******************************************************************************** Trades report produced on 20/11/2025 21:39 from 19/11/2025 21:39 to 20/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19813 CHF caleb_strategy_v3 [20251200] 2025-11-20 15:00:42.000 [1] 1.243100 19811 CRUDE_W caleb_strategy_v3 [20261200] 2025-11-20 14:00:35.000 [-1] 58.760000 19810 DAX caleb_strategy_v3 [20251200] 2025-11-20 08:00:29.000 [1] 23412.000000 19816 EUR caleb_strategy_v3 [20251200] 2025-11-20 15:09:38.000 [-1] 1.154900 19812 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-20 14:00:36.000 [1] 4117.100000 19825 LIVECOW caleb_strategy_v3 [20260200] 2025-11-20 15:31:44.000 [1] 215.150000 19809 NIKKEI caleb_strategy_v3 [20251200] 2025-11-20 03:01:16.000 [-1] 50235.000000 19845 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 17:47:05.000 [-1] 2331.900000 19815 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:00:44.000 [-1] 2405.800000 19819 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:20:29.000 [-1] 2407.000000 19821 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:20:34.000 [-1] 2407.300000 19833 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 19:45:31.789 [0] NaN 19828 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:41:49.000 [-1] 2407.400000 19831 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:52:48.000 [-1] 2403.300000 19843 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 19:45:32.343 [0] NaN 19835 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 19:45:31.926 [0] NaN 19823 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 15:31:33.000 [-1] 2411.200000 19841 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 17:21:59.000 [-1] 2344.000000 19839 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 19:45:32.134 [0] NaN 19837 RUSSELL caleb_strategy_v3 [20251200] 2025-11-20 16:51:19.000 [-1] 2365.300000 19824 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-20 15:31:35.000 [1] 1117.750000 19829 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-20 15:42:44.000 [1] 1118.000000 19826 SOYOIL caleb_strategy_v3 [20260300] 2025-11-20 15:31:48.000 [-1] 52.100000 19817 US5 caleb_strategy_v3 [20251200] 2025-11-20 15:10:26.000 [1] 109.359375 19830 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.650 [0] NaN 19840 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:32.203 [0] NaN 19842 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:32.273 [0] NaN 19844 VIX caleb_strategy_v3 [20260200] 2025-11-20 17:42:24.000 [1] 23.150000 19814 VIX caleb_strategy_v3 [20260200] 2025-11-20 15:00:43.000 [1] 21.750000 19820 VIX caleb_strategy_v3 [20260200] 2025-11-20 15:20:34.000 [1] 21.800000 19822 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.510 [0] NaN 19838 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:32.065 [0] NaN 19836 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.995 [0] NaN 19834 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.858 [0] NaN 19832 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.719 [0] NaN 19818 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.440 [0] NaN 19827 VIX caleb_strategy_v3 [20260200] 2025-11-20 19:45:31.580 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19809 NIKKEI caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 03:01:15.682000 2025-11-20 03:01:16 97275.682 0.318 19810 DAX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 08:00:29.382000 2025-11-20 08:00:29 115229.382 NaN 19811 CRUDE_W caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 14:00:35.942000 2025-11-20 14:00:35 136835.942 NaN 19812 GOLD_micro caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 14:00:36.834000 2025-11-20 14:00:36 136836.834 NaN 19813 CHF caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:00:42.658000 2025-11-20 15:00:42 140442.658 NaN 19816 EUR caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:00:45.466000 2025-11-20 15:09:38 140445.466 532.534 19817 US5 caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:09:39.438000 2025-11-20 15:10:26 140979.438 46.562 19825 LIVECOW caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:31:36.401000 2025-11-20 15:31:44 142296.401 7.599 19826 SOYOIL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:31:48.458000 2025-11-20 15:31:48 142308.458 NaN 19824 SOYBEAN caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:31:35.134000 2025-11-20 15:31:35 142295.134 NaN 19829 SOYBEAN caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:41:50.241000 2025-11-20 15:42:44 142910.241 53.759 19840 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:11:28.006000 2025-11-20 19:45:32.203000 148288.006 9244.197 19842 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:22:15.182000 2025-11-20 19:45:32.273000 148935.182 8597.091 19844 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:42:19.801000 2025-11-20 17:42:24 150139.801 4.199 19814 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:00:43.586000 2025-11-20 15:00:43 140443.586 NaN 19818 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:10:29.369000 2025-11-20 19:45:31.440000 141029.369 16502.071 19820 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:20:33.251000 2025-11-20 15:20:34 141633.251 0.749 19822 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:21:33.303000 2025-11-20 19:45:31.510000 141693.303 15838.207 19827 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:31:49.054000 2025-11-20 19:45:31.580000 142309.054 15222.526 19830 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:42:47.504000 2025-11-20 19:45:31.650000 142967.504 14564.146 19832 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:52:51.490000 2025-11-20 19:45:31.719000 143571.49 13960.229 19834 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:13:11.106000 2025-11-20 19:45:31.858000 144791.106 12740.752 19836 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:33:15.109000 2025-11-20 19:45:31.995000 145995.109 11536.886 19838 VIX caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:51:23.747000 2025-11-20 19:45:32.065000 147083.747 10448.318 19841 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:21:28.531000 2025-11-20 17:21:59 148888.531 30.469 19843 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:32:15.655000 2025-11-20 19:45:32.343000 149535.655 7996.688 19845 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:42:24.666000 2025-11-20 17:47:05 150144.666 280.334 19815 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:00:44.558000 2025-11-20 15:00:44 140444.558 NaN 19819 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:20:29.873000 2025-11-20 15:20:29 141629.873 NaN 19821 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:20:34.509000 2025-11-20 15:20:34 141634.509 NaN 19823 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:31:33.810000 2025-11-20 15:31:33 142293.81 NaN 19828 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:41:49.614000 2025-11-20 15:41:49 142909.614 NaN 19831 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 15:52:47.968000 2025-11-20 15:52:48 143567.968 0.032 19833 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:02:52.006000 2025-11-20 19:45:31.789000 144172.006 13359.783 19835 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:23:11.577000 2025-11-20 19:45:31.926000 145391.577 12140.349 19837 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 16:43:15.622000 2025-11-20 16:51:19 146595.622 483.378 19839 RUSSELL caleb_strategy_v3 2025-11-19 00:00:00 2025-11-20 17:01:24.211000 2025-11-20 19:45:32.134000 147684.211 9847.923 ==================================================================================================================================================================================================================================== 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 19809 NIKKEI caleb_strategy_v3 [-1] 49155.0 None 50207.5 50205.0 50210.0 50210.0 50235.0 1052.5 -2.5 30.0 25.0 NaN 27.5 19810 DAX caleb_strategy_v3 [1] 23265.0 None 23431.5 23433.0 23430.0 23430.0 23412.0 -166.5 -1.5 21.0 18.0 NaN 19.5 19811 CRUDE_W caleb_strategy_v3 [-1] 58.43 None 58.745 58.74 58.75 58.75 58.76 0.315 -0.005 0.02 0.01 NaN 0.015 19812 GOLD_micro caleb_strategy_v3 [1] 4109.0 None 4123.4 4123.6 4123.2 4123.2 4117.1 -14.4 -0.2 6.5 6.1 NaN 6.3 19813 CHF caleb_strategy_v3 [1] 1.2433 None 1.2444 1.24445 1.24435 1.24435 1.2431 -0.0011 -0.00005 0.00135 0.00125 NaN 0.0013 19816 EUR caleb_strategy_v3 [-1] 1.1537 None 1.155525 1.1555 1.15555 1.15555 1.1549 0.001825 -0.000025 -0.0006 -0.00065 NaN -0.000625 19817 US5 caleb_strategy_v3 [1] 109.226562 None 109.347656 109.351562 109.34375 109.34375 109.359375 -0.121094 -0.003906 -0.007812 -0.015625 NaN -0.011719 19825 LIVECOW caleb_strategy_v3 [1] 217.15 None 214.9875 215.025 214.95 214.95 215.15 2.1625 -0.0375 -0.125 -0.2 NaN -0.1625 19826 SOYOIL caleb_strategy_v3 [-1] 51.97 None 52.02 52.01 52.03 52.03 52.1 0.05 -0.01 0.09 0.07 NaN 0.08 19824 SOYBEAN caleb_strategy_v3 [1] 1117.75 None 1118.625 1118.75 1118.5 NaN 1117.75 -0.875 -0.125 1.0 NaN NaN 0.875 19829 SOYBEAN caleb_strategy_v3 [1] 1117.75 None 1117.125 1117.25 1117.0 1117.0 1118.0 0.625 -0.125 -0.75 -1.0 NaN -0.875 19840 VIX caleb_strategy_v3 [1] 22.65 None 22.625 22.65 22.6 22.6 NaN 0.025 -0.025 NaN NaN NaN NaN 19842 VIX caleb_strategy_v3 [1] 22.65 None 11.525 23.05 0.0 0.0 NaN 11.125 -11.525 NaN NaN NaN NaN 19844 VIX caleb_strategy_v3 [1] 22.65 None 23.125 23.15 23.1 23.1 23.15 -0.475 -0.025 0.0 -0.05 NaN -0.025 19814 VIX caleb_strategy_v3 [1] 22.65 None 21.775 21.8 21.75 21.75 21.75 0.875 -0.025 0.05 0.0 NaN 0.025 19818 VIX caleb_strategy_v3 [1] 22.65 None 10.9 21.8 0.0 0.0 NaN 11.75 -10.9 NaN NaN NaN NaN 19820 VIX caleb_strategy_v3 [1] 22.65 None 21.8 21.85 21.75 21.75 21.8 0.85 -0.05 0.05 -0.05 NaN 0.0 19822 VIX caleb_strategy_v3 [1] 22.65 None 10.925 21.85 0.0 0.0 NaN 11.725 -10.925 NaN NaN NaN NaN 19827 VIX caleb_strategy_v3 [1] 22.65 None 21.775 21.8 21.75 21.75 NaN 0.875 -0.025 NaN NaN NaN NaN 19830 VIX caleb_strategy_v3 [1] 22.65 None 10.9 21.8 0.0 0.0 NaN 11.75 -10.9 NaN NaN NaN NaN 19832 VIX caleb_strategy_v3 [1] 22.65 None 21.875 21.9 21.85 21.85 NaN 0.775 -0.025 NaN NaN NaN NaN 19834 VIX caleb_strategy_v3 [1] 22.65 None 10.975 21.95 0.0 0.0 NaN 11.675 -10.975 NaN NaN NaN NaN 19836 VIX caleb_strategy_v3 [1] 22.65 None 22.15 22.2 22.1 22.1 NaN 0.5 -0.05 NaN NaN NaN NaN 19838 VIX caleb_strategy_v3 [1] 22.65 None 11.225 22.45 0.0 0.0 NaN 11.425 -11.225 NaN NaN NaN NaN 19841 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2352.0 2351.9 2352.1 2352.1 2344.0 -0.0 -0.1 -7.9 -8.1 NaN -8.0 19843 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 1172.0 2344.0 0.0 0.0 NaN -1180.0 1172.0 NaN NaN NaN NaN 19845 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2340.6 2340.5 2340.7 2340.7 2331.9 -11.4 -0.1 -8.6 -8.8 NaN -8.7 19815 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2405.8 49.85 -0.05 4.0 3.9 NaN 3.95 19819 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2407.0 49.85 -0.05 5.2 5.1 NaN 5.15 19821 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2407.3 49.85 -0.05 5.5 5.4 NaN 5.45 19823 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2411.2 49.85 -0.05 9.4 9.3 NaN 9.35 19828 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2407.4 49.85 -0.05 5.6 5.5 NaN 5.55 19831 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2401.85 2401.8 2401.9 2401.9 2403.3 49.85 -0.05 1.5 1.4 NaN 1.45 19833 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2407.25 2407.2 2407.3 2407.3 NaN 55.25 -0.05 NaN NaN NaN NaN 19835 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 1196.05 2392.1 0.0 0.0 NaN -1155.95 1196.05 NaN NaN NaN NaN 19837 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 2376.75 2376.7 2376.8 2376.8 2365.3 24.75 -0.05 -11.4 -11.5 NaN -11.45 19839 RUSSELL caleb_strategy_v3 [-1] 2352.0 None 1182.65 2365.3 0.0 0.0 NaN -1169.35 1182.65 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 19809 NIKKEI caleb_strategy_v3 [-1] 12488.749651 842.758506 -2.001802 24.02162 20.018017 NaN 22.019818 19810 DAX caleb_strategy_v3 [1] 3446.947551 -483.03607 -4.351676 60.923468 52.220116 NaN 56.571792 19811 CRUDE_W caleb_strategy_v3 [-1] 12.602525 249.949918 -3.967459 15.869836 7.934918 NaN 11.902377 19812 GOLD_micro caleb_strategy_v3 [1] 857.124486 -168.003601 -2.333383 75.834959 71.168192 NaN 73.501575 19813 CHF caleb_strategy_v3 [1] 0.086926 -126.544148 -5.752007 155.304182 143.800169 NaN 149.552175 19816 EUR caleb_strategy_v3 [-1] 0.060517 301.569659 -4.131091 -99.146189 -107.408372 NaN -103.27728 19817 US5 caleb_strategy_v3 [1] 3.205295 -377.79289 -12.186867 -24.373735 -48.74747 NaN -36.560602 19825 LIVECOW caleb_strategy_v3 [1] 49.115497 440.288737 -7.635065 -25.450216 -40.720346 NaN -33.085281 19826 SOYOIL caleb_strategy_v3 [-1] 11.073898 45.151221 -9.030244 81.272198 63.21171 NaN 72.241954 19824 SOYBEAN caleb_strategy_v3 [1] 132.707667 -65.934397 -9.4192 75.353596 NaN NaN 65.934397 19829 SOYBEAN caleb_strategy_v3 [1] 132.707667 47.095998 -9.4192 -56.515197 -75.353596 NaN -65.934397 19840 VIX caleb_strategy_v3 [1] 7.362817 33.954397 -33.954397 NaN NaN NaN NaN 19842 VIX caleb_strategy_v3 [1] 7.362817 15109.706641 -15652.976992 NaN NaN NaN NaN 19844 VIX caleb_strategy_v3 [1] 7.362817 -645.133542 -33.954397 0.0 -67.908794 NaN -33.954397 19814 VIX caleb_strategy_v3 [1] 7.362817 1188.403893 -33.954397 67.908794 0.0 NaN 33.954397 19818 VIX caleb_strategy_v3 [1] 7.362817 15958.566564 -14804.117068 NaN NaN NaN NaN 19820 VIX caleb_strategy_v3 [1] 7.362817 1154.449496 -67.908794 67.908794 -67.908794 NaN 0.0 19822 VIX caleb_strategy_v3 [1] 7.362817 15924.612168 -14838.071465 NaN NaN NaN NaN 19827 VIX caleb_strategy_v3 [1] 7.362817 1188.403893 -33.954397 NaN NaN NaN NaN 19830 VIX caleb_strategy_v3 [1] 7.362817 15958.566564 -14804.117068 NaN NaN NaN NaN 19832 VIX caleb_strategy_v3 [1] 7.362817 1052.586305 -33.954397 NaN NaN NaN NaN 19834 VIX caleb_strategy_v3 [1] 7.362817 15856.703374 -14905.980259 NaN NaN NaN NaN 19836 VIX caleb_strategy_v3 [1] 7.362817 679.087939 -67.908794 NaN NaN NaN NaN 19838 VIX caleb_strategy_v3 [1] 7.362817 15517.159404 -15245.524229 NaN NaN NaN NaN 19841 RUSSELL caleb_strategy_v3 [-1] 493.130208 -0.0 -2.027862 -160.201096 -164.25682 NaN -162.228958 19843 RUSSELL caleb_strategy_v3 [-1] 493.130208 -23928.771356 23766.542398 NaN NaN NaN NaN 19845 RUSSELL caleb_strategy_v3 [-1] 493.130208 -231.176266 -2.027862 -174.39613 -178.451854 NaN -176.423992 19815 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 81.114479 79.086617 NaN 80.100548 19819 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 105.448823 103.420961 NaN 104.434892 19821 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 111.532409 109.504547 NaN 110.518478 19823 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 190.619026 188.591164 NaN 189.605095 19828 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 113.560271 111.532409 NaN 112.54634 19831 RUSSELL caleb_strategy_v3 [-1] 493.130208 1010.889197 -1.013931 30.41793 28.390068 NaN 29.403999 19833 RUSSELL caleb_strategy_v3 [-1] 493.130208 1120.393744 -1.013931 NaN NaN NaN NaN 19835 RUSSELL caleb_strategy_v3 [-1] 493.130208 -23441.07055 24254.243204 NaN NaN NaN NaN 19837 RUSSELL caleb_strategy_v3 [-1] 493.130208 501.89584 -1.013931 -231.176266 -233.204128 NaN -232.190197 19839 RUSSELL caleb_strategy_v3 [-1] 493.130208 -23712.804055 23982.509699 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 19809 NIKKEI caleb_strategy_v3 [-1] 0.633943 667.224536 -1.584856 19.018277 15.848564 NaN 17.43342 19810 DAX caleb_strategy_v3 [1] 1.15168 -191.75472 -1.72752 24.18528 20.73024 NaN 22.45776 19811 CRUDE_W caleb_strategy_v3 [-1] 1000.0 315.0 -5.0 20.0 10.0 NaN 15.0 19812 GOLD_micro caleb_strategy_v3 [1] 10.0 -144.0 -2.0 65.0 61.0 NaN 63.0 19813 CHF caleb_strategy_v3 [1] 125000.0 -137.5 -6.25 168.75 156.25 NaN 162.5 19816 EUR caleb_strategy_v3 [-1] 125000.0 228.125 -3.125 -75.0 -81.25 NaN -78.125 19817 US5 caleb_strategy_v3 [1] 1000.0 -121.09375 -3.90625 -7.8125 -15.625 NaN -11.71875 19825 LIVECOW caleb_strategy_v3 [1] 400.0 865.0 -15.0 -50.0 -80.0 NaN -65.0 19826 SOYOIL caleb_strategy_v3 [-1] 600.0 30.0 -6.0 54.0 42.0 NaN 48.0 19824 SOYBEAN caleb_strategy_v3 [1] 50.0 -43.75 -6.25 50.0 NaN NaN 43.75 19829 SOYBEAN caleb_strategy_v3 [1] 50.0 31.25 -6.25 -37.5 -50.0 NaN -43.75 19840 VIX caleb_strategy_v3 [1] 1000.0 25.0 -25.0 NaN NaN NaN NaN 19842 VIX caleb_strategy_v3 [1] 1000.0 11125.0 -11525.0 NaN NaN NaN NaN 19844 VIX caleb_strategy_v3 [1] 1000.0 -475.0 -25.0 0.0 -50.0 NaN -25.0 19814 VIX caleb_strategy_v3 [1] 1000.0 875.0 -25.0 50.0 0.0 NaN 25.0 19818 VIX caleb_strategy_v3 [1] 1000.0 11750.0 -10900.0 NaN NaN NaN NaN 19820 VIX caleb_strategy_v3 [1] 1000.0 850.0 -50.0 50.0 -50.0 NaN 0.0 19822 VIX caleb_strategy_v3 [1] 1000.0 11725.0 -10925.0 NaN NaN NaN NaN 19827 VIX caleb_strategy_v3 [1] 1000.0 875.0 -25.0 NaN NaN NaN NaN 19830 VIX caleb_strategy_v3 [1] 1000.0 11750.0 -10900.0 NaN NaN NaN NaN 19832 VIX caleb_strategy_v3 [1] 1000.0 775.0 -25.0 NaN NaN NaN NaN 19834 VIX caleb_strategy_v3 [1] 1000.0 11675.0 -10975.0 NaN NaN NaN NaN 19836 VIX caleb_strategy_v3 [1] 1000.0 500.0 -50.0 NaN NaN NaN NaN 19838 VIX caleb_strategy_v3 [1] 1000.0 11425.0 -11225.0 NaN NaN NaN NaN 19841 RUSSELL caleb_strategy_v3 [-1] 5.0 -0.0 -0.5 -39.5 -40.5 NaN -40.0 19843 RUSSELL caleb_strategy_v3 [-1] 5.0 -5900.0 5860.0 NaN NaN NaN NaN 19845 RUSSELL caleb_strategy_v3 [-1] 5.0 -57.0 -0.5 -43.0 -44.0 NaN -43.5 19815 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 20.0 19.5 NaN 19.75 19819 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 26.0 25.5 NaN 25.75 19821 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 27.5 27.0 NaN 27.25 19823 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 47.0 46.5 NaN 46.75 19828 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 28.0 27.5 NaN 27.75 19831 RUSSELL caleb_strategy_v3 [-1] 5.0 249.25 -0.25 7.5 7.0 NaN 7.25 19833 RUSSELL caleb_strategy_v3 [-1] 5.0 276.25 -0.25 NaN NaN NaN NaN 19835 RUSSELL caleb_strategy_v3 [-1] 5.0 -5779.75 5980.25 NaN NaN NaN NaN 19837 RUSSELL caleb_strategy_v3 [-1] 5.0 123.75 -0.25 -57.0 -57.5 NaN -57.25 19839 RUSSELL caleb_strategy_v3 [-1] 5.0 -5846.75 5913.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -137.5 CRUDE_W 315.0 DAX -191.75472 EUR 228.125 GOLD_micro -144.0 LIVECOW 865.0 NIKKEI 667.224536 RUSSELL -15688.0 SOYBEAN -12.5 SOYOIL 30.0 US5 -121.09375 VIX 72875.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 58685.501066 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 CRUDE_W -5.0 DAX -1.72752 EUR -3.125 GOLD_micro -2.0 LIVECOW -15.0 NIKKEI -1.584856 RUSSELL 17750.5 SOYBEAN -12.5 SOYOIL -6.0 US5 -3.90625 VIX -66675.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -48981.593626 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 168.75 CRUDE_W 20.0 DAX 24.18528 EUR -75.0 GOLD_micro 65.0 LIVECOW -50.0 NIKKEI 19.018277 RUSSELL 16.5 SOYBEAN 12.5 SOYOIL 54.0 US5 -7.8125 VIX 100.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 347.141057 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 156.25 CRUDE_W 10.0 DAX 20.73024 EUR -81.25 GOLD_micro 61.0 LIVECOW -80.0 NIKKEI 15.848564 RUSSELL 11.0 SOYBEAN -50.0 SOYOIL 42.0 US5 -15.625 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -10.046196 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 CRUDE_W 0 DAX 0 EUR 0 GOLD_micro 0 LIVECOW 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SOYOIL 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 CHF 162.5 CRUDE_W 15.0 DAX 22.45776 EUR -78.125 GOLD_micro 63.0 LIVECOW -65.0 NIKKEI 17.43342 RUSSELL 13.75 SOYBEAN 0.0 SOYOIL 48.0 US5 -11.71875 VIX 0.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 187.29743 ******************************************************************************** END OF REPORT ********************************************************************************