******************************************************************************** Trades report produced on 13/03/2026 21:36 from 12/03/2026 21:36 to 13/03/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21713 AUD caleb_strategy_v3 [20260600] 2026-03-13 15:07:40.000 [-1] 0.70150 21699 BUXL caleb_strategy_v3 [20260600] 2026-03-13 08:00:43.000 [-1] 108.62000 21703 CANOLA caleb_strategy_v3 [20260700] 2026-03-13 14:00:55.000 [-1] 742.20000 21701 CRUDE_W caleb_strategy_v3 [20261200] 2026-03-13 14:00:45.000 [-1] 75.04000 21726 DOW caleb_strategy_v3 [20260600] 2026-03-13 15:47:44.000 [1] 47116.00000 21723 DOW caleb_strategy_v3 [20260600] 2026-03-13 15:34:17.000 [1] 47045.00000 21720 DOW caleb_strategy_v3 [20260600] 2026-03-13 15:28:07.000 [1] 47015.00000 21716 DOW caleb_strategy_v3 [20260600] 2026-03-13 15:18:01.000 [1] 47126.00000 21708 DOW caleb_strategy_v3 [20260600] 2026-03-13 15:00:15.000 [1] 47079.00000 21717 EUR caleb_strategy_v3 [20260600] 2026-03-13 15:18:02.000 [1] 1.15060 21709 EUR caleb_strategy_v3 [20260600] 2026-03-13 15:00:17.000 [1] 1.15085 21700 GASOIL caleb_strategy_v3 [20260600] 2026-03-13 09:00:34.000 [1] 936.25000 21707 GASOLINE caleb_strategy_v3 [20260600] 2026-03-13 14:21:05.000 [1] 2.82890 21705 GASOLINE caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.512 [0] NaN 21706 GASOLINE caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.579 [0] NaN 21702 GAS_US_mini caleb_strategy_v3 [20260500] 2026-03-13 14:00:54.000 [1] 3.15500 21704 HEATOIL caleb_strategy_v3 [20260600] 2026-03-13 14:00:56.000 [-1] 3.32190 21724 LEANHOG caleb_strategy_v3 [20260600] 2026-03-13 15:37:40.000 [-1] 107.07500 21711 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-13 15:06:45.000 [1] 24488.75000 21730 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:50:50.000 [-1] 2496.20000 21722 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:34:14.000 [-1] 2496.70000 21719 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:28:03.000 [-1] 2495.70000 21715 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:17:43.000 [-1] 2501.20000 21737 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 16:27:04.000 [-1] 2488.10000 21736 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.985 [0] NaN 21735 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 16:14:17.000 [-1] 2490.60000 21734 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 16:12:52.000 [-1] 2496.10000 21733 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.913 [0] NaN 21727 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:47:44.000 [-1] 2500.40000 21731 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.844 [0] NaN 21729 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:49:44.000 [-1] 2495.80000 21728 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 15:48:44.000 [-1] 2499.90000 21725 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.779 [0] NaN 21732 RUSSELL caleb_strategy_v3 [20260600] 2026-03-13 16:01:51.000 [-1] 2494.50000 21712 SP500_micro caleb_strategy_v3 [20260300] 2026-03-13 15:06:46.000 [1] 6667.00000 21718 US30 caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.713 [0] NaN 21714 US30 caleb_strategy_v3 [20260600] 2026-03-13 19:45:12.648 [0] NaN 21721 US30 caleb_strategy_v3 [20260600] 2026-03-13 15:29:27.000 [-1] 116.50000 21710 VIX caleb_strategy_v3 [20260500] 2026-03-13 15:06:44.000 [1] 23.80000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21699 BUXL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 08:00:31.945000 2026-03-13 08:00:43 115231.945 11.055 21700 GASOIL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 09:00:33.077000 2026-03-13 09:00:34 118833.077 0.923 21701 CRUDE_W caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:00:45.049000 2026-03-13 14:00:45 136845.049 NaN 21702 GAS_US_mini caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:00:45.953000 2026-03-13 14:00:54 136845.953 8.047 21703 CANOLA caleb_strategy_v3 2026-03-11 00:00:00 2026-03-13 14:00:54.965000 2026-03-13 14:00:55 223254.965 0.035 21704 HEATOIL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:00:55.877000 2026-03-13 14:00:56 136855.877 0.123 21710 VIX caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:00:18.529000 2026-03-13 15:06:44 140418.529 385.471 21711 NASDAQ_micro caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:06:45.645000 2026-03-13 15:06:45 140805.645 NaN 21712 SP500_micro caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:06:46.949000 2026-03-13 15:06:46 140806.949 NaN 21713 AUD caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:06:48.245000 2026-03-13 15:07:40 140808.245 51.755 21717 EUR caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:18:02.547000 2026-03-13 15:18:02 141482.547 NaN 21709 EUR caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:00:17.013000 2026-03-13 15:00:17 140417.013 NaN 21724 LEANHOG caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:34:18.861000 2026-03-13 15:37:40 142458.861 201.139 21708 DOW caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:00:15.785000 2026-03-13 15:00:15 140415.785 NaN 21716 DOW caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:18:01.818000 2026-03-13 15:18:01 141481.818 NaN 21720 DOW caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:28:07.049000 2026-03-13 15:28:07 142087.049 NaN 21723 DOW caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:34:17.596000 2026-03-13 15:34:17 142457.596 NaN 21726 DOW caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:47:44.121000 2026-03-13 15:47:44 143264.121 NaN 21705 GASOLINE caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:00:57.681000 2026-03-13 19:45:12.512000 136857.681 20654.831 21706 GASOLINE caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:11:01.048000 2026-03-13 19:45:12.579000 137461.048 20051.531 21707 GASOLINE caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 14:21:05.190000 2026-03-13 14:21:05 138065.19 NaN 21721 US30 caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:28:07.643000 2026-03-13 15:29:27 142087.643 79.357 21714 US30 caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:07:42.189000 2026-03-13 19:45:12.648000 140862.189 16650.459 21718 US30 caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:18:03.177000 2026-03-13 19:45:12.713000 141483.177 16029.536 21728 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:48:44.228000 2026-03-13 15:48:44 143324.228 NaN 21729 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:49:44.833000 2026-03-13 15:49:44 143384.833 NaN 21730 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:50:45.288000 2026-03-13 15:50:50 143445.288 4.712 21731 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:51:45.308000 2026-03-13 19:45:12.844000 143505.308 14007.536 21732 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:01:48.867000 2026-03-13 16:01:51 144108.867 2.133 21733 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:02:48.909000 2026-03-13 19:45:12.913000 144168.909 13344.004 21734 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:12:52.548000 2026-03-13 16:12:52 144772.548 NaN 21735 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:13:52.778000 2026-03-13 16:14:17 144832.778 24.222 21736 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:14:53.148000 2026-03-13 19:45:12.985000 144893.148 12619.837 21737 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 16:25:13.329000 2026-03-13 16:27:04 145513.329 110.671 21715 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:17:43.457000 2026-03-13 15:17:43 141463.457 NaN 21719 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:28:03.639000 2026-03-13 15:28:03 142083.639 NaN 21722 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:29:27.832000 2026-03-13 15:34:14 142167.832 286.168 21725 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:37:40.681000 2026-03-13 19:45:12.779000 142660.681 14852.098 21727 RUSSELL caleb_strategy_v3 2026-03-12 00:00:00 2026-03-13 15:47:44.730000 2026-03-13 15:47:44 143264.73 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 21699 BUXL caleb_strategy_v3 [-1] 108.86 None 108.65 108.64 108.66 108.66 108.62 -0.21 -0.01 -0.02 -0.04 NaN -0.03 21700 GASOIL caleb_strategy_v3 [1] 946.5 None 943.25 943.5 943.0 943.0 936.25 3.25 -0.25 7.25 6.75 NaN 7.0 21701 CRUDE_W caleb_strategy_v3 [-1] 75.78 None 74.78 74.77 74.79 74.79 75.04 -1.0 -0.01 0.27 0.25 NaN 0.26 21702 GAS_US_mini caleb_strategy_v3 [1] 3.23 None 3.145 3.15 3.14 3.14 3.155 0.085 -0.005 -0.005 -0.015 NaN -0.01 21703 CANOLA caleb_strategy_v3 [-1] 742.5 None 740.7 740.6 740.8 740.8 742.2 -1.8 -0.1 1.6 1.4 NaN 1.5 21704 HEATOIL caleb_strategy_v3 [-1] 3.3913 None 3.3129 3.3117 3.3141 3.3141 3.3219 -0.0784 -0.0012 0.0102 0.0078 NaN 0.009 21710 VIX caleb_strategy_v3 [1] 23.8 None 23.625 23.65 23.6 23.6 23.8 0.175 -0.025 -0.15 -0.2 NaN -0.175 21711 NASDAQ_micro caleb_strategy_v3 [1] 24560.5 None 24503.375 24503.5 24503.25 24503.25 24488.75 57.125 -0.125 14.75 14.5 NaN 14.625 21712 SP500_micro caleb_strategy_v3 [1] 6681.25 None 6667.625 6667.75 6667.5 6667.5 6667.0 13.625 -0.125 0.75 0.5 NaN 0.625 21713 AUD caleb_strategy_v3 [-1] 0.7071 None 0.7018 0.70175 0.70185 0.70185 0.7015 -0.0053 -0.00005 -0.00025 -0.00035 NaN -0.0003 21717 EUR caleb_strategy_v3 [1] 1.1568 None 1.151475 1.1515 1.15145 1.15145 1.1506 0.005325 -0.000025 0.0009 0.00085 NaN 0.000875 21709 EUR caleb_strategy_v3 [1] 1.1568 None 1.151475 1.1515 1.15145 1.15145 1.15085 0.005325 -0.000025 0.00065 0.0006 NaN 0.000625 21724 LEANHOG caleb_strategy_v3 [-1] 108.2 None 107.1 107.075 107.125 107.125 107.075 -1.1 -0.025 -0.0 -0.05 NaN -0.025 21708 DOW caleb_strategy_v3 [1] 47027.0 None 47199.5 47201.0 47198.0 47198.0 47079.0 -172.5 -1.5 122.0 119.0 NaN 120.5 21716 DOW caleb_strategy_v3 [1] 47027.0 None 47199.5 47201.0 47198.0 47198.0 47126.0 -172.5 -1.5 75.0 72.0 NaN 73.5 21720 DOW caleb_strategy_v3 [1] 47027.0 None 47199.5 47201.0 47198.0 47198.0 47015.0 -172.5 -1.5 186.0 183.0 NaN 184.5 21723 DOW caleb_strategy_v3 [1] 47027.0 None 47121.0 47123.0 47119.0 47119.0 47045.0 -94.0 -2.0 78.0 74.0 NaN 76.0 21726 DOW caleb_strategy_v3 [1] 47027.0 None 47121.0 47123.0 47119.0 47119.0 47116.0 -94.0 -2.0 7.0 3.0 NaN 5.0 21705 GASOLINE caleb_strategy_v3 [1] 2.8555 None 2.81385 2.8142 2.8135 2.8135 NaN 0.04165 -0.00035 NaN NaN NaN NaN 21706 GASOLINE caleb_strategy_v3 [1] 2.8555 None 1.413 2.826 0.0 0.0 NaN 1.4425 -1.413 NaN NaN NaN NaN 21707 GASOLINE caleb_strategy_v3 [1] 2.8555 None 2.83335 2.8336 2.8331 2.8331 2.8289 0.02215 -0.00025 0.0047 0.0042 NaN 0.00445 21721 US30 caleb_strategy_v3 [-1] 116.90625 None 116.578125 116.5625 116.59375 116.59375 116.5 -0.328125 -0.015625 -0.0625 -0.09375 NaN -0.078125 21714 US30 caleb_strategy_v3 [-1] 116.90625 None 116.859375 116.84375 116.875 116.875 NaN -0.046875 -0.015625 NaN NaN NaN NaN 21718 US30 caleb_strategy_v3 [-1] 116.90625 None 58.3125 116.625 0.0 0.0 NaN -58.59375 58.3125 NaN NaN NaN NaN 21728 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2495.05 2494.9 2495.2 2495.2 2499.9 -12.35 -0.15 5.0 4.7 NaN 4.85 21729 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2495.05 2494.9 2495.2 2495.2 2495.8 -12.35 -0.15 0.9 0.6 NaN 0.75 21730 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2498.25 2498.1 2498.4 2498.4 2496.2 -9.15 -0.15 -1.9 -2.2 NaN -2.05 21731 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 1248.1 2496.2 0.0 0.0 NaN -1259.3 1248.1 NaN NaN NaN NaN 21732 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2495.6 2495.5 2495.7 2495.7 2494.5 -11.8 -0.1 -1.0 -1.2 NaN -1.1 21733 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 1247.25 2494.5 0.0 0.0 NaN -1260.15 1247.25 NaN NaN NaN NaN 21734 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2491.6 2491.4 2491.8 2491.8 2496.1 -15.8 -0.2 4.7 4.3 NaN 4.5 21735 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2491.1 2490.9 2491.3 2491.3 2490.6 -16.3 -0.2 -0.3 -0.7 NaN -0.5 21736 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 1245.3 2490.6 0.0 0.0 NaN -1262.1 1245.3 NaN NaN NaN NaN 21737 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2491.2 2491.1 2491.3 2491.3 2488.1 -16.2 -0.1 -3.0 -3.2 NaN -3.1 21715 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2493.85 2493.7 2494.0 2494.0 2501.2 -13.55 -0.15 7.5 7.2 NaN 7.35 21719 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2493.85 2493.7 2494.0 2494.0 2495.7 -13.55 -0.15 2.0 1.7 NaN 1.85 21722 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2501.0 2500.9 2501.1 2501.1 2496.7 -6.4 -0.1 -4.2 -4.4 NaN -4.3 21725 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 1248.35 2496.7 0.0 0.0 NaN -1259.05 1248.35 NaN NaN NaN NaN 21727 RUSSELL caleb_strategy_v3 [-1] 2507.4 None 2494.85 2494.7 2495.0 2495.0 2500.4 -12.55 -0.15 5.7 5.4 NaN 5.55 =================================================================================================================================================================== 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 21699 BUXL caleb_strategy_v3 [-1] 10.629012 -197.572457 -9.408212 -18.816425 -37.632849 NaN -28.224637 21700 GASOIL caleb_strategy_v3 [1] 772.224206 42.086223 -3.237402 93.884651 87.409847 NaN 90.647249 21701 CRUDE_W caleb_strategy_v3 [-1] 17.431383 -573.677961 -5.73678 154.89305 143.41949 NaN 149.15627 21702 GAS_US_mini caleb_strategy_v3 [1] 2.862694 296.923096 -17.466064 -17.466064 -52.398193 NaN -34.932129 21703 CANOLA caleb_strategy_v3 [-1] 151.838231 -118.547219 -6.585957 105.375306 92.203393 NaN 98.789349 21704 HEATOIL caleb_strategy_v3 [-1] 1.488158 -526.825852 -8.063661 68.541119 52.413797 NaN 60.477458 21710 VIX caleb_strategy_v3 [1] 13.930126 125.627001 -17.946714 -107.680287 -143.573716 NaN -125.627001 21711 NASDAQ_micro caleb_strategy_v3 [1] 4186.13105 136.462522 -0.298605 35.2354 34.638189 NaN 34.936794 21712 SP500_micro caleb_strategy_v3 [1] 857.463594 158.898875 -1.457788 8.746727 5.831151 NaN 7.288939 21713 AUD caleb_strategy_v3 [-1] 0.072731 -728.708813 -6.874611 -34.373057 -48.12228 NaN -41.247669 21717 EUR caleb_strategy_v3 [1] 0.079204 672.315679 -3.156412 113.630819 107.317996 NaN 110.474407 21709 EUR caleb_strategy_v3 [1] 0.079204 672.315679 -3.156412 82.066703 75.753879 NaN 78.910291 21724 LEANHOG caleb_strategy_v3 [-1] 16.653326 -660.528733 -15.012017 -0.0 -30.024033 NaN -15.012017 21708 DOW caleb_strategy_v3 [1] 6340.863482 -272.044968 -2.365608 192.402818 187.671601 NaN 190.037209 21716 DOW caleb_strategy_v3 [1] 6340.863482 -272.044968 -2.365608 118.280421 113.549204 NaN 115.914812 21720 DOW caleb_strategy_v3 [1] 6340.863482 -272.044968 -2.365608 293.335443 288.604226 NaN 290.969835 21723 DOW caleb_strategy_v3 [1] 6340.863482 -148.244794 -3.154145 123.011637 116.703348 NaN 119.857493 21726 DOW caleb_strategy_v3 [1] 6340.863482 -148.244794 -3.154145 11.039506 4.731217 NaN 7.885361 21705 GASOLINE caleb_strategy_v3 [1] 0.849856 490.083075 -4.118345 NaN NaN NaN NaN 21706 GASOLINE caleb_strategy_v3 [1] 0.849856 16973.465428 -16626.347764 NaN NaN NaN NaN 21707 GASOLINE caleb_strategy_v3 [1] 0.849856 260.632415 -2.941675 55.303492 49.420142 NaN 52.361817 21721 US30 caleb_strategy_v3 [-1] 11.880222 -276.194337 -13.152111 -52.608445 -78.912668 NaN -65.760556 21714 US30 caleb_strategy_v3 [-1] 11.880222 -39.456334 -13.152111 NaN NaN NaN NaN 21718 US30 caleb_strategy_v3 [-1] 11.880222 -49320.417262 49083.679259 NaN NaN NaN NaN 21728 RUSSELL caleb_strategy_v3 [-1] 509.980958 -242.165905 -2.941286 98.042876 92.160304 NaN 95.10159 21729 RUSSELL caleb_strategy_v3 [-1] 509.980958 -242.165905 -2.941286 17.647718 11.765145 NaN 14.706431 21730 RUSSELL caleb_strategy_v3 [-1] 509.980958 -179.418464 -2.941286 -37.256293 -43.138866 NaN -40.197579 21731 RUSSELL caleb_strategy_v3 [-1] 509.980958 -24693.078845 24473.462802 NaN NaN NaN NaN 21732 RUSSELL caleb_strategy_v3 [-1] 509.980958 -231.381188 -1.960858 -19.608575 -23.53029 NaN -21.569433 21733 RUSSELL caleb_strategy_v3 [-1] 509.980958 -24709.746134 24456.795513 NaN NaN NaN NaN 21734 RUSSELL caleb_strategy_v3 [-1] 509.980958 -309.815489 -3.921715 92.160304 84.316874 NaN 88.238589 21735 RUSSELL caleb_strategy_v3 [-1] 509.980958 -319.619777 -3.921715 -5.882573 -13.726003 NaN -9.804288 21736 RUSSELL caleb_strategy_v3 [-1] 509.980958 -24747.982856 24418.558792 NaN NaN NaN NaN 21737 RUSSELL caleb_strategy_v3 [-1] 509.980958 -317.658919 -1.960858 -58.825726 -62.747441 NaN -60.786583 21715 RUSSELL caleb_strategy_v3 [-1] 509.980958 -265.696195 -2.941286 147.064315 141.181742 NaN 144.123028 21719 RUSSELL caleb_strategy_v3 [-1] 509.980958 -265.696195 -2.941286 39.217151 33.334578 NaN 36.275864 21722 RUSSELL caleb_strategy_v3 [-1] 509.980958 -125.494882 -1.960858 -82.356016 -86.277731 NaN -84.316874 21725 RUSSELL caleb_strategy_v3 [-1] 509.980958 -24688.176702 24478.364946 NaN NaN NaN NaN 21727 RUSSELL caleb_strategy_v3 [-1] 509.980958 -246.08762 -2.941286 111.768879 105.886306 NaN 108.827593 ======================================================================================================================================================================== 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 21699 BUXL caleb_strategy_v3 [-1] 1147.895 -241.05795 -11.47895 -22.9579 -45.9158 NaN -34.43685 21700 GASOIL caleb_strategy_v3 [1] 100.0 325.0 -25.0 725.0 675.0 NaN 700.0 21701 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -1000.0 -10.0 270.0 250.0 NaN 260.0 21702 GAS_US_mini caleb_strategy_v3 [1] 2500.0 212.5 -12.5 -12.5 -37.5 NaN -25.0 21703 CANOLA caleb_strategy_v3 [-1] 14.647132 -26.364838 -1.464713 23.435412 20.505985 NaN 21.970698 21704 HEATOIL caleb_strategy_v3 [-1] 42000.0 -3292.8 -50.4 428.4 327.6 NaN 378.0 21710 VIX caleb_strategy_v3 [1] 1000.0 175.0 -25.0 -150.0 -200.0 NaN -175.0 21711 NASDAQ_micro caleb_strategy_v3 [1] 2.0 114.25 -0.25 29.5 29.0 NaN 29.25 21712 SP500_micro caleb_strategy_v3 [1] 5.0 68.125 -0.625 3.75 2.5 NaN 3.125 21713 AUD caleb_strategy_v3 [-1] 100000.0 -530.0 -5.0 -25.0 -35.0 NaN -30.0 21717 EUR caleb_strategy_v3 [1] 125000.0 665.625 -3.125 112.5 106.25 NaN 109.375 21709 EUR caleb_strategy_v3 [1] 125000.0 665.625 -3.125 81.25 75.0 NaN 78.125 21724 LEANHOG caleb_strategy_v3 [-1] 400.0 -440.0 -10.0 -0.0 -20.0 NaN -10.0 21708 DOW caleb_strategy_v3 [1] 0.5 -86.25 -0.75 61.0 59.5 NaN 60.25 21716 DOW caleb_strategy_v3 [1] 0.5 -86.25 -0.75 37.5 36.0 NaN 36.75 21720 DOW caleb_strategy_v3 [1] 0.5 -86.25 -0.75 93.0 91.5 NaN 92.25 21723 DOW caleb_strategy_v3 [1] 0.5 -47.0 -1.0 39.0 37.0 NaN 38.0 21726 DOW caleb_strategy_v3 [1] 0.5 -47.0 -1.0 3.5 1.5 NaN 2.5 21705 GASOLINE caleb_strategy_v3 [1] 42000.0 1749.3 -14.7 NaN NaN NaN NaN 21706 GASOLINE caleb_strategy_v3 [1] 42000.0 60585.0 -59346.0 NaN NaN NaN NaN 21707 GASOLINE caleb_strategy_v3 [1] 42000.0 930.3 -10.5 197.4 176.4 NaN 186.9 21721 US30 caleb_strategy_v3 [-1] 1000.0 -328.125 -15.625 -62.5 -93.75 NaN -78.125 21714 US30 caleb_strategy_v3 [-1] 1000.0 -46.875 -15.625 NaN NaN NaN NaN 21718 US30 caleb_strategy_v3 [-1] 1000.0 -58593.75 58312.5 NaN NaN NaN NaN 21728 RUSSELL caleb_strategy_v3 [-1] 5.0 -61.75 -0.75 25.0 23.5 NaN 24.25 21729 RUSSELL caleb_strategy_v3 [-1] 5.0 -61.75 -0.75 4.5 3.0 NaN 3.75 21730 RUSSELL caleb_strategy_v3 [-1] 5.0 -45.75 -0.75 -9.5 -11.0 NaN -10.25 21731 RUSSELL caleb_strategy_v3 [-1] 5.0 -6296.5 6240.5 NaN NaN NaN NaN 21732 RUSSELL caleb_strategy_v3 [-1] 5.0 -59.0 -0.5 -5.0 -6.0 NaN -5.5 21733 RUSSELL caleb_strategy_v3 [-1] 5.0 -6300.75 6236.25 NaN NaN NaN NaN 21734 RUSSELL caleb_strategy_v3 [-1] 5.0 -79.0 -1.0 23.5 21.5 NaN 22.5 21735 RUSSELL caleb_strategy_v3 [-1] 5.0 -81.5 -1.0 -1.5 -3.5 NaN -2.5 21736 RUSSELL caleb_strategy_v3 [-1] 5.0 -6310.5 6226.5 NaN NaN NaN NaN 21737 RUSSELL caleb_strategy_v3 [-1] 5.0 -81.0 -0.5 -15.0 -16.0 NaN -15.5 21715 RUSSELL caleb_strategy_v3 [-1] 5.0 -67.75 -0.75 37.5 36.0 NaN 36.75 21719 RUSSELL caleb_strategy_v3 [-1] 5.0 -67.75 -0.75 10.0 8.5 NaN 9.25 21722 RUSSELL caleb_strategy_v3 [-1] 5.0 -32.0 -0.5 -21.0 -22.0 NaN -21.5 21725 RUSSELL caleb_strategy_v3 [-1] 5.0 -6295.25 6241.75 NaN NaN NaN NaN 21727 RUSSELL caleb_strategy_v3 [-1] 5.0 -62.75 -0.75 28.5 27.0 NaN 27.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -530.0 BUXL -241.05795 CANOLA -26.364838 CRUDE_W -1000.0 DOW -352.75 EUR 1331.25 GASOIL 325.0 GASOLINE 63264.6 GAS_US_mini 212.5 HEATOIL -3292.8 LEANHOG -440.0 NASDAQ_micro 114.25 RUSSELL -25903.0 SP500_micro 68.125 US30 -58968.75 VIX 175.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -25263.997788 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 BUXL -11.47895 CANOLA -1.464713 CRUDE_W -10.0 DOW -4.25 EUR -6.25 GASOIL -25.0 GASOLINE -59371.2 GAS_US_mini -12.5 HEATOIL -50.4 LEANHOG -10.0 NASDAQ_micro -0.25 RUSSELL 24937.0 SP500_micro -0.625 US30 58281.25 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 23684.831337 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -25.0 BUXL -22.9579 CANOLA 23.435412 CRUDE_W 270.0 DOW 234.0 EUR 193.75 GASOIL 725.0 GASOLINE 197.4 GAS_US_mini -12.5 HEATOIL 428.4 LEANHOG -0.0 NASDAQ_micro 29.5 RUSSELL 77.0 SP500_micro 3.75 US30 -62.5 VIX -150.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1909.277512 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -35.0 BUXL -45.9158 CANOLA 20.505985 CRUDE_W 250.0 DOW 225.5 EUR 181.25 GASOIL 675.0 GASOLINE 176.4 GAS_US_mini -37.5 HEATOIL 327.6 LEANHOG -20.0 NASDAQ_micro 29.0 RUSSELL 61.0 SP500_micro 2.5 US30 -93.75 VIX -200.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1516.590185 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 CANOLA 0 CRUDE_W 0 DOW 0 EUR 0 GASOIL 0 GASOLINE 0 GAS_US_mini 0 HEATOIL 0 LEANHOG 0 NASDAQ_micro 0 RUSSELL 0 SP500_micro 0 US30 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 AUD -30.0 BUXL -34.43685 CANOLA 21.970698 CRUDE_W 260.0 DOW 229.75 EUR 187.5 GASOIL 700.0 GASOLINE 186.9 GAS_US_mini -25.0 HEATOIL 378.0 LEANHOG -10.0 NASDAQ_micro 29.25 RUSSELL 69.0 SP500_micro 3.125 US30 -78.125 VIX -175.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1712.933848 ******************************************************************************** END OF REPORT ********************************************************************************