******************************************************************************** Trades report produced on 06/01/2026 21:42 from 05/01/2026 21:42 to 06/01/2026 21:42 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20597 COPPER caleb_strategy_v3 [20260300] 2026-01-06 14:20:46.000 [1] 6.0390 20595 COPPER caleb_strategy_v3 [20260300] 2026-01-06 19:45:04.987 [0] NaN 20593 COPPER caleb_strategy_v3 [20260300] 2026-01-06 19:45:04.847 [0] NaN 20603 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:11:54.000 [-1] 49390.0000 20615 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:28:46.000 [-1] 49432.0000 20614 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:27:46.000 [-1] 49419.0000 20613 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:26:45.000 [-1] 49433.0000 20611 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:25:45.000 [-1] 49429.0000 20609 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:24:45.000 [-1] 49409.0000 20606 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:22:02.000 [-1] 49381.0000 20598 DOW caleb_strategy_v3 [20260300] 2026-01-06 15:00:58.000 [-1] 49335.0000 20617 FEEDCOW caleb_strategy_v3 [20260400] 2026-01-06 15:32:37.000 [1] 356.8750 20588 GASOIL caleb_strategy_v3 [20260400] 2026-01-06 19:45:04.637 [0] NaN 20590 GASOIL caleb_strategy_v3 [20260400] 2026-01-06 09:20:25.000 [1] 611.7500 20589 GASOIL caleb_strategy_v3 [20260400] 2026-01-06 19:45:04.734 [0] NaN 20596 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-06 14:20:45.000 [-1] 2.8300 20594 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-06 14:10:39.000 [-1] 2.8150 20592 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-06 14:00:19.000 [-1] 2.7900 20600 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-06 15:01:01.000 [-1] 25764.5000 20582 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 03:18:54.000 [1] 52250.0000 20584 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 19:45:04.492 [0] NaN 20581 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 19:45:04.274 [0] NaN 20585 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 03:50:04.000 [1] 52290.0000 20583 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 19:45:04.403 [0] NaN 20580 NIKKEI caleb_strategy_v3 [20260300] 2026-01-06 03:07:44.000 [1] 52240.0000 20586 OAT caleb_strategy_v3 [20260300] 2026-01-06 08:01:02.000 [1] 120.3100 20587 OAT caleb_strategy_v3 [20260300] 2026-01-06 08:02:02.000 [1] 120.3100 20601 RUSSELL caleb_strategy_v3 [20260300] 2026-01-06 15:01:29.000 [-1] 2560.1000 20591 SILVER-mini caleb_strategy_v3 [20260500] 2026-01-06 14:00:18.000 [-1] 79.6625 20616 SOYOIL caleb_strategy_v3 [20260500] 2026-01-06 15:30:49.000 [-1] 50.5500 20618 SOYOIL caleb_strategy_v3 [20260500] 2026-01-06 15:32:44.000 [-1] 50.6000 20602 SP400 caleb_strategy_v3 [20260300] 2026-01-06 19:45:05.100 [0] NaN 20608 SP400 caleb_strategy_v3 [20260300] 2026-01-06 15:24:39.000 [1] 3426.5000 20605 SP400 caleb_strategy_v3 [20260300] 2026-01-06 19:45:05.205 [0] NaN 20607 SP500_micro caleb_strategy_v3 [20260300] 2026-01-06 15:22:03.000 [-1] 6971.7500 20604 SP500_micro caleb_strategy_v3 [20260300] 2026-01-06 15:11:55.000 [-1] 6970.0000 20599 SP500_micro caleb_strategy_v3 [20260300] 2026-01-06 15:01:00.000 [-1] 6970.5000 20612 SP500_micro caleb_strategy_v3 [20260300] 2026-01-06 15:25:46.000 [-1] 6975.7500 20610 SP500_micro caleb_strategy_v3 [20260300] 2026-01-06 15:24:45.000 [-1] 6974.2500 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20586 OAT caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 08:01:02.515000 2026-01-06 08:01:02 115262.515 NaN 20587 OAT caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 08:02:02.431000 2026-01-06 08:02:02 115322.431 NaN 20591 SILVER-mini caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:00:18.198000 2026-01-06 14:00:18 136818.198 NaN 20592 GAS_US_mini caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:00:19.535000 2026-01-06 14:00:19 136819.535 NaN 20594 GAS_US_mini caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:10:39.934000 2026-01-06 14:10:39 137439.934 NaN 20596 GAS_US_mini caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:20:45.306000 2026-01-06 14:20:45 138045.306 NaN 20600 NASDAQ_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:01:01.580000 2026-01-06 15:01:01 140461.58 NaN 20601 RUSSELL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:01:03.413000 2026-01-06 15:01:29 140463.413 25.587 20610 SP500_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:24:45.841000 2026-01-06 15:24:45 141885.841 NaN 20612 SP500_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:25:46.438000 2026-01-06 15:25:46 141946.438 NaN 20599 SP500_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:01:00.033000 2026-01-06 15:01:00 140460.033 NaN 20604 SP500_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:11:55.249000 2026-01-06 15:11:55 141115.249 NaN 20607 SP500_micro caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:22:03.833000 2026-01-06 15:22:03 141723.833 NaN 20609 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:24:45.332000 2026-01-06 15:24:45 141885.332 NaN 20611 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:25:45.825000 2026-01-06 15:25:45 141945.825 NaN 20613 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:26:45.926000 2026-01-06 15:26:45 142005.926 NaN 20614 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:27:46.266000 2026-01-06 15:27:46 142066.266 NaN 20615 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:28:46.367000 2026-01-06 15:28:46 142126.367 NaN 20598 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:00:58.538000 2026-01-06 15:00:58 140458.538 NaN 20603 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:11:54.571000 2026-01-06 15:11:54 141114.571 NaN 20606 DOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:22:02.664000 2026-01-06 15:22:02 141722.664 NaN 20617 FEEDCOW caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:30:50.439000 2026-01-06 15:32:37 142250.439 106.561 20616 SOYOIL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:30:48.236000 2026-01-06 15:30:49 142248.236 0.764 20618 SOYOIL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:32:44.510000 2026-01-06 15:32:44 142364.51 NaN 20580 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:01:24.710000 2026-01-06 03:07:44 97284.71 379.29 20581 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:08:49.094000 2026-01-06 19:45:04.274000 97729.094 59775.18 20582 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:18:54.028000 2026-01-06 03:18:54 98334.028 NaN 20583 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:19:54.059000 2026-01-06 19:45:04.403000 98394.059 59110.344 20584 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:29:58.974000 2026-01-06 19:45:04.492000 98998.974 58505.518 20585 NIKKEI caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 03:40:05.649000 2026-01-06 03:50:04 99605.649 598.351 20588 GASOIL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 09:00:09.632000 2026-01-06 19:45:04.637000 118809.632 38695.005 20589 GASOIL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 09:10:18.815000 2026-01-06 19:45:04.734000 119418.815 38085.919 20590 GASOIL caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 09:20:25.109000 2026-01-06 09:20:25 120025.109 NaN 20593 COPPER caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:00:20.918000 2026-01-06 19:45:04.847000 136820.918 20683.929 20595 COPPER caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:10:40.623000 2026-01-06 19:45:04.987000 137440.623 20064.364 20597 COPPER caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 14:20:46.093000 2026-01-06 14:20:46 138046.093 NaN 20608 SP400 caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:22:04.640000 2026-01-06 15:24:39 141724.64 154.36 20602 SP400 caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:01:30.413000 2026-01-06 19:45:05.100000 140490.413 17014.687 20605 SP400 caleb_strategy_v3 2026-01-05 00:00:00 2026-01-06 15:11:55.873000 2026-01-06 19:45:05.205000 141115.873 16389.332 =============================================================================================================================================================================================================================== 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 20586 OAT caleb_strategy_v3 [1] 120.44 None 120.345 120.35 120.34 120.34 120.31 0.095 -0.005 0.04 0.03 NaN 0.035 20587 OAT caleb_strategy_v3 [1] 120.44 None 120.335 120.34 120.33 120.33 120.31 0.105 -0.005 0.03 0.02 NaN 0.025 20591 SILVER-mini caleb_strategy_v3 [-1] 76.4625 None 79.00625 78.9875 79.025 79.025 79.6625 2.54375 -0.01875 0.675 0.6375 NaN 0.65625 20592 GAS_US_mini caleb_strategy_v3 [-1] 2.895 None 2.8125 2.81 2.815 NaN 2.79 -0.0825 -0.0025 -0.02 NaN NaN -0.0225 20594 GAS_US_mini caleb_strategy_v3 [-1] 2.895 None 2.795 2.79 2.8 2.8 2.815 -0.1 -0.005 0.025 0.015 NaN 0.02 20596 GAS_US_mini caleb_strategy_v3 [-1] 2.895 None 2.8175 2.815 2.82 2.82 2.83 -0.0775 -0.0025 0.015 0.01 NaN 0.0125 20600 NASDAQ_micro caleb_strategy_v3 [-1] 25577.25 None 25728.5 25728.25 25728.75 25728.75 25764.5 151.25 -0.25 36.25 35.75 NaN 36.0 20601 RUSSELL caleb_strategy_v3 [-1] 2567.3 None 2561.85 2561.8 2561.9 2561.9 2560.1 -5.45 -0.05 -1.7 -1.8 NaN -1.75 20610 SP500_micro caleb_strategy_v3 [-1] 6944.5 None 6964.375 6964.25 6964.5 6964.5 6974.25 19.875 -0.125 10.0 9.75 NaN 9.875 20612 SP500_micro caleb_strategy_v3 [-1] 6944.5 None 6964.375 6964.25 6964.5 6964.5 6975.75 19.875 -0.125 11.5 11.25 NaN 11.375 20599 SP500_micro caleb_strategy_v3 [-1] 6944.5 None 6964.375 6964.25 6964.5 6964.5 6970.5 19.875 -0.125 6.25 6.0 NaN 6.125 20604 SP500_micro caleb_strategy_v3 [-1] 6944.5 None 6964.375 6964.25 6964.5 6964.5 6970.0 19.875 -0.125 5.75 5.5 NaN 5.625 20607 SP500_micro caleb_strategy_v3 [-1] 6944.5 None 6964.375 6964.25 6964.5 6964.5 6971.75 19.875 -0.125 7.5 7.25 NaN 7.375 20609 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49409.0 -28.0 -1.0 116.0 114.0 NaN 115.0 20611 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49429.0 -28.0 -1.0 136.0 134.0 NaN 135.0 20613 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49433.0 -28.0 -1.0 140.0 138.0 NaN 139.0 20614 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49419.0 -28.0 -1.0 126.0 124.0 NaN 125.0 20615 DOW caleb_strategy_v3 [-1] 49322.0 None 49417.0 49416.0 49418.0 49418.0 49432.0 95.0 -1.0 16.0 14.0 NaN 15.0 20598 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49335.0 -28.0 -1.0 42.0 40.0 NaN 41.0 20603 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49390.0 -28.0 -1.0 97.0 95.0 NaN 96.0 20606 DOW caleb_strategy_v3 [-1] 49322.0 None 49294.0 49293.0 49295.0 49295.0 49381.0 -28.0 -1.0 88.0 86.0 NaN 87.0 20617 FEEDCOW caleb_strategy_v3 [1] 355.3 None 356.8125 356.875 356.75 356.75 356.875 -1.5125 -0.0625 0.0 -0.125 NaN -0.0625 20616 SOYOIL caleb_strategy_v3 [-1] 50.36 None 50.44 50.43 50.45 50.45 50.55 0.08 -0.01 0.12 0.1 NaN 0.11 20618 SOYOIL caleb_strategy_v3 [-1] 50.36 None 50.44 50.43 50.45 50.45 50.6 0.08 -0.01 0.17 0.15 NaN 0.16 20580 NIKKEI caleb_strategy_v3 [1] 52140.0 None 52197.5 52200.0 52195.0 52195.0 52240.0 -57.5 -2.5 -40.0 -45.0 NaN -42.5 20581 NIKKEI caleb_strategy_v3 [1] 52140.0 None 26120.0 52240.0 0.0 0.0 NaN 26020.0 -26120.0 NaN NaN NaN NaN 20582 NIKKEI caleb_strategy_v3 [1] 52140.0 None 52252.5 52255.0 52250.0 52250.0 52250.0 -112.5 -2.5 5.0 0.0 NaN 2.5 20583 NIKKEI caleb_strategy_v3 [1] 52140.0 None 26130.0 52260.0 0.0 0.0 NaN 26010.0 -26130.0 NaN NaN NaN NaN 20584 NIKKEI caleb_strategy_v3 [1] 52140.0 None 52242.5 52245.0 52240.0 52240.0 NaN -102.5 -2.5 NaN NaN NaN NaN 20585 NIKKEI caleb_strategy_v3 [1] 52140.0 None 52232.5 52235.0 52230.0 52230.0 52290.0 -92.5 -2.5 -55.0 -60.0 NaN -57.5 20588 GASOIL caleb_strategy_v3 [1] 611.25 None 608.625 608.75 608.5 608.5 NaN 2.625 -0.125 NaN NaN NaN NaN 20589 GASOIL caleb_strategy_v3 [1] 611.25 None 304.875 609.75 0.0 0.0 NaN 306.375 -304.875 NaN NaN NaN NaN 20590 GASOIL caleb_strategy_v3 [1] 611.25 None 611.875 612.0 611.75 611.75 611.75 -0.625 -0.125 0.25 0.0 NaN 0.125 20593 COPPER caleb_strategy_v3 [1] 6.003 None 6.01025 6.011 6.0095 6.0095 NaN -0.00725 -0.00075 NaN NaN NaN NaN 20595 COPPER caleb_strategy_v3 [1] 6.003 None 3.02275 6.0455 0.0 0.0 NaN 2.98025 -3.02275 NaN NaN NaN NaN 20597 COPPER caleb_strategy_v3 [1] 6.003 None 6.05375 6.0545 6.053 6.053 6.039 -0.05075 -0.00075 0.0155 0.014 NaN 0.01475 20608 SP400 caleb_strategy_v3 [1] 3420.5 None 3421.7 3422.1 3421.3 3421.3 3426.5 -1.2 -0.4 -4.4 -5.2 NaN -4.8 20602 SP400 caleb_strategy_v3 [1] 3420.5 None 3408.9 3409.4 3408.4 3408.4 NaN 11.6 -0.5 NaN NaN NaN NaN 20605 SP400 caleb_strategy_v3 [1] 3420.5 None 1707.3 3414.6 0.0 0.0 NaN 1713.2 -1707.3 NaN NaN NaN NaN =================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 20586 OAT caleb_strategy_v3 [1] 5.434072 174.822844 -9.201202 73.609619 55.207214 NaN 64.408416 20587 OAT caleb_strategy_v3 [1] 5.434072 193.225249 -9.201202 55.207214 36.804809 NaN 46.006012 20591 SILVER-mini caleb_strategy_v3 [-1] 38.568007 659.549245 -4.861542 175.015524 165.29244 NaN 170.153982 20592 GAS_US_mini caleb_strategy_v3 [-1] 2.204985 -374.152274 -11.337948 -90.703582 NaN NaN -102.041529 20594 GAS_US_mini caleb_strategy_v3 [-1] 2.204985 -453.517908 -22.675895 113.379477 68.027686 NaN 90.703582 20596 GAS_US_mini caleb_strategy_v3 [-1] 2.204985 -351.476379 -11.337948 68.027686 45.351791 NaN 56.689739 20600 NASDAQ_micro caleb_strategy_v3 [-1] 3954.849339 382.441876 -0.632135 91.659623 90.395352 NaN 91.027488 20601 RUSSELL caleb_strategy_v3 [-1] 454.927567 -119.799291 -1.099076 -37.368586 -39.566738 NaN -38.467662 20610 SP500_micro caleb_strategy_v3 [-1] 776.601476 255.922769 -1.609577 128.766173 125.547019 NaN 127.156596 20612 SP500_micro caleb_strategy_v3 [-1] 776.601476 255.922769 -1.609577 148.081099 144.861945 NaN 146.471522 20599 SP500_micro caleb_strategy_v3 [-1] 776.601476 255.922769 -1.609577 80.478858 77.259704 NaN 78.869281 20604 SP500_micro caleb_strategy_v3 [-1] 776.601476 255.922769 -1.609577 74.040549 70.821395 NaN 72.430972 20607 SP500_micro caleb_strategy_v3 [-1] 776.601476 255.922769 -1.609577 96.57463 93.355475 NaN 94.965053 20609 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 205.464978 201.922479 NaN 203.693728 20611 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 240.889975 237.347475 NaN 239.118725 20613 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 247.974974 244.432474 NaN 246.203724 20614 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 223.177476 219.634977 NaN 221.406227 20615 DOW caleb_strategy_v3 [-1] 5645.731012 168.268732 -1.77125 28.339997 24.797497 NaN 26.568747 20598 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 74.392492 70.849993 NaN 72.621242 20603 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 171.811232 168.268732 NaN 170.039982 20606 DOW caleb_strategy_v3 [-1] 5645.731012 -49.594995 -1.77125 155.869984 152.327484 NaN 154.098734 20617 FEEDCOW caleb_strategy_v3 [1] 56.029893 -269.94519 -11.15476 0.0 -22.30952 NaN -11.15476 20616 SOYOIL caleb_strategy_v3 [-1] 9.695996 82.508286 -10.313536 123.762429 103.135358 NaN 113.448893 20618 SOYOIL caleb_strategy_v3 [-1] 9.695996 82.508286 -10.313536 175.330108 154.703036 NaN 165.016572 20580 NIKKEI caleb_strategy_v3 [1] 9258.353477 -62.106075 -2.700264 -43.204226 -48.604755 NaN -45.904491 20581 NIKKEI caleb_strategy_v3 [1] 9258.353477 28104.349293 -28212.359859 NaN NaN NaN NaN 20582 NIKKEI caleb_strategy_v3 [1] 9258.353477 -121.511887 -2.700264 5.400528 0.0 NaN 2.700264 20583 NIKKEI caleb_strategy_v3 [1] 9258.353477 28093.548237 -28223.160916 NaN NaN NaN NaN 20584 NIKKEI caleb_strategy_v3 [1] 9258.353477 -110.71083 -2.700264 NaN NaN NaN NaN 20585 NIKKEI caleb_strategy_v3 [1] 9258.353477 -99.909774 -2.700264 -59.405811 -64.80634 NaN -62.106075 20588 GASOIL caleb_strategy_v3 [1] 164.610064 159.467771 -7.593703 NaN NaN NaN NaN 20589 GASOIL caleb_strategy_v3 [1] 164.610064 18612.16698 -18521.042539 NaN NaN NaN NaN 20590 GASOIL caleb_strategy_v3 [1] 164.610064 -37.968517 -7.593703 15.187407 0.0 NaN 7.593703 20593 COPPER caleb_strategy_v3 [1] 1.757306 -41.25633 -4.267896 NaN NaN NaN NaN 20595 COPPER caleb_strategy_v3 [1] 1.757306 16959.197097 -17201.044551 NaN NaN NaN NaN 20597 COPPER caleb_strategy_v3 [1] 1.757306 -288.794313 -4.267896 88.203189 79.667397 NaN 83.935293 20608 SP400 caleb_strategy_v3 [1] 522.725175 -22.956614 -7.652205 -84.174251 -99.47866 NaN -91.826455 20602 SP400 caleb_strategy_v3 [1] 522.725175 221.913934 -9.565256 NaN NaN NaN NaN 20605 SP400 caleb_strategy_v3 [1] 522.725175 32774.392399 -32661.522381 NaN NaN NaN NaN ============================================================================================================================================================================ Slippage (In base currency) ============================================================================================================================================================================ instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 20586 OAT caleb_strategy_v3 [1] 1174.005 111.530475 -5.870025 46.9602 35.22015 NaN 41.090175 20587 OAT caleb_strategy_v3 [1] 1174.005 123.270525 -5.870025 35.22015 23.4801 NaN 29.350125 20591 SILVER-mini caleb_strategy_v3 [-1] 2500.0 6359.375 -46.875 1687.5 1593.75 NaN 1640.625 20592 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -206.25 -6.25 -50.0 NaN NaN -56.25 20594 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -250.0 -12.5 62.5 37.5 NaN 50.0 20596 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -193.75 -6.25 37.5 25.0 NaN 31.25 20600 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 302.5 -0.5 72.5 71.5 NaN 72.0 20601 RUSSELL caleb_strategy_v3 [-1] 5.0 -27.25 -0.25 -8.5 -9.0 NaN -8.75 20610 SP500_micro caleb_strategy_v3 [-1] 5.0 99.375 -0.625 50.0 48.75 NaN 49.375 20612 SP500_micro caleb_strategy_v3 [-1] 5.0 99.375 -0.625 57.5 56.25 NaN 56.875 20599 SP500_micro caleb_strategy_v3 [-1] 5.0 99.375 -0.625 31.25 30.0 NaN 30.625 20604 SP500_micro caleb_strategy_v3 [-1] 5.0 99.375 -0.625 28.75 27.5 NaN 28.125 20607 SP500_micro caleb_strategy_v3 [-1] 5.0 99.375 -0.625 37.5 36.25 NaN 36.875 20609 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 58.0 57.0 NaN 57.5 20611 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 68.0 67.0 NaN 67.5 20613 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 70.0 69.0 NaN 69.5 20614 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 63.0 62.0 NaN 62.5 20615 DOW caleb_strategy_v3 [-1] 0.5 47.5 -0.5 8.0 7.0 NaN 7.5 20598 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 21.0 20.0 NaN 20.5 20603 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 48.5 47.5 NaN 48.0 20606 DOW caleb_strategy_v3 [-1] 0.5 -14.0 -0.5 44.0 43.0 NaN 43.5 20617 FEEDCOW caleb_strategy_v3 [1] 500.0 -756.25 -31.25 0.0 -62.5 NaN -31.25 20616 SOYOIL caleb_strategy_v3 [-1] 600.0 48.0 -6.0 72.0 60.0 NaN 66.0 20618 SOYOIL caleb_strategy_v3 [-1] 600.0 48.0 -6.0 102.0 90.0 NaN 96.0 20580 NIKKEI caleb_strategy_v3 [1] 0.640027 -36.801531 -1.600067 -25.601065 -28.801198 NaN -27.201132 20581 NIKKEI caleb_strategy_v3 [1] 0.640027 16653.492785 -16717.495448 NaN NaN NaN NaN 20582 NIKKEI caleb_strategy_v3 [1] 0.640027 -72.002995 -1.600067 3.200133 0.0 NaN 1.600067 20583 NIKKEI caleb_strategy_v3 [1] 0.640027 16647.092519 -16723.895714 NaN NaN NaN NaN 20584 NIKKEI caleb_strategy_v3 [1] 0.640027 -65.602729 -1.600067 NaN NaN NaN NaN 20585 NIKKEI caleb_strategy_v3 [1] 0.640027 -59.202463 -1.600067 -35.201464 -38.401598 NaN -36.801531 20588 GASOIL caleb_strategy_v3 [1] 100.0 262.5 -12.5 NaN NaN NaN NaN 20589 GASOIL caleb_strategy_v3 [1] 100.0 30637.5 -30487.5 NaN NaN NaN NaN 20590 GASOIL caleb_strategy_v3 [1] 100.0 -62.5 -12.5 25.0 0.0 NaN 12.5 20593 COPPER caleb_strategy_v3 [1] 25000.0 -181.25 -18.75 NaN NaN NaN NaN 20595 COPPER caleb_strategy_v3 [1] 25000.0 74506.25 -75568.75 NaN NaN NaN NaN 20597 COPPER caleb_strategy_v3 [1] 25000.0 -1268.75 -18.75 387.5 350.0 NaN 368.75 20608 SP400 caleb_strategy_v3 [1] 100.0 -120.0 -40.0 -440.0 -520.0 NaN -480.0 20602 SP400 caleb_strategy_v3 [1] 100.0 1160.0 -50.0 NaN NaN NaN NaN 20605 SP400 caleb_strategy_v3 [1] 100.0 171320.0 -170730.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER 73056.25 DOW -50.5 FEEDCOW -756.25 GASOIL 30837.5 GAS_US_mini -650.0 NASDAQ_micro 302.5 NIKKEI 33066.975586 OAT 234.801 RUSSELL -27.25 SILVER-mini 6359.375 SOYOIL 96.0 SP400 172360.0 SP500_micro 496.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 315326.276586 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -75606.25 DOW -4.0 FEEDCOW -31.25 GASOIL -30512.5 GAS_US_mini -25.0 NASDAQ_micro -0.5 NIKKEI -33447.791428 OAT -11.74005 RUSSELL -0.25 SILVER-mini -46.875 SOYOIL -12.0 SP400 -170820.0 SP500_micro -3.125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -310521.281478 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER 387.5 DOW 380.5 FEEDCOW 0.0 GASOIL 25.0 GAS_US_mini 50.0 NASDAQ_micro 72.5 NIKKEI -57.602396 OAT 82.18035 RUSSELL -8.5 SILVER-mini 1687.5 SOYOIL 174.0 SP400 -440.0 SP500_micro 205.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 2558.077954 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 350.0 DOW 372.5 FEEDCOW -62.5 GASOIL 0.0 GAS_US_mini 62.5 NASDAQ_micro 71.5 NIKKEI -67.202796 OAT 58.70025 RUSSELL -9.0 SILVER-mini 1593.75 SOYOIL 150.0 SP400 -520.0 SP500_micro 198.75 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 2198.997454 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 DOW 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 RUSSELL 0 SILVER-mini 0 SOYOIL 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 COPPER 368.75 DOW 376.5 FEEDCOW -31.25 GASOIL 12.5 GAS_US_mini 25.0 NASDAQ_micro 72.0 NIKKEI -62.402596 OAT 70.4403 RUSSELL -8.75 SILVER-mini 1640.625 SOYOIL 162.0 SP400 -480.0 SP500_micro 201.875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 2347.287704 ******************************************************************************** END OF REPORT ********************************************************************************