******************************************************************************** Trades report produced on 03/02/2026 21:35 from 02/02/2026 21:35 to 03/02/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21040 AUD caleb_strategy_v3 [20260300] 2026-02-03 15:33:04.000 [-1] 0.70050 21036 AUD caleb_strategy_v3 [20260300] 2026-02-03 15:32:58.000 [-1] 0.70045 21029 AUD caleb_strategy_v3 [20260300] 2026-02-03 15:10:35.000 [-1] 0.69930 21018 COPPER caleb_strategy_v3 [20260300] 2026-02-03 14:00:53.000 [-1] 6.05050 21019 CRUDE_W caleb_strategy_v3 [20261200] 2026-02-03 14:01:49.000 [-1] 59.67000 21033 DOW caleb_strategy_v3 [20260300] 2026-02-03 15:30:56.000 [-1] 49597.00000 21026 DOW caleb_strategy_v3 [20260300] 2026-02-03 15:10:31.000 [-1] 49567.00000 21034 EUR caleb_strategy_v3 [20260300] 2026-02-03 15:30:56.000 [-1] 1.18295 21027 EUR caleb_strategy_v3 [20260300] 2026-02-03 15:10:32.000 [-1] 1.18175 21035 FEEDCOW caleb_strategy_v3 [20260400] 2026-02-03 15:32:58.000 [-1] 363.57500 21025 GBP caleb_strategy_v3 [20260300] 2026-02-03 15:10:30.000 [-1] 1.36790 21020 HEATOIL caleb_strategy_v3 [20260500] 2026-02-03 14:01:55.000 [-1] 2.26080 21046 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:46:07.000 [-1] 0.05783 21045 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:45:07.000 [-1] 0.05783 21044 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:44:14.000 [-1] 0.05783 21049 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:49:08.000 [-1] 0.05784 21042 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:44:02.000 [-1] 0.05782 21031 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:20:55.000 [-1] 0.05765 21047 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:47:07.000 [-1] 0.05785 21023 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:10:27.000 [-1] 0.05761 21038 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:33:03.000 [-1] 0.05780 21048 MXP caleb_strategy_v3 [20260300] 2026-02-03 15:48:07.000 [-1] 0.05784 21024 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-03 15:10:29.000 [-1] 25597.00000 21039 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-03 15:33:04.000 [-1] 25558.25000 21032 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.876 [0] NaN 21016 NIKKEI caleb_strategy_v3 [20260300] 2026-02-03 03:25:13.000 [1] 54350.00000 21014 NIKKEI caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.608 [0] NaN 21015 NIKKEI caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.672 [0] NaN 21017 OAT caleb_strategy_v3 [20260300] 2026-02-03 08:02:38.000 [-1] 121.72000 21030 SP500_micro caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.807 [0] NaN 21037 SP500_micro caleb_strategy_v3 [20260300] 2026-02-03 15:33:02.000 [-1] 6971.00000 21041 SP500_micro caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.942 [0] NaN 21043 SP500_micro caleb_strategy_v3 [20260300] 2026-02-03 15:44:14.000 [-1] 6962.75000 21022 SP500_micro caleb_strategy_v3 [20260300] 2026-02-03 19:45:11.739 [0] NaN 21021 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-03 14:01:57.000 [-1] 14.07000 21028 US30 caleb_strategy_v3 [20260300] 2026-02-03 15:10:34.000 [1] 116.62500 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21017 OAT caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 08:00:43.209000 2026-02-03 08:02:38 115243.209 114.791 21018 COPPER caleb_strategy_v3 2026-01-30 00:00:00 2026-02-03 14:00:20.925000 2026-02-03 14:00:53 396020.925 32.075 21019 CRUDE_W caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 14:00:54.777000 2026-02-03 14:01:49 136854.777 54.223 21020 HEATOIL caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 14:01:50.777000 2026-02-03 14:01:55 136910.777 4.223 21021 SUGAR11 caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 14:01:57.021000 2026-02-03 14:01:57 136917.021 NaN 21025 GBP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:30.321000 2026-02-03 15:10:30 141030.321 NaN 21028 US30 caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:34.162000 2026-02-03 15:10:34 141034.162 NaN 21033 DOW caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:30:56.104000 2026-02-03 15:30:56 142256.104 NaN 21026 DOW caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:31.545000 2026-02-03 15:10:31 141031.545 NaN 21034 EUR caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:30:56.725000 2026-02-03 15:30:56 142256.725 NaN 21027 EUR caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:32.853000 2026-02-03 15:10:32 141032.853 NaN 21035 FEEDCOW caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:30:58.057000 2026-02-03 15:32:58 142258.057 119.943 21040 AUD caleb_strategy_v3 2026-01-30 00:00:00 2026-02-03 15:33:04.670000 2026-02-03 15:33:04 401584.67 NaN 21036 AUD caleb_strategy_v3 2026-01-30 00:00:00 2026-02-03 15:32:58.896000 2026-02-03 15:32:58 401578.896 NaN 21029 AUD caleb_strategy_v3 2026-01-30 00:00:00 2026-02-03 15:10:35.457000 2026-02-03 15:10:35 400235.457 NaN 21031 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:20:55.081000 2026-02-03 15:20:55 141655.081 NaN 21038 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:33:03.265000 2026-02-03 15:33:03 142383.265 NaN 21042 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:44:02.872000 2026-02-03 15:44:02 143042.872 NaN 21044 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:44:14.650000 2026-02-03 15:44:14 143054.65 NaN 21045 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:45:07.037000 2026-02-03 15:45:07 143107.037 NaN 21046 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:46:07.279000 2026-02-03 15:46:07 143167.279 NaN 21047 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:47:07.698000 2026-02-03 15:47:07 143227.698 NaN 21048 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:48:07.785000 2026-02-03 15:48:07 143287.785 NaN 21049 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:49:08.204000 2026-02-03 15:49:08 143348.204 NaN 21023 MXP caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:27.621000 2026-02-03 15:10:27 141027.621 NaN 21030 SP500_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:54.613000 2026-02-03 19:45:11.807000 141054.613 16457.194 21037 SP500_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:33:02.434000 2026-02-03 15:33:02 142382.434 NaN 21041 SP500_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:34:02.354000 2026-02-03 19:45:11.942000 142442.354 15069.588 21043 SP500_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:44:06.489000 2026-02-03 15:44:14 143046.489 7.511 21022 SP500_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:00:26.453000 2026-02-03 19:45:11.739000 140426.453 17085.286 21016 NIKKEI caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 03:21:23.568000 2026-02-03 03:25:13 98483.568 229.432 21014 NIKKEI caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 03:01:17.033000 2026-02-03 19:45:11.608000 97277.033 60234.575 21015 NIKKEI caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 03:11:20.528000 2026-02-03 19:45:11.672000 97880.528 59631.144 21024 NASDAQ_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:10:28.826000 2026-02-03 15:10:29 141028.826 0.174 21032 NASDAQ_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:20:55.635000 2026-02-03 19:45:11.876000 141655.635 15856.241 21039 NASDAQ_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-03 15:33:03.850000 2026-02-03 15:33:04 142383.85 0.15 ===================================================================================================================================================================================================================================== 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 21017 OAT caleb_strategy_v3 [-1] 121.79 None 121.725 121.72 121.73 121.73 121.72 -0.065 -0.005 -0.0 -0.01 NaN -0.005 21018 COPPER caleb_strategy_v3 [-1] 5.967 None 6.06325 6.0625 6.064 6.064 6.0505 0.09625 -0.00075 -0.012 -0.0135 NaN -0.01275 21019 CRUDE_W caleb_strategy_v3 [-1] 59.34 None 59.67 59.66 59.68 59.68 59.67 0.33 -0.01 0.01 -0.01 NaN 0.0 21020 HEATOIL caleb_strategy_v3 [-1] 2.2359 None 2.26045 2.2601 2.2608 2.2608 2.2608 0.02455 -0.00035 0.0007 -0.0 NaN 0.00035 21021 SUGAR11 caleb_strategy_v3 [-1] 13.77 None 14.045 14.04 14.05 14.05 14.07 0.275 -0.005 0.03 0.02 NaN 0.025 21025 GBP caleb_strategy_v3 [-1] 1.366 None 1.36685 1.3668 1.3669 1.3669 1.3679 0.00085 -0.00005 0.0011 0.001 NaN 0.00105 21028 US30 caleb_strategy_v3 [1] 116.875 None 116.640625 116.65625 116.625 116.625 116.625 0.234375 -0.015625 0.03125 0.0 NaN 0.015625 21033 DOW caleb_strategy_v3 [-1] 49566.0 None 49520.0 49519.0 49521.0 49521.0 49597.0 -46.0 -1.0 78.0 76.0 NaN 77.0 21026 DOW caleb_strategy_v3 [-1] 49566.0 None 49520.0 49519.0 49521.0 49521.0 49567.0 -46.0 -1.0 48.0 46.0 NaN 47.0 21034 EUR caleb_strategy_v3 [-1] 1.1814 None 1.1814 1.18135 1.18145 1.18145 1.18295 -0.0 -0.00005 0.0016 0.0015 NaN 0.00155 21027 EUR caleb_strategy_v3 [-1] 1.1814 None 1.1814 1.18135 1.18145 1.18145 1.18175 -0.0 -0.00005 0.0004 0.0003 NaN 0.00035 21035 FEEDCOW caleb_strategy_v3 [-1] 364.075 None 363.95 363.9 364.0 364.0 363.575 -0.125 -0.05 -0.325 -0.425 NaN -0.375 21040 AUD caleb_strategy_v3 [-1] 0.69635 None 0.698725 0.6987 0.69875 0.69875 0.7005 0.002375 -0.000025 0.0018 0.00175 NaN 0.001775 21036 AUD caleb_strategy_v3 [-1] 0.69635 None 0.698725 0.6987 0.69875 0.69875 0.70045 0.002375 -0.000025 0.00175 0.0017 NaN 0.001725 21029 AUD caleb_strategy_v3 [-1] 0.69635 None 0.698725 0.6987 0.69875 0.69875 0.6993 0.002375 -0.000025 0.0006 0.00055 NaN 0.000575 21031 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057555 0.05755 0.05756 0.05756 0.05765 0.000315 -0.000005 0.0001 0.00009 NaN 0.000095 21038 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057555 0.05755 0.05756 0.05756 0.0578 0.000315 -0.000005 0.00025 0.00024 NaN 0.000245 21042 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057555 0.05755 0.05756 0.05756 0.05782 0.000315 -0.000005 0.00027 0.00026 NaN 0.000265 21044 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057555 0.05755 0.05756 0.05756 0.05783 0.000315 -0.000005 0.00028 0.00027 NaN 0.000275 21045 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057805 0.0578 0.05781 0.05781 0.05783 0.000565 -0.000005 0.00003 0.00002 NaN 0.000025 21046 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057815 0.05781 0.05782 0.05782 0.05783 0.000575 -0.000005 0.00002 0.00001 NaN 0.000015 21047 MXP caleb_strategy_v3 [-1] 0.05724 None 0.05781 0.0578 0.05782 0.05782 0.05785 0.00057 -0.00001 0.00005 0.00003 NaN 0.00004 21048 MXP caleb_strategy_v3 [-1] 0.05724 None 0.05781 0.0578 0.05782 0.05782 0.05784 0.00057 -0.00001 0.00004 0.00002 NaN 0.00003 21049 MXP caleb_strategy_v3 [-1] 0.05724 None 0.05781 0.0578 0.05782 0.05782 0.05784 0.00057 -0.00001 0.00004 0.00002 NaN 0.00003 21023 MXP caleb_strategy_v3 [-1] 0.05724 None 0.057555 0.05755 0.05756 0.05756 0.05761 0.000315 -0.000005 0.00006 0.00005 NaN 0.000055 21030 SP500_micro caleb_strategy_v3 [-1] 7007.75 None 3489.375 6978.75 0.0 0.0 NaN -3518.375 3489.375 NaN NaN NaN NaN 21037 SP500_micro caleb_strategy_v3 [-1] 7007.75 None 6974.875 6974.75 6975.0 6975.0 6971.0 -32.875 -0.125 -3.75 -4.0 NaN -3.875 21041 SP500_micro caleb_strategy_v3 [-1] 7007.75 None 3482.875 6965.75 0.0 0.0 NaN -3524.875 3482.875 NaN NaN NaN NaN 21043 SP500_micro caleb_strategy_v3 [-1] 7007.75 None 6966.375 6966.25 6966.5 6966.5 6962.75 -41.375 -0.125 -3.5 -3.75 NaN -3.625 21022 SP500_micro caleb_strategy_v3 [-1] 7007.75 None 7006.125 7006.0 7006.25 7006.25 NaN -1.625 -0.125 NaN NaN NaN NaN 21016 NIKKEI caleb_strategy_v3 [1] 53890.0 None 54327.5 54330.0 54325.0 54325.0 54350.0 -437.5 -2.5 -20.0 -25.0 NaN -22.5 21014 NIKKEI caleb_strategy_v3 [1] 53890.0 None 54252.5 54255.0 54250.0 54250.0 NaN -362.5 -2.5 NaN NaN NaN NaN 21015 NIKKEI caleb_strategy_v3 [1] 53890.0 None 27112.5 54225.0 0.0 0.0 NaN 26777.5 -27112.5 NaN NaN NaN NaN 21024 NASDAQ_micro caleb_strategy_v3 [-1] 25863.25 None 25617.75 25617.25 25618.25 25618.25 25597.0 -245.5 -0.5 -20.25 -21.25 NaN -20.75 21032 NASDAQ_micro caleb_strategy_v3 [-1] 25863.25 None 12798.375 25596.75 0.0 0.0 NaN -13064.875 12798.375 NaN NaN NaN NaN 21039 NASDAQ_micro caleb_strategy_v3 [-1] 25863.25 None 25593.75 25593.5 25594.0 25594.0 25558.25 -269.5 -0.25 -35.25 -35.75 NaN -35.5 =================================================================================================================================================================== 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 21017 OAT caleb_strategy_v3 [-1] 4.692984 -138.504627 -10.654202 -0.0 -21.308404 NaN -10.654202 21018 COPPER caleb_strategy_v3 [-1] 2.016649 477.27686 -3.71904 -59.504647 -66.942728 NaN -63.223688 21019 CRUDE_W caleb_strategy_v3 [-1] 15.429167 213.88064 -6.481232 6.481232 -6.481232 NaN 0.0 21020 HEATOIL caleb_strategy_v3 [-1] 0.772605 317.756323 -4.530131 9.060262 -0.0 NaN 4.530131 21021 SUGAR11 caleb_strategy_v3 [-1] 3.635154 756.501722 -13.754577 82.527461 55.018307 NaN 68.772884 21025 GBP caleb_strategy_v3 [-1] 0.100776 84.345562 -4.961504 109.15308 99.230073 NaN 104.191577 21028 US30 caleb_strategy_v3 [1] 10.739211 218.242293 -14.549486 29.098972 0.0 NaN 14.549486 21033 DOW caleb_strategy_v3 [-1] 5623.483236 -81.799835 -1.778257 138.704068 135.147553 NaN 136.925811 21026 DOW caleb_strategy_v3 [-1] 5623.483236 -81.799835 -1.778257 85.356349 81.799835 NaN 83.578092 21034 EUR caleb_strategy_v3 [-1] 0.091832 -0.0 -5.444738 174.231614 163.342138 NaN 168.786876 21027 EUR caleb_strategy_v3 [-1] 0.091832 -0.0 -5.444738 43.557904 32.668428 NaN 38.113166 21035 FEEDCOW caleb_strategy_v3 [-1] 56.973362 -21.940078 -8.776031 -57.044203 -74.596265 NaN -65.820234 21040 AUD caleb_strategy_v3 [-1] 0.061338 387.199517 -4.075784 293.456476 285.304907 NaN 289.380692 21036 AUD caleb_strategy_v3 [-1] 0.061338 387.199517 -4.075784 285.304907 277.153339 NaN 281.229123 21029 AUD caleb_strategy_v3 [-1] 0.061338 387.199517 -4.075784 97.818825 89.667257 NaN 93.743041 21031 MXP caleb_strategy_v3 [-1] 0.005252 599.784464 -9.520388 190.407766 171.36699 NaN 180.887378 21038 MXP caleb_strategy_v3 [-1] 0.005252 599.784464 -9.520388 476.019416 456.978639 NaN 466.499027 21042 MXP caleb_strategy_v3 [-1] 0.005252 599.784464 -9.520388 514.100969 495.060192 NaN 504.580581 21044 MXP caleb_strategy_v3 [-1] 0.005252 599.784464 -9.520388 533.141746 514.100969 NaN 523.621357 21045 MXP caleb_strategy_v3 [-1] 0.005252 1075.80388 -9.520388 57.12233 38.081553 NaN 47.601942 21046 MXP caleb_strategy_v3 [-1] 0.005252 1094.844656 -9.520388 38.081553 19.040777 NaN 28.561165 21047 MXP caleb_strategy_v3 [-1] 0.005252 1085.324268 -19.040777 95.203883 57.12233 NaN 76.163107 21048 MXP caleb_strategy_v3 [-1] 0.005252 1085.324268 -19.040777 76.163107 38.081553 NaN 57.12233 21049 MXP caleb_strategy_v3 [-1] 0.005252 1085.324268 -19.040777 76.163107 38.081553 NaN 57.12233 21023 MXP caleb_strategy_v3 [-1] 0.005252 599.784464 -9.520388 114.24466 95.203883 NaN 104.724271 21030 SP500_micro caleb_strategy_v3 [-1] 767.932355 -45816.209951 45438.572522 NaN NaN NaN NaN 21037 SP500_micro caleb_strategy_v3 [-1] 767.932355 -428.097602 -1.627748 -48.832426 -52.087921 NaN -50.460174 21041 SP500_micro caleb_strategy_v3 [-1] 767.932355 -45900.852823 45353.92965 NaN NaN NaN NaN 21043 SP500_micro caleb_strategy_v3 [-1] 767.932355 -538.784435 -1.627748 -45.576931 -48.832426 NaN -47.204679 21022 SP500_micro caleb_strategy_v3 [-1] 767.932355 -21.160718 -1.627748 NaN NaN NaN NaN 21016 NIKKEI caleb_strategy_v3 [1] 11351.700251 -385.404821 -2.202313 -17.618506 -22.023133 NaN -19.820819 21014 NIKKEI caleb_strategy_v3 [1] 11351.700251 -319.335423 -2.202313 NaN NaN NaN NaN 21015 NIKKEI caleb_strategy_v3 [1] 11351.700251 23588.97734 -23884.087317 NaN NaN NaN NaN 21024 NASDAQ_micro caleb_strategy_v3 [-1] 3988.568751 -615.509009 -1.253583 -50.770091 -53.277256 NaN -52.023674 21032 NASDAQ_micro caleb_strategy_v3 [-1] 3988.568751 -32755.797421 32087.637947 NaN NaN NaN NaN 21039 NASDAQ_micro caleb_strategy_v3 [-1] 3988.568751 -675.680969 -0.626791 -88.377566 -89.631149 NaN -89.004358 ============================================================================================================================================================================ 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 21017 OAT caleb_strategy_v3 [-1] 1181.11 -76.77215 -5.90555 -0.0 -11.8111 NaN -5.90555 21018 COPPER caleb_strategy_v3 [-1] 25000.0 2406.25 -18.75 -300.0 -337.5 NaN -318.75 21019 CRUDE_W caleb_strategy_v3 [-1] 1000.0 330.0 -10.0 10.0 -10.0 NaN 0.0 21020 HEATOIL caleb_strategy_v3 [-1] 42000.0 1031.1 -14.7 29.4 -0.0 NaN 14.7 21021 SUGAR11 caleb_strategy_v3 [-1] 1120.0 308.0 -5.6 33.6 22.4 NaN 28.0 21025 GBP caleb_strategy_v3 [-1] 62500.0 53.125 -3.125 68.75 62.5 NaN 65.625 21028 US30 caleb_strategy_v3 [1] 1000.0 234.375 -15.625 31.25 0.0 NaN 15.625 21033 DOW caleb_strategy_v3 [-1] 0.5 -23.0 -0.5 39.0 38.0 NaN 38.5 21026 DOW caleb_strategy_v3 [-1] 0.5 -23.0 -0.5 24.0 23.0 NaN 23.5 21034 EUR caleb_strategy_v3 [-1] 125000.0 -0.0 -6.25 200.0 187.5 NaN 193.75 21027 EUR caleb_strategy_v3 [-1] 125000.0 -0.0 -6.25 50.0 37.5 NaN 43.75 21035 FEEDCOW caleb_strategy_v3 [-1] 500.0 -62.5 -25.0 -162.5 -212.5 NaN -187.5 21040 AUD caleb_strategy_v3 [-1] 100000.0 237.5 -2.5 180.0 175.0 NaN 177.5 21036 AUD caleb_strategy_v3 [-1] 100000.0 237.5 -2.5 175.0 170.0 NaN 172.5 21029 AUD caleb_strategy_v3 [-1] 100000.0 237.5 -2.5 60.0 55.0 NaN 57.5 21031 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 50.0 45.0 NaN 47.5 21038 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 125.0 120.0 NaN 122.5 21042 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 135.0 130.0 NaN 132.5 21044 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 140.0 135.0 NaN 137.5 21045 MXP caleb_strategy_v3 [-1] 500000.0 282.5 -2.5 15.0 10.0 NaN 12.5 21046 MXP caleb_strategy_v3 [-1] 500000.0 287.5 -2.5 10.0 5.0 NaN 7.5 21047 MXP caleb_strategy_v3 [-1] 500000.0 285.0 -5.0 25.0 15.0 NaN 20.0 21048 MXP caleb_strategy_v3 [-1] 500000.0 285.0 -5.0 20.0 10.0 NaN 15.0 21049 MXP caleb_strategy_v3 [-1] 500000.0 285.0 -5.0 20.0 10.0 NaN 15.0 21023 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 30.0 25.0 NaN 27.5 21030 SP500_micro caleb_strategy_v3 [-1] 5.0 -17591.875 17446.875 NaN NaN NaN NaN 21037 SP500_micro caleb_strategy_v3 [-1] 5.0 -164.375 -0.625 -18.75 -20.0 NaN -19.375 21041 SP500_micro caleb_strategy_v3 [-1] 5.0 -17624.375 17414.375 NaN NaN NaN NaN 21043 SP500_micro caleb_strategy_v3 [-1] 5.0 -206.875 -0.625 -17.5 -18.75 NaN -18.125 21022 SP500_micro caleb_strategy_v3 [-1] 5.0 -8.125 -0.625 NaN NaN NaN NaN 21016 NIKKEI caleb_strategy_v3 [1] 0.643368 -281.47357 -1.60842 -12.867363 -16.084204 NaN -14.475784 21014 NIKKEI caleb_strategy_v3 [1] 0.643368 -233.220958 -1.60842 NaN NaN NaN NaN 21015 NIKKEI caleb_strategy_v3 [1] 0.643368 17227.790931 -17443.319265 NaN NaN NaN NaN 21024 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -491.0 -1.0 -40.5 -42.5 NaN -41.5 21032 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -26129.75 25596.75 NaN NaN NaN NaN 21039 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -539.0 -0.5 -70.5 -71.5 NaN -71.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 712.5 COPPER 2406.25 CRUDE_W 330.0 DOW -46.0 EUR -0.0 FEEDCOW -62.5 GBP 53.125 HEATOIL 1031.1 MXP 2212.5 NASDAQ_micro -27159.75 NIKKEI 16713.096402 OAT -76.77215 SP500_micro -35595.625 SUGAR11 308.0 US30 234.375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -38939.700748 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 COPPER -18.75 CRUDE_W -10.0 DOW -1.0 EUR -12.5 FEEDCOW -25.0 GBP -3.125 HEATOIL -14.7 MXP -32.5 NASDAQ_micro 25595.25 NIKKEI -17446.536106 OAT -5.90555 SP500_micro 34859.375 SUGAR11 -5.6 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 42855.883344 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 415.0 COPPER -300.0 CRUDE_W 10.0 DOW 63.0 EUR 250.0 FEEDCOW -162.5 GBP 68.75 HEATOIL 29.4 MXP 570.0 NASDAQ_micro -111.0 NIKKEI -12.867363 OAT -0.0 SP500_micro -36.25 SUGAR11 33.6 US30 31.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 848.382637 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 400.0 COPPER -337.5 CRUDE_W -10.0 DOW 61.0 EUR 225.0 FEEDCOW -212.5 GBP 62.5 HEATOIL -0.0 MXP 505.0 NASDAQ_micro -114.0 NIKKEI -16.084204 OAT -11.8111 SP500_micro -38.75 SUGAR11 22.4 US30 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 535.254696 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 COPPER 0 CRUDE_W 0 DOW 0 EUR 0 FEEDCOW 0 GBP 0 HEATOIL 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 SP500_micro 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 AUD 407.5 COPPER -318.75 CRUDE_W 0.0 DOW 62.0 EUR 237.5 FEEDCOW -187.5 GBP 65.625 HEATOIL 14.7 MXP 537.5 NASDAQ_micro -112.5 NIKKEI -14.475784 OAT -5.90555 SP500_micro -37.5 SUGAR11 28.0 US30 15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 691.818666 ******************************************************************************** END OF REPORT ********************************************************************************