******************************************************************************** Trades report produced on 14/05/2026 21:36 from 13/05/2026 21:36 to 14/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22404 AUD caleb_strategy_v3 [20260600] 2026-05-14 14:25:43.000 [-1] 0.722300 22400 AUD caleb_strategy_v3 [20260600] 2026-05-14 14:10:18.000 [-1] 0.721850 22393 CANOLA caleb_strategy_v3 [20261100] 2026-05-14 13:04:54.000 [1] 752.500000 22391 COPPER caleb_strategy_v3 [20260700] 2026-05-14 13:04:52.000 [1] 6.617500 22390 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-14 13:04:51.000 [-1] 80.960000 22417 DOW caleb_strategy_v3 [20260600] 2026-05-14 19:45:12.188 [0] NaN 22412 DOW caleb_strategy_v3 [20260600] 2026-05-14 15:44:06.000 [1] 50179.000000 22415 DOW caleb_strategy_v3 [20260600] 2026-05-14 15:45:06.000 [1] 50163.000000 22416 DOW caleb_strategy_v3 [20260600] 2026-05-14 15:46:06.000 [1] 50173.000000 22401 DOW caleb_strategy_v3 [20260600] 2026-05-14 14:15:39.000 [1] 50066.000000 22407 DOW caleb_strategy_v3 [20260600] 2026-05-14 14:37:49.000 [1] 50003.000000 22418 DOW caleb_strategy_v3 [20260600] 2026-05-14 16:19:16.000 [1] 50262.000000 22389 GASOLINE caleb_strategy_v3 [20260800] 2026-05-14 13:04:50.000 [-1] 3.263400 22396 GBP caleb_strategy_v3 [20260600] 2026-05-14 14:00:14.000 [1] 1.349900 22395 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-14 13:04:56.000 [1] 4738.600000 22392 HEATOIL caleb_strategy_v3 [20260800] 2026-05-14 13:04:54.000 [1] 3.642000 22402 JPY caleb_strategy_v3 [20260600] 2026-05-14 14:15:40.000 [1] 0.006350 22406 LEANHOG caleb_strategy_v3 [20260800] 2026-05-14 14:34:58.000 [1] 106.050000 22409 MXP caleb_strategy_v3 [20260600] 2026-05-14 15:41:59.000 [1] 0.057970 22413 MXP caleb_strategy_v3 [20260600] 2026-05-14 15:45:05.000 [1] 0.057970 22410 MXP caleb_strategy_v3 [20260600] 2026-05-14 15:44:04.000 [1] 0.057970 22403 MXP caleb_strategy_v3 [20260600] 2026-05-14 14:25:43.000 [1] 0.057930 22397 MXP caleb_strategy_v3 [20260600] 2026-05-14 14:00:15.000 [1] 0.057880 22398 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-14 14:00:16.000 [1] 29556.250000 22387 OAT caleb_strategy_v3 [20260600] 2026-05-14 19:45:12.059 [0] NaN 22388 OAT caleb_strategy_v3 [20260600] 2026-05-14 07:15:34.000 [-1] 119.200000 22405 REDWHEAT caleb_strategy_v3 [20260900] 2026-05-14 14:30:49.000 [1] 719.250000 22394 SUGAR11 caleb_strategy_v3 [20261000] 2026-05-14 13:04:55.000 [1] 15.440000 22408 US5 caleb_strategy_v3 [20260600] 2026-05-14 15:15:04.000 [-1] 107.406250 22411 US5 caleb_strategy_v3 [20260600] 2026-05-14 15:44:05.000 [-1] 107.421875 22414 US5 caleb_strategy_v3 [20260600] 2026-05-14 15:45:06.000 [-1] 107.421875 22399 US5 caleb_strategy_v3 [20260600] 2026-05-14 19:45:12.122 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22389 GASOLINE caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:00:58.461000 2026-05-14 13:04:50 136858.461 NaN 22390 CRUDE_W caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:51.633000 2026-05-14 13:04:51 137091.633 NaN 22391 COPPER caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:52.333000 2026-05-14 13:04:52 137092.333 NaN 22392 HEATOIL caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:53.038000 2026-05-14 13:04:54 137093.038 NaN 22393 CANOLA caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:54.797000 2026-05-14 13:04:54 137094.797 NaN 22394 SUGAR11 caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:55.497000 2026-05-14 13:04:55 137095.497 NaN 22395 GOLD_micro caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 14:04:56.142000 2026-05-14 13:04:56 137096.142 NaN 22396 GBP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:00:14.318000 2026-05-14 14:00:14 140414.318 NaN 22398 NASDAQ_micro caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:00:16.496000 2026-05-14 14:00:16 140416.496 NaN 22402 JPY caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:15:40.074000 2026-05-14 14:15:40 141340.074 NaN 22400 AUD caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:10:18.433000 2026-05-14 14:10:18 141018.433 NaN 22404 AUD caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:25:43.833000 2026-05-14 14:25:43 141943.833 NaN 22405 REDWHEAT caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:30:49.642000 2026-05-14 14:30:49 142249.642 NaN 22406 LEANHOG caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:30:51.238000 2026-05-14 14:34:58 142251.238 NaN 22403 MXP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:16:00.765000 2026-05-14 14:25:43 141360.765 NaN 22409 MXP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:35:15.713000 2026-05-14 15:41:59 146115.713 NaN 22410 MXP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:44:04.775000 2026-05-14 15:44:04 146644.775 NaN 22413 MXP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:45:05.760000 2026-05-14 15:45:05 146705.76 NaN 22397 MXP caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:00:15.410000 2026-05-14 14:00:15 140415.41 NaN 22408 US5 caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:13:02.564000 2026-05-14 15:15:04 144782.564 NaN 22411 US5 caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:44:05.401000 2026-05-14 15:44:05 146645.401 NaN 22414 US5 caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:45:06.219000 2026-05-14 15:45:06 146706.219 NaN 22399 US5 caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:00:17.445000 2026-05-14 19:45:12.122000 140417.445 17094.677 22401 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:10:19.535000 2026-05-14 14:15:39 141019.535 NaN 22407 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 15:35:02.862000 2026-05-14 14:37:49 142502.862 NaN 22412 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:44:05.985000 2026-05-14 15:44:06 146645.985 NaN 22415 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:45:06.701000 2026-05-14 15:45:06 146706.701 NaN 22416 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:46:06.080000 2026-05-14 15:46:06 146766.08 NaN 22417 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 16:47:06.143000 2026-05-14 19:45:12.188000 146826.143 10686.045 22418 DOW caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 17:19:16.076000 2026-05-14 16:19:16 148756.076 NaN 22387 OAT caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 08:00:29.177000 2026-05-14 19:45:12.059000 115229.177 42282.882 22388 OAT caleb_strategy_v3 2026-05-13 00:00:00 2026-05-14 08:15:33.922000 2026-05-14 07:15:34 116133.922 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 22389 GASOLINE caleb_strategy_v3 [-1] 3.3126 None 3.2624 3.2619 3.2629 3.2629 3.2634 -0.0502 -0.0005 0.0015 0.0005 NaN 0.001 22390 CRUDE_W caleb_strategy_v3 [-1] 81.6 None 80.92 80.91 80.93 80.93 80.96 -0.68 -0.01 0.05 0.03 NaN 0.04 22391 COPPER caleb_strategy_v3 [1] 6.6085 None 6.62575 6.626 6.6255 6.6255 6.6175 -0.01725 -0.00025 0.0085 0.008 NaN 0.00825 22392 HEATOIL caleb_strategy_v3 [1] 3.6711 None 3.642 3.6433 3.6407 3.6407 3.642 0.0291 -0.0013 0.0013 -0.0013 NaN 0.0 22393 CANOLA caleb_strategy_v3 [1] 760.2 None 752.8 752.9 752.7 752.7 752.5 7.4 -0.1 0.4 0.2 NaN 0.3 22394 SUGAR11 caleb_strategy_v3 [1] 15.85 None 15.505 15.51 15.5 15.5 15.44 0.345 -0.005 0.07 0.06 NaN 0.065 22395 GOLD_micro caleb_strategy_v3 [1] 4728.6 None 4745.75 4745.9 4745.6 4745.6 4738.6 -17.15 -0.15 7.3 7.0 NaN 7.15 22396 GBP caleb_strategy_v3 [1] 1.3518 None 1.35025 1.3503 1.3502 1.3502 1.3499 0.00155 -0.00005 0.0004 0.0003 NaN 0.00035 22398 NASDAQ_micro caleb_strategy_v3 [1] 29483.25 None 29682.25 29682.5 29682.0 29682.0 29556.25 -199.0 -0.25 126.25 125.75 NaN 126.0 22402 JPY caleb_strategy_v3 [1] 0.006351 None 0.00635 0.006351 0.00635 0.00635 0.00635 0.000001 -0.0 0.000001 0.0 NaN 0.0 22400 AUD caleb_strategy_v3 [-1] 0.72545 None 0.7216 0.72155 0.72165 0.72165 0.72185 -0.00385 -0.00005 0.0003 0.0002 NaN 0.00025 22404 AUD caleb_strategy_v3 [-1] 0.72545 None 0.7216 0.72155 0.72165 0.72165 0.7223 -0.00385 -0.00005 0.00075 0.00065 NaN 0.0007 22405 REDWHEAT caleb_strategy_v3 [1] 734.0 None 720.75 721.0 720.5 720.5 719.25 13.25 -0.25 1.75 1.25 NaN 1.5 22406 LEANHOG caleb_strategy_v3 [1] 106.675 None 105.8375 105.85 105.825 105.825 106.05 0.8375 -0.0125 -0.2 -0.225 NaN -0.2125 22403 MXP caleb_strategy_v3 [1] 0.05804 None 0.057915 0.05792 0.05791 0.05791 0.05793 0.000125 -0.000005 -0.00001 -0.00002 NaN -0.000015 22409 MXP caleb_strategy_v3 [1] 0.05804 None 0.057915 0.05792 0.05791 0.05791 0.05797 0.000125 -0.000005 -0.00005 -0.00006 NaN -0.000055 22410 MXP caleb_strategy_v3 [1] 0.05804 None 0.057995 0.058 0.05799 0.05799 0.05797 0.000045 -0.000005 0.00003 0.00002 NaN 0.000025 22413 MXP caleb_strategy_v3 [1] 0.05804 None 0.057995 0.058 0.05799 0.05799 0.05797 0.000045 -0.000005 0.00003 0.00002 NaN 0.000025 22397 MXP caleb_strategy_v3 [1] 0.05804 None 0.057915 0.05792 0.05791 0.05791 0.05788 0.000125 -0.000005 0.00004 0.00003 NaN 0.000035 22408 US5 caleb_strategy_v3 [-1] 107.375 None 107.425781 107.421875 107.429688 107.429688 107.40625 0.050781 -0.003906 -0.015625 -0.023438 NaN -0.019531 22411 US5 caleb_strategy_v3 [-1] 107.375 None 107.417969 107.414062 107.421875 107.421875 107.421875 0.042969 -0.003906 0.007812 -0.0 NaN 0.003906 22414 US5 caleb_strategy_v3 [-1] 107.375 None 107.417969 107.414062 107.421875 107.421875 107.421875 0.042969 -0.003906 0.007812 -0.0 NaN 0.003906 22399 US5 caleb_strategy_v3 [-1] 107.375 None 107.527344 107.523438 107.53125 107.53125 NaN 0.152344 -0.003906 NaN NaN NaN NaN 22401 DOW caleb_strategy_v3 [1] 49820.0 None 50048.0 50049.0 50047.0 50047.0 50066.0 -228.0 -1.0 -17.0 -19.0 NaN -18.0 22407 DOW caleb_strategy_v3 [1] 49820.0 None 49978.0 49979.0 49977.0 49977.0 50003.0 -158.0 -1.0 -24.0 -26.0 NaN -25.0 22412 DOW caleb_strategy_v3 [1] 49820.0 None 50179.5 50180.0 50179.0 50179.0 50179.0 -359.5 -0.5 1.0 0.0 NaN 0.5 22415 DOW caleb_strategy_v3 [1] 49820.0 None 50179.5 50180.0 50179.0 50179.0 50163.0 -359.5 -0.5 17.0 16.0 NaN 16.5 22416 DOW caleb_strategy_v3 [1] 49820.0 None 50179.5 50180.0 50179.0 50179.0 50173.0 -359.5 -0.5 7.0 6.0 NaN 6.5 22417 DOW caleb_strategy_v3 [1] 49820.0 None 50179.5 50180.0 50179.0 50179.0 NaN -359.5 -0.5 NaN NaN NaN NaN 22418 DOW caleb_strategy_v3 [1] 49820.0 None 50263.0 50264.0 50262.0 50262.0 50262.0 -443.0 -1.0 2.0 0.0 NaN 1.0 22387 OAT caleb_strategy_v3 [-1] 119.07 None 119.29 119.28 119.3 119.3 NaN 0.22 -0.01 NaN NaN NaN NaN 22388 OAT caleb_strategy_v3 [-1] 119.07 None 119.195 119.19 119.2 119.2 119.2 0.125 -0.005 0.01 -0.0 NaN 0.005 =============================================================================================================================================================== 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 22389 GASOLINE caleb_strategy_v3 [-1] 1.081199 -464.299211 -4.624494 13.873482 4.624494 NaN 9.248988 22390 CRUDE_W caleb_strategy_v3 [-1] 26.203019 -259.512085 -3.816354 19.081771 11.449063 NaN 15.265417 22391 COPPER caleb_strategy_v3 [1] 1.666142 -103.532592 -1.500472 51.01606 48.015115 NaN 49.515587 22392 HEATOIL caleb_strategy_v3 [1] 1.599678 181.91166 -8.126638 8.126638 -8.126638 NaN 0.0 22393 CANOLA caleb_strategy_v3 [1] 145.243873 509.487929 -6.884972 27.539888 13.769944 NaN 20.654916 22394 SUGAR11 caleb_strategy_v3 [1] 4.312871 799.931243 -11.593206 162.30489 139.118477 NaN 150.711683 22395 GOLD_micro caleb_strategy_v3 [1] 1016.592471 -168.700836 -1.475518 71.808519 68.857484 NaN 70.333002 22396 GBP caleb_strategy_v3 [1] 0.096225 161.080772 -5.196154 41.569232 31.176924 NaN 36.373078 22398 NASDAQ_micro caleb_strategy_v3 [1] 4652.091719 -427.764567 -0.537393 271.383299 270.308514 NaN 270.845907 22402 JPY caleb_strategy_v3 [1] 0.000609 12.309519 -4.103173 8.206346 0.0 NaN 4.103173 22400 AUD caleb_strategy_v3 [-1] 0.060823 -632.9804 -8.220525 49.323148 32.882099 NaN 41.102623 22404 AUD caleb_strategy_v3 [-1] 0.060823 -632.9804 -8.220525 123.30787 106.866821 NaN 115.087345 22405 REDWHEAT caleb_strategy_v3 [1] 214.894158 616.582606 -11.633634 81.435439 58.16817 NaN 69.801804 22406 LEANHOG caleb_strategy_v3 [1] 19.47483 430.042266 -6.418541 -102.69666 -115.533743 NaN -109.115202 22403 MXP caleb_strategy_v3 [1] 0.00502 249.016188 -9.960648 -19.921295 -39.84259 NaN -29.881943 22409 MXP caleb_strategy_v3 [1] 0.00502 249.016188 -9.960648 -99.606475 -119.52777 NaN -109.567123 22410 MXP caleb_strategy_v3 [1] 0.00502 89.645828 -9.960648 59.763885 39.84259 NaN 49.803238 22413 MXP caleb_strategy_v3 [1] 0.00502 89.645828 -9.960648 59.763885 39.84259 NaN 49.803238 22397 MXP caleb_strategy_v3 [1] 0.00502 249.016188 -9.960648 79.68518 59.763885 NaN 69.724533 22408 US5 caleb_strategy_v3 [-1] 3.58046 141.828846 -10.909911 -43.639645 -65.459468 NaN -54.549556 22411 US5 caleb_strategy_v3 [-1] 3.58046 120.009024 -10.909911 21.819823 -0.0 NaN 10.909911 22414 US5 caleb_strategy_v3 [-1] 3.58046 120.009024 -10.909911 21.819823 -0.0 NaN 10.909911 22399 US5 caleb_strategy_v3 [-1] 3.58046 425.486539 -10.909911 NaN NaN NaN NaN 22401 DOW caleb_strategy_v3 [1] 6567.699128 -347.15354 -1.522603 -25.884255 -28.929462 NaN -27.406858 22407 DOW caleb_strategy_v3 [1] 6567.699128 -240.571313 -1.522603 -36.542478 -39.587684 NaN -38.065081 22412 DOW caleb_strategy_v3 [1] 6567.699128 -547.375866 -0.761302 1.522603 0.0 NaN 0.761302 22415 DOW caleb_strategy_v3 [1] 6567.699128 -547.375866 -0.761302 25.884255 24.361652 NaN 25.122954 22416 DOW caleb_strategy_v3 [1] 6567.699128 -547.375866 -0.761302 10.658223 9.135619 NaN 9.896921 22417 DOW caleb_strategy_v3 [1] 6567.699128 -547.375866 -0.761302 NaN NaN NaN NaN 22418 DOW caleb_strategy_v3 [1] 6567.699128 -674.513237 -1.522603 3.045206 0.0 NaN 1.522603 22387 OAT caleb_strategy_v3 [-1] 8.027592 274.054772 -12.457035 NaN NaN NaN NaN 22388 OAT caleb_strategy_v3 [-1] 8.027592 155.712938 -6.228518 12.457035 -0.0 NaN 6.228518 ========================================================================================================================================================================= 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 22389 GASOLINE caleb_strategy_v3 [-1] 42000.0 -2108.4 -21.0 63.0 21.0 NaN 42.0 22390 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -680.0 -10.0 50.0 30.0 NaN 40.0 22391 COPPER caleb_strategy_v3 [1] 25000.0 -431.25 -6.25 212.5 200.0 NaN 206.25 22392 HEATOIL caleb_strategy_v3 [1] 42000.0 1222.2 -54.6 54.6 -54.6 NaN 0.0 22393 CANOLA caleb_strategy_v3 [1] 14.592841 107.987027 -1.459284 5.837137 2.918568 NaN 4.377852 22394 SUGAR11 caleb_strategy_v3 [1] 1120.0 386.4 -5.6 78.4 67.2 NaN 72.8 22395 GOLD_micro caleb_strategy_v3 [1] 10.0 -171.5 -1.5 73.0 70.0 NaN 71.5 22396 GBP caleb_strategy_v3 [1] 62500.0 96.875 -3.125 25.0 18.75 NaN 21.875 22398 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -398.0 -0.5 252.5 251.5 NaN 252.0 22402 JPY caleb_strategy_v3 [1] 12500000.0 9.375 -3.125 6.25 0.0 NaN 3.125 22400 AUD caleb_strategy_v3 [-1] 100000.0 -385.0 -5.0 30.0 20.0 NaN 25.0 22404 AUD caleb_strategy_v3 [-1] 100000.0 -385.0 -5.0 75.0 65.0 NaN 70.0 22405 REDWHEAT caleb_strategy_v3 [1] 50.0 662.5 -12.5 87.5 62.5 NaN 75.0 22406 LEANHOG caleb_strategy_v3 [1] 400.0 335.0 -5.0 -80.0 -90.0 NaN -85.0 22403 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 -5.0 -10.0 NaN -7.5 22409 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 -25.0 -30.0 NaN -27.5 22410 MXP caleb_strategy_v3 [1] 500000.0 22.5 -2.5 15.0 10.0 NaN 12.5 22413 MXP caleb_strategy_v3 [1] 500000.0 22.5 -2.5 15.0 10.0 NaN 12.5 22397 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 20.0 15.0 NaN 17.5 22408 US5 caleb_strategy_v3 [-1] 1000.0 50.78125 -3.90625 -15.625 -23.4375 NaN -19.53125 22411 US5 caleb_strategy_v3 [-1] 1000.0 42.96875 -3.90625 7.8125 -0.0 NaN 3.90625 22414 US5 caleb_strategy_v3 [-1] 1000.0 42.96875 -3.90625 7.8125 -0.0 NaN 3.90625 22399 US5 caleb_strategy_v3 [-1] 1000.0 152.34375 -3.90625 NaN NaN NaN NaN 22401 DOW caleb_strategy_v3 [1] 0.5 -114.0 -0.5 -8.5 -9.5 NaN -9.0 22407 DOW caleb_strategy_v3 [1] 0.5 -79.0 -0.5 -12.0 -13.0 NaN -12.5 22412 DOW caleb_strategy_v3 [1] 0.5 -179.75 -0.25 0.5 0.0 NaN 0.25 22415 DOW caleb_strategy_v3 [1] 0.5 -179.75 -0.25 8.5 8.0 NaN 8.25 22416 DOW caleb_strategy_v3 [1] 0.5 -179.75 -0.25 3.5 3.0 NaN 3.25 22417 DOW caleb_strategy_v3 [1] 0.5 -179.75 -0.25 NaN NaN NaN NaN 22418 DOW caleb_strategy_v3 [1] 0.5 -221.5 -0.5 1.0 0.0 NaN 0.5 22387 OAT caleb_strategy_v3 [-1] 1171.195 257.6629 -11.71195 NaN NaN NaN NaN 22388 OAT caleb_strategy_v3 [-1] 1171.195 146.399375 -5.855975 11.71195 -0.0 NaN 5.855975 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -770.0 CANOLA 107.987027 COPPER -431.25 CRUDE_W -680.0 DOW -1133.5 GASOLINE -2108.4 GBP 96.875 GOLD_micro -171.5 HEATOIL 1222.2 JPY 9.375 LEANHOG 335.0 MXP 232.5 NASDAQ_micro -398.0 OAT 404.062275 REDWHEAT 662.5 SUGAR11 386.4 US5 289.0625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1946.688198 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -10.0 CANOLA -1.459284 COPPER -6.25 CRUDE_W -10.0 DOW -2.5 GASOLINE -21.0 GBP -3.125 GOLD_micro -1.5 HEATOIL -54.6 JPY -3.125 LEANHOG -5.0 MXP -12.5 NASDAQ_micro -0.5 OAT -17.567925 REDWHEAT -12.5 SUGAR11 -5.6 US5 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -182.852209 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 105.0 CANOLA 5.837137 COPPER 212.5 CRUDE_W 50.0 DOW -7.0 GASOLINE 63.0 GBP 25.0 GOLD_micro 73.0 HEATOIL 54.6 JPY 6.25 LEANHOG -80.0 MXP 20.0 NASDAQ_micro 252.5 OAT 11.71195 REDWHEAT 87.5 SUGAR11 78.4 US5 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 958.299087 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 85.0 CANOLA 2.918568 COPPER 200.0 CRUDE_W 30.0 DOW -11.5 GASOLINE 21.0 GBP 18.75 GOLD_micro 70.0 HEATOIL -54.6 JPY 0.0 LEANHOG -90.0 MXP -5.0 NASDAQ_micro 251.5 OAT -0.0 REDWHEAT 62.5 SUGAR11 67.2 US5 -23.4375 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 624.331068 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CANOLA 0 COPPER 0 CRUDE_W 0 DOW 0 GASOLINE 0 GBP 0 GOLD_micro 0 HEATOIL 0 JPY 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 OAT 0 REDWHEAT 0 SUGAR11 0 US5 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 95.0 CANOLA 4.377852 COPPER 206.25 CRUDE_W 40.0 DOW -9.25 GASOLINE 42.0 GBP 21.875 GOLD_micro 71.5 HEATOIL 0.0 JPY 3.125 LEANHOG -85.0 MXP 7.5 NASDAQ_micro 252.0 OAT 5.855975 REDWHEAT 75.0 SUGAR11 72.8 US5 -11.71875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 791.315077 ******************************************************************************** END OF REPORT ********************************************************************************