******************************************************************************** Trades report produced on 29/01/2026 21:35 from 28/01/2026 21:35 to 29/01/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20966 AUD caleb_strategy_v3 [20260300] 2026-01-29 19:45:04.211 [0] NaN 20972 AUD caleb_strategy_v3 [20260300] 2026-01-29 15:53:40.000 [-1] 0.697950 20960 AUD caleb_strategy_v3 [20260300] 2026-01-29 19:45:04.097 [0] NaN 20948 BUXL caleb_strategy_v3 [20260300] 2026-01-29 08:00:43.000 [1] 109.760000 20957 CHF caleb_strategy_v3 [20260300] 2026-01-29 15:00:46.000 [1] 1.311650 20951 COPPER caleb_strategy_v3 [20260300] 2026-01-29 14:10:41.000 [-1] 6.534000 20954 DX caleb_strategy_v3 [20260300] 2026-01-29 14:30:00.000 [-1] 96.050000 20956 DX caleb_strategy_v3 [20260300] 2026-01-29 14:31:12.000 [-1] 96.060000 20950 DX caleb_strategy_v3 [20260300] 2026-01-29 14:10:40.000 [-1] 96.085000 20959 EUR caleb_strategy_v3 [20260300] 2026-01-29 15:10:48.000 [1] 1.197750 20965 EUR caleb_strategy_v3 [20260300] 2026-01-29 15:31:35.000 [1] 1.194050 20952 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-29 14:10:42.000 [1] 3.850000 20971 GBP caleb_strategy_v3 [20260300] 2026-01-29 15:53:39.000 [-1] 1.375500 20964 GBP caleb_strategy_v3 [20260300] 2026-01-29 19:45:04.155 [0] NaN 20958 GBP caleb_strategy_v3 [20260300] 2026-01-29 19:45:04.042 [0] NaN 20953 HEATOIL caleb_strategy_v3 [20260500] 2026-01-29 19:45:03.984 [0] NaN 20949 HEATOIL caleb_strategy_v3 [20260500] 2026-01-29 19:45:03.927 [0] NaN 20955 HEATOIL caleb_strategy_v3 [20260500] 2026-01-29 14:30:23.000 [1] 2.353200 20961 JPY caleb_strategy_v3 [20260300] 2026-01-29 15:20:51.000 [1] 0.006544 20962 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-29 15:21:14.000 [1] 25805.000000 20973 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-29 15:53:40.000 [1] 25560.500000 20967 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-29 19:45:04.271 [0] NaN 20947 NIKKEI caleb_strategy_v3 [20260300] 2026-01-29 03:01:16.000 [1] 53235.000000 20970 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-29 15:52:25.000 [1] 553.000000 20977 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-29 16:04:49.000 [1] 552.500000 20975 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-29 19:45:04.331 [0] NaN 20976 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-29 16:03:55.000 [1] 552.250000 20968 SOYMEAL caleb_strategy_v3 [20260500] 2026-01-29 15:52:13.000 [1] 301.700000 20974 SP500_micro caleb_strategy_v3 [20260300] 2026-01-29 15:53:41.000 [1] 6905.750000 20963 SP500_micro caleb_strategy_v3 [20260300] 2026-01-29 15:21:15.000 [1] 6957.000000 20969 SP500_micro caleb_strategy_v3 [20260300] 2026-01-29 15:52:14.000 [1] 6907.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20947 NIKKEI caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 03:01:16.309000 2026-01-29 03:01:16 97276.309 NaN 20948 BUXL caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 08:00:31.069000 2026-01-29 08:00:43 115231.069 11.931 20951 COPPER caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:10:41.478000 2026-01-29 14:10:41 137441.478 NaN 20952 GAS_US_mini caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:10:42.381000 2026-01-29 14:10:42 137442.381 NaN 20954 DX caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:20:46.833000 2026-01-29 14:30:00 138046.833 553.167 20956 DX caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:30:24.355000 2026-01-29 14:31:12 138624.355 47.645 20950 DX caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:10:40.539000 2026-01-29 14:10:40 137440.539 NaN 20957 CHF caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:00:24.677000 2026-01-29 15:00:46 140424.677 21.323 20961 JPY caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:20:51.117000 2026-01-29 15:20:51 141651.117 NaN 20965 EUR caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:31:34.997000 2026-01-29 15:31:35 142294.997 0.003 20959 EUR caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:10:48.610000 2026-01-29 15:10:48 141048.61 NaN 20968 SOYMEAL caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:51:37.233000 2026-01-29 15:52:13 143497.233 35.767 20969 SP500_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:52:14.348000 2026-01-29 15:52:14 143534.348 NaN 20963 SP500_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:21:15.385000 2026-01-29 15:21:15 141675.385 NaN 20974 SP500_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:53:41.152000 2026-01-29 15:53:41 143621.152 NaN 20976 REDWHEAT caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 16:03:48.950000 2026-01-29 16:03:55 144228.95 6.05 20977 REDWHEAT caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 16:04:48.787000 2026-01-29 16:04:49 144288.787 0.213 20970 REDWHEAT caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:52:18.789000 2026-01-29 15:52:25 143538.789 6.211 20975 REDWHEAT caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:53:45.061000 2026-01-29 19:45:04.331000 143625.061 13879.27 20953 HEATOIL caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:10:46.361000 2026-01-29 19:45:03.984000 137446.361 20057.623 20955 HEATOIL caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:30:04.394000 2026-01-29 14:30:23 138604.394 18.606 20949 HEATOIL caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 14:00:39.546000 2026-01-29 19:45:03.927000 136839.546 20664.381 20971 GBP caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:52:25.841000 2026-01-29 15:53:39 143545.841 73.159 20964 GBP caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:21:34.513000 2026-01-29 19:45:04.155000 141694.513 15809.642 20958 GBP caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:00:47.429000 2026-01-29 19:45:04.042000 140447.429 17056.613 20960 AUD caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:10:49.905000 2026-01-29 19:45:04.097000 141049.905 16454.192 20972 AUD caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:53:39.729000 2026-01-29 15:53:40 143619.729 0.271 20966 AUD caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:31:35.599000 2026-01-29 19:45:04.211000 142295.599 15208.612 20962 NASDAQ_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:20:52.421000 2026-01-29 15:21:14 141652.421 21.579 20973 NASDAQ_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:53:40.569000 2026-01-29 15:53:40 143620.569 NaN 20967 NASDAQ_micro caleb_strategy_v3 2026-01-28 00:00:00 2026-01-29 15:41:36.100000 2026-01-29 19:45:04.271000 142896.1 14608.171 ==================================================================================================================================================================================================================================== 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 20947 NIKKEI caleb_strategy_v3 [1] 53765.0 None 53242.5 53245.0 53240.0 53240.0 53235.0 522.5 -2.5 10.0 5.0 NaN 7.5 20948 BUXL caleb_strategy_v3 [1] 109.86 None 109.73 109.74 109.72 109.72 109.76 0.13 -0.01 -0.02 -0.04 NaN -0.03 20951 COPPER caleb_strategy_v3 [-1] 5.9465 None 6.488 6.4875 6.4885 6.4885 6.534 0.5415 -0.0005 0.0465 0.0455 NaN 0.046 20952 GAS_US_mini caleb_strategy_v3 [1] 3.735 None 3.8675 3.87 3.865 3.865 3.85 -0.1325 -0.0025 0.02 0.015 NaN 0.0175 20954 DX caleb_strategy_v3 [-1] 96.355 None 96.15 96.145 96.155 96.155 96.05 -0.205 -0.005 -0.095 -0.105 NaN -0.1 20956 DX caleb_strategy_v3 [-1] 96.355 None 96.0625 96.06 96.065 96.065 96.06 -0.2925 -0.0025 -0.0 -0.005 NaN -0.0025 20950 DX caleb_strategy_v3 [-1] 96.355 None 96.1825 96.18 96.185 NaN 96.085 -0.1725 -0.0025 -0.095 NaN NaN -0.0975 20957 CHF caleb_strategy_v3 [1] 1.30425 None 1.3117 1.31175 1.31165 1.31165 1.31165 -0.00745 -0.00005 0.0001 0.0 NaN 0.00005 20961 JPY caleb_strategy_v3 [1] 0.006542 None 0.006549 0.006549 0.006549 0.006549 0.006544 -0.000007 -0.0 0.000005 0.000005 NaN 0.000005 20965 EUR caleb_strategy_v3 [1] 1.1966 None 1.199325 1.19935 1.1993 1.1993 1.19405 -0.002725 -0.000025 0.0053 0.00525 NaN 0.005275 20959 EUR caleb_strategy_v3 [1] 1.1966 None 1.199325 1.19935 1.1993 1.1993 1.19775 -0.002725 -0.000025 0.0016 0.00155 NaN 0.001575 20968 SOYMEAL caleb_strategy_v3 [1] 301.3 None 301.75 301.8 301.7 301.7 301.7 -0.45 -0.05 0.1 0.0 NaN 0.05 20969 SP500_micro caleb_strategy_v3 [1] 7006.0 None 6958.875 6959.0 6958.75 6958.75 6907.0 47.125 -0.125 52.0 51.75 NaN 51.875 20963 SP500_micro caleb_strategy_v3 [1] 7006.0 None 6958.875 6959.0 6958.75 6958.75 6957.0 47.125 -0.125 2.0 1.75 NaN 1.875 20974 SP500_micro caleb_strategy_v3 [1] 7006.0 None 6921.875 6922.0 6921.75 6921.75 6905.75 84.125 -0.125 16.25 16.0 NaN 16.125 20976 REDWHEAT caleb_strategy_v3 [1] 551.75 None 552.5 552.75 552.25 552.25 552.25 -0.75 -0.25 0.5 0.0 NaN 0.25 20977 REDWHEAT caleb_strategy_v3 [1] 551.75 None 552.375 552.5 552.25 NaN 552.5 -0.625 -0.125 0.0 NaN NaN -0.125 20970 REDWHEAT caleb_strategy_v3 [1] 551.75 None 553.25 553.5 553.0 553.0 553.0 -1.5 -0.25 0.5 0.0 NaN 0.25 20975 REDWHEAT caleb_strategy_v3 [1] 551.75 None 276.5 553.0 0.0 0.0 NaN 275.25 -276.5 NaN NaN NaN NaN 20953 HEATOIL caleb_strategy_v3 [1] 2.2922 None 1.16705 2.3341 0.0 0.0 NaN 1.12515 -1.16705 NaN NaN NaN NaN 20955 HEATOIL caleb_strategy_v3 [1] 2.2922 None 2.34475 2.3451 2.3444 2.3444 2.3532 -0.05255 -0.00035 -0.0081 -0.0088 NaN -0.00845 20949 HEATOIL caleb_strategy_v3 [1] 2.2922 None 2.32665 2.3271 2.3262 2.3262 NaN -0.03445 -0.00045 NaN NaN NaN NaN 20971 GBP caleb_strategy_v3 [-1] 1.3795 None 1.37675 1.3767 1.3768 1.3768 1.3755 -0.00275 -0.00005 -0.0012 -0.0013 NaN -0.00125 20964 GBP caleb_strategy_v3 [-1] 1.3795 None 0.6911 1.3822 0.0 0.0 NaN -0.6884 0.6911 NaN NaN NaN NaN 20958 GBP caleb_strategy_v3 [-1] 1.3795 None 1.3827 1.3826 1.3828 1.3828 NaN 0.0032 -0.0001 NaN NaN NaN NaN 20960 AUD caleb_strategy_v3 [-1] 0.7006 None 0.705775 0.70575 0.7058 0.7058 NaN 0.005175 -0.000025 NaN NaN NaN NaN 20972 AUD caleb_strategy_v3 [-1] 0.7006 None 0.69875 0.6987 0.6988 0.6988 0.69795 -0.00185 -0.00005 -0.00075 -0.00085 NaN -0.0008 20966 AUD caleb_strategy_v3 [-1] 0.7006 None 0.351575 0.70315 0.0 0.0 NaN -0.349025 0.351575 NaN NaN NaN NaN 20962 NASDAQ_micro caleb_strategy_v3 [1] 26172.25 None 25779.75 25780.0 25779.5 25779.5 25805.0 392.5 -0.25 -25.0 -25.5 NaN -25.25 20973 NASDAQ_micro caleb_strategy_v3 [1] 26172.25 None 25651.5 25651.75 25651.25 25651.25 25560.5 520.75 -0.25 91.25 90.75 NaN 91.0 20967 NASDAQ_micro caleb_strategy_v3 [1] 26172.25 None 12910.125 25820.25 0.0 0.0 NaN 13262.125 -12910.125 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 20947 NIKKEI caleb_strategy_v3 [1] 12136.023268 430.536419 -2.059983 8.239931 4.119966 NaN 6.179949 20948 BUXL caleb_strategy_v3 [1] 10.319244 125.978224 -9.690633 -19.381265 -38.762531 NaN -29.071898 20951 COPPER caleb_strategy_v3 [-1] 1.573384 3441.625536 -3.177863 295.541251 289.185525 NaN 292.363388 20952 GAS_US_mini caleb_strategy_v3 [1] 2.27432 -582.591717 -10.992297 87.938372 65.953779 NaN 76.946076 20954 DX caleb_strategy_v3 [-1] 6.26831 -327.041916 -7.976632 -151.55601 -167.509274 NaN -159.532642 20956 DX caleb_strategy_v3 [-1] 6.26831 -466.632978 -3.988316 -0.0 -7.976632 NaN -3.988316 20950 DX caleb_strategy_v3 [-1] 6.26831 -275.193808 -3.988316 -151.55601 NaN NaN -155.544326 20957 CHF caleb_strategy_v3 [1] 0.129409 -575.696106 -3.863732 7.727465 0.0 NaN 3.863732 20961 JPY caleb_strategy_v3 [1] 0.000668 -108.496821 -3.74127 82.307933 74.825394 NaN 78.566664 20965 EUR caleb_strategy_v3 [1] 0.085515 -318.655924 -2.923449 619.771156 613.924258 NaN 616.847707 20959 EUR caleb_strategy_v3 [1] 0.085515 -318.655924 -2.923449 187.100726 181.253829 NaN 184.177277 20968 SOYMEAL caleb_strategy_v3 [1] 53.780381 -83.673636 -9.297071 18.594141 0.0 NaN 9.297071 20969 SP500_micro caleb_strategy_v3 [1] 736.584572 639.77718 -1.697022 705.961026 702.566982 NaN 704.264004 20963 SP500_micro caleb_strategy_v3 [1] 736.584572 639.77718 -1.697022 27.152347 23.758304 NaN 25.455325 20974 SP500_micro caleb_strategy_v3 [1] 736.584572 1142.095602 -1.697022 220.612821 217.218777 NaN 218.915799 20976 REDWHEAT caleb_strategy_v3 [1] 120.253441 -62.368278 -20.789426 41.578852 0.0 NaN 20.789426 20977 REDWHEAT caleb_strategy_v3 [1] 120.253441 -51.973565 -10.394713 0.0 NaN NaN -10.394713 20970 REDWHEAT caleb_strategy_v3 [1] 120.253441 -124.736556 -20.789426 41.578852 0.0 NaN 20.789426 20975 REDWHEAT caleb_strategy_v3 [1] 120.253441 22889.157961 -22993.105091 NaN NaN NaN NaN 20953 HEATOIL caleb_strategy_v3 [1] 0.614714 18303.644549 -18985.262739 NaN NaN NaN NaN 20955 HEATOIL caleb_strategy_v3 [1] 0.614714 -854.869592 -5.693708 -131.768672 -143.156088 NaN -137.46238 20949 HEATOIL caleb_strategy_v3 [1] 0.614714 -560.423548 -7.320482 NaN NaN NaN NaN 20971 GBP caleb_strategy_v3 [-1] 0.09662 -284.620226 -5.174913 -124.197917 -134.547743 NaN -129.37283 20964 GBP caleb_strategy_v3 [-1] 0.09662 -71248.205059 71527.650373 NaN NaN NaN NaN 20958 GBP caleb_strategy_v3 [-1] 0.09662 331.194445 -10.349826 NaN NaN NaN NaN 20960 AUD caleb_strategy_v3 [-1] 0.054409 951.133623 -4.594848 NaN NaN NaN NaN 20972 AUD caleb_strategy_v3 [-1] 0.054409 -340.018783 -9.189697 -137.845453 -156.224846 NaN -147.035149 20966 AUD caleb_strategy_v3 [-1] 0.054409 -64148.678792 64617.353331 NaN NaN NaN NaN 20962 NASDAQ_micro caleb_strategy_v3 [1] 3676.571336 1067.570745 -0.679981 -67.998137 -69.358099 NaN -68.678118 20973 NASDAQ_micro caleb_strategy_v3 [1] 3676.571336 1416.401186 -0.679981 248.193199 246.833236 NaN 247.513217 20967 NASDAQ_micro caleb_strategy_v3 [1] 3676.571336 36071.991508 -35114.577745 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 20947 NIKKEI caleb_strategy_v3 [1] 0.653441 341.422933 -1.633603 6.53441 3.267205 NaN 4.900808 20948 BUXL caleb_strategy_v3 [1] 1199.395 155.92135 -11.99395 -23.9879 -47.9758 NaN -35.98185 20951 COPPER caleb_strategy_v3 [-1] 25000.0 13537.5 -12.5 1162.5 1137.5 NaN 1150.0 20952 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -331.25 -6.25 50.0 37.5 NaN 43.75 20954 DX caleb_strategy_v3 [-1] 1000.0 -205.0 -5.0 -95.0 -105.0 NaN -100.0 20956 DX caleb_strategy_v3 [-1] 1000.0 -292.5 -2.5 -0.0 -5.0 NaN -2.5 20950 DX caleb_strategy_v3 [-1] 1000.0 -172.5 -2.5 -95.0 NaN NaN -97.5 20957 CHF caleb_strategy_v3 [1] 125000.0 -931.25 -6.25 12.5 0.0 NaN 6.25 20961 JPY caleb_strategy_v3 [1] 12500000.0 -90.625 -3.125 68.75 62.5 NaN 65.625 20965 EUR caleb_strategy_v3 [1] 125000.0 -340.625 -3.125 662.5 656.25 NaN 659.375 20959 EUR caleb_strategy_v3 [1] 125000.0 -340.625 -3.125 200.0 193.75 NaN 196.875 20968 SOYMEAL caleb_strategy_v3 [1] 100.0 -45.0 -5.0 10.0 0.0 NaN 5.0 20969 SP500_micro caleb_strategy_v3 [1] 5.0 235.625 -0.625 260.0 258.75 NaN 259.375 20963 SP500_micro caleb_strategy_v3 [1] 5.0 235.625 -0.625 10.0 8.75 NaN 9.375 20974 SP500_micro caleb_strategy_v3 [1] 5.0 420.625 -0.625 81.25 80.0 NaN 80.625 20976 REDWHEAT caleb_strategy_v3 [1] 50.0 -37.5 -12.5 25.0 0.0 NaN 12.5 20977 REDWHEAT caleb_strategy_v3 [1] 50.0 -31.25 -6.25 0.0 NaN NaN -6.25 20970 REDWHEAT caleb_strategy_v3 [1] 50.0 -75.0 -12.5 25.0 0.0 NaN 12.5 20975 REDWHEAT caleb_strategy_v3 [1] 50.0 13762.5 -13825.0 NaN NaN NaN NaN 20953 HEATOIL caleb_strategy_v3 [1] 42000.0 47256.3 -49016.1 NaN NaN NaN NaN 20955 HEATOIL caleb_strategy_v3 [1] 42000.0 -2207.1 -14.7 -340.2 -369.6 NaN -354.9 20949 HEATOIL caleb_strategy_v3 [1] 42000.0 -1446.9 -18.9 NaN NaN NaN NaN 20971 GBP caleb_strategy_v3 [-1] 62500.0 -171.875 -3.125 -75.0 -81.25 NaN -78.125 20964 GBP caleb_strategy_v3 [-1] 62500.0 -43025.0 43193.75 NaN NaN NaN NaN 20958 GBP caleb_strategy_v3 [-1] 62500.0 200.0 -6.25 NaN NaN NaN NaN 20960 AUD caleb_strategy_v3 [-1] 100000.0 517.5 -2.5 NaN NaN NaN NaN 20972 AUD caleb_strategy_v3 [-1] 100000.0 -185.0 -5.0 -75.0 -85.0 NaN -80.0 20966 AUD caleb_strategy_v3 [-1] 100000.0 -34902.5 35157.5 NaN NaN NaN NaN 20962 NASDAQ_micro caleb_strategy_v3 [1] 2.0 785.0 -0.5 -50.0 -51.0 NaN -50.5 20973 NASDAQ_micro caleb_strategy_v3 [1] 2.0 1041.5 -0.5 182.5 181.5 NaN 182.0 20967 NASDAQ_micro caleb_strategy_v3 [1] 2.0 26524.25 -25820.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -34570.0 BUXL 155.92135 CHF -931.25 COPPER 13537.5 DX -670.0 EUR -681.25 GAS_US_mini -331.25 GBP -42996.875 HEATOIL 43602.3 JPY -90.625 NASDAQ_micro 28350.75 NIKKEI 341.422933 REDWHEAT 13618.75 SOYMEAL -45.0 SP500_micro 891.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 20182.269283 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD 35150.0 BUXL -11.99395 CHF -6.25 COPPER -12.5 DX -10.0 EUR -6.25 GAS_US_mini -6.25 GBP 43184.375 HEATOIL -49049.7 JPY -3.125 NASDAQ_micro -25821.25 NIKKEI -1.633603 REDWHEAT -13856.25 SOYMEAL -5.0 SP500_micro -1.875 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -10457.702553 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -75.0 BUXL -23.9879 CHF 12.5 COPPER 1162.5 DX -190.0 EUR 862.5 GAS_US_mini 50.0 GBP -75.0 HEATOIL -340.2 JPY 68.75 NASDAQ_micro 132.5 NIKKEI 6.53441 REDWHEAT 50.0 SOYMEAL 10.0 SP500_micro 351.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 2002.34651 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -85.0 BUXL -47.9758 CHF 0.0 COPPER 1137.5 DX -110.0 EUR 850.0 GAS_US_mini 37.5 GBP -81.25 HEATOIL -369.6 JPY 62.5 NASDAQ_micro 130.5 NIKKEI 3.267205 REDWHEAT 0.0 SOYMEAL 0.0 SP500_micro 347.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1874.941405 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 CHF 0 COPPER 0 DX 0 EUR 0 GAS_US_mini 0 GBP 0 HEATOIL 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 0 SOYMEAL 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 AUD -80.0 BUXL -35.98185 CHF 6.25 COPPER 1150.0 DX -200.0 EUR 856.25 GAS_US_mini 43.75 GBP -78.125 HEATOIL -354.9 JPY 65.625 NASDAQ_micro 131.5 NIKKEI 4.900808 REDWHEAT 18.75 SOYMEAL 5.0 SP500_micro 349.375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1882.393958 ******************************************************************************** END OF REPORT ********************************************************************************