******************************************************************************** Trades report produced on 16/01/2026 21:37 from 15/01/2026 21:37 to 16/01/2026 21:37 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20766 EUR caleb_strategy_v3 [20260300] 2026-01-16 15:00:12.000 [-1] 1.165 20767 GBP caleb_strategy_v3 [20260300] 2026-01-16 15:02:33.000 [-1] 1.340 20763 NIKKEI caleb_strategy_v3 [20260300] 2026-01-16 03:20:56.000 [1] 53940.000 20762 NIKKEI caleb_strategy_v3 [20260300] 2026-01-16 19:45:01.132 [0] NaN 20761 NIKKEI caleb_strategy_v3 [20260300] 2026-01-16 03:09:49.000 [1] 53930.000 20764 NIKKEI caleb_strategy_v3 [20260300] 2026-01-16 19:45:01.210 [0] NaN 20765 NIKKEI caleb_strategy_v3 [20260300] 2026-01-16 03:37:57.000 [1] 53910.000 20779 SOYMEAL caleb_strategy_v3 [20260500] 2026-01-16 15:30:29.000 [1] 294.900 20772 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:15:34.000 [1, -1] -0.870 20768 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:03:08.000 [1, -1] -0.850 20769 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:03:31.000 [1, -1] -0.860 20793 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 16:04:41.000 [1, -1] -0.870 20792 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:58:42.000 [1, -1] -0.870 20791 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:58:37.000 [1, -1] -0.870 20790 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:52:37.000 [1, -1] -0.850 20789 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:51:37.000 [1, -1] -0.850 20788 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:50:37.000 [1, -1] -0.850 20787 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:50:32.000 [1, -1] -0.850 20786 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:44:33.000 [1, -1] -0.840 20785 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:43:33.000 [1, -1] -0.840 20784 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:42:32.000 [1, -1] -0.850 20783 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:42:27.000 [1, -1] -0.850 20770 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:09:30.000 [1, -1] -0.870 20781 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:36:23.000 [1, -1] -0.850 20780 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:30:30.000 [1, -1] -0.860 20778 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:30:18.000 [1, -1] -0.860 20777 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:24:19.000 [1, -1] -0.880 20776 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:24:14.000 [1, -1] -0.880 20775 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:21:44.000 [1, -1] -0.870 20774 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:21:39.000 [1, -1] -0.870 20773 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:15:40.000 [1, -1] -0.870 20771 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:09:35.000 [1, -1] -0.880 20782 VIX _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2026-01-16 15:36:28.000 [1, -1] -0.850 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20766 EUR caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 15:00:11.837000 2026-01-16 15:00:12 140411.837 0.163 20767 GBP caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 15:00:13.482000 2026-01-16 15:02:33 140413.482 139.518 20779 SOYMEAL caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 15:30:23.509000 2026-01-16 15:30:29 142223.509 5.491 20768 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:02:36.198000 2026-01-16 15:03:08 68556.198 31.802 20769 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:03:30.530000 2026-01-16 15:03:31 68610.53 0.47 20770 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:04:30.829000 2026-01-16 15:09:30 68670.829 299.171 20771 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:09:34.546000 2026-01-16 15:09:35 68974.546 0.454 20772 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:10:34.881000 2026-01-16 15:15:34 69034.881 299.119 20773 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:15:39.204000 2026-01-16 15:15:40 69339.204 0.796 20774 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:16:39.207000 2026-01-16 15:21:39 69399.207 299.793 20775 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:21:43.139000 2026-01-16 15:21:44 69703.139 0.861 20776 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:22:43.077000 2026-01-16 15:24:14 69763.077 90.923 20777 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:24:18.304000 2026-01-16 15:24:19 69858.304 0.696 20778 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:25:18.596000 2026-01-16 15:30:18 69918.596 299.404 20780 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:30:29.870000 2026-01-16 15:30:30 70229.87 0.13 20781 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:31:23.229000 2026-01-16 15:36:23 70283.229 299.771 20782 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:36:27.309000 2026-01-16 15:36:28 70587.309 0.691 20783 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:37:27.738000 2026-01-16 15:42:27 70647.738 299.262 20784 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:42:31.396000 2026-01-16 15:42:32 70951.396 0.604 20785 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:43:31.748000 2026-01-16 15:43:33 71011.748 1.252 20786 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:44:32.105000 2026-01-16 15:44:33 71072.105 0.895 20787 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:45:32.348000 2026-01-16 15:50:32 71132.348 299.652 20788 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:50:36.349000 2026-01-16 15:50:37 71436.349 0.651 20789 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:51:36.650000 2026-01-16 15:51:37 71496.65 0.35 20790 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:52:36.934000 2026-01-16 15:52:37 71556.934 0.066 20791 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:53:37.037000 2026-01-16 15:58:37 71617.037 299.963 20792 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:58:41.002000 2026-01-16 15:58:42 71921.002 0.998 20793 VIX _ROLL_PSEUDO_STRATEGY 2026-01-15 20:00:00 2026-01-16 15:59:41.099000 2026-01-16 16:04:41 71981.099 299.901 20761 NIKKEI caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 03:01:17.309000 2026-01-16 03:09:49 97277.309 511.691 20762 NIKKEI caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 03:10:53.265000 2026-01-16 19:45:01.132000 97853.265 59647.867 20763 NIKKEI caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 03:20:56.551000 2026-01-16 03:20:56 98456.551 NaN 20764 NIKKEI caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 03:21:56.606000 2026-01-16 19:45:01.210000 98516.606 58984.604 20765 NIKKEI caleb_strategy_v3 2026-01-15 00:00:00 2026-01-16 03:31:59.974000 2026-01-16 03:37:57 99119.974 357.026 ======================================================================================================================================================================================================================================== 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 20766 EUR caleb_strategy_v3 [-1] 1.1644 None 1.164975 1.16495 1.165 1.165 1.165 0.000575 -0.000025 0.00005 -0.0 NaN 0.000025 20767 GBP caleb_strategy_v3 [-1] 1.3384 None 1.34015 1.3401 1.3402 1.3402 1.34 0.00175 -0.00005 -0.0001 -0.0002 NaN -0.00015 20779 SOYMEAL caleb_strategy_v3 [1] 293.8 None 294.75 294.8 294.7 294.7 294.9 -0.95 -0.05 -0.1 -0.2 NaN -0.15 20768 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.9 -0.85 -0.95 -0.95 -0.85 0.05 -0.05 0.0 -0.1 NaN -0.05 20769 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.86 -0.45 0.4 0.06 0.86 NaN 0.46 20770 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.87 -0.0 -0.05 0.07 -0.03 NaN 0.02 20771 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.88 -0.45 0.4 0.08 0.88 NaN 0.48 20772 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.87 -0.0 -0.05 0.07 -0.03 NaN 0.02 20773 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.87 -0.45 0.4 0.07 0.87 NaN 0.47 20774 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.87 -0.0 -0.05 0.07 -0.03 NaN 0.02 20775 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.425 -0.85 0.0 0.0 -0.87 -0.425 0.425 0.02 0.87 NaN 0.445 20776 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.9 -0.85 -0.95 -0.95 -0.88 0.05 -0.05 0.03 -0.07 NaN -0.02 20777 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.88 -0.45 0.4 0.08 0.88 NaN 0.48 20778 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.86 -0.0 -0.05 0.06 -0.04 NaN 0.01 20780 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.86 -0.45 0.4 0.06 0.86 NaN 0.46 20781 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.85 -0.0 -0.05 0.05 -0.05 NaN 0.0 20782 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.85 -0.45 0.4 0.05 0.85 NaN 0.45 20783 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.85 -0.0 -0.05 0.05 -0.05 NaN -0.0 20784 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.425 -0.85 0.0 0.0 -0.85 -0.425 0.425 -0.0 0.85 NaN 0.425 20785 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.9 -0.85 -0.95 -0.95 -0.84 0.05 -0.05 -0.01 -0.11 NaN -0.06 20786 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.84 -0.45 0.4 0.04 0.84 NaN 0.44 20787 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.85 -0.0 -0.05 0.05 -0.05 NaN -0.0 20788 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.425 -0.85 0.0 0.0 -0.85 -0.425 0.425 0.0 0.85 NaN 0.425 20789 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.9 -0.85 -0.95 -0.95 -0.85 0.05 -0.05 -0.0 -0.1 NaN -0.05 20790 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.85 -0.45 0.4 0.05 0.85 NaN 0.45 20791 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.87 -0.0 -0.05 0.07 -0.03 NaN 0.02 20792 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.4 -0.8 0.0 0.0 -0.87 -0.45 0.4 0.07 0.87 NaN 0.47 20793 VIX _ROLL_PSEUDO_STRATEGY [1, -1] -0.85 None -0.85 -0.8 -0.9 -0.9 -0.87 -0.0 -0.05 0.07 -0.03 NaN 0.02 20761 NIKKEI caleb_strategy_v3 [1] 54135.0 None 53842.5 53845.0 53840.0 53840.0 53930.0 292.5 -2.5 -85.0 -90.0 NaN -87.5 20762 NIKKEI caleb_strategy_v3 [1] 54135.0 None 26965.0 53930.0 0.0 0.0 NaN 27170.0 -26965.0 NaN NaN NaN NaN 20763 NIKKEI caleb_strategy_v3 [1] 54135.0 None 53942.5 53945.0 53940.0 53940.0 53940.0 192.5 -2.5 5.0 0.0 NaN 2.5 20764 NIKKEI caleb_strategy_v3 [1] 54135.0 None 26972.5 53945.0 0.0 0.0 NaN 27162.5 -26972.5 NaN NaN NaN NaN 20765 NIKKEI caleb_strategy_v3 [1] 54135.0 None 53927.5 53930.0 53925.0 53925.0 53910.0 207.5 -2.5 20.0 15.0 NaN 17.5 ========================================================================================================================================================================== 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 20766 EUR caleb_strategy_v3 [-1] 0.051296 112.094061 -4.873655 9.74731 -0.0 NaN 4.873655 20767 GBP caleb_strategy_v3 [-1] 0.078089 224.10468 -6.402991 -12.805982 -25.611963 NaN -19.208973 20779 SOYMEAL caleb_strategy_v3 [1] 55.127966 -172.326327 -9.069807 -18.139613 -36.279227 NaN -27.20942 20768 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 87.497391 -87.497391 0.0 -174.994783 NaN -87.497391 20769 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 104.99687 1504.955133 NaN 804.976001 20770 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 122.496348 -52.498435 NaN 34.998957 20771 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 139.995826 1539.954089 NaN 839.974958 20772 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 122.496348 -52.498435 NaN 34.998957 20773 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 122.496348 1522.454611 NaN 822.47548 20774 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 122.496348 -52.498435 NaN 34.998957 20775 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -743.727827 743.727827 34.998957 1522.454611 NaN 778.726784 20776 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 87.497391 -87.497391 52.498435 -122.496348 NaN -34.998957 20777 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 139.995826 1539.954089 NaN 839.974958 20778 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 104.99687 -69.997913 NaN 17.499478 20780 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 104.99687 1504.955133 NaN 804.976001 20781 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 87.497391 -87.497391 NaN 0.0 20782 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 87.497391 1487.455655 NaN 787.476523 20783 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 87.497391 -87.497391 NaN -0.0 20784 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -743.727827 743.727827 -0.0 1487.455655 NaN 743.727827 20785 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 87.497391 -87.497391 -17.499478 -192.494261 NaN -104.99687 20786 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 69.997913 1469.956176 NaN 769.977045 20787 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 87.497391 -87.497391 NaN -0.0 20788 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -743.727827 743.727827 0.0 1487.455655 NaN 743.727827 20789 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 87.497391 -87.497391 -0.0 -174.994783 NaN -87.497391 20790 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 87.497391 1487.455655 NaN 787.476523 20791 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 122.496348 -52.498435 NaN 34.998957 20792 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -787.476523 699.979132 122.496348 1522.454611 NaN 822.47548 20793 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 5.714456 -0.0 -87.497391 122.496348 -52.498435 NaN 34.998957 20761 NIKKEI caleb_strategy_v3 [1] 10317.144679 283.508673 -2.423151 -82.387136 -87.233438 NaN -84.810287 20762 NIKKEI caleb_strategy_v3 [1] 10317.144679 26334.80565 -26136.107264 NaN NaN NaN NaN 20763 NIKKEI caleb_strategy_v3 [1] 10317.144679 186.582631 -2.423151 4.846302 0.0 NaN 2.423151 20764 NIKKEI caleb_strategy_v3 [1] 10317.144679 26327.536197 -26143.376717 NaN NaN NaN NaN 20765 NIKKEI caleb_strategy_v3 [1] 10317.144679 201.121537 -2.423151 19.385208 14.538906 NaN 16.962057 =================================================================================================================================================================================== 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 20766 EUR caleb_strategy_v3 [-1] 125000.0 71.875 -3.125 6.25 -0.0 NaN 3.125 20767 GBP caleb_strategy_v3 [-1] 62500.0 109.375 -3.125 -6.25 -12.5 NaN -9.375 20779 SOYMEAL caleb_strategy_v3 [1] 100.0 -95.0 -5.0 -10.0 -20.0 NaN -15.0 20768 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 0.0 -100.0 NaN -50.0 20769 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 60.0 860.0 NaN 460.0 20770 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 70.0 -30.0 NaN 20.0 20771 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 80.0 880.0 NaN 480.0 20772 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 70.0 -30.0 NaN 20.0 20773 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 70.0 870.0 NaN 470.0 20774 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 70.0 -30.0 NaN 20.0 20775 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -425.0 425.0 20.0 870.0 NaN 445.0 20776 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 30.0 -70.0 NaN -20.0 20777 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 80.0 880.0 NaN 480.0 20778 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 60.0 -40.0 NaN 10.0 20780 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 60.0 860.0 NaN 460.0 20781 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 50.0 -50.0 NaN 0.0 20782 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 50.0 850.0 NaN 450.0 20783 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 50.0 -50.0 NaN -0.0 20784 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -425.0 425.0 -0.0 850.0 NaN 425.0 20785 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 -10.0 -110.0 NaN -60.0 20786 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 40.0 840.0 NaN 440.0 20787 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 50.0 -50.0 NaN -0.0 20788 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -425.0 425.0 0.0 850.0 NaN 425.0 20789 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 50.0 -50.0 -0.0 -100.0 NaN -50.0 20790 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 50.0 850.0 NaN 450.0 20791 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 70.0 -30.0 NaN 20.0 20792 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -450.0 400.0 70.0 870.0 NaN 470.0 20793 VIX _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 -0.0 -50.0 70.0 -30.0 NaN 20.0 20761 NIKKEI caleb_strategy_v3 [1] 0.631441 184.696403 -1.578602 -53.672459 -56.829663 NaN -55.251061 20762 NIKKEI caleb_strategy_v3 [1] 0.631441 17156.243686 -17026.798343 NaN NaN NaN NaN 20763 NIKKEI caleb_strategy_v3 [1] 0.631441 121.552334 -1.578602 3.157203 0.0 NaN 1.578602 20764 NIKKEI caleb_strategy_v3 [1] 0.631441 17151.50788 -17031.534148 NaN NaN NaN NaN 20765 NIKKEI caleb_strategy_v3 [1] 0.631441 131.023944 -1.578602 12.628814 9.47161 NaN 11.050212 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX -5125.0 caleb_strategy_v3 EUR 71.875 GBP 109.375 NIKKEI 34745.024247 SOYMEAL -95.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -5125.0 caleb_strategy_v3 34831.274247 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 4225.0 caleb_strategy_v3 EUR -3.125 GBP -3.125 NIKKEI -34063.068297 SOYMEAL -5.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 4225.0 caleb_strategy_v3 -34074.318297 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 1160.0 caleb_strategy_v3 EUR 6.25 GBP -6.25 NIKKEI -37.886442 SOYMEAL -10.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 1160.0 caleb_strategy_v3 -47.886442 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 9610.0 caleb_strategy_v3 EUR -0.0 GBP -12.5 NIKKEI -47.358052 SOYMEAL -20.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 9610.0 caleb_strategy_v3 -79.858052 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY VIX 0 caleb_strategy_v3 EUR 0 GBP 0 NIKKEI 0 SOYMEAL 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 VIX 5385.0 caleb_strategy_v3 EUR 3.125 GBP -9.375 NIKKEI -42.622247 SOYMEAL -15.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 5385.0 caleb_strategy_v3 -63.872247 ******************************************************************************** END OF REPORT ********************************************************************************