******************************************************************************** Trades report produced on 18/12/2025 21:43 from 17/12/2025 21:43 to 18/12/2025 21:43 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20393 BUND caleb_strategy_v3 [20260300] 2025-12-18 08:00:35.000 [-1] 127.590000 20403 CHF caleb_strategy_v3 [20260300] 2025-12-18 15:19:34.000 [1] 1.269500 20397 COPPER caleb_strategy_v3 [20260300] 2025-12-18 14:08:01.000 [-1] 5.430000 20401 DOW caleb_strategy_v3 [20260300] 2025-12-18 15:09:32.000 [1] 48539.000000 20398 EUR caleb_strategy_v3 [20260300] 2025-12-18 15:00:19.000 [1] 1.178350 20392 EUROSTX caleb_strategy_v3 [20260300] 2025-12-18 08:00:34.000 [1] 5705.000000 20394 EUROSTX caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.006 [0] NaN 20395 EUROSTX caleb_strategy_v3 [20260300] 2025-12-18 08:11:37.000 [1] 5709.000000 20396 GASOLINE caleb_strategy_v3 [20260400] 2025-12-18 14:05:40.000 [-1] 1.934500 20406 JPY caleb_strategy_v3 [20260300] 2025-12-18 15:19:38.000 [1] 0.006479 20415 MXP caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.652 [0] NaN 20408 MXP caleb_strategy_v3 [20260300] 2025-12-18 15:33:46.000 [1] 0.055100 20400 MXP caleb_strategy_v3 [20260300] 2025-12-18 15:06:07.000 [1] 0.055110 20418 MXP caleb_strategy_v3 [20260300] 2025-12-18 16:30:27.000 [1] 0.055180 20412 MXP caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.422 [0] NaN 20417 MXP caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.778 [0] NaN 20405 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-18 15:19:37.000 [-1] 25189.500000 20391 NIKKEI caleb_strategy_v3 [20260300] 2025-12-18 03:37:48.000 [-1] 48930.000000 20390 NIKKEI caleb_strategy_v3 [20260300] 2025-12-18 19:45:03.907 [0] NaN 20389 NIKKEI caleb_strategy_v3 [20260300] 2025-12-18 19:45:03.792 [0] NaN 20388 NIKKEI caleb_strategy_v3 [20260300] 2025-12-18 19:45:03.684 [0] NaN 20387 NIKKEI caleb_strategy_v3 [20260300] 2025-12-18 03:06:28.000 [-1] 49015.000000 20413 RUSSELL caleb_strategy_v3 [20260300] 2025-12-18 15:59:14.000 [-1] 2543.600000 20409 RUSSELL caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.274 [0] NaN 20402 RUSSELL caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.082 [0] NaN 20410 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-18 15:49:08.000 [1] 307.000000 20404 SP400 caleb_strategy_v3 [20260300] 2025-12-18 15:19:36.000 [1] 3356.800000 20414 SP500_micro caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.551 [0] NaN 20416 SP500_micro caleb_strategy_v3 [20260300] 2025-12-18 16:19:24.000 [1] 6865.250000 20399 SP500_micro caleb_strategy_v3 [20260300] 2025-12-18 15:06:06.000 [1] 6841.500000 20407 SP500_micro caleb_strategy_v3 [20260300] 2025-12-18 19:45:04.201 [0] NaN 20411 SP500_micro caleb_strategy_v3 [20260300] 2025-12-18 15:49:13.000 [1] 6865.750000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20393 BUND caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 08:00:35.589000 2025-12-18 08:00:35 115235.589 NaN 20396 GASOLINE caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 14:00:39.800000 2025-12-18 14:05:40 136839.8 300.2 20397 COPPER caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 14:05:41.241000 2025-12-18 14:08:01 137141.241 139.759 20398 EUR caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:00:19.892000 2025-12-18 15:00:19 140419.892 NaN 20401 DOW caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:06:08.577000 2025-12-18 15:09:32 140768.577 203.423 20403 CHF caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:19:34.791000 2025-12-18 15:19:34 141574.791 NaN 20404 SP400 caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:19:36.102000 2025-12-18 15:19:36 141576.102 NaN 20405 NASDAQ_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:19:37.291000 2025-12-18 15:19:37 141577.291 NaN 20406 JPY caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:19:38.606000 2025-12-18 15:19:38 141578.606 NaN 20410 SOYMEAL caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:43:47.822000 2025-12-18 15:49:08 143027.822 320.178 20416 SP500_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 16:19:23.904000 2025-12-18 16:19:24 145163.904 0.096 20399 SP500_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:00:21.238000 2025-12-18 15:06:06 140421.238 344.762 20407 SP500_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:19:57.589000 2025-12-18 19:45:04.201000 141597.589 15906.612 20411 SP500_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:49:13.674000 2025-12-18 15:49:13 143353.674 NaN 20414 SP500_micro caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:59:19.097000 2025-12-18 19:45:04.551000 143959.097 13545.454 20417 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 16:19:24.694000 2025-12-18 19:45:04.778000 145164.694 12340.084 20418 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 16:29:45.737000 2025-12-18 16:30:27 145785.737 41.263 20400 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:06:07.390000 2025-12-18 15:06:07 140767.39 NaN 20408 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:29:58.066000 2025-12-18 15:33:46 142198.066 227.934 20412 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:49:14.398000 2025-12-18 19:45:04.422000 143354.398 14150.024 20415 MXP caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 16:09:19.450000 2025-12-18 19:45:04.652000 144559.45 12945.202 20409 RUSSELL caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:33:46.637000 2025-12-18 19:45:04.274000 142426.637 15077.637 20402 RUSSELL caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:09:33.725000 2025-12-18 19:45:04.082000 140973.725 16530.357 20413 RUSSELL caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 15:59:14.871000 2025-12-18 15:59:14 143954.871 NaN 20387 NIKKEI caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 03:01:18.934000 2025-12-18 03:06:28 97278.934 309.066 20388 NIKKEI caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 03:06:32.015000 2025-12-18 19:45:03.684000 97592.015 59911.669 20389 NIKKEI caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 03:16:35.431000 2025-12-18 19:45:03.792000 98195.431 59308.361 20390 NIKKEI caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 03:27:39.173000 2025-12-18 19:45:03.907000 98859.173 58644.734 20391 NIKKEI caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 03:37:42.657000 2025-12-18 03:37:48 99462.657 5.343 20392 EUROSTX caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 08:00:33.353000 2025-12-18 08:00:34 115233.353 0.647 20394 EUROSTX caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 08:01:32.758000 2025-12-18 19:45:04.006000 115292.758 42211.248 20395 EUROSTX caleb_strategy_v3 2025-12-17 00:00:00 2025-12-18 08:11:36.457000 2025-12-18 08:11:37 115896.457 0.543 ================================================================================================================================================================================================================================= 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 20393 BUND caleb_strategy_v3 [-1] 127.44 None 127.575 127.57 127.58 127.58 127.59 0.135 -0.005 0.02 0.01 NaN 0.015 20396 GASOLINE caleb_strategy_v3 [-1] 1.9321 None 1.9356 1.9354 1.9358 1.9358 1.9345 0.0035 -0.0002 -0.0009 -0.0013 NaN -0.0011 20397 COPPER caleb_strategy_v3 [-1] 5.4215 None 5.44575 5.445 5.4465 5.4465 5.43 0.02425 -0.00075 -0.015 -0.0165 NaN -0.01575 20398 EUR caleb_strategy_v3 [1] 1.1795 None 1.178775 1.1788 1.17875 1.17875 1.17835 0.000725 -0.000025 0.00045 0.0004 NaN 0.000425 20401 DOW caleb_strategy_v3 [1] 48316.0 None 48532.0 48533.0 48531.0 48531.0 48539.0 -216.0 -1.0 -6.0 -8.0 NaN -7.0 20403 CHF caleb_strategy_v3 [1] 1.2695 None 1.2708 1.27085 1.27075 1.27075 1.2695 -0.0013 -0.00005 0.00135 0.00125 NaN 0.0013 20404 SP400 caleb_strategy_v3 [1] 3334.9 None 3363.8 3364.3 3363.3 3363.3 3356.8 -28.9 -0.5 7.5 6.5 NaN 7.0 20405 NASDAQ_micro caleb_strategy_v3 [-1] 24977.5 None 25228.25 25228.0 25228.5 NaN 25189.5 250.75 -0.25 -38.5 NaN NaN -38.75 20406 JPY caleb_strategy_v3 [1] 0.006477 None 0.006482 0.006482 0.006482 0.006481 0.006479 -0.000005 -0.0 0.000003 0.000002 NaN 0.000003 20410 SOYMEAL caleb_strategy_v3 [1] 305.5 None 306.95 307.0 306.9 306.9 307.0 -1.45 -0.05 0.0 -0.1 NaN -0.05 20416 SP500_micro caleb_strategy_v3 [1] 6789.5 None 6863.5 6863.75 6863.25 6863.25 6865.25 -74.0 -0.25 -1.5 -2.0 NaN -1.75 20399 SP500_micro caleb_strategy_v3 [1] 6789.5 None 6825.375 6825.5 6825.25 6825.25 6841.5 -35.875 -0.125 -16.0 -16.25 NaN -16.125 20407 SP500_micro caleb_strategy_v3 [1] 6789.5 None 3420.75 6841.5 0.0 0.0 NaN 3368.75 -3420.75 NaN NaN NaN NaN 20411 SP500_micro caleb_strategy_v3 [1] 6789.5 None 6829.875 6830.0 6829.75 6829.75 6865.75 -40.375 -0.125 -35.75 -36.0 NaN -35.875 20414 SP500_micro caleb_strategy_v3 [1] 6789.5 None 3434.625 6869.25 0.0 0.0 NaN 3354.875 -3434.625 NaN NaN NaN NaN 20417 MXP caleb_strategy_v3 [1] 0.05502 None 0.027575 0.05515 0.0 0.0 NaN 0.027445 -0.027575 NaN NaN NaN NaN 20418 MXP caleb_strategy_v3 [1] 0.05502 None 0.055165 0.05517 0.05516 0.05516 0.05518 -0.000145 -0.000005 -0.00001 -0.00002 NaN -0.000015 20400 MXP caleb_strategy_v3 [1] 0.05502 None 0.055115 0.05512 0.05511 0.05511 0.05511 -0.000095 -0.000005 0.00001 0.0 NaN 0.000005 20408 MXP caleb_strategy_v3 [1] 0.05502 None 0.055115 0.05512 0.05511 0.05511 0.0551 -0.000095 -0.000005 0.00002 0.00001 NaN 0.000015 20412 MXP caleb_strategy_v3 [1] 0.05502 None 0.02755 0.0551 0.0 0.0 NaN 0.02747 -0.02755 NaN NaN NaN NaN 20415 MXP caleb_strategy_v3 [1] 0.05502 None 0.055065 0.05507 0.05506 0.05506 NaN -0.000045 -0.000005 NaN NaN NaN NaN 20409 RUSSELL caleb_strategy_v3 [-1] 2517.0 None 1269.35 2538.7 0.0 0.0 NaN -1247.65 1269.35 NaN NaN NaN NaN 20402 RUSSELL caleb_strategy_v3 [-1] 2517.0 None 2543.2 2543.1 2543.3 2543.3 NaN 26.2 -0.1 NaN NaN NaN NaN 20413 RUSSELL caleb_strategy_v3 [-1] 2517.0 None 2543.2 2543.1 2543.3 2543.3 2543.6 26.2 -0.1 0.5 0.3 NaN 0.4 20387 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 49037.5 49035.0 49040.0 49040.0 49015.0 37.5 -2.5 -20.0 -25.0 NaN -22.5 20388 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 24507.5 49015.0 0.0 0.0 NaN -24492.5 24507.5 NaN NaN NaN NaN 20389 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 49017.5 49015.0 49020.0 49020.0 NaN 17.5 -2.5 NaN NaN NaN NaN 20390 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 24505.0 49010.0 0.0 0.0 NaN -24495.0 24505.0 NaN NaN NaN NaN 20391 NIKKEI caleb_strategy_v3 [-1] 49000.0 None 48927.5 48925.0 48930.0 48930.0 48930.0 -72.5 -2.5 5.0 -0.0 NaN 2.5 20392 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5710.5 5711.0 5710.0 5710.0 5705.0 -10.5 -0.5 6.0 5.0 NaN 5.5 20394 EUROSTX caleb_strategy_v3 [1] 5700.0 None 2855.5 5711.0 0.0 0.0 NaN 2844.5 -2855.5 NaN NaN NaN NaN 20395 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5709.5 5710.0 5709.0 5709.0 5709.0 -9.5 -0.5 1.0 0.0 NaN 0.5 =================================================================================================================================================================== 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 20393 BUND caleb_strategy_v3 [-1] 4.990405 270.519152 -10.019228 40.076911 20.038456 NaN 30.057684 20396 GASOLINE caleb_strategy_v3 [-1] 0.431974 81.02331 -4.629903 -20.834565 -30.094372 NaN -25.464469 20397 COPPER caleb_strategy_v3 [-1] 1.234017 196.512631 -6.07771 -121.554205 -133.709625 NaN -127.631915 20398 EUR caleb_strategy_v3 [1] 0.055495 130.642553 -4.504916 81.088481 72.07865 NaN 76.583566 20401 DOW caleb_strategy_v3 [1] 5703.163008 -378.737202 -1.753413 -10.520478 -14.027304 NaN -12.273891 20403 CHF caleb_strategy_v3 [1] 0.078773 -165.031104 -6.34735 171.378454 158.683754 NaN 165.031104 20404 SP400 caleb_strategy_v3 [1] 525.414829 -550.041575 -9.51629 142.744353 123.711773 NaN 133.228063 20405 NASDAQ_micro caleb_strategy_v3 [-1] 4344.656678 577.145719 -0.575419 -88.614597 NaN NaN -89.190016 20406 JPY caleb_strategy_v3 [1] 0.000523 -90.89308 -4.783846 57.406156 47.838463 NaN 52.62231 20410 SOYMEAL caleb_strategy_v3 [1] 56.468319 -256.781151 -8.854522 0.0 -17.709045 NaN -8.854522 20416 SP500_micro caleb_strategy_v3 [1] 833.128795 -888.218009 -3.000737 -18.004419 -24.005892 NaN -21.005156 20399 SP500_micro caleb_strategy_v3 [1] 833.128795 -430.60569 -1.500368 -192.047137 -195.047874 NaN -193.547505 20407 SP500_micro caleb_strategy_v3 [1] 833.128795 40434.924576 -41059.077772 NaN NaN NaN NaN 20411 SP500_micro caleb_strategy_v3 [1] 833.128795 -484.618948 -1.500368 -429.105322 -432.106059 NaN -430.60569 20414 SP500_micro caleb_strategy_v3 [1] 833.128795 40268.383699 -41225.618649 NaN NaN NaN NaN 20417 MXP caleb_strategy_v3 [1] 0.003773 72745.105431 -73089.680534 NaN NaN NaN NaN 20418 MXP caleb_strategy_v3 [1] 0.003773 -384.333769 -13.252889 -26.505777 -53.011554 NaN -39.758666 20400 MXP caleb_strategy_v3 [1] 0.003773 -251.804883 -13.252889 26.505777 0.0 NaN 13.252889 20408 MXP caleb_strategy_v3 [1] 0.003773 -251.804883 -13.252889 53.011554 26.505777 NaN 39.758666 20412 MXP caleb_strategy_v3 [1] 0.003773 72811.369874 -73023.416092 NaN NaN NaN NaN 20415 MXP caleb_strategy_v3 [1] 0.003773 -119.275997 -13.252889 NaN NaN NaN NaN 20409 RUSSELL caleb_strategy_v3 [-1] 483.261632 -25817.278203 26266.310333 NaN NaN NaN NaN 20402 RUSSELL caleb_strategy_v3 [-1] 483.261632 542.149392 -2.069272 NaN NaN NaN NaN 20413 RUSSELL caleb_strategy_v3 [-1] 483.261632 542.149392 -2.069272 10.346362 6.207817 NaN 8.27709 20387 NIKKEI caleb_strategy_v3 [-1] 9921.505449 37.796683 -2.519779 -20.158231 -25.197789 NaN -22.67801 20388 NIKKEI caleb_strategy_v3 [-1] 9921.505449 -24686.273797 24701.392471 NaN NaN NaN NaN 20389 NIKKEI caleb_strategy_v3 [-1] 9921.505449 17.638452 -2.519779 NaN NaN NaN NaN 20390 NIKKEI caleb_strategy_v3 [-1] 9921.505449 -24688.793576 24698.872692 NaN NaN NaN NaN 20391 NIKKEI caleb_strategy_v3 [-1] 9921.505449 -73.073588 -2.519779 5.039558 -0.0 NaN 2.519779 20392 EUROSTX caleb_strategy_v3 [1] 677.996603 -154.868033 -7.374668 88.496019 73.746682 NaN 81.12135 20394 EUROSTX caleb_strategy_v3 [1] 677.996603 41954.487503 -42116.730204 NaN NaN NaN NaN 20395 EUROSTX caleb_strategy_v3 [1] 677.996603 -140.118696 -7.374668 14.749336 0.0 NaN 7.374668 ============================================================================================================================================================================ 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 20393 BUND caleb_strategy_v3 [-1] 1174.915 158.613525 -5.874575 23.4983 11.74915 NaN 17.623725 20396 GASOLINE caleb_strategy_v3 [-1] 42000.0 147.0 -8.4 -37.8 -54.6 NaN -46.2 20397 COPPER caleb_strategy_v3 [-1] 25000.0 606.25 -18.75 -375.0 -412.5 NaN -393.75 20398 EUR caleb_strategy_v3 [1] 125000.0 90.625 -3.125 56.25 50.0 NaN 53.125 20401 DOW caleb_strategy_v3 [1] 0.5 -108.0 -0.5 -3.0 -4.0 NaN -3.5 20403 CHF caleb_strategy_v3 [1] 125000.0 -162.5 -6.25 168.75 156.25 NaN 162.5 20404 SP400 caleb_strategy_v3 [1] 100.0 -2890.0 -50.0 750.0 650.0 NaN 700.0 20405 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 501.5 -0.5 -77.0 NaN NaN -77.5 20406 JPY caleb_strategy_v3 [1] 12500000.0 -59.375 -3.125 37.5 31.25 NaN 34.375 20410 SOYMEAL caleb_strategy_v3 [1] 100.0 -145.0 -5.0 0.0 -10.0 NaN -5.0 20416 SP500_micro caleb_strategy_v3 [1] 5.0 -370.0 -1.25 -7.5 -10.0 NaN -8.75 20399 SP500_micro caleb_strategy_v3 [1] 5.0 -179.375 -0.625 -80.0 -81.25 NaN -80.625 20407 SP500_micro caleb_strategy_v3 [1] 5.0 16843.75 -17103.75 NaN NaN NaN NaN 20411 SP500_micro caleb_strategy_v3 [1] 5.0 -201.875 -0.625 -178.75 -180.0 NaN -179.375 20414 SP500_micro caleb_strategy_v3 [1] 5.0 16774.375 -17173.125 NaN NaN NaN NaN 20417 MXP caleb_strategy_v3 [1] 500000.0 13722.5 -13787.5 NaN NaN NaN NaN 20418 MXP caleb_strategy_v3 [1] 500000.0 -72.5 -2.5 -5.0 -10.0 NaN -7.5 20400 MXP caleb_strategy_v3 [1] 500000.0 -47.5 -2.5 5.0 0.0 NaN 2.5 20408 MXP caleb_strategy_v3 [1] 500000.0 -47.5 -2.5 10.0 5.0 NaN 7.5 20412 MXP caleb_strategy_v3 [1] 500000.0 13735.0 -13775.0 NaN NaN NaN NaN 20415 MXP caleb_strategy_v3 [1] 500000.0 -22.5 -2.5 NaN NaN NaN NaN 20409 RUSSELL caleb_strategy_v3 [-1] 5.0 -6238.25 6346.75 NaN NaN NaN NaN 20402 RUSSELL caleb_strategy_v3 [-1] 5.0 131.0 -0.5 NaN NaN NaN NaN 20413 RUSSELL caleb_strategy_v3 [-1] 5.0 131.0 -0.5 2.5 1.5 NaN 2.0 20387 NIKKEI caleb_strategy_v3 [-1] 0.641529 24.057353 -1.603824 -12.830588 -16.038235 NaN -14.434412 20388 NIKKEI caleb_strategy_v3 [-1] 0.641529 -15712.658979 15722.28192 NaN NaN NaN NaN 20389 NIKKEI caleb_strategy_v3 [-1] 0.641529 11.226765 -1.603824 NaN NaN NaN NaN 20390 NIKKEI caleb_strategy_v3 [-1] 0.641529 -15714.262803 15720.678097 NaN NaN NaN NaN 20391 NIKKEI caleb_strategy_v3 [-1] 0.641529 -46.510882 -1.603824 3.207647 -0.0 NaN 1.603824 20392 EUROSTX caleb_strategy_v3 [1] 11.74915 -123.366075 -5.874575 70.4949 58.74575 NaN 64.620325 20394 EUROSTX caleb_strategy_v3 [1] 11.74915 33420.457175 -33549.697825 NaN NaN NaN NaN 20395 EUROSTX caleb_strategy_v3 [1] 11.74915 -111.616925 -5.874575 11.74915 0.0 NaN 5.874575 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 158.613525 CHF -162.5 COPPER 606.25 DOW -108.0 EUR 90.625 EUROSTX 33185.474175 GASOLINE 147.0 JPY -59.375 MXP 27267.5 NASDAQ_micro 501.5 NIKKEI -31438.148546 RUSSELL -5976.25 SOYMEAL -145.0 SP400 -2890.0 SP500_micro 32866.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 54044.564154 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.874575 CHF -6.25 COPPER -18.75 DOW -0.5 EUR -3.125 EUROSTX -33561.446975 GASOLINE -8.4 JPY -3.125 MXP -27572.5 NASDAQ_micro -0.5 NIKKEI 31438.148546 RUSSELL 6345.75 SOYMEAL -5.0 SP400 -50.0 SP500_micro -34279.375 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -57730.948004 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 23.4983 CHF 168.75 COPPER -375.0 DOW -3.0 EUR 56.25 EUROSTX 82.24405 GASOLINE -37.8 JPY 37.5 MXP 10.0 NASDAQ_micro -77.0 NIKKEI -9.622941 RUSSELL 2.5 SOYMEAL 0.0 SP400 750.0 SP500_micro -266.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 362.069409 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.74915 CHF 156.25 COPPER -412.5 DOW -4.0 EUR 50.0 EUROSTX 58.74575 GASOLINE -54.6 JPY 31.25 MXP -5.0 NASDAQ_micro 0 NIKKEI -16.038235 RUSSELL 1.5 SOYMEAL -10.0 SP400 650.0 SP500_micro -271.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 186.106665 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 COPPER 0 DOW 0 EUR 0 EUROSTX 0 GASOLINE 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYMEAL 0 SP400 0 SP500_micro 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BUND 17.623725 CHF 162.5 COPPER -393.75 DOW -3.5 EUR 53.125 EUROSTX 70.4949 GASOLINE -46.2 JPY 34.375 MXP 2.5 NASDAQ_micro -77.5 NIKKEI -12.830588 RUSSELL 2.0 SOYMEAL -5.0 SP400 700.0 SP500_micro -268.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 235.088037 ******************************************************************************** END OF REPORT ********************************************************************************