******************************************************************************** Trades report produced on 04/03/2026 21:35 from 03/03/2026 21:35 to 04/03/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21346 AUD caleb_strategy_v3 [20260300] 2026-03-04 15:10:29.000 [1] 0.70535 21342 CAD caleb_strategy_v3 [20260300] 2026-03-04 15:01:06.000 [1] 0.73140 21350 CAD caleb_strategy_v3 [20260300] 2026-03-04 19:45:11.539 [0] NaN 21356 CAD caleb_strategy_v3 [20260300] 2026-03-04 15:40:02.000 [1] 0.73240 21360 CORN caleb_strategy_v3 [20261200] 2026-03-04 15:50:06.000 [1] 467.75000 21365 CORN caleb_strategy_v3 [20261200] 2026-03-04 16:00:37.000 [1] 467.75000 21363 CORN caleb_strategy_v3 [20261200] 2026-03-04 15:50:33.000 [1] 467.75000 21354 CORN caleb_strategy_v3 [20261200] 2026-03-04 15:37:27.000 [1] 468.25000 21332 CRUDE_W caleb_strategy_v3 [20261200] 2026-03-04 14:06:01.000 [-1] 65.37000 21340 DOW caleb_strategy_v3 [20260300] 2026-03-04 15:00:58.000 [-1] 48617.00000 21328 EUROSTX caleb_strategy_v3 [20260300] 2026-03-04 19:45:11.257 [0] NaN 21329 EUROSTX caleb_strategy_v3 [20260300] 2026-03-04 08:11:37.000 [-1] 5808.00000 21327 EUROSTX caleb_strategy_v3 [20260300] 2026-03-04 08:01:01.000 [-1] 5801.00000 21334 GASOLINE caleb_strategy_v3 [20260500] 2026-03-04 14:16:20.000 [-1] 2.45810 21331 GASOLINE caleb_strategy_v3 [20260500] 2026-03-04 14:06:00.000 [-1] 2.46840 21344 GBP caleb_strategy_v3 [20260300] 2026-03-04 15:06:55.000 [-1] 1.33590 21339 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 14:40:51.000 [-1] 5180.80000 21338 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 19:45:11.470 [0] NaN 21337 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 14:30:45.000 [-1] 5181.60000 21336 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 19:45:11.400 [0] NaN 21333 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 19:45:11.329 [0] NaN 21330 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 14:05:59.000 [-1] 5188.90000 21335 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-04 14:19:31.000 [-1] 5182.00000 21347 MXP caleb_strategy_v3 [20260300] 2026-03-04 15:10:30.000 [-1] 0.05686 21353 MXP caleb_strategy_v3 [20260300] 2026-03-04 15:37:26.000 [-1] 0.05687 21358 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-04 15:40:05.000 [1] 25084.00000 21343 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-04 15:03:23.000 [1] 24937.25000 21351 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-04 19:45:11.608 [0] NaN 21326 NIKKEI caleb_strategy_v3 [20260300] 2026-03-04 03:01:14.000 [-1] 54115.00000 21352 SOYBEAN caleb_strategy_v3 [20261100] 2026-03-04 15:37:25.000 [1] 1131.25000 21362 SOYBEAN caleb_strategy_v3 [20261100] 2026-03-04 15:50:32.000 [1] 1130.75000 21359 SOYBEAN caleb_strategy_v3 [20261100] 2026-03-04 19:45:11.674 [0] NaN 21345 SP400 caleb_strategy_v3 [20260300] 2026-03-04 15:06:56.000 [-1] 3531.10000 21348 SP500_micro caleb_strategy_v3 [20260300] 2026-03-04 15:10:31.000 [-1] 6855.00000 21355 SP500_micro caleb_strategy_v3 [20260300] 2026-03-04 15:37:28.000 [-1] 6875.50000 21361 SP500_micro caleb_strategy_v3 [20260300] 2026-03-04 15:50:29.000 [-1] 6870.00000 21364 SP500_micro caleb_strategy_v3 [20260300] 2026-03-04 19:45:11.744 [0] NaN 21366 SP500_micro caleb_strategy_v3 [20260300] 2026-03-04 16:00:37.000 [-1] 6882.25000 21349 VIX caleb_strategy_v3 [20260400] 2026-03-04 15:10:53.000 [1] 21.55000 21341 VIX caleb_strategy_v3 [20260400] 2026-03-04 15:00:59.000 [1] 21.70000 21357 WHEAT caleb_strategy_v3 [20261200] 2026-03-04 15:40:04.000 [1] 607.00000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21326 NIKKEI caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 03:01:14.573000 2026-03-04 03:01:14 97274.573 NaN 21332 CRUDE_W caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:06:01.558000 2026-03-04 14:06:01 137161.558 NaN 21331 GASOLINE caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:06:00.342000 2026-03-04 14:06:00 137160.342 NaN 21334 GASOLINE caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:16:20.855000 2026-03-04 14:16:20 137780.855 NaN 21340 DOW caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:00:58.265000 2026-03-04 15:00:58 140458.265 NaN 21344 GBP caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:03:24.678000 2026-03-04 15:06:55 140604.678 210.322 21345 SP400 caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:06:56.773000 2026-03-04 15:06:56 140816.773 NaN 21346 AUD caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:06:58.077000 2026-03-04 15:10:29 140818.077 210.923 21341 VIX caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:00:59.769000 2026-03-04 15:00:59 140459.769 NaN 21349 VIX caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:10:53.260000 2026-03-04 15:10:53 141053.26 NaN 21353 MXP caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:37:26.338000 2026-03-04 15:37:26 142646.338 NaN 21347 MXP caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:10:30.393000 2026-03-04 15:10:30 141030.393 NaN 21357 WHEAT caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:40:04.282000 2026-03-04 15:40:04 142804.282 NaN 21360 CORN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:50:06.139000 2026-03-04 15:50:06 143406.139 NaN 21354 CORN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:37:27.665000 2026-03-04 15:37:27 142647.665 NaN 21363 CORN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:50:33.009000 2026-03-04 15:50:33 143433.009 NaN 21365 CORN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 16:00:37.013000 2026-03-04 16:00:37 144037.013 NaN 21330 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:00:06.218000 2026-03-04 14:05:59 136806.218 352.782 21333 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:06:20.377000 2026-03-04 19:45:11.329000 137180.377 20330.952 21335 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:16:23.765000 2026-03-04 14:19:31 137783.765 187.235 21336 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:19:34.421000 2026-03-04 19:45:11.400000 137974.421 19536.979 21337 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:29:37.357000 2026-03-04 14:30:45 138577.357 67.643 21338 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:30:48.526000 2026-03-04 19:45:11.470000 138648.526 18862.944 21339 GOLD_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 14:40:51.479000 2026-03-04 14:40:51 139251.479 NaN 21350 CAD caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:10:53.850000 2026-03-04 19:45:11.539000 141053.85 16457.689 21356 CAD caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:37:31.445000 2026-03-04 15:40:02 142651.445 150.555 21342 CAD caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:01:00.997000 2026-03-04 15:01:06 140460.997 5.003 21351 NASDAQ_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:20:54.317000 2026-03-04 19:45:11.608000 141654.317 15857.291 21358 NASDAQ_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:40:04.823000 2026-03-04 15:40:05 142804.823 0.177 21343 NASDAQ_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:01:07.213000 2026-03-04 15:03:23 140467.213 135.787 21328 EUROSTX caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 08:01:33.724000 2026-03-04 19:45:11.257000 115293.724 42217.533 21329 EUROSTX caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 08:11:36.461000 2026-03-04 08:11:37 115896.461 0.539 21327 EUROSTX caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 08:00:34.109000 2026-03-04 08:01:01 115234.109 26.891 21352 SOYBEAN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:30:55.501000 2026-03-04 15:37:25 142255.501 389.499 21362 SOYBEAN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:50:32.388000 2026-03-04 15:50:32 143432.388 NaN 21359 SOYBEAN caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:40:05.665000 2026-03-04 19:45:11.674000 142805.665 14706.009 21348 SP500_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:10:31.598000 2026-03-04 15:10:31 141031.598 NaN 21355 SP500_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:37:28.249000 2026-03-04 15:37:28 142648.249 NaN 21361 SP500_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:50:06.777000 2026-03-04 15:50:29 143406.777 22.223 21364 SP500_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 15:50:33.587000 2026-03-04 19:45:11.744000 143433.587 14078.157 21366 SP500_micro caleb_strategy_v3 2026-03-03 00:00:00 2026-03-04 16:00:37.610000 2026-03-04 16:00:37 144037.61 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 21326 NIKKEI caleb_strategy_v3 [-1] 55655.0 None 54037.5 54035.0 54040.0 54040.0 54115.0 -1617.5 -2.5 80.0 75.0 NaN 77.5 21332 CRUDE_W caleb_strategy_v3 [-1] 64.75 None 64.9 64.89 64.91 64.91 65.37 0.15 -0.01 0.48 0.46 NaN 0.47 21331 GASOLINE caleb_strategy_v3 [-1] 2.425 None 2.4501 2.4496 2.4506 2.4506 2.4684 0.0251 -0.0005 0.0188 0.0178 NaN 0.0183 21334 GASOLINE caleb_strategy_v3 [-1] 2.425 None 2.4501 2.4496 2.4506 2.4506 2.4581 0.0251 -0.0005 0.0085 0.0075 NaN 0.008 21340 DOW caleb_strategy_v3 [-1] 48679.0 None 48439.0 48438.0 48440.0 48440.0 48617.0 -240.0 -1.0 179.0 177.0 NaN 178.0 21344 GBP caleb_strategy_v3 [-1] 1.336 None 1.33665 1.3366 1.3367 1.3367 1.3359 0.00065 -0.00005 -0.0007 -0.0008 NaN -0.00075 21345 SP400 caleb_strategy_v3 [-1] 3555.5 None 3521.35 3521.1 3521.6 3521.6 3531.1 -34.15 -0.25 10.0 9.5 NaN 9.75 21346 AUD caleb_strategy_v3 [1] 0.70485 None 0.704375 0.7044 0.70435 0.70435 0.70535 0.000475 -0.000025 -0.00095 -0.001 NaN -0.000975 21341 VIX caleb_strategy_v3 [1] 21.95 None 21.925 21.95 21.9 21.9 21.7 0.025 -0.025 0.25 0.2 NaN 0.225 21349 VIX caleb_strategy_v3 [1] 21.95 None 21.925 21.95 21.9 21.9 21.55 0.025 -0.025 0.4 0.35 NaN 0.375 21353 MXP caleb_strategy_v3 [-1] 0.05664 None 0.05681 0.0568 0.05682 0.05682 0.05687 0.00017 -0.00001 0.00007 0.00005 NaN 0.00006 21347 MXP caleb_strategy_v3 [-1] 0.05664 None 0.05681 0.0568 0.05682 0.05682 0.05686 0.00017 -0.00001 0.00006 0.00004 NaN 0.00005 21357 WHEAT caleb_strategy_v3 [1] 614.5 None 607.25 607.5 607.0 607.0 607.0 7.25 -0.25 0.5 0.0 NaN 0.25 21360 CORN caleb_strategy_v3 [1] 471.25 None 468.625 468.75 468.5 468.5 467.75 2.625 -0.125 1.0 0.75 NaN 0.875 21354 CORN caleb_strategy_v3 [1] 471.25 None 468.625 468.75 468.5 468.5 468.25 2.625 -0.125 0.5 0.25 NaN 0.375 21363 CORN caleb_strategy_v3 [1] 471.25 None 468.625 468.75 468.5 468.5 467.75 2.625 -0.125 1.0 0.75 NaN 0.875 21365 CORN caleb_strategy_v3 [1] 471.25 None 468.625 468.75 468.5 468.5 467.75 2.625 -0.125 1.0 0.75 NaN 0.875 21330 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 5200.55 5200.4 5200.7 5200.7 5188.9 76.75 -0.15 -11.5 -11.8 NaN -11.65 21333 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 2594.45 5188.9 0.0 0.0 NaN -2529.35 2594.45 NaN NaN NaN NaN 21335 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 5187.15 5187.0 5187.3 5187.3 5182.0 63.35 -0.15 -5.0 -5.3 NaN -5.15 21336 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 2591.0 5182.0 0.0 0.0 NaN -2532.8 2591.0 NaN NaN NaN NaN 21337 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 5182.55 5182.4 5182.7 5182.7 5181.6 58.75 -0.15 -0.8 -1.1 NaN -0.95 21338 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 2590.8 5181.6 0.0 0.0 NaN -2533.0 2590.8 NaN NaN NaN NaN 21339 GOLD_micro caleb_strategy_v3 [-1] 5123.8 None 5180.6 5180.5 5180.7 5180.7 5180.8 56.8 -0.1 0.3 0.1 NaN 0.2 21350 CAD caleb_strategy_v3 [1] 0.73215 None 0.3657 0.7314 0.0 0.0 NaN 0.36645 -0.3657 NaN NaN NaN NaN 21356 CAD caleb_strategy_v3 [1] 0.73215 None 0.731775 0.7318 0.73175 0.73175 0.7324 0.000375 -0.000025 -0.0006 -0.00065 NaN -0.000625 21342 CAD caleb_strategy_v3 [1] 0.73215 None 0.731225 0.73125 0.7312 0.7312 0.7314 0.000925 -0.000025 -0.00015 -0.0002 NaN -0.000175 21351 NASDAQ_micro caleb_strategy_v3 [1] 24787.0 None 12468.625 24937.25 0.0 0.0 NaN 12318.375 -12468.625 NaN NaN NaN NaN 21358 NASDAQ_micro caleb_strategy_v3 [1] 24787.0 None 25048.25 25048.5 25048.0 25048.0 25084.0 -261.25 -0.25 -35.5 -36.0 NaN -35.75 21343 NASDAQ_micro caleb_strategy_v3 [1] 24787.0 None 24881.75 24882.25 24881.25 24881.25 24937.25 -94.75 -0.5 -55.0 -56.0 NaN -55.5 21328 EUROSTX caleb_strategy_v3 [-1] 5858.0 None 2901.0 5802.0 0.0 0.0 NaN -2957.0 2901.0 NaN NaN NaN NaN 21329 EUROSTX caleb_strategy_v3 [-1] 5858.0 None 5807.5 5807.0 5808.0 5808.0 5808.0 -50.5 -0.5 1.0 -0.0 NaN 0.5 21327 EUROSTX caleb_strategy_v3 [-1] 5858.0 None 5800.5 5800.0 5801.0 5801.0 5801.0 -57.5 -0.5 1.0 -0.0 NaN 0.5 21352 SOYBEAN caleb_strategy_v3 [1] 1131.5 None 1131.625 1131.75 1131.5 1131.5 1131.25 -0.125 -0.125 0.5 0.25 NaN 0.375 21362 SOYBEAN caleb_strategy_v3 [1] 1131.5 None 1131.125 1131.25 1131.0 1131.0 1130.75 0.375 -0.125 0.5 0.25 NaN 0.375 21359 SOYBEAN caleb_strategy_v3 [1] 1131.5 None 565.625 1131.25 0.0 0.0 NaN 565.875 -565.625 NaN NaN NaN NaN 21348 SP500_micro caleb_strategy_v3 [-1] 6835.75 None 6847.875 6847.75 6848.0 6848.0 6855.0 12.125 -0.125 7.25 7.0 NaN 7.125 21355 SP500_micro caleb_strategy_v3 [-1] 6835.75 None 6847.875 6847.75 6848.0 6848.0 6875.5 12.125 -0.125 27.75 27.5 NaN 27.625 21361 SP500_micro caleb_strategy_v3 [-1] 6835.75 None 6884.125 6884.0 6884.25 6884.25 6870.0 48.375 -0.125 -14.0 -14.25 NaN -14.125 21364 SP500_micro caleb_strategy_v3 [-1] 6835.75 None 3434.75 6869.5 0.0 0.0 NaN -3401.0 3434.75 NaN NaN NaN NaN 21366 SP500_micro caleb_strategy_v3 [-1] 6835.75 None 6870.375 6870.25 6870.5 6870.5 6882.25 34.625 -0.125 12.0 11.75 NaN 11.875 =================================================================================================================================================================== 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 21326 NIKKEI caleb_strategy_v3 [-1] 14543.3201 -1112.194457 -1.719002 55.008072 51.570068 NaN 53.28907 21332 CRUDE_W caleb_strategy_v3 [-1] 13.653825 109.859324 -7.323955 351.549838 336.901928 NaN 344.225883 21331 GASOLINE caleb_strategy_v3 [-1] 0.56967 440.606049 -8.777013 330.015686 312.461661 NaN 321.238673 21334 GASOLINE caleb_strategy_v3 [-1] 0.56967 440.606049 -8.777013 149.20922 131.655194 NaN 140.432207 21340 DOW caleb_strategy_v3 [-1] 6281.803903 -382.055861 -1.591899 284.949996 281.766198 NaN 283.358097 21344 GBP caleb_strategy_v3 [-1] 0.092095 70.579094 -5.429161 -76.008255 -86.866577 NaN -81.437416 21345 SP400 caleb_strategy_v3 [-1] 556.127525 -614.06779 -4.495372 179.814872 170.824129 NaN 175.319501 21346 AUD caleb_strategy_v3 [1] 0.065382 72.650242 -3.823697 -145.300485 -152.947879 NaN -149.124182 21341 VIX caleb_strategy_v3 [1] 10.400924 24.036327 -24.036327 240.363266 192.290613 NaN 216.32694 21349 VIX caleb_strategy_v3 [1] 10.400924 24.036327 -24.036327 384.581226 336.508573 NaN 360.5449 21353 MXP caleb_strategy_v3 [-1] 0.006624 256.634468 -15.096145 105.673016 75.480726 NaN 90.576871 21347 MXP caleb_strategy_v3 [-1] 0.006624 256.634468 -15.096145 90.576871 60.384581 NaN 75.480726 21357 WHEAT caleb_strategy_v3 [1] 123.773652 585.746633 -20.19816 40.396319 0.0 NaN 20.19816 21360 CORN caleb_strategy_v3 [1] 44.402472 591.183304 -28.151586 225.212687 168.909515 NaN 197.061101 21354 CORN caleb_strategy_v3 [1] 44.402472 591.183304 -28.151586 112.606344 56.303172 NaN 84.454758 21363 CORN caleb_strategy_v3 [1] 44.402472 591.183304 -28.151586 225.212687 168.909515 NaN 197.061101 21365 CORN caleb_strategy_v3 [1] 44.402472 591.183304 -28.151586 225.212687 168.909515 NaN 197.061101 21330 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 455.130304 -0.889505 -68.19542 -69.974431 NaN -69.084926 21333 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 -14999.137915 15385.183293 NaN NaN NaN NaN 21335 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 375.667815 -0.889505 -29.650183 -31.429194 NaN -30.539688 21336 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 -15019.596541 15364.724667 NaN NaN NaN NaN 21337 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 348.389647 -0.889505 -4.744029 -6.52304 NaN -5.633535 21338 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 -15020.782548 15363.53866 NaN NaN NaN NaN 21339 GOLD_micro caleb_strategy_v3 [-1] 1686.330251 336.826075 -0.593004 1.779011 0.593004 NaN 1.186007 21350 CAD caleb_strategy_v3 [1] 0.037614 97422.742854 -97223.35124 NaN NaN NaN NaN 21356 CAD caleb_strategy_v3 [1] 0.037614 99.695807 -6.646387 -159.513292 -172.806066 NaN -166.159679 21342 CAD caleb_strategy_v3 [1] 0.037614 245.916325 -6.646387 -39.878323 -53.171097 NaN -46.52471 21351 NASDAQ_micro caleb_strategy_v3 [1] 4304.954615 28614.413163 -28963.429619 NaN NaN NaN NaN 21358 NASDAQ_micro caleb_strategy_v3 [1] 4304.954615 -606.858895 -0.580726 -82.463123 -83.624575 NaN -83.043849 21343 NASDAQ_micro caleb_strategy_v3 [1] 4304.954615 -220.095236 -1.161452 -127.759767 -130.082672 NaN -128.92122 21328 EUROSTX caleb_strategy_v3 [-1] 1161.752968 -25452.915389 24970.885202 NaN NaN NaN NaN 21329 EUROSTX caleb_strategy_v3 [-1] 1161.752968 -434.687936 -4.303841 8.607682 -0.0 NaN 4.303841 21327 EUROSTX caleb_strategy_v3 [-1] 1161.752968 -494.941709 -4.303841 8.607682 -0.0 NaN 4.303841 21352 SOYBEAN caleb_strategy_v3 [1] 96.618006 -12.937547 -12.937547 51.750188 25.875094 NaN 38.812641 21362 SOYBEAN caleb_strategy_v3 [1] 96.618006 38.812641 -12.937547 51.750188 25.875094 NaN 38.812641 21359 SOYBEAN caleb_strategy_v3 [1] 96.618006 58568.275435 -58542.400341 NaN NaN NaN NaN 21348 SP500_micro caleb_strategy_v3 [-1] 845.064606 143.480154 -1.479177 85.792257 82.833903 NaN 84.31308 21355 SP500_micro caleb_strategy_v3 [-1] 845.064606 143.480154 -1.479177 328.37726 325.418907 NaN 326.898083 21361 SP500_micro caleb_strategy_v3 [-1] 845.064606 572.44144 -1.479177 -165.667807 -168.626161 NaN -167.146984 21364 SP500_micro caleb_strategy_v3 [-1] 845.064606 -40245.443686 40644.821435 NaN NaN NaN NaN 21366 SP500_micro caleb_strategy_v3 [-1] 845.064606 409.731987 -1.479177 142.000977 139.042624 NaN 140.521801 ========================================================================================================================================================================== 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 21326 NIKKEI caleb_strategy_v3 [-1] 0.635227 -1027.479927 -1.588068 50.818173 47.642037 NaN 49.230105 21332 CRUDE_W caleb_strategy_v3 [-1] 1000.0 150.0 -10.0 480.0 460.0 NaN 470.0 21331 GASOLINE caleb_strategy_v3 [-1] 42000.0 1054.2 -21.0 789.6 747.6 NaN 768.6 21334 GASOLINE caleb_strategy_v3 [-1] 42000.0 1054.2 -21.0 357.0 315.0 NaN 336.0 21340 DOW caleb_strategy_v3 [-1] 0.5 -120.0 -0.5 89.5 88.5 NaN 89.0 21344 GBP caleb_strategy_v3 [-1] 62500.0 40.625 -3.125 -43.75 -50.0 NaN -46.875 21345 SP400 caleb_strategy_v3 [-1] 100.0 -3415.0 -25.0 1000.0 950.0 NaN 975.0 21346 AUD caleb_strategy_v3 [1] 100000.0 47.5 -2.5 -95.0 -100.0 NaN -97.5 21341 VIX caleb_strategy_v3 [1] 1000.0 25.0 -25.0 250.0 200.0 NaN 225.0 21349 VIX caleb_strategy_v3 [1] 1000.0 25.0 -25.0 400.0 350.0 NaN 375.0 21353 MXP caleb_strategy_v3 [-1] 500000.0 85.0 -5.0 35.0 25.0 NaN 30.0 21347 MXP caleb_strategy_v3 [-1] 500000.0 85.0 -5.0 30.0 20.0 NaN 25.0 21357 WHEAT caleb_strategy_v3 [1] 50.0 362.5 -12.5 25.0 0.0 NaN 12.5 21360 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 50.0 37.5 NaN 43.75 21354 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 25.0 12.5 NaN 18.75 21363 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 50.0 37.5 NaN 43.75 21365 CORN caleb_strategy_v3 [1] 50.0 131.25 -6.25 50.0 37.5 NaN 43.75 21330 GOLD_micro caleb_strategy_v3 [-1] 10.0 767.5 -1.5 -115.0 -118.0 NaN -116.5 21333 GOLD_micro caleb_strategy_v3 [-1] 10.0 -25293.5 25944.5 NaN NaN NaN NaN 21335 GOLD_micro caleb_strategy_v3 [-1] 10.0 633.5 -1.5 -50.0 -53.0 NaN -51.5 21336 GOLD_micro caleb_strategy_v3 [-1] 10.0 -25328.0 25910.0 NaN NaN NaN NaN 21337 GOLD_micro caleb_strategy_v3 [-1] 10.0 587.5 -1.5 -8.0 -11.0 NaN -9.5 21338 GOLD_micro caleb_strategy_v3 [-1] 10.0 -25330.0 25908.0 NaN NaN NaN NaN 21339 GOLD_micro caleb_strategy_v3 [-1] 10.0 568.0 -1.0 3.0 1.0 NaN 2.0 21350 CAD caleb_strategy_v3 [1] 100000.0 36645.0 -36570.0 NaN NaN NaN NaN 21356 CAD caleb_strategy_v3 [1] 100000.0 37.5 -2.5 -60.0 -65.0 NaN -62.5 21342 CAD caleb_strategy_v3 [1] 100000.0 92.5 -2.5 -15.0 -20.0 NaN -17.5 21351 NASDAQ_micro caleb_strategy_v3 [1] 2.0 24636.75 -24937.25 NaN NaN NaN NaN 21358 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -522.5 -0.5 -71.0 -72.0 NaN -71.5 21343 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -189.5 -1.0 -110.0 -112.0 NaN -111.0 21328 EUROSTX caleb_strategy_v3 [-1] 11.6162 -34349.1034 33698.5962 NaN NaN NaN NaN 21329 EUROSTX caleb_strategy_v3 [-1] 11.6162 -586.6181 -5.8081 11.6162 -0.0 NaN 5.8081 21327 EUROSTX caleb_strategy_v3 [-1] 11.6162 -667.9315 -5.8081 11.6162 -0.0 NaN 5.8081 21352 SOYBEAN caleb_strategy_v3 [1] 50.0 -6.25 -6.25 25.0 12.5 NaN 18.75 21362 SOYBEAN caleb_strategy_v3 [1] 50.0 18.75 -6.25 25.0 12.5 NaN 18.75 21359 SOYBEAN caleb_strategy_v3 [1] 50.0 28293.75 -28281.25 NaN NaN NaN NaN 21348 SP500_micro caleb_strategy_v3 [-1] 5.0 60.625 -0.625 36.25 35.0 NaN 35.625 21355 SP500_micro caleb_strategy_v3 [-1] 5.0 60.625 -0.625 138.75 137.5 NaN 138.125 21361 SP500_micro caleb_strategy_v3 [-1] 5.0 241.875 -0.625 -70.0 -71.25 NaN -70.625 21364 SP500_micro caleb_strategy_v3 [-1] 5.0 -17005.0 17173.75 NaN NaN NaN NaN 21366 SP500_micro caleb_strategy_v3 [-1] 5.0 173.125 -0.625 60.0 58.75 NaN 59.375 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 47.5 CAD 36775.0 CORN 525.0 CRUDE_W 150.0 DOW -120.0 EUROSTX -35603.653 GASOLINE 2108.4 GBP 40.625 GOLD_micro -73395.0 MXP 170.0 NASDAQ_micro 23924.75 NIKKEI -1027.479927 SOYBEAN 28306.25 SP400 -3415.0 SP500_micro -16468.75 VIX 50.0 WHEAT 362.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -37569.857927 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CAD -36575.0 CORN -25.0 CRUDE_W -10.0 DOW -0.5 EUROSTX 33686.98 GASOLINE -42.0 GBP -3.125 GOLD_micro 77757.0 MXP -10.0 NASDAQ_micro -24938.75 NIKKEI -1.588068 SOYBEAN -28293.75 SP400 -25.0 SP500_micro 17171.25 VIX -50.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 38625.516932 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -95.0 CAD -75.0 CORN 175.0 CRUDE_W 480.0 DOW 89.5 EUROSTX 23.2324 GASOLINE 1146.6 GBP -43.75 GOLD_micro -170.0 MXP 65.0 NASDAQ_micro -181.0 NIKKEI 50.818173 SOYBEAN 50.0 SP400 1000.0 SP500_micro 165.0 VIX 650.0 WHEAT 25.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 3355.400573 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -100.0 CAD -85.0 CORN 125.0 CRUDE_W 460.0 DOW 88.5 EUROSTX -0.0 GASOLINE 1062.6 GBP -50.0 GOLD_micro -181.0 MXP 45.0 NASDAQ_micro -184.0 NIKKEI 47.642037 SOYBEAN 25.0 SP400 950.0 SP500_micro 160.0 VIX 550.0 WHEAT 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 2913.742037 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CAD 0 CORN 0 CRUDE_W 0 DOW 0 EUROSTX 0 GASOLINE 0 GBP 0 GOLD_micro 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 SOYBEAN 0 SP400 0 SP500_micro 0 VIX 0 WHEAT 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 -97.5 CAD -80.0 CORN 150.0 CRUDE_W 470.0 DOW 89.0 EUROSTX 11.6162 GASOLINE 1104.6 GBP -46.875 GOLD_micro -175.5 MXP 55.0 NASDAQ_micro -182.5 NIKKEI 49.230105 SOYBEAN 37.5 SP400 975.0 SP500_micro 162.5 VIX 600.0 WHEAT 12.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 3134.571305 ******************************************************************************** END OF REPORT 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