaN -27.751393 19791 GBP caleb_strategy_v3 [1] 0.082305 650.022016 -6.074972 -60.749721 -72.899665 NaN -66.824693 19793 JPY caleb_strategy_v3 [-1] 0.000562 -849.070851 -4.445397 53.344766 44.453971 NaN 48.899368 19786 JPY caleb_strategy_v3 [-1] 0.000562 -849.070851 -4.445397 53.344766 44.453971 NaN 48.899368 19794 SOYBEAN caleb_strategy_v3 [1] 134.739984 315.422332 -18.554255 -18.554255 -55.662764 NaN -37.10851 19784 US10U caleb_strategy_v3 [-1] 5.813561 228.452917 -13.438407 NaN NaN NaN NaN 19800 US10U caleb_strategy_v3 [-1] 5.813561 13.438407 -13.438407 107.507255 80.630441 NaN 94.068848 19792 US10U caleb_strategy_v3 [-1] 5.813561 -99054.497053 99135.127495 NaN NaN NaN NaN 19797 US10U caleb_strategy_v3 [-1] 5.813561 13.438407 -13.438407 80.630441 53.753627 NaN 67.192034 19801 LIVECOW caleb_strategy_v3 [-1] 50.193392 -1021.050734 -4.980735 89.653235 79.691765 NaN 84.6725 19795 LIVECOW caleb_strategy_v3 [-1] 50.193392 -473.169852 -4.980735 NaN NaN NaN NaN 19798 LIVECOW caleb_strategy_v3 [-1] 50.193392 -22298.751887 21696.082917 NaN NaN NaN NaN 19808 RUSSELL caleb_strategy_v3 [-1] 499.178631 -224.368579 -2.003291 24.039491 20.032909 NaN 22.0362 19789 RUSSELL caleb_strategy_v3 [-1] 499.178631 200.329088 -2.003291 12.019745 8.013164 NaN 10.016454 19796 RUSSELL caleb_strategy_v3 [-1] 499.178631 200.329088 -2.003291 NaN NaN NaN NaN 19799 RUSSELL caleb_strategy_v3 [-1] 499.178631 -23671.88672 23721.968992 NaN NaN NaN NaN 19802 RUSSELL caleb_strategy_v3 [-1] 499.178631 -128.210617 -2.003291 -0.0 -4.006582 NaN -2.003291 19803 RUSSELL caleb_strategy_v3 [-1] 499.178631 -23763.036455 23630.819257 NaN NaN NaN NaN 19804 RUSSELL caleb_strategy_v3 [-1] 499.178631 -132.217198 -2.003291 -44.072399 -48.078981 NaN -46.07569 19805 RUSSELL caleb_strategy_v3 [-1] 499.178631 -23792.084173 23601.771539 NaN NaN NaN NaN 19806 RUSSELL caleb_strategy_v3 [-1] 499.178631 -173.284661 -1.001645 -44.072399 -46.07569 NaN -45.074045 19807 RUSSELL caleb_strategy_v3 [-1] 499.178631 -23806.107209 23587.748503 NaN NaN NaN NaN ========================================================================================================================================================================= 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 19778 NIKKEI caleb_strategy_v3 [-1] 0.643184 69.142282 -1.60796 -0.0 -3.21592 NaN -1.60796 19779 DAX caleb_strategy_v3 [-1] 1.158595 -82.839543 -1.737893 -4.63438 -8.110165 NaN -6.372273 19780 GASOIL caleb_strategy_v3 [-1] 100.0 -750.0 -25.0 50.0 -0.0 NaN 25.0 19781 GOLD_micro caleb_strategy_v3 [1] 10.0 -300.0 -1.0 -11.0 -13.0 NaN -12.0 19782 COPPER caleb_strategy_v3 [-1] 25000.0 1081.25 -6.25 -237.5 -250.0 NaN -243.75 19783 CRUDE_W caleb_strategy_v3 [1] 1000.0 1270.0 -10.0 40.0 20.0 NaN 30.0 19785 SP400 caleb_strategy_v3 [1] 100.0 195.0 -45.0 -730.0 -820.0 NaN -775.0 19787 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 282.0 -0.5 82.5 81.5 NaN 82.0 19788 SP500_micro caleb_strategy_v3 [1] 5.0 -103.125 -0.625 -28.75 -30.0 NaN -29.375 19790 EUR caleb_strategy_v3 [1] 125000.0 471.875 -3.125 -18.75 -25.0 NaN -21.875 19791 GBP caleb_strategy_v3 [1] 62500.0 334.375 -3.125 -31.25 -37.5 NaN -34.375 19793 JPY caleb_strategy_v3 [-1] 12500000.0 -596.875 -3.125 37.5 31.25 NaN 34.375 19786 JPY caleb_strategy_v3 [-1] 12500000.0 -596.875 -3.125 37.5 31.25 NaN 34.375 19794 SOYBEAN caleb_strategy_v3 [1] 50.0 212.5 -12.5 -12.5 -37.5 NaN -25.0 19784 US10U caleb_strategy_v3 [-1] 1000.0 132.8125 -7.8125 NaN NaN NaN NaN 19800 US10U caleb_strategy_v3 [-1] 1000.0 7.8125 -7.8125 62.5 46.875 NaN 54.6875 19792 US10U caleb_strategy_v3 [-1] 1000.0 -57585.9375 57632.8125 NaN NaN NaN NaN 19797 US10U caleb_strategy_v3 [-1] 1000.0 7.8125 -7.8125 46.875 31.25 NaN 39.0625 19801 LIVECOW caleb_strategy_v3 [-1] 400.0 -2050.0 -10.0 180.0 160.0 NaN 170.0 19795 LIVECOW caleb_strategy_v3 [-1] 400.0 -950.0 -10.0 NaN NaN NaN NaN 19798 LIVECOW caleb_strategy_v3 [-1] 400.0 -44770.0 43560.0 NaN NaN NaN NaN 19808 RUSSELL caleb_strategy_v3 [-1] 5.0 -56.0 -0.5 6.0 5.0 NaN 5.5 19789 RUSSELL caleb_strategy_v3 [-1] 5.0 50.0 -0.5 3.0 2.0 NaN 2.5 19796 RUSSELL caleb_strategy_v3 [-1] 5.0 50.0 -0.5 NaN NaN NaN NaN 19799 RUSSELL caleb_strategy_v3 [-1] 5.0 -5908.25 5920.75 NaN NaN NaN NaN 19802 RUSSELL caleb_strategy_v3 [-1] 5.0 -32.0 -0.5 -0.0 -1.0 NaN -0.5 19803 RUSSELL caleb_strategy_v3 [-1] 5.0 -5931.0 5898.0 NaN NaN NaN NaN 19804 RUSSELL caleb_strategy_v3 [-1] 5.0 -33.0 -0.5 -11.0 -12.0 NaN -11.5 19805 RUSSELL caleb_strategy_v3 [-1] 5.0 -5938.25 5890.75 NaN NaN NaN NaN 19806 RUSSELL caleb_strategy_v3 [-1] 5.0 -43.25 -0.25 -11.0 -11.5 NaN -11.25 19807 RUSSELL caleb_strategy_v3 [-1] 5.0 -5941.75 5887.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER 1081.25 CRUDE_W 1270.0 DAX -82.839543 EUR 471.875 GASOIL -750.0 GBP 334.375 GOLD_micro -300.0 JPY -1193.75 LIVECOW -47770.0 NASDAQ_micro 282.0 NIKKEI 69.142282 RUSSELL -23783.5 SOYBEAN 212.5 SP400 195.0 SP500_micro -103.125 US10U -57437.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -127504.572261 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -6.25 CRUDE_W -10.0 DAX -1.737893 EUR -3.125 GASOIL -25.0 GBP -3.125 GOLD_micro -1.0 JPY -6.25 LIVECOW 43540.0 NASDAQ_micro -0.5 NIKKEI -1.60796 RUSSELL 23594.0 SOYBEAN -12.5 SP400 -45.0 SP500_micro -0.625 US10U 57609.375 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 124626.654147 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER -237.5 CRUDE_W 40.0 DAX -4.63438 EUR -18.75 GASOIL 50.0 GBP -31.25 GOLD_micro -11.0 JPY 75.0 LIVECOW 180.0 NASDAQ_micro 82.5 NIKKEI -0.0 RUSSELL -13.0 SOYBEAN -12.5 SP400 -730.0 SP500_micro -28.75 US10U 109.375 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -550.50938 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER -250.0 CRUDE_W 20.0 DAX -8.110165 EUR -25.0 GASOIL -0.0 GBP -37.5 GOLD_micro -13.0 JPY 62.5 LIVECOW 160.0 NASDAQ_micro 81.5 NIKKEI -3.21592 RUSSELL -17.5 SOYBEAN -37.5 SP400 -820.0 SP500_micro -30.0 US10U 78.125 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -839.701085 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 CRUDE_W 0 DAX 0 EUR 0 GASOIL 0 GBP 0 GOLD_micro 0 JPY 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SP400 0 SP500_micro 0 US10U 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 COPPER -243.75 CRUDE_W 30.0 DAX -6.372273 EUR -21.875 GASOIL 25.0 GBP -34.375 GOLD_micro -12.0 JPY 68.75 LIVECOW 170.0 NASDAQ_micro 82.0 NIKKEI -1.60796 RUSSELL -15.25 SOYBEAN -25.0 SP400 -775.0 SP500_micro -29.375 US10U 93.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -695.105233 ******************************************************************************** END OF REPORT ********************************************************************************