******************************************************************************** Trades report produced on 10/12/2025 21:34 from 09/12/2025 21:34 to 10/12/2025 21:34 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20256 CAD caleb_strategy_v3 [20260300] 2025-12-10 15:23:52.000 [1] 0.724950 20254 CHF caleb_strategy_v3 [20260300] 2025-12-10 15:23:38.000 [-1] 1.258800 20261 CHF caleb_strategy_v3 [20260300] 2025-12-10 19:45:16.250 [0] NaN 20267 CHF caleb_strategy_v3 [20260300] 2025-12-10 16:04:20.000 [-1] 1.258600 20239 COCOA caleb_strategy_v3 [20260300] 2025-12-10 14:00:48.000 [1] 6189.000000 20252 DOW caleb_strategy_v3 [20260300] 2025-12-10 15:16:58.000 [1] 48084.000000 20259 DOW caleb_strategy_v3 [20260300] 2025-12-10 19:45:16.144 [0] NaN 20265 DOW caleb_strategy_v3 [20260300] 2025-12-10 16:04:19.000 [1] 48058.000000 20236 EUROSTX caleb_strategy_v3 [20251200] 2025-12-10 08:00:35.000 [-1] 5719.000000 20238 GASOIL caleb_strategy_v3 [20260300] 2025-12-10 09:00:27.000 [-1] 636.750000 20240 GASOLINE caleb_strategy_v3 [20260300] 2025-12-10 19:45:15.798 [0] NaN 20247 GASOLINE caleb_strategy_v3 [20260300] 2025-12-10 14:43:49.000 [-1] 1.795400 20244 GASOLINE caleb_strategy_v3 [20260300] 2025-12-10 19:45:15.912 [0] NaN 20241 HEATOIL caleb_strategy_v3 [20260300] 2025-12-10 19:45:15.854 [0] NaN 20248 HEATOIL caleb_strategy_v3 [20260300] 2025-12-10 14:43:49.000 [-1] 2.216300 20245 HEATOIL caleb_strategy_v3 [20260300] 2025-12-10 19:45:15.972 [0] NaN 20250 JPY caleb_strategy_v3 [20260300] 2025-12-10 15:10:57.000 [-1] 0.006452 20234 NIKKEI caleb_strategy_v3 [20260300] 2025-12-10 03:01:18.000 [1] 50475.000000 20235 NIKKEI caleb_strategy_v3 [20260300] 2025-12-10 03:02:18.000 [1] 50465.000000 20255 NZD caleb_strategy_v3 [20260300] 2025-12-10 15:23:40.000 [1] 0.580300 20237 OAT caleb_strategy_v3 [20260300] 2025-12-10 08:05:14.000 [-1] 120.350000 20269 RUSSELL caleb_strategy_v3 [20260300] 2025-12-10 16:05:18.000 [1] 2548.800000 20249 RUSSELL caleb_strategy_v3 [20260300] 2025-12-10 19:45:16.030 [0] NaN 20257 RUSSELL caleb_strategy_v3 [20260300] 2025-12-10 19:45:16.088 [0] NaN 20263 RUSSELL caleb_strategy_v3 [20260300] 2025-12-10 16:04:18.000 [1] 2547.700000 20242 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-10 14:20:51.000 [1] 61.362500 20268 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-10 16:05:17.000 [-1] 311.500000 20262 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-10 16:04:17.000 [-1] 311.500000 20243 SUGAR11 caleb_strategy_v3 [20260500] 2025-12-10 14:20:52.000 [-1] 14.500000 20246 SUGAR11 caleb_strategy_v3 [20260500] 2025-12-10 14:40:56.000 [-1] 14.520000 20258 US30 caleb_strategy_v3 [20260300] 2025-12-10 15:33:55.000 [-1] 118.781250 20264 US30 caleb_strategy_v3 [20260300] 2025-12-10 16:04:19.000 [-1] 118.812500 20251 US30 caleb_strategy_v3 [20260300] 2025-12-10 15:10:57.000 [-1] 118.781250 20266 VIX caleb_strategy_v3 [20260300] 2025-12-10 16:04:20.000 [-1] 20.700000 20260 VIX caleb_strategy_v3 [20260300] 2025-12-10 19:45:16.197 [0] NaN 20253 VIX caleb_strategy_v3 [20260300] 2025-12-10 15:21:59.000 [-1] 20.650000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20234 NIKKEI caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 03:01:18.029000 2025-12-10 03:01:18 97278.029 NaN 20235 NIKKEI caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 03:02:17.990000 2025-12-10 03:02:18 97337.99 0.01 20236 EUROSTX caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 08:00:33.149000 2025-12-10 08:00:35 115233.149 1.851 20237 OAT caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 08:00:36.157000 2025-12-10 08:05:14 115236.157 277.843 20238 GASOIL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 09:00:27.433000 2025-12-10 09:00:27 118827.433 NaN 20239 COCOA caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:00:48.809000 2025-12-10 14:00:48 136848.809 NaN 20242 SILVER-mini caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:20:51.477000 2025-12-10 14:20:51 138051.477 NaN 20243 SUGAR11 caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:20:52.457000 2025-12-10 14:20:52 138052.457 NaN 20246 SUGAR11 caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:40:56.432000 2025-12-10 14:40:56 139256.432 NaN 20250 JPY caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:10:57.109000 2025-12-10 15:10:57 141057.109 NaN 20255 NZD caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:23:39.759000 2025-12-10 15:23:40 141819.759 0.241 20256 CAD caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:23:41.657000 2025-12-10 15:23:52 141821.657 10.343 20264 US30 caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:19.042000 2025-12-10 16:04:19 144259.042 NaN 20258 US30 caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:33:55.713000 2025-12-10 15:33:55 142435.713 NaN 20251 US30 caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:10:57.873000 2025-12-10 15:10:57 141057.873 NaN 20268 SOYMEAL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:05:17.348000 2025-12-10 16:05:17 144317.348 NaN 20262 SOYMEAL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:17.822000 2025-12-10 16:04:17 144257.822 NaN 20249 RUSSELL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:00:56.217000 2025-12-10 19:45:16.030000 140456.217 17059.813 20269 RUSSELL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:05:17.976000 2025-12-10 16:05:18 144317.976 0.024 20263 RUSSELL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:18.444000 2025-12-10 16:04:18 144258.444 NaN 20257 RUSSELL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:23:55.212000 2025-12-10 19:45:16.088000 141835.212 15680.876 20240 GASOLINE caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:00:49.705000 2025-12-10 19:45:15.798000 136849.705 20666.093 20244 GASOLINE caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:20:55.424000 2025-12-10 19:45:15.912000 138055.424 19460.488 20247 GASOLINE caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:40:59.365000 2025-12-10 14:43:49 139259.365 169.635 20248 HEATOIL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:43:49.680000 2025-12-10 14:43:49 139429.68 NaN 20241 HEATOIL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:10:50.573000 2025-12-10 19:45:15.854000 137450.573 20065.281 20245 HEATOIL caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 14:30:55.932000 2025-12-10 19:45:15.972000 138655.932 18860.04 20265 DOW caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:19.575000 2025-12-10 16:04:19 144259.575 NaN 20259 DOW caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:33:56.280000 2025-12-10 19:45:16.144000 142436.28 15079.864 20252 DOW caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:10:58.813000 2025-12-10 15:16:58 141058.813 359.187 20266 VIX caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:20.106000 2025-12-10 16:04:20 144260.106 NaN 20260 VIX caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:43:56.780000 2025-12-10 19:45:16.197000 143036.78 14479.417 20253 VIX caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:16:59.605000 2025-12-10 15:21:59 141419.605 299.395 20267 CHF caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 16:04:20.928000 2025-12-10 16:04:20 144260.928 NaN 20261 CHF caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:53:57.227000 2025-12-10 19:45:16.250000 143637.227 13879.023 20254 CHF caleb_strategy_v3 2025-12-09 00:00:00 2025-12-10 15:22:00.753000 2025-12-10 15:23:38 141720.753 97.247 =================================================================================================================================================================================================================================== 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 20234 NIKKEI caleb_strategy_v3 [1] 50895.0 None 50497.5 50500.0 50495.0 50495.0 50475.0 397.5 -2.5 25.0 20.0 NaN 22.5 20235 NIKKEI caleb_strategy_v3 [1] 50895.0 None 50497.5 50500.0 50495.0 50495.0 50465.0 397.5 -2.5 35.0 30.0 NaN 32.5 20236 EUROSTX caleb_strategy_v3 [-1] 5716.0 None 5718.5 5718.0 5719.0 5719.0 5719.0 2.5 -0.5 1.0 -0.0 NaN 0.5 20237 OAT caleb_strategy_v3 [-1] 120.48 None 120.395 120.39 120.4 120.4 120.35 -0.085 -0.005 -0.04 -0.05 NaN -0.045 20238 GASOIL caleb_strategy_v3 [-1] 635.25 None 636.5 636.25 636.75 636.75 636.75 1.25 -0.25 0.5 -0.0 NaN 0.25 20239 COCOA caleb_strategy_v3 [1] 5877.0 None 6211.0 6212.0 6210.0 6210.0 6189.0 -334.0 -1.0 23.0 21.0 NaN 22.0 20242 SILVER-mini caleb_strategy_v3 [1] 61.1625 None 61.44375 61.4625 61.425 61.425 61.3625 -0.28125 -0.01875 0.1 0.0625 NaN 0.08125 20243 SUGAR11 caleb_strategy_v3 [-1] 14.3 None 14.495 14.49 14.5 14.5 14.5 0.195 -0.005 0.01 -0.0 NaN 0.005 20246 SUGAR11 caleb_strategy_v3 [-1] 14.3 None 14.495 14.49 14.5 14.5 14.52 0.195 -0.005 0.03 0.02 NaN 0.025 20250 JPY caleb_strategy_v3 [-1] 0.006433 None 0.006448 0.006448 0.006449 0.006448 0.006452 0.000015 -0.0 0.000004 0.000004 NaN 0.000004 20255 NZD caleb_strategy_v3 [1] 0.58015 None 0.580325 0.58035 0.5803 NaN 0.5803 -0.000175 -0.000025 0.00005 NaN NaN 0.000025 20256 CAD caleb_strategy_v3 [1] 0.72545 None 0.724975 0.725 0.72495 0.72495 0.72495 0.000475 -0.000025 0.00005 0.0 NaN 0.000025 20264 US30 caleb_strategy_v3 [-1] 118.34375 None 118.765625 118.75 118.78125 118.78125 118.8125 0.421875 -0.015625 0.0625 0.03125 NaN 0.046875 20258 US30 caleb_strategy_v3 [-1] 118.34375 None 118.609375 118.59375 118.625 118.625 118.78125 0.265625 -0.015625 0.1875 0.15625 NaN 0.171875 20251 US30 caleb_strategy_v3 [-1] 118.34375 None 118.609375 118.59375 118.625 118.625 118.78125 0.265625 -0.015625 0.1875 0.15625 NaN 0.171875 20268 SOYMEAL caleb_strategy_v3 [-1] 312.0 None 310.95 310.9 311.0 311.0 311.5 -1.05 -0.05 0.6 0.5 NaN 0.55 20262 SOYMEAL caleb_strategy_v3 [-1] 312.0 None 310.95 310.9 311.0 311.0 311.5 -1.05 -0.05 0.6 0.5 NaN 0.55 20249 RUSSELL caleb_strategy_v3 [1] 2556.5 None 2549.15 2549.4 2548.9 2548.9 NaN 7.35 -0.25 NaN NaN NaN NaN 20269 RUSSELL caleb_strategy_v3 [1] 2556.5 None 2550.0 2550.2 2549.8 2549.8 2548.8 6.5 -0.2 1.4 1.0 NaN 1.2 20263 RUSSELL caleb_strategy_v3 [1] 2556.5 None 2550.0 2550.2 2549.8 2549.8 2547.7 6.5 -0.2 2.5 2.1 NaN 2.3 20257 RUSSELL caleb_strategy_v3 [1] 2556.5 None 1275.6 2551.2 0.0 0.0 NaN 1280.9 -1275.6 NaN NaN NaN NaN 20240 GASOLINE caleb_strategy_v3 [-1] 1.816 None 1.8081 1.8079 1.8083 1.8083 NaN -0.0079 -0.0002 NaN NaN NaN NaN 20244 GASOLINE caleb_strategy_v3 [-1] 1.816 None 0.902 1.804 0.0 0.0 NaN -0.914 0.902 NaN NaN NaN NaN 20247 GASOLINE caleb_strategy_v3 [-1] 1.816 None 1.79625 1.796 1.7965 1.7965 1.7954 -0.01975 -0.00025 -0.0006 -0.0011 NaN -0.00085 20248 HEATOIL caleb_strategy_v3 [-1] 2.2194 None 2.2167 2.2164 2.217 2.217 2.2163 -0.0027 -0.0003 -0.0001 -0.0007 NaN -0.0004 20241 HEATOIL caleb_strategy_v3 [-1] 2.2194 None 2.2265 2.2261 2.2269 2.2269 NaN 0.0071 -0.0004 NaN NaN NaN NaN 20245 HEATOIL caleb_strategy_v3 [-1] 2.2194 None 1.10935 2.2187 0.0 0.0 NaN -1.11005 1.10935 NaN NaN NaN NaN 20265 DOW caleb_strategy_v3 [1] 48044.0 None 48076.5 48078.0 48075.0 48075.0 48058.0 -32.5 -1.5 20.0 17.0 NaN 18.5 20259 DOW caleb_strategy_v3 [1] 48044.0 None 24042.0 48084.0 0.0 0.0 NaN 24002.0 -24042.0 NaN NaN NaN NaN 20252 DOW caleb_strategy_v3 [1] 48044.0 None 48074.5 48076.0 48073.0 48073.0 48084.0 -30.5 -1.5 -8.0 -11.0 NaN -9.5 20266 VIX caleb_strategy_v3 [-1] 20.8 None 20.725 20.7 20.75 20.75 20.7 -0.075 -0.025 -0.0 -0.05 NaN -0.025 20260 VIX caleb_strategy_v3 [-1] 20.8 None 10.325 20.65 0.0 0.0 NaN -10.475 10.325 NaN NaN NaN NaN 20253 VIX caleb_strategy_v3 [-1] 20.8 None 20.675 20.65 20.7 20.7 20.65 -0.125 -0.025 -0.0 -0.05 NaN -0.025 20267 CHF caleb_strategy_v3 [-1] 1.254 None 1.2583 1.25825 1.25835 1.25835 1.2586 0.0043 -0.00005 0.00035 0.00025 NaN 0.0003 20261 CHF caleb_strategy_v3 [-1] 1.254 None 0.6294 1.2588 0.0 0.0 NaN -0.6246 0.6294 NaN NaN NaN NaN 20254 CHF caleb_strategy_v3 [-1] 1.254 None 1.259 1.25895 1.25905 1.25905 1.2588 0.005 -0.00005 -0.00015 -0.00025 NaN -0.0002 =================================================================================================================================================================== 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 20234 NIKKEI caleb_strategy_v3 [1] 10450.42879 380.367168 -2.392246 23.922463 19.137971 NaN 21.530217 20235 NIKKEI caleb_strategy_v3 [1] 10450.42879 380.367168 -2.392246 33.491449 28.706956 NaN 31.099202 20236 EUROSTX caleb_strategy_v3 [-1] 681.540087 36.681628 -7.336326 14.672651 -0.0 NaN 7.336326 20237 OAT caleb_strategy_v3 [-1] 5.310024 -160.074596 -9.416153 -75.329221 -94.161527 NaN -84.745374 20238 GASOIL caleb_strategy_v3 [-1] 187.251661 66.755082 -13.351016 26.702033 -0.0 NaN 13.351016 20239 COCOA caleb_strategy_v3 [1] 3268.094454 -1022.002285 -3.059887 70.377403 64.257629 NaN 67.317516 20242 SILVER-mini caleb_strategy_v3 [1] 16.886696 -166.551227 -11.103415 59.218214 37.011384 NaN 48.114799 20243 SUGAR11 caleb_strategy_v3 [-1] 3.50281 556.695979 -14.274256 28.548512 -0.0 NaN 14.274256 20246 SUGAR11 caleb_strategy_v3 [-1] 3.50281 556.695979 -14.274256 85.645535 57.097023 NaN 71.371279 20250 JPY caleb_strategy_v3 [-1] 0.000531 277.530588 -4.703908 75.262532 65.854716 NaN 70.558624 20255 NZD caleb_strategy_v3 [1] 0.045123 -38.783016 -5.540431 11.080862 NaN NaN 5.540431 20256 CAD caleb_strategy_v3 [1] 0.036933 128.609692 -6.768931 13.537862 0.0 NaN 6.768931 20264 US30 caleb_strategy_v3 [-1] 11.7839 358.009667 -13.259617 53.038469 26.519235 NaN 39.778852 20258 US30 caleb_strategy_v3 [-1] 11.7839 225.413494 -13.259617 159.115408 132.596173 NaN 145.85579 20251 US30 caleb_strategy_v3 [-1] 11.7839 225.413494 -13.259617 159.115408 132.596173 NaN 145.85579 20268 SOYMEAL caleb_strategy_v3 [-1] 60.886954 -172.450737 -8.21194 98.543278 82.119398 NaN 90.331338 20262 SOYMEAL caleb_strategy_v3 [-1] 60.886954 -172.450737 -8.21194 98.543278 82.119398 NaN 90.331338 20249 RUSSELL caleb_strategy_v3 [1] 501.134097 146.66733 -4.988685 NaN NaN NaN NaN 20269 RUSSELL caleb_strategy_v3 [1] 501.134097 129.705802 -3.990948 27.936634 19.954739 NaN 23.945687 20263 RUSSELL caleb_strategy_v3 [1] 501.134097 129.705802 -3.990948 49.886847 41.904951 NaN 45.895899 20257 RUSSELL caleb_strategy_v3 [1] 501.134097 25560.02489 -25454.264775 NaN NaN NaN NaN 20240 GASOLINE caleb_strategy_v3 [-1] 0.421248 -187.537964 -4.747797 NaN NaN NaN NaN 20244 GASOLINE caleb_strategy_v3 [-1] 0.421248 -21697.430262 21412.562468 NaN NaN NaN NaN 20247 GASOLINE caleb_strategy_v3 [-1] 0.421248 -468.84491 -5.934746 -14.24339 -26.112881 NaN -20.178135 20248 HEATOIL caleb_strategy_v3 [-1] 0.664619 -40.624767 -4.513863 -1.504621 -10.532347 NaN -6.018484 20241 HEATOIL caleb_strategy_v3 [-1] 0.664619 106.82809 -6.018484 NaN NaN NaN NaN 20245 HEATOIL caleb_strategy_v3 [-1] 0.664619 -16702.045244 16691.512897 NaN NaN NaN NaN 20265 DOW caleb_strategy_v3 [1] 5824.487395 -55.798902 -2.575334 34.337786 29.187118 NaN 31.762452 20259 DOW caleb_strategy_v3 [1] 5824.487395 41208.776625 -41277.452197 NaN NaN NaN NaN 20252 DOW caleb_strategy_v3 [1] 5824.487395 -52.365123 -2.575334 -13.735114 -18.885782 NaN -16.310448 20266 VIX caleb_strategy_v3 [-1] 7.109748 -105.488975 -35.162992 -0.0 -70.325983 NaN -35.162992 20260 VIX caleb_strategy_v3 [-1] 7.109748 -14733.293507 14522.315557 NaN NaN NaN NaN 20253 VIX caleb_strategy_v3 [-1] 7.109748 -175.814958 -35.162992 -0.0 -70.325983 NaN -35.162992 20267 CHF caleb_strategy_v3 [-1] 0.082111 523.684033 -6.089349 42.625445 30.446746 NaN 36.536095 20261 CHF caleb_strategy_v3 [-1] 0.082111 -76068.150506 76652.728032 NaN NaN NaN NaN 20254 CHF caleb_strategy_v3 [-1] 0.082111 608.934922 -6.089349 -18.268048 -30.446746 NaN -24.357397 ========================================================================================================================================================================= 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 20234 NIKKEI caleb_strategy_v3 [1] 0.638187 253.679145 -1.595466 15.954663 12.763731 NaN 14.359197 20235 NIKKEI caleb_strategy_v3 [1] 0.638187 253.679145 -1.595466 22.336529 19.145596 NaN 20.741062 20236 EUROSTX caleb_strategy_v3 [-1] 11.63545 29.088625 -5.817725 11.63545 -0.0 NaN 5.817725 20237 OAT caleb_strategy_v3 [-1] 1163.545 -98.901325 -5.817725 -46.5418 -58.17725 NaN -52.359525 20238 GASOIL caleb_strategy_v3 [-1] 100.0 125.0 -25.0 50.0 -0.0 NaN 25.0 20239 COCOA caleb_strategy_v3 [1] 10.0 -3340.0 -10.0 230.0 210.0 NaN 220.0 20242 SILVER-mini caleb_strategy_v3 [1] 2500.0 -703.125 -46.875 250.0 156.25 NaN 203.125 20243 SUGAR11 caleb_strategy_v3 [-1] 1120.0 218.4 -5.6 11.2 -0.0 NaN 5.6 20246 SUGAR11 caleb_strategy_v3 [-1] 1120.0 218.4 -5.6 33.6 22.4 NaN 28.0 20250 JPY caleb_strategy_v3 [-1] 12500000.0 184.375 -3.125 50.0 43.75 NaN 46.875 20255 NZD caleb_strategy_v3 [1] 100000.0 -17.5 -2.5 5.0 NaN NaN 2.5 20256 CAD caleb_strategy_v3 [1] 100000.0 47.5 -2.5 5.0 0.0 NaN 2.5 20264 US30 caleb_strategy_v3 [-1] 1000.0 421.875 -15.625 62.5 31.25 NaN 46.875 20258 US30 caleb_strategy_v3 [-1] 1000.0 265.625 -15.625 187.5 156.25 NaN 171.875 20251 US30 caleb_strategy_v3 [-1] 1000.0 265.625 -15.625 187.5 156.25 NaN 171.875 20268 SOYMEAL caleb_strategy_v3 [-1] 100.0 -105.0 -5.0 60.0 50.0 NaN 55.0 20262 SOYMEAL caleb_strategy_v3 [-1] 100.0 -105.0 -5.0 60.0 50.0 NaN 55.0 20249 RUSSELL caleb_strategy_v3 [1] 5.0 36.75 -1.25 NaN NaN NaN NaN 20269 RUSSELL caleb_strategy_v3 [1] 5.0 32.5 -1.0 7.0 5.0 NaN 6.0 20263 RUSSELL caleb_strategy_v3 [1] 5.0 32.5 -1.0 12.5 10.5 NaN 11.5 20257 RUSSELL caleb_strategy_v3 [1] 5.0 6404.5 -6378.0 NaN NaN NaN NaN 20240 GASOLINE caleb_strategy_v3 [-1] 42000.0 -331.8 -8.4 NaN NaN NaN NaN 20244 GASOLINE caleb_strategy_v3 [-1] 42000.0 -38388.0 37884.0 NaN NaN NaN NaN 20247 GASOLINE caleb_strategy_v3 [-1] 42000.0 -829.5 -10.5 -25.2 -46.2 NaN -35.7 20248 HEATOIL caleb_strategy_v3 [-1] 42000.0 -113.4 -12.6 -4.2 -29.4 NaN -16.8 20241 HEATOIL caleb_strategy_v3 [-1] 42000.0 298.2 -16.8 NaN NaN NaN NaN 20245 HEATOIL caleb_strategy_v3 [-1] 42000.0 -46622.1 46592.7 NaN NaN NaN NaN 20265 DOW caleb_strategy_v3 [1] 0.5 -16.25 -0.75 10.0 8.5 NaN 9.25 20259 DOW caleb_strategy_v3 [1] 0.5 12001.0 -12021.0 NaN NaN NaN NaN 20252 DOW caleb_strategy_v3 [1] 0.5 -15.25 -0.75 -4.0 -5.5 NaN -4.75 20266 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -0.0 -50.0 NaN -25.0 20260 VIX caleb_strategy_v3 [-1] 1000.0 -10475.0 10325.0 NaN NaN NaN NaN 20253 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 -0.0 -50.0 NaN -25.0 20267 CHF caleb_strategy_v3 [-1] 125000.0 537.5 -6.25 43.75 31.25 NaN 37.5 20261 CHF caleb_strategy_v3 [-1] 125000.0 -78075.0 78675.0 NaN NaN NaN NaN 20254 CHF caleb_strategy_v3 [-1] 125000.0 625.0 -6.25 -18.75 -31.25 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD 47.5 CHF -76912.5 COCOA -3340.0 DOW 11969.5 EUROSTX 29.088625 GASOIL 125.0 GASOLINE -39549.3 HEATOIL -46437.3 JPY 184.375 NIKKEI 507.358291 NZD -17.5 OAT -98.901325 RUSSELL 6506.25 SILVER-mini -703.125 SOYMEAL -210.0 SUGAR11 436.8 US30 953.125 VIX -10675.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -157184.629409 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -2.5 CHF 78662.5 COCOA -10.0 DOW -12022.5 EUROSTX -5.817725 GASOIL -25.0 GASOLINE 37865.1 HEATOIL 46563.3 JPY -3.125 NIKKEI -3.190933 NZD -2.5 OAT -5.817725 RUSSELL -6381.25 SILVER-mini -46.875 SOYMEAL -10.0 SUGAR11 -11.2 US30 -46.875 VIX 10275.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 154789.248617 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 5.0 CHF 25.0 COCOA 230.0 DOW 6.0 EUROSTX 11.63545 GASOIL 50.0 GASOLINE -25.2 HEATOIL -4.2 JPY 50.0 NIKKEI 38.291192 NZD 5.0 OAT -46.5418 RUSSELL 19.5 SILVER-mini 250.0 SOYMEAL 120.0 SUGAR11 44.8 US30 437.5 VIX -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1216.784842 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0.0 CHF -0.0 COCOA 210.0 DOW 3.0 EUROSTX -0.0 GASOIL -0.0 GASOLINE -46.2 HEATOIL -29.4 JPY 43.75 NIKKEI 31.909326 NZD 0 OAT -58.17725 RUSSELL 15.5 SILVER-mini 156.25 SOYMEAL 100.0 SUGAR11 22.4 US30 343.75 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 692.782076 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CHF 0 COCOA 0 DOW 0 EUROSTX 0 GASOIL 0 GASOLINE 0 HEATOIL 0 JPY 0 NIKKEI 0 NZD 0 OAT 0 RUSSELL 0 SILVER-mini 0 SOYMEAL 0 SUGAR11 0 US30 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 2.5 CHF 12.5 COCOA 220.0 DOW 4.5 EUROSTX 5.817725 GASOIL 25.0 GASOLINE -35.7 HEATOIL -16.8 JPY 46.875 NIKKEI 35.100259 NZD 2.5 OAT -52.359525 RUSSELL 17.5 SILVER-mini 203.125 SOYMEAL 110.0 SUGAR11 33.6 US30 390.625 VIX -50.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 954.783459 ******************************************************************************** END OF REPORT ********************************************************************************