******************************************************************************** Trades report produced on 02/01/2026 21:45 from 01/01/2026 21:45 to 02/01/2026 21:45 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20534 BUND caleb_strategy_v3 [20260300] 2026-01-02 08:42:29.000 [1] 127.3500 20532 BUND caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.381 [0] NaN 20530 BUND caleb_strategy_v3 [20260300] 2026-01-02 08:07:39.000 [1] 127.2000 20546 DOW caleb_strategy_v3 [20260300] 2026-01-02 15:10:51.000 [1] 48365.0000 20562 DOW caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.624 [0] NaN 20561 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:07:20.000 [1] 48358.0000 20560 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:06:19.000 [1] 48374.0000 20559 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:05:18.000 [1] 48360.0000 20558 DOW caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.517 [0] NaN 20555 DOW caleb_strategy_v3 [20260300] 2026-01-02 15:45:19.000 [1] 48334.0000 20551 DOW caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.308 [0] NaN 20565 DOW caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.801 [0] NaN 20563 DOW caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.715 [0] NaN 20564 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:29:35.000 [1] 48453.0000 20566 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:39:57.000 [1] 48432.0000 20567 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:40:58.000 [1] 48425.0000 20568 DOW caleb_strategy_v3 [20260300] 2026-01-02 16:41:58.000 [1] 48418.0000 20535 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.585 [0] NaN 20538 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 09:15:34.000 [1] 5867.0000 20533 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.493 [0] NaN 20531 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.264 [0] NaN 20529 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 08:01:45.000 [1] 5803.0000 20536 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.755 [0] NaN 20537 EUROSTX caleb_strategy_v3 [20260300] 2026-01-02 19:45:03.894 [0] NaN 20545 GBP caleb_strategy_v3 [20260300] 2026-01-02 15:01:58.000 [1] 1.3464 20539 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-02 14:00:39.000 [-1] 4413.9000 20540 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-02 19:45:04.009 [0] NaN 20541 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-02 14:11:56.000 [-1] 4414.6000 20542 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-02 14:12:56.000 [-1] 4414.6000 20543 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-02 15:00:10.000 [1] 25751.2500 20549 RUSSELL caleb_strategy_v3 [20260300] 2026-01-02 15:20:55.000 [1] 2499.9000 20557 SOYMEAL caleb_strategy_v3 [20260500] 2026-01-02 15:55:12.000 [-1] 299.9000 20553 SOYMEAL caleb_strategy_v3 [20260500] 2026-01-02 15:41:30.000 [-1] 300.4000 20554 SOYOIL caleb_strategy_v3 [20260500] 2026-01-02 15:42:39.000 [1] 49.3500 20552 SP400 caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.403 [0] NaN 20548 SP400 caleb_strategy_v3 [20260300] 2026-01-02 19:45:04.158 [0] NaN 20556 SP400 caleb_strategy_v3 [20260300] 2026-01-02 15:45:20.000 [-1] 3344.1000 20544 SP500_micro caleb_strategy_v3 [20260300] 2026-01-02 15:00:34.000 [1] 6936.7500 20547 US30 caleb_strategy_v3 [20260300] 2026-01-02 15:10:52.000 [-1] 117.4375 20550 VIX caleb_strategy_v3 [20260400] 2026-01-02 15:20:56.000 [-1] 20.3000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20543 NASDAQ_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:00:10.593000 2026-01-02 15:00:10 226810.593 NaN 20544 SP500_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:00:12.142000 2026-01-02 15:00:34 226812.142 21.858 20545 GBP caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:00:35.294000 2026-01-02 15:01:58 226835.294 82.706 20547 US30 caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:10:52.404000 2026-01-02 15:10:52 227452.404 NaN 20549 RUSSELL caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:20:55.109000 2026-01-02 15:20:55 228055.109 NaN 20550 VIX caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:20:56.811000 2026-01-02 15:20:56 228056.811 NaN 20554 SOYOIL caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:41:31.465000 2026-01-02 15:42:39 229291.465 67.535 20553 SOYMEAL caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:41:30.103000 2026-01-02 15:41:30 229290.103 NaN 20557 SOYMEAL caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:45:26.042000 2026-01-02 15:55:12 229526.042 585.958 20529 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:00:40.987000 2026-01-02 08:01:45 288040.987 64.013 20531 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:07:44.643000 2026-01-02 19:45:03.264000 288464.643 41838.621 20533 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:27:49.778000 2026-01-02 19:45:03.493000 289669.778 40633.715 20535 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:42:35.065000 2026-01-02 19:45:03.585000 290555.065 39748.52 20536 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:52:40.373000 2026-01-02 19:45:03.755000 291160.373 39143.382 20537 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 09:02:50.341000 2026-01-02 19:45:03.894000 291770.341 38533.553 20538 EUROSTX caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 09:12:55.959000 2026-01-02 09:15:34 292375.959 158.041 20530 BUND caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:01:46.828000 2026-01-02 08:07:39 288106.828 352.172 20532 BUND caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:17:45.016000 2026-01-02 19:45:03.381000 289065.016 41238.365 20534 BUND caleb_strategy_v3 2025-12-30 00:00:00 2026-01-02 08:37:50.560000 2026-01-02 08:42:29 290270.56 278.44 20546 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:01:59.285000 2026-01-02 15:10:51 226919.285 531.715 20551 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:21:23.225000 2026-01-02 19:45:04.308000 228083.225 15821.083 20555 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:42:40.339000 2026-01-02 15:45:19 229360.339 158.661 20558 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:55:13.439000 2026-01-02 19:45:04.517000 230113.439 13791.078 20559 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:05:18.843000 2026-01-02 16:05:18 230718.843 NaN 20560 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:06:18.961000 2026-01-02 16:06:19 230778.961 0.039 20561 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:07:20.206000 2026-01-02 16:07:20 230840.206 NaN 20562 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:08:20.548000 2026-01-02 19:45:04.624000 230900.548 13004.076 20563 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:18:27.579000 2026-01-02 19:45:04.715000 231507.579 12397.136 20564 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:28:51.107000 2026-01-02 16:29:35 232131.107 43.893 20565 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:29:51.610000 2026-01-02 19:45:04.801000 232191.61 11713.191 20566 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:39:57.132000 2026-01-02 16:39:57 232797.132 NaN 20567 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:40:58.041000 2026-01-02 16:40:58 232858.041 NaN 20568 DOW caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 16:41:58.600000 2026-01-02 16:41:58 232918.6 NaN 20539 GOLD_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 14:00:37.996000 2026-01-02 14:00:39 223237.996 1.004 20540 GOLD_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 14:01:36.946000 2026-01-02 19:45:04.009000 223296.946 20607.063 20541 GOLD_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 14:11:56.354000 2026-01-02 14:11:56 223916.354 NaN 20542 GOLD_micro caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 14:12:56.899000 2026-01-02 14:12:56 223976.899 NaN 20552 SP400 caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:31:23.779000 2026-01-02 19:45:04.403000 228683.779 15220.624 20548 SP400 caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:10:53.891000 2026-01-02 19:45:04.158000 227453.891 16450.267 20556 SP400 caleb_strategy_v3 2025-12-31 00:00:00 2026-01-02 15:45:20.094000 2026-01-02 15:45:20 229520.094 NaN =================================================================================================================================================================================================================================== Slippage (ticks per lot) =================================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 20543 NASDAQ_micro caleb_strategy_v3 [1] 25456.75 None 25759.5 25759.75 25759.25 25759.25 25751.25 -302.75 -0.25 8.5 8.0 NaN 8.25 20544 SP500_micro caleb_strategy_v3 [1] 6892.5 None 6931.625 6931.75 6931.5 6931.5 6936.75 -39.125 -0.125 -5.0 -5.25 NaN -5.125 20545 GBP caleb_strategy_v3 [1] 1.3473 None 1.34645 1.3465 1.3464 1.3464 1.3464 0.00085 -0.00005 0.0001 0.0 NaN 0.00005 20547 US30 caleb_strategy_v3 [-1] 118.0 None 117.390625 117.375 117.40625 117.40625 117.4375 -0.609375 -0.015625 0.0625 0.03125 NaN 0.046875 20549 RUSSELL caleb_strategy_v3 [1] 2498.0 None 2507.15 2507.2 2507.1 2507.1 2499.9 -9.15 -0.05 7.3 7.2 NaN 7.25 20550 VIX caleb_strategy_v3 [-1] 20.45 None 20.275 20.25 20.3 20.3 20.3 -0.175 -0.025 0.05 -0.0 NaN 0.025 20554 SOYOIL caleb_strategy_v3 [1] 49.08 None 49.25 49.26 49.24 49.24 49.35 -0.17 -0.01 -0.09 -0.11 NaN -0.1 20553 SOYMEAL caleb_strategy_v3 [-1] 304.0 None 300.25 300.2 300.3 300.3 300.4 -3.75 -0.05 0.2 0.1 NaN 0.15 20557 SOYMEAL caleb_strategy_v3 [-1] 304.0 None 300.25 300.2 300.3 300.3 299.9 -3.75 -0.05 -0.3 -0.4 NaN -0.35 20529 EUROSTX caleb_strategy_v3 [1] 5841.0 None 5803.5 5804.0 5803.0 5803.0 5803.0 37.5 -0.5 1.0 0.0 NaN 0.5 20531 EUROSTX caleb_strategy_v3 [1] 5841.0 None 2901.0 5802.0 0.0 0.0 NaN 2940.0 -2901.0 NaN NaN NaN NaN 20533 EUROSTX caleb_strategy_v3 [1] 5841.0 None 5808.5 5809.0 5808.0 5808.0 NaN 32.5 -0.5 NaN NaN NaN NaN 20535 EUROSTX caleb_strategy_v3 [1] 5841.0 None 2918.5 5837.0 0.0 0.0 NaN 2922.5 -2918.5 NaN NaN NaN NaN 20536 EUROSTX caleb_strategy_v3 [1] 5841.0 None 5848.5 5849.0 5848.0 5848.0 NaN -7.5 -0.5 NaN NaN NaN NaN 20537 EUROSTX caleb_strategy_v3 [1] 5841.0 None 2927.5 5855.0 0.0 0.0 NaN 2913.5 -2927.5 NaN NaN NaN NaN 20538 EUROSTX caleb_strategy_v3 [1] 5841.0 None 5864.5 5865.0 5864.0 5864.0 5867.0 -23.5 -0.5 -2.0 -3.0 NaN -2.5 20530 BUND caleb_strategy_v3 [1] 127.57 None 127.225 127.23 127.22 127.22 127.2 0.345 -0.005 0.03 0.02 NaN 0.025 20532 BUND caleb_strategy_v3 [1] 127.57 None 63.6 127.2 0.0 0.0 NaN 63.97 -63.6 NaN NaN NaN NaN 20534 BUND caleb_strategy_v3 [1] 127.57 None 127.235 127.24 127.23 127.23 127.35 0.335 -0.005 -0.11 -0.12 NaN -0.115 20546 DOW caleb_strategy_v3 [1] 48336.0 None 48237.0 48238.0 48236.0 48236.0 48365.0 99.0 -1.0 -127.0 -129.0 NaN -128.0 20551 DOW caleb_strategy_v3 [1] 48336.0 None 24182.5 48365.0 0.0 0.0 NaN 24153.5 -24182.5 NaN NaN NaN NaN 20555 DOW caleb_strategy_v3 [1] 48336.0 None 48236.0 48237.0 48235.0 48235.0 48334.0 100.0 -1.0 -97.0 -99.0 NaN -98.0 20558 DOW caleb_strategy_v3 [1] 48336.0 None 24167.0 48334.0 0.0 0.0 NaN 24169.0 -24167.0 NaN NaN NaN NaN 20559 DOW caleb_strategy_v3 [1] 48336.0 None 48405.0 48406.0 48404.0 48404.0 48360.0 -69.0 -1.0 46.0 44.0 NaN 45.0 20560 DOW caleb_strategy_v3 [1] 48336.0 None 48409.0 48410.0 48408.0 48408.0 48374.0 -73.0 -1.0 36.0 34.0 NaN 35.0 20561 DOW caleb_strategy_v3 [1] 48336.0 None 48409.0 48410.0 48408.0 48408.0 48358.0 -73.0 -1.0 52.0 50.0 NaN 51.0 20562 DOW caleb_strategy_v3 [1] 48336.0 None 48370.0 48371.0 48369.0 48369.0 NaN -34.0 -1.0 NaN NaN NaN NaN 20563 DOW caleb_strategy_v3 [1] 48336.0 None 24192.0 48384.0 0.0 0.0 NaN 24144.0 -24192.0 NaN NaN NaN NaN 20564 DOW caleb_strategy_v3 [1] 48336.0 None 48454.5 48455.0 48454.0 48454.0 48453.0 -118.5 -0.5 2.0 1.0 NaN 1.5 20565 DOW caleb_strategy_v3 [1] 48336.0 None 24226.5 48453.0 0.0 0.0 NaN 24109.5 -24226.5 NaN NaN NaN NaN 20566 DOW caleb_strategy_v3 [1] 48336.0 None 48452.0 48453.0 48451.0 48451.0 48432.0 -116.0 -1.0 21.0 19.0 NaN 20.0 20567 DOW caleb_strategy_v3 [1] 48336.0 None 48452.0 48453.0 48451.0 48451.0 48425.0 -116.0 -1.0 28.0 26.0 NaN 27.0 20568 DOW caleb_strategy_v3 [1] 48336.0 None 48452.0 48453.0 48451.0 48451.0 48418.0 -116.0 -1.0 35.0 33.0 NaN 34.0 20539 GOLD_micro caleb_strategy_v3 [-1] 4365.0 None 4414.85 4414.7 4415.0 4415.0 4413.9 49.85 -0.15 -0.8 -1.1 NaN -0.95 20540 GOLD_micro caleb_strategy_v3 [-1] 4365.0 None 2206.85 4413.7 0.0 0.0 NaN -2158.15 2206.85 NaN NaN NaN NaN 20541 GOLD_micro caleb_strategy_v3 [-1] 4365.0 None 4413.25 4413.1 4413.4 4413.4 4414.6 48.25 -0.15 1.5 1.2 NaN 1.35 20542 GOLD_micro caleb_strategy_v3 [-1] 4365.0 None 4412.4 4412.2 4412.6 4412.6 4414.6 47.4 -0.2 2.4 2.0 NaN 2.2 20552 SP400 caleb_strategy_v3 [-1] 3325.2 None 1672.1 3344.2 0.0 0.0 NaN -1653.1 1672.1 NaN NaN NaN NaN 20548 SP400 caleb_strategy_v3 [-1] 3325.2 None 3348.4 3347.7 3349.1 3349.1 NaN 23.2 -0.7 NaN NaN NaN NaN 20556 SP400 caleb_strategy_v3 [-1] 3325.2 None 3334.3 3333.7 3334.9 3334.9 3344.1 9.1 -0.6 10.4 9.2 NaN 9.8 ==================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) ==================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 20543 NASDAQ_micro caleb_strategy_v3 [1] 4000.567328 -756.767666 -0.624911 21.246986 19.997164 NaN 20.622075 20544 SP500_micro caleb_strategy_v3 [1] 783.352295 -499.455995 -1.595706 -63.828242 -67.019654 NaN -65.423948 20545 GBP caleb_strategy_v3 [1] 0.076945 110.468574 -6.498151 12.996303 0.0 NaN 6.498151 20547 US30 caleb_strategy_v3 [-1] 10.817871 -563.304005 -14.443692 57.77477 28.887385 NaN 43.331077 20549 RUSSELL caleb_strategy_v3 [1] 443.480038 -206.322703 -1.127446 164.607184 162.352291 NaN 163.479737 20550 VIX caleb_strategy_v3 [-1] 6.081337 -287.765648 -41.109378 82.218757 -0.0 NaN 41.109378 20554 SOYOIL caleb_strategy_v3 [1] 9.76751 -174.046397 -10.238023 -92.14221 -112.618257 NaN -102.380234 20553 SOYMEAL caleb_strategy_v3 [-1] 52.39405 -715.730125 -9.543068 38.172273 19.086137 NaN 28.629205 20557 SOYMEAL caleb_strategy_v3 [-1] 52.39405 -715.730125 -9.543068 -57.25841 -76.344547 NaN -66.801478 20529 EUROSTX caleb_strategy_v3 [1] 680.012647 551.460332 -7.352804 14.705609 0.0 NaN 7.352804 20531 EUROSTX caleb_strategy_v3 [1] 680.012647 43234.49005 -42660.971304 NaN NaN NaN NaN 20533 EUROSTX caleb_strategy_v3 [1] 680.012647 477.932288 -7.352804 NaN NaN NaN NaN 20535 EUROSTX caleb_strategy_v3 [1] 680.012647 42977.141895 -42918.31946 NaN NaN NaN NaN 20536 EUROSTX caleb_strategy_v3 [1] 680.012647 -110.292066 -7.352804 NaN NaN NaN NaN 20537 EUROSTX caleb_strategy_v3 [1] 680.012647 42844.791415 -43050.669939 NaN NaN NaN NaN 20538 EUROSTX caleb_strategy_v3 [1] 680.012647 -345.581808 -7.352804 -29.411218 -44.116827 NaN -36.764022 20530 BUND caleb_strategy_v3 [1] 5.233514 659.212884 -9.55381 57.322859 38.21524 NaN 47.76905 20532 BUND caleb_strategy_v3 [1] 5.233514 122231.444013 -121524.46208 NaN NaN NaN NaN 20534 BUND caleb_strategy_v3 [1] 5.233514 640.105264 -9.55381 -210.183818 -229.291438 NaN -219.737628 20546 DOW caleb_strategy_v3 [1] 5263.948651 188.071743 -1.899715 -241.263752 -245.063181 NaN -243.163466 20551 DOW caleb_strategy_v3 [1] 5263.948651 45884.756105 -45939.847828 NaN NaN NaN NaN 20555 DOW caleb_strategy_v3 [1] 5263.948651 189.971458 -1.899715 -184.272314 -188.071743 NaN -186.172029 20558 DOW caleb_strategy_v3 [1] 5263.948651 45914.201681 -45910.402252 NaN NaN NaN NaN 20559 DOW caleb_strategy_v3 [1] 5263.948651 -131.080306 -1.899715 87.386871 83.587442 NaN 85.487156 20560 DOW caleb_strategy_v3 [1] 5263.948651 -138.679164 -1.899715 68.389725 64.590296 NaN 66.49001 20561 DOW caleb_strategy_v3 [1] 5263.948651 -138.679164 -1.899715 98.785158 94.985729 NaN 96.885444 20562 DOW caleb_strategy_v3 [1] 5263.948651 -64.590296 -1.899715 NaN NaN NaN NaN 20563 DOW caleb_strategy_v3 [1] 5263.948651 45866.708817 -45957.895117 NaN NaN NaN NaN 20564 DOW caleb_strategy_v3 [1] 5263.948651 -225.116178 -0.949857 3.799429 1.899715 NaN 2.849572 20565 DOW caleb_strategy_v3 [1] 5263.948651 45801.168664 -46023.43527 NaN NaN NaN NaN 20566 DOW caleb_strategy_v3 [1] 5263.948651 -220.366891 -1.899715 39.894006 36.094577 NaN 37.994292 20567 DOW caleb_strategy_v3 [1] 5263.948651 -220.366891 -1.899715 53.192008 49.392579 NaN 51.292294 20568 DOW caleb_strategy_v3 [1] 5263.948651 -220.366891 -1.899715 66.49001 62.690581 NaN 64.590296 20539 GOLD_micro caleb_strategy_v3 [-1] 904.059503 551.401759 -1.659183 -8.848975 -12.167341 NaN -10.508158 20540 GOLD_micro caleb_strategy_v3 [-1] 904.059503 -23871.769432 24410.450789 NaN NaN NaN NaN 20541 GOLD_micro caleb_strategy_v3 [-1] 904.059503 533.703809 -1.659183 16.591828 13.273463 NaN 14.932645 20542 GOLD_micro caleb_strategy_v3 [-1] 904.059503 524.301773 -2.212244 26.546925 22.122438 NaN 24.334681 20552 SP400 caleb_strategy_v3 [-1] 493.789982 -33477.795415 33862.574384 NaN NaN NaN NaN 20548 SP400 caleb_strategy_v3 [-1] 493.789982 469.835372 -14.176067 NaN NaN NaN NaN 20556 SP400 caleb_strategy_v3 [-1] 493.789982 184.288874 -12.150915 210.615856 186.314027 NaN 198.464942 ============================================================================================================================================================================ 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 20543 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -605.5 -0.5 17.0 16.0 NaN 16.5 20544 SP500_micro caleb_strategy_v3 [1] 5.0 -195.625 -0.625 -25.0 -26.25 NaN -25.625 20545 GBP caleb_strategy_v3 [1] 62500.0 53.125 -3.125 6.25 0.0 NaN 3.125 20547 US30 caleb_strategy_v3 [-1] 1000.0 -609.375 -15.625 62.5 31.25 NaN 46.875 20549 RUSSELL caleb_strategy_v3 [1] 5.0 -45.75 -0.25 36.5 36.0 NaN 36.25 20550 VIX caleb_strategy_v3 [-1] 1000.0 -175.0 -25.0 50.0 -0.0 NaN 25.0 20554 SOYOIL caleb_strategy_v3 [1] 600.0 -102.0 -6.0 -54.0 -66.0 NaN -60.0 20553 SOYMEAL caleb_strategy_v3 [-1] 100.0 -375.0 -5.0 20.0 10.0 NaN 15.0 20557 SOYMEAL caleb_strategy_v3 [-1] 100.0 -375.0 -5.0 -30.0 -40.0 NaN -35.0 20529 EUROSTX caleb_strategy_v3 [1] 11.74385 440.394375 -5.871925 11.74385 0.0 NaN 5.871925 20531 EUROSTX caleb_strategy_v3 [1] 11.74385 34526.919 -34068.90885 NaN NaN NaN NaN 20533 EUROSTX caleb_strategy_v3 [1] 11.74385 381.675125 -5.871925 NaN NaN NaN NaN 20535 EUROSTX caleb_strategy_v3 [1] 11.74385 34321.401625 -34274.426225 NaN NaN NaN NaN 20536 EUROSTX caleb_strategy_v3 [1] 11.74385 -88.078875 -5.871925 NaN NaN NaN NaN 20537 EUROSTX caleb_strategy_v3 [1] 11.74385 34215.706975 -34380.120875 NaN NaN NaN NaN 20538 EUROSTX caleb_strategy_v3 [1] 11.74385 -275.980475 -5.871925 -23.4877 -35.23155 NaN -29.359625 20530 BUND caleb_strategy_v3 [1] 1174.385 405.162825 -5.871925 35.23155 23.4877 NaN 29.359625 20532 BUND caleb_strategy_v3 [1] 1174.385 75125.40845 -74690.886 NaN NaN NaN NaN 20534 BUND caleb_strategy_v3 [1] 1174.385 393.418975 -5.871925 -129.18235 -140.9262 NaN -135.054275 20546 DOW caleb_strategy_v3 [1] 0.5 49.5 -0.5 -63.5 -64.5 NaN -64.0 20551 DOW caleb_strategy_v3 [1] 0.5 12076.75 -12091.25 NaN NaN NaN NaN 20555 DOW caleb_strategy_v3 [1] 0.5 50.0 -0.5 -48.5 -49.5 NaN -49.0 20558 DOW caleb_strategy_v3 [1] 0.5 12084.5 -12083.5 NaN NaN NaN NaN 20559 DOW caleb_strategy_v3 [1] 0.5 -34.5 -0.5 23.0 22.0 NaN 22.5 20560 DOW caleb_strategy_v3 [1] 0.5 -36.5 -0.5 18.0 17.0 NaN 17.5 20561 DOW caleb_strategy_v3 [1] 0.5 -36.5 -0.5 26.0 25.0 NaN 25.5 20562 DOW caleb_strategy_v3 [1] 0.5 -17.0 -0.5 NaN NaN NaN NaN 20563 DOW caleb_strategy_v3 [1] 0.5 12072.0 -12096.0 NaN NaN NaN NaN 20564 DOW caleb_strategy_v3 [1] 0.5 -59.25 -0.25 1.0 0.5 NaN 0.75 20565 DOW caleb_strategy_v3 [1] 0.5 12054.75 -12113.25 NaN NaN NaN NaN 20566 DOW caleb_strategy_v3 [1] 0.5 -58.0 -0.5 10.5 9.5 NaN 10.0 20567 DOW caleb_strategy_v3 [1] 0.5 -58.0 -0.5 14.0 13.0 NaN 13.5 20568 DOW caleb_strategy_v3 [1] 0.5 -58.0 -0.5 17.5 16.5 NaN 17.0 20539 GOLD_micro caleb_strategy_v3 [-1] 10.0 498.5 -1.5 -8.0 -11.0 NaN -9.5 20540 GOLD_micro caleb_strategy_v3 [-1] 10.0 -21581.5 22068.5 NaN NaN NaN NaN 20541 GOLD_micro caleb_strategy_v3 [-1] 10.0 482.5 -1.5 15.0 12.0 NaN 13.5 20542 GOLD_micro caleb_strategy_v3 [-1] 10.0 474.0 -2.0 24.0 20.0 NaN 22.0 20552 SP400 caleb_strategy_v3 [-1] 100.0 -165310.0 167210.0 NaN NaN NaN NaN 20548 SP400 caleb_strategy_v3 [-1] 100.0 2320.0 -70.0 NaN NaN NaN NaN 20556 SP400 caleb_strategy_v3 [-1] 100.0 910.0 -60.0 1040.0 920.0 NaN 980.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 75923.99025 DOW 48029.75 EUROSTX 103522.03775 GBP 53.125 GOLD_micro -20126.5 NASDAQ_micro -605.5 RUSSELL -45.75 SOYMEAL -750.0 SOYOIL -102.0 SP400 -162080.0 SP500_micro -195.625 US30 -609.375 VIX -175.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 42839.153 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -74702.62985 DOW -48388.75 EUROSTX -102746.94365 GBP -3.125 GOLD_micro 22063.5 NASDAQ_micro -0.5 RUSSELL -0.25 SOYMEAL -10.0 SOYOIL -6.0 SP400 167080.0 SP500_micro -0.625 US30 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -36755.9485 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -93.9508 DOW -2.0 EUROSTX -11.74385 GBP 6.25 GOLD_micro 31.0 NASDAQ_micro 17.0 RUSSELL 36.5 SOYMEAL -10.0 SOYOIL -54.0 SP400 1040.0 SP500_micro -25.0 US30 62.5 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1046.55535 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -117.4385 DOW -10.5 EUROSTX -35.23155 GBP 0.0 GOLD_micro 21.0 NASDAQ_micro 16.0 RUSSELL 36.0 SOYMEAL -30.0 SOYOIL -66.0 SP400 920.0 SP500_micro -26.25 US30 31.25 VIX -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 738.82995 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 DOW 0 EUROSTX 0 GBP 0 GOLD_micro 0 NASDAQ_micro 0 RUSSELL 0 SOYMEAL 0 SOYOIL 0 SP400 0 SP500_micro 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 BUND -105.69465 DOW -6.25 EUROSTX -23.4877 GBP 3.125 GOLD_micro 26.0 NASDAQ_micro 16.5 RUSSELL 36.25 SOYMEAL -20.0 SOYOIL -60.0 SP400 980.0 SP500_micro -25.625 US30 46.875 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 892.69265 ******************************************************************************** END OF REPORT ********************************************************************************