******************************************************************************** Trades report produced on 08/12/2025 21:34 from 07/12/2025 21:34 to 08/12/2025 21:34 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20145 BOBL caleb_strategy_v3 [20260300] 2025-12-08 08:02:14.000 [-1] 116.22000 20187 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.111 [0, 0] NaN 20185 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.002 [0, 0] NaN 20183 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:10.893 [0, 0] NaN 20179 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:10.784 [0, 0] NaN 20175 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:10.673 [0, 0] NaN 20203 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:09:36.000 [1, -1] -0.00300 20201 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.760 [0, 0] NaN 20189 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.220 [0, 0] NaN 20199 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:53:31.000 [1, -1] -0.00300 20197 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.652 [0, 0] NaN 20165 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:10.556 [0, 0] NaN 20195 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.543 [0, 0] NaN 20193 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.436 [0, 0] NaN 20157 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:12:14.000 [1, -1] -0.00300 20191 CAD _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 19:45:11.328 [0, 0] NaN 20167 CHF _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:43:44.000 [1, -1] -0.01240 20159 CHF _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:13:04.000 [1, -1] -0.01245 20151 COPPER caleb_strategy_v3 [20260300] 2025-12-08 14:00:51.000 [1] 5.43400 20155 DOW caleb_strategy_v3 [20260300] 2025-12-08 19:45:10.224 [0] NaN 20162 DOW caleb_strategy_v3 [20260300] 2025-12-08 19:45:10.449 [0] NaN 20172 DOW caleb_strategy_v3 [20260300] 2025-12-08 15:53:15.000 [-1] 48218.00000 20146 EUROSTX caleb_strategy_v3 [20251200] 2025-12-08 08:02:17.000 [-1] 5726.00000 20147 EUROSTX caleb_strategy_v3 [20251200] 2025-12-08 19:45:09.987 [0] NaN 20148 EUROSTX caleb_strategy_v3 [20251200] 2025-12-08 19:45:10.108 [0] NaN 20149 EUROSTX caleb_strategy_v3 [20251200] 2025-12-08 08:23:23.000 [-1] 5724.00000 20150 GASOIL caleb_strategy_v3 [20260300] 2025-12-08 09:00:29.000 [1] 653.50000 20174 GBP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:53:17.000 [-1, 1] 0.00015 20156 GBP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:12:09.000 [-1, 1] 0.00015 20164 GBP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:33:40.000 [-1, 1] 0.00015 20152 HEATOIL caleb_strategy_v3 [20260300] 2025-12-08 14:00:53.000 [1] 2.25970 20169 LIVECOW caleb_strategy_v3 [20260200] 2025-12-08 15:45:19.000 [1] 226.25000 20215 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:28:28.000 [-1, 1] 0.00051 20214 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:27:26.000 [-1, 1] 0.00051 20216 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:29:26.000 [-1, 1] 0.00051 20217 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:30:28.000 [-1, 1] 0.00051 20219 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:35:53.000 [-1, 1] 0.00051 20213 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:27:20.000 [-1, 1] 0.00051 20218 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:31:26.000 [-1, 1] 0.00051 20212 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:21:21.000 [-1, 1] 0.00051 20209 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:18:19.000 [-1, 1] 0.00051 20210 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:19:19.000 [-1, 1] 0.00051 20158 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:12:43.000 [-1, 1] 0.00051 20166 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:43:42.000 [-1, 1] 0.00051 20176 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:53:31.000 [-1, 1] 0.00051 20180 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:53:50.000 [-1, 1] 0.00051 20184 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 15:59:08.000 [-1, 1] 0.00051 20186 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:09:13.000 [-1, 1] 0.00051 20188 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:19:18.000 [-1, 1] 0.00051 20190 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:19:30.000 [-1, 1] 0.00051 20192 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:32:06.000 [-1, 1] 0.00051 20194 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:32:20.000 [-1, 1] 0.00051 20211 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:20:19.000 [-1, 1] 0.00051 20196 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:43:21.000 [-1, 1] 0.00051 20208 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:17:19.000 [-1, 1] 0.00051 20198 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:53:27.000 [-1, 1] 0.00051 20200 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 16:53:33.000 [-1, 1] 0.00051 20202 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:09:32.000 [-1, 1] 0.00051 20204 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:09:38.000 [-1, 1] 0.00051 20205 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:15:13.000 [-1, 1] 0.00051 20206 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:15:18.000 [-1, 1] 0.00051 20207 MXP _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-08 17:16:59.000 [-1, 1] 0.00051 20160 NZD caleb_strategy_v3 [20251200] 2025-12-08 15:13:07.000 [1] 0.57690 20153 NZD caleb_strategy_v3 [20251200] 2025-12-08 15:00:56.000 [1] 0.57740 20170 SOYBEAN caleb_strategy_v3 [20261100] 2025-12-08 15:45:24.000 [-1] 1099.50000 20171 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-08 15:45:59.000 [-1] 314.60000 20182 SOYOIL _ROLL_PSEUDO_STRATEGY [20260300, 20260500] 2025-12-08 15:54:35.000 [1, -1] -0.34000 20178 SOYOIL _ROLL_PSEUDO_STRATEGY [20260300, 20260500] 2025-12-08 15:53:35.000 [1, -1] -0.34000 20173 SOYOIL _ROLL_PSEUDO_STRATEGY [20260300, 20260500] 2025-12-08 15:53:16.000 [1, -1] -0.34000 20163 SOYOIL _ROLL_PSEUDO_STRATEGY [20260300, 20260500] 2025-12-08 15:33:39.000 [1, -1] -0.33000 20168 VIX caleb_strategy_v3 [20260300] 2025-12-08 15:43:47.000 [-1] 20.70000 20161 VIX caleb_strategy_v3 [20260300] 2025-12-08 19:45:10.337 [0] NaN 20154 VIX caleb_strategy_v3 [20260300] 2025-12-08 15:02:04.000 [-1] 20.70000 20181 VIX caleb_strategy_v3 [20260300] 2025-12-08 15:54:34.000 [-1] 20.70000 20177 VIX caleb_strategy_v3 [20260300] 2025-12-08 15:53:34.000 [-1] 20.70000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20145 BOBL caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 08:00:38.245000 2025-12-08 08:02:14 288038.245 95.755 20150 GASOIL caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 09:00:28.390000 2025-12-08 09:00:29 291628.39 0.61 20151 COPPER caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 14:00:51.405000 2025-12-08 14:00:51 309651.405 NaN 20152 HEATOIL caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 14:00:52.629000 2025-12-08 14:00:53 309652.629 0.371 20160 NZD caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:13:07.166000 2025-12-08 15:13:07 313987.166 NaN 20153 NZD caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:00:56.085000 2025-12-08 15:00:56 313256.085 NaN 20167 CHF _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:43:43.361000 2025-12-08 15:43:44 247423.361 0.639 20159 CHF _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:12:45.161000 2025-12-08 15:13:04 245565.161 18.839 20169 LIVECOW caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:43:48.797000 2025-12-08 15:45:19 315828.797 90.203 20170 SOYBEAN caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:45:20.969000 2025-12-08 15:45:24 315920.969 3.031 20171 SOYMEAL caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:45:25.393000 2025-12-08 15:45:59 315925.393 33.607 20164 GBP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:33:39.810000 2025-12-08 15:33:40 246819.81 0.19 20156 GBP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:12:07.201000 2025-12-08 15:12:09 245527.201 1.799 20174 GBP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:16.554000 2025-12-08 15:53:17 247996.554 0.446 20178 SOYOIL _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:35.347000 2025-12-08 15:53:35 248015.347 NaN 20163 SOYOIL _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:33:10.001000 2025-12-08 15:33:39 246790.001 28.999 20173 SOYOIL _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:15.992000 2025-12-08 15:53:16 247995.992 0.008 20182 SOYOIL _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:54:35.692000 2025-12-08 15:54:35 248075.692 NaN 20158 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:12:15.777000 2025-12-08 15:12:43 245535.777 27.223 20166 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:43:41.818000 2025-12-08 15:43:42 247421.818 0.182 20176 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:30.527000 2025-12-08 15:53:31 248010.527 0.473 20180 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:49.807000 2025-12-08 15:53:50 248029.807 0.193 20184 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:55:59.637000 2025-12-08 15:59:08 248159.637 188.363 20186 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:09:12.294000 2025-12-08 16:09:13 248952.294 0.706 20188 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:19:17.704000 2025-12-08 16:19:18 249557.704 0.296 20190 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:19:29.833000 2025-12-08 16:19:30 249569.833 0.167 20192 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:30:23.536000 2025-12-08 16:32:06 250223.536 102.464 20194 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:32:19.862000 2025-12-08 16:32:20 250339.862 0.138 20196 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:43:10.922000 2025-12-08 16:43:21 250990.922 10.078 20198 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:53:26.002000 2025-12-08 16:53:27 251606.002 0.998 20200 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:53:32.105000 2025-12-08 16:53:33 251612.105 0.895 20202 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:04:32.143000 2025-12-08 17:09:32 252272.143 299.857 20204 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:09:37.589000 2025-12-08 17:09:38 252577.589 0.411 20205 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:10:36.686000 2025-12-08 17:15:13 252636.686 276.314 20206 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:15:17.734000 2025-12-08 17:15:18 252917.734 0.266 20207 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:16:17.598000 2025-12-08 17:16:59 252977.598 41.402 20208 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:17:18.339000 2025-12-08 17:17:19 253038.339 0.661 20209 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:18:18.364000 2025-12-08 17:18:19 253098.364 0.636 20210 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:19:18.460000 2025-12-08 17:19:19 253158.46 0.54 20211 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:20:18.640000 2025-12-08 17:20:19 253218.64 0.36 20212 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:21:20.199000 2025-12-08 17:21:21 253280.199 0.801 20213 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:22:20.683000 2025-12-08 17:27:20 253340.683 299.317 20214 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:27:25.524000 2025-12-08 17:27:26 253645.524 0.476 20215 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:28:25.539000 2025-12-08 17:28:28 253705.539 2.461 20216 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:29:25.546000 2025-12-08 17:29:26 253765.546 0.454 20217 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:30:25.685000 2025-12-08 17:30:28 253825.685 2.315 20218 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:31:25.652000 2025-12-08 17:31:26 253885.652 0.348 20219 MXP _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:32:25.799000 2025-12-08 17:35:53 253945.799 207.201 20146 EUROSTX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 08:02:17.473000 2025-12-08 08:02:17 288137.473 NaN 20147 EUROSTX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 08:03:17.879000 2025-12-08 19:45:09.987000 288197.879 42112.108 20148 EUROSTX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 08:13:20.687000 2025-12-08 19:45:10.108000 288800.687 41509.421 20149 EUROSTX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 08:23:23.160000 2025-12-08 08:23:23 289403.16 NaN 20161 VIX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:13:07.707000 2025-12-08 19:45:10.337000 313987.707 16322.63 20168 VIX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:43:47.537000 2025-12-08 15:43:47 315827.537 NaN 20177 VIX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:53:34.733000 2025-12-08 15:53:34 316414.733 NaN 20181 VIX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:54:34.876000 2025-12-08 15:54:34 316474.876 NaN 20154 VIX caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:00:57.493000 2025-12-08 15:02:04 313257.493 66.507 20162 DOW caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:23:08.015000 2025-12-08 19:45:10.449000 314588.015 15722.434 20155 DOW caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:02:05.241000 2025-12-08 19:45:10.224000 313325.241 16984.983 20172 DOW caleb_strategy_v3 2025-12-05 00:00:00 2025-12-08 15:45:59.598000 2025-12-08 15:53:15 315959.598 435.402 20193 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:32:10.191000 2025-12-08 19:45:11.436000 250330.191 11581.245 20195 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:33:10.192000 2025-12-08 19:45:11.543000 250390.192 11521.351 20165 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:33:41.307000 2025-12-08 19:45:10.556000 246821.307 15089.249 20197 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:43:25.345000 2025-12-08 19:45:11.652000 251005.345 10906.307 20199 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:53:31.183000 2025-12-08 16:53:31 251611.183 NaN 20189 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:19:22.542000 2025-12-08 19:45:11.220000 249562.542 12348.678 20201 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:54:31.474000 2025-12-08 19:45:11.760000 251671.474 10240.286 20203 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 17:09:36.467000 2025-12-08 17:09:36 252576.467 NaN 20175 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:18.286000 2025-12-08 19:45:10.673000 247998.286 13912.387 20179 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:53:35.971000 2025-12-08 19:45:10.784000 248015.971 13894.813 20183 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:54:36.294000 2025-12-08 19:45:10.893000 248076.294 13834.599 20185 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:59:11.777000 2025-12-08 19:45:11.002000 248351.777 13559.225 20187 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:09:17.011000 2025-12-08 19:45:11.111000 248957.011 12954.1 20157 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 15:12:11.509000 2025-12-08 15:12:14 245531.509 2.491 20191 CAD _ROLL_PSEUDO_STRATEGY 2025-12-05 19:00:00 2025-12-08 16:20:22.834000 2025-12-08 19:45:11.328000 249622.834 12288.494 ======================================================================================================================================================================================================================================== 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 20145 BOBL caleb_strategy_v3 [-1] 116.31 None 116.225 116.22 116.23 116.23 116.22 -0.085 -0.005 -0.0 -0.01 NaN -0.005 20150 GASOIL caleb_strategy_v3 [1] 657.0 None 654.375 654.5 654.25 654.25 653.5 2.625 -0.125 1.0 0.75 NaN 0.875 20151 COPPER caleb_strategy_v3 [1] 5.4495 None 5.45325 5.4535 5.453 5.453 5.434 -0.00375 -0.00025 0.0195 0.019 NaN 0.01925 20152 HEATOIL caleb_strategy_v3 [1] 2.293 None 2.26545 2.2658 2.2651 2.2651 2.2597 0.02755 -0.00035 0.0061 0.0054 NaN 0.00575 20160 NZD caleb_strategy_v3 [1] 0.5778 None 0.57815 0.5782 0.5781 0.5781 0.5769 -0.00035 -0.00005 0.0013 0.0012 NaN 0.00125 20153 NZD caleb_strategy_v3 [1] 0.5778 None 0.57815 0.5782 0.5781 0.5781 0.5774 -0.00035 -0.00005 0.0008 0.0007 NaN 0.00075 20167 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.01255 None -0.0062 -0.0124 0.0 0.0 -0.0124 -0.00635 0.0062 -0.0 0.0124 NaN 0.0062 20159 CHF _ROLL_PSEUDO_STRATEGY [1, -1] -0.01255 None -0.012475 -0.01235 -0.0126 -0.0126 -0.01245 -0.000075 -0.000125 0.0001 -0.00015 NaN -0.000025 20169 LIVECOW caleb_strategy_v3 [1] 227.375 None 225.95 225.975 225.925 225.925 226.25 1.425 -0.025 -0.275 -0.325 NaN -0.3 20170 SOYBEAN caleb_strategy_v3 [-1] 1103.5 None 1099.5 1099.25 1099.75 1099.75 1099.5 -4.0 -0.25 0.25 -0.25 NaN 0.0 20171 SOYMEAL caleb_strategy_v3 [-1] 316.9 None 314.65 314.6 314.7 314.7 314.6 -2.25 -0.05 -0.0 -0.1 NaN -0.05 20164 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0 None 0.0 0.0 0.0 0.0 0.00015 -0.0 -0.0 0.00015 0.00015 NaN 0.00015 20156 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0 None 0.00015 0.0 0.0003 0.0003 0.00015 0.00015 -0.00015 0.00015 -0.00015 NaN 0.0 20174 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.0 None 0.0 0.0 0.0 0.0 0.00015 -0.0 -0.0 0.00015 0.00015 NaN 0.00015 20178 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] -0.33 None -0.16 -0.32 0.0 0.0 -0.34 -0.17 0.16 0.02 0.34 NaN 0.18 20163 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] -0.33 None -0.33 -0.31 -0.35 -0.35 -0.33 0.0 -0.02 0.02 -0.02 NaN -0.0 20173 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] -0.33 None -0.16 -0.32 0.0 0.0 -0.34 -0.17 0.16 0.02 0.34 NaN 0.18 20182 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] -0.33 None -0.16 -0.32 0.0 0.0 -0.34 -0.17 0.16 0.02 0.34 NaN 0.18 20158 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20166 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000255 0.00051 0.0 0.0 0.00051 -0.000255 0.000255 0.0 0.00051 NaN 0.000255 20176 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20180 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000245 0.00049 0.0 0.0 0.00051 -0.000265 0.000245 0.00002 0.00051 NaN 0.000265 20184 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20186 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20188 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20190 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20192 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20194 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20196 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000515 0.0005 0.00053 0.00053 0.00051 0.000005 -0.000015 0.00001 -0.00002 NaN -0.000005 20198 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20200 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20202 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN 0.0 20204 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20205 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20206 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000245 0.00049 0.0 0.0 0.00051 -0.000265 0.000245 0.00002 0.00051 NaN 0.000265 20207 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20208 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20209 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.00049 0.00053 0.00053 0.00051 -0.0 -0.00002 0.00002 -0.00002 NaN -0.0 20210 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20211 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000515 0.0005 0.00053 0.00053 0.00051 0.000005 -0.000015 0.00001 -0.00002 NaN -0.000005 20212 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20213 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20214 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20215 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN 0.0 20216 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.000255 0.00051 0.0 0.0 0.00051 -0.000255 0.000255 -0.0 0.00051 NaN 0.000255 20217 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00052 0.00051 0.00053 0.00053 0.00051 0.00001 -0.00001 -0.0 -0.00002 NaN -0.00001 20218 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00025 0.0005 0.0 0.0 0.00051 -0.00026 0.00025 0.00001 0.00051 NaN 0.00026 20219 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00051 None 0.00051 0.0005 0.00052 0.00052 0.00051 -0.0 -0.00001 0.00001 -0.00001 NaN -0.0 20146 EUROSTX caleb_strategy_v3 [-1] 5728.0 None 5725.5 5725.0 5726.0 5726.0 5726.0 -2.5 -0.5 1.0 -0.0 NaN 0.5 20147 EUROSTX caleb_strategy_v3 [-1] 5728.0 None 5725.5 5725.0 5726.0 5726.0 NaN -2.5 -0.5 NaN NaN NaN NaN 20148 EUROSTX caleb_strategy_v3 [-1] 5728.0 None 2862.5 5725.0 0.0 0.0 NaN -2865.5 2862.5 NaN NaN NaN NaN 20149 EUROSTX caleb_strategy_v3 [-1] 5728.0 None 5718.5 5718.0 5719.0 NaN 5724.0 -9.5 -0.5 6.0 NaN NaN 5.5 20161 VIX caleb_strategy_v3 [-1] 20.7 None 10.35 20.7 0.0 0.0 NaN -10.35 10.35 NaN NaN NaN NaN 20168 VIX caleb_strategy_v3 [-1] 20.7 None 20.675 20.65 20.7 20.7 20.7 -0.025 -0.025 0.05 -0.0 NaN 0.025 20177 VIX caleb_strategy_v3 [-1] 20.7 None 20.675 20.65 20.7 20.7 20.7 -0.025 -0.025 0.05 -0.0 NaN 0.025 20181 VIX caleb_strategy_v3 [-1] 20.7 None 20.675 20.65 20.7 20.7 20.7 -0.025 -0.025 0.05 -0.0 NaN 0.025 20154 VIX caleb_strategy_v3 [-1] 20.7 None 20.775 20.75 20.8 20.8 20.7 0.075 -0.025 -0.05 -0.1 NaN -0.075 20162 DOW caleb_strategy_v3 [-1] 48418.0 None 24140.0 48280.0 0.0 0.0 NaN -24278.0 24140.0 NaN NaN NaN NaN 20155 DOW caleb_strategy_v3 [-1] 48418.0 None 48299.0 48296.0 48302.0 48302.0 NaN -119.0 -3.0 NaN NaN NaN NaN 20172 DOW caleb_strategy_v3 [-1] 48418.0 None 48281.5 48279.0 48284.0 48284.0 48218.0 -136.5 -2.5 -61.0 -66.0 NaN -63.5 20193 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 -0.0031 NaN 0.000025 -0.000075 NaN NaN NaN NaN 20195 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20165 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20197 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20199 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 NaN -0.003 0.000025 -0.000075 0.00005 NaN NaN -0.000025 20189 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 -0.0031 NaN 0.000025 -0.000075 NaN NaN NaN NaN 20201 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20203 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.00305 -0.003 -0.0031 NaN -0.003 0.00005 -0.00005 -0.0 NaN NaN -0.00005 20175 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 -0.0031 NaN 0.000025 -0.000075 NaN NaN NaN NaN 20179 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 -0.0031 NaN 0.000025 -0.000075 NaN NaN NaN NaN 20183 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 -0.0031 NaN 0.000025 -0.000075 NaN NaN NaN NaN 20185 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20187 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 NaN NaN NaN NaN 20157 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003025 -0.00295 -0.0031 NaN -0.003 0.000025 -0.000075 0.00005 NaN NaN -0.000025 20191 CAD _ROLL_PSEUDO_STRATEGY [1, -1] -0.003 None -0.003 -0.00295 -0.00305 -0.00305 NaN -0.0 -0.00005 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 20145 BOBL caleb_strategy_v3 [-1] 2.793615 -304.265297 -17.897959 -0.0 -35.795917 NaN -17.897959 20150 GASOIL caleb_strategy_v3 [1] 188.421955 139.314975 -6.634046 53.072371 39.804279 NaN 46.438325 20151 COPPER caleb_strategy_v3 [1] 1.212851 -30.918893 -2.06126 160.778243 156.655724 NaN 158.716983 20152 HEATOIL caleb_strategy_v3 [1] 0.692415 397.882843 -5.054773 88.097472 77.987926 NaN 83.042699 20160 NZD caleb_strategy_v3 [1] 0.046516 -75.242642 -10.748949 279.472669 257.974771 NaN 268.72372 20153 NZD caleb_strategy_v3 [1] 0.046516 -75.242642 -10.748949 171.983181 150.485283 NaN 161.234232 20167 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.081042 -783.54609 765.037127 -0.0 1530.074254 NaN 765.037127 20159 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 0.081042 -9.254481 -15.424136 12.339309 -18.508963 NaN -3.084827 20169 LIVECOW caleb_strategy_v3 [1] 49.228218 289.468126 -5.078388 -55.86227 -66.019046 NaN -60.940658 20170 SOYBEAN caleb_strategy_v3 [-1] 120.692507 -331.42074 -20.713796 20.713796 -20.713796 NaN 0.0 20171 SOYMEAL caleb_strategy_v3 [-1] 62.290046 -361.213411 -8.026965 -0.0 -16.053929 NaN -8.026965 20164 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.084423 -0.0 -0.0 17.767591 17.767591 NaN 17.767591 20156 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.084423 17.767591 -17.767591 17.767591 -17.767591 NaN 0.0 20174 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.084423 -0.0 -0.0 17.767591 17.767591 NaN 17.767591 20178 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 9.97755 -170.382505 160.360005 20.045001 340.76501 NaN 180.405005 20163 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 9.97755 0.0 -20.045001 20.045001 -20.045001 NaN -0.0 20173 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 9.97755 -170.382505 160.360005 20.045001 340.76501 NaN 180.405005 20182 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 9.97755 -170.382505 160.360005 20.045001 340.76501 NaN 180.405005 20158 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20166 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -638.516771 638.516771 0.0 1277.033541 NaN 638.516771 20176 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20180 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -663.556644 613.476897 50.079747 1277.033541 NaN 663.556644 20184 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20186 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20188 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20190 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20192 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20194 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20196 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 12.519937 -37.55981 25.039873 -50.079747 NaN -12.519937 20198 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20200 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20202 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN 0.0 20204 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20205 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20206 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -663.556644 613.476897 50.079747 1277.033541 NaN 663.556644 20207 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20208 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20209 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -50.079747 50.079747 -50.079747 NaN -0.0 20210 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20211 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 12.519937 -37.55981 25.039873 -50.079747 NaN -12.519937 20212 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20213 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20214 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20215 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN 0.0 20216 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -638.516771 638.516771 -0.0 1277.033541 NaN 638.516771 20217 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 25.039873 -25.039873 -0.0 -50.079747 NaN -25.039873 20218 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -651.036707 625.996834 25.039873 1277.033541 NaN 651.036707 20219 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.003994 -0.0 -25.039873 25.039873 -25.039873 NaN -0.0 20146 EUROSTX caleb_strategy_v3 [-1] 708.932999 -35.264263 -7.052853 14.105705 -0.0 NaN 7.052853 20147 EUROSTX caleb_strategy_v3 [-1] 708.932999 -35.264263 -7.052853 NaN NaN NaN NaN 20148 EUROSTX caleb_strategy_v3 [-1] 708.932999 -40419.898717 40377.581601 NaN NaN NaN NaN 20149 EUROSTX caleb_strategy_v3 [-1] 708.932999 -134.004201 -7.052853 84.634232 NaN NaN 77.581379 20161 VIX caleb_strategy_v3 [-1] 7.323388 -14132.803254 14132.803254 NaN NaN NaN NaN 20168 VIX caleb_strategy_v3 [-1] 7.323388 -34.137206 -34.137206 68.274412 -0.0 NaN 34.137206 20177 VIX caleb_strategy_v3 [-1] 7.323388 -34.137206 -34.137206 68.274412 -0.0 NaN 34.137206 20181 VIX caleb_strategy_v3 [-1] 7.323388 -34.137206 -34.137206 68.274412 -0.0 NaN 34.137206 20154 VIX caleb_strategy_v3 [-1] 7.323388 102.411618 -34.137206 -68.274412 -136.548824 NaN -102.411618 20162 DOW caleb_strategy_v3 [-1] 5836.91632 -41593.880519 41357.454309 NaN NaN NaN NaN 20155 DOW caleb_strategy_v3 [-1] 5836.91632 -203.874775 -5.1397 NaN NaN NaN NaN 20172 DOW caleb_strategy_v3 [-1] 5836.91632 -233.856359 -4.283084 -104.507237 -113.073404 NaN -108.790321 20193 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 NaN NaN NaN NaN 20195 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20165 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20197 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20199 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 13.133971 NaN NaN -6.566985 20189 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 NaN NaN NaN NaN 20201 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20203 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 13.133971 -13.133971 -0.0 NaN NaN -13.133971 20175 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 NaN NaN NaN NaN 20179 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 NaN NaN NaN NaN 20183 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 NaN NaN NaN NaN 20185 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20187 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 NaN NaN NaN NaN 20157 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 6.566985 -19.700956 13.133971 NaN NaN -6.566985 20191 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 0.038069 -0.0 -13.133971 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 20145 BOBL caleb_strategy_v3 [-1] 1166.3 -99.1355 -5.8315 -0.0 -11.663 NaN -5.8315 20150 GASOIL caleb_strategy_v3 [1] 100.0 262.5 -12.5 100.0 75.0 NaN 87.5 20151 COPPER caleb_strategy_v3 [1] 25000.0 -93.75 -6.25 487.5 475.0 NaN 481.25 20152 HEATOIL caleb_strategy_v3 [1] 42000.0 1157.1 -14.7 256.2 226.8 NaN 241.5 20160 NZD caleb_strategy_v3 [1] 100000.0 -35.0 -5.0 130.0 120.0 NaN 125.0 20153 NZD caleb_strategy_v3 [1] 100000.0 -35.0 -5.0 80.0 70.0 NaN 75.0 20167 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000.0 -793.75 775.0 -0.0 1550.0 NaN 775.0 20159 CHF _ROLL_PSEUDO_STRATEGY [1, -1] 125000.0 -9.375 -15.625 12.5 -18.75 NaN -3.125 20169 LIVECOW caleb_strategy_v3 [1] 400.0 570.0 -10.0 -110.0 -130.0 NaN -120.0 20170 SOYBEAN caleb_strategy_v3 [-1] 50.0 -200.0 -12.5 12.5 -12.5 NaN 0.0 20171 SOYMEAL caleb_strategy_v3 [-1] 100.0 -225.0 -5.0 -0.0 -10.0 NaN -5.0 20164 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500.0 -0.0 -0.0 9.375 9.375 NaN 9.375 20156 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500.0 9.375 -9.375 9.375 -9.375 NaN 0.0 20174 GBP _ROLL_PSEUDO_STRATEGY [-1, 1] 62500.0 -0.0 -0.0 9.375 9.375 NaN 9.375 20178 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 600.0 -102.0 96.0 12.0 204.0 NaN 108.0 20163 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 600.0 0.0 -12.0 12.0 -12.0 NaN -0.0 20173 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 600.0 -102.0 96.0 12.0 204.0 NaN 108.0 20182 SOYOIL _ROLL_PSEUDO_STRATEGY [1, -1] 600.0 -102.0 96.0 12.0 204.0 NaN 108.0 20158 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20166 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -127.5 127.5 0.0 255.0 NaN 127.5 20176 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20180 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -132.5 122.5 10.0 255.0 NaN 132.5 20184 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20186 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20188 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20190 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20192 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20194 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20196 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 2.5 -7.5 5.0 -10.0 NaN -2.5 20198 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20200 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20202 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN 0.0 20204 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20205 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20206 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -132.5 122.5 10.0 255.0 NaN 132.5 20207 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20208 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20209 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -10.0 10.0 -10.0 NaN -0.0 20210 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20211 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 2.5 -7.5 5.0 -10.0 NaN -2.5 20212 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20213 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20214 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20215 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN 0.0 20216 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -127.5 127.5 -0.0 255.0 NaN 127.5 20217 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 -0.0 -10.0 NaN -5.0 20218 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -130.0 125.0 5.0 255.0 NaN 130.0 20219 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -0.0 -5.0 5.0 -5.0 NaN -0.0 20146 EUROSTX caleb_strategy_v3 [-1] 11.663 -29.1575 -5.8315 11.663 -0.0 NaN 5.8315 20147 EUROSTX caleb_strategy_v3 [-1] 11.663 -29.1575 -5.8315 NaN NaN NaN NaN 20148 EUROSTX caleb_strategy_v3 [-1] 11.663 -33420.3265 33385.3375 NaN NaN NaN NaN 20149 EUROSTX caleb_strategy_v3 [-1] 11.663 -110.7985 -5.8315 69.978 NaN NaN 64.1465 20161 VIX caleb_strategy_v3 [-1] 1000.0 -10350.0 10350.0 NaN NaN NaN NaN 20168 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 20177 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 20181 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 20154 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 -50.0 -100.0 NaN -75.0 20162 DOW caleb_strategy_v3 [-1] 0.5 -12139.0 12070.0 NaN NaN NaN NaN 20155 DOW caleb_strategy_v3 [-1] 0.5 -59.5 -1.5 NaN NaN NaN NaN 20172 DOW caleb_strategy_v3 [-1] 0.5 -68.25 -1.25 -30.5 -33.0 NaN -31.75 20193 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 20195 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20165 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20197 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20199 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 5.0 NaN NaN -2.5 20189 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 20201 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20203 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 5.0 -5.0 -0.0 NaN NaN -5.0 20175 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 20179 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 20183 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 20185 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20187 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN 20157 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 2.5 -7.5 5.0 NaN NaN -2.5 20191 CAD _ROLL_PSEUDO_STRATEGY [1, -1] 100000.0 -0.0 -5.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 22.5 CHF -803.125 GBP 9.375 MXP -2200.0 SOYOIL -306.0 caleb_strategy_v3 BOBL -99.1355 COPPER -93.75 DOW -12266.75 EUROSTX -33589.44 GASOIL 262.5 HEATOIL 1157.1 LIVECOW 570.0 NZD -70.0 SOYBEAN -200.0 SOYMEAL -225.0 VIX -10350.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -3277.25 caleb_strategy_v3 -54904.4755 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD -92.5 CHF 759.375 GBP -9.375 MXP 2050.0 SOYOIL 276.0 caleb_strategy_v3 BOBL -5.8315 COPPER -6.25 DOW 12067.25 EUROSTX 33367.843 GASOIL -12.5 HEATOIL -14.7 LIVECOW -10.0 NZD -10.0 SOYBEAN -12.5 SOYMEAL -5.0 VIX 10250.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 2983.5 caleb_strategy_v3 55608.3115 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 10.0 CHF 12.5 GBP 28.125 MXP 150.0 SOYOIL 48.0 caleb_strategy_v3 BOBL -0.0 COPPER 487.5 DOW -30.5 EUROSTX 81.641 GASOIL 100.0 HEATOIL 256.2 LIVECOW -110.0 NZD 210.0 SOYBEAN 12.5 SOYMEAL -0.0 VIX 100.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 248.625 caleb_strategy_v3 1107.341 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 0 CHF 1531.25 GBP 9.375 MXP 4250.0 SOYOIL 600.0 caleb_strategy_v3 BOBL -11.663 COPPER 475.0 DOW -33.0 EUROSTX -0.0 GASOIL 75.0 HEATOIL 226.8 LIVECOW -130.0 NZD 190.0 SOYBEAN -12.5 SOYMEAL -10.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 6390.625 caleb_strategy_v3 669.637 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD 0 CHF 0 GBP 0 MXP 0 SOYOIL 0 caleb_strategy_v3 BOBL 0 COPPER 0 DOW 0 EUROSTX 0 GASOIL 0 HEATOIL 0 LIVECOW 0 NZD 0 SOYBEAN 0 SOYMEAL 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY CAD -10.0 CHF 771.875 GBP 18.75 MXP 2200.0 SOYOIL 324.0 caleb_strategy_v3 BOBL -5.8315 COPPER 481.25 DOW -31.75 EUROSTX 69.978 GASOIL 87.5 HEATOIL 241.5 LIVECOW -120.0 NZD 200.0 SOYBEAN 0.0 SOYMEAL -5.0 VIX 0.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 3304.625 caleb_strategy_v3 917.6465 ******************************************************************************** END OF REPORT ********************************************************************************