******************************************************************************** Trades report produced on 24/11/2025 21:39 from 23/11/2025 21:39 to 24/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19887 CAD caleb_strategy_v3 [20251200] 2025-11-24 15:10:28.000 [1] 0.709400 19893 CAD caleb_strategy_v3 [20251200] 2025-11-24 15:20:52.000 [1] 0.709450 19883 CHF caleb_strategy_v3 [20251200] 2025-11-24 15:00:15.000 [1] 1.240700 19876 COCOA caleb_strategy_v3 [20260300] 2025-11-24 14:00:17.000 [-1] 5159.000000 19875 COFFEE caleb_strategy_v3 [20260300] 2025-11-24 14:00:14.000 [1] 370.650000 19880 COPPER caleb_strategy_v3 [20260300] 2025-11-24 14:01:46.000 [1] 5.056500 19877 CRUDE_W caleb_strategy_v3 [20261200] 2025-11-24 14:01:35.000 [-1] 57.880000 19869 DAX caleb_strategy_v3 [20251200] 2025-11-24 08:12:54.000 [-1] 23332.000000 19911 DOW caleb_strategy_v3 [20251200] 2025-11-24 16:18:44.000 [-1] 46615.000000 19913 DOW caleb_strategy_v3 [20251200] 2025-11-24 16:22:57.000 [-1] 46631.000000 19915 DOW caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.049 [0] NaN 19884 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:00:16.000 [-1] 46391.000000 19917 DOW caleb_strategy_v3 [20251200] 2025-11-24 16:43:07.000 [-1] 46592.000000 19921 DOW caleb_strategy_v3 [20251200] 2025-11-24 17:14:29.000 [-1] 46499.000000 19909 DOW caleb_strategy_v3 [20251200] 2025-11-24 16:08:23.000 [-1] 46638.000000 19923 DOW caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.511 [0] NaN 19925 DOW caleb_strategy_v3 [20251200] 2025-11-24 17:34:51.000 [-1] 46502.000000 19895 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:20:56.000 [-1] 46482.000000 19898 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:24:40.000 [-1] 46442.000000 19901 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:34:54.000 [-1] 46465.000000 19919 DOW caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.280 [0] NaN 19907 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:58:18.000 [-1] 46582.000000 19891 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:10:51.000 [-1] 46403.000000 19904 DOW caleb_strategy_v3 [20251200] 2025-11-24 15:48:13.000 [-1] 46558.000000 19870 EUROSTX caleb_strategy_v3 [20251200] 2025-11-24 08:15:36.000 [-1] 5560.000000 19873 GASOIL caleb_strategy_v3 [20260200] 2025-11-24 09:00:49.000 [1] 659.750000 19879 GASOLINE caleb_strategy_v3 [20260200] 2025-11-24 14:01:45.000 [-1] 1.812300 19878 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-24 14:01:36.000 [-1] 4114.100000 19881 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-24 14:02:00.000 [-1] 4113.900000 19882 JPY caleb_strategy_v3 [20251200] 2025-11-24 15:00:14.000 [1] 0.006380 19885 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.252 [0] NaN 19892 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.362 [0] NaN 19896 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-24 15:21:01.000 [1] 24706.500000 19871 OAT caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.138 [0] NaN 19872 OAT caleb_strategy_v3 [20251200] 2025-11-24 08:25:43.000 [1] 122.380000 19868 OAT caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.025 [0] NaN 19874 ROBUSTA caleb_strategy_v3 [20260300] 2025-11-24 10:01:01.000 [-1] 4334.000000 19916 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.163 [0] NaN 19928 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:12.001 [0] NaN 19929 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 18:05:08.000 [1] 2417.900000 19930 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 18:06:08.000 [1] 2417.300000 19926 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.744 [0] NaN 19924 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.626 [0] NaN 19922 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 17:14:29.000 [1] 2411.100000 19920 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.395 [0] NaN 19918 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 16:51:29.000 [1] 2412.100000 19927 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:11.863 [0] NaN 19914 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 16:22:58.000 [1] 2408.700000 19897 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 15:24:36.000 [1] 2399.700000 19910 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.932 [0] NaN 19908 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.816 [0] NaN 19905 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.701 [0] NaN 19902 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 15:38:09.000 [1] 2401.700000 19899 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 19:45:10.475 [0] NaN 19894 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 15:20:52.000 [1] 2402.900000 19890 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 15:10:32.000 [1] 2398.300000 19912 RUSSELL caleb_strategy_v3 [20251200] 2025-11-24 16:18:45.000 [1] 2408.600000 19900 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-24 15:34:49.000 [-1] 1111.500000 19906 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-24 15:58:14.000 [-1] 1112.000000 19903 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-24 19:45:10.591 [0] NaN 19889 SP500_micro caleb_strategy_v3 [20251200] 2025-11-24 15:10:31.000 [-1] 6678.500000 19888 US5 caleb_strategy_v3 [20251200] 2025-11-24 15:10:29.000 [1] 109.585938 19886 VIX caleb_strategy_v3 [20260200] 2025-11-24 15:10:27.000 [1] 22.300000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19869 DAX caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 08:10:36.659000 2025-11-24 08:12:54 288636.659 137.341 19870 EUROSTX caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 08:12:55.806000 2025-11-24 08:15:36 288775.806 160.194 19873 GASOIL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 09:00:48.614000 2025-11-24 09:00:49 291648.614 0.386 19874 ROBUSTA caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 10:01:00.234000 2025-11-24 10:01:01 295260.234 0.766 19875 COFFEE caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:00:14.602000 2025-11-24 14:00:14 309614.602 NaN 19876 COCOA caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:00:15.706000 2025-11-24 14:00:17 309615.706 1.294 19877 CRUDE_W caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:00:18.642000 2025-11-24 14:01:35 309618.642 76.358 19879 GASOLINE caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:01:38.018000 2025-11-24 14:01:45 309698.018 6.982 19880 COPPER caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:01:46.738000 2025-11-24 14:01:46 309706.738 NaN 19881 GOLD_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:02:00.635000 2025-11-24 14:02:00 309720.635 NaN 19878 GOLD_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 14:01:36.699000 2025-11-24 14:01:36 309696.699 NaN 19882 JPY caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:00:14.334000 2025-11-24 15:00:14 313214.334 NaN 19883 CHF caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:00:15.638000 2025-11-24 15:00:15 313215.638 NaN 19886 VIX caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:19.810000 2025-11-24 15:10:27 313819.81 7.19 19888 US5 caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:29.862000 2025-11-24 15:10:29 313829.862 NaN 19889 SP500_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:31.162000 2025-11-24 15:10:31 313831.162 NaN 19893 CAD caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:20:52.119000 2025-11-24 15:20:52 314452.119 NaN 19887 CAD caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:28.546000 2025-11-24 15:10:28 313828.546 NaN 19872 OAT caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 08:25:42.899000 2025-11-24 08:25:43 289542.899 0.101 19868 OAT caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 08:00:35.586000 2025-11-24 19:45:10.025000 288035.586 42274.439 19871 OAT caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 08:15:39.589000 2025-11-24 19:45:10.138000 288939.589 41370.549 19904 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:48:13.396000 2025-11-24 15:48:13 316093.396 NaN 19907 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:58:18.400000 2025-11-24 15:58:18 316698.4 NaN 19909 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:08:22.989000 2025-11-24 16:08:23 317302.989 0.011 19911 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:18:44.418000 2025-11-24 16:18:44 317924.418 NaN 19913 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:19:44.377000 2025-11-24 16:22:57 317984.377 192.623 19915 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:23:02.486000 2025-11-24 19:45:11.049000 318182.486 12128.563 19884 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:00:16.862000 2025-11-24 15:00:16 313216.862 NaN 19917 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:43:07.399000 2025-11-24 16:43:07 319387.399 NaN 19919 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:51:33.614000 2025-11-24 19:45:11.280000 319893.614 10417.666 19921 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:11:38.821000 2025-11-24 17:14:29 321098.821 170.179 19891 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:51.064000 2025-11-24 15:10:51 313851.064 NaN 19923 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:14:34.430000 2025-11-24 19:45:11.511000 321274.43 9037.081 19925 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:34:51.836000 2025-11-24 17:34:51 322491.836 NaN 19895 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:20:56.382000 2025-11-24 15:20:56 314456.382 NaN 19898 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:24:39.990000 2025-11-24 15:24:40 314679.99 0.01 19901 DOW caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:34:53.563000 2025-11-24 15:34:54 315293.563 0.437 19896 NASDAQ_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:20:56.977000 2025-11-24 15:21:01 314456.977 4.023 19892 NASDAQ_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:51.662000 2025-11-24 19:45:10.362000 313851.662 16458.7 19885 NASDAQ_micro caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:00:18.266000 2025-11-24 19:45:10.252000 313218.266 17091.986 19890 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:10:32.466000 2025-11-24 15:10:32 313832.466 NaN 19894 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:20:52.686000 2025-11-24 15:20:52 314452.686 NaN 19897 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:21:01.906000 2025-11-24 15:24:36 314461.906 214.094 19899 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:24:40.590000 2025-11-24 19:45:10.475000 314680.59 15629.885 19902 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:34:54.546000 2025-11-24 15:38:09 315294.546 194.454 19905 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:48:13.974000 2025-11-24 19:45:10.701000 316093.974 14216.727 19908 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:58:18.817000 2025-11-24 19:45:10.816000 316698.817 13611.999 19910 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:08:23.610000 2025-11-24 19:45:10.932000 317303.61 13007.322 19912 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:18:45.026000 2025-11-24 16:18:45 317925.026 NaN 19914 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:22:57.928000 2025-11-24 16:22:58 318177.928 0.072 19916 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:33:02.968000 2025-11-24 19:45:11.163000 318782.968 11528.195 19918 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 16:43:08.110000 2025-11-24 16:51:29 319388.11 500.89 19920 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:01:34.083000 2025-11-24 19:45:11.395000 320494.083 9817.312 19922 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:14:29.551000 2025-11-24 17:14:29 321269.551 NaN 19924 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:24:34.922000 2025-11-24 19:45:11.626000 321874.922 8436.704 19926 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:34:52.466000 2025-11-24 19:45:11.744000 322492.466 7819.278 19927 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:44:57.464000 2025-11-24 19:45:11.863000 323097.464 7214.399 19928 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 17:55:02.708000 2025-11-24 19:45:12.001000 323702.708 6609.293 19929 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 18:05:08.226000 2025-11-24 18:05:08 324308.226 NaN 19930 RUSSELL caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 18:06:08.691000 2025-11-24 18:06:08 324368.691 NaN 19906 SOYBEAN caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:58:14.438000 2025-11-24 15:58:14 316694.438 NaN 19900 SOYBEAN caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:34:41.738000 2025-11-24 15:34:49 315281.738 7.262 19903 SOYBEAN caleb_strategy_v3 2025-11-21 00:00:00 2025-11-24 15:38:09.640000 2025-11-24 19:45:10.591000 315489.64 14820.951 ====================================================================================================================================================================================================================================== 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 19869 DAX caleb_strategy_v3 [-1] 23296.0 None 23328.0 23327.0 23329.0 23329.0 23332.0 32.0 -1.0 5.0 3.0 NaN 4.0 19870 EUROSTX caleb_strategy_v3 [-1] 5550.0 None 5569.5 5569.0 5570.0 5570.0 5560.0 19.5 -0.5 -9.0 -10.0 NaN -9.5 19873 GASOIL caleb_strategy_v3 [1] 668.25 None 661.125 661.25 661.0 661.0 659.75 7.125 -0.125 1.5 1.25 NaN 1.375 19874 ROBUSTA caleb_strategy_v3 [-1] 4359.0 None 4329.0 4328.0 4330.0 4330.0 4334.0 -30.0 -1.0 6.0 4.0 NaN 5.0 19875 COFFEE caleb_strategy_v3 [1] 372.15 None 372.275 372.4 372.15 372.15 370.65 -0.125 -0.125 1.75 1.5 NaN 1.625 19876 COCOA caleb_strategy_v3 [-1] 5157.0 None 5160.5 5158.0 5163.0 5163.0 5159.0 3.5 -2.5 1.0 -4.0 NaN -1.5 19877 CRUDE_W caleb_strategy_v3 [-1] 57.6 None 57.92 57.91 57.93 57.93 57.88 0.32 -0.01 -0.03 -0.05 NaN -0.04 19879 GASOLINE caleb_strategy_v3 [-1] 1.8016 None 1.81315 1.813 1.8133 1.8133 1.8123 0.01155 -0.00015 -0.0007 -0.001 NaN -0.00085 19880 COPPER caleb_strategy_v3 [1] 5.096 None 5.05975 5.06 5.0595 5.0595 5.0565 0.03625 -0.00025 0.0035 0.003 NaN 0.00325 19881 GOLD_micro caleb_strategy_v3 [-1] 4122.5 None 4108.1 4107.9 4108.3 4108.3 4113.9 -14.4 -0.2 6.0 5.6 NaN 5.8 19878 GOLD_micro caleb_strategy_v3 [-1] 4122.5 None 4108.1 4107.9 4108.3 4108.3 4114.1 -14.4 -0.2 6.2 5.8 NaN 6.0 19882 JPY caleb_strategy_v3 [1] 0.006411 None 0.006382 0.006383 0.006382 0.006382 0.00638 0.000028 -0.0 0.000002 0.000002 NaN 0.000002 19883 CHF caleb_strategy_v3 [1] 1.241 None 1.2415 1.24155 1.24145 1.24145 1.2407 -0.0005 -0.00005 0.00085 0.00075 NaN 0.0008 19886 VIX caleb_strategy_v3 [1] 22.85 None 22.325 22.35 22.3 22.3 22.3 0.525 -0.025 0.05 0.0 NaN 0.025 19888 US5 caleb_strategy_v3 [1] 109.617188 None 109.613281 109.617188 109.609375 109.609375 109.585938 0.003906 -0.003906 0.03125 0.023437 NaN 0.027343 19889 SP500_micro caleb_strategy_v3 [-1] 6649.25 None 6677.125 6677.0 6677.25 6677.25 6678.5 27.875 -0.125 1.5 1.25 NaN 1.375 19893 CAD caleb_strategy_v3 [1] 0.71035 None 0.709775 0.7098 0.70975 0.70975 0.70945 0.000575 -0.000025 0.00035 0.0003 NaN 0.000325 19887 CAD caleb_strategy_v3 [1] 0.71035 None 0.709775 0.7098 0.70975 0.70975 0.7094 0.000575 -0.000025 0.0004 0.00035 NaN 0.000375 19872 OAT caleb_strategy_v3 [1] 122.28 None 122.435 122.44 122.43 122.43 122.38 -0.155 -0.005 0.06 0.05 NaN 0.055 19868 OAT caleb_strategy_v3 [1] 122.28 None 122.325 122.33 122.32 122.32 NaN -0.045 -0.005 NaN NaN NaN NaN 19871 OAT caleb_strategy_v3 [1] 122.28 None 61.2 122.4 0.0 0.0 NaN 61.08 -61.2 NaN NaN NaN NaN 19904 DOW caleb_strategy_v3 [-1] 46467.0 None 46438.0 46437.0 46439.0 46439.0 46558.0 -29.0 -1.0 121.0 119.0 NaN 120.0 19907 DOW caleb_strategy_v3 [-1] 46467.0 None 46460.0 46459.0 46461.0 46461.0 46582.0 -7.0 -1.0 123.0 121.0 NaN 122.0 19909 DOW caleb_strategy_v3 [-1] 46467.0 None 46460.0 46459.0 46461.0 46461.0 46638.0 -7.0 -1.0 179.0 177.0 NaN 178.0 19911 DOW caleb_strategy_v3 [-1] 46467.0 None 46460.0 46459.0 46461.0 46461.0 46615.0 -7.0 -1.0 156.0 154.0 NaN 155.0 19913 DOW caleb_strategy_v3 [-1] 46467.0 None 46632.0 46631.0 46633.0 46633.0 46631.0 165.0 -1.0 -0.0 -2.0 NaN -1.0 19915 DOW caleb_strategy_v3 [-1] 46467.0 None 23315.5 46631.0 0.0 0.0 NaN -23151.5 23315.5 NaN NaN NaN NaN 19884 DOW caleb_strategy_v3 [-1] 46467.0 None 46167.0 46166.0 46168.0 46168.0 46391.0 -300.0 -1.0 225.0 223.0 NaN 224.0 19917 DOW caleb_strategy_v3 [-1] 46467.0 None 46626.0 46625.0 46627.0 46627.0 46592.0 159.0 -1.0 -33.0 -35.0 NaN -34.0 19919 DOW caleb_strategy_v3 [-1] 46467.0 None 23281.0 46562.0 0.0 0.0 NaN -23186.0 23281.0 NaN NaN NaN NaN 19921 DOW caleb_strategy_v3 [-1] 46467.0 None 46567.5 46567.0 46568.0 46568.0 46499.0 100.5 -0.5 -68.0 -69.0 NaN -68.5 19891 DOW caleb_strategy_v3 [-1] 46467.0 None 46167.0 46166.0 46168.0 46168.0 46403.0 -300.0 -1.0 237.0 235.0 NaN 236.0 19923 DOW caleb_strategy_v3 [-1] 46467.0 None 23249.5 46499.0 0.0 0.0 NaN -23217.5 23249.5 NaN NaN NaN NaN 19925 DOW caleb_strategy_v3 [-1] 46467.0 None 46497.0 46496.0 46498.0 46498.0 46502.0 30.0 -1.0 6.0 4.0 NaN 5.0 19895 DOW caleb_strategy_v3 [-1] 46467.0 None 46378.5 46378.0 46379.0 46379.0 46482.0 -88.5 -0.5 104.0 103.0 NaN 103.5 19898 DOW caleb_strategy_v3 [-1] 46467.0 None 46378.5 46378.0 46379.0 46379.0 46442.0 -88.5 -0.5 64.0 63.0 NaN 63.5 19901 DOW caleb_strategy_v3 [-1] 46467.0 None 46456.0 46455.0 46457.0 46457.0 46465.0 -11.0 -1.0 10.0 8.0 NaN 9.0 19896 NASDAQ_micro caleb_strategy_v3 [1] 24460.0 None 24715.75 24716.0 24715.5 24715.5 24706.5 -255.75 -0.25 9.5 9.0 NaN 9.25 19892 NASDAQ_micro caleb_strategy_v3 [1] 24460.0 None 12349.625 24699.25 0.0 0.0 NaN 12110.375 -12349.625 NaN NaN NaN NaN 19885 NASDAQ_micro caleb_strategy_v3 [1] 24460.0 None 24590.625 24591.0 24590.25 24590.25 NaN -130.625 -0.375 NaN NaN NaN NaN 19890 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2402.95 2403.0 2402.9 2402.9 2398.3 -17.85 -0.05 4.7 4.6 NaN 4.65 19894 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2402.95 2403.0 2402.9 2402.9 2402.9 -17.85 -0.05 0.1 0.0 NaN 0.05 19897 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2399.8 2399.9 2399.7 2399.7 2399.7 -14.7 -0.1 0.2 0.0 NaN 0.1 19899 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1199.7 2399.4 0.0 0.0 NaN 1185.4 -1199.7 NaN NaN NaN NaN 19902 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2400.15 2400.2 2400.1 2400.1 2401.7 -15.05 -0.05 -1.5 -1.6 NaN -1.55 19905 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1201.0 2402.0 0.0 0.0 NaN 1184.1 -1201.0 NaN NaN NaN NaN 19908 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2405.35 2405.4 2405.3 2405.3 NaN -20.25 -0.05 NaN NaN NaN NaN 19910 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1203.45 2406.9 0.0 0.0 NaN 1181.65 -1203.45 NaN NaN NaN NaN 19912 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2409.25 2409.3 2409.2 2409.2 2408.6 -24.15 -0.05 0.7 0.6 NaN 0.65 19914 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2408.55 2408.6 2408.5 2408.5 2408.7 -23.45 -0.05 -0.1 -0.2 NaN -0.15 19916 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1204.85 2409.7 0.0 0.0 NaN 1180.25 -1204.85 NaN NaN NaN NaN 19918 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2406.85 2406.9 2406.8 2406.8 2412.1 -21.75 -0.05 -5.2 -5.3 NaN -5.25 19920 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1206.05 2412.1 0.0 0.0 NaN 1179.05 -1206.05 NaN NaN NaN NaN 19922 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2412.3 2412.4 2412.2 2412.2 2411.1 -27.2 -0.1 1.3 1.1 NaN 1.2 19924 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2410.3 2410.4 2410.2 2410.2 NaN -25.2 -0.1 NaN NaN NaN NaN 19926 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1206.6 2413.2 0.0 0.0 NaN 1178.5 -1206.6 NaN NaN NaN NaN 19927 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2413.95 2414.0 2413.9 2413.9 NaN -28.85 -0.05 NaN NaN NaN NaN 19928 RUSSELL caleb_strategy_v3 [1] 2385.1 None 1208.1 2416.2 0.0 0.0 NaN 1177.0 -1208.1 NaN NaN NaN NaN 19929 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2418.6 2418.7 2418.5 2418.5 2417.9 -33.5 -0.1 0.8 0.6 NaN 0.7 19930 RUSSELL caleb_strategy_v3 [1] 2385.1 None 2418.6 2418.7 2418.5 2418.5 2417.3 -33.5 -0.1 1.4 1.2 NaN 1.3 19906 SOYBEAN caleb_strategy_v3 [-1] 1113.0 None 1111.5 1111.25 1111.75 1111.75 1112.0 -1.5 -0.25 0.75 0.25 NaN 0.5 19900 SOYBEAN caleb_strategy_v3 [-1] 1113.0 None 1111.375 1111.25 1111.5 1111.5 1111.5 -1.625 -0.125 0.25 -0.0 NaN 0.125 19903 SOYBEAN caleb_strategy_v3 [-1] 1113.0 None 555.5 1111.0 0.0 0.0 NaN -557.5 555.5 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 19869 DAX caleb_strategy_v3 [-1] 3396.702536 94.209015 -2.944032 14.720159 8.832095 NaN 11.776127 19870 EUROSTX caleb_strategy_v3 [-1] 798.342593 244.25604 -6.262975 -112.733557 -125.259508 NaN -118.996532 19873 GASOIL caleb_strategy_v3 [1] 196.071026 363.388723 -6.375241 76.502889 63.752408 NaN 70.127648 19874 ROBUSTA caleb_strategy_v3 [-1] 1851.668689 -162.016025 -5.400534 32.403205 21.602137 NaN 27.002671 19875 COFFEE caleb_strategy_v3 [1] 136.72416 -9.142495 -9.142495 127.994935 109.709944 NaN 118.85244 19876 COCOA caleb_strategy_v3 [-1] 3237.791963 10.809836 -7.721311 3.088525 -12.354098 NaN -4.632787 19877 CRUDE_W caleb_strategy_v3 [-1] 12.467893 256.659254 -8.020602 -24.061805 -40.103009 NaN -32.082407 19879 GASOLINE caleb_strategy_v3 [-1] 0.461632 250.199072 -3.249339 -15.16358 -21.662257 NaN -18.412919 19880 COPPER caleb_strategy_v3 [1] 1.2234 296.30537 -2.043485 28.608794 24.521824 NaN 26.565309 19881 GOLD_micro caleb_strategy_v3 [-1] 834.311255 -172.597456 -2.397187 71.915607 67.121233 NaN 69.51842 19878 GOLD_micro caleb_strategy_v3 [-1] 834.311255 -172.597456 -2.397187 74.312793 69.51842 NaN 71.915607 19882 JPY caleb_strategy_v3 [1] 0.000563 501.995923 -4.442442 44.424418 35.539534 NaN 39.981976 19883 CHF caleb_strategy_v3 [1] 0.084572 -59.121174 -5.912117 100.505996 88.681761 NaN 94.593879 19886 VIX caleb_strategy_v3 [1] 8.131122 645.667352 -30.746064 61.492129 0.0 NaN 30.746064 19888 US5 caleb_strategy_v3 [1] 3.191928 12.237903 -12.237903 97.901657 73.425851 NaN 85.663754 19889 SP500_micro caleb_strategy_v3 [-1] 973.806156 286.247934 -1.283623 15.403476 12.83623 NaN 14.119853 19893 CAD caleb_strategy_v3 [1] 0.031068 185.077506 -8.046848 112.655873 96.562177 NaN 104.609025 19887 CAD caleb_strategy_v3 [1] 0.031068 185.077506 -8.046848 128.74957 112.655873 NaN 120.702721 19872 OAT caleb_strategy_v3 [1] 4.85621 -319.178969 -10.296096 123.553149 102.960958 NaN 113.257053 19868 OAT caleb_strategy_v3 [1] 4.85621 -92.664862 -10.296096 NaN NaN NaN NaN 19871 OAT caleb_strategy_v3 [1] 4.85621 125777.105903 -126024.212201 NaN NaN NaN NaN 19904 DOW caleb_strategy_v3 [-1] 6047.344708 -47.954931 -1.653618 200.087817 196.78058 NaN 198.434198 19907 DOW caleb_strategy_v3 [-1] 6047.344708 -11.575328 -1.653618 203.395053 200.087817 NaN 201.741435 19909 DOW caleb_strategy_v3 [-1] 6047.344708 -11.575328 -1.653618 295.997679 292.690443 NaN 294.344061 19911 DOW caleb_strategy_v3 [-1] 6047.344708 -11.575328 -1.653618 257.964458 254.657221 NaN 256.31084 19913 DOW caleb_strategy_v3 [-1] 6047.344708 272.847023 -1.653618 -0.0 -3.307237 NaN -1.653618 19915 DOW caleb_strategy_v3 [-1] 6047.344708 -38283.744552 38554.937957 NaN NaN NaN NaN 19884 DOW caleb_strategy_v3 [-1] 6047.344708 -496.085496 -1.653618 372.064122 368.756886 NaN 370.410504 19917 DOW caleb_strategy_v3 [-1] 6047.344708 262.925313 -1.653618 -54.569405 -57.876641 NaN -56.223023 19919 DOW caleb_strategy_v3 [-1] 6047.344708 -38340.794384 38497.888124 NaN NaN NaN NaN 19921 DOW caleb_strategy_v3 [-1] 6047.344708 166.188641 -0.826809 -112.446046 -114.099664 NaN -113.272855 19891 DOW caleb_strategy_v3 [-1] 6047.344708 -496.085496 -1.653618 391.907542 388.600305 NaN 390.253924 19923 DOW caleb_strategy_v3 [-1] 6047.344708 -38392.883361 38445.799147 NaN NaN NaN NaN 19925 DOW caleb_strategy_v3 [-1] 6047.344708 49.60855 -1.653618 9.92171 6.614473 NaN 8.268092 19895 DOW caleb_strategy_v3 [-1] 6047.344708 -146.345221 -0.826809 171.976305 170.322687 NaN 171.149496 19898 DOW caleb_strategy_v3 [-1] 6047.344708 -146.345221 -0.826809 105.831573 104.177954 NaN 105.004763 19901 DOW caleb_strategy_v3 [-1] 6047.344708 -18.189802 -1.653618 16.536183 13.228947 NaN 14.882565 19896 NASDAQ_micro caleb_strategy_v3 [1] 4878.750922 -524.212045 -0.512426 19.472197 18.447345 NaN 18.959771 19892 NASDAQ_micro caleb_strategy_v3 [1] 4878.750922 24822.695797 -25313.08771 NaN NaN NaN NaN 19885 NASDAQ_micro caleb_strategy_v3 [1] 4878.750922 -267.742711 -0.768639 NaN NaN NaN NaN 19890 RUSSELL caleb_strategy_v3 [1] 543.846021 -328.217902 -0.919378 86.42152 84.582765 NaN 85.502143 19894 RUSSELL caleb_strategy_v3 [1] 543.846021 -328.217902 -0.919378 1.838756 0.0 NaN 0.919378 19897 RUSSELL caleb_strategy_v3 [1] 543.846021 -270.297096 -1.838756 3.677512 0.0 NaN 1.838756 19899 RUSSELL caleb_strategy_v3 [1] 543.846021 21796.610718 -22059.552791 NaN NaN NaN NaN 19902 RUSSELL caleb_strategy_v3 [1] 543.846021 -276.732741 -0.919378 -27.581336 -29.420092 NaN -28.500714 19905 RUSSELL caleb_strategy_v3 [1] 543.846021 21772.706893 -22083.456616 NaN NaN NaN NaN 19908 RUSSELL caleb_strategy_v3 [1] 543.846021 -372.34804 -0.919378 NaN NaN NaN NaN 19910 RUSSELL caleb_strategy_v3 [1] 543.846021 21727.657377 -22128.506132 NaN NaN NaN NaN 19912 RUSSELL caleb_strategy_v3 [1] 543.846021 -444.059515 -0.919378 12.87129 11.032535 NaN 11.951912 19914 RUSSELL caleb_strategy_v3 [1] 543.846021 -431.188225 -0.919378 -1.838756 -3.677512 NaN -2.758134 19916 RUSSELL caleb_strategy_v3 [1] 543.846021 21701.914796 -22154.248712 NaN NaN NaN NaN 19918 RUSSELL caleb_strategy_v3 [1] 543.846021 -399.929377 -0.919378 -95.615299 -97.454055 NaN -96.534677 19920 RUSSELL caleb_strategy_v3 [1] 543.846021 21679.849727 -22176.313781 NaN NaN NaN NaN 19922 RUSSELL caleb_strategy_v3 [1] 543.846021 -500.141565 -1.838756 23.903825 20.226313 NaN 22.065069 19924 RUSSELL caleb_strategy_v3 [1] 543.846021 -463.36645 -1.838756 NaN NaN NaN NaN 19926 RUSSELL caleb_strategy_v3 [1] 543.846021 21669.736571 -22186.426938 NaN NaN NaN NaN 19927 RUSSELL caleb_strategy_v3 [1] 543.846021 -530.481035 -0.919378 NaN NaN NaN NaN 19928 RUSSELL caleb_strategy_v3 [1] 543.846021 21642.155234 -22214.008274 NaN NaN NaN NaN 19929 RUSSELL caleb_strategy_v3 [1] 543.846021 -615.983178 -1.838756 14.710046 11.032535 NaN 12.87129 19930 RUSSELL caleb_strategy_v3 [1] 543.846021 -615.983178 -1.838756 25.742581 22.065069 NaN 23.903825 19906 SOYBEAN caleb_strategy_v3 [-1] 128.182518 -117.020638 -19.50344 58.510319 19.50344 NaN 39.006879 19900 SOYBEAN caleb_strategy_v3 [-1] 128.182518 -126.772357 -9.75172 19.50344 -0.0 NaN 9.75172 19903 SOYBEAN caleb_strategy_v3 [-1] 128.182518 -43492.670303 43336.642786 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 19869 DAX caleb_strategy_v3 [-1] 1.15212 36.86784 -1.15212 5.7606 3.45636 NaN 4.60848 19870 EUROSTX caleb_strategy_v3 [-1] 11.5212 224.6634 -5.7606 -103.6908 -115.212 NaN -109.4514 19873 GASOIL caleb_strategy_v3 [1] 100.0 712.5 -12.5 150.0 125.0 NaN 137.5 19874 ROBUSTA caleb_strategy_v3 [-1] 10.0 -300.0 -10.0 60.0 40.0 NaN 50.0 19875 COFFEE caleb_strategy_v3 [1] 375.0 -46.875 -46.875 656.25 562.5 NaN 609.375 19876 COCOA caleb_strategy_v3 [-1] 10.0 35.0 -25.0 10.0 -40.0 NaN -15.0 19877 CRUDE_W caleb_strategy_v3 [-1] 1000.0 320.0 -10.0 -30.0 -50.0 NaN -40.0 19879 GASOLINE caleb_strategy_v3 [-1] 42000.0 485.1 -6.3 -29.4 -42.0 NaN -35.7 19880 COPPER caleb_strategy_v3 [1] 25000.0 906.25 -6.25 87.5 75.0 NaN 81.25 19881 GOLD_micro caleb_strategy_v3 [-1] 10.0 -144.0 -2.0 60.0 56.0 NaN 58.0 19878 GOLD_micro caleb_strategy_v3 [-1] 10.0 -144.0 -2.0 62.0 58.0 NaN 60.0 19882 JPY caleb_strategy_v3 [1] 12500000.0 353.125 -3.125 31.25 25.0 NaN 28.125 19883 CHF caleb_strategy_v3 [1] 125000.0 -62.5 -6.25 106.25 93.75 NaN 100.0 19886 VIX caleb_strategy_v3 [1] 1000.0 525.0 -25.0 50.0 0.0 NaN 25.0 19888 US5 caleb_strategy_v3 [1] 1000.0 3.90625 -3.90625 31.2495 23.437 NaN 27.34325 19889 SP500_micro caleb_strategy_v3 [-1] 5.0 139.375 -0.625 7.5 6.25 NaN 6.875 19893 CAD caleb_strategy_v3 [1] 100000.0 57.5 -2.5 35.0 30.0 NaN 32.5 19887 CAD caleb_strategy_v3 [1] 100000.0 57.5 -2.5 40.0 35.0 NaN 37.5 19872 OAT caleb_strategy_v3 [1] 1152.12 -178.5786 -5.7606 69.1272 57.606 NaN 63.3666 19868 OAT caleb_strategy_v3 [1] 1152.12 -51.8454 -5.7606 NaN NaN NaN NaN 19871 OAT caleb_strategy_v3 [1] 1152.12 70371.4896 -70509.744 NaN NaN NaN NaN 19904 DOW caleb_strategy_v3 [-1] 0.5 -14.5 -0.5 60.5 59.5 NaN 60.0 19907 DOW caleb_strategy_v3 [-1] 0.5 -3.5 -0.5 61.5 60.5 NaN 61.0 19909 DOW caleb_strategy_v3 [-1] 0.5 -3.5 -0.5 89.5 88.5 NaN 89.0 19911 DOW caleb_strategy_v3 [-1] 0.5 -3.5 -0.5 78.0 77.0 NaN 77.5 19913 DOW caleb_strategy_v3 [-1] 0.5 82.5 -0.5 -0.0 -1.0 NaN -0.5 19915 DOW caleb_strategy_v3 [-1] 0.5 -11575.75 11657.75 NaN NaN NaN NaN 19884 DOW caleb_strategy_v3 [-1] 0.5 -150.0 -0.5 112.5 111.5 NaN 112.0 19917 DOW caleb_strategy_v3 [-1] 0.5 79.5 -0.5 -16.5 -17.5 NaN -17.0 19919 DOW caleb_strategy_v3 [-1] 0.5 -11593.0 11640.5 NaN NaN NaN NaN 19921 DOW caleb_strategy_v3 [-1] 0.5 50.25 -0.25 -34.0 -34.5 NaN -34.25 19891 DOW caleb_strategy_v3 [-1] 0.5 -150.0 -0.5 118.5 117.5 NaN 118.0 19923 DOW caleb_strategy_v3 [-1] 0.5 -11608.75 11624.75 NaN NaN NaN NaN 19925 DOW caleb_strategy_v3 [-1] 0.5 15.0 -0.5 3.0 2.0 NaN 2.5 19895 DOW caleb_strategy_v3 [-1] 0.5 -44.25 -0.25 52.0 51.5 NaN 51.75 19898 DOW caleb_strategy_v3 [-1] 0.5 -44.25 -0.25 32.0 31.5 NaN 31.75 19901 DOW caleb_strategy_v3 [-1] 0.5 -5.5 -0.5 5.0 4.0 NaN 4.5 19896 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -511.5 -0.5 19.0 18.0 NaN 18.5 19892 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24220.75 -24699.25 NaN NaN NaN NaN 19885 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -261.25 -0.75 NaN NaN NaN NaN 19890 RUSSELL caleb_strategy_v3 [1] 5.0 -89.25 -0.25 23.5 23.0 NaN 23.25 19894 RUSSELL caleb_strategy_v3 [1] 5.0 -89.25 -0.25 0.5 0.0 NaN 0.25 19897 RUSSELL caleb_strategy_v3 [1] 5.0 -73.5 -0.5 1.0 0.0 NaN 0.5 19899 RUSSELL caleb_strategy_v3 [1] 5.0 5927.0 -5998.5 NaN NaN NaN NaN 19902 RUSSELL caleb_strategy_v3 [1] 5.0 -75.25 -0.25 -7.5 -8.0 NaN -7.75 19905 RUSSELL caleb_strategy_v3 [1] 5.0 5920.5 -6005.0 NaN NaN NaN NaN 19908 RUSSELL caleb_strategy_v3 [1] 5.0 -101.25 -0.25 NaN NaN NaN NaN 19910 RUSSELL caleb_strategy_v3 [1] 5.0 5908.25 -6017.25 NaN NaN NaN NaN 19912 RUSSELL caleb_strategy_v3 [1] 5.0 -120.75 -0.25 3.5 3.0 NaN 3.25 19914 RUSSELL caleb_strategy_v3 [1] 5.0 -117.25 -0.25 -0.5 -1.0 NaN -0.75 19916 RUSSELL caleb_strategy_v3 [1] 5.0 5901.25 -6024.25 NaN NaN NaN NaN 19918 RUSSELL caleb_strategy_v3 [1] 5.0 -108.75 -0.25 -26.0 -26.5 NaN -26.25 19920 RUSSELL caleb_strategy_v3 [1] 5.0 5895.25 -6030.25 NaN NaN NaN NaN 19922 RUSSELL caleb_strategy_v3 [1] 5.0 -136.0 -0.5 6.5 5.5 NaN 6.0 19924 RUSSELL caleb_strategy_v3 [1] 5.0 -126.0 -0.5 NaN NaN NaN NaN 19926 RUSSELL caleb_strategy_v3 [1] 5.0 5892.5 -6033.0 NaN NaN NaN NaN 19927 RUSSELL caleb_strategy_v3 [1] 5.0 -144.25 -0.25 NaN NaN NaN NaN 19928 RUSSELL caleb_strategy_v3 [1] 5.0 5885.0 -6040.5 NaN NaN NaN NaN 19929 RUSSELL caleb_strategy_v3 [1] 5.0 -167.5 -0.5 4.0 3.0 NaN 3.5 19930 RUSSELL caleb_strategy_v3 [1] 5.0 -167.5 -0.5 7.0 6.0 NaN 6.5 19906 SOYBEAN caleb_strategy_v3 [-1] 50.0 -75.0 -12.5 37.5 12.5 NaN 25.0 19900 SOYBEAN caleb_strategy_v3 [-1] 50.0 -81.25 -6.25 12.5 -0.0 NaN 6.25 19903 SOYBEAN caleb_strategy_v3 [-1] 50.0 -27875.0 27775.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD 115.0 CHF -62.5 COCOA 35.0 COFFEE -46.875 COPPER 906.25 CRUDE_W 320.0 DAX 36.86784 DOW -34969.25 EUROSTX 224.6634 GASOIL 712.5 GASOLINE 485.1 GOLD_micro -288.0 JPY 353.125 NASDAQ_micro 23448.0 OAT 70141.0656 ROBUSTA -300.0 RUSSELL 39813.25 SOYBEAN -28031.25 SP500_micro 139.375 US5 3.90625 VIX 525.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 73561.22809 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -5.0 CHF -6.25 COCOA -25.0 COFFEE -46.875 COPPER -6.25 CRUDE_W -10.0 DAX -1.15212 DOW 34917.25 EUROSTX -5.7606 GASOIL -12.5 GASOLINE -6.3 GOLD_micro -4.0 JPY -3.125 NASDAQ_micro -24700.5 OAT -70521.2652 ROBUSTA -10.0 RUSSELL -42153.25 SOYBEAN 27756.25 SP500_micro -0.625 US5 -3.90625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -74873.25917 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 75.0 CHF 106.25 COCOA 10.0 COFFEE 656.25 COPPER 87.5 CRUDE_W -30.0 DAX 5.7606 DOW 562.0 EUROSTX -103.6908 GASOIL 150.0 GASOLINE -29.4 GOLD_micro 122.0 JPY 31.25 NASDAQ_micro 19.0 OAT 69.1272 ROBUSTA 60.0 RUSSELL 12.0 SOYBEAN 50.0 SP500_micro 7.5 US5 31.2495 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1941.7965 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 65.0 CHF 93.75 COCOA -40.0 COFFEE 562.5 COPPER 75.0 CRUDE_W -50.0 DAX 3.45636 DOW 550.5 EUROSTX -115.212 GASOIL 125.0 GASOLINE -42.0 GOLD_micro 114.0 JPY 25.0 NASDAQ_micro 18.0 OAT 57.606 ROBUSTA 40.0 RUSSELL 5.0 SOYBEAN 12.5 SP500_micro 6.25 US5 23.437 VIX 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1529.78736 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CHF 0 COCOA 0 COFFEE 0 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 EUROSTX 0 GASOIL 0 GASOLINE 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 OAT 0 ROBUSTA 0 RUSSELL 0 SOYBEAN 0 SP500_micro 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 CAD 70.0 CHF 100.0 COCOA -15.0 COFFEE 609.375 COPPER 81.25 CRUDE_W -40.0 DAX 4.60848 DOW 556.25 EUROSTX -109.4514 GASOIL 137.5 GASOLINE -35.7 GOLD_micro 118.0 JPY 28.125 NASDAQ_micro 18.5 OAT 63.3666 ROBUSTA 50.0 RUSSELL 8.5 SOYBEAN 31.25 SP500_micro 6.875 US5 27.34325 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1735.79193 ******************************************************************************** END OF REPORT ********************************************************************************