******************************************************************************** Trades report produced on 09/03/2026 21:36 from 08/03/2026 21:36 to 09/03/2026 21:36 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 21504 AUD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:00:54.000 [-1, 1] 0.00060 21513 AUD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:22:04.000 [-1, 1] 0.00060 21517 AUD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:32:12.000 [-1, 1] 0.00060 21509 AUD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:11:55.000 [-1, 1] 0.00060 21462 BTP caleb_strategy_v3 [20260300] 2026-03-09 09:09:00.314 [-1] 120.23000 21463 BUND caleb_strategy_v3 [20260300] 2026-03-09 09:09:35.439 [-1] 128.15000 21591 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:36.987 [0, 0] NaN 21514 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:28.504 [0, 0] NaN 21518 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:28.715 [0, 0] NaN 21521 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:28.931 [0, 0] NaN 21524 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:29.143 [0, 0] NaN 21527 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:29.352 [0, 0] NaN 21530 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:29.558 [0, 0] NaN 21533 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:29.766 [0, 0] NaN 21536 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:29.966 [0, 0] NaN 21539 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:30.179 [0, 0] NaN 21545 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:30.603 [0, 0] NaN 21575 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:33.625 [0, 0] NaN 21548 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:30.809 [0, 0] NaN 21551 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:31.014 [0, 0] NaN 21554 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:31.217 [0, 0] NaN 21557 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:31.419 [0, 0] NaN 21560 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:31.630 [0, 0] NaN 21590 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:36.780 [0, 0] NaN 21563 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:31.840 [0, 0] NaN 21565 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:32.053 [0, 0] NaN 21574 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:33.407 [0, 0] NaN 21573 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:33.178 [0, 0] NaN 21572 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:32.953 [0, 0] NaN 21571 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:32.730 [0, 0] NaN 21542 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:30.391 [0, 0] NaN 21576 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:33.843 [0, 0] NaN 21567 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:32.280 [0, 0] NaN 21569 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:32.507 [0, 0] NaN 21589 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:36.568 [0, 0] NaN 21588 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:36.360 [0, 0] NaN 21587 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:36.147 [0, 0] NaN 21586 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:35.932 [0, 0] NaN 21585 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:35.721 [0, 0] NaN 21584 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:35.515 [0, 0] NaN 21505 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:28.089 [0, 0] NaN 21583 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:35.308 [0, 0] NaN 21582 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:35.099 [0, 0] NaN 21581 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:34.891 [0, 0] NaN 21580 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:34.681 [0, 0] NaN 21510 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:28.293 [0, 0] NaN 21578 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:34.269 [0, 0] NaN 21577 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:34.052 [0, 0] NaN 21579 CAD _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 19:49:34.477 [0, 0] NaN 21499 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:37:24.000 [-1, 1] -8.90000 21498 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:36:23.000 [-1, 1] -8.90000 21497 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:35:23.000 [-1, 1] -8.80000 21495 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:34:24.000 [-1, 1] -8.90000 21492 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:33:24.000 [-1, 1] -8.90000 21486 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:32:19.000 [-1, 1] -9.00000 21482 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:21:29.000 [-1, 1] -8.80000 21501 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:39:23.000 [-1, 1] -8.80000 21489 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:33:04.000 [-1, 1] -8.90000 21500 CANOLA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:38:23.000 [-1, 1] -8.90000 21476 COPPER caleb_strategy_v3 [20260700] 2026-03-09 14:00:20.000 [1] 5.82100 21464 COPPER caleb_strategy_v3 [20260300] 2026-03-09 09:10:09.102 [-1] 5.73850 21478 COTTON2 caleb_strategy_v3 [20260500] 2026-03-09 19:49:27.677 [0] NaN 21484 COTTON2 caleb_strategy_v3 [20260500] 2026-03-09 19:49:27.885 [0] NaN 21487 COTTON2 caleb_strategy_v3 [20260500] 2026-03-09 14:32:22.000 [-1] 64.46000 21493 COTTON2 caleb_strategy_v3 [20260500] 2026-03-09 14:34:22.000 [-1] 64.49000 21490 COTTON2 caleb_strategy_v3 [20260500] 2026-03-09 14:33:22.000 [-1] 64.50000 21465 COTTON2 caleb_strategy_v3 [20260300] 2026-03-09 09:10:34.904 [5] 62.16000 21479 CRUDE_W caleb_strategy_v3 [20261200] 2026-03-09 14:15:59.000 [1] 71.36000 21537 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:50:59.000 [1, -1] -290.00000 21506 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:11:34.000 [1, -1] -291.00000 21540 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:01:19.000 [1, -1] -292.00000 21511 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:21:57.000 [1, -1] -292.00000 21534 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:40:29.000 [1, -1] -292.00000 21546 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:14:14.000 [1, -1] -291.00000 21515 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:32:06.000 [1, -1] -292.00000 21531 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:38:24.000 [1, -1] -291.00000 21519 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:33:30.000 [1, -1] -291.00000 21552 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:26:59.000 [1, -1] -291.00000 21522 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:34:55.000 [1, -1] -292.00000 21555 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:30:24.000 [1, -1] -293.00000 21525 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:36:25.000 [1, -1] -291.00000 21558 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:41:14.000 [1, -1] -292.00000 21528 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:37:19.000 [1, -1] -291.00000 21561 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:51:39.000 [1, -1] -292.00000 21549 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:24:24.000 [1, -1] -292.00000 21543 DOW _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:11:39.000 [1, -1] -292.00000 21508 EUR caleb_strategy_v3 [20260600] 2026-03-09 15:11:50.000 [-1] 1.16355 21461 GASOIL _ROLL_PSEUDO_STRATEGY [20260400, 20260500] 2026-03-09 09:03:49.000 [-1, 1] 116.00000 21477 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-09 14:00:22.000 [1] 5082.40000 21483 HEATOIL _ROLL_PSEUDO_STRATEGY [20260500, 20260600] 2026-03-09 14:22:04.000 [-1, 1] 0.28380 21535 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:40:31.000 [-1, 1] 0.00046 21523 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:34:57.000 [-1, 1] 0.00046 21512 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:21:58.000 [-1, 1] 0.00046 21526 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:36:29.000 [-1, 1] 0.00046 21529 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:37:21.000 [-1, 1] 0.00046 21532 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:38:25.000 [-1, 1] 0.00046 21538 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:51:03.000 [-1, 1] 0.00046 21541 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:01:20.000 [-1, 1] 0.00046 21544 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:11:41.000 [-1, 1] 0.00046 21547 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:14:16.000 [-1, 1] 0.00046 21550 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:24:25.000 [-1, 1] 0.00046 21520 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:34:44.000 [-1, 1] 0.00046 21553 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:27:00.000 [-1, 1] 0.00046 21559 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:41:15.000 [-1, 1] 0.00046 21562 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:51:40.000 [-1, 1] 0.00046 21564 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:53:14.000 [-1, 1] 0.00046 21566 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 17:03:23.000 [-1, 1] 0.00046 21568 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 17:13:33.000 [-1, 1] 0.00046 21570 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 17:14:36.000 [-1, 1] 0.00046 21507 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:11:49.000 [-1, 1] 0.00046 21556 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 16:31:04.000 [-1, 1] 0.00046 21516 MXP _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 15:32:07.000 [-1, 1] 0.00046 21503 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-09 15:00:49.000 [1] 24558.50000 21460 NIKKEI _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 03:06:23.000 [-1, 1] 228.00000 21459 NIKKEI _ROLL_PSEUDO_STRATEGY [20260300, 20260600] 2026-03-09 03:06:19.000 [-1, 1] 228.00000 21472 OAT caleb_strategy_v3 [20260600] 2026-03-09 19:49:27.271 [0] NaN 21474 OAT caleb_strategy_v3 [20260600] 2026-03-09 19:49:27.471 [0] NaN 21466 OAT caleb_strategy_v3 [20260300] 2026-03-09 09:11:06.802 [-9] 121.54000 21471 OAT caleb_strategy_v3 [20260600] 2026-03-09 09:41:44.000 [1] 120.03000 21475 OAT caleb_strategy_v3 [20260600] 2026-03-09 10:03:53.000 [1] 119.97000 21473 OAT caleb_strategy_v3 [20260600] 2026-03-09 09:52:50.000 [1] 119.98000 21480 OJ caleb_strategy_v3 [20260500] 2026-03-09 14:16:20.000 [-1] 189.00000 21467 OJ caleb_strategy_v3 [20260300] 2026-03-09 09:11:48.021 [2] 187.00000 21468 RICE caleb_strategy_v3 [20260300] 2026-03-09 09:12:18.327 [3] 10.43000 21491 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:33:23.000 [1, -1] -0.07000 21488 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:32:23.000 [1, -1] -0.07000 21485 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:32:07.000 [1, -1] -0.07000 21496 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:35:22.000 [1, -1] -0.07000 21494 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:34:23.000 [1, -1] -0.07000 21481 SUGAR11 _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-09 14:21:22.000 [1, -1] -0.07000 21469 US10U caleb_strategy_v3 [20260300] 2026-03-09 09:12:50.833 [-2] 115.15625 21470 US30 caleb_strategy_v3 [20260300] 2026-03-09 09:13:23.566 [-1] 119.78125 21502 VIX caleb_strategy_v3 [20260400] 2026-03-09 15:00:39.000 [1] 25.15000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21459 NIKKEI _ROLL_PSEUDO_STRATEGY 2026-03-04 23:00:00 2026-03-09 03:01:19.041000 2026-03-09 03:06:19 360079.041 299.959 21460 NIKKEI _ROLL_PSEUDO_STRATEGY 2026-03-04 23:00:00 2026-03-09 03:06:22.451000 2026-03-09 03:06:23 360382.451 0.549 21461 GASOIL _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 09:00:48.270000 2026-03-09 09:03:49 309648.27 180.73 21462 BTP caleb_strategy_v3 NaT NaT 2026-03-09 09:09:00.314000 NaN NaN 21463 BUND caleb_strategy_v3 NaT NaT 2026-03-09 09:09:35.439000 NaN NaN 21464 COPPER caleb_strategy_v3 NaT NaT 2026-03-09 09:10:09.102000 NaN NaN 21465 COTTON2 caleb_strategy_v3 NaT NaT 2026-03-09 09:10:34.904000 NaN NaN 21466 OAT caleb_strategy_v3 NaT NaT 2026-03-09 09:11:06.802000 NaN NaN 21467 OJ caleb_strategy_v3 NaT NaT 2026-03-09 09:11:48.021000 NaN NaN 21468 RICE caleb_strategy_v3 NaT NaT 2026-03-09 09:12:18.327000 NaN NaN 21469 US10U caleb_strategy_v3 NaT NaT 2026-03-09 09:12:50.833000 NaN NaN 21470 US30 caleb_strategy_v3 NaT NaT 2026-03-09 09:13:23.566000 NaN NaN 21476 COPPER caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 14:00:20.777000 2026-03-09 14:00:20 396020.777 NaN 21477 GOLD_micro caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 14:00:22.041000 2026-03-09 14:00:22 396022.041 NaN 21479 CRUDE_W caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 14:10:25.486000 2026-03-09 14:15:59 396625.486 333.514 21480 OJ caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:16:00.630000 2026-03-09 14:16:20 483360.63 19.37 21483 HEATOIL _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:21:31.565000 2026-03-09 14:22:04 328891.565 32.435 21481 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:16:22.034000 2026-03-09 14:21:22 335782.034 299.966 21485 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:32:07.833000 2026-03-09 14:32:07 336727.833 NaN 21488 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:32:23.009000 2026-03-09 14:32:23 336743.009 NaN 21491 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:33:23.093000 2026-03-09 14:33:23 336803.093 NaN 21494 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:34:23.240000 2026-03-09 14:34:23 336863.24 NaN 21496 SUGAR11 _ROLL_PSEUDO_STRATEGY 2026-03-05 17:00:00 2026-03-09 14:35:22.604000 2026-03-09 14:35:22 336922.604 NaN 21482 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:21:23.865000 2026-03-09 14:21:29 328883.865 5.135 21486 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:32:08.669000 2026-03-09 14:32:19 329528.669 10.331 21489 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:32:24.380000 2026-03-09 14:33:04 329544.38 39.62 21492 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:33:23.859000 2026-03-09 14:33:24 329603.859 0.141 21495 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:34:24.203000 2026-03-09 14:34:24 329664.203 NaN 21497 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:35:23.394000 2026-03-09 14:35:23 329723.394 NaN 21498 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:36:22.885000 2026-03-09 14:36:23 329782.885 0.115 21499 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:37:23.201000 2026-03-09 14:37:24 329843.201 0.799 21500 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:38:23.272000 2026-03-09 14:38:23 329903.272 NaN 21501 CANOLA _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 14:39:23.404000 2026-03-09 14:39:23 329963.404 NaN 21502 VIX caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 15:00:28.330000 2026-03-09 15:00:39 399628.33 10.67 21503 NASDAQ_micro caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 15:00:40.565000 2026-03-09 15:00:49 399640.565 8.435 21508 EUR caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 15:11:50.353000 2026-03-09 15:11:50 400310.353 NaN 21504 AUD _ROLL_PSEUDO_STRATEGY 2026-03-06 23:00:00 2026-03-09 15:00:51.253000 2026-03-09 15:00:54 230451.253 2.747 21513 AUD _ROLL_PSEUDO_STRATEGY 2026-03-06 23:00:00 2026-03-09 15:22:03.096000 2026-03-09 15:22:04 231723.096 0.904 21517 AUD _ROLL_PSEUDO_STRATEGY 2026-03-06 23:00:00 2026-03-09 15:32:11.758000 2026-03-09 15:32:12 232331.758 0.242 21509 AUD _ROLL_PSEUDO_STRATEGY 2026-03-06 23:00:00 2026-03-09 15:11:54.113000 2026-03-09 15:11:55 231114.113 0.887 21537 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:50:37.509000 2026-03-09 15:50:59 334237.509 21.491 21506 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:10:58.202000 2026-03-09 15:11:34 331858.202 35.798 21540 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:01:08.897000 2026-03-09 16:01:19 334868.897 10.103 21511 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:21:56.452000 2026-03-09 15:21:57 332516.452 0.548 21543 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:11:27.009000 2026-03-09 16:11:39 335487.009 11.991 21546 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:13:30.042000 2026-03-09 16:14:14 335610.042 43.958 21515 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:32:05.640000 2026-03-09 15:32:06 333125.64 0.36 21549 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:24:22.376000 2026-03-09 16:24:24 336262.376 1.624 21519 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:33:29.733000 2026-03-09 15:33:30 333209.733 0.267 21552 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:26:58.962000 2026-03-09 16:26:59 336418.962 0.038 21522 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:34:54.059000 2026-03-09 15:34:55 333294.059 0.941 21555 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:30:19.824000 2026-03-09 16:30:24 336619.824 4.176 21525 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:36:03.480000 2026-03-09 15:36:25 333363.48 21.52 21558 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:41:11.412000 2026-03-09 16:41:14 337271.412 2.588 21528 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:37:03.844000 2026-03-09 15:37:19 333423.844 15.156 21561 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:51:35.985000 2026-03-09 16:51:39 337895.985 3.015 21531 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:38:14.929000 2026-03-09 15:38:24 333494.929 9.071 21534 DOW _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:40:09.062000 2026-03-09 15:40:29 333609.062 19.938 21507 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:11:36.193000 2026-03-09 15:11:49 331896.193 12.807 21512 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:21:57.809000 2026-03-09 15:21:58 332517.809 0.191 21516 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:32:06.751000 2026-03-09 15:32:07 333126.751 0.249 21520 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:33:30.781000 2026-03-09 15:34:44 333210.781 73.219 21523 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:34:56.401000 2026-03-09 15:34:57 333296.401 0.599 21526 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:36:25.927000 2026-03-09 15:36:29 333385.927 3.073 21529 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:37:19.986000 2026-03-09 15:37:21 333439.986 1.014 21532 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:38:24.905000 2026-03-09 15:38:25 333504.905 0.095 21535 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:40:30.274000 2026-03-09 15:40:31 333630.274 0.726 21538 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:50:59.882000 2026-03-09 15:51:03 334259.882 3.118 21541 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:01:19.866000 2026-03-09 16:01:20 334879.866 0.134 21544 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:11:39.905000 2026-03-09 16:11:41 335499.905 1.095 21547 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:14:15.176000 2026-03-09 16:14:16 335655.176 0.824 21550 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:24:24.716000 2026-03-09 16:24:25 336264.716 0.284 21553 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:26:59.921000 2026-03-09 16:27:00 336419.921 0.079 21556 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:30:24.970000 2026-03-09 16:31:04 336624.97 39.03 21559 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:41:14.856000 2026-03-09 16:41:15 337274.856 0.144 21562 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:51:39.890000 2026-03-09 16:51:40 337899.89 0.11 21564 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:53:13.813000 2026-03-09 16:53:14 337993.813 0.187 21566 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:03:22.801000 2026-03-09 17:03:23 338602.801 0.199 21568 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:13:32.088000 2026-03-09 17:13:33 339212.088 0.912 21570 MXP _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:14:35.080000 2026-03-09 17:14:36 339275.08 0.92 21472 OAT caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 09:42:47.764000 2026-03-09 19:49:27.271000 380567.764 36399.507 21473 OAT caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 09:52:50.459000 2026-03-09 09:52:50 381170.459 NaN 21474 OAT caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 09:53:50.906000 2026-03-09 19:49:27.471000 381230.906 35736.565 21475 OAT caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 10:03:53.578000 2026-03-09 10:03:53 381833.578 NaN 21471 OAT caleb_strategy_v3 2026-03-05 00:00:00 2026-03-09 09:36:26.985000 2026-03-09 09:41:44 380186.985 317.015 21478 COTTON2 caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:00:23.953000 2026-03-09 19:49:27.677000 482423.953 20943.724 21484 COTTON2 caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:22:07.141000 2026-03-09 19:49:27.885000 483727.141 19640.744 21487 COTTON2 caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:32:22.203000 2026-03-09 14:32:22 484342.203 NaN 21490 COTTON2 caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:33:22.294000 2026-03-09 14:33:22 484402.294 NaN 21493 COTTON2 caleb_strategy_v3 2026-03-04 00:00:00 2026-03-09 14:34:22.417000 2026-03-09 14:34:22 484462.417 NaN 21505 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:00:56.270000 2026-03-09 19:49:28.089000 331256.27 17311.819 21510 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:11:55.756000 2026-03-09 19:49:28.293000 331915.756 16652.537 21514 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:22:04.921000 2026-03-09 19:49:28.504000 332524.921 16043.583 21518 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:32:13.552000 2026-03-09 19:49:28.715000 333133.552 15435.163 21521 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:34:48.349000 2026-03-09 19:49:28.931000 333288.349 15280.582 21524 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:35:57.505000 2026-03-09 19:49:29.143000 333357.505 15211.638 21527 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:36:57.876000 2026-03-09 19:49:29.352000 333417.876 15151.476 21530 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:37:58.072000 2026-03-09 19:49:29.558000 333478.072 15091.486 21533 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:38:58.565000 2026-03-09 19:49:29.766000 333538.565 15031.201 21536 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:40:36.821000 2026-03-09 19:49:29.966000 333636.821 14933.145 21539 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 15:51:08.332000 2026-03-09 19:49:30.179000 334268.332 14301.847 21542 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:01:26.304000 2026-03-09 19:49:30.391000 334886.304 13684.087 21545 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:11:46.363000 2026-03-09 19:49:30.603000 335506.363 13064.24 21548 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:14:21.638000 2026-03-09 19:49:30.809000 335661.638 12909.171 21551 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:24:31.684000 2026-03-09 19:49:31.014000 336271.684 12299.33 21554 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:27:07.691000 2026-03-09 19:49:31.217000 336427.691 12143.526 21557 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:31:10.683000 2026-03-09 19:49:31.419000 336670.683 11900.736 21560 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:41:35.232000 2026-03-09 19:49:31.630000 337295.232 11276.398 21563 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:51:47.929000 2026-03-09 19:49:31.840000 337907.929 10663.911 21565 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 16:53:22.053000 2026-03-09 19:49:32.053000 338002.053 10570.0 21567 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:03:31.368000 2026-03-09 19:49:32.280000 338611.368 9960.912 21569 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:13:40.870000 2026-03-09 19:49:32.507000 339220.87 9351.637 21571 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:14:43.728000 2026-03-09 19:49:32.730000 339283.728 9289.002 21572 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:24:51.735000 2026-03-09 19:49:32.953000 339891.735 8681.218 21573 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:34:59.884000 2026-03-09 19:49:33.178000 340499.884 8073.294 21574 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:36:00.364000 2026-03-09 19:49:33.407000 340560.364 8013.043 21575 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:46:21.172000 2026-03-09 19:49:33.625000 341181.172 7392.453 21576 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:50:05.204000 2026-03-09 19:49:33.843000 341405.204 7168.639 21577 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:51:05.405000 2026-03-09 19:49:34.052000 341465.405 7108.647 21578 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:52:18.530000 2026-03-09 19:49:34.269000 341538.53 7035.739 21579 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:53:38.828000 2026-03-09 19:49:34.477000 341618.828 6955.649 21580 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:55:57.498000 2026-03-09 19:49:34.681000 341757.498 6817.183 21581 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 17:56:58.628000 2026-03-09 19:49:34.891000 341818.628 6756.263 21582 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:07:09.675000 2026-03-09 19:49:35.099000 342429.675 6145.424 21583 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:17:20.197000 2026-03-09 19:49:35.308000 343040.197 5535.111 21584 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:27:31.113000 2026-03-09 19:49:35.515000 343651.113 4924.402 21585 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:37:42.346000 2026-03-09 19:49:35.721000 344262.346 4313.375 21586 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:48:04.887000 2026-03-09 19:49:35.932000 344884.887 3691.045 21587 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 18:58:16.756000 2026-03-09 19:49:36.147000 345496.756 3079.391 21588 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 19:08:28.540000 2026-03-09 19:49:36.360000 346108.54 2467.82 21589 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 19:18:40.608000 2026-03-09 19:49:36.568000 346720.608 1855.96 21590 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 19:28:54.937000 2026-03-09 19:49:36.780000 347334.937 1241.843 21591 CAD _ROLL_PSEUDO_STRATEGY 2026-03-05 19:00:00 2026-03-09 19:39:08.364000 2026-03-09 19:49:36.987000 347948.364 628.623 ======================================================================================================================================================================================================================================== 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 21459 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 210.0 None 227.5 220.0 235.0 235.0 228.0 17.5 -7.5 8.0 -7.0 NaN 0.5 21460 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 210.0 None 110.0 220.0 0.0 0.0 228.0 -100.0 110.0 8.0 228.0 NaN 118.0 21461 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 116.75 None 119.625 118.5 120.75 120.75 116.0 2.875 -1.125 -2.5 -4.75 NaN -3.625 21462 BTP caleb_strategy_v3 [-1] NaN None NaN NaN NaN NaN 120.23 NaN NaN NaN NaN NaN NaN 21463 BUND caleb_strategy_v3 [-1] NaN None NaN NaN NaN NaN 128.15 NaN NaN NaN NaN NaN NaN 21464 COPPER caleb_strategy_v3 [-1] NaN None NaN NaN NaN NaN 5.7385 NaN NaN NaN NaN NaN NaN 21465 COTTON2 caleb_strategy_v3 [5] NaN None NaN NaN NaN NaN 62.16 NaN NaN NaN NaN NaN NaN 21466 OAT caleb_strategy_v3 [-9] NaN None NaN NaN NaN NaN 121.54 NaN NaN NaN NaN NaN NaN 21467 OJ caleb_strategy_v3 [2] NaN None NaN NaN NaN NaN 187.0 NaN NaN NaN NaN NaN NaN 21468 RICE caleb_strategy_v3 [3] NaN None NaN NaN NaN NaN 10.43 NaN NaN NaN NaN NaN NaN 21469 US10U caleb_strategy_v3 [-2] NaN None NaN NaN NaN NaN 115.15625 NaN NaN NaN NaN NaN NaN 21470 US30 caleb_strategy_v3 [-1] NaN None NaN NaN NaN NaN 119.78125 NaN NaN NaN NaN NaN NaN 21476 COPPER caleb_strategy_v3 [1] 5.8415 None 5.824 5.825 5.823 5.823 5.821 0.0175 -0.001 0.004 0.002 NaN 0.003 21477 GOLD_micro caleb_strategy_v3 [1] 5073.2 None 5089.4 5089.6 5089.2 5089.2 5082.4 -16.2 -0.2 7.2 6.8 NaN 7.0 21479 CRUDE_W caleb_strategy_v3 [1] 67.33 None 70.48 70.5 70.46 70.46 71.36 -3.15 -0.02 -0.86 -0.9 NaN -0.88 21480 OJ caleb_strategy_v3 [-1] 193.95 None 189.05 188.45 189.65 189.65 189.0 -4.9 -0.6 0.55 -0.65 NaN -0.05 21483 HEATOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 0.2356 None 0.2927 0.2898 0.2956 0.2956 0.2838 0.0571 -0.0029 -0.006 -0.0118 NaN -0.0089 21481 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.08 -0.07 -0.09 -0.09 -0.07 0.01 -0.01 0.0 -0.02 NaN -0.01 21485 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.035 -0.07 0.0 0.0 -0.07 -0.035 0.035 0.0 0.07 NaN 0.035 21488 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.075 -0.06 -0.09 -0.09 -0.07 0.005 -0.015 0.01 -0.02 NaN -0.005 21491 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.03 -0.06 0.0 0.0 -0.07 -0.04 0.03 0.01 0.07 NaN 0.04 21494 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.08 -0.07 -0.09 -0.09 -0.07 0.01 -0.01 0.0 -0.02 NaN -0.01 21496 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] -0.07 None -0.03 -0.06 0.0 0.0 -0.07 -0.04 0.03 0.01 0.07 NaN 0.04 21482 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -8.7 -8.9 -8.5 -8.5 -8.8 1.5 -0.2 0.1 -0.3 NaN -0.1 21486 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.4 -8.8 0.0 0.0 -9.0 5.8 -4.4 -0.2 -9.0 NaN -4.6 21489 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -8.7 -8.9 -8.5 -8.5 -8.9 1.5 -0.2 -0.0 -0.4 NaN -0.2 21492 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.45 -8.9 0.0 0.0 -8.9 5.75 -4.45 0.0 -8.9 NaN -4.45 21495 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.45 -8.9 0.0 0.0 -8.9 5.75 -4.45 0.0 -8.9 NaN -4.45 21497 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.5 -9.0 0.0 0.0 -8.8 5.7 -4.5 0.2 -8.8 NaN -4.3 21498 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.45 -8.9 0.0 0.0 -8.9 5.75 -4.45 0.0 -8.9 NaN -4.45 21499 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.45 -8.9 0.0 0.0 -8.9 5.75 -4.45 0.0 -8.9 NaN -4.45 21500 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.45 -8.9 0.0 0.0 -8.9 5.75 -4.45 0.0 -8.9 NaN -4.45 21501 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] -10.2 None -4.55 -9.1 0.0 0.0 -8.8 5.65 -4.55 0.3 -8.8 NaN -4.25 21502 VIX caleb_strategy_v3 [1] 23.0 None 25.125 25.15 25.1 25.1 25.15 -2.125 -0.025 0.0 -0.05 NaN -0.025 21503 NASDAQ_micro caleb_strategy_v3 [1] 24858.0 None 24552.25 24552.5 24552.0 24552.0 24558.5 305.75 -0.25 -6.0 -6.5 NaN -6.25 21508 EUR caleb_strategy_v3 [-1] 1.16265 None 1.163375 1.16335 1.1634 1.1634 1.16355 0.000725 -0.000025 0.0002 0.00015 NaN 0.000175 21504 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00055 None 0.0006 0.0005 0.0007 0.0007 0.0006 0.00005 -0.0001 0.0001 -0.0001 NaN 0.0 21513 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00055 None 0.00025 0.0005 0.0 0.0 0.0006 -0.0003 0.00025 0.0001 0.0006 NaN 0.00035 21517 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00055 None 0.00025 0.0005 0.0 0.0 0.0006 -0.0003 0.00025 0.0001 0.0006 NaN 0.00035 21509 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00055 None 0.00025 0.0005 0.0 0.0 0.0006 -0.0003 0.00025 0.0001 0.0006 NaN 0.00035 21537 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -293.5 -289.0 -298.0 -298.0 -290.0 -10.5 -4.5 1.0 -8.0 NaN -3.5 21506 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -293.5 -291.0 -296.0 -296.0 -291.0 -10.5 -2.5 0.0 -5.0 NaN -2.5 21540 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.0 -289.0 -299.0 -299.0 -292.0 -10.0 -5.0 3.0 -7.0 NaN -2.0 21511 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -144.5 -289.0 0.0 0.0 -292.0 -159.5 144.5 3.0 292.0 NaN 147.5 21543 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.0 -291.0 -297.0 -297.0 -292.0 -10.0 -3.0 1.0 -5.0 NaN -2.0 21546 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -293.0 -291.0 -295.0 -295.0 -291.0 -11.0 -2.0 0.0 -4.0 NaN -2.0 21515 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.5 -290.0 -299.0 -299.0 -292.0 -9.5 -4.5 2.0 -7.0 NaN -2.5 21549 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -293.5 -291.0 -296.0 -296.0 -292.0 -10.5 -2.5 1.0 -4.0 NaN -1.5 21519 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -145.5 -291.0 0.0 0.0 -291.0 -158.5 145.5 0.0 291.0 NaN 145.5 21552 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -293.5 -291.0 -296.0 -296.0 -291.0 -10.5 -2.5 0.0 -5.0 NaN -2.5 21522 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -295.5 -291.0 -300.0 NaN -292.0 -8.5 -4.5 1.0 NaN NaN -3.5 21555 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -295.0 -293.0 -297.0 -297.0 -293.0 -9.0 -2.0 0.0 -4.0 NaN -2.0 21525 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.0 -290.0 -298.0 -298.0 -291.0 -10.0 -4.0 1.0 -7.0 NaN -3.0 21558 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -295.0 -292.0 -298.0 -298.0 -292.0 -9.0 -3.0 0.0 -6.0 NaN -3.0 21528 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.0 -290.0 -298.0 -298.0 -291.0 -10.0 -4.0 1.0 -7.0 NaN -3.0 21561 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -296.0 -294.0 -298.0 -298.0 -292.0 -8.0 -2.0 -2.0 -6.0 NaN -4.0 21531 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -294.5 -290.0 -299.0 -299.0 -291.0 -9.5 -4.5 1.0 -8.0 NaN -3.5 21534 DOW _ROLL_PSEUDO_STRATEGY [1, -1] -304.0 None -295.0 -291.0 -299.0 -299.0 -292.0 -9.0 -4.0 1.0 -7.0 NaN -3.0 21507 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000465 0.00045 0.00048 0.00048 0.00046 0.000015 -0.000015 0.00001 -0.00002 NaN -0.000005 21512 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00023 0.00046 0.0 0.0 0.00046 -0.00022 0.00023 0.0 0.00046 NaN 0.00023 21516 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21520 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00046 0.00045 0.00047 0.00047 0.00046 0.00001 -0.00001 0.00001 -0.00001 NaN 0.0 21523 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00023 0.00046 0.0 0.0 0.00046 -0.00022 0.00023 -0.0 0.00046 NaN 0.00023 21526 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00046 0.00045 0.00047 0.00047 0.00046 0.00001 -0.00001 0.00001 -0.00001 NaN 0.0 21529 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00023 0.00046 0.0 0.0 0.00046 -0.00022 0.00023 0.0 0.00046 NaN 0.00023 21532 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00047 0.00046 0.00048 0.00048 0.00046 0.00002 -0.00001 0.0 -0.00002 NaN -0.00001 21535 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21538 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00046 0.00045 0.00047 0.00047 0.00046 0.00001 -0.00001 0.00001 -0.00001 NaN 0.0 21541 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21544 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21547 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21550 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21553 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21556 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00046 0.00045 0.00047 0.00047 0.00046 0.00001 -0.00001 0.00001 -0.00001 NaN 0.0 21559 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21562 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21564 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21566 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00046 0.00045 0.00047 0.00047 0.00046 0.00001 -0.00001 0.00001 -0.00001 NaN 0.0 21568 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.00023 0.00046 0.0 0.0 0.00046 -0.00022 0.00023 -0.0 0.00046 NaN 0.00023 21570 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.00045 None 0.000225 0.00045 0.0 0.0 0.00046 -0.000225 0.000225 0.00001 0.00046 NaN 0.000235 21472 OAT caleb_strategy_v3 [1] 120.96 None 60.015 120.03 0.0 0.0 NaN 60.945 -60.015 NaN NaN NaN NaN 21473 OAT caleb_strategy_v3 [1] 120.96 None 120.065 120.07 120.06 120.06 119.98 0.895 -0.005 0.09 0.08 NaN 0.085 21474 OAT caleb_strategy_v3 [1] 120.96 None 60.04 120.08 0.0 0.0 NaN 60.92 -60.04 NaN NaN NaN NaN 21475 OAT caleb_strategy_v3 [1] 120.96 None 120.025 120.03 120.02 120.02 119.97 0.935 -0.005 0.06 0.05 NaN 0.055 21471 OAT caleb_strategy_v3 [1] 120.96 None 120.025 120.03 120.02 120.02 120.03 0.935 -0.005 0.0 -0.01 NaN -0.005 21478 COTTON2 caleb_strategy_v3 [-1] 64.16 None 64.535 64.53 64.54 64.54 NaN 0.375 -0.005 NaN NaN NaN NaN 21484 COTTON2 caleb_strategy_v3 [-1] 64.16 None 32.235 64.47 0.0 0.0 NaN -31.925 32.235 NaN NaN NaN NaN 21487 COTTON2 caleb_strategy_v3 [-1] 64.16 None 64.43 64.42 64.44 64.44 64.46 0.27 -0.01 0.04 0.02 NaN 0.03 21490 COTTON2 caleb_strategy_v3 [-1] 64.16 None 64.43 64.42 64.44 64.44 64.5 0.27 -0.01 0.08 0.06 NaN 0.07 21493 COTTON2 caleb_strategy_v3 [-1] 64.16 None 64.415 64.41 64.42 64.42 64.49 0.255 -0.005 0.08 0.07 NaN 0.075 21505 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21510 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21514 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21518 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21521 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.001425 -0.00285 0.0 0.0 NaN 0.001425 -0.001425 NaN NaN NaN NaN 21524 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.001425 -0.00285 0.0 0.0 NaN 0.001425 -0.001425 NaN NaN NaN NaN 21527 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21530 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21533 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.001425 -0.00285 0.0 0.0 NaN 0.001425 -0.001425 NaN NaN NaN NaN 21536 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.0028 -0.00285 -0.00275 -0.00275 NaN 0.00005 -0.00005 NaN NaN NaN NaN 21539 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21542 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21545 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21548 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.0028 -0.00285 -0.00275 NaN NaN 0.00005 -0.00005 NaN NaN NaN NaN 21551 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21554 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21557 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 NaN NaN 0.000025 -0.000075 NaN NaN NaN NaN 21560 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.0028 -0.00285 -0.00275 NaN NaN 0.00005 -0.00005 NaN NaN NaN NaN 21563 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002875 -0.00295 -0.0028 -0.0028 NaN -0.000025 -0.000075 NaN NaN NaN NaN 21565 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21567 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002875 -0.00295 -0.0028 -0.0028 NaN -0.000025 -0.000075 NaN NaN NaN NaN 21569 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21571 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.001425 -0.00285 0.0 NaN NaN 0.001425 -0.001425 NaN NaN NaN NaN 21572 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.00295 -0.00275 -0.00275 NaN 0.0 -0.0001 NaN NaN NaN NaN 21573 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21574 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.00295 -0.00275 -0.00275 NaN 0.0 -0.0001 NaN NaN NaN NaN 21575 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21576 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21577 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21578 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21579 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.001475 -0.00295 0.0 0.0 NaN 0.001375 -0.001475 NaN NaN NaN NaN 21580 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00145 -0.0029 0.0 0.0 NaN 0.0014 -0.00145 NaN NaN NaN NaN 21581 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21582 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21583 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21584 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21585 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 NaN NaN 0.000025 -0.000075 NaN NaN NaN NaN 21586 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21587 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 -0.0028 NaN 0.0 -0.00005 NaN NaN NaN NaN 21588 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.002825 -0.0029 -0.00275 -0.00275 NaN 0.000025 -0.000075 NaN NaN NaN NaN 21589 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 NaN NaN 0.0 -0.00005 NaN NaN NaN NaN 21590 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.0029 -0.0028 NaN NaN 0.0 -0.00005 NaN NaN NaN NaN 21591 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] -0.00285 None -0.00285 -0.00295 -0.00275 NaN NaN 0.0 -0.0001 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 21459 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 17086.003219 10.242302 -4.389558 4.682195 -4.096921 NaN 0.292637 21460 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 17086.003219 -58.527438 64.380182 4.682195 133.442559 NaN 69.062377 21461 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 613.469128 46.864624 -18.338331 -40.751847 -77.428509 NaN -59.090178 21462 BTP caleb_strategy_v3 [-1] 7.507619 NaN NaN NaN NaN NaN NaN 21463 BUND caleb_strategy_v3 [-1] 6.343573 NaN NaN NaN NaN NaN NaN 21464 COPPER caleb_strategy_v3 [-1] 1.712263 NaN NaN NaN NaN NaN NaN 21465 COTTON2 caleb_strategy_v3 [5] 8.912024 NaN NaN NaN NaN NaN NaN 21466 OAT caleb_strategy_v3 [-9] 7.315611 NaN NaN NaN NaN NaN NaN 21467 OJ caleb_strategy_v3 [2] 145.26332 NaN NaN NaN NaN NaN NaN 21468 RICE caleb_strategy_v3 [3] 2.746038 NaN NaN NaN NaN NaN NaN 21469 US10U caleb_strategy_v3 [-2] 6.266427 NaN NaN NaN NaN NaN NaN 21470 US30 caleb_strategy_v3 [-1] 11.408449 NaN NaN NaN NaN NaN NaN 21476 COPPER caleb_strategy_v3 [1] 1.712263 102.203908 -5.840223 23.360893 11.680447 NaN 17.52067 21477 GOLD_micro caleb_strategy_v3 [1] 1592.638711 -101.717985 -1.255778 45.207993 42.696438 NaN 43.952216 21479 CRUDE_W caleb_strategy_v3 [1] 14.347412 -2195.517932 -13.939796 -599.411245 -627.290838 NaN -613.351041 21480 OJ caleb_strategy_v3 [-1] 145.26332 -337.318463 -41.304302 37.862276 -44.746327 NaN -3.442025 21483 HEATOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 1.38003 413.759181 -21.014039 -43.477322 -85.5054 NaN -64.491361 21481 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 27.776645 -27.776645 0.0 -55.553289 NaN -27.776645 21485 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 -97.218256 97.218256 0.0 194.436512 NaN 97.218256 21488 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 13.888322 -41.664967 27.776645 -55.553289 NaN -13.888322 21491 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 -111.106579 83.329934 27.776645 194.436512 NaN 111.106579 21494 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 27.776645 -27.776645 0.0 -55.553289 NaN -27.776645 21496 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 3.600147 -111.106579 83.329934 27.776645 194.436512 NaN 111.106579 21482 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 144.016304 -19.202174 9.601087 -28.803261 NaN -9.601087 21486 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 556.863043 -422.447826 -19.202174 -864.097825 NaN -441.649999 21489 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 144.016304 -19.202174 -0.0 -38.404348 NaN -19.202174 21492 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 552.062499 -427.248369 0.0 -854.496738 NaN -427.248369 21495 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 552.062499 -427.248369 0.0 -854.496738 NaN -427.248369 21497 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 547.261956 -432.048913 19.202174 -844.895651 NaN -412.846739 21498 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 552.062499 -427.248369 0.0 -854.496738 NaN -427.248369 21499 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 552.062499 -427.248369 0.0 -854.496738 NaN -427.248369 21500 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 552.062499 -427.248369 0.0 -854.496738 NaN -427.248369 21501 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 104.154874 542.461412 -436.849456 28.803261 -844.895651 NaN -408.046195 21502 VIX caleb_strategy_v3 [1] 14.388619 -1476.86167 -17.374843 0.0 -34.749686 NaN -17.374843 21503 NASDAQ_micro caleb_strategy_v3 [1] 4322.550223 707.337068 -0.578362 -13.880695 -15.037419 NaN -14.459057 21508 EUR caleb_strategy_v3 [-1] 0.079018 91.751222 -3.163835 25.310682 18.983011 NaN 22.146847 21504 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.066579 7.509847 -15.019694 15.019694 -15.019694 NaN 0.0 21513 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.066579 -45.059083 37.549236 15.019694 90.118166 NaN 52.56893 21517 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.066579 -45.059083 37.549236 15.019694 90.118166 NaN 52.56893 21509 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.066579 -45.059083 37.549236 15.019694 90.118166 NaN 52.56893 21537 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -16.109284 -6.903979 1.534217 -12.27374 NaN -5.369761 21506 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -16.109284 -3.835544 0.0 -7.671087 NaN -3.835544 21540 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -15.342175 -7.671087 4.602652 -10.739522 NaN -3.068435 21511 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -244.707691 221.694429 4.602652 447.99151 NaN 226.297081 21543 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -15.342175 -4.602652 1.534217 -7.671087 NaN -3.068435 21546 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -16.876392 -3.068435 0.0 -6.13687 NaN -3.068435 21515 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -14.575066 -6.903979 3.068435 -10.739522 NaN -3.835544 21549 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -16.109284 -3.835544 1.534217 -6.13687 NaN -2.301326 21519 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -243.173474 223.228646 0.0 446.457292 NaN 223.228646 21552 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -16.109284 -3.835544 0.0 -7.671087 NaN -3.835544 21522 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -13.040849 -6.903979 1.534217 NaN NaN -5.369761 21555 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -13.807957 -3.068435 0.0 -6.13687 NaN -3.068435 21525 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -15.342175 -6.13687 1.534217 -10.739522 NaN -4.602652 21558 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -13.807957 -4.602652 0.0 -9.205305 NaN -4.602652 21528 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -15.342175 -6.13687 1.534217 -10.739522 NaN -4.602652 21561 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -12.27374 -3.068435 -3.068435 -9.205305 NaN -6.13687 21531 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -14.575066 -6.903979 1.534217 -12.27374 NaN -5.369761 21534 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 6517.980667 -13.807957 -6.13687 1.534217 -10.739522 NaN -4.602652 21507 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 23.28532 -23.28532 15.523547 -31.047093 NaN -7.761773 21512 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -341.518023 357.04157 0.0 714.083139 NaN 357.04157 21516 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21520 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 15.523547 -15.523547 15.523547 -15.523547 NaN 0.0 21523 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -341.518023 357.04157 -0.0 714.083139 NaN 357.04157 21526 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 15.523547 -15.523547 15.523547 -15.523547 NaN 0.0 21529 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -341.518023 357.04157 0.0 714.083139 NaN 357.04157 21532 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 31.047093 -15.523547 0.0 -31.047093 NaN -15.523547 21535 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21538 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 15.523547 -15.523547 15.523547 -15.523547 NaN 0.0 21541 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21544 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21547 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21550 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21553 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21556 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 15.523547 -15.523547 15.523547 -15.523547 NaN 0.0 21559 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21562 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21564 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21566 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 15.523547 -15.523547 15.523547 -15.523547 NaN 0.0 21568 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -341.518023 357.04157 -0.0 714.083139 NaN 357.04157 21570 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 0.006442 -349.279796 349.279796 15.523547 714.083139 NaN 364.803343 21472 OAT caleb_strategy_v3 [1] 7.315611 83308.147082 -82036.893053 NaN NaN NaN NaN 21473 OAT caleb_strategy_v3 [1] 7.315611 1223.411135 -6.834699 123.024583 109.355185 NaN 116.189884 21474 OAT caleb_strategy_v3 [1] 7.315611 83273.973586 -82071.066548 NaN NaN NaN NaN 21475 OAT caleb_strategy_v3 [1] 7.315611 1278.088728 -6.834699 82.016389 68.346991 NaN 75.18169 21471 OAT caleb_strategy_v3 [1] 7.315611 1278.088728 -6.834699 0.0 -13.669398 NaN -6.834699 21478 COTTON2 caleb_strategy_v3 [-1] 8.912024 420.779833 -5.610398 NaN NaN NaN NaN 21484 COTTON2 caleb_strategy_v3 [-1] 8.912024 -35822.389756 36170.234418 NaN NaN NaN NaN 21487 COTTON2 caleb_strategy_v3 [-1] 8.912024 302.96148 -11.220796 44.883182 22.441591 NaN 33.662387 21490 COTTON2 caleb_strategy_v3 [-1] 8.912024 302.96148 -11.220796 89.766364 67.324773 NaN 78.545569 21493 COTTON2 caleb_strategy_v3 [-1] 8.912024 286.130286 -5.610398 89.766364 78.545569 NaN 84.155967 21505 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21510 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21514 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21518 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21521 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 355.651737 -355.651737 NaN NaN NaN NaN 21524 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 355.651737 -355.651737 NaN NaN NaN NaN 21527 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21530 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21533 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 355.651737 -355.651737 NaN NaN NaN NaN 21536 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 12.479008 -12.479008 NaN NaN NaN NaN 21539 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21542 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21545 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21548 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 12.479008 -12.479008 NaN NaN NaN NaN 21551 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21554 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21557 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21560 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 12.479008 -12.479008 NaN NaN NaN NaN 21563 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 -6.239504 -18.718512 NaN NaN NaN NaN 21565 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21567 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 -6.239504 -18.718512 NaN NaN NaN NaN 21569 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21571 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 355.651737 -355.651737 NaN NaN NaN NaN 21572 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -24.958017 NaN NaN NaN NaN 21573 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21574 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -24.958017 NaN NaN NaN NaN 21575 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21576 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21577 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21578 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21579 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 343.172728 -368.130745 NaN NaN NaN NaN 21580 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 349.412232 -361.891241 NaN NaN NaN NaN 21581 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21582 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21583 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21584 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21585 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21586 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21587 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21588 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 6.239504 -18.718512 NaN NaN NaN NaN 21589 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21590 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -12.479008 NaN NaN NaN NaN 21591 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 0.040067 0.0 -24.958017 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 21459 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.630406 11.0321 -4.728043 5.043246 -4.41284 NaN 0.315203 21460 NIKKEI _ROLL_PSEUDO_STRATEGY [-1, 1] 0.630406 -63.040573 69.34463 5.043246 143.732506 NaN 74.387876 21461 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 100.0 287.5 -112.5 -250.0 -475.0 NaN -362.5 21462 BTP caleb_strategy_v3 [-1] 1153.87 NaN NaN NaN NaN NaN NaN 21463 BUND caleb_strategy_v3 [-1] 1153.87 NaN NaN NaN NaN NaN NaN 21464 COPPER caleb_strategy_v3 [-1] 25000.0 NaN NaN NaN NaN NaN NaN 21465 COTTON2 caleb_strategy_v3 [5] 500.0 NaN NaN NaN NaN NaN NaN 21466 OAT caleb_strategy_v3 [-9] 1153.87 NaN NaN NaN NaN NaN NaN 21467 OJ caleb_strategy_v3 [2] 150.0 NaN NaN NaN NaN NaN NaN 21468 RICE caleb_strategy_v3 [3] 2000.0 NaN NaN NaN NaN NaN NaN 21469 US10U caleb_strategy_v3 [-2] 1000.0 NaN NaN NaN NaN NaN NaN 21470 US30 caleb_strategy_v3 [-1] 1000.0 NaN NaN NaN NaN NaN NaN 21476 COPPER caleb_strategy_v3 [1] 25000.0 437.5 -25.0 100.0 50.0 NaN 75.0 21477 GOLD_micro caleb_strategy_v3 [1] 10.0 -162.0 -2.0 72.0 68.0 NaN 70.0 21479 CRUDE_W caleb_strategy_v3 [1] 1000.0 -3150.0 -20.0 -860.0 -900.0 NaN -880.0 21480 OJ caleb_strategy_v3 [-1] 150.0 -735.0 -90.0 82.5 -97.5 NaN -7.5 21483 HEATOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 42000.0 2398.2 -121.8 -252.0 -495.6 NaN -373.8 21481 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 11.2 -11.2 0.0 -22.4 NaN -11.2 21485 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 -39.2 39.2 0.0 78.4 NaN 39.2 21488 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 5.6 -16.8 11.2 -22.4 NaN -5.6 21491 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 -44.8 33.6 11.2 78.4 NaN 44.8 21494 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 11.2 -11.2 0.0 -22.4 NaN -11.2 21496 SUGAR11 _ROLL_PSEUDO_STRATEGY [1, -1] 1120.0 -44.8 33.6 11.2 78.4 NaN 44.8 21482 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 22.136872 -2.951583 1.475791 -4.427374 NaN -1.475791 21486 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 85.595906 -64.934825 -2.951583 -132.821234 NaN -67.886408 21489 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 22.136872 -2.951583 -0.0 -5.903166 NaN -2.951583 21492 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.85801 -65.672721 0.0 -131.345442 NaN -65.672721 21495 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.85801 -65.672721 0.0 -131.345442 NaN -65.672721 21497 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.120115 -66.410617 2.951583 -129.869651 NaN -63.459034 21498 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.85801 -65.672721 0.0 -131.345442 NaN -65.672721 21499 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.85801 -65.672721 0.0 -131.345442 NaN -65.672721 21500 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 84.85801 -65.672721 0.0 -131.345442 NaN -65.672721 21501 CANOLA _ROLL_PSEUDO_STRATEGY [-1, 1] 14.757915 83.382219 -67.148513 4.427374 -129.869651 NaN -62.721138 21502 VIX caleb_strategy_v3 [1] 1000.0 -2125.0 -25.0 0.0 -50.0 NaN -25.0 21503 NASDAQ_micro caleb_strategy_v3 [1] 2.0 611.5 -0.5 -12.0 -13.0 NaN -12.5 21508 EUR caleb_strategy_v3 [-1] 125000.0 90.625 -3.125 25.0 18.75 NaN 21.875 21504 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 5.0 -10.0 10.0 -10.0 NaN 0.0 21513 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 -30.0 25.0 10.0 60.0 NaN 35.0 21517 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 -30.0 25.0 10.0 60.0 NaN 35.0 21509 AUD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 -30.0 25.0 10.0 60.0 NaN 35.0 21537 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.25 -2.25 0.5 -4.0 NaN -1.75 21506 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.25 -1.25 0.0 -2.5 NaN -1.25 21540 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.0 -2.5 1.5 -3.5 NaN -1.0 21511 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -79.75 72.25 1.5 146.0 NaN 73.75 21543 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.0 -1.5 0.5 -2.5 NaN -1.0 21546 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.5 -1.0 0.0 -2.0 NaN -1.0 21515 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.75 -2.25 1.0 -3.5 NaN -1.25 21549 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.25 -1.25 0.5 -2.0 NaN -0.75 21519 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -79.25 72.75 0.0 145.5 NaN 72.75 21552 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.25 -1.25 0.0 -2.5 NaN -1.25 21522 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.25 -2.25 0.5 NaN NaN -1.75 21555 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.5 -1.0 0.0 -2.0 NaN -1.0 21525 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.0 -2.0 0.5 -3.5 NaN -1.5 21558 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.5 -1.5 0.0 -3.0 NaN -1.5 21528 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -5.0 -2.0 0.5 -3.5 NaN -1.5 21561 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.0 -1.0 -1.0 -3.0 NaN -2.0 21531 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.75 -2.25 0.5 -4.0 NaN -1.75 21534 DOW _ROLL_PSEUDO_STRATEGY [1, -1] 0.5 -4.5 -2.0 0.5 -3.5 NaN -1.5 21507 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 7.5 -7.5 5.0 -10.0 NaN -2.5 21512 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -110.0 115.0 0.0 230.0 NaN 115.0 21516 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21520 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 5.0 -5.0 NaN 0.0 21523 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -110.0 115.0 -0.0 230.0 NaN 115.0 21526 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 5.0 -5.0 NaN 0.0 21529 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -110.0 115.0 0.0 230.0 NaN 115.0 21532 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 10.0 -5.0 0.0 -10.0 NaN -5.0 21535 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21538 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 5.0 -5.0 NaN 0.0 21541 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21544 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21547 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21550 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21553 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21556 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 5.0 -5.0 NaN 0.0 21559 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21562 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21564 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21566 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 5.0 -5.0 5.0 -5.0 NaN 0.0 21568 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -110.0 115.0 -0.0 230.0 NaN 115.0 21570 MXP _ROLL_PSEUDO_STRATEGY [-1, 1] 500000.0 -112.5 112.5 5.0 230.0 NaN 117.5 21472 OAT caleb_strategy_v3 [1] 1153.87 70322.60715 -69249.50805 NaN NaN NaN NaN 21473 OAT caleb_strategy_v3 [1] 1153.87 1032.71365 -5.76935 103.8483 92.3096 NaN 98.07895 21474 OAT caleb_strategy_v3 [1] 1153.87 70293.7604 -69278.3548 NaN NaN NaN NaN 21475 OAT caleb_strategy_v3 [1] 1153.87 1078.86845 -5.76935 69.2322 57.6935 NaN 63.46285 21471 OAT caleb_strategy_v3 [1] 1153.87 1078.86845 -5.76935 0.0 -11.5387 NaN -5.76935 21478 COTTON2 caleb_strategy_v3 [-1] 500.0 187.5 -2.5 NaN NaN NaN NaN 21484 COTTON2 caleb_strategy_v3 [-1] 500.0 -15962.5 16117.5 NaN NaN NaN NaN 21487 COTTON2 caleb_strategy_v3 [-1] 500.0 135.0 -5.0 20.0 10.0 NaN 15.0 21490 COTTON2 caleb_strategy_v3 [-1] 500.0 135.0 -5.0 40.0 30.0 NaN 35.0 21493 COTTON2 caleb_strategy_v3 [-1] 500.0 127.5 -2.5 40.0 35.0 NaN 37.5 21505 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21510 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21514 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21518 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21521 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 142.5 -142.5 NaN NaN NaN NaN 21524 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 142.5 -142.5 NaN NaN NaN NaN 21527 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21530 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21533 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 142.5 -142.5 NaN NaN NaN NaN 21536 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 5.0 -5.0 NaN NaN NaN NaN 21539 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21542 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21545 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21548 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 5.0 -5.0 NaN NaN NaN NaN 21551 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21554 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21557 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21560 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 5.0 -5.0 NaN NaN NaN NaN 21563 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 -2.5 -7.5 NaN NaN NaN NaN 21565 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21567 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 -2.5 -7.5 NaN NaN NaN NaN 21569 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21571 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 142.5 -142.5 NaN NaN NaN NaN 21572 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -10.0 NaN NaN NaN NaN 21573 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21574 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -10.0 NaN NaN NaN NaN 21575 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21576 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21577 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21578 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21579 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 137.5 -147.5 NaN NaN NaN NaN 21580 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 140.0 -145.0 NaN NaN NaN NaN 21581 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21582 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21583 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21584 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21585 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21586 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21587 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21588 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 2.5 -7.5 NaN NaN NaN NaN 21589 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21590 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -5.0 NaN NaN NaN NaN 21591 CAD _ROLL_PSEUDO_STRATEGY [-1, 1] 100000.0 0.0 -10.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD -85.0 CAD 1722.5 CANOLA 721.662036 DOW -236.75 GASOIL 287.5 HEATOIL 2398.2 MXP -1635.0 NIKKEI -52.008473 SUGAR11 -100.8 caleb_strategy_v3 BTP 0 BUND 0 COPPER 437.5 COTTON2 -15377.5 CRUDE_W -3150.0 EUR 90.625 GOLD_micro -162.0 NASDAQ_micro 611.5 OAT 143806.8181 OJ -735.0 RICE 0 US10U 0 US30 0 VIX -2125.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 3020.303564 caleb_strategy_v3 123396.9431 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 65.0 CAD -1932.5 CANOLA -532.760726 DOW 117.75 GASOIL -112.5 HEATOIL -121.8 MXP 1660.0 NIKKEI 64.616587 SUGAR11 67.2 caleb_strategy_v3 BTP 0 BUND 0 COPPER -25.0 COTTON2 16102.5 CRUDE_W -20.0 EUR -3.125 GOLD_micro -2.0 NASDAQ_micro -0.5 OAT -138545.1709 OJ -90.0 RICE 0 US10U 0 US30 0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -724.994139 caleb_strategy_v3 -122608.2959 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 40.0 CAD 0 CANOLA 5.903166 DOW 7.0 GASOIL -250.0 HEATOIL -252.0 MXP 85.0 NIKKEI 10.086492 SUGAR11 33.6 caleb_strategy_v3 BTP 0 BUND 0 COPPER 100.0 COTTON2 100.0 CRUDE_W -860.0 EUR 25.0 GOLD_micro 72.0 NASDAQ_micro -12.0 OAT 173.0805 OJ 82.5 RICE 0 US10U 0 US30 0 VIX 0.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -320.410342 caleb_strategy_v3 -319.4195 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 170.0 CAD 0 CANOLA -1059.618287 DOW 246.5 GASOIL -475.0 HEATOIL -495.6 MXP 3405.0 NIKKEI 139.319666 SUGAR11 168.0 caleb_strategy_v3 BTP 0 BUND 0 COPPER 50.0 COTTON2 75.0 CRUDE_W -900.0 EUR 18.75 GOLD_micro 68.0 NASDAQ_micro -13.0 OAT 138.4644 OJ -97.5 RICE 0 US10U 0 US30 0 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 2098.60138 caleb_strategy_v3 -710.2856 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 0 CAD 0 CANOLA 0 DOW 0 GASOIL 0 HEATOIL 0 MXP 0 NIKKEI 0 SUGAR11 0 caleb_strategy_v3 BTP 0 BUND 0 COPPER 0 COTTON2 0 CRUDE_W 0 EUR 0 GOLD_micro 0 NASDAQ_micro 0 OAT 0 OJ 0 RICE 0 US10U 0 US30 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY AUD 105.0 CAD 0 CANOLA -526.85756 DOW 124.75 GASOIL -362.5 HEATOIL -373.8 MXP 1745.0 NIKKEI 74.703079 SUGAR11 100.8 caleb_strategy_v3 BTP 0 BUND 0 COPPER 75.0 COTTON2 87.5 CRUDE_W -880.0 EUR 21.875 GOLD_micro 70.0 NASDAQ_micro -12.5 OAT 155.77245 OJ -7.5 RICE 0 US10U 0 US30 0 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 887.095519 caleb_strategy_v3 -514.85255 ******************************************************************************** END OF REPORT ********************************************************************************