******************************************************************************** Trades report produced on 02/02/2026 21:36 from 01/02/2026 21:36 to 02/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20982 BOBL caleb_strategy_v3 [20260300] 2026-02-02 08:00:29.000 [1] 116.58000 21006 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:12:31.000 [-1] 49273.00000 21012 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:15:32.000 [-1] 49307.00000 21010 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:14:31.000 [-1] 49311.00000 21008 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:13:31.000 [-1] 49293.00000 21004 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:11:30.000 [-1] 49285.00000 21002 DOW caleb_strategy_v3 [20260300] 2026-02-02 15:10:31.000 [-1] 49285.00000 20996 DX caleb_strategy_v3 [20260300] 2026-02-02 14:54:30.000 [1] 97.23500 20994 DX caleb_strategy_v3 [20260300] 2026-02-02 14:44:26.000 [1] 97.26500 20992 DX caleb_strategy_v3 [20260300] 2026-02-02 19:45:12.654 [0] NaN 20990 DX caleb_strategy_v3 [20260300] 2026-02-02 19:45:12.494 [0] NaN 21000 EUR caleb_strategy_v3 [20260300] 2026-02-02 15:10:10.000 [-1] 1.18375 20983 EUROSTX caleb_strategy_v3 [20260300] 2026-02-02 08:00:30.000 [-1] 5906.00000 21013 FEEDCOW caleb_strategy_v3 [20260400] 2026-02-02 15:38:04.000 [-1] 365.00000 20984 GASOIL caleb_strategy_v3 [20260400] 2026-02-02 09:09:41.000 [-1] 665.75000 20988 GAS_US_mini caleb_strategy_v3 [20260300] 2026-02-02 14:01:05.000 [1] 3.54500 20998 GBP caleb_strategy_v3 [20260300] 2026-02-02 15:10:07.000 [-1] 1.36560 21005 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:12:30.000 [-1] 25847.25000 21001 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:10:30.000 [-1] 25830.75000 21009 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:14:31.000 [-1] 25870.50000 21011 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:15:31.000 [-1] 25860.50000 21003 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:11:30.000 [-1] 25843.00000 21007 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-02 15:13:31.000 [-1] 25859.00000 20981 NIKKEI caleb_strategy_v3 [20260300] 2026-02-02 03:01:16.000 [1] 53300.00000 20986 ROBUSTA caleb_strategy_v3 [20260500] 2026-02-02 19:45:12.409 [0] NaN 20985 ROBUSTA caleb_strategy_v3 [20260500] 2026-02-02 19:45:12.323 [0] NaN 20987 ROBUSTA caleb_strategy_v3 [20260500] 2026-02-02 10:21:05.000 [1] 3990.00000 20989 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-02 14:04:17.000 [-1] 13.74000 20991 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-02 19:45:12.574 [0] NaN 20995 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-02 19:45:12.819 [0] NaN 20993 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-02 19:45:12.733 [0] NaN 20997 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-02 15:04:13.000 [-1] 13.67000 20999 US30 caleb_strategy_v3 [20260300] 2026-02-02 15:10:08.000 [1] 116.93750 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20981 NIKKEI caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 03:01:15.669000 2026-02-02 03:01:16 270075.669 0.331 20982 BOBL caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 08:00:29.169000 2026-02-02 08:00:29 288029.169 NaN 20983 EUROSTX caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 08:00:30.145000 2026-02-02 08:00:30 288030.145 NaN 20984 GASOIL caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 09:00:30.189000 2026-02-02 09:09:41 291630.189 550.811 20988 GAS_US_mini caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:00:36.137000 2026-02-02 14:01:05 309636.137 28.863 20998 GBP caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:04:14.541000 2026-02-02 15:10:07 313454.541 352.459 20999 US30 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:10:08.716000 2026-02-02 15:10:08 313808.716 NaN 21000 EUR caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:10:10.021000 2026-02-02 15:10:10 313810.021 NaN 21001 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:10:30.457000 2026-02-02 15:10:30 313830.457 NaN 21003 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:11:30.215000 2026-02-02 15:11:30 313890.215 NaN 21005 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:12:30.424000 2026-02-02 15:12:30 313950.424 NaN 21007 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:13:30.920000 2026-02-02 15:13:31 314010.92 0.08 21009 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:14:31.244000 2026-02-02 15:14:31 314071.244 NaN 21011 NASDAQ_micro caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:15:31.445000 2026-02-02 15:15:31 314131.445 NaN 21002 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:10:31.353000 2026-02-02 15:10:31 313831.353 NaN 21004 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:11:30.816000 2026-02-02 15:11:30 313890.816 NaN 21006 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:12:31.029000 2026-02-02 15:12:31 313951.029 NaN 21008 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:13:31.523000 2026-02-02 15:13:31 314011.523 NaN 21010 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:14:31.680000 2026-02-02 15:14:31 314071.68 NaN 21012 DOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:15:32.064000 2026-02-02 15:15:32 314132.064 NaN 21013 FEEDCOW caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 15:30:37.774000 2026-02-02 15:38:04 315037.774 446.226 20993 SUGAR11 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:34:25.883000 2026-02-02 19:45:12.733000 311665.883 18646.85 20995 SUGAR11 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:44:29.868000 2026-02-02 19:45:12.819000 312269.868 18042.951 20997 SUGAR11 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:54:33.593000 2026-02-02 15:04:13 312873.593 579.407 20989 SUGAR11 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:01:05.845000 2026-02-02 14:04:17 309665.845 191.155 20991 SUGAR11 caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:14:21.962000 2026-02-02 19:45:12.574000 310461.962 19850.612 20992 DX caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:24:22.426000 2026-02-02 19:45:12.654000 311062.426 19250.228 20994 DX caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:44:26.391000 2026-02-02 14:44:26 312266.391 NaN 20996 DX caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:54:30.332000 2026-02-02 14:54:30 312870.332 NaN 20990 DX caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 14:04:18.730000 2026-02-02 19:45:12.494000 309858.73 20453.764 20985 ROBUSTA caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 10:00:57.997000 2026-02-02 19:45:12.323000 295257.997 35054.326 20986 ROBUSTA caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 10:11:01.762000 2026-02-02 19:45:12.409000 295861.762 34450.647 20987 ROBUSTA caleb_strategy_v3 2026-01-30 00:00:00 2026-02-02 10:21:05.520000 2026-02-02 10:21:05 296465.52 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 20981 NIKKEI caleb_strategy_v3 [1] 53455.0 None 53467.5 53470.0 53465.0 53465.0 53300.0 -12.5 -2.5 170.0 165.0 NaN 167.5 20982 BOBL caleb_strategy_v3 [1] 116.59 None 116.605 116.61 116.6 116.6 116.58 -0.015 -0.005 0.03 0.02 NaN 0.025 20983 EUROSTX caleb_strategy_v3 [-1] 5951.0 None 5902.5 5902.0 5903.0 5903.0 5906.0 -48.5 -0.5 4.0 3.0 NaN 3.5 20984 GASOIL caleb_strategy_v3 [-1] 702.0 None 668.875 668.75 669.0 669.0 665.75 -33.125 -0.125 -3.0 -3.25 NaN -3.125 20988 GAS_US_mini caleb_strategy_v3 [1] 4.36 None 3.54 3.545 3.535 3.535 3.545 0.82 -0.005 0.0 -0.01 NaN -0.005 20998 GBP caleb_strategy_v3 [-1] 1.3696 None 1.36745 1.3674 1.3675 1.3675 1.3656 -0.00215 -0.00005 -0.0018 -0.0019 NaN -0.00185 20999 US30 caleb_strategy_v3 [1] 117.40625 None 117.09375 117.125 117.0625 117.0625 116.9375 0.3125 -0.03125 0.1875 0.125 NaN 0.15625 21000 EUR caleb_strategy_v3 [-1] 1.18905 None 1.1836 1.18355 1.18365 1.18365 1.18375 -0.00545 -0.00005 0.0002 0.0001 NaN 0.00015 21001 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25739.25 25738.75 25739.75 25739.75 25830.75 81.5 -0.5 92.0 91.0 NaN 91.5 21003 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25739.25 25738.75 25739.75 25739.75 25843.0 81.5 -0.5 104.25 103.25 NaN 103.75 21005 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25739.25 25738.75 25739.75 25739.75 25847.25 81.5 -0.5 108.5 107.5 NaN 108.0 21007 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25781.5 25781.25 25781.75 25781.75 25859.0 123.75 -0.25 77.75 77.25 NaN 77.5 21009 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25781.5 25781.25 25781.75 25781.75 25870.5 123.75 -0.25 89.25 88.75 NaN 89.0 21011 NASDAQ_micro caleb_strategy_v3 [-1] 25657.75 None 25791.5 25791.25 25791.75 25791.75 25860.5 133.75 -0.25 69.25 68.75 NaN 69.0 21002 DOW caleb_strategy_v3 [-1] 48967.0 None 49158.5 49157.0 49160.0 49160.0 49285.0 191.5 -1.5 128.0 125.0 NaN 126.5 21004 DOW caleb_strategy_v3 [-1] 48967.0 None 49158.5 49157.0 49160.0 49160.0 49285.0 191.5 -1.5 128.0 125.0 NaN 126.5 21006 DOW caleb_strategy_v3 [-1] 48967.0 None 49158.5 49157.0 49160.0 49160.0 49273.0 191.5 -1.5 116.0 113.0 NaN 114.5 21008 DOW caleb_strategy_v3 [-1] 48967.0 None 49171.0 49170.0 49172.0 49172.0 49293.0 204.0 -1.0 123.0 121.0 NaN 122.0 21010 DOW caleb_strategy_v3 [-1] 48967.0 None 49171.0 49170.0 49172.0 49172.0 49311.0 204.0 -1.0 141.0 139.0 NaN 140.0 21012 DOW caleb_strategy_v3 [-1] 48967.0 None 49171.0 49170.0 49172.0 49172.0 49307.0 204.0 -1.0 137.0 135.0 NaN 136.0 21013 FEEDCOW caleb_strategy_v3 [-1] 357.7 None 364.975 364.9 365.05 365.05 365.0 7.275 -0.075 0.1 -0.05 NaN 0.025 20993 SUGAR11 caleb_strategy_v3 [-1] 13.83 None 13.725 13.72 13.73 13.73 NaN -0.105 -0.005 NaN NaN NaN NaN 20995 SUGAR11 caleb_strategy_v3 [-1] 13.83 None 6.855 13.71 0.0 0.0 NaN -6.975 6.855 NaN NaN NaN NaN 20997 SUGAR11 caleb_strategy_v3 [-1] 13.83 None 13.675 13.67 13.68 13.68 13.67 -0.155 -0.005 -0.0 -0.01 NaN -0.005 20989 SUGAR11 caleb_strategy_v3 [-1] 13.83 None 13.735 13.73 13.74 13.74 13.74 -0.095 -0.005 0.01 -0.0 NaN 0.005 20991 SUGAR11 caleb_strategy_v3 [-1] 13.83 None 6.865 13.73 0.0 0.0 NaN -6.965 6.865 NaN NaN NaN NaN 20992 DX caleb_strategy_v3 [1] 96.88 None 48.65 97.3 0.0 0.0 NaN 48.23 -48.65 NaN NaN NaN NaN 20994 DX caleb_strategy_v3 [1] 96.88 None 97.4025 97.405 97.4 97.4 97.265 -0.5225 -0.0025 0.14 0.135 NaN 0.1375 20996 DX caleb_strategy_v3 [1] 96.88 None 97.37 97.375 97.365 97.365 97.235 -0.49 -0.005 0.14 0.13 NaN 0.135 20990 DX caleb_strategy_v3 [1] 96.88 None 97.2725 97.275 97.27 97.27 NaN -0.3925 -0.0025 NaN NaN NaN NaN 20985 ROBUSTA caleb_strategy_v3 [1] 4038.0 None 3975.0 3976.0 3974.0 3974.0 NaN 63.0 -1.0 NaN NaN NaN NaN 20986 ROBUSTA caleb_strategy_v3 [1] 4038.0 None 1997.0 3994.0 0.0 0.0 NaN 2041.0 -1997.0 NaN NaN NaN NaN 20987 ROBUSTA caleb_strategy_v3 [1] 4038.0 None 4005.0 4006.0 4004.0 4004.0 3990.0 33.0 -1.0 16.0 14.0 NaN 15.0 =================================================================================================================================================================== 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 20981 NIKKEI caleb_strategy_v3 [1] 11491.30156 -10.877793 -2.175559 147.937985 143.586868 NaN 145.762427 20982 BOBL caleb_strategy_v3 [1] 2.463881 -60.879561 -20.293187 121.759121 81.172748 NaN 101.465934 20983 EUROSTX caleb_strategy_v3 [-1] 782.295682 -619.970187 -6.391445 51.131562 38.348671 NaN 44.740117 20984 GASOIL caleb_strategy_v3 [-1] 188.883133 -1753.729907 -6.617849 -158.828369 -172.064066 NaN -165.446218 20988 GAS_US_mini caleb_strategy_v3 [1] 4.466881 1835.732927 -11.193493 0.0 -22.386987 NaN -11.193493 20998 GBP caleb_strategy_v3 [-1] 0.103127 -208.480632 -4.848387 -174.541925 -184.238698 NaN -179.390311 20999 US30 caleb_strategy_v3 [1] 10.891046 286.932952 -28.693295 172.159771 114.773181 NaN 143.466476 21000 EUR caleb_strategy_v3 [-1] 0.093682 -581.755965 -5.337211 21.348843 10.674421 NaN 16.011632 21001 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 223.050217 -1.368406 251.786748 249.049935 NaN 250.418342 21003 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 223.050217 -1.368406 285.312701 282.575888 NaN 283.944294 21005 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 223.050217 -1.368406 296.944154 294.207341 NaN 295.575747 21007 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 338.680544 -0.684203 212.78717 211.418764 NaN 212.102967 21009 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 338.680544 -0.684203 244.260513 242.892107 NaN 243.57631 21011 NASDAQ_micro caleb_strategy_v3 [-1] 3653.885711 366.048669 -0.684203 189.524264 188.155858 NaN 188.840061 21002 DOW caleb_strategy_v3 [-1] 5627.088494 340.318088 -2.665677 227.471098 222.139744 NaN 224.805421 21004 DOW caleb_strategy_v3 [-1] 5627.088494 340.318088 -2.665677 227.471098 222.139744 NaN 224.805421 21006 DOW caleb_strategy_v3 [-1] 5627.088494 340.318088 -2.665677 206.145683 200.814329 NaN 203.480006 21008 DOW caleb_strategy_v3 [-1] 5627.088494 362.532063 -1.777118 218.585509 215.031273 NaN 216.808391 21010 DOW caleb_strategy_v3 [-1] 5627.088494 362.532063 -1.777118 250.573632 247.019396 NaN 248.796514 21012 DOW caleb_strategy_v3 [-1] 5627.088494 362.532063 -1.777118 243.46516 239.910924 NaN 241.688042 21013 FEEDCOW caleb_strategy_v3 [-1] 58.183239 1250.360081 -12.89031 17.18708 -8.59354 NaN 4.29677 20993 SUGAR11 caleb_strategy_v3 [-1] 3.388762 -309.847694 -14.754652 NaN NaN NaN NaN 20995 SUGAR11 caleb_strategy_v3 [-1] 3.388762 -20582.739697 20228.628046 NaN NaN NaN NaN 20997 SUGAR11 caleb_strategy_v3 [-1] 3.388762 -457.394215 -14.754652 -0.0 -29.509304 NaN -14.754652 20989 SUGAR11 caleb_strategy_v3 [-1] 3.388762 -280.33839 -14.754652 29.509304 -0.0 NaN 14.754652 20991 SUGAR11 caleb_strategy_v3 [-1] 3.388762 -20553.230393 20258.137351 NaN NaN NaN NaN 20992 DX caleb_strategy_v3 [1] 7.050559 68405.924457 -69001.621912 NaN NaN NaN NaN 20994 DX caleb_strategy_v3 [1] 7.050559 -741.076001 -3.545818 198.565818 191.474182 NaN 195.02 20996 DX caleb_strategy_v3 [1] 7.050559 -694.980365 -7.091636 198.565818 184.382546 NaN 191.474182 20990 DX caleb_strategy_v3 [1] 7.050559 -556.693455 -3.545818 NaN NaN NaN NaN 20985 ROBUSTA caleb_strategy_v3 [1] 1371.324814 459.409757 -7.292218 NaN NaN NaN NaN 20986 ROBUSTA caleb_strategy_v3 [1] 1371.324814 14883.417691 -14562.560083 NaN NaN NaN NaN 20987 ROBUSTA caleb_strategy_v3 [1] 1371.324814 240.643206 -7.292218 116.675494 102.091057 NaN 109.383276 ======================================================================================================================================================================== 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 20981 NIKKEI caleb_strategy_v3 [1] 0.646479 -8.080991 -1.616198 109.901477 106.66908 NaN 108.285278 20982 BOBL caleb_strategy_v3 [1] 1185.84 -17.7876 -5.9292 35.5752 23.7168 NaN 29.646 20983 EUROSTX caleb_strategy_v3 [-1] 11.8584 -575.1324 -5.9292 47.4336 35.5752 NaN 41.5044 20984 GASOIL caleb_strategy_v3 [-1] 100.0 -3312.5 -12.5 -300.0 -325.0 NaN -312.5 20988 GAS_US_mini caleb_strategy_v3 [1] 2500.0 2050.0 -12.5 0.0 -25.0 NaN -12.5 20998 GBP caleb_strategy_v3 [-1] 62500.0 -134.375 -3.125 -112.5 -118.75 NaN -115.625 20999 US30 caleb_strategy_v3 [1] 1000.0 312.5 -31.25 187.5 125.0 NaN 156.25 21000 EUR caleb_strategy_v3 [-1] 125000.0 -681.25 -6.25 25.0 12.5 NaN 18.75 21001 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 163.0 -1.0 184.0 182.0 NaN 183.0 21003 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 163.0 -1.0 208.5 206.5 NaN 207.5 21005 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 163.0 -1.0 217.0 215.0 NaN 216.0 21007 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 247.5 -0.5 155.5 154.5 NaN 155.0 21009 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 247.5 -0.5 178.5 177.5 NaN 178.0 21011 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 267.5 -0.5 138.5 137.5 NaN 138.0 21002 DOW caleb_strategy_v3 [-1] 0.5 95.75 -0.75 64.0 62.5 NaN 63.25 21004 DOW caleb_strategy_v3 [-1] 0.5 95.75 -0.75 64.0 62.5 NaN 63.25 21006 DOW caleb_strategy_v3 [-1] 0.5 95.75 -0.75 58.0 56.5 NaN 57.25 21008 DOW caleb_strategy_v3 [-1] 0.5 102.0 -0.5 61.5 60.5 NaN 61.0 21010 DOW caleb_strategy_v3 [-1] 0.5 102.0 -0.5 70.5 69.5 NaN 70.0 21012 DOW caleb_strategy_v3 [-1] 0.5 102.0 -0.5 68.5 67.5 NaN 68.0 21013 FEEDCOW caleb_strategy_v3 [-1] 500.0 3637.5 -37.5 50.0 -25.0 NaN 12.5 20993 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -117.6 -5.6 NaN NaN NaN NaN 20995 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -7812.0 7677.6 NaN NaN NaN NaN 20997 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -173.6 -5.6 -0.0 -11.2 NaN -5.6 20989 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -106.4 -5.6 11.2 -0.0 NaN 5.6 20991 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -7800.8 7688.8 NaN NaN NaN NaN 20992 DX caleb_strategy_v3 [1] 1000.0 48230.0 -48650.0 NaN NaN NaN NaN 20994 DX caleb_strategy_v3 [1] 1000.0 -522.5 -2.5 140.0 135.0 NaN 137.5 20996 DX caleb_strategy_v3 [1] 1000.0 -490.0 -5.0 140.0 130.0 NaN 135.0 20990 DX caleb_strategy_v3 [1] 1000.0 -392.5 -2.5 NaN NaN NaN NaN 20985 ROBUSTA caleb_strategy_v3 [1] 10.0 630.0 -10.0 NaN NaN NaN NaN 20986 ROBUSTA caleb_strategy_v3 [1] 10.0 20410.0 -19970.0 NaN NaN NaN NaN 20987 ROBUSTA caleb_strategy_v3 [1] 10.0 330.0 -10.0 160.0 140.0 NaN 150.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -17.7876 DOW 593.25 DX 46825.0 EUR -681.25 EUROSTX -575.1324 FEEDCOW 3637.5 GASOIL -3312.5 GAS_US_mini 2050.0 GBP -134.375 NASDAQ_micro 1251.5 NIKKEI -8.080991 ROBUSTA 21370.0 SUGAR11 -16010.4 US30 312.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 55300.224009 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.9292 DOW -3.75 DX -48660.0 EUR -6.25 EUROSTX -5.9292 FEEDCOW -37.5 GASOIL -12.5 GAS_US_mini -12.5 GBP -3.125 NASDAQ_micro -4.5 NIKKEI -1.616198 ROBUSTA -19990.0 SUGAR11 15349.6 US30 -31.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -53425.249598 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 35.5752 DOW 386.5 DX 280.0 EUR 25.0 EUROSTX 47.4336 FEEDCOW 50.0 GASOIL -300.0 GAS_US_mini 0.0 GBP -112.5 NASDAQ_micro 1082.0 NIKKEI 109.901477 ROBUSTA 160.0 SUGAR11 11.2 US30 187.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1962.610277 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 23.7168 DOW 379.0 DX 265.0 EUR 12.5 EUROSTX 35.5752 FEEDCOW -25.0 GASOIL -325.0 GAS_US_mini -25.0 GBP -118.75 NASDAQ_micro 1073.0 NIKKEI 106.66908 ROBUSTA 140.0 SUGAR11 -11.2 US30 125.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1655.51108 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 DOW 0 DX 0 EUR 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 GBP 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 SUGAR11 0 US30 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 BOBL 29.646 DOW 382.75 DX 272.5 EUR 18.75 EUROSTX 41.5044 FEEDCOW 12.5 GASOIL -312.5 GAS_US_mini -12.5 GBP -115.625 NASDAQ_micro 1077.5 NIKKEI 108.285278 ROBUSTA 150.0 SUGAR11 0.0 US30 156.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1809.060678 ******************************************************************************** END OF REPORT ********************************************************************************