******************************************************************************** Trades report produced on 16/03/2026 23:48 from 15/03/2026 23:48 to 16/03/2026 23:48 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 21753 CAD caleb_strategy_v3 [20260600] 2026-03-16 15:00:36.000 [-1] 0.73470 21750 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 16:31:52.206 [0] NaN 21748 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 16:31:52.148 [0] NaN 21749 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 14:33:24.000 [-1] 734.60000 21746 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 14:16:29.000 [-1] 735.10000 21752 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 14:44:31.000 [-1] 734.80000 21751 CANOLA caleb_strategy_v3 [20260700] 2026-03-16 14:43:31.000 [-1] 735.00000 21764 COCOA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-16 16:59:14.000 [1, -1] -65.00000 21765 COCOA _ROLL_PSEUDO_STRATEGY [20260500, 20260700] 2026-03-16 17:00:01.000 [1, -1] -66.00000 21745 COPPER caleb_strategy_v3 [20260700] 2026-03-16 14:16:09.000 [-1] 5.88100 21744 CRUDE_W caleb_strategy_v3 [20261200] 2026-03-16 14:14:39.000 [1] 74.66000 21760 DOW caleb_strategy_v3 [20260600] 2026-03-16 15:05:30.000 [-1] 47302.00000 21761 DOW caleb_strategy_v3 [20260600] 2026-03-16 15:06:50.000 [-1] 47297.00000 21758 DOW caleb_strategy_v3 [20260600] 2026-03-16 15:04:26.000 [-1] 47321.00000 21759 DOW caleb_strategy_v3 [20260600] 2026-03-16 15:04:30.000 [-1] 47327.00000 21739 GASOIL caleb_strategy_v3 [20260600] 2026-03-16 09:07:54.000 [-1] 967.75000 21743 GASOLINE caleb_strategy_v3 [20260600] 2026-03-16 14:12:15.000 [-1] 2.84420 21741 GOLD_micro caleb_strategy_v3 [20260600] 2026-03-16 14:00:51.000 [-1] 5075.30000 21747 HEATOIL caleb_strategy_v3 [20260600] 2026-03-16 14:16:34.000 [1] 3.35730 21763 LIVECOW caleb_strategy_v3 [20260600] 2026-03-16 15:30:38.000 [-1] 231.17500 21756 MXP caleb_strategy_v3 [20260600] 2026-03-16 15:00:40.000 [-1] 0.05573 21738 NIKKEI caleb_strategy_v3 [20260600] 2026-03-16 03:06:22.000 [1] 53000.00000 21757 NZD caleb_strategy_v3 [20260600] 2026-03-16 15:04:25.000 [1] 0.58685 21762 REDWHEAT caleb_strategy_v3 [20260700] 2026-03-16 15:30:37.000 [1] 640.25000 21740 ROBUSTA caleb_strategy_v3 [20260700] 2026-03-16 10:08:23.000 [-1] 3376.00000 21755 RUSSELL caleb_strategy_v3 [20260600] 2026-03-16 15:00:39.000 [-1] 2535.00000 21742 SUGAR11 caleb_strategy_v3 [20260700] 2026-03-16 14:10:36.000 [1] 14.41000 21754 US30 caleb_strategy_v3 [20260600] 2026-03-16 15:00:37.000 [-1] 117.15625 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21738 NIKKEI caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 03:01:14.953000 2026-03-16 03:06:22 270074.953 307.047 21739 GASOIL caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 09:00:51.162000 2026-03-16 09:07:54 291651.162 422.838 21740 ROBUSTA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 10:00:11.462000 2026-03-16 10:08:23 295211.462 491.538 21741 GOLD_micro caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:00:51.801000 2026-03-16 14:00:51 309651.801 NaN 21742 SUGAR11 caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:00:53.357000 2026-03-16 14:10:36 309653.357 582.643 21743 GASOLINE caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:10:38.094000 2026-03-16 14:12:15 310238.094 96.906 21744 CRUDE_W caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:12:16.525000 2026-03-16 14:14:39 310336.525 142.475 21745 COPPER caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:14:40.409000 2026-03-16 14:16:09 310480.409 88.591 21747 HEATOIL caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:16:30.438000 2026-03-16 14:16:34 310590.438 3.562 21753 CAD caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:00:36.509000 2026-03-16 15:00:36 313236.509 NaN 21754 US30 caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:00:37.734000 2026-03-16 15:00:37 313237.734 NaN 21755 RUSSELL caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:00:38.989000 2026-03-16 15:00:39 313238.989 0.011 21756 MXP caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:00:40.034000 2026-03-16 15:00:40 313240.034 NaN 21757 NZD caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:00:41.333000 2026-03-16 15:04:25 313241.333 223.667 21760 DOW caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:05:30.560000 2026-03-16 15:05:30 313530.56 NaN 21761 DOW caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:06:30.701000 2026-03-16 15:06:50 313590.701 19.299 21758 DOW caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:04:26.954000 2026-03-16 15:04:26 313466.954 NaN 21759 DOW caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:04:30.468000 2026-03-16 15:04:30 313470.468 NaN 21762 REDWHEAT caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:30:37.097000 2026-03-16 15:30:37 315037.097 NaN 21763 LIVECOW caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 15:30:38.446000 2026-03-16 15:30:38 315038.446 NaN 21746 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:16:10.557000 2026-03-16 14:16:29 310570.557 18.443 21748 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:16:47.722000 2026-03-16 16:31:52.148000 310607.722 8104.426 21749 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:26:50.818000 2026-03-16 14:33:24 311210.818 393.182 21750 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:33:27.487000 2026-03-16 16:31:52.206000 311607.487 7104.719 21751 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:43:30.931000 2026-03-16 14:43:31 312210.931 0.069 21752 CANOLA caleb_strategy_v3 2026-03-13 00:00:00 2026-03-16 14:44:31.359000 2026-03-16 14:44:31 312271.359 NaN 21764 COCOA _ROLL_PSEUDO_STRATEGY 2026-03-13 17:00:00 2026-03-16 16:58:53.962000 2026-03-16 16:59:14 259133.962 20.038 21765 COCOA _ROLL_PSEUDO_STRATEGY 2026-03-13 17:00:00 2026-03-16 16:59:59.172000 2026-03-16 17:00:01 259199.172 1.828 ========================================================================================================================================================================================================================================== 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 21738 NIKKEI caleb_strategy_v3 [1] 52940.0 None 52965.0 52970.0 52960.0 52960.0 53000.0 -25.0 -5.0 -30.0 -40.0 NaN -35.0 21739 GASOIL caleb_strategy_v3 [-1] 941.5 None 971.5 971.25 971.75 971.75 967.75 30.0 -0.25 -3.5 -4.0 NaN -3.75 21740 ROBUSTA caleb_strategy_v3 [-1] 3365.0 None 3382.0 3380.0 3384.0 3384.0 3376.0 17.0 -2.0 -4.0 -8.0 NaN -6.0 21741 GOLD_micro caleb_strategy_v3 [-1] 5060.3 None 5070.65 5070.5 5070.8 5070.8 5075.3 10.35 -0.15 4.8 4.5 NaN 4.65 21742 SUGAR11 caleb_strategy_v3 [1] 14.62 None 14.415 14.42 14.41 14.41 14.41 0.205 -0.005 0.01 0.0 NaN 0.005 21743 GASOLINE caleb_strategy_v3 [-1] 2.895 None 2.847 2.8466 2.8474 2.8474 2.8442 -0.048 -0.0004 -0.0024 -0.0032 NaN -0.0028 21744 CRUDE_W caleb_strategy_v3 [1] 75.95 None 74.505 74.51 74.5 74.5 74.66 1.445 -0.005 -0.15 -0.16 NaN -0.155 21745 COPPER caleb_strategy_v3 [-1] 5.7585 None 5.88325 5.8825 5.884 5.884 5.881 0.12475 -0.00075 -0.0015 -0.003 NaN -0.00225 21747 HEATOIL caleb_strategy_v3 [1] 3.4053 None 3.35535 3.3571 3.3536 3.3536 3.3573 0.04995 -0.00175 -0.0002 -0.0037 NaN -0.00195 21753 CAD caleb_strategy_v3 [-1] 0.73125 None 0.734225 0.7342 0.73425 0.73425 0.7347 0.002975 -0.000025 0.0005 0.00045 NaN 0.000475 21754 US30 caleb_strategy_v3 [-1] 116.375 None 117.078125 117.0625 117.09375 117.09375 117.15625 0.703125 -0.015625 0.09375 0.0625 NaN 0.078125 21755 RUSSELL caleb_strategy_v3 [-1] 2493.0 None 2523.9 2523.8 2524.0 2524.0 2535.0 30.9 -0.1 11.2 11.0 NaN 11.1 21756 MXP caleb_strategy_v3 [-1] 0.05522 None 0.055705 0.0557 0.05571 0.05571 0.05573 0.000485 -0.000005 0.00003 0.00002 NaN 0.000025 21757 NZD caleb_strategy_v3 [1] 0.58005 None 0.586575 0.5866 0.58655 0.58655 0.58685 -0.006525 -0.000025 -0.00025 -0.0003 NaN -0.000275 21760 DOW caleb_strategy_v3 [-1] 46880.0 None 47282.0 47281.0 47283.0 47283.0 47302.0 402.0 -1.0 21.0 19.0 NaN 20.0 21761 DOW caleb_strategy_v3 [-1] 46880.0 None 47296.5 47296.0 47297.0 47297.0 47297.0 416.5 -0.5 1.0 -0.0 NaN 0.5 21758 DOW caleb_strategy_v3 [-1] 46880.0 None 47282.0 47281.0 47283.0 47283.0 47321.0 402.0 -1.0 40.0 38.0 NaN 39.0 21759 DOW caleb_strategy_v3 [-1] 46880.0 None 47282.0 47281.0 47283.0 47283.0 47327.0 402.0 -1.0 46.0 44.0 NaN 45.0 21762 REDWHEAT caleb_strategy_v3 [1] 642.25 None 641.375 641.5 641.25 641.25 640.25 0.875 -0.125 1.25 1.0 NaN 1.125 21763 LIVECOW caleb_strategy_v3 [-1] 228.85 None 230.8625 230.85 230.875 230.875 231.175 2.0125 -0.0125 0.325 0.3 NaN 0.3125 21746 CANOLA caleb_strategy_v3 [-1] 748.2 None 735.25 735.1 735.4 735.4 735.1 -12.95 -0.15 -0.0 -0.3 NaN -0.15 21748 CANOLA caleb_strategy_v3 [-1] 748.2 None 367.5 735.0 0.0 0.0 NaN -380.7 367.5 NaN NaN NaN NaN 21749 CANOLA caleb_strategy_v3 [-1] 748.2 None 735.25 735.1 735.4 735.4 734.6 -12.95 -0.15 -0.5 -0.8 NaN -0.65 21750 CANOLA caleb_strategy_v3 [-1] 748.2 None 367.25 734.5 0.0 0.0 NaN -380.95 367.25 NaN NaN NaN NaN 21751 CANOLA caleb_strategy_v3 [-1] 748.2 None 734.5 734.4 734.6 NaN 735.0 -13.7 -0.1 0.6 NaN NaN 0.5 21752 CANOLA caleb_strategy_v3 [-1] 748.2 None 734.2 734.1 734.3 734.3 734.8 -14.0 -0.1 0.7 0.5 NaN 0.6 21764 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] -66.0 None -68.5 -65.0 -72.0 -72.0 -65.0 2.5 -3.5 0.0 -7.0 NaN -3.5 21765 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] -66.0 None -33.0 -65.0 -1.0 -1.0 -66.0 -33.0 32.0 1.0 65.0 NaN 33.0 ========================================================================================================================================================================== 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 21738 NIKKEI caleb_strategy_v3 [1] 15670.333974 -15.953712 -3.190742 -19.144455 -25.52594 NaN -22.335197 21739 GASOIL caleb_strategy_v3 [-1] 768.475382 390.383358 -3.253195 -45.544725 -52.051114 NaN -48.79792 21740 ROBUSTA caleb_strategy_v3 [-1] 1485.770605 114.41874 -13.461028 -26.922056 -53.844113 NaN -40.383085 21741 GOLD_micro caleb_strategy_v3 [-1] 1456.864059 71.043005 -1.029609 32.94748 30.888263 NaN 31.917872 21742 SUGAR11 caleb_strategy_v3 [1] 3.428371 597.951613 -14.584186 29.168371 0.0 NaN 14.584186 21743 GASOLINE caleb_strategy_v3 [-1] 0.886594 -541.397811 -4.511648 -27.069891 -36.093187 NaN -31.581539 21744 CRUDE_W caleb_strategy_v3 [1] 18.094577 798.581826 -2.763259 -82.897767 -88.424285 NaN -85.661026 21745 COPPER caleb_strategy_v3 [-1] 1.708861 730.018495 -4.388889 -8.777777 -17.555555 NaN -13.166666 21747 HEATOIL caleb_strategy_v3 [1] 1.548465 322.577423 -11.301511 -1.291601 -23.894624 NaN -12.593113 21753 CAD caleb_strategy_v3 [-1] 0.039957 744.55142 -6.256735 125.134692 112.621223 NaN 118.877958 21754 US30 caleb_strategy_v3 [-1] 12.106648 580.775948 -12.906132 77.436793 51.624529 NaN 64.530661 21755 RUSSELL caleb_strategy_v3 [-1] 507.9997 608.268075 -1.968505 220.472571 216.535561 NaN 218.504066 21756 MXP caleb_strategy_v3 [-1] 0.006857 707.310669 -7.291863 43.751175 29.16745 NaN 36.459313 21757 NZD caleb_strategy_v3 [1] 0.067133 -971.949534 -3.723945 -37.239446 -44.687335 NaN -40.96339 21760 DOW caleb_strategy_v3 [-1] 6425.394829 625.642487 -1.556325 32.682816 29.570167 NaN 31.126492 21761 DOW caleb_strategy_v3 [-1] 6425.394829 648.209193 -0.778162 1.556325 -0.0 NaN 0.778162 21758 DOW caleb_strategy_v3 [-1] 6425.394829 625.642487 -1.556325 62.252984 59.140335 NaN 60.696659 21759 DOW caleb_strategy_v3 [-1] 6425.394829 625.642487 -1.556325 71.590931 68.478282 NaN 70.034607 21762 REDWHEAT caleb_strategy_v3 [1] 168.603767 51.896824 -7.413832 74.13832 59.310656 NaN 66.724488 21763 LIVECOW caleb_strategy_v3 [-1] 38.236995 526.322734 -3.269085 84.996218 78.458047 NaN 81.727133 21746 CANOLA caleb_strategy_v3 [-1] 181.453642 -713.68091 -8.266574 -0.0 -16.533148 NaN -8.266574 21748 CANOLA caleb_strategy_v3 [-1] 181.453642 -20980.565438 20253.106904 NaN NaN NaN NaN 21749 CANOLA caleb_strategy_v3 [-1] 181.453642 -713.68091 -8.266574 -27.555247 -44.088396 NaN -35.821822 21750 CANOLA caleb_strategy_v3 [-1] 181.453642 -20994.343061 20239.32928 NaN NaN NaN NaN 21751 CANOLA caleb_strategy_v3 [-1] 181.453642 -755.013781 -5.511049 33.066297 NaN NaN 27.555247 21752 CANOLA caleb_strategy_v3 [-1] 181.453642 -771.54693 -5.511049 38.577346 27.555247 NaN 33.066297 21764 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 2833.961556 8.821573 -12.350203 0.0 -24.700406 NaN -12.350203 21765 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 2833.961556 -116.444769 112.91614 3.528629 229.360909 NaN 116.444769 ================================================================================================================================================================================= 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 21738 NIKKEI caleb_strategy_v3 [1] 0.627953 -15.698834 -3.139767 -18.8386 -25.118134 NaN -21.978367 21739 GASOIL caleb_strategy_v3 [-1] 100.0 3000.0 -25.0 -350.0 -400.0 NaN -375.0 21740 ROBUSTA caleb_strategy_v3 [-1] 10.0 170.0 -20.0 -40.0 -80.0 NaN -60.0 21741 GOLD_micro caleb_strategy_v3 [-1] 10.0 103.5 -1.5 48.0 45.0 NaN 46.5 21742 SUGAR11 caleb_strategy_v3 [1] 1120.0 229.6 -5.6 11.2 0.0 NaN 5.6 21743 GASOLINE caleb_strategy_v3 [-1] 42000.0 -2016.0 -16.8 -100.8 -134.4 NaN -117.6 21744 CRUDE_W caleb_strategy_v3 [1] 1000.0 1445.0 -5.0 -150.0 -160.0 NaN -155.0 21745 COPPER caleb_strategy_v3 [-1] 25000.0 3118.75 -18.75 -37.5 -75.0 NaN -56.25 21747 HEATOIL caleb_strategy_v3 [1] 42000.0 2097.9 -73.5 -8.4 -155.4 NaN -81.9 21753 CAD caleb_strategy_v3 [-1] 100000.0 297.5 -2.5 50.0 45.0 NaN 47.5 21754 US30 caleb_strategy_v3 [-1] 1000.0 703.125 -15.625 93.75 62.5 NaN 78.125 21755 RUSSELL caleb_strategy_v3 [-1] 5.0 154.5 -0.5 56.0 55.0 NaN 55.5 21756 MXP caleb_strategy_v3 [-1] 500000.0 242.5 -2.5 15.0 10.0 NaN 12.5 21757 NZD caleb_strategy_v3 [1] 100000.0 -652.5 -2.5 -25.0 -30.0 NaN -27.5 21760 DOW caleb_strategy_v3 [-1] 0.5 201.0 -0.5 10.5 9.5 NaN 10.0 21761 DOW caleb_strategy_v3 [-1] 0.5 208.25 -0.25 0.5 -0.0 NaN 0.25 21758 DOW caleb_strategy_v3 [-1] 0.5 201.0 -0.5 20.0 19.0 NaN 19.5 21759 DOW caleb_strategy_v3 [-1] 0.5 201.0 -0.5 23.0 22.0 NaN 22.5 21762 REDWHEAT caleb_strategy_v3 [1] 50.0 43.75 -6.25 62.5 50.0 NaN 56.25 21763 LIVECOW caleb_strategy_v3 [-1] 400.0 805.0 -5.0 130.0 120.0 NaN 125.0 21746 CANOLA caleb_strategy_v3 [-1] 14.581085 -188.825056 -2.187163 -0.0 -4.374326 NaN -2.187163 21748 CANOLA caleb_strategy_v3 [-1] 14.581085 -5551.019218 5358.54889 NaN NaN NaN NaN 21749 CANOLA caleb_strategy_v3 [-1] 14.581085 -188.825056 -2.187163 -7.290543 -11.664868 NaN -9.477706 21750 CANOLA caleb_strategy_v3 [-1] 14.581085 -5554.664489 5354.903619 NaN NaN NaN NaN 21751 CANOLA caleb_strategy_v3 [-1] 14.581085 -199.76087 -1.458109 8.748651 NaN NaN 7.290543 21752 CANOLA caleb_strategy_v3 [-1] 14.581085 -204.135196 -1.458109 10.20676 7.290543 NaN 8.748651 21764 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 10.0 25.0 -35.0 0.0 -70.0 NaN -35.0 21765 COCOA _ROLL_PSEUDO_STRATEGY [1, -1] 10.0 -330.0 320.0 10.0 650.0 NaN 330.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA -305.0 caleb_strategy_v3 CAD 297.5 CANOLA -11887.229885 COPPER 3118.75 CRUDE_W 1445.0 DOW 811.25 GASOIL 3000.0 GASOLINE -2016.0 GOLD_micro 103.5 HEATOIL 2097.9 LIVECOW 805.0 MXP 242.5 NIKKEI -15.698834 NZD -652.5 REDWHEAT 43.75 ROBUSTA 170.0 RUSSELL 154.5 SUGAR11 229.6 US30 703.125 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -305.0 caleb_strategy_v3 -1349.053719 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 285.0 caleb_strategy_v3 CAD -2.5 CANOLA 10706.161967 COPPER -18.75 CRUDE_W -5.0 DOW -1.75 GASOIL -25.0 GASOLINE -16.8 GOLD_micro -1.5 HEATOIL -73.5 LIVECOW -5.0 MXP -2.5 NIKKEI -3.139767 NZD -2.5 REDWHEAT -6.25 ROBUSTA -20.0 RUSSELL -0.5 SUGAR11 -5.6 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 285.0 caleb_strategy_v3 10500.2472 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 10.0 caleb_strategy_v3 CAD 50.0 CANOLA 11.664868 COPPER -37.5 CRUDE_W -150.0 DOW 54.0 GASOIL -350.0 GASOLINE -100.8 GOLD_micro 48.0 HEATOIL -8.4 LIVECOW 130.0 MXP 15.0 NIKKEI -18.8386 NZD -25.0 REDWHEAT 62.5 ROBUSTA -40.0 RUSSELL 56.0 SUGAR11 11.2 US30 93.75 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 10.0 caleb_strategy_v3 -198.423732 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 580.0 caleb_strategy_v3 CAD 45.0 CANOLA -8.748651 COPPER -75.0 CRUDE_W -160.0 DOW 50.5 GASOIL -400.0 GASOLINE -134.4 GOLD_micro 45.0 HEATOIL -155.4 LIVECOW 120.0 MXP 10.0 NIKKEI -25.118134 NZD -30.0 REDWHEAT 50.0 ROBUSTA -80.0 RUSSELL 55.0 SUGAR11 0.0 US30 62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 580.0 caleb_strategy_v3 -630.666785 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY COCOA 0 caleb_strategy_v3 CAD 0 CANOLA 0 COPPER 0 CRUDE_W 0 DOW 0 GASOIL 0 GASOLINE 0 GOLD_micro 0 HEATOIL 0 LIVECOW 0 MXP 0 NIKKEI 0 NZD 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 SUGAR11 0 US30 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 COCOA 295.0 caleb_strategy_v3 CAD 47.5 CANOLA 4.374326 COPPER -56.25 CRUDE_W -155.0 DOW 52.25 GASOIL -375.0 GASOLINE -117.6 GOLD_micro 46.5 HEATOIL -81.9 LIVECOW 125.0 MXP 12.5 NIKKEI -21.978367 NZD -27.5 REDWHEAT 56.25 ROBUSTA -60.0 RUSSELL 55.5 SUGAR11 5.6 US30 78.125 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 295.0 caleb_strategy_v3 -411.629041 ******************************************************************************** END OF REPORT ********************************************************************************