******************************************************************************** Trades report produced on 09/02/2026 21:36 from 08/02/2026 21:36 to 09/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21103 AUD caleb_strategy_v3 [20260300] 2026-02-09 15:08:40.000 [-1] 0.70810 21091 BUND caleb_strategy_v3 [20260300] 2026-02-09 08:00:38.000 [1] 128.18000 21093 BUND caleb_strategy_v3 [20260300] 2026-02-09 08:11:40.000 [1] 128.18000 21092 BUND caleb_strategy_v3 [20260300] 2026-02-09 19:45:13.714 [0] NaN 21096 CANOLA caleb_strategy_v3 [20260500] 2026-02-09 19:45:13.850 [0] NaN 21099 CANOLA caleb_strategy_v3 [20260500] 2026-02-09 19:45:13.913 [0] NaN 21100 CANOLA caleb_strategy_v3 [20260500] 2026-02-09 14:30:54.000 [1] 675.20000 21102 CHF caleb_strategy_v3 [20260300] 2026-02-09 15:08:39.000 [1] 1.30785 21095 COPPER caleb_strategy_v3 [20260300] 2026-02-09 14:10:24.000 [-1] 5.89500 21098 COTTON2 caleb_strategy_v3 [20260300] 2026-02-09 14:20:43.000 [1] 61.52000 21094 COTTON2 caleb_strategy_v3 [20260300] 2026-02-09 19:45:13.780 [0] NaN 21101 DOW caleb_strategy_v3 [20260300] 2026-02-09 15:00:55.000 [-1] 50027.00000 21111 DOW caleb_strategy_v3 [20260300] 2026-02-09 15:09:48.000 [-1] 50068.00000 21113 DOW caleb_strategy_v3 [20260300] 2026-02-09 15:10:48.000 [-1] 50054.00000 21115 DOW caleb_strategy_v3 [20260300] 2026-02-09 15:11:48.000 [-1] 50061.00000 21107 DOW caleb_strategy_v3 [20260300] 2026-02-09 15:08:47.000 [-1] 50079.00000 21097 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-09 14:20:26.000 [-1] 5037.10000 21114 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:10:49.000 [-1] 0.05807 21112 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:09:48.000 [-1] 0.05804 21110 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:08:49.000 [-1] 0.05804 21106 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:08:44.000 [-1] 0.05803 21117 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:12:49.000 [-1] 0.05804 21116 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:11:49.000 [-1] 0.05805 21119 MXP caleb_strategy_v3 [20260300] 2026-02-09 15:24:14.000 [-1] 0.05802 21118 MXP caleb_strategy_v3 [20260300] 2026-02-09 19:45:13.980 [0] NaN 21090 NIKKEI caleb_strategy_v3 [20260300] 2026-02-09 03:02:25.000 [-1] 56795.00000 21089 NIKKEI caleb_strategy_v3 [20260300] 2026-02-09 03:01:18.000 [-1] 56800.00000 21108 SP500_micro caleb_strategy_v3 [20260300] 2026-02-09 15:08:48.000 [-1] 6959.25000 21104 SP500_micro caleb_strategy_v3 [20260300] 2026-02-09 15:08:41.000 [-1] 6959.25000 21109 VIX caleb_strategy_v3 [20260400] 2026-02-09 15:08:49.000 [1] 20.20000 21105 VIX caleb_strategy_v3 [20260400] 2026-02-09 15:08:43.000 [1] 20.20000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21089 NIKKEI caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 03:01:17.509000 2026-02-09 03:01:18 270077.509 0.491 21090 NIKKEI caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 03:02:17.740000 2026-02-09 03:02:25 270137.74 7.26 21095 COPPER caleb_strategy_v3 2026-02-05 00:00:00 2026-02-09 14:10:16.033000 2026-02-09 14:10:24 396616.033 7.967 21097 GOLD_micro caleb_strategy_v3 2026-02-05 00:00:00 2026-02-09 14:20:26.901000 2026-02-09 14:20:26 397226.901 NaN 21102 CHF caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:00:56.217000 2026-02-09 15:08:39 313256.217 462.783 21103 AUD caleb_strategy_v3 2026-02-05 00:00:00 2026-02-09 15:08:40.389000 2026-02-09 15:08:40 400120.389 NaN 21104 SP500_micro caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:41.590000 2026-02-09 15:08:41 313721.59 NaN 21108 SP500_micro caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:48.467000 2026-02-09 15:08:48 313728.467 NaN 21105 VIX caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:43.138000 2026-02-09 15:08:43 313723.138 NaN 21109 VIX caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:49.049000 2026-02-09 15:08:49 313729.049 NaN 21101 DOW caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:00:55.089000 2026-02-09 15:00:55 313255.089 NaN 21107 DOW caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:47.865000 2026-02-09 15:08:47 313727.865 NaN 21111 DOW caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:09:48.312000 2026-02-09 15:09:48 313788.312 NaN 21113 DOW caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:10:48.647000 2026-02-09 15:10:48 313848.647 NaN 21115 DOW caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:11:48.929000 2026-02-09 15:11:48 313908.929 NaN 21091 BUND caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 08:00:37.425000 2026-02-09 08:00:38 288037.425 0.575 21092 BUND caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 08:01:37.106000 2026-02-09 19:45:13.714000 288097.106 42216.608 21093 BUND caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 08:11:40.324000 2026-02-09 08:11:40 288700.324 NaN 21098 COTTON2 caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 14:20:43.545000 2026-02-09 14:20:43 310843.545 NaN 21094 COTTON2 caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 14:00:14.470000 2026-02-09 19:45:13.780000 309614.47 20699.31 21096 CANOLA caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 14:10:25.365000 2026-02-09 19:45:13.850000 310225.365 20088.485 21099 CANOLA caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 14:20:44.417000 2026-02-09 19:45:13.913000 310844.417 19469.496 21100 CANOLA caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 14:30:47.949000 2026-02-09 14:30:54 311447.949 6.051 21106 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:44.301000 2026-02-09 15:08:44 313724.301 NaN 21110 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:08:49.661000 2026-02-09 15:08:49 313729.661 NaN 21112 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:09:48.910000 2026-02-09 15:09:48 313788.91 NaN 21114 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:10:49.100000 2026-02-09 15:10:49 313849.1 NaN 21116 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:11:49.552000 2026-02-09 15:11:49 313909.552 NaN 21117 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:12:48.900000 2026-02-09 15:12:49 313968.9 0.1 21118 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:13:49.125000 2026-02-09 19:45:13.980000 314029.125 16284.855 21119 MXP caleb_strategy_v3 2026-02-06 00:00:00 2026-02-09 15:24:09.773000 2026-02-09 15:24:14 314649.773 4.227 ================================================================================================================================================================================================================================= 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 21089 NIKKEI caleb_strategy_v3 [-1] 56305.0 None 56797.5 56795.0 56800.0 56800.0 56800.0 492.5 -2.5 5.0 -0.0 NaN 2.5 21090 NIKKEI caleb_strategy_v3 [-1] 56305.0 None 56805.0 56800.0 56810.0 56810.0 56795.0 500.0 -5.0 -5.0 -15.0 NaN -10.0 21095 COPPER caleb_strategy_v3 [-1] 5.7205 None 5.89625 5.8955 5.897 5.897 5.895 0.17575 -0.00075 -0.0005 -0.002 NaN -0.00125 21097 GOLD_micro caleb_strategy_v3 [-1] 4797.8 None 5032.4 5032.3 5032.5 5032.5 5037.1 234.6 -0.1 4.8 4.6 NaN 4.7 21102 CHF caleb_strategy_v3 [1] 1.2945 None 1.30625 1.3063 1.3062 1.3062 1.30785 -0.01175 -0.00005 -0.00155 -0.00165 NaN -0.0016 21103 AUD caleb_strategy_v3 [-1] 0.6926 None 0.707775 0.70775 0.7078 0.7078 0.7081 0.015175 -0.000025 0.00035 0.0003 NaN 0.000325 21104 SP500_micro caleb_strategy_v3 [-1] 6937.25 None 6947.375 6947.25 6947.5 6947.5 6959.25 10.125 -0.125 12.0 11.75 NaN 11.875 21108 SP500_micro caleb_strategy_v3 [-1] 6937.25 None 6947.375 6947.25 6947.5 6947.5 6959.25 10.125 -0.125 12.0 11.75 NaN 11.875 21105 VIX caleb_strategy_v3 [1] 20.5 None 20.325 20.35 20.3 20.3 20.2 0.175 -0.025 0.15 0.1 NaN 0.125 21109 VIX caleb_strategy_v3 [1] 20.5 None 20.325 20.35 20.3 20.3 20.2 0.175 -0.025 0.15 0.1 NaN 0.125 21101 DOW caleb_strategy_v3 [-1] 50091.0 None 49922.0 49921.0 49923.0 49923.0 50027.0 -169.0 -1.0 106.0 104.0 NaN 105.0 21107 DOW caleb_strategy_v3 [-1] 50091.0 None 49922.0 49921.0 49923.0 49923.0 50079.0 -169.0 -1.0 158.0 156.0 NaN 157.0 21111 DOW caleb_strategy_v3 [-1] 50091.0 None 49922.0 49921.0 49923.0 49923.0 50068.0 -169.0 -1.0 147.0 145.0 NaN 146.0 21113 DOW caleb_strategy_v3 [-1] 50091.0 None 49922.0 49921.0 49923.0 49923.0 50054.0 -169.0 -1.0 133.0 131.0 NaN 132.0 21115 DOW caleb_strategy_v3 [-1] 50091.0 None 50027.5 50027.0 50028.0 50028.0 50061.0 -63.5 -0.5 34.0 33.0 NaN 33.5 21091 BUND caleb_strategy_v3 [1] 128.23 None 128.185 128.19 128.18 128.18 128.18 0.045 -0.005 0.01 0.0 NaN 0.005 21092 BUND caleb_strategy_v3 [1] 128.23 None 64.095 128.19 0.0 0.0 NaN 64.135 -64.095 NaN NaN NaN NaN 21093 BUND caleb_strategy_v3 [1] 128.23 None 128.185 128.19 128.18 128.18 128.18 0.045 -0.005 0.01 0.0 NaN 0.005 21098 COTTON2 caleb_strategy_v3 [1] 61.07 None 61.44 61.45 61.43 61.43 61.52 -0.37 -0.01 -0.07 -0.09 NaN -0.08 21094 COTTON2 caleb_strategy_v3 [1] 61.07 None 61.25 61.26 61.24 61.24 NaN -0.18 -0.01 NaN NaN NaN NaN 21096 CANOLA caleb_strategy_v3 [1] 669.5 None 674.6 674.7 674.5 674.5 NaN -5.1 -0.1 NaN NaN NaN NaN 21099 CANOLA caleb_strategy_v3 [1] 669.5 None 337.5 675.0 0.0 0.0 NaN 332.0 -337.5 NaN NaN NaN NaN 21100 CANOLA caleb_strategy_v3 [1] 669.5 None 675.3 675.4 675.2 675.2 675.2 -5.8 -0.1 0.2 0.0 NaN 0.1 21106 MXP caleb_strategy_v3 [-1] 0.05773 None 0.057995 0.05799 0.058 0.058 0.05803 0.000265 -0.000005 0.00004 0.00003 NaN 0.000035 21110 MXP caleb_strategy_v3 [-1] 0.05773 None 0.057995 0.05799 0.058 0.058 0.05804 0.000265 -0.000005 0.00005 0.00004 NaN 0.000045 21112 MXP caleb_strategy_v3 [-1] 0.05773 None 0.057995 0.05799 0.058 0.058 0.05804 0.000265 -0.000005 0.00005 0.00004 NaN 0.000045 21114 MXP caleb_strategy_v3 [-1] 0.05773 None 0.057995 0.05799 0.058 0.058 0.05807 0.000265 -0.000005 0.00008 0.00007 NaN 0.000075 21116 MXP caleb_strategy_v3 [-1] 0.05773 None 0.057995 0.05799 0.058 0.058 0.05805 0.000265 -0.000005 0.00006 0.00005 NaN 0.000055 21117 MXP caleb_strategy_v3 [-1] 0.05773 None 0.05805 0.05804 0.05806 0.05806 0.05804 0.00032 -0.00001 -0.0 -0.00002 NaN -0.00001 21118 MXP caleb_strategy_v3 [-1] 0.05773 None 0.02902 0.05804 0.0 0.0 NaN -0.02871 0.02902 NaN NaN NaN NaN 21119 MXP caleb_strategy_v3 [-1] 0.05773 None 0.058045 0.05804 0.05805 0.05805 0.05802 0.000315 -0.000005 -0.00002 -0.00003 NaN -0.000025 ===================================================================================================================================================================== 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 21089 NIKKEI caleb_strategy_v3 [-1] 16377.179106 300.72334 -1.526514 3.053029 -0.0 NaN 1.526514 21090 NIKKEI caleb_strategy_v3 [-1] 16377.179106 305.302883 -3.053029 -3.053029 -9.159086 NaN -6.106058 21095 COPPER caleb_strategy_v3 [-1] 2.199313 799.11306 -3.410155 -2.273437 -9.093747 NaN -5.683592 21097 GOLD_micro caleb_strategy_v3 [-1] 2048.438487 1145.262606 -0.488177 23.432483 22.45613 NaN 22.944306 21102 CHF caleb_strategy_v3 [1] 0.136334 -861.853633 -3.667462 -113.69133 -121.026255 NaN -117.358793 21103 AUD caleb_strategy_v3 [-1] 0.070271 2159.504906 -3.557669 49.807362 42.692024 NaN 46.249693 21104 SP500_micro caleb_strategy_v3 [-1] 864.881941 117.068001 -1.445284 138.74726 135.856693 NaN 137.301977 21108 SP500_micro caleb_strategy_v3 [-1] 864.881941 117.068001 -1.445284 138.74726 135.856693 NaN 137.301977 21105 VIX caleb_strategy_v3 [1] 8.549611 204.68768 -29.241097 175.446583 116.964389 NaN 146.205486 21109 VIX caleb_strategy_v3 [1] 8.549611 204.68768 -29.241097 175.446583 116.964389 NaN 146.205486 21101 DOW caleb_strategy_v3 [-1] 6622.796599 -255.179209 -1.509936 160.053232 157.03336 NaN 158.543296 21107 DOW caleb_strategy_v3 [-1] 6622.796599 -255.179209 -1.509936 238.569912 235.550039 NaN 237.059976 21111 DOW caleb_strategy_v3 [-1] 6622.796599 -255.179209 -1.509936 221.960614 218.940742 NaN 220.450678 21113 DOW caleb_strategy_v3 [-1] 6622.796599 -255.179209 -1.509936 200.821508 197.801636 NaN 199.311572 21115 DOW caleb_strategy_v3 [-1] 6622.796599 -95.880946 -0.754968 51.337829 49.827893 NaN 50.582861 21091 BUND caleb_strategy_v3 [1] 4.557745 98.733038 -10.970338 21.940675 0.0 NaN 10.970338 21092 BUND caleb_strategy_v3 [1] 4.557745 140716.520414 -140628.757713 NaN NaN NaN NaN 21093 BUND caleb_strategy_v3 [1] 4.557745 98.733038 -10.970338 21.940675 0.0 NaN 10.970338 21098 COTTON2 caleb_strategy_v3 [1] 8.315126 -444.972222 -12.026276 -84.183934 -108.236486 NaN -96.21021 21094 COTTON2 caleb_strategy_v3 [1] 8.315126 -216.472973 -12.026276 NaN NaN NaN NaN 21096 CANOLA caleb_strategy_v3 [1] 103.464 -492.925076 -9.665198 NaN NaN NaN NaN 21099 CANOLA caleb_strategy_v3 [1] 103.464 32088.455912 -32620.041778 NaN NaN NaN NaN 21100 CANOLA caleb_strategy_v3 [1] 103.464 -560.581459 -9.665198 19.330395 0.0 NaN 9.665198 21106 MXP caleb_strategy_v3 [-1] 0.005945 445.773104 -8.410813 67.286506 50.46488 NaN 58.875693 21110 MXP caleb_strategy_v3 [-1] 0.005945 445.773104 -8.410813 84.108133 67.286506 NaN 75.69732 21112 MXP caleb_strategy_v3 [-1] 0.005945 445.773104 -8.410813 84.108133 67.286506 NaN 75.69732 21114 MXP caleb_strategy_v3 [-1] 0.005945 445.773104 -8.410813 134.573012 117.751386 NaN 126.162199 21116 MXP caleb_strategy_v3 [-1] 0.005945 445.773104 -8.410813 100.929759 84.108133 NaN 92.518946 21117 MXP caleb_strategy_v3 [-1] 0.005945 538.29205 -16.821627 -0.0 -33.643253 NaN -16.821627 21118 MXP caleb_strategy_v3 [-1] 0.005945 -48294.889859 48816.360282 NaN NaN NaN NaN 21119 MXP caleb_strategy_v3 [-1] 0.005945 529.881237 -8.410813 -33.643253 -50.46488 NaN -42.054066 ============================================================================================================================================================================ 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 21089 NIKKEI caleb_strategy_v3 [-1] 0.638745 314.581909 -1.596862 3.193725 -0.0 NaN 1.596862 21090 NIKKEI caleb_strategy_v3 [-1] 0.638745 319.372497 -3.193725 -3.193725 -9.581175 NaN -6.38745 21095 COPPER caleb_strategy_v3 [-1] 25000.0 4393.75 -18.75 -12.5 -50.0 NaN -31.25 21097 GOLD_micro caleb_strategy_v3 [-1] 10.0 2346.0 -1.0 48.0 46.0 NaN 47.0 21102 CHF caleb_strategy_v3 [1] 125000.0 -1468.75 -6.25 -193.75 -206.25 NaN -200.0 21103 AUD caleb_strategy_v3 [-1] 100000.0 1517.5 -2.5 35.0 30.0 NaN 32.5 21104 SP500_micro caleb_strategy_v3 [-1] 5.0 50.625 -0.625 60.0 58.75 NaN 59.375 21108 SP500_micro caleb_strategy_v3 [-1] 5.0 50.625 -0.625 60.0 58.75 NaN 59.375 21105 VIX caleb_strategy_v3 [1] 1000.0 175.0 -25.0 150.0 100.0 NaN 125.0 21109 VIX caleb_strategy_v3 [1] 1000.0 175.0 -25.0 150.0 100.0 NaN 125.0 21101 DOW caleb_strategy_v3 [-1] 0.5 -84.5 -0.5 53.0 52.0 NaN 52.5 21107 DOW caleb_strategy_v3 [-1] 0.5 -84.5 -0.5 79.0 78.0 NaN 78.5 21111 DOW caleb_strategy_v3 [-1] 0.5 -84.5 -0.5 73.5 72.5 NaN 73.0 21113 DOW caleb_strategy_v3 [-1] 0.5 -84.5 -0.5 66.5 65.5 NaN 66.0 21115 DOW caleb_strategy_v3 [-1] 0.5 -31.75 -0.25 17.0 16.5 NaN 16.75 21091 BUND caleb_strategy_v3 [1] 1185.185 53.333325 -5.925925 11.85185 0.0 NaN 5.925925 21092 BUND caleb_strategy_v3 [1] 1185.185 76011.839975 -75964.432575 NaN NaN NaN NaN 21093 BUND caleb_strategy_v3 [1] 1185.185 53.333325 -5.925925 11.85185 0.0 NaN 5.925925 21098 COTTON2 caleb_strategy_v3 [1] 500.0 -185.0 -5.0 -35.0 -45.0 NaN -40.0 21094 COTTON2 caleb_strategy_v3 [1] 500.0 -90.0 -5.0 NaN NaN NaN NaN 21096 CANOLA caleb_strategy_v3 [1] 14.659371 -74.762793 -1.465937 NaN NaN NaN NaN 21099 CANOLA caleb_strategy_v3 [1] 14.659371 4866.911234 -4947.537775 NaN NaN NaN NaN 21100 CANOLA caleb_strategy_v3 [1] 14.659371 -85.024353 -1.465937 2.931874 0.0 NaN 1.465937 21106 MXP caleb_strategy_v3 [-1] 500000.0 132.5 -2.5 20.0 15.0 NaN 17.5 21110 MXP caleb_strategy_v3 [-1] 500000.0 132.5 -2.5 25.0 20.0 NaN 22.5 21112 MXP caleb_strategy_v3 [-1] 500000.0 132.5 -2.5 25.0 20.0 NaN 22.5 21114 MXP caleb_strategy_v3 [-1] 500000.0 132.5 -2.5 40.0 35.0 NaN 37.5 21116 MXP caleb_strategy_v3 [-1] 500000.0 132.5 -2.5 30.0 25.0 NaN 27.5 21117 MXP caleb_strategy_v3 [-1] 500000.0 160.0 -5.0 -0.0 -10.0 NaN -5.0 21118 MXP caleb_strategy_v3 [-1] 500000.0 -14355.0 14510.0 NaN NaN NaN NaN 21119 MXP caleb_strategy_v3 [-1] 500000.0 157.5 -2.5 -10.0 -15.0 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 1517.5 BUND 76118.506625 CANOLA 4707.124088 CHF -1468.75 COPPER 4393.75 COTTON2 -275.0 DOW -369.75 GOLD_micro 2346.0 MXP -13375.0 NIKKEI 633.954406 SP500_micro 101.25 VIX 350.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 74679.585119 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BUND -75976.284425 CANOLA -4950.46965 CHF -6.25 COPPER -18.75 COTTON2 -10.0 DOW -2.25 GOLD_micro -1.0 MXP 14490.0 NIKKEI -4.790587 SP500_micro -1.25 VIX -50.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -66533.544662 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 35.0 BUND 23.7037 CANOLA 2.931874 CHF -193.75 COPPER -12.5 COTTON2 -35.0 DOW 289.0 GOLD_micro 48.0 MXP 130.0 NIKKEI 0.0 SP500_micro 120.0 VIX 300.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 707.385574 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 30.0 BUND 0.0 CANOLA 0.0 CHF -206.25 COPPER -50.0 COTTON2 -45.0 DOW 284.5 GOLD_micro 46.0 MXP 90.0 NIKKEI -9.581175 SP500_micro 117.5 VIX 200.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 457.168825 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUND 0 CANOLA 0 CHF 0 COPPER 0 COTTON2 0 DOW 0 GOLD_micro 0 MXP 0 NIKKEI 0 SP500_micro 0 VIX 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 32.5 BUND 11.85185 CANOLA 1.465937 CHF -200.0 COPPER -31.25 COTTON2 -40.0 DOW 286.75 GOLD_micro 47.0 MXP 110.0 NIKKEI -4.790587 SP500_micro 118.75 VIX 250.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 582.2772 ******************************************************************************** END OF REPORT 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