******************************************************************************** Trades report produced on 04/12/2025 21:51 from 03/12/2025 21:51 to 04/12/2025 21:51 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20095 BUND caleb_strategy_v3 [20260300] 2025-12-04 08:05:02.000 [-1] 128.55000 20100 BUND caleb_strategy_v3 [20260300] 2025-12-04 08:27:40.000 [-1] 128.52000 20098 BUND caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.204 [0] NaN 20092 BUXL caleb_strategy_v3 [20260300] 2025-12-04 08:02:45.000 [-1] 111.78000 20109 CANOLA caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.841 [0] NaN 20107 CANOLA caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.747 [0] NaN 20104 CANOLA caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.432 [0] NaN 20110 CANOLA caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.935 [0] NaN 20116 CANOLA caleb_strategy_v3 [20260300] 2025-12-04 15:05:11.000 [-1] 635.10000 20099 DAX caleb_strategy_v3 [20251200] 2025-12-04 08:25:11.000 [1] 23875.00000 20094 DAX caleb_strategy_v3 [20251200] 2025-12-04 08:03:38.000 [1] 23865.00000 20097 DAX caleb_strategy_v3 [20251200] 2025-12-04 19:45:03.061 [0] NaN 20118 DOW caleb_strategy_v3 [20251200] 2025-12-04 19:45:04.032 [0] NaN 20117 DOW caleb_strategy_v3 [20251200] 2025-12-04 15:05:58.000 [1] 47909.00000 20119 DOW caleb_strategy_v3 [20251200] 2025-12-04 15:25:29.000 [1] 47906.00000 20112 DOW caleb_strategy_v3 [20251200] 2025-12-04 15:04:58.000 [1] 47898.00000 20115 EUR caleb_strategy_v3 [20260300] 2025-12-04 15:05:11.000 [1] 1.17235 20096 EUROSTX caleb_strategy_v3 [20251200] 2025-12-04 08:05:06.000 [1] 5724.00000 20093 EUROSTX caleb_strategy_v3 [20251200] 2025-12-04 08:02:46.000 [1] 5727.00000 20101 GASOIL caleb_strategy_v3 [20260200] 2025-12-04 09:01:30.000 [-1] 648.00000 20106 GAS_US_mini caleb_strategy_v3 [20260100] 2025-12-04 14:30:53.000 [1] 4.94000 20103 GAS_US_mini caleb_strategy_v3 [20260100] 2025-12-04 14:10:46.000 [1] 4.93000 20111 JPY caleb_strategy_v3 [20260300] 2025-12-04 15:04:34.000 [1] 0.00652 20114 NZD caleb_strategy_v3 [20251200] 2025-12-04 15:05:10.000 [1] 0.57680 20125 REDWHEAT caleb_strategy_v3 [20260500] 2025-12-04 16:02:08.000 [-1] 541.00000 20123 REDWHEAT caleb_strategy_v3 [20260500] 2025-12-04 19:45:04.412 [0] NaN 20121 REDWHEAT caleb_strategy_v3 [20260500] 2025-12-04 15:41:56.000 [-1] 540.25000 20113 RUSSELL caleb_strategy_v3 [20260300] 2025-12-04 15:05:09.000 [1] 2526.80000 20102 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.332 [0] NaN 20108 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-04 14:40:58.000 [1] 57.66250 20105 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-04 19:45:03.610 [0] NaN 20120 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-04 19:45:04.120 [0] NaN 20122 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-04 19:45:04.212 [0] NaN 20124 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-04 16:02:07.000 [1] 323.80000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20092 BUXL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:00:39.245000 2025-12-04 08:02:45 115239.245 125.755 20096 EUROSTX caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:05:06.762000 2025-12-04 08:05:06 115506.762 NaN 20093 EUROSTX caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:02:46.865000 2025-12-04 08:02:46 115366.865 NaN 20101 GASOIL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 09:00:52.553000 2025-12-04 09:01:30 118852.553 37.447 20106 GAS_US_mini caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:30:53.638000 2025-12-04 14:30:53 138653.638 NaN 20103 GAS_US_mini caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:10:46.773000 2025-12-04 14:10:46 137446.773 NaN 20111 JPY caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:01:06.118000 2025-12-04 15:04:34 140466.118 207.882 20113 RUSSELL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:04:59.828000 2025-12-04 15:05:09 140699.828 9.172 20114 NZD caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:05:09.998000 2025-12-04 15:05:10 140709.998 0.002 20115 EUR caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:05:11.046000 2025-12-04 15:05:11 140711.046 NaN 20120 SOYMEAL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:30:35.449000 2025-12-04 19:45:04.120000 142235.449 15268.671 20122 SOYMEAL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:42:00.600000 2025-12-04 19:45:04.212000 142920.6 14583.612 20124 SOYMEAL caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 16:02:07.653000 2025-12-04 16:02:07 144127.653 NaN 20112 DOW caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:04:58.571000 2025-12-04 15:04:58 140698.571 NaN 20117 DOW caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:05:58.589000 2025-12-04 15:05:58 140758.589 NaN 20118 DOW caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:06:58.933000 2025-12-04 19:45:04.032000 140818.933 16685.099 20119 DOW caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:17:04.233000 2025-12-04 15:25:29 141424.233 504.767 20105 SILVER-mini caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:20:53.119000 2025-12-04 19:45:03.610000 138053.119 19450.491 20108 SILVER-mini caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:40:58.369000 2025-12-04 14:40:58 139258.369 NaN 20102 SILVER-mini caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:00:45.942000 2025-12-04 19:45:03.332000 136845.942 20657.39 20097 DAX caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:05:07.415000 2025-12-04 19:45:03.061000 115507.415 41995.646 20099 DAX caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:25:11.661000 2025-12-04 08:25:11 116711.661 NaN 20094 DAX caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:02:47.825000 2025-12-04 08:03:38 115367.825 50.175 20121 REDWHEAT caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:40:36.709000 2025-12-04 15:41:56 142836.709 79.291 20123 REDWHEAT caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:52:01.096000 2025-12-04 19:45:04.412000 143521.096 13983.316 20125 REDWHEAT caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 16:02:08.268000 2025-12-04 16:02:08 144128.268 NaN 20098 BUND caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:15:07.916000 2025-12-04 19:45:03.204000 116107.916 41395.288 20100 BUND caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:25:12.337000 2025-12-04 08:27:40 116712.337 147.663 20095 BUND caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 08:03:38.878000 2025-12-04 08:05:02 115418.878 83.122 20104 CANOLA caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:10:47.713000 2025-12-04 19:45:03.432000 137447.713 20055.719 20107 CANOLA caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:30:54.302000 2025-12-04 19:45:03.747000 138654.302 18849.445 20109 CANOLA caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:40:59.010000 2025-12-04 19:45:03.841000 139259.01 18244.831 20110 CANOLA caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 14:51:04.425000 2025-12-04 19:45:03.935000 139864.425 17639.51 20116 CANOLA caleb_strategy_v3 2025-12-03 00:00:00 2025-12-04 15:05:11.518000 2025-12-04 15:05:11 140711.518 NaN ================================================================================================================================================================================================================================= Slippage (ticks per lot) ================================================================================================================================================================================================================================= instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 20092 BUXL caleb_strategy_v3 [-1] 112.06 None 111.77 111.76 111.78 111.78 111.78 -0.29 -0.01 0.02 -0.0 NaN 0.01 20096 EUROSTX caleb_strategy_v3 [1] 5722.0 None 5730.5 5731.0 5730.0 5730.0 5724.0 -8.5 -0.5 7.0 6.0 NaN 6.5 20093 EUROSTX caleb_strategy_v3 [1] 5722.0 None 5730.5 5731.0 5730.0 5730.0 5727.0 -8.5 -0.5 4.0 3.0 NaN 3.5 20101 GASOIL caleb_strategy_v3 [-1] 649.0 None 648.875 648.75 649.0 649.0 648.0 -0.125 -0.125 -0.75 -1.0 NaN -0.875 20106 GAS_US_mini caleb_strategy_v3 [1] 5.015 None 4.9425 4.945 4.94 4.94 4.94 0.0725 -0.0025 0.005 0.0 NaN 0.0025 20103 GAS_US_mini caleb_strategy_v3 [1] 5.015 None 4.9425 4.945 4.94 4.94 4.93 0.0725 -0.0025 0.015 0.01 NaN 0.0125 20111 JPY caleb_strategy_v3 [1] 0.006509 None 0.006519 0.006519 0.006518 0.006518 0.00652 -0.00001 -0.0 -0.000001 -0.000001 NaN -0.000001 20113 RUSSELL caleb_strategy_v3 [1] 2530.5 None 2525.4 2525.7 2525.1 2525.1 2526.8 5.1 -0.3 -1.1 -1.7 NaN -1.4 20114 NZD caleb_strategy_v3 [1] 0.5779 None 0.577075 0.5771 0.57705 0.57705 0.5768 0.000825 -0.000025 0.0003 0.00025 NaN 0.000275 20115 EUR caleb_strategy_v3 [1] 1.17345 None 1.172825 1.17285 1.1728 1.1728 1.17235 0.000625 -0.000025 0.0005 0.00045 NaN 0.000475 20120 SOYMEAL caleb_strategy_v3 [1] 321.0 None 322.15 322.2 322.1 322.1 NaN -1.15 -0.05 NaN NaN NaN NaN 20122 SOYMEAL caleb_strategy_v3 [1] 321.0 None 161.4 322.8 0.0 0.0 NaN 159.6 -161.4 NaN NaN NaN NaN 20124 SOYMEAL caleb_strategy_v3 [1] 321.0 None 323.85 323.9 323.8 323.8 323.8 -2.85 -0.05 0.1 0.0 NaN 0.05 20112 DOW caleb_strategy_v3 [1] 47993.0 None 47902.5 47903.0 47902.0 47902.0 47898.0 90.5 -0.5 5.0 4.0 NaN 4.5 20117 DOW caleb_strategy_v3 [1] 47993.0 None 47902.5 47903.0 47902.0 47902.0 47909.0 90.5 -0.5 -6.0 -7.0 NaN -6.5 20118 DOW caleb_strategy_v3 [1] 47993.0 None 23965.5 47931.0 0.0 0.0 NaN 24027.5 -23965.5 NaN NaN NaN NaN 20119 DOW caleb_strategy_v3 [1] 47993.0 None 47907.5 47908.0 47907.0 47907.0 47906.0 85.5 -0.5 2.0 1.0 NaN 1.5 20105 SILVER-mini caleb_strategy_v3 [1] 58.9875 None 28.975 57.95 0.0 0.0 NaN 30.0125 -28.975 NaN NaN NaN NaN 20108 SILVER-mini caleb_strategy_v3 [1] 58.9875 None 58.04375 58.0625 58.025 58.025 57.6625 0.94375 -0.01875 0.4 0.3625 NaN 0.38125 20102 SILVER-mini caleb_strategy_v3 [1] 58.9875 None 57.75625 57.775 57.7375 57.7375 NaN 1.23125 -0.01875 NaN NaN NaN NaN 20097 DAX caleb_strategy_v3 [1] 23807.0 None 11932.5 23865.0 0.0 0.0 NaN 11874.5 -11932.5 NaN NaN NaN NaN 20099 DAX caleb_strategy_v3 [1] 23807.0 None 23883.0 23884.0 23882.0 23882.0 23875.0 -76.0 -1.0 9.0 7.0 NaN 8.0 20094 DAX caleb_strategy_v3 [1] 23807.0 None 23859.5 23861.0 23858.0 23858.0 23865.0 -52.5 -1.5 -4.0 -7.0 NaN -5.5 20121 REDWHEAT caleb_strategy_v3 [-1] 541.25 None 540.375 540.25 540.5 540.5 540.25 -0.875 -0.125 -0.0 -0.25 NaN -0.125 20123 REDWHEAT caleb_strategy_v3 [-1] 541.25 None 270.125 540.25 0.0 0.0 NaN -271.125 270.125 NaN NaN NaN NaN 20125 REDWHEAT caleb_strategy_v3 [-1] 541.25 None 540.625 540.5 540.75 540.75 541.0 -0.625 -0.125 0.5 0.25 NaN 0.375 20098 BUND caleb_strategy_v3 [-1] 128.69 None 64.275 128.55 0.0 0.0 NaN -64.415 64.275 NaN NaN NaN NaN 20100 BUND caleb_strategy_v3 [-1] 128.69 None 128.555 128.55 128.56 128.56 128.52 -0.135 -0.005 -0.03 -0.04 NaN -0.035 20095 BUND caleb_strategy_v3 [-1] 128.69 None 128.545 128.54 128.55 128.55 128.55 -0.145 -0.005 0.01 -0.0 NaN 0.005 20104 CANOLA caleb_strategy_v3 [-1] 642.6 None 637.8 637.7 637.9 637.9 NaN -4.8 -0.1 NaN NaN NaN NaN 20107 CANOLA caleb_strategy_v3 [-1] 642.6 None 319.1 638.2 0.0 0.0 NaN -323.5 319.1 NaN NaN NaN NaN 20109 CANOLA caleb_strategy_v3 [-1] 642.6 None 636.2 636.1 636.3 636.3 NaN -6.4 -0.1 NaN NaN NaN NaN 20110 CANOLA caleb_strategy_v3 [-1] 642.6 None 318.4 636.8 0.0 0.0 NaN -324.2 318.4 NaN NaN NaN NaN 20116 CANOLA caleb_strategy_v3 [-1] 642.6 None 634.3 634.2 634.4 NaN 635.1 -8.3 -0.1 0.9 NaN NaN 0.8 ==================================================================================================================================================================== 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 20092 BUXL caleb_strategy_v3 [-1] 10.948845 -264.868109 -9.133383 18.266766 -0.0 NaN 9.133383 20096 EUROSTX caleb_strategy_v3 [1] 733.074864 -115.949958 -6.820586 95.488201 81.847029 NaN 88.667615 20093 EUROSTX caleb_strategy_v3 [1] 733.074864 -115.949958 -6.820586 54.564686 40.923515 NaN 47.744101 20101 GASOIL caleb_strategy_v3 [-1] 185.266488 -6.747038 -6.747038 -40.482227 -53.976302 NaN -47.229265 20106 GAS_US_mini caleb_strategy_v3 [1] 1.703899 425.494636 -14.672229 29.344458 0.0 NaN 14.672229 20103 GAS_US_mini caleb_strategy_v3 [1] 1.703899 425.494636 -14.672229 88.033373 58.688915 NaN 73.361144 20111 JPY caleb_strategy_v3 [1] 0.000542 -189.272736 -4.616408 -18.465633 -27.698449 NaN -23.082041 20113 RUSSELL caleb_strategy_v3 [1] 532.648752 95.747901 -5.632229 -20.651508 -31.915967 NaN -26.283738 20114 NZD caleb_strategy_v3 [1] 0.048068 171.631425 -5.200952 62.411427 52.009523 NaN 57.210475 20115 EUR caleb_strategy_v3 [1] 0.05829 107.222259 -4.28889 85.777807 77.200026 NaN 81.488917 20120 SOYMEAL caleb_strategy_v3 [1] 63.621685 -180.755979 -7.858956 NaN NaN NaN NaN 20122 SOYMEAL caleb_strategy_v3 [1] 63.621685 25085.786317 -25368.708719 NaN NaN NaN NaN 20124 SOYMEAL caleb_strategy_v3 [1] 63.621685 -447.96047 -7.858956 15.717911 0.0 NaN 7.858956 20112 DOW caleb_strategy_v3 [1] 5998.085981 150.881465 -0.833599 8.335993 6.668794 NaN 7.502393 20117 DOW caleb_strategy_v3 [1] 5998.085981 150.881465 -0.833599 -10.003191 -11.67039 NaN -10.83679 20118 DOW caleb_strategy_v3 [1] 5998.085981 40058.612155 -39955.245848 NaN NaN NaN NaN 20119 DOW caleb_strategy_v3 [1] 5998.085981 142.545472 -0.833599 3.334397 1.667199 NaN 2.500798 20105 SILVER-mini caleb_strategy_v3 [1] 16.400597 18299.638984 -17667.040052 NaN NaN NaN NaN 20108 SILVER-mini caleb_strategy_v3 [1] 16.400597 575.436378 -11.432511 243.893564 221.028542 NaN 232.461053 20102 SILVER-mini caleb_strategy_v3 [1] 16.400597 750.734877 -11.432511 NaN NaN NaN NaN 20097 DAX caleb_strategy_v3 [1] 3242.648164 36619.760763 -36798.626915 NaN NaN NaN NaN 20099 DAX caleb_strategy_v3 [1] 3242.648164 -234.376337 -3.083899 27.755093 21.587294 NaN 24.671193 20094 DAX caleb_strategy_v3 [1] 3242.648164 -161.904707 -4.625849 -12.335597 -21.587294 NaN -16.961445 20121 REDWHEAT caleb_strategy_v3 [-1] 115.00817 -76.081552 -10.868793 -0.0 -21.737586 NaN -10.868793 20123 REDWHEAT caleb_strategy_v3 [-1] 115.00817 -23574.412207 23487.461862 NaN NaN NaN NaN 20125 REDWHEAT caleb_strategy_v3 [-1] 115.00817 -54.343965 -10.868793 43.475172 21.737586 NaN 32.606379 20098 BUND caleb_strategy_v3 [-1] 4.738908 -135927.94639 135632.519664 NaN NaN NaN NaN 20100 BUND caleb_strategy_v3 [-1] 4.738908 -284.875771 -10.550954 -63.305727 -84.407636 NaN -73.856681 20095 BUND caleb_strategy_v3 [-1] 4.738908 -305.97768 -10.550954 21.101909 -0.0 NaN 10.550954 20104 CANOLA caleb_strategy_v3 [-1] 110.848245 -433.024445 -9.021343 NaN NaN NaN NaN 20107 CANOLA caleb_strategy_v3 [-1] 110.848245 -29184.043348 28787.104273 NaN NaN NaN NaN 20109 CANOLA caleb_strategy_v3 [-1] 110.848245 -577.365927 -9.021343 NaN NaN NaN NaN 20110 CANOLA caleb_strategy_v3 [-1] 110.848245 -29247.192746 28723.954875 NaN NaN NaN NaN 20116 CANOLA caleb_strategy_v3 [-1] 110.848245 -748.771437 -9.021343 81.192084 NaN NaN 72.170741 ============================================================================================================================================================================ 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 20092 BUXL caleb_strategy_v3 [-1] 1165.89 -338.1081 -11.6589 23.3178 -0.0 NaN 11.6589 20096 EUROSTX caleb_strategy_v3 [1] 11.6589 -99.10065 -5.82945 81.6123 69.9534 NaN 75.78285 20093 EUROSTX caleb_strategy_v3 [1] 11.6589 -99.10065 -5.82945 46.6356 34.9767 NaN 40.80615 20101 GASOIL caleb_strategy_v3 [-1] 100.0 -12.5 -12.5 -75.0 -100.0 NaN -87.5 20106 GAS_US_mini caleb_strategy_v3 [1] 2500.0 181.25 -6.25 12.5 0.0 NaN 6.25 20103 GAS_US_mini caleb_strategy_v3 [1] 2500.0 181.25 -6.25 37.5 25.0 NaN 31.25 20111 JPY caleb_strategy_v3 [1] 12500000.0 -128.125 -3.125 -12.5 -18.75 NaN -15.625 20113 RUSSELL caleb_strategy_v3 [1] 5.0 25.5 -1.5 -5.5 -8.5 NaN -7.0 20114 NZD caleb_strategy_v3 [1] 100000.0 82.5 -2.5 30.0 25.0 NaN 27.5 20115 EUR caleb_strategy_v3 [1] 125000.0 78.125 -3.125 62.5 56.25 NaN 59.375 20120 SOYMEAL caleb_strategy_v3 [1] 100.0 -115.0 -5.0 NaN NaN NaN NaN 20122 SOYMEAL caleb_strategy_v3 [1] 100.0 15960.0 -16140.0 NaN NaN NaN NaN 20124 SOYMEAL caleb_strategy_v3 [1] 100.0 -285.0 -5.0 10.0 0.0 NaN 5.0 20112 DOW caleb_strategy_v3 [1] 0.5 45.25 -0.25 2.5 2.0 NaN 2.25 20117 DOW caleb_strategy_v3 [1] 0.5 45.25 -0.25 -3.0 -3.5 NaN -3.25 20118 DOW caleb_strategy_v3 [1] 0.5 12013.75 -11982.75 NaN NaN NaN NaN 20119 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 1.0 0.5 NaN 0.75 20105 SILVER-mini caleb_strategy_v3 [1] 2500.0 75031.25 -72437.5 NaN NaN NaN NaN 20108 SILVER-mini caleb_strategy_v3 [1] 2500.0 2359.375 -46.875 1000.0 906.25 NaN 953.125 20102 SILVER-mini caleb_strategy_v3 [1] 2500.0 3078.125 -46.875 NaN NaN NaN NaN 20097 DAX caleb_strategy_v3 [1] 1.16589 13844.360805 -13911.982425 NaN NaN NaN NaN 20099 DAX caleb_strategy_v3 [1] 1.16589 -88.60764 -1.16589 10.49301 8.16123 NaN 9.32712 20094 DAX caleb_strategy_v3 [1] 1.16589 -61.209225 -1.748835 -4.66356 -8.16123 NaN -6.412395 20121 REDWHEAT caleb_strategy_v3 [-1] 50.0 -43.75 -6.25 -0.0 -12.5 NaN -6.25 20123 REDWHEAT caleb_strategy_v3 [-1] 50.0 -13556.25 13506.25 NaN NaN NaN NaN 20125 REDWHEAT caleb_strategy_v3 [-1] 50.0 -31.25 -6.25 25.0 12.5 NaN 18.75 20098 BUND caleb_strategy_v3 [-1] 1165.89 -75100.80435 74937.57975 NaN NaN NaN NaN 20100 BUND caleb_strategy_v3 [-1] 1165.89 -157.39515 -5.82945 -34.9767 -46.6356 NaN -40.80615 20095 BUND caleb_strategy_v3 [-1] 1165.89 -169.05405 -5.82945 11.6589 -0.0 NaN 5.82945 20104 CANOLA caleb_strategy_v3 [-1] 14.323723 -68.753872 -1.432372 NaN NaN NaN NaN 20107 CANOLA caleb_strategy_v3 [-1] 14.323723 -4633.72449 4570.700108 NaN NaN NaN NaN 20109 CANOLA caleb_strategy_v3 [-1] 14.323723 -91.671829 -1.432372 NaN NaN NaN NaN 20110 CANOLA caleb_strategy_v3 [-1] 14.323723 -4643.751097 4560.673501 NaN NaN NaN NaN 20116 CANOLA caleb_strategy_v3 [-1] 14.323723 -118.886903 -1.432372 12.891351 NaN NaN 11.458979 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -75427.25355 BUXL -338.1081 CANOLA -9556.788192 DAX 13694.54394 DOW 12147.0 EUR 78.125 EUROSTX -198.2013 GASOIL -12.5 GAS_US_mini 362.5 JPY -128.125 NZD 82.5 REDWHEAT -13631.25 RUSSELL 25.5 SILVER-mini 80468.75 SOYMEAL 15560.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 23126.692798 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND 74925.92085 BUXL -11.6589 CANOLA 9127.076492 DAX -13914.89715 DOW -11983.5 EUR -3.125 EUROSTX -11.6589 GASOIL -12.5 GAS_US_mini -12.5 JPY -3.125 NZD -2.5 REDWHEAT 13493.75 RUSSELL -1.5 SILVER-mini -72531.25 SOYMEAL -16150.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -17091.467608 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -23.3178 BUXL 23.3178 CANOLA 12.891351 DAX 5.82945 DOW 0.5 EUR 62.5 EUROSTX 128.2479 GASOIL -75.0 GAS_US_mini 50.0 JPY -12.5 NZD 30.0 REDWHEAT 25.0 RUSSELL -5.5 SILVER-mini 1000.0 SOYMEAL 10.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1231.968701 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -46.6356 BUXL -0.0 CANOLA 0 DAX 0.0 DOW -1.0 EUR 56.25 EUROSTX 104.9301 GASOIL -100.0 GAS_US_mini 25.0 JPY -18.75 NZD 25.0 REDWHEAT 0.0 RUSSELL -8.5 SILVER-mini 906.25 SOYMEAL 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 942.5445 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 BUXL 0 CANOLA 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 GASOIL 0 GAS_US_mini 0 JPY 0 NZD 0 REDWHEAT 0 RUSSELL 0 SILVER-mini 0 SOYMEAL 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 -34.9767 BUXL 11.6589 CANOLA 11.458979 DAX 2.914725 DOW -0.25 EUR 59.375 EUROSTX 116.589 GASOIL -87.5 GAS_US_mini 37.5 JPY -15.625 NZD 27.5 REDWHEAT 12.5 RUSSELL -7.0 SILVER-mini 953.125 SOYMEAL 5.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1092.269904 ******************************************************************************** END OF REPORT ********************************************************************************