******************************************************************************** Trades report produced on 05/05/2026 21:36 from 04/05/2026 21:36 to 05/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22262 BUXL caleb_strategy_v3 [20260600] 2026-05-05 07:00:34.000 [-1] 108.240000 22269 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-05 13:00:39.000 [1] 82.260000 22282 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:13:12.000 [-1] 49344.000000 22281 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:12:12.000 [-1] 49355.000000 22279 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:10:11.000 [-1] 49350.000000 22278 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:09:11.000 [-1] 49315.000000 22277 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:08:11.000 [-1] 49298.000000 22276 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:07:10.000 [-1] 49287.000000 22280 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:11:11.000 [-1] 49357.000000 22273 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:06:04.000 [-1] 49268.000000 22275 DOW caleb_strategy_v3 [20260600] 2026-05-05 14:06:10.000 [-1] 49269.000000 22265 EUROSTX caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.375 [0] NaN 22264 EUROSTX caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.324 [0] NaN 22263 EUROSTX caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.272 [0] NaN 22267 EUROSTX caleb_strategy_v3 [20260600] 2026-05-05 07:50:55.000 [1] 5789.000000 22266 EUROSTX caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.426 [0] NaN 22271 GBP caleb_strategy_v3 [20260600] 2026-05-05 14:05:47.000 [-1] 1.355500 22268 GOLD_micro caleb_strategy_v3 [20260600] 2026-05-05 13:00:39.000 [-1] 4575.400000 22272 JPY caleb_strategy_v3 [20260600] 2026-05-05 14:06:04.000 [1] 0.006361 22256 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.039 [0] NaN 22258 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.098 [0] NaN 22259 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.159 [0] NaN 22260 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 19:45:15.219 [0] NaN 22261 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 02:49:01.000 [1] 59560.000000 22257 NIKKEI caleb_strategy_v3 [20260600] 2026-05-05 02:11:20.000 [1] 59530.000000 22274 US30 caleb_strategy_v3 [20260600] 2026-05-05 14:06:05.000 [-1] 114.781250 22270 VIX caleb_strategy_v3 [20260700] 2026-05-05 14:05:47.000 [-1] 21.550000 22283 WHEAT caleb_strategy_v3 [20261200] 2026-05-05 14:30:19.000 [1] 670.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22262 BUXL caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:00:34.238000 2026-05-05 07:00:34 115234.238 NaN 22268 GOLD_micro caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 14:00:39.066000 2026-05-05 13:00:39 136839.066 NaN 22269 CRUDE_W caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 14:00:39.782000 2026-05-05 13:00:39 136839.782 NaN 22270 VIX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:00:47.217000 2026-05-05 14:05:47 140447.217 NaN 22271 GBP caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:05:47.901000 2026-05-05 14:05:47 140747.901 NaN 22272 JPY caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:05:48.665000 2026-05-05 14:06:04 140748.665 NaN 22274 US30 caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:06:05.613000 2026-05-05 14:06:05 140765.613 NaN 22273 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:06:04.826000 2026-05-05 14:06:04 140764.826 NaN 22275 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:06:10.222000 2026-05-05 14:06:10 140770.222 NaN 22276 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:07:10.643000 2026-05-05 14:07:10 140830.643 NaN 22277 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:08:11.148000 2026-05-05 14:08:11 140891.148 NaN 22278 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:09:11.436000 2026-05-05 14:09:11 140951.436 NaN 22279 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:10:11.869000 2026-05-05 14:10:11 141011.869 NaN 22280 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:11:11.908000 2026-05-05 14:11:11 141071.908 NaN 22281 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:12:12.132000 2026-05-05 14:12:12 141132.132 NaN 22282 DOW caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:13:12.470000 2026-05-05 14:13:12 141192.47 NaN 22283 WHEAT caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 15:30:18.093000 2026-05-05 14:30:19 142218.093 NaN 22256 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:01:16.061000 2026-05-05 19:45:15.039000 97276.061 60238.978 22257 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:11:19.800000 2026-05-05 02:11:20 97879.8 NaN 22258 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:12:20.411000 2026-05-05 19:45:15.098000 97940.411 59574.687 22259 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:22:24.445000 2026-05-05 19:45:15.159000 98544.445 58970.714 22260 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:33:29.259000 2026-05-05 19:45:15.219000 99209.259 58305.96 22261 NIKKEI caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 03:44:33.723000 2026-05-05 02:49:01 99873.723 NaN 22263 EUROSTX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:00:34.945000 2026-05-05 19:45:15.272000 115234.945 42280.327 22264 EUROSTX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:11:39.311000 2026-05-05 19:45:15.324000 115899.311 41616.013 22265 EUROSTX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:22:43.645000 2026-05-05 19:45:15.375000 116563.645 40951.73 22266 EUROSTX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:33:47.943000 2026-05-05 19:45:15.426000 117227.943 40287.483 22267 EUROSTX caleb_strategy_v3 2026-05-04 00:00:00 2026-05-05 08:44:52.750000 2026-05-05 07:50:55 117892.75 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 22262 BUXL caleb_strategy_v3 [-1] 108.08 None 108.16 108.14 108.18 108.18 108.24 0.08 -0.02 0.1 0.06 NaN 0.08 22268 GOLD_micro caleb_strategy_v3 [-1] 4524.3 None 4573.8 4573.7 4573.9 4573.9 4575.4 49.5 -0.1 1.7 1.5 NaN 1.6 22269 CRUDE_W caleb_strategy_v3 [1] 83.75 None 82.39 82.41 82.37 82.37 82.26 1.36 -0.02 0.15 0.11 NaN 0.13 22270 VIX caleb_strategy_v3 [-1] 22.0 None 21.575 21.55 21.6 21.6 21.55 -0.425 -0.025 -0.0 -0.05 NaN -0.025 22271 GBP caleb_strategy_v3 [-1] 1.3539 None 1.35545 1.3554 1.3555 1.3555 1.3555 0.00155 -0.00005 0.0001 -0.0 NaN 0.00005 22272 JPY caleb_strategy_v3 [1] 0.006389 None 0.00636 0.00636 0.006359 0.006359 0.006361 0.000029 -0.000001 -0.000001 -0.000002 NaN -0.000001 22274 US30 caleb_strategy_v3 [-1] 114.25 None 114.640625 114.625 114.65625 114.65625 114.78125 0.390625 -0.015625 0.15625 0.125 NaN 0.140625 22273 DOW caleb_strategy_v3 [-1] 49056.0 None 49211.0 49210.0 49212.0 49212.0 49268.0 155.0 -1.0 58.0 56.0 NaN 57.0 22275 DOW caleb_strategy_v3 [-1] 49056.0 None 49254.5 49254.0 49255.0 49255.0 49269.0 198.5 -0.5 15.0 14.0 NaN 14.5 22276 DOW caleb_strategy_v3 [-1] 49056.0 None 49267.0 49266.0 49268.0 49268.0 49287.0 211.0 -1.0 21.0 19.0 NaN 20.0 22277 DOW caleb_strategy_v3 [-1] 49056.0 None 49241.5 49240.0 49243.0 49243.0 49298.0 185.5 -1.5 58.0 55.0 NaN 56.5 22278 DOW caleb_strategy_v3 [-1] 49056.0 None 49241.5 49240.0 49243.0 49243.0 49315.0 185.5 -1.5 75.0 72.0 NaN 73.5 22279 DOW caleb_strategy_v3 [-1] 49056.0 None 49241.5 49240.0 49243.0 49243.0 49350.0 185.5 -1.5 110.0 107.0 NaN 108.5 22280 DOW caleb_strategy_v3 [-1] 49056.0 None 49276.5 49273.0 49280.0 49280.0 49357.0 220.5 -3.5 84.0 77.0 NaN 80.5 22281 DOW caleb_strategy_v3 [-1] 49056.0 None 49276.5 49273.0 49280.0 49280.0 49355.0 220.5 -3.5 82.0 75.0 NaN 78.5 22282 DOW caleb_strategy_v3 [-1] 49056.0 None 49276.5 49273.0 49280.0 49280.0 49344.0 220.5 -3.5 71.0 64.0 NaN 67.5 22283 WHEAT caleb_strategy_v3 [1] 677.75 None 670.625 670.75 670.5 670.5 670.0 7.125 -0.125 0.75 0.5 NaN 0.625 22256 NIKKEI caleb_strategy_v3 [1] 59360.0 None 59472.5 59475.0 59470.0 59470.0 NaN -112.5 -2.5 NaN NaN NaN NaN 22257 NIKKEI caleb_strategy_v3 [1] 59360.0 None 29745.0 59490.0 0.0 NaN 59530.0 29615.0 -29745.0 -40.0 NaN NaN -29785.0 22258 NIKKEI caleb_strategy_v3 [1] 59360.0 None 59497.5 59500.0 59495.0 59495.0 NaN -137.5 -2.5 NaN NaN NaN NaN 22259 NIKKEI caleb_strategy_v3 [1] 59360.0 None 29752.0 59505.0 -1.0 0.0 NaN 29608.0 -29753.0 NaN NaN NaN NaN 22260 NIKKEI caleb_strategy_v3 [1] 59360.0 None 59527.5 59530.0 59525.0 59525.0 NaN -167.5 -2.5 NaN NaN NaN NaN 22261 NIKKEI caleb_strategy_v3 [1] 59360.0 None 59547.5 59550.0 59545.0 59545.0 59560.0 -187.5 -2.5 -10.0 -15.0 NaN -12.5 22263 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5732.5 5733.0 5732.0 5732.0 NaN -32.5 -0.5 NaN NaN NaN NaN 22264 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5738.5 5739.0 5738.0 5738.0 NaN -38.5 -0.5 NaN NaN NaN NaN 22265 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5751.5 5752.0 5751.0 5751.0 NaN -51.5 -0.5 NaN NaN NaN NaN 22266 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5767.5 5768.0 5767.0 5767.0 NaN -67.5 -0.5 NaN NaN NaN NaN 22267 EUROSTX caleb_strategy_v3 [1] 5700.0 None 5773.5 5774.0 5773.0 5773.0 5789.0 -73.5 -0.5 -15.0 -16.0 NaN -15.5 =================================================================================================================================================================== 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 22262 BUXL caleb_strategy_v3 [-1] 12.291736 65.084379 -16.271095 81.355474 48.813285 NaN 65.084379 22268 GOLD_micro caleb_strategy_v3 [-1] 1090.425166 453.951372 -0.917073 15.590249 13.756102 NaN 14.673176 22269 CRUDE_W caleb_strategy_v3 [1] 22.151854 613.944089 -9.02859 67.714422 49.657242 NaN 58.685832 22270 VIX caleb_strategy_v3 [-1] 9.178059 -463.060848 -27.238873 -0.0 -54.477747 NaN -27.238873 22271 GBP caleb_strategy_v3 [-1] 0.091821 168.806878 -5.445383 10.890766 -0.0 NaN 5.445383 22272 JPY caleb_strategy_v3 [1] 0.000655 435.080721 -7.632995 -7.632995 -22.898985 NaN -15.26599 22274 US30 caleb_strategy_v3 [-1] 11.68944 334.169127 -13.366765 133.667651 106.934121 NaN 120.300886 22273 DOW caleb_strategy_v3 [-1] 7235.852139 214.211121 -1.382007 80.15642 77.392405 NaN 78.774412 22275 DOW caleb_strategy_v3 [-1] 7235.852139 274.328436 -0.691004 20.730109 19.348101 NaN 20.039105 22276 DOW caleb_strategy_v3 [-1] 7235.852139 291.603526 -1.382007 29.022152 26.258137 NaN 27.640145 22277 DOW caleb_strategy_v3 [-1] 7235.852139 256.362342 -2.073011 80.15642 76.010398 NaN 78.083409 22278 DOW caleb_strategy_v3 [-1] 7235.852139 256.362342 -2.073011 103.650543 99.504521 NaN 101.577532 22279 DOW caleb_strategy_v3 [-1] 7235.852139 256.362342 -2.073011 152.020796 147.874774 NaN 149.947785 22280 DOW caleb_strategy_v3 [-1] 7235.852139 304.732595 -4.837025 116.088608 106.414557 NaN 111.251582 22281 DOW caleb_strategy_v3 [-1] 7235.852139 304.732595 -4.837025 113.324593 103.650543 NaN 108.487568 22282 DOW caleb_strategy_v3 [-1] 7235.852139 304.732595 -4.837025 98.122514 88.448463 NaN 93.285488 22283 WHEAT caleb_strategy_v3 [1] 151.012379 471.815625 -8.277467 49.664803 33.109868 NaN 41.387336 22256 NIKKEI caleb_strategy_v3 [1] 13571.61212 -82.893616 -1.84208 NaN NaN NaN NaN 22257 NIKKEI caleb_strategy_v3 [1] 13571.61212 21821.283822 -21917.072001 -29.473286 NaN NaN -21946.545286 22258 NIKKEI caleb_strategy_v3 [1] 13571.61212 -101.314419 -1.84208 NaN NaN NaN NaN 22259 NIKKEI caleb_strategy_v3 [1] 13571.61212 21816.125997 -21922.966658 NaN NaN NaN NaN 22260 NIKKEI caleb_strategy_v3 [1] 13571.61212 -123.419383 -1.84208 NaN NaN NaN NaN 22261 NIKKEI caleb_strategy_v3 [1] 13571.61212 -138.156026 -1.84208 -7.368321 -11.052482 NaN -9.210402 22263 EUROSTX caleb_strategy_v3 [1] 1126.830296 -288.41965 -4.437225 NaN NaN NaN NaN 22264 EUROSTX caleb_strategy_v3 [1] 1126.830296 -341.666355 -4.437225 NaN NaN NaN NaN 22265 EUROSTX caleb_strategy_v3 [1] 1126.830296 -457.034215 -4.437225 NaN NaN NaN NaN 22266 EUROSTX caleb_strategy_v3 [1] 1126.830296 -599.025428 -4.437225 NaN NaN NaN NaN 22267 EUROSTX caleb_strategy_v3 [1] 1126.830296 -652.272132 -4.437225 -133.116762 -141.991212 NaN -137.553987 ============================================================================================================================================================================ 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 22262 BUXL caleb_strategy_v3 [-1] 1168.465 93.4772 -23.3693 116.8465 70.1079 NaN 93.4772 22268 GOLD_micro caleb_strategy_v3 [-1] 10.0 495.0 -1.0 17.0 15.0 NaN 16.0 22269 CRUDE_W caleb_strategy_v3 [1] 1000.0 1360.0 -20.0 150.0 110.0 NaN 130.0 22270 VIX caleb_strategy_v3 [-1] 1000.0 -425.0 -25.0 -0.0 -50.0 NaN -25.0 22271 GBP caleb_strategy_v3 [-1] 62500.0 96.875 -3.125 6.25 -0.0 NaN 3.125 22272 JPY caleb_strategy_v3 [1] 12500000.0 356.25 -6.25 -6.25 -18.75 NaN -12.5 22274 US30 caleb_strategy_v3 [-1] 1000.0 390.625 -15.625 156.25 125.0 NaN 140.625 22273 DOW caleb_strategy_v3 [-1] 0.5 77.5 -0.5 29.0 28.0 NaN 28.5 22275 DOW caleb_strategy_v3 [-1] 0.5 99.25 -0.25 7.5 7.0 NaN 7.25 22276 DOW caleb_strategy_v3 [-1] 0.5 105.5 -0.5 10.5 9.5 NaN 10.0 22277 DOW caleb_strategy_v3 [-1] 0.5 92.75 -0.75 29.0 27.5 NaN 28.25 22278 DOW caleb_strategy_v3 [-1] 0.5 92.75 -0.75 37.5 36.0 NaN 36.75 22279 DOW caleb_strategy_v3 [-1] 0.5 92.75 -0.75 55.0 53.5 NaN 54.25 22280 DOW caleb_strategy_v3 [-1] 0.5 110.25 -1.75 42.0 38.5 NaN 40.25 22281 DOW caleb_strategy_v3 [-1] 0.5 110.25 -1.75 41.0 37.5 NaN 39.25 22282 DOW caleb_strategy_v3 [-1] 0.5 110.25 -1.75 35.5 32.0 NaN 33.75 22283 WHEAT caleb_strategy_v3 [1] 50.0 356.25 -6.25 37.5 25.0 NaN 31.25 22256 NIKKEI caleb_strategy_v3 [1] 0.63591 -71.539856 -1.589775 NaN NaN NaN NaN 22257 NIKKEI caleb_strategy_v3 [1] 0.63591 18832.469556 -18915.137833 -25.436393 NaN NaN -18940.574227 22258 NIKKEI caleb_strategy_v3 [1] 0.63591 -87.437601 -1.589775 NaN NaN NaN NaN 22259 NIKKEI caleb_strategy_v3 [1] 0.63591 18828.018187 -18920.225112 NaN NaN NaN NaN 22260 NIKKEI caleb_strategy_v3 [1] 0.63591 -106.514896 -1.589775 NaN NaN NaN NaN 22261 NIKKEI caleb_strategy_v3 [1] 0.63591 -119.233093 -1.589775 -6.359098 -9.538647 NaN -7.948873 22263 EUROSTX caleb_strategy_v3 [1] 11.68465 -379.751125 -5.842325 NaN NaN NaN NaN 22264 EUROSTX caleb_strategy_v3 [1] 11.68465 -449.859025 -5.842325 NaN NaN NaN NaN 22265 EUROSTX caleb_strategy_v3 [1] 11.68465 -601.759475 -5.842325 NaN NaN NaN NaN 22266 EUROSTX caleb_strategy_v3 [1] 11.68465 -788.713875 -5.842325 NaN NaN NaN NaN 22267 EUROSTX caleb_strategy_v3 [1] 11.68465 -858.821775 -5.842325 -175.26975 -186.9544 NaN -181.112075 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL 93.4772 CRUDE_W 1360.0 DOW 891.25 EUROSTX -3078.905275 GBP 96.875 GOLD_micro 495.0 JPY 356.25 NIKKEI 37275.762297 US30 390.625 VIX -425.0 WHEAT 356.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 37811.584222 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -23.3693 CRUDE_W -20.0 DOW -8.75 EUROSTX -29.211625 GBP -3.125 GOLD_micro -1.0 JPY -6.25 NIKKEI -37841.722044 US30 -15.625 VIX -25.0 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -37980.302969 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 116.8465 CRUDE_W 150.0 DOW 287.0 EUROSTX -175.26975 GBP 6.25 GOLD_micro 17.0 JPY -6.25 NIKKEI -31.795491 US30 156.25 VIX -0.0 WHEAT 37.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 557.531259 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 70.1079 CRUDE_W 110.0 DOW 269.5 EUROSTX -186.9544 GBP -0.0 GOLD_micro 15.0 JPY -18.75 NIKKEI -9.538647 US30 125.0 VIX -50.0 WHEAT 25.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 349.364853 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CRUDE_W 0 DOW 0 EUROSTX 0 GBP 0 GOLD_micro 0 JPY 0 NIKKEI 0 US30 0 VIX 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BUXL 93.4772 CRUDE_W 130.0 DOW 278.25 EUROSTX -181.112075 GBP 3.125 GOLD_micro 16.0 JPY -12.5 NIKKEI -18948.523099 US30 140.625 VIX -25.0 WHEAT 31.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -18474.407974 ******************************************************************************** END OF REPORT ********************************************************************************