******************************************************************************** Trades report produced on 11/02/2026 21:36 from 10/02/2026 21:36 to 11/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21146 CANOLA caleb_strategy_v3 [20260500] 2026-02-11 14:14:50.000 [-1] 675.30000 21143 CANOLA caleb_strategy_v3 [20260500] 2026-02-11 14:00:50.000 [-1] 674.50000 21144 COPPER caleb_strategy_v3 [20260300] 2026-02-11 14:05:14.000 [1] 6.01050 21141 CRUDE_W caleb_strategy_v3 [20261200] 2026-02-11 14:00:48.000 [-1] 62.81000 21160 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:31:37.000 [1] 50101.00000 21152 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:10:32.000 [1] 50233.00000 21165 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:33:37.000 [1] 50097.00000 21166 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:34:37.000 [1] 50091.00000 21167 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:35:37.000 [1] 50099.00000 21168 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:36:57.000 [1] 50071.00000 21170 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:47:42.000 [1] 50027.00000 21156 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:30:40.000 [1] 50073.00000 21171 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:48:42.000 [1] 50007.00000 21147 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:00:06.000 [1] 50391.00000 21169 DOW caleb_strategy_v3 [20260300] 2026-02-11 19:45:30.612 [0] NaN 21163 DOW caleb_strategy_v3 [20260300] 2026-02-11 15:32:37.000 [1] 50100.00000 21159 EUR caleb_strategy_v3 [20260300] 2026-02-11 15:31:20.000 [1] 1.18745 21151 EUR caleb_strategy_v3 [20260300] 2026-02-11 19:45:30.425 [0] NaN 21154 EUR caleb_strategy_v3 [20260300] 2026-02-11 19:45:30.552 [0] NaN 21142 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-11 14:00:49.000 [1] 5085.10000 21145 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-11 14:14:50.000 [1] 5097.40000 21155 LEANHOG caleb_strategy_v3 [20260400] 2026-02-11 15:30:40.000 [-1] 95.55000 21150 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-11 15:00:10.000 [1] 25314.00000 21139 NIKKEI caleb_strategy_v3 [20260300] 2026-02-11 03:01:16.000 [-1] 58205.00000 21149 NZD caleb_strategy_v3 [20260300] 2026-02-11 15:00:09.000 [-1] 0.60660 21140 PLAT caleb_strategy_v3 [20260400] 2026-02-11 14:00:48.000 [-1] 2162.20000 21158 SOYOIL caleb_strategy_v3 [20260500] 2026-02-11 15:31:19.000 [1] 57.33000 21164 SOYOIL caleb_strategy_v3 [20260500] 2026-02-11 15:32:38.000 [1] 57.43000 21162 SOYOIL caleb_strategy_v3 [20260500] 2026-02-11 15:31:38.000 [1] 57.37000 21153 SP500_micro caleb_strategy_v3 [20260300] 2026-02-11 19:45:30.493 [0] NaN 21161 SP500_micro caleb_strategy_v3 [20260300] 2026-02-11 15:31:37.000 [-1] 6942.75000 21148 SP500_micro caleb_strategy_v3 [20260300] 2026-02-11 15:00:07.000 [-1] 6982.00000 21157 SP500_micro caleb_strategy_v3 [20260300] 2026-02-11 15:31:18.000 [-1] 6939.25000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21139 NIKKEI caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 03:01:16.182000 2026-02-11 03:01:16 97276.182 NaN 21140 PLAT caleb_strategy_v3 2026-02-09 00:00:00 2026-02-11 14:00:48.021000 2026-02-11 14:00:48 223248.021 NaN 21141 CRUDE_W caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 14:00:48.933000 2026-02-11 14:00:48 136848.933 NaN 21144 COPPER caleb_strategy_v3 2026-02-09 00:00:00 2026-02-11 14:00:51.529000 2026-02-11 14:05:14 223251.529 262.471 21145 GOLD_micro caleb_strategy_v3 2026-02-09 00:00:00 2026-02-11 14:05:17.473000 2026-02-11 14:14:50 223517.473 572.527 21142 GOLD_micro caleb_strategy_v3 2026-02-09 00:00:00 2026-02-11 14:00:49.789000 2026-02-11 14:00:49 223249.789 NaN 21146 CANOLA caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 14:14:50.789000 2026-02-11 14:14:50 137690.789 NaN 21143 CANOLA caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 14:00:50.594000 2026-02-11 14:00:50 136850.594 NaN 21149 NZD caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:00:09.153000 2026-02-11 15:00:09 140409.153 NaN 21150 NASDAQ_micro caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:00:10.458000 2026-02-11 15:00:10 140410.458 NaN 21155 LEANHOG caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:30:37.158000 2026-02-11 15:30:40 142237.158 2.842 21162 SOYOIL caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:31:38.279000 2026-02-11 15:31:38 142298.279 NaN 21164 SOYOIL caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:32:38.105000 2026-02-11 15:32:38 142358.105 NaN 21158 SOYOIL caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:31:19.621000 2026-02-11 15:31:19 142279.621 NaN 21152 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:10:32.058000 2026-02-11 15:10:32 141032.058 NaN 21156 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:30:40.621000 2026-02-11 15:30:40 142240.621 NaN 21160 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:31:37.103000 2026-02-11 15:31:37 142297.103 NaN 21163 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:32:37.493000 2026-02-11 15:32:37 142357.493 NaN 21165 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:33:37.669000 2026-02-11 15:33:37 142417.669 NaN 21166 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:34:37.646000 2026-02-11 15:34:37 142477.646 NaN 21167 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:35:37.876000 2026-02-11 15:35:37 142537.876 NaN 21168 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:36:38.191000 2026-02-11 15:36:57 142598.191 18.809 21169 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:37:38.413000 2026-02-11 19:45:30.612000 142658.413 14872.199 21170 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:47:42.304000 2026-02-11 15:47:42 143262.304 NaN 21171 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:48:42.381000 2026-02-11 15:48:42 143322.381 NaN 21147 DOW caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:00:06.626000 2026-02-11 15:00:06 140406.626 NaN 21153 SP500_micro caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:10:32.645000 2026-02-11 19:45:30.493000 141032.645 16497.848 21161 SP500_micro caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:31:37.695000 2026-02-11 15:31:37 142297.695 NaN 21148 SP500_micro caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:00:07.839000 2026-02-11 15:00:07 140407.839 NaN 21157 SP500_micro caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:30:41.202000 2026-02-11 15:31:18 142241.202 36.798 21159 EUR caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:31:20.249000 2026-02-11 15:31:20 142280.249 NaN 21154 EUR caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:20:33.165000 2026-02-11 19:45:30.552000 141633.165 15897.387 21151 EUR caleb_strategy_v3 2026-02-10 00:00:00 2026-02-11 15:00:11.762000 2026-02-11 19:45:30.425000 140411.762 17118.663 ================================================================================================================================================================================================================================== 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 21139 NIKKEI caleb_strategy_v3 [-1] 58055.0 None 58197.5 58195.0 58200.0 58200.0 58205.0 142.5 -2.5 10.0 5.0 NaN 7.5 21140 PLAT caleb_strategy_v3 [-1] 2122.1 None 2161.35 2160.5 2162.2 2162.2 2162.2 39.25 -0.85 1.7 -0.0 NaN 0.85 21141 CRUDE_W caleb_strategy_v3 [-1] 61.92 None 62.68 62.67 62.69 62.69 62.81 0.76 -0.01 0.14 0.12 NaN 0.13 21144 COPPER caleb_strategy_v3 [1] 5.9615 None 5.99675 5.9975 5.996 5.996 6.0105 -0.03525 -0.00075 -0.013 -0.0145 NaN -0.01375 21145 GOLD_micro caleb_strategy_v3 [1] 5081.7 None 5088.05 5088.2 5087.9 5087.9 5097.4 -6.35 -0.15 -9.2 -9.5 NaN -9.35 21142 GOLD_micro caleb_strategy_v3 [1] 5081.7 None 5088.05 5088.2 5087.9 5087.9 5085.1 -6.35 -0.15 3.1 2.8 NaN 2.95 21146 CANOLA caleb_strategy_v3 [-1] 677.0 None 674.4 674.3 674.5 674.5 675.3 -2.6 -0.1 1.0 0.8 NaN 0.9 21143 CANOLA caleb_strategy_v3 [-1] 677.0 None 674.4 674.3 674.5 674.5 674.5 -2.6 -0.1 0.2 -0.0 NaN 0.1 21149 NZD caleb_strategy_v3 [-1] 0.60575 None 0.606025 0.606 0.60605 0.60605 0.6066 0.000275 -0.000025 0.0006 0.00055 NaN 0.000575 21150 NASDAQ_micro caleb_strategy_v3 [1] 25290.25 None 25402.125 25402.5 25401.75 25401.75 25314.0 -111.875 -0.375 88.5 87.75 NaN 88.125 21155 LEANHOG caleb_strategy_v3 [-1] 95.575 None 95.6125 95.6 95.625 95.625 95.55 0.0375 -0.0125 -0.05 -0.075 NaN -0.0625 21162 SOYOIL caleb_strategy_v3 [1] 57.73 None 57.375 57.38 57.37 57.37 57.37 0.355 -0.005 0.01 0.0 NaN 0.005 21164 SOYOIL caleb_strategy_v3 [1] 57.73 None 57.375 57.38 57.37 57.37 57.43 0.355 -0.005 -0.05 -0.06 NaN -0.055 21158 SOYOIL caleb_strategy_v3 [1] 57.73 None 57.375 57.38 57.37 57.37 57.33 0.355 -0.005 0.05 0.04 NaN 0.045 21152 DOW caleb_strategy_v3 [1] 50341.0 None 50418.0 50419.0 50417.0 50417.0 50233.0 -77.0 -1.0 186.0 184.0 NaN 185.0 21156 DOW caleb_strategy_v3 [1] 50341.0 None 50395.0 50396.0 50394.0 50394.0 50073.0 -54.0 -1.0 323.0 321.0 NaN 322.0 21160 DOW caleb_strategy_v3 [1] 50341.0 None 50395.0 50396.0 50394.0 50394.0 50101.0 -54.0 -1.0 295.0 293.0 NaN 294.0 21163 DOW caleb_strategy_v3 [1] 50341.0 None 50395.0 50396.0 50394.0 50394.0 50100.0 -54.0 -1.0 296.0 294.0 NaN 295.0 21165 DOW caleb_strategy_v3 [1] 50341.0 None 50109.0 50110.0 50108.0 50108.0 50097.0 232.0 -1.0 13.0 11.0 NaN 12.0 21166 DOW caleb_strategy_v3 [1] 50341.0 None 50109.0 50110.0 50108.0 50108.0 50091.0 232.0 -1.0 19.0 17.0 NaN 18.0 21167 DOW caleb_strategy_v3 [1] 50341.0 None 50109.0 50110.0 50108.0 50108.0 50099.0 232.0 -1.0 11.0 9.0 NaN 10.0 21168 DOW caleb_strategy_v3 [1] 50341.0 None 50061.0 50062.0 50060.0 50060.0 50071.0 280.0 -1.0 -9.0 -11.0 NaN -10.0 21169 DOW caleb_strategy_v3 [1] 50341.0 None 25035.5 50071.0 0.0 0.0 NaN 25305.5 -25035.5 NaN NaN NaN NaN 21170 DOW caleb_strategy_v3 [1] 50341.0 None 50037.0 50038.0 50036.0 50036.0 50027.0 304.0 -1.0 11.0 9.0 NaN 10.0 21171 DOW caleb_strategy_v3 [1] 50341.0 None 50041.5 50042.0 50041.0 50041.0 50007.0 299.5 -0.5 35.0 34.0 NaN 34.5 21147 DOW caleb_strategy_v3 [1] 50341.0 None 50418.0 50419.0 50417.0 50417.0 50391.0 -77.0 -1.0 28.0 26.0 NaN 27.0 21153 SP500_micro caleb_strategy_v3 [-1] 6975.25 None 6981.625 6981.5 6981.75 6981.75 NaN 6.375 -0.125 NaN NaN NaN NaN 21161 SP500_micro caleb_strategy_v3 [-1] 6975.25 None 6941.125 6941.0 6941.25 6941.25 6942.75 -34.125 -0.125 1.75 1.5 NaN 1.625 21148 SP500_micro caleb_strategy_v3 [-1] 6975.25 None 6996.875 6996.75 6997.0 NaN 6982.0 21.625 -0.125 -14.75 NaN NaN -14.875 21157 SP500_micro caleb_strategy_v3 [-1] 6975.25 None 6943.625 6943.5 6943.75 6943.75 6939.25 -31.625 -0.125 -4.25 -4.5 NaN -4.375 21159 EUR caleb_strategy_v3 [1] 1.1921 None 1.187575 1.1876 1.18755 1.18755 1.18745 0.004525 -0.000025 0.00015 0.0001 NaN 0.000125 21154 EUR caleb_strategy_v3 [1] 1.1921 None 0.59395 1.1879 0.0 0.0 NaN 0.59815 -0.59395 NaN NaN NaN NaN 21151 EUR caleb_strategy_v3 [1] 1.1921 None 1.187275 1.1873 1.18725 1.18725 NaN 0.004825 -0.000025 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 21139 NIKKEI caleb_strategy_v3 [-1] 15828.178566 90.02931 -1.579462 6.317846 3.158923 NaN 4.738385 21140 PLAT caleb_strategy_v3 [-1] 1762.460437 222.700034 -4.822803 9.645607 -0.0 NaN 4.822803 21141 CRUDE_W caleb_strategy_v3 [-1] 14.507951 523.850695 -6.892772 96.498812 82.713268 NaN 89.60604 21144 COPPER caleb_strategy_v3 [1] 2.116414 -166.555321 -3.54373 -61.424657 -68.512118 NaN -64.968388 21145 GOLD_micro caleb_strategy_v3 [1] 1960.348838 -32.392194 -0.76517 -46.930423 -48.460763 NaN -47.695593 21142 GOLD_micro caleb_strategy_v3 [1] 1960.348838 -32.392194 -0.76517 15.813512 14.283172 NaN 15.048342 21146 CANOLA caleb_strategy_v3 [-1] 102.911237 -252.644909 -9.717112 97.171119 77.736895 NaN 87.454007 21143 CANOLA caleb_strategy_v3 [-1] 102.911237 -252.644909 -9.717112 19.434224 -0.0 NaN 9.717112 21149 NZD caleb_strategy_v3 [-1] 0.057981 47.428996 -4.311727 103.481447 94.857993 NaN 99.16972 21150 NASDAQ_micro caleb_strategy_v3 [1] 4165.994403 -268.543328 -0.900145 212.434275 210.633984 NaN 211.53413 21155 LEANHOG caleb_strategy_v3 [-1] 17.728912 21.15189 -7.05063 -28.20252 -42.30378 NaN -35.25315 21162 SOYOIL caleb_strategy_v3 [1] 11.35892 312.529725 -4.401827 8.803654 0.0 NaN 4.401827 21164 SOYOIL caleb_strategy_v3 [1] 11.35892 312.529725 -4.401827 -44.018271 -52.821925 NaN -48.420098 21158 SOYOIL caleb_strategy_v3 [1] 11.35892 312.529725 -4.401827 44.018271 35.214617 NaN 39.616444 21152 DOW caleb_strategy_v3 [1] 6356.368402 -121.138353 -1.573225 292.619918 289.473467 NaN 291.046693 21156 DOW caleb_strategy_v3 [1] 6356.368402 -84.95417 -1.573225 508.151793 505.005342 NaN 506.578568 21160 DOW caleb_strategy_v3 [1] 6356.368402 -84.95417 -1.573225 464.101483 460.955032 NaN 462.528257 21163 DOW caleb_strategy_v3 [1] 6356.368402 -84.95417 -1.573225 465.674708 462.528257 NaN 464.101483 21165 DOW caleb_strategy_v3 [1] 6356.368402 364.988285 -1.573225 20.45193 17.305479 NaN 18.878704 21166 DOW caleb_strategy_v3 [1] 6356.368402 364.988285 -1.573225 29.891282 26.744831 NaN 28.318057 21167 DOW caleb_strategy_v3 [1] 6356.368402 364.988285 -1.573225 17.305479 14.159028 NaN 15.732254 21168 DOW caleb_strategy_v3 [1] 6356.368402 440.503102 -1.573225 -14.159028 -17.305479 NaN -15.732254 21169 DOW caleb_strategy_v3 [1] 6356.368402 39811.254476 -39386.483628 NaN NaN NaN NaN 21170 DOW caleb_strategy_v3 [1] 6356.368402 478.260511 -1.573225 17.305479 14.159028 NaN 15.732254 21171 DOW caleb_strategy_v3 [1] 6356.368402 471.180997 -0.786613 55.062888 53.489662 NaN 54.276275 21147 DOW caleb_strategy_v3 [1] 6356.368402 -121.138353 -1.573225 44.05031 40.903859 NaN 42.477085 21153 SP500_micro caleb_strategy_v3 [-1] 828.214268 76.972835 -1.509271 NaN NaN NaN NaN 21161 SP500_micro caleb_strategy_v3 [-1] 828.214268 -412.031056 -1.509271 21.129798 18.111255 NaN 19.620526 21148 SP500_micro caleb_strategy_v3 [-1] 828.214268 261.10393 -1.509271 -178.09401 NaN NaN -179.603281 21157 SP500_micro caleb_strategy_v3 [-1] 828.214268 -381.845631 -1.509271 -51.315223 -54.333766 NaN -52.824494 21159 EUR caleb_strategy_v3 [1] 0.087708 515.917947 -2.850375 17.102252 11.401502 NaN 14.251877 21154 EUR caleb_strategy_v3 [1] 0.087708 68198.08177 -67719.218703 NaN NaN NaN NaN 21151 EUR caleb_strategy_v3 [1] 0.087708 550.122452 -2.850375 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 21139 NIKKEI caleb_strategy_v3 [-1] 0.652837 93.029329 -1.632093 6.528374 3.264187 NaN 4.89628 21140 PLAT caleb_strategy_v3 [-1] 50.0 1962.5 -42.5 85.0 -0.0 NaN 42.5 21141 CRUDE_W caleb_strategy_v3 [-1] 1000.0 760.0 -10.0 140.0 120.0 NaN 130.0 21144 COPPER caleb_strategy_v3 [1] 25000.0 -881.25 -18.75 -325.0 -362.5 NaN -343.75 21145 GOLD_micro caleb_strategy_v3 [1] 10.0 -63.5 -1.5 -92.0 -95.0 NaN -93.5 21142 GOLD_micro caleb_strategy_v3 [1] 10.0 -63.5 -1.5 31.0 28.0 NaN 29.5 21146 CANOLA caleb_strategy_v3 [-1] 14.784862 -38.440641 -1.478486 14.784862 11.827889 NaN 13.306376 21143 CANOLA caleb_strategy_v3 [-1] 14.784862 -38.440641 -1.478486 2.956972 -0.0 NaN 1.478486 21149 NZD caleb_strategy_v3 [-1] 100000.0 27.5 -2.5 60.0 55.0 NaN 57.5 21150 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -223.75 -0.75 177.0 175.5 NaN 176.25 21155 LEANHOG caleb_strategy_v3 [-1] 400.0 15.0 -5.0 -20.0 -30.0 NaN -25.0 21162 SOYOIL caleb_strategy_v3 [1] 600.0 213.0 -3.0 6.0 0.0 NaN 3.0 21164 SOYOIL caleb_strategy_v3 [1] 600.0 213.0 -3.0 -30.0 -36.0 NaN -33.0 21158 SOYOIL caleb_strategy_v3 [1] 600.0 213.0 -3.0 30.0 24.0 NaN 27.0 21152 DOW caleb_strategy_v3 [1] 0.5 -38.5 -0.5 93.0 92.0 NaN 92.5 21156 DOW caleb_strategy_v3 [1] 0.5 -27.0 -0.5 161.5 160.5 NaN 161.0 21160 DOW caleb_strategy_v3 [1] 0.5 -27.0 -0.5 147.5 146.5 NaN 147.0 21163 DOW caleb_strategy_v3 [1] 0.5 -27.0 -0.5 148.0 147.0 NaN 147.5 21165 DOW caleb_strategy_v3 [1] 0.5 116.0 -0.5 6.5 5.5 NaN 6.0 21166 DOW caleb_strategy_v3 [1] 0.5 116.0 -0.5 9.5 8.5 NaN 9.0 21167 DOW caleb_strategy_v3 [1] 0.5 116.0 -0.5 5.5 4.5 NaN 5.0 21168 DOW caleb_strategy_v3 [1] 0.5 140.0 -0.5 -4.5 -5.5 NaN -5.0 21169 DOW caleb_strategy_v3 [1] 0.5 12652.75 -12517.75 NaN NaN NaN NaN 21170 DOW caleb_strategy_v3 [1] 0.5 152.0 -0.5 5.5 4.5 NaN 5.0 21171 DOW caleb_strategy_v3 [1] 0.5 149.75 -0.25 17.5 17.0 NaN 17.25 21147 DOW caleb_strategy_v3 [1] 0.5 -38.5 -0.5 14.0 13.0 NaN 13.5 21153 SP500_micro caleb_strategy_v3 [-1] 5.0 31.875 -0.625 NaN NaN NaN NaN 21161 SP500_micro caleb_strategy_v3 [-1] 5.0 -170.625 -0.625 8.75 7.5 NaN 8.125 21148 SP500_micro caleb_strategy_v3 [-1] 5.0 108.125 -0.625 -73.75 NaN NaN -74.375 21157 SP500_micro caleb_strategy_v3 [-1] 5.0 -158.125 -0.625 -21.25 -22.5 NaN -21.875 21159 EUR caleb_strategy_v3 [1] 125000.0 565.625 -3.125 18.75 12.5 NaN 15.625 21154 EUR caleb_strategy_v3 [1] 125000.0 74768.75 -74243.75 NaN NaN NaN NaN 21151 EUR caleb_strategy_v3 [1] 125000.0 603.125 -3.125 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -76.881281 COPPER -881.25 CRUDE_W 760.0 DOW 13284.5 EUR 75937.5 GOLD_micro -127.0 LEANHOG 15.0 NASDAQ_micro -223.75 NIKKEI 93.029329 NZD 27.5 PLAT 1962.5 SOYOIL 639.0 SP500_micro -188.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 91221.398047 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.956972 COPPER -18.75 CRUDE_W -10.0 DOW -12523.0 EUR -74250.0 GOLD_micro -3.0 LEANHOG -5.0 NASDAQ_micro -0.75 NIKKEI -1.632093 NZD -2.5 PLAT -42.5 SOYOIL -9.0 SP500_micro -2.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -86871.589066 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 17.741834 COPPER -325.0 CRUDE_W 140.0 DOW 604.0 EUR 18.75 GOLD_micro -61.0 LEANHOG -20.0 NASDAQ_micro 177.0 NIKKEI 6.528374 NZD 60.0 PLAT 85.0 SOYOIL 6.0 SP500_micro -86.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 622.770208 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 11.827889 COPPER -362.5 CRUDE_W 120.0 DOW 593.5 EUR 12.5 GOLD_micro -67.0 LEANHOG -30.0 NASDAQ_micro 175.5 NIKKEI 3.264187 NZD 55.0 PLAT -0.0 SOYOIL -12.0 SP500_micro -15.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 485.092076 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 COPPER 0 CRUDE_W 0 DOW 0 EUR 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 PLAT 0 SOYOIL 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 CANOLA 14.784862 COPPER -343.75 CRUDE_W 130.0 DOW 598.75 EUR 15.625 GOLD_micro -64.0 LEANHOG -25.0 NASDAQ_micro 176.25 NIKKEI 4.89628 NZD 57.5 PLAT 42.5 SOYOIL -3.0 SP500_micro -88.125 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 516.431142 ******************************************************************************** END OF REPORT ********************************************************************************