******************************************************************************** Trades report produced on 20/04/2026 21:37 from 19/04/2026 21:37 to 20/04/2026 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22125 AUD caleb_strategy_v3 [20260600] 2026-04-20 14:12:20.000 [1] 0.715550 22111 BTP caleb_strategy_v3 [20260600] 2026-04-20 07:02:23.000 [1] 117.960000 22110 BUXL caleb_strategy_v3 [20260600] 2026-04-20 07:02:22.000 [-1] 108.460000 22120 CRUDE_W caleb_strategy_v3 [20261200] 2026-04-20 13:06:08.000 [1] 74.960000 22115 DAX caleb_strategy_v3 [20260600] 2026-04-20 07:33:35.000 [1] 24523.000000 22114 DAX caleb_strategy_v3 [20260600] 2026-04-20 07:32:35.000 [1] 24522.000000 22113 DAX caleb_strategy_v3 [20260600] 2026-04-20 19:46:06.864 [0] NaN 22112 DAX caleb_strategy_v3 [20260600] 2026-04-20 19:46:06.777 [0] NaN 22116 DAX caleb_strategy_v3 [20260600] 2026-04-20 07:34:36.000 [1] 24530.000000 22117 DAX caleb_strategy_v3 [20260600] 2026-04-20 07:35:36.000 [1] 24535.000000 22123 DOW caleb_strategy_v3 [20260600] 2026-04-20 14:02:19.000 [-1] 49628.000000 22137 DOW caleb_strategy_v3 [20260600] 2026-04-20 15:07:44.000 [-1] 49505.000000 22134 DOW caleb_strategy_v3 [20260600] 2026-04-20 15:02:44.000 [-1] 49524.000000 22135 DOW caleb_strategy_v3 [20260600] 2026-04-20 15:05:44.000 [-1] 49529.000000 22136 DOW caleb_strategy_v3 [20260600] 2026-04-20 15:06:44.000 [-1] 49511.000000 22121 DX caleb_strategy_v3 [20260600] 2026-04-20 13:06:09.000 [-1] 98.055000 22118 GASOLINE caleb_strategy_v3 [20260700] 2026-04-20 13:00:09.000 [-1] 2.919900 22124 GBP caleb_strategy_v3 [20260600] 2026-04-20 19:46:06.946 [0] NaN 22138 GBP caleb_strategy_v3 [20260600] 2026-04-20 15:15:44.000 [-1] 1.352100 22119 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-20 13:00:10.000 [1] 4824.200000 22129 JPY caleb_strategy_v3 [20260600] 2026-04-20 14:35:25.000 [1] 0.006331 22132 LEANHOG caleb_strategy_v3 [20260700] 2026-04-20 14:47:10.000 [-1] 103.725000 22131 LIVECOW caleb_strategy_v3 [20260600] 2026-04-20 14:37:10.000 [-1] 248.100000 22133 MXP caleb_strategy_v3 [20260600] 2026-04-20 14:57:44.000 [1] 0.057370 22128 MXP caleb_strategy_v3 [20260600] 2026-04-20 14:29:13.000 [1] 0.057380 22126 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-20 14:13:05.000 [-1] 26768.750000 22107 NIKKEI caleb_strategy_v3 [20260600] 2026-04-20 19:46:06.701 [0] NaN 22108 NIKKEI caleb_strategy_v3 [20260600] 2026-04-20 02:22:27.000 [1] 59135.000000 22109 NIKKEI caleb_strategy_v3 [20260600] 2026-04-20 02:23:27.000 [1] 59150.000000 22106 NIKKEI caleb_strategy_v3 [20260600] 2026-04-20 19:46:06.626 [0] NaN 22127 RUSSELL caleb_strategy_v3 [20260600] 2026-04-20 14:19:34.000 [1] 2793.300000 22130 SOYMEAL caleb_strategy_v3 [20260800] 2026-04-20 14:36:43.000 [1] 317.600000 22122 VIX caleb_strategy_v3 [20260700] 2026-04-20 14:02:15.000 [-1] 21.800000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22110 BUXL caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:00:49.757000 2026-04-20 07:02:22 288049.757 NaN 22111 BTP caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:02:23.357000 2026-04-20 07:02:23 288143.357 NaN 22118 GASOLINE caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 14:00:03.874000 2026-04-20 13:00:09 309603.874 NaN 22119 GOLD_micro caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 14:00:10.085000 2026-04-20 13:00:10 309610.085 NaN 22120 CRUDE_W caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 14:00:11.273000 2026-04-20 13:06:08 309611.273 NaN 22121 DX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 14:06:09.832000 2026-04-20 13:06:09 309969.832 NaN 22122 VIX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:00:38.950000 2026-04-20 14:02:15 313238.95 NaN 22125 AUD caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:12:20.830000 2026-04-20 14:12:20 313940.83 NaN 22126 NASDAQ_micro caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:12:21.909000 2026-04-20 14:13:05 313941.909 NaN 22127 RUSSELL caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:13:06.296000 2026-04-20 14:19:34 313986.296 NaN 22129 JPY caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:29:14.065000 2026-04-20 14:35:25 314954.065 NaN 22130 SOYMEAL caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:35:26.133000 2026-04-20 14:36:43 315326.133 NaN 22131 LIVECOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:37:10.073000 2026-04-20 14:37:10 315430.073 NaN 22132 LEANHOG caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:37:10.994000 2026-04-20 14:47:10 315430.994 NaN 22128 MXP caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:19:35.262000 2026-04-20 14:29:13 314375.262 NaN 22133 MXP caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:57:44.552000 2026-04-20 14:57:44 316664.552 NaN 22123 DOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:02:16.442000 2026-04-20 14:02:19 313336.442 NaN 22134 DOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 16:02:44.141000 2026-04-20 15:02:44 316964.141 NaN 22135 DOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 16:05:44.205000 2026-04-20 15:05:44 317144.205 NaN 22136 DOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 16:06:44.251000 2026-04-20 15:06:44 317204.251 NaN 22137 DOW caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 16:07:44.252000 2026-04-20 15:07:44 317264.252 NaN 22106 NIKKEI caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 03:01:17.521000 2026-04-20 19:46:06.626000 270077.521 60289.105 22107 NIKKEI caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 03:11:22.019000 2026-04-20 19:46:06.701000 270682.019 59684.682 22108 NIKKEI caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 03:22:27.035000 2026-04-20 02:22:27 271347.035 NaN 22109 NIKKEI caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 03:23:27.512000 2026-04-20 02:23:27 271407.512 NaN 22138 GBP caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 16:15:44.423000 2026-04-20 15:15:44 317744.423 NaN 22124 GBP caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 15:02:19.978000 2026-04-20 19:46:06.946000 313339.978 17026.968 22112 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:02:24.037000 2026-04-20 19:46:06.777000 288144.037 42222.74 22113 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:13:28.266000 2026-04-20 19:46:06.864000 288808.266 41558.598 22114 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:32:35.569000 2026-04-20 07:32:35 289955.569 NaN 22115 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:33:35.806000 2026-04-20 07:33:35 290015.806 NaN 22116 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:34:36.029000 2026-04-20 07:34:36 290076.029 NaN 22117 DAX caleb_strategy_v3 2026-04-17 00:00:00 2026-04-20 08:35:36.279000 2026-04-20 07:35:36 290136.279 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 22110 BUXL caleb_strategy_v3 [-1] 108.66 None 108.51 108.5 108.52 108.52 108.46 -0.15 -0.01 -0.04 -0.06 NaN -0.05 22111 BTP caleb_strategy_v3 [1] 118.63 None 118.005 118.01 118.0 118.0 117.96 0.625 -0.005 0.05 0.04 NaN 0.045 22118 GASOLINE caleb_strategy_v3 [-1] 2.8437 None 2.92185 2.9215 2.9222 2.9222 2.9199 0.07815 -0.00035 -0.0016 -0.0023 NaN -0.00195 22119 GOLD_micro caleb_strategy_v3 [1] 4880.4 None 4826.95 4827.1 4826.8 4826.8 4824.2 53.45 -0.15 2.9 2.6 NaN 2.75 22120 CRUDE_W caleb_strategy_v3 [1] 72.93 None 74.95 74.96 74.94 74.94 74.96 -2.02 -0.01 0.0 -0.02 NaN -0.01 22121 DX caleb_strategy_v3 [-1] 97.915 None 98.0325 98.03 98.035 NaN 98.055 0.1175 -0.0025 0.025 NaN NaN 0.0225 22122 VIX caleb_strategy_v3 [-1] 21.55 None 21.775 21.75 21.8 21.8 21.8 0.225 -0.025 0.05 -0.0 NaN 0.025 22125 AUD caleb_strategy_v3 [1] 0.71645 None 0.715875 0.7159 0.71585 0.71585 0.71555 0.000575 -0.000025 0.00035 0.0003 NaN 0.000325 22126 NASDAQ_micro caleb_strategy_v3 [-1] 26787.75 None 26761.25 26761.0 26761.5 26761.5 26768.75 -26.5 -0.25 7.75 7.25 NaN 7.5 22127 RUSSELL caleb_strategy_v3 [1] 2786.1 None 2790.1 2790.2 2790.0 2790.0 2793.3 -4.0 -0.1 -3.1 -3.3 NaN -3.2 22129 JPY caleb_strategy_v3 [1] 0.006342 None 0.00633 0.00633 0.00633 0.00633 0.006331 0.000012 -0.0 -0.000001 -0.000001 NaN -0.000001 22130 SOYMEAL caleb_strategy_v3 [1] 321.8 None 317.35 317.4 317.3 317.3 317.6 4.45 -0.05 -0.2 -0.3 NaN -0.25 22131 LIVECOW caleb_strategy_v3 [-1] 247.15 None 248.1 248.075 248.125 248.125 248.1 0.95 -0.025 0.025 -0.025 NaN 0.0 22132 LEANHOG caleb_strategy_v3 [-1] 103.675 None 103.825 103.8 103.85 103.85 103.725 0.15 -0.025 -0.075 -0.125 NaN -0.1 22128 MXP caleb_strategy_v3 [1] 0.05748 None 0.057355 0.05736 0.05735 0.05735 0.05738 0.000125 -0.000005 -0.00002 -0.00003 NaN -0.000025 22133 MXP caleb_strategy_v3 [1] 0.05748 None 0.057425 0.05743 0.05742 0.05742 0.05737 0.000055 -0.000005 0.00006 0.00005 NaN 0.000055 22123 DOW caleb_strategy_v3 [-1] 49654.0 None 49633.5 49633.0 49634.0 49634.0 49628.0 -20.5 -0.5 -5.0 -6.0 NaN -5.5 22134 DOW caleb_strategy_v3 [-1] 49654.0 None 49527.0 49526.0 49528.0 49528.0 49524.0 -127.0 -1.0 -2.0 -4.0 NaN -3.0 22135 DOW caleb_strategy_v3 [-1] 49654.0 None 49491.0 49490.0 49492.0 49492.0 49529.0 -163.0 -1.0 39.0 37.0 NaN 38.0 22136 DOW caleb_strategy_v3 [-1] 49654.0 None 49486.0 49485.0 49487.0 49487.0 49511.0 -168.0 -1.0 26.0 24.0 NaN 25.0 22137 DOW caleb_strategy_v3 [-1] 49654.0 None 49485.5 49485.0 49486.0 49486.0 49505.0 -168.5 -0.5 20.0 19.0 NaN 19.5 22106 NIKKEI caleb_strategy_v3 [1] 59755.0 None 59112.5 59115.0 59110.0 59110.0 NaN 642.5 -2.5 NaN NaN NaN NaN 22107 NIKKEI caleb_strategy_v3 [1] 59755.0 None 29565.0 59130.0 0.0 0.0 NaN 30190.0 -29565.0 NaN NaN NaN NaN 22108 NIKKEI caleb_strategy_v3 [1] 59755.0 None 59167.5 59170.0 59165.0 59165.0 59135.0 587.5 -2.5 35.0 30.0 NaN 32.5 22109 NIKKEI caleb_strategy_v3 [1] 59755.0 None 59172.5 59175.0 59170.0 59170.0 59150.0 582.5 -2.5 25.0 20.0 NaN 22.5 22138 GBP caleb_strategy_v3 [-1] 1.3536 None 1.35185 1.3518 1.3519 1.3519 1.3521 -0.00175 -0.00005 0.0003 0.0002 NaN 0.00025 22124 GBP caleb_strategy_v3 [-1] 1.3536 None 1.35295 1.3529 1.353 1.353 NaN -0.00065 -0.00005 NaN NaN NaN NaN 22112 DAX caleb_strategy_v3 [1] 24777.0 None 24508.5 24510.0 24507.0 24507.0 NaN 268.5 -1.5 NaN NaN NaN NaN 22113 DAX caleb_strategy_v3 [1] 24777.0 None 24512.5 24514.0 24511.0 24511.0 NaN 264.5 -1.5 NaN NaN NaN NaN 22114 DAX caleb_strategy_v3 [1] 24777.0 None 24610.0 24611.0 24609.0 24609.0 24522.0 167.0 -1.0 89.0 87.0 NaN 88.0 22115 DAX caleb_strategy_v3 [1] 24777.0 None 24610.0 24611.0 24609.0 24609.0 24523.0 167.0 -1.0 88.0 86.0 NaN 87.0 22116 DAX caleb_strategy_v3 [1] 24777.0 None 24610.0 24611.0 24609.0 24609.0 24530.0 167.0 -1.0 81.0 79.0 NaN 80.0 22117 DAX caleb_strategy_v3 [1] 24777.0 None 24610.0 24611.0 24609.0 24609.0 24535.0 167.0 -1.0 76.0 74.0 NaN 75.0 =================================================================================================================================================================== 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 22110 BUXL caleb_strategy_v3 [-1] 13.957657 -107.467893 -7.164526 -28.658105 -42.987157 NaN -35.822631 22111 BTP caleb_strategy_v3 [1] 11.143529 560.863624 -4.486909 44.86909 35.895272 NaN 40.382181 22118 GASOLINE caleb_strategy_v3 [-1] 1.176064 664.504447 -2.976028 -13.604698 -19.556753 NaN -16.580725 22119 GOLD_micro caleb_strategy_v3 [1] 1216.323544 439.438998 -1.233225 23.84234 21.375891 NaN 22.609116 22120 CRUDE_W caleb_strategy_v3 [1] 22.957699 -879.879132 -4.355837 0.0 -8.711675 NaN -4.355837 22121 DX caleb_strategy_v3 [-1] 6.875816 170.888799 -3.635932 36.359319 NaN NaN 32.723387 22122 VIX caleb_strategy_v3 [-1] 11.15886 201.633501 -22.403722 44.807445 -0.0 NaN 22.403722 22125 AUD caleb_strategy_v3 [1] 0.064761 88.788658 -3.860376 54.04527 46.324517 NaN 50.184893 22126 NASDAQ_micro caleb_strategy_v3 [-1] 4752.07301 -55.765136 -0.526086 16.308672 15.2565 NaN 15.782586 22127 RUSSELL caleb_strategy_v3 [1] 526.181381 -76.019413 -1.900485 -58.915045 -62.716016 NaN -60.815531 22129 JPY caleb_strategy_v3 [1] 0.000513 238.651189 -4.870432 -19.48173 -29.222595 NaN -24.352162 22130 SOYMEAL caleb_strategy_v3 [1] 64.423546 690.741234 -7.761137 -31.04455 -46.566825 NaN -38.805687 22131 LIVECOW caleb_strategy_v3 [-1] 32.571191 291.668791 -7.675494 7.675494 -7.675494 NaN 0.0 22132 LEANHOG caleb_strategy_v3 [-1] 14.561093 103.014246 -17.169041 -51.507123 -85.845205 NaN -68.676164 22128 MXP caleb_strategy_v3 [1] 0.005797 215.647158 -8.625886 -34.503545 -51.755318 NaN -43.129432 22133 MXP caleb_strategy_v3 [1] 0.005797 94.884749 -8.625886 103.510636 86.258863 NaN 94.884749 22123 DOW caleb_strategy_v3 [-1] 7280.175601 -28.158661 -0.686797 -6.867966 -8.241559 NaN -7.554763 22134 DOW caleb_strategy_v3 [-1] 7280.175601 -174.446342 -1.373593 -2.747186 -5.494373 NaN -4.12078 22135 DOW caleb_strategy_v3 [-1] 7280.175601 -223.895698 -1.373593 53.570136 50.82295 NaN 52.196543 22136 DOW caleb_strategy_v3 [-1] 7280.175601 -230.763665 -1.373593 35.713424 32.966238 NaN 34.339831 22137 DOW caleb_strategy_v3 [-1] 7280.175601 -231.450461 -0.686797 27.471865 26.098272 NaN 26.785068 22106 NIKKEI caleb_strategy_v3 [1] 16078.636729 399.598555 -1.554858 NaN NaN NaN NaN 22107 NIKKEI caleb_strategy_v3 [1] 16078.636729 18776.467501 -18387.752954 NaN NaN NaN NaN 22108 NIKKEI caleb_strategy_v3 [1] 16078.636729 365.391675 -1.554858 21.768015 18.658298 NaN 20.213156 22109 NIKKEI caleb_strategy_v3 [1] 16078.636729 362.281958 -1.554858 15.548582 12.438866 NaN 13.993724 22138 GBP caleb_strategy_v3 [-1] 0.095909 -182.464373 -5.213268 31.279607 20.853071 NaN 26.066339 22124 GBP caleb_strategy_v3 [-1] 0.095909 -67.772481 -5.213268 NaN NaN NaN NaN 22112 DAX caleb_strategy_v3 [1] 5252.198016 511.214541 -2.855947 NaN NaN NaN NaN 22113 DAX caleb_strategy_v3 [1] 5252.198016 503.598682 -2.855947 NaN NaN NaN NaN 22114 DAX caleb_strategy_v3 [1] 5252.198016 317.962117 -1.903965 169.452865 165.644935 NaN 167.5489 22115 DAX caleb_strategy_v3 [1] 5252.198016 317.962117 -1.903965 167.5489 163.74097 NaN 165.644935 22116 DAX caleb_strategy_v3 [1] 5252.198016 317.962117 -1.903965 154.221147 150.413217 NaN 152.317182 22117 DAX caleb_strategy_v3 [1] 5252.198016 317.962117 -1.903965 144.701323 140.893393 NaN 142.797358 ============================================================================================================================================================================ 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 22110 BUXL caleb_strategy_v3 [-1] 1175.285 -176.29275 -11.75285 -47.0114 -70.5171 NaN -58.76425 22111 BTP caleb_strategy_v3 [1] 1175.285 734.553125 -5.876425 58.76425 47.0114 NaN 52.887825 22118 GASOLINE caleb_strategy_v3 [-1] 42000.0 3282.3 -14.7 -67.2 -96.6 NaN -81.9 22119 GOLD_micro caleb_strategy_v3 [1] 10.0 534.5 -1.5 29.0 26.0 NaN 27.5 22120 CRUDE_W caleb_strategy_v3 [1] 1000.0 -2020.0 -10.0 0.0 -20.0 NaN -10.0 22121 DX caleb_strategy_v3 [-1] 1000.0 117.5 -2.5 25.0 NaN NaN 22.5 22122 VIX caleb_strategy_v3 [-1] 1000.0 225.0 -25.0 50.0 -0.0 NaN 25.0 22125 AUD caleb_strategy_v3 [1] 100000.0 57.5 -2.5 35.0 30.0 NaN 32.5 22126 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -53.0 -0.5 15.5 14.5 NaN 15.0 22127 RUSSELL caleb_strategy_v3 [1] 5.0 -20.0 -0.5 -15.5 -16.5 NaN -16.0 22129 JPY caleb_strategy_v3 [1] 12500000.0 153.125 -3.125 -12.5 -18.75 NaN -15.625 22130 SOYMEAL caleb_strategy_v3 [1] 100.0 445.0 -5.0 -20.0 -30.0 NaN -25.0 22131 LIVECOW caleb_strategy_v3 [-1] 400.0 380.0 -10.0 10.0 -10.0 NaN 0.0 22132 LEANHOG caleb_strategy_v3 [-1] 400.0 60.0 -10.0 -30.0 -50.0 NaN -40.0 22128 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 -10.0 -15.0 NaN -12.5 22133 MXP caleb_strategy_v3 [1] 500000.0 27.5 -2.5 30.0 25.0 NaN 27.5 22123 DOW caleb_strategy_v3 [-1] 0.5 -10.25 -0.25 -2.5 -3.0 NaN -2.75 22134 DOW caleb_strategy_v3 [-1] 0.5 -63.5 -0.5 -1.0 -2.0 NaN -1.5 22135 DOW caleb_strategy_v3 [-1] 0.5 -81.5 -0.5 19.5 18.5 NaN 19.0 22136 DOW caleb_strategy_v3 [-1] 0.5 -84.0 -0.5 13.0 12.0 NaN 12.5 22137 DOW caleb_strategy_v3 [-1] 0.5 -84.25 -0.25 10.0 9.5 NaN 9.75 22106 NIKKEI caleb_strategy_v3 [1] 0.629194 404.257126 -1.572985 NaN NaN NaN NaN 22107 NIKKEI caleb_strategy_v3 [1] 0.629194 18995.365986 -18602.119754 NaN NaN NaN NaN 22108 NIKKEI caleb_strategy_v3 [1] 0.629194 369.651458 -1.572985 22.021789 18.875819 NaN 20.448804 22109 NIKKEI caleb_strategy_v3 [1] 0.629194 366.505488 -1.572985 15.729849 12.583879 NaN 14.156864 22138 GBP caleb_strategy_v3 [-1] 62500.0 -109.375 -3.125 18.75 12.5 NaN 15.625 22124 GBP caleb_strategy_v3 [-1] 62500.0 -40.625 -3.125 NaN NaN NaN NaN 22112 DAX caleb_strategy_v3 [1] 1.175285 315.564022 -1.762927 NaN NaN NaN NaN 22113 DAX caleb_strategy_v3 [1] 1.175285 310.862882 -1.762927 NaN NaN NaN NaN 22114 DAX caleb_strategy_v3 [1] 1.175285 196.272595 -1.175285 104.600365 102.249795 NaN 103.42508 22115 DAX caleb_strategy_v3 [1] 1.175285 196.272595 -1.175285 103.42508 101.07451 NaN 102.249795 22116 DAX caleb_strategy_v3 [1] 1.175285 196.272595 -1.175285 95.198085 92.847515 NaN 94.0228 22117 DAX caleb_strategy_v3 [1] 1.175285 196.272595 -1.175285 89.32166 86.97109 NaN 88.146375 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 57.5 BTP 734.553125 BUXL -176.29275 CRUDE_W -2020.0 DAX 1411.517285 DOW -323.5 DX 117.5 GASOLINE 3282.3 GBP -150.0 GOLD_micro 534.5 JPY 153.125 LEANHOG 60.0 LIVECOW 380.0 MXP 90.0 NASDAQ_micro -53.0 NIKKEI 20135.780059 RUSSELL -20.0 SOYMEAL 445.0 VIX 225.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 24883.982719 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BTP -5.876425 BUXL -11.75285 CRUDE_W -10.0 DAX -8.226995 DOW -2.0 DX -2.5 GASOLINE -14.7 GBP -6.25 GOLD_micro -1.5 JPY -3.125 LEANHOG -10.0 LIVECOW -10.0 MXP -5.0 NASDAQ_micro -0.5 NIKKEI -18606.838709 RUSSELL -0.5 SOYMEAL -5.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -18731.269979 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 35.0 BTP 58.76425 BUXL -47.0114 CRUDE_W 0.0 DAX 392.54519 DOW 39.0 DX 25.0 GASOLINE -67.2 GBP 18.75 GOLD_micro 29.0 JPY -12.5 LEANHOG -30.0 LIVECOW 10.0 MXP 20.0 NASDAQ_micro 15.5 NIKKEI 37.751638 RUSSELL -15.5 SOYMEAL -20.0 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 539.099678 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 30.0 BTP 47.0114 BUXL -70.5171 CRUDE_W -20.0 DAX 383.14291 DOW 35.0 DX 0 GASOLINE -96.6 GBP 12.5 GOLD_micro 26.0 JPY -18.75 LEANHOG -50.0 LIVECOW -10.0 MXP 10.0 NASDAQ_micro 14.5 NIKKEI 31.459699 RUSSELL -16.5 SOYMEAL -30.0 VIX -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 277.246909 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 BUXL 0 CRUDE_W 0 DAX 0 DOW 0 DX 0 GASOLINE 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYMEAL 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 32.5 BTP 52.887825 BUXL -58.76425 CRUDE_W -10.0 DAX 387.84405 DOW 37.0 DX 22.5 GASOLINE -81.9 GBP 15.625 GOLD_micro 27.5 JPY -15.625 LEANHOG -40.0 LIVECOW 0.0 MXP 15.0 NASDAQ_micro 15.0 NIKKEI 34.605668 RUSSELL -16.0 SOYMEAL -25.0 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 418.173293 ******************************************************************************** END OF REPORT ********************************************************************************