******************************************************************************** Trades report produced on 16/12/2025 21:36 from 15/12/2025 21:36 to 16/12/2025 21:36 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20328 BUND caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.625 [0] NaN 20329 BUND caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.735 [0] NaN 20330 BUND caleb_strategy_v3 [20260300] 2025-12-16 08:21:25.000 [-1] 127.53000 20341 CAD caleb_strategy_v3 [20260300] 2025-12-16 15:00:33.000 [1] 0.73090 20338 COCOA _ROLL_PSEUDO_STRATEGY [20260300, 20260500] 2025-12-16 14:16:05.000 [1, -1] -33.00000 20337 COFFEE caleb_strategy_v3 [20260300] 2025-12-16 14:16:00.000 [-1] 355.90000 20336 COPPER caleb_strategy_v3 [20260300] 2025-12-16 14:10:12.000 [1] 5.36400 20360 DOW caleb_strategy_v3 [20260300] 2025-12-16 15:55:15.000 [-1] 48694.00000 20364 DOW caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.558 [0] NaN 20367 DOW caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.793 [0] NaN 20351 DOW caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.205 [0] NaN 20378 DOW caleb_strategy_v3 [20260300] 2025-12-16 16:49:29.000 [-1] 48569.00000 20370 DOW caleb_strategy_v3 [20260300] 2025-12-16 16:35:35.000 [-1] 48568.00000 20373 DOW caleb_strategy_v3 [20260300] 2025-12-16 16:46:09.000 [-1] 48568.00000 20376 DOW caleb_strategy_v3 [20260300] 2025-12-16 16:48:29.000 [-1] 48546.00000 20346 DOW caleb_strategy_v3 [20260300] 2025-12-16 15:08:10.000 [-1] 48770.00000 20335 DX caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.846 [0] NaN 20340 DX caleb_strategy_v3 [20260300] 2025-12-16 14:26:23.000 [-1] 97.66500 20339 DX caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.961 [0] NaN 20342 EUR caleb_strategy_v3 [20260300] 2025-12-16 15:00:35.000 [-1] 1.18520 20327 EUROSTX caleb_strategy_v3 [20251200] 2025-12-16 08:00:51.000 [-1] 5737.00000 20334 EUROSTX _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-16 09:23:10.000 [-1, 1] -24.00000 20333 EUROSTX _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-16 09:21:57.000 [-1, 1] -24.00000 20332 EUROSTX _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-16 09:20:48.000 [-1, 1] -24.00000 20331 EUROSTX _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-16 09:20:35.000 [-1, 1] -24.00000 20358 FEEDCOW caleb_strategy_v3 [20260400] 2025-12-16 15:55:14.000 [1] 335.80000 20355 LEANHOG caleb_strategy_v3 [20260400] 2025-12-16 15:47:25.000 [-1] 89.62500 20356 LIVECOW caleb_strategy_v3 [20260200] 2025-12-16 15:49:04.000 [1] 230.42500 20365 MXP caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.672 [0] NaN 20368 MXP caleb_strategy_v3 [20260300] 2025-12-16 16:35:30.000 [1] 0.05520 20371 MXP caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.915 [0] NaN 20352 MXP caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.323 [0] NaN 20361 MXP caleb_strategy_v3 [20260300] 2025-12-16 15:55:19.000 [1] 0.05520 20347 MXP caleb_strategy_v3 [20260300] 2025-12-16 15:09:03.000 [1] 0.05524 20374 MXP caleb_strategy_v3 [20260300] 2025-12-16 16:48:24.000 [1] 0.05520 20344 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-16 15:00:37.000 [-1] 25390.25000 20324 NIKKEI caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.402 [0] NaN 20325 NIKKEI caleb_strategy_v3 [20260300] 2025-12-16 19:45:05.512 [0] NaN 20326 NIKKEI caleb_strategy_v3 [20260300] 2025-12-16 03:21:24.000 [-1] 49570.00000 20359 RUSSELL caleb_strategy_v3 [20260300] 2025-12-16 15:55:15.000 [-1] 2549.60000 20345 RUSSELL caleb_strategy_v3 [20260300] 2025-12-16 15:07:24.000 [-1] 2557.40000 20350 RUSSELL caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.085 [0] NaN 20353 SOYOIL caleb_strategy_v3 [20260500] 2025-12-16 15:39:11.000 [-1] 49.38000 20348 SP400 caleb_strategy_v3 [20260300] 2025-12-16 15:09:05.000 [1] 3366.60000 20357 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 15:49:05.000 [-1] 6853.50000 20363 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 19:45:06.441 [0] NaN 20366 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:25:29.000 [-1] 6838.75000 20369 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:35:35.000 [-1] 6844.50000 20372 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:46:09.000 [-1] 6844.25000 20343 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 15:00:36.000 [-1] 6875.00000 20379 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:50:29.000 [-1] 6848.75000 20380 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:51:30.000 [-1] 6847.75000 20349 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 15:09:08.000 [-1] 6873.50000 20375 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:48:28.000 [-1] 6842.75000 20377 SP500_micro caleb_strategy_v3 [20260300] 2025-12-16 16:49:29.000 [-1] 6847.50000 20362 WHEAT caleb_strategy_v3 [20261200] 2025-12-16 15:55:20.000 [-1] 561.75000 20354 WHEAT caleb_strategy_v3 [20261200] 2025-12-16 15:39:13.000 [-1] 562.25000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20327 EUROSTX caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 08:00:50.925000 2025-12-16 08:00:51 115250.925 0.075 20331 EUROSTX _ROLL_PSEUDO_STRATEGY 2025-12-15 19:00:00 2025-12-16 09:18:11.721000 2025-12-16 09:20:35 51491.721 143.279 20332 EUROSTX _ROLL_PSEUDO_STRATEGY 2025-12-15 19:00:00 2025-12-16 09:20:39.212000 2025-12-16 09:20:48 51639.212 8.788 20333 EUROSTX _ROLL_PSEUDO_STRATEGY 2025-12-15 19:00:00 2025-12-16 09:21:39.288000 2025-12-16 09:21:57 51699.288 17.712 20334 EUROSTX _ROLL_PSEUDO_STRATEGY 2025-12-15 19:00:00 2025-12-16 09:22:39.353000 2025-12-16 09:23:10 51759.353 30.647 20336 COPPER caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 14:10:12.781000 2025-12-16 14:10:12 137412.781 NaN 20337 COFFEE caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 14:10:14.081000 2025-12-16 14:16:00 137414.081 345.919 20338 COCOA _ROLL_PSEUDO_STRATEGY 2025-12-15 18:00:00 2025-12-16 14:16:02.402000 2025-12-16 14:16:05 72962.402 2.598 20341 CAD caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:00:33.778000 2025-12-16 15:00:33 140433.778 NaN 20342 EUR caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:00:35.081000 2025-12-16 15:00:35 140435.081 NaN 20344 NASDAQ_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:00:37.685000 2025-12-16 15:00:37 140437.685 NaN 20348 SP400 caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:09:05.141000 2025-12-16 15:09:05 140945.141 NaN 20353 SOYOIL caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:39:11.493000 2025-12-16 15:39:11 142751.493 NaN 20355 LEANHOG caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:39:39.262000 2025-12-16 15:47:25 142779.262 465.738 20356 LIVECOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:47:25.921000 2025-12-16 15:49:04 143245.921 98.079 20358 FEEDCOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:49:06.285000 2025-12-16 15:55:14 143346.285 367.715 20354 WHEAT caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:39:12.797000 2025-12-16 15:39:13 142752.797 0.203 20362 WHEAT caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:55:19.725000 2025-12-16 15:55:20 143719.725 0.275 20339 DX caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 14:16:19.997000 2025-12-16 19:45:05.961000 137779.997 19725.964 20340 DX caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 14:26:23.341000 2025-12-16 14:26:23 138383.341 NaN 20335 DX caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 14:00:11.221000 2025-12-16 19:45:05.846000 136811.221 20694.625 20357 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:49:04.946000 2025-12-16 15:49:05 143344.946 0.054 20363 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:55:24 2025-12-16 19:45:06.441000 143724.0 13782.441 20366 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:25:29.120000 2025-12-16 16:25:29 145529.12 NaN 20375 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:48:28.741000 2025-12-16 16:48:28 146908.741 NaN 20369 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:35:35.354000 2025-12-16 16:35:35 146135.354 NaN 20372 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:45:53.688000 2025-12-16 16:46:09 146753.688 15.312 20343 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:00:36.381000 2025-12-16 15:00:36 140436.381 NaN 20377 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:49:28.989000 2025-12-16 16:49:29 146968.989 0.011 20379 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:50:29.005000 2025-12-16 16:50:29 147029.005 NaN 20380 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:51:30.657000 2025-12-16 16:51:30 147090.657 NaN 20349 SP500_micro caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:09:08.845000 2025-12-16 15:09:08 140948.845 NaN 20345 RUSSELL caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:00:38.985000 2025-12-16 15:07:24 140438.985 405.015 20350 RUSSELL caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:09:09.401000 2025-12-16 19:45:06.085000 140949.401 16556.684 20359 RUSSELL caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:55:14.841000 2025-12-16 15:55:15 143714.841 0.159 20324 NIKKEI caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 03:01:17.637000 2025-12-16 19:45:05.402000 97277.637 60227.765 20325 NIKKEI caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 03:11:21.120000 2025-12-16 19:45:05.512000 97881.12 59624.392 20326 NIKKEI caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 03:21:24.291000 2025-12-16 03:21:24 98484.291 NaN 20328 BUND caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 08:00:51.877000 2025-12-16 19:45:05.625000 115251.877 42253.748 20329 BUND caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 08:10:55.181000 2025-12-16 19:45:05.735000 115855.181 41650.554 20330 BUND caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 08:20:58.335000 2025-12-16 08:21:25 116458.335 26.665 20360 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:55:15.659000 2025-12-16 15:55:15 143715.659 NaN 20364 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:05:24.513000 2025-12-16 19:45:06.558000 144324.513 13182.045 20367 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:25:30.145000 2025-12-16 19:45:06.793000 145530.145 11976.648 20378 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:49:29.412000 2025-12-16 16:49:29 146969.412 NaN 20370 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:35:35.938000 2025-12-16 16:35:35 146135.938 NaN 20373 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:46:09.610000 2025-12-16 16:46:09 146769.61 NaN 20376 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:48:29.324000 2025-12-16 16:48:29 146909.324 NaN 20346 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:07:25.297000 2025-12-16 15:08:10 140845.297 44.703 20351 DOW caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:19:09.865000 2025-12-16 19:45:06.205000 141549.865 15956.34 20352 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:29:10.353000 2025-12-16 19:45:06.323000 142150.353 15355.97 20361 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:55:16.250000 2025-12-16 15:55:19 143716.25 2.75 20365 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:15:25.057000 2025-12-16 19:45:06.672000 144925.057 12581.615 20368 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:35:30.610000 2025-12-16 16:35:30 146130.61 NaN 20371 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:35:36.510000 2025-12-16 19:45:06.915000 146136.51 11370.405 20374 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 16:46:10.187000 2025-12-16 16:48:24 146770.187 133.813 20347 MXP caleb_strategy_v3 2025-12-15 00:00:00 2025-12-16 15:08:11.693000 2025-12-16 15:09:03 140891.693 51.307 ======================================================================================================================================================================================================================================== 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 20327 EUROSTX caleb_strategy_v3 [-1] 5747.0 None 5726.5 5726.0 5727.0 5727.0 5737.0 -20.5 -0.5 11.0 10.0 NaN 10.5 20331 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] -25.0 None -24.0 -25.0 -23.0 -23.0 -24.0 1.0 -1.0 1.0 -1.0 NaN 0.0 20332 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] -25.0 None -12.5 -25.0 0.0 0.0 -24.0 12.5 -12.5 1.0 -24.0 NaN -11.5 20333 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] -25.0 None -12.5 -25.0 0.0 0.0 -24.0 12.5 -12.5 1.0 -24.0 NaN -11.5 20334 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] -25.0 None -12.5 -25.0 0.0 0.0 -24.0 12.5 -12.5 1.0 -24.0 NaN -11.5 20336 COPPER caleb_strategy_v3 [1] 5.416 None 5.3745 5.375 5.374 5.374 5.364 0.0415 -0.0005 0.011 0.01 NaN 0.0105 20337 COFFEE caleb_strategy_v3 [-1] 360.9 None 356.125 356.05 356.2 356.2 355.9 -4.775 -0.075 -0.15 -0.3 NaN -0.225 20338 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] -43.0 None -34.0 -31.0 -37.0 -37.0 -33.0 -9.0 -3.0 2.0 -4.0 NaN -1.0 20341 CAD caleb_strategy_v3 [1] 0.729 None 0.731075 0.7311 0.73105 0.73105 0.7309 -0.002075 -0.000025 0.0002 0.00015 NaN 0.000175 20342 EUR caleb_strategy_v3 [-1] 1.1802 None 1.184325 1.1843 1.18435 1.18435 1.1852 0.004125 -0.000025 0.0009 0.00085 NaN 0.000875 20344 NASDAQ_micro caleb_strategy_v3 [-1] 25376.5 None 25324.75 25324.5 25325.0 25325.0 25390.25 -51.75 -0.25 65.75 65.25 NaN 65.5 20348 SP400 caleb_strategy_v3 [1] 3371.6 None 3367.25 3367.9 3366.6 3366.6 3366.6 4.35 -0.65 1.3 0.0 NaN 0.65 20353 SOYOIL caleb_strategy_v3 [-1] 50.44 None 49.3 49.29 49.31 49.31 49.38 -1.14 -0.01 0.09 0.07 NaN 0.08 20355 LEANHOG caleb_strategy_v3 [-1] 88.9 None 89.575 89.55 89.6 89.6 89.625 0.675 -0.025 0.075 0.025 NaN 0.05 20356 LIVECOW caleb_strategy_v3 [1] 230.575 None 230.3 230.325 230.275 230.275 230.425 0.275 -0.025 -0.1 -0.15 NaN -0.125 20358 FEEDCOW caleb_strategy_v3 [1] 333.725 None 335.625 335.7 335.55 335.55 335.8 -1.9 -0.075 -0.1 -0.25 NaN -0.175 20354 WHEAT caleb_strategy_v3 [-1] 567.75 None 562.125 562.0 562.25 562.25 562.25 -5.625 -0.125 0.25 -0.0 NaN 0.125 20362 WHEAT caleb_strategy_v3 [-1] 567.75 None 562.125 562.0 562.25 562.25 561.75 -5.625 -0.125 -0.25 -0.5 NaN -0.375 20339 DX caleb_strategy_v3 [-1] 97.965 None 48.8825 97.765 0.0 0.0 NaN -49.0825 48.8825 NaN NaN NaN NaN 20340 DX caleb_strategy_v3 [-1] 97.965 None 97.7175 97.715 97.72 NaN 97.665 -0.2475 -0.0025 -0.05 NaN NaN -0.0525 20335 DX caleb_strategy_v3 [-1] 97.965 None 97.7875 97.785 97.79 97.79 NaN -0.1775 -0.0025 NaN NaN NaN NaN 20357 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6866.875 6866.75 6867.0 6867.0 6853.5 -17.875 -0.125 -13.25 -13.5 NaN -13.375 20363 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 3419.5 6839.0 0.0 0.0 NaN -3465.25 3419.5 NaN NaN NaN NaN 20366 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6859.625 6859.5 6859.75 NaN 6838.75 -25.125 -0.125 -20.75 NaN NaN -20.875 20375 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6836.875 6836.75 6837.0 6837.0 6842.75 -47.875 -0.125 6.0 5.75 NaN 5.875 20369 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6839.875 6839.75 6840.0 6840.0 6844.5 -44.875 -0.125 4.75 4.5 NaN 4.625 20372 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6844.625 6844.5 6844.75 6844.75 6844.25 -40.125 -0.125 -0.25 -0.5 NaN -0.375 20343 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6866.875 6866.75 6867.0 6867.0 6875.0 -17.875 -0.125 8.25 8.0 NaN 8.125 20377 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6841.875 6841.75 6842.0 6842.0 6847.5 -42.875 -0.125 5.75 5.5 NaN 5.625 20379 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6841.875 6841.75 6842.0 6842.0 6848.75 -42.875 -0.125 7.0 6.75 NaN 6.875 20380 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6835.625 6835.5 6835.75 6835.75 6847.75 -49.125 -0.125 12.25 12.0 NaN 12.125 20349 SP500_micro caleb_strategy_v3 [-1] 6884.75 None 6866.875 6866.75 6867.0 6867.0 6873.5 -17.875 -0.125 6.75 6.5 NaN 6.625 20345 RUSSELL caleb_strategy_v3 [-1] 2560.9 None 2557.3 2557.2 2557.4 2557.4 2557.4 -3.6 -0.1 0.2 -0.0 NaN 0.1 20350 RUSSELL caleb_strategy_v3 [-1] 2560.9 None 1278.7 2557.4 0.0 0.0 NaN -1282.2 1278.7 NaN NaN NaN NaN 20359 RUSSELL caleb_strategy_v3 [-1] 2560.9 None 2557.5 2557.4 2557.6 2557.6 2549.6 -3.4 -0.1 -7.8 -8.0 NaN -7.9 20324 NIKKEI caleb_strategy_v3 [-1] 50090.0 None 49562.5 49560.0 49565.0 49565.0 NaN -527.5 -2.5 NaN NaN NaN NaN 20325 NIKKEI caleb_strategy_v3 [-1] 50090.0 None 24797.5 49595.0 0.0 0.0 NaN -25292.5 24797.5 NaN NaN NaN NaN 20326 NIKKEI caleb_strategy_v3 [-1] 50090.0 None 49527.5 49525.0 49530.0 49530.0 49570.0 -562.5 -2.5 45.0 40.0 NaN 42.5 20328 BUND caleb_strategy_v3 [-1] 127.5 None 127.565 127.56 127.57 127.57 NaN 0.065 -0.005 NaN NaN NaN NaN 20329 BUND caleb_strategy_v3 [-1] 127.5 None 63.785 127.57 0.0 0.0 NaN -63.715 63.785 NaN NaN NaN NaN 20330 BUND caleb_strategy_v3 [-1] 127.5 None 127.565 127.56 127.57 127.57 127.53 0.065 -0.005 -0.03 -0.04 NaN -0.035 20360 DOW caleb_strategy_v3 [-1] 48824.0 None 48623.5 48623.0 48624.0 48624.0 48694.0 -200.5 -0.5 71.0 70.0 NaN 70.5 20364 DOW caleb_strategy_v3 [-1] 48824.0 None 48664.0 48663.0 48665.0 48665.0 NaN -160.0 -1.0 NaN NaN NaN NaN 20367 DOW caleb_strategy_v3 [-1] 48824.0 None 24314.0 48628.0 0.0 0.0 NaN -24510.0 24314.0 NaN NaN NaN NaN 20378 DOW caleb_strategy_v3 [-1] 48824.0 None 48539.0 48538.0 48540.0 48540.0 48569.0 -285.0 -1.0 31.0 29.0 NaN 30.0 20370 DOW caleb_strategy_v3 [-1] 48824.0 None 48553.5 48553.0 48554.0 48554.0 48568.0 -270.5 -0.5 15.0 14.0 NaN 14.5 20373 DOW caleb_strategy_v3 [-1] 48824.0 None 48562.5 48562.0 48563.0 48563.0 48568.0 -261.5 -0.5 6.0 5.0 NaN 5.5 20376 DOW caleb_strategy_v3 [-1] 48824.0 None 48539.0 48538.0 48540.0 48540.0 48546.0 -285.0 -1.0 8.0 6.0 NaN 7.0 20346 DOW caleb_strategy_v3 [-1] 48824.0 None 48793.5 48793.0 48794.0 48794.0 48770.0 -30.5 -0.5 -23.0 -24.0 NaN -23.5 20351 DOW caleb_strategy_v3 [-1] 48824.0 None 24385.0 48770.0 0.0 0.0 NaN -24439.0 24385.0 NaN NaN NaN NaN 20352 MXP caleb_strategy_v3 [1] 0.05509 None 0.027625 0.05525 0.0 0.0 NaN 0.027465 -0.027625 NaN NaN NaN NaN 20361 MXP caleb_strategy_v3 [1] 0.05509 None 0.055195 0.0552 0.05519 0.05519 0.0552 -0.000105 -0.000005 0.0 -0.00001 NaN -0.000005 20365 MXP caleb_strategy_v3 [1] 0.05509 None 0.027605 0.05521 0.0 0.0 NaN 0.027485 -0.027605 NaN NaN NaN NaN 20368 MXP caleb_strategy_v3 [1] 0.05509 None 0.055165 0.05517 0.05516 0.05516 0.0552 -0.000075 -0.000005 -0.00003 -0.00004 NaN -0.000035 20371 MXP caleb_strategy_v3 [1] 0.05509 None 0.0276 0.0552 0.0 0.0 NaN 0.02749 -0.0276 NaN NaN NaN NaN 20374 MXP caleb_strategy_v3 [1] 0.05509 None 0.055195 0.0552 0.05519 0.05519 0.0552 -0.000105 -0.000005 0.0 -0.00001 NaN -0.000005 20347 MXP caleb_strategy_v3 [1] 0.05509 None 0.055245 0.05525 0.05524 0.05524 0.05524 -0.000155 -0.000005 0.00001 0.0 NaN 0.000005 =========================================================================================================================================================================== 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 20327 EUROSTX caleb_strategy_v3 [-1] 674.132244 -304.094637 -7.416942 163.172732 148.338847 NaN 155.75579 20331 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 674.132244 14.833885 -14.833885 14.833885 -14.833885 NaN 0.0 20332 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 674.132244 185.423559 -185.423559 14.833885 -356.013233 NaN -170.589674 20333 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 674.132244 185.423559 -185.423559 14.833885 -356.013233 NaN -170.589674 20334 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 674.132244 185.423559 -185.423559 14.833885 -356.013233 NaN -170.589674 20336 COPPER caleb_strategy_v3 [1] 1.268147 327.2492 -3.942761 86.740752 78.855229 NaN 82.79799 20337 COFFEE caleb_strategy_v3 [-1] 117.477293 -406.461526 -6.384212 -12.768425 -25.53685 NaN -19.152637 20338 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 3412.493514 -26.373676 -8.791225 5.860817 -11.721634 NaN -2.930408 20341 CAD caleb_strategy_v3 [1] 0.034806 -596.161685 -7.182671 57.461367 43.096025 NaN 50.278696 20342 EUR caleb_strategy_v3 [-1] 0.056553 729.405708 -4.420641 159.143064 150.301782 NaN 154.722423 20344 NASDAQ_micro caleb_strategy_v3 [-1] 4100.027773 -126.218657 -0.609752 160.364767 159.145263 NaN 159.755015 20348 SP400 caleb_strategy_v3 [1] 545.794673 79.700301 -11.90924 23.818481 0.0 NaN 11.90924 20353 SOYOIL caleb_strategy_v3 [-1] 9.805084 -1162.662205 -10.198791 91.789121 71.391539 NaN 81.59033 20355 LEANHOG caleb_strategy_v3 [-1] 17.701615 381.321144 -14.123005 42.369016 14.123005 NaN 28.246011 20356 LIVECOW caleb_strategy_v3 [1] 43.572047 63.113858 -5.737623 -22.950494 -34.425741 NaN -28.688117 20358 FEEDCOW caleb_strategy_v3 [1] 68.400137 -277.777223 -10.96489 -14.619854 -36.549635 NaN -25.584744 20354 WHEAT caleb_strategy_v3 [-1] 97.083351 -579.399037 -12.875534 25.751068 -0.0 NaN 12.875534 20362 WHEAT caleb_strategy_v3 [-1] 97.083351 -579.399037 -12.875534 -25.751068 -51.502137 NaN -38.626602 20339 DX caleb_strategy_v3 [-1] 5.025582 -97665.301824 97267.33798 NaN NaN NaN NaN 20340 DX caleb_strategy_v3 [-1] 5.025582 -492.480257 -4.974548 -99.490961 NaN NaN -104.465509 20335 DX caleb_strategy_v3 [-1] 5.025582 -353.192911 -4.974548 NaN NaN NaN NaN 20357 SP500_micro caleb_strategy_v3 [-1] 809.001739 -220.951317 -1.545114 -163.782095 -166.872324 NaN -165.327209 20363 SP500_micro caleb_strategy_v3 [-1] 809.001739 -42833.65327 42268.141507 NaN NaN NaN NaN 20366 SP500_micro caleb_strategy_v3 [-1] 809.001739 -310.567935 -1.545114 -256.488942 NaN NaN -258.034056 20375 SP500_micro caleb_strategy_v3 [-1] 809.001739 -591.778703 -1.545114 74.165477 71.075249 NaN 72.620363 20369 SP500_micro caleb_strategy_v3 [-1] 809.001739 -554.695964 -1.545114 58.714336 55.624108 NaN 57.169222 20372 SP500_micro caleb_strategy_v3 [-1] 809.001739 -495.981628 -1.545114 -3.090228 -6.180456 NaN -4.635342 20343 SP500_micro caleb_strategy_v3 [-1] 809.001739 -220.951317 -1.545114 101.977531 98.887303 NaN 100.432417 20377 SP500_micro caleb_strategy_v3 [-1] 809.001739 -529.974139 -1.545114 71.075249 67.985021 NaN 69.530135 20379 SP500_micro caleb_strategy_v3 [-1] 809.001739 -529.974139 -1.545114 86.52639 83.436162 NaN 84.981276 20380 SP500_micro caleb_strategy_v3 [-1] 809.001739 -607.229844 -1.545114 151.421182 148.330954 NaN 149.876068 20349 SP500_micro caleb_strategy_v3 [-1] 809.001739 -220.951317 -1.545114 83.436162 80.345934 NaN 81.891048 20345 RUSSELL caleb_strategy_v3 [-1] 494.984872 -72.729495 -2.020264 4.040528 -0.0 NaN 2.020264 20350 RUSSELL caleb_strategy_v3 [-1] 494.984872 -25903.821964 25833.112732 NaN NaN NaN NaN 20359 RUSSELL caleb_strategy_v3 [-1] 494.984872 -68.688968 -2.020264 -157.580573 -161.621101 NaN -159.600837 20324 NIKKEI caleb_strategy_v3 [-1] 9885.266862 -533.622417 -2.529016 NaN NaN NaN NaN 20325 NIKKEI caleb_strategy_v3 [-1] 9885.266862 -25586.05686 25085.311653 NaN NaN NaN NaN 20326 NIKKEI caleb_strategy_v3 [-1] 9885.266862 -569.028644 -2.529016 45.522292 40.464259 NaN 42.993275 20328 BUND caleb_strategy_v3 [-1] 5.111752 127.157959 -9.781381 NaN NaN NaN NaN 20329 BUND caleb_strategy_v3 [-1] 5.111752 -124644.14374 124781.083081 NaN NaN NaN NaN 20330 BUND caleb_strategy_v3 [-1] 5.111752 127.157959 -9.781381 -58.688289 -78.251052 NaN -68.46967 20360 DOW caleb_strategy_v3 [-1] 5924.68268 -338.414749 -0.843927 119.837642 118.149788 NaN 118.993715 20364 DOW caleb_strategy_v3 [-1] 5924.68268 -270.056657 -1.687854 NaN NaN NaN NaN 20367 DOW caleb_strategy_v3 [-1] 5924.68268 -41369.30419 41038.484785 NaN NaN NaN NaN 20378 DOW caleb_strategy_v3 [-1] 5924.68268 -481.038421 -1.687854 52.323477 48.947769 NaN 50.635623 20370 DOW caleb_strategy_v3 [-1] 5924.68268 -456.564536 -0.843927 25.317812 23.629958 NaN 24.473885 20373 DOW caleb_strategy_v3 [-1] 5924.68268 -441.373849 -0.843927 10.127125 8.439271 NaN 9.283198 20376 DOW caleb_strategy_v3 [-1] 5924.68268 -481.038421 -1.687854 13.502833 10.127125 NaN 11.814979 20346 DOW caleb_strategy_v3 [-1] 5924.68268 -51.47955 -0.843927 -38.820644 -40.508499 NaN -39.664572 20351 DOW caleb_strategy_v3 [-1] 5924.68268 -41249.466549 41158.322427 NaN NaN NaN NaN 20352 MXP caleb_strategy_v3 [1] 0.003858 71189.440933 -71604.161871 NaN NaN NaN NaN 20361 MXP caleb_strategy_v3 [1] 0.003858 -272.160615 -12.960029 0.0 -25.920059 NaN -12.960029 20365 MXP caleb_strategy_v3 [1] 0.003858 71241.28105 -71552.321754 NaN NaN NaN NaN 20368 MXP caleb_strategy_v3 [1] 0.003858 -194.400439 -12.960029 -77.760176 -103.680234 NaN -90.720205 20371 MXP caleb_strategy_v3 [1] 0.003858 71254.24108 -71539.361724 NaN NaN NaN NaN 20374 MXP caleb_strategy_v3 [1] 0.003858 -272.160615 -12.960029 0.0 -25.920059 NaN -12.960029 20347 MXP caleb_strategy_v3 [1] 0.003858 -401.760908 -12.960029 25.920059 0.0 NaN 12.960029 =================================================================================================================================================================================== 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 20327 EUROSTX caleb_strategy_v3 [-1] 11.74865 -240.847325 -5.874325 129.23515 117.4865 NaN 123.360825 20331 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 11.74865 11.74865 -11.74865 11.74865 -11.74865 NaN 0.0 20332 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 11.74865 146.858125 -146.858125 11.74865 -281.9676 NaN -135.109475 20333 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 11.74865 146.858125 -146.858125 11.74865 -281.9676 NaN -135.109475 20334 EUROSTX _ROLL_PSEUDO_STRATEGY [-1, 1] 11.74865 146.858125 -146.858125 11.74865 -281.9676 NaN -135.109475 20336 COPPER caleb_strategy_v3 [1] 25000.0 1037.5 -12.5 275.0 250.0 NaN 262.5 20337 COFFEE caleb_strategy_v3 [-1] 375.0 -1790.625 -28.125 -56.25 -112.5 NaN -84.375 20338 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 10.0 -90.0 -30.0 20.0 -40.0 NaN -10.0 20341 CAD caleb_strategy_v3 [1] 100000.0 -207.5 -2.5 20.0 15.0 NaN 17.5 20342 EUR caleb_strategy_v3 [-1] 125000.0 515.625 -3.125 112.5 106.25 NaN 109.375 20344 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -103.5 -0.5 131.5 130.5 NaN 131.0 20348 SP400 caleb_strategy_v3 [1] 100.0 435.0 -65.0 130.0 0.0 NaN 65.0 20353 SOYOIL caleb_strategy_v3 [-1] 600.0 -684.0 -6.0 54.0 42.0 NaN 48.0 20355 LEANHOG caleb_strategy_v3 [-1] 400.0 270.0 -10.0 30.0 10.0 NaN 20.0 20356 LIVECOW caleb_strategy_v3 [1] 400.0 110.0 -10.0 -40.0 -60.0 NaN -50.0 20358 FEEDCOW caleb_strategy_v3 [1] 500.0 -950.0 -37.5 -50.0 -125.0 NaN -87.5 20354 WHEAT caleb_strategy_v3 [-1] 50.0 -281.25 -6.25 12.5 -0.0 NaN 6.25 20362 WHEAT caleb_strategy_v3 [-1] 50.0 -281.25 -6.25 -12.5 -25.0 NaN -18.75 20339 DX caleb_strategy_v3 [-1] 1000.0 -49082.5 48882.5 NaN NaN NaN NaN 20340 DX caleb_strategy_v3 [-1] 1000.0 -247.5 -2.5 -50.0 NaN NaN -52.5 20335 DX caleb_strategy_v3 [-1] 1000.0 -177.5 -2.5 NaN NaN NaN NaN 20357 SP500_micro caleb_strategy_v3 [-1] 5.0 -89.375 -0.625 -66.25 -67.5 NaN -66.875 20363 SP500_micro caleb_strategy_v3 [-1] 5.0 -17326.25 17097.5 NaN NaN NaN NaN 20366 SP500_micro caleb_strategy_v3 [-1] 5.0 -125.625 -0.625 -103.75 NaN NaN -104.375 20375 SP500_micro caleb_strategy_v3 [-1] 5.0 -239.375 -0.625 30.0 28.75 NaN 29.375 20369 SP500_micro caleb_strategy_v3 [-1] 5.0 -224.375 -0.625 23.75 22.5 NaN 23.125 20372 SP500_micro caleb_strategy_v3 [-1] 5.0 -200.625 -0.625 -1.25 -2.5 NaN -1.875 20343 SP500_micro caleb_strategy_v3 [-1] 5.0 -89.375 -0.625 41.25 40.0 NaN 40.625 20377 SP500_micro caleb_strategy_v3 [-1] 5.0 -214.375 -0.625 28.75 27.5 NaN 28.125 20379 SP500_micro caleb_strategy_v3 [-1] 5.0 -214.375 -0.625 35.0 33.75 NaN 34.375 20380 SP500_micro caleb_strategy_v3 [-1] 5.0 -245.625 -0.625 61.25 60.0 NaN 60.625 20349 SP500_micro caleb_strategy_v3 [-1] 5.0 -89.375 -0.625 33.75 32.5 NaN 33.125 20345 RUSSELL caleb_strategy_v3 [-1] 5.0 -18.0 -0.5 1.0 -0.0 NaN 0.5 20350 RUSSELL caleb_strategy_v3 [-1] 5.0 -6411.0 6393.5 NaN NaN NaN NaN 20359 RUSSELL caleb_strategy_v3 [-1] 5.0 -17.0 -0.5 -39.0 -40.0 NaN -39.5 20324 NIKKEI caleb_strategy_v3 [-1] 0.64559 -340.548881 -1.613976 NaN NaN NaN NaN 20325 NIKKEI caleb_strategy_v3 [-1] 0.64559 -16328.592549 16009.025352 NaN NaN NaN NaN 20326 NIKKEI caleb_strategy_v3 [-1] 0.64559 -363.144541 -1.613976 29.051563 25.823612 NaN 27.437588 20328 BUND caleb_strategy_v3 [-1] 1174.865 76.366225 -5.874325 NaN NaN NaN NaN 20329 BUND caleb_strategy_v3 [-1] 1174.865 -74856.523475 74938.764025 NaN NaN NaN NaN 20330 BUND caleb_strategy_v3 [-1] 1174.865 76.366225 -5.874325 -35.24595 -46.9946 NaN -41.120275 20360 DOW caleb_strategy_v3 [-1] 0.5 -100.25 -0.25 35.5 35.0 NaN 35.25 20364 DOW caleb_strategy_v3 [-1] 0.5 -80.0 -0.5 NaN NaN NaN NaN 20367 DOW caleb_strategy_v3 [-1] 0.5 -12255.0 12157.0 NaN NaN NaN NaN 20378 DOW caleb_strategy_v3 [-1] 0.5 -142.5 -0.5 15.5 14.5 NaN 15.0 20370 DOW caleb_strategy_v3 [-1] 0.5 -135.25 -0.25 7.5 7.0 NaN 7.25 20373 DOW caleb_strategy_v3 [-1] 0.5 -130.75 -0.25 3.0 2.5 NaN 2.75 20376 DOW caleb_strategy_v3 [-1] 0.5 -142.5 -0.5 4.0 3.0 NaN 3.5 20346 DOW caleb_strategy_v3 [-1] 0.5 -15.25 -0.25 -11.5 -12.0 NaN -11.75 20351 DOW caleb_strategy_v3 [-1] 0.5 -12219.5 12192.5 NaN NaN NaN NaN 20352 MXP caleb_strategy_v3 [1] 500000.0 13732.5 -13812.5 NaN NaN NaN NaN 20361 MXP caleb_strategy_v3 [1] 500000.0 -52.5 -2.5 0.0 -5.0 NaN -2.5 20365 MXP caleb_strategy_v3 [1] 500000.0 13742.5 -13802.5 NaN NaN NaN NaN 20368 MXP caleb_strategy_v3 [1] 500000.0 -37.5 -2.5 -15.0 -20.0 NaN -17.5 20371 MXP caleb_strategy_v3 [1] 500000.0 13745.0 -13800.0 NaN NaN NaN NaN 20374 MXP caleb_strategy_v3 [1] 500000.0 -52.5 -2.5 0.0 -5.0 NaN -2.5 20347 MXP caleb_strategy_v3 [1] 500000.0 -77.5 -2.5 5.0 0.0 NaN 2.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -90.0 EUROSTX 452.323025 caleb_strategy_v3 BUND -74703.791025 CAD -207.5 COFFEE -1790.625 COPPER 1037.5 DOW -25221.0 DX -49507.5 EUR 515.625 EUROSTX -240.847325 FEEDCOW -950.0 LEANHOG 270.0 LIVECOW 110.0 MXP 41000.0 NASDAQ_micro -103.5 NIKKEI -17032.285971 RUSSELL -6446.0 SOYOIL -684.0 SP400 435.0 SP500_micro -19058.75 WHEAT -562.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 362.323025 caleb_strategy_v3 -153140.174321 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -30.0 EUROSTX -452.323025 caleb_strategy_v3 BUND 74927.015375 CAD -2.5 COFFEE -28.125 COPPER -12.5 DOW 24347.0 DX 48877.5 EUR -3.125 EUROSTX -5.874325 FEEDCOW -37.5 LEANHOG -10.0 LIVECOW -10.0 MXP -41425.0 NASDAQ_micro -0.5 NIKKEI 16005.797401 RUSSELL 6392.5 SOYOIL -6.0 SP400 -65.0 SP500_micro 17091.25 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -482.323025 caleb_strategy_v3 146022.438451 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 20.0 EUROSTX 46.9946 caleb_strategy_v3 BUND -35.24595 CAD 20.0 COFFEE -56.25 COPPER 275.0 DOW 54.0 DX -50.0 EUR 112.5 EUROSTX 129.23515 FEEDCOW -50.0 LEANHOG 30.0 LIVECOW -40.0 MXP -10.0 NASDAQ_micro 131.5 NIKKEI 29.051563 RUSSELL -38.0 SOYOIL 54.0 SP400 130.0 SP500_micro 82.5 WHEAT 0.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 66.9946 caleb_strategy_v3 768.290763 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -40.0 EUROSTX -857.65145 caleb_strategy_v3 BUND -46.9946 CAD 15.0 COFFEE -112.5 COPPER 250.0 DOW 50.0 DX 0 EUR 106.25 EUROSTX 117.4865 FEEDCOW -125.0 LEANHOG 10.0 LIVECOW -60.0 MXP -30.0 NASDAQ_micro 130.5 NIKKEI 25.823612 RUSSELL -40.0 SOYOIL 42.0 SP400 0.0 SP500_micro 175.0 WHEAT -25.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -897.65145 caleb_strategy_v3 482.565512 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 0 EUROSTX 0 caleb_strategy_v3 BUND 0 CAD 0 COFFEE 0 COPPER 0 DOW 0 DX 0 EUR 0 EUROSTX 0 FEEDCOW 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYOIL 0 SP400 0 SP500_micro 0 WHEAT 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 COCOA -10.0 EUROSTX -405.328425 caleb_strategy_v3 BUND -41.120275 CAD 17.5 COFFEE -84.375 COPPER 262.5 DOW 52.0 DX -52.5 EUR 109.375 EUROSTX 123.360825 FEEDCOW -87.5 LEANHOG 20.0 LIVECOW -50.0 MXP -20.0 NASDAQ_micro 131.0 NIKKEI 27.437588 RUSSELL -39.0 SOYOIL 48.0 SP400 65.0 SP500_micro 76.25 WHEAT -12.5 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -415.328425 caleb_strategy_v3 545.428138 ******************************************************************************** END OF REPORT ********************************************************************************