******************************************************************************** Trades report produced on 20/05/2026 21:36 from 19/05/2026 21:36 to 20/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22470 BUXL caleb_strategy_v3 [20260600] 2026-05-20 07:10:38.000 [1] 105.840000 22477 CANOLA caleb_strategy_v3 [20261100] 2026-05-20 13:09:02.000 [-1] 763.400000 22478 CANOLA caleb_strategy_v3 [20261100] 2026-05-20 13:12:26.000 [-1] 764.100000 22479 CANOLA caleb_strategy_v3 [20261100] 2026-05-20 13:52:38.000 [-1] 765.800000 22483 CHF caleb_strategy_v3 [20260600] 2026-05-20 14:11:18.000 [-1] 1.268300 22476 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-20 13:09:01.000 [-1] 83.450000 22468 DAX caleb_strategy_v3 [20260600] 2026-05-20 07:00:37.000 [-1] 24378.000000 22471 DAX caleb_strategy_v3 [20260600] 2026-05-20 07:11:42.000 [-1] 24426.000000 22495 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:09:00.000 [1] 49769.000000 22482 DOW caleb_strategy_v3 [20260600] 2026-05-20 14:10:56.000 [1] 49370.000000 22500 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:14:01.000 [1] 49782.000000 22499 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:13:01.000 [1] 49757.000000 22498 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:12:01.000 [1] 49758.000000 22497 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:11:00.000 [1] 49766.000000 22496 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:10:00.000 [1] 49772.000000 22489 DOW caleb_strategy_v3 [20260600] 2026-05-20 14:13:41.000 [1] 49349.000000 22488 DOW caleb_strategy_v3 [20260600] 2026-05-20 14:12:41.000 [1] 49369.000000 22492 DOW caleb_strategy_v3 [20260600] 2026-05-20 19:45:03.156 [0] NaN 22494 DOW caleb_strategy_v3 [20260600] 2026-05-20 15:08:00.000 [1] 49760.000000 22486 DOW caleb_strategy_v3 [20260600] 2026-05-20 14:11:41.000 [1] 49363.000000 22491 DOW caleb_strategy_v3 [20260600] 2026-05-20 14:14:42.000 [1] 49429.000000 22473 EUROSTX caleb_strategy_v3 [20260600] 2026-05-20 07:35:14.000 [1] 5863.000000 22472 EUROSTX caleb_strategy_v3 [20260600] 2026-05-20 19:45:02.992 [0] NaN 22469 EUROSTX caleb_strategy_v3 [20260600] 2026-05-20 19:45:02.914 [0] NaN 22475 GASOLINE caleb_strategy_v3 [20260900] 2026-05-20 13:09:00.000 [1] 3.198500 22474 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-20 13:03:03.000 [-1] 4536.400000 22490 JPY caleb_strategy_v3 [20260600] 2026-05-20 14:14:41.000 [-1] 0.006299 22481 JPY caleb_strategy_v3 [20260600] 2026-05-20 19:45:03.064 [0] NaN 22467 NIKKEI caleb_strategy_v3 [20260600] 2026-05-20 02:02:20.000 [-1] 59810.000000 22466 NIKKEI caleb_strategy_v3 [20260600] 2026-05-20 02:01:20.000 [-1] 59855.000000 22501 REDWHEAT caleb_strategy_v3 [20260900] 2026-05-20 15:25:44.000 [-1] 706.000000 22493 REDWHEAT caleb_strategy_v3 [20260900] 2026-05-20 19:45:03.236 [0] NaN 22484 SP400 caleb_strategy_v3 [20260600] 2026-05-20 14:11:36.000 [-1] 3595.500000 22487 SP500_micro caleb_strategy_v3 [20260600] 2026-05-20 14:12:40.000 [1] 7381.500000 22485 SP500_micro caleb_strategy_v3 [20260600] 2026-05-20 14:11:40.000 [1] 7383.750000 22480 SP500_micro caleb_strategy_v3 [20260600] 2026-05-20 14:00:54.000 [1] 7396.250000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22466 NIKKEI caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 03:01:19.897000 2026-05-20 02:01:20 97279.897 NaN 22467 NIKKEI caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 03:02:20.234000 2026-05-20 02:02:20 97340.234 NaN 22470 BUXL caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:10:38.481000 2026-05-20 07:10:38 115838.481 NaN 22468 DAX caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:00:36.729000 2026-05-20 07:00:37 115236.729 NaN 22471 DAX caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:11:42.315000 2026-05-20 07:11:42 115902.315 NaN 22474 GOLD_micro caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:00:48.745000 2026-05-20 13:03:03 136848.745 NaN 22475 GASOLINE caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:03:04.082000 2026-05-20 13:09:00 136984.082 NaN 22476 CRUDE_W caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:09:01.342000 2026-05-20 13:09:01 137341.342 NaN 22477 CANOLA caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:09:02.269000 2026-05-20 13:09:02 137342.269 NaN 22478 CANOLA caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:09:06.702000 2026-05-20 13:12:26 137346.702 NaN 22479 CANOLA caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 14:52:38.320000 2026-05-20 13:52:38 139958.32 NaN 22483 CHF caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:10:56.977000 2026-05-20 14:11:18 141056.977 NaN 22484 SP400 caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:11:18.826000 2026-05-20 14:11:36 141078.826 NaN 22480 SP500_micro caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:00:54.909000 2026-05-20 14:00:54 140454.909 NaN 22485 SP500_micro caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:11:40.622000 2026-05-20 14:11:40 141100.622 NaN 22487 SP500_micro caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:12:40.864000 2026-05-20 14:12:40 141160.864 NaN 22481 JPY caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:00:55.585000 2026-05-20 19:45:03.064000 140455.585 17047.479 22490 JPY caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:14:41.600000 2026-05-20 14:14:41 141281.6 NaN 22496 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:10:00.464000 2026-05-20 15:10:00 144600.464 NaN 22497 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:11:00.405000 2026-05-20 15:11:00 144660.405 NaN 22498 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:12:01.004000 2026-05-20 15:12:01 144721.004 NaN 22499 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:13:01.257000 2026-05-20 15:13:01 144781.257 NaN 22500 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:14:01.169000 2026-05-20 15:14:01 144841.169 NaN 22482 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:10:56.257000 2026-05-20 14:10:56 141056.257 NaN 22486 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:11:41.426000 2026-05-20 14:11:41 141101.426 NaN 22488 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:12:41.713000 2026-05-20 14:12:41 141161.713 NaN 22489 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:13:41.398000 2026-05-20 14:13:41 141221.398 NaN 22491 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:14:42.173000 2026-05-20 14:14:42 141282.173 NaN 22492 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:15:41.912000 2026-05-20 19:45:03.156000 141341.912 16161.244 22494 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:08:00.090000 2026-05-20 15:08:00 144480.09 NaN 22495 DOW caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:09:00.356000 2026-05-20 15:09:00 144540.356 NaN 22501 REDWHEAT caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 16:18:02.498000 2026-05-20 15:25:44 145082.498 NaN 22493 REDWHEAT caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 15:30:48.533000 2026-05-20 19:45:03.236000 142248.533 15254.703 22472 EUROSTX caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:12:42.648000 2026-05-20 19:45:02.992000 115962.648 41540.344 22473 EUROSTX caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:27:47.573000 2026-05-20 07:35:14 116867.573 NaN 22469 EUROSTX caleb_strategy_v3 2026-05-19 00:00:00 2026-05-20 08:00:37.733000 2026-05-20 19:45:02.914000 115237.733 42265.181 ================================================================================================================================================================================================================================ 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 22466 NIKKEI caleb_strategy_v3 [-1] 60740.0 None 59492.5 59490.0 59495.0 59495.0 59855.0 -1247.5 -2.5 365.0 360.0 NaN 362.5 22467 NIKKEI caleb_strategy_v3 [-1] 60740.0 None 59480.0 59475.0 59485.0 59485.0 59810.0 -1260.0 -5.0 335.0 325.0 NaN 330.0 22470 BUXL caleb_strategy_v3 [1] 105.62 None 105.95 105.96 105.94 105.94 105.84 -0.33 -0.01 0.12 0.1 NaN 0.11 22468 DAX caleb_strategy_v3 [-1] 24385.0 None 24380.5 24379.0 24382.0 24382.0 24378.0 -4.5 -1.5 -1.0 -4.0 NaN -2.5 22471 DAX caleb_strategy_v3 [-1] 24385.0 None 24402.0 24401.0 24403.0 24403.0 24426.0 17.0 -1.0 25.0 23.0 NaN 24.0 22474 GOLD_micro caleb_strategy_v3 [-1] 4530.4 None 4537.75 4537.6 4537.9 4537.9 4536.4 7.35 -0.15 -1.2 -1.5 NaN -1.35 22475 GASOLINE caleb_strategy_v3 [1] 3.2639 None 3.19435 3.1949 3.1938 3.1938 3.1985 0.06955 -0.00055 -0.0036 -0.0047 NaN -0.00415 22476 CRUDE_W caleb_strategy_v3 [-1] 84.93 None 83.37 83.36 83.38 83.38 83.45 -1.56 -0.01 0.09 0.07 NaN 0.08 22477 CANOLA caleb_strategy_v3 [-1] 763.7 None 762.85 762.7 763.0 763.0 763.4 -0.85 -0.15 0.7 0.4 NaN 0.55 22478 CANOLA caleb_strategy_v3 [-1] 763.7 None 764.0 763.9 764.1 764.1 764.1 0.3 -0.1 0.2 -0.0 NaN 0.1 22479 CANOLA caleb_strategy_v3 [-1] 763.7 None 764.8 764.7 764.9 764.9 765.8 1.1 -0.1 1.1 0.9 NaN 1.0 22483 CHF caleb_strategy_v3 [-1] 1.27065 None 1.26855 1.2685 1.2686 1.2686 1.2683 -0.0021 -0.00005 -0.0002 -0.0003 NaN -0.00025 22484 SP400 caleb_strategy_v3 [-1] 3583.2 None 3598.0 3597.3 3598.7 3598.7 3595.5 14.8 -0.7 -1.8 -3.2 NaN -2.5 22480 SP500_micro caleb_strategy_v3 [1] 7384.75 None 7403.5 7403.75 7403.25 7403.25 7396.25 -18.75 -0.25 7.5 7.0 NaN 7.25 22485 SP500_micro caleb_strategy_v3 [1] 7384.75 None 7403.5 7403.75 7403.25 7403.25 7383.75 -18.75 -0.25 20.0 19.5 NaN 19.75 22487 SP500_micro caleb_strategy_v3 [1] 7384.75 None 7394.625 7394.75 7394.5 7394.5 7381.5 -9.875 -0.125 13.25 13.0 NaN 13.125 22481 JPY caleb_strategy_v3 [-1] 0.006301 None 0.0063 0.0063 0.0063 0.0063 NaN -0.000001 -0.0 NaN NaN NaN NaN 22490 JPY caleb_strategy_v3 [-1] 0.006301 None 0.006297 0.006297 0.006298 0.006298 0.006299 -0.000004 -0.0 0.000002 0.000001 NaN 0.000002 22496 DOW caleb_strategy_v3 [1] 49511.0 None 49789.5 49790.0 49789.0 49789.0 49772.0 -278.5 -0.5 18.0 17.0 NaN 17.5 22497 DOW caleb_strategy_v3 [1] 49511.0 None 49809.5 49810.0 49809.0 49809.0 49766.0 -298.5 -0.5 44.0 43.0 NaN 43.5 22498 DOW caleb_strategy_v3 [1] 49511.0 None 49809.5 49810.0 49809.0 49809.0 49758.0 -298.5 -0.5 52.0 51.0 NaN 51.5 22499 DOW caleb_strategy_v3 [1] 49511.0 None 49809.5 49810.0 49809.0 49809.0 49757.0 -298.5 -0.5 53.0 52.0 NaN 52.5 22500 DOW caleb_strategy_v3 [1] 49511.0 None 49791.0 49792.0 49790.0 49790.0 49782.0 -280.0 -1.0 10.0 8.0 NaN 9.0 22482 DOW caleb_strategy_v3 [1] 49511.0 None 49482.0 49483.0 49481.0 49481.0 49370.0 29.0 -1.0 113.0 111.0 NaN 112.0 22486 DOW caleb_strategy_v3 [1] 49511.0 None 49465.0 49466.0 49464.0 49464.0 49363.0 46.0 -1.0 103.0 101.0 NaN 102.0 22488 DOW caleb_strategy_v3 [1] 49511.0 None 49432.0 49433.0 49431.0 49431.0 49369.0 79.0 -1.0 64.0 62.0 NaN 63.0 22489 DOW caleb_strategy_v3 [1] 49511.0 None 49432.0 49433.0 49431.0 49431.0 49349.0 79.0 -1.0 84.0 82.0 NaN 83.0 22491 DOW caleb_strategy_v3 [1] 49511.0 None 49432.0 49433.0 49431.0 49431.0 49429.0 79.0 -1.0 4.0 2.0 NaN 3.0 22492 DOW caleb_strategy_v3 [1] 49511.0 None 49432.0 49433.0 49431.0 49431.0 NaN 79.0 -1.0 NaN NaN NaN NaN 22494 DOW caleb_strategy_v3 [1] 49511.0 None 49789.5 49790.0 49789.0 49789.0 49760.0 -278.5 -0.5 30.0 29.0 NaN 29.5 22495 DOW caleb_strategy_v3 [1] 49511.0 None 49789.5 49790.0 49789.0 49789.0 49769.0 -278.5 -0.5 21.0 20.0 NaN 20.5 22501 REDWHEAT caleb_strategy_v3 [-1] 714.25 None 709.75 709.5 710.0 710.0 706.0 -4.5 -0.25 -3.5 -4.0 NaN -3.75 22493 REDWHEAT caleb_strategy_v3 [-1] 714.25 None 712.25 712.0 712.5 712.5 NaN -2.0 -0.25 NaN NaN NaN NaN 22472 EUROSTX caleb_strategy_v3 [1] 5852.0 None 5846.5 5847.0 5846.0 5846.0 NaN 5.5 -0.5 NaN NaN NaN NaN 22473 EUROSTX caleb_strategy_v3 [1] 5852.0 None 5861.5 5862.0 5861.0 5861.0 5863.0 -9.5 -0.5 -1.0 -2.0 NaN -1.5 22469 EUROSTX caleb_strategy_v3 [1] 5852.0 None 5841.5 5842.0 5841.0 5841.0 NaN 10.5 -0.5 NaN NaN NaN NaN =============================================================================================================================================================== 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 22466 NIKKEI caleb_strategy_v3 [-1] 14908.209089 -836.787298 -1.676928 244.831554 241.477697 NaN 243.154626 22467 NIKKEI caleb_strategy_v3 [-1] 14908.209089 -845.17194 -3.353857 224.708413 218.000699 NaN 221.354556 22470 BUXL caleb_strategy_v3 [1] 13.690492 -241.043198 -7.304339 87.652072 73.043393 NaN 80.347733 22468 DAX caleb_strategy_v3 [-1] 4791.060367 -9.392493 -3.130831 -2.087221 -8.348882 NaN -5.218052 22471 DAX caleb_strategy_v3 [-1] 4791.060367 35.482751 -2.087221 52.180516 48.006074 NaN 50.093295 22474 GOLD_micro caleb_strategy_v3 [-1] 1044.050223 70.398912 -1.436712 -11.4937 -14.367125 NaN -12.930412 22475 GASOLINE caleb_strategy_v3 [1] 1.132083 614.354335 -4.858302 -31.799793 -41.516396 NaN -36.658095 22476 CRUDE_W caleb_strategy_v3 [-1] 26.140067 -596.785004 -3.825545 34.429904 26.778814 NaN 30.604359 22477 CANOLA caleb_strategy_v3 [-1] 140.206794 -60.624737 -10.698483 49.926254 28.529288 NaN 39.227771 22478 CANOLA caleb_strategy_v3 [-1] 140.206794 21.396966 -7.132322 14.264644 -0.0 NaN 7.132322 22479 CANOLA caleb_strategy_v3 [-1] 140.206794 78.455542 -7.132322 78.455542 64.190898 NaN 71.32322 22483 CHF caleb_strategy_v3 [-1] 0.093292 -225.099562 -5.359513 -21.438054 -32.15708 NaN -26.797567 22484 SP400 caleb_strategy_v3 [-1] 634.470508 233.265373 -11.032822 -28.370113 -50.435756 NaN -39.402935 22480 SP500_micro caleb_strategy_v3 [1] 933.083749 -200.946593 -2.679288 80.378637 75.020061 NaN 77.699349 22485 SP500_micro caleb_strategy_v3 [1] 933.083749 -200.946593 -2.679288 214.343032 208.984456 NaN 211.663744 22487 SP500_micro caleb_strategy_v3 [1] 933.083749 -105.831872 -1.339644 142.002259 139.322971 NaN 140.662615 22481 JPY caleb_strategy_v3 [-1] 0.000569 -21.978093 -4.395619 NaN NaN NaN NaN 22490 JPY caleb_strategy_v3 [-1] 0.000569 -74.725517 -4.395619 35.164949 26.373712 NaN 30.76933 22496 DOW caleb_strategy_v3 [1] 6811.518413 -408.866251 -0.734051 26.425826 24.957725 NaN 25.691775 22497 DOW caleb_strategy_v3 [1] 6811.518413 -438.22828 -0.734051 64.596463 63.128362 NaN 63.862413 22498 DOW caleb_strategy_v3 [1] 6811.518413 -438.22828 -0.734051 76.341275 74.873174 NaN 75.607224 22499 DOW caleb_strategy_v3 [1] 6811.518413 -438.22828 -0.734051 77.809376 76.341275 NaN 77.075326 22500 DOW caleb_strategy_v3 [1] 6811.518413 -411.068404 -1.468101 14.681014 11.744812 NaN 13.212913 22482 DOW caleb_strategy_v3 [1] 6811.518413 42.574942 -1.468101 165.895463 162.95926 NaN 164.427361 22486 DOW caleb_strategy_v3 [1] 6811.518413 67.532666 -1.468101 151.214448 148.278246 NaN 149.746347 22488 DOW caleb_strategy_v3 [1] 6811.518413 115.980014 -1.468101 93.958492 91.022289 NaN 92.490391 22489 DOW caleb_strategy_v3 [1] 6811.518413 115.980014 -1.468101 123.320521 120.384318 NaN 121.85242 22491 DOW caleb_strategy_v3 [1] 6811.518413 115.980014 -1.468101 5.872406 2.936203 NaN 4.404304 22492 DOW caleb_strategy_v3 [1] 6811.518413 115.980014 -1.468101 NaN NaN NaN NaN 22494 DOW caleb_strategy_v3 [1] 6811.518413 -408.866251 -0.734051 44.043043 42.574942 NaN 43.308993 22495 DOW caleb_strategy_v3 [1] 6811.518413 -408.866251 -0.734051 30.83013 29.362029 NaN 30.09608 22501 REDWHEAT caleb_strategy_v3 [-1] 208.405431 -215.925275 -11.995849 -167.94188 -191.933578 NaN -179.937729 22493 REDWHEAT caleb_strategy_v3 [-1] 208.405431 -95.966789 -11.995849 NaN NaN NaN NaN 22472 EUROSTX caleb_strategy_v3 [1] 1164.556671 47.228273 -4.293479 NaN NaN NaN NaN 22473 EUROSTX caleb_strategy_v3 [1] 1164.556671 -81.576107 -4.293479 -8.586959 -17.173917 NaN -12.880438 22469 EUROSTX caleb_strategy_v3 [1] 1164.556671 90.163066 -4.293479 NaN NaN NaN NaN ========================================================================================================================================================================= 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 22466 NIKKEI caleb_strategy_v3 [-1] 0.628943 -784.605999 -1.572357 229.56408 226.419366 NaN 227.991723 22467 NIKKEI caleb_strategy_v3 [-1] 0.628943 -792.467782 -3.144713 210.695799 204.406372 NaN 207.551086 22470 BUXL caleb_strategy_v3 [1] 1159.595 -382.66635 -11.59595 139.1514 115.9595 NaN 127.55545 22468 DAX caleb_strategy_v3 [-1] 1.159595 -5.218177 -1.739392 -1.159595 -4.63838 NaN -2.898987 22471 DAX caleb_strategy_v3 [-1] 1.159595 19.713115 -1.159595 28.989875 26.670685 NaN 27.83028 22474 GOLD_micro caleb_strategy_v3 [-1] 10.0 73.5 -1.5 -12.0 -15.0 NaN -13.5 22475 GASOLINE caleb_strategy_v3 [1] 42000.0 2921.1 -23.1 -151.2 -197.4 NaN -174.3 22476 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -1560.0 -10.0 90.0 70.0 NaN 80.0 22477 CANOLA caleb_strategy_v3 [-1] 14.534989 -12.354741 -2.180248 10.174493 5.813996 NaN 7.994244 22478 CANOLA caleb_strategy_v3 [-1] 14.534989 4.360497 -1.453499 2.906998 -0.0 NaN 1.453499 22479 CANOLA caleb_strategy_v3 [-1] 14.534989 15.988488 -1.453499 15.988488 13.08149 NaN 14.534989 22483 CHF caleb_strategy_v3 [-1] 125000.0 -262.5 -6.25 -25.0 -37.5 NaN -31.25 22484 SP400 caleb_strategy_v3 [-1] 100.0 1480.0 -70.0 -180.0 -320.0 NaN -250.0 22480 SP500_micro caleb_strategy_v3 [1] 5.0 -93.75 -1.25 37.5 35.0 NaN 36.25 22485 SP500_micro caleb_strategy_v3 [1] 5.0 -93.75 -1.25 100.0 97.5 NaN 98.75 22487 SP500_micro caleb_strategy_v3 [1] 5.0 -49.375 -0.625 66.25 65.0 NaN 65.625 22481 JPY caleb_strategy_v3 [-1] 12500000.0 -15.625 -3.125 NaN NaN NaN NaN 22490 JPY caleb_strategy_v3 [-1] 12500000.0 -53.125 -3.125 25.0 18.75 NaN 21.875 22496 DOW caleb_strategy_v3 [1] 0.5 -139.25 -0.25 9.0 8.5 NaN 8.75 22497 DOW caleb_strategy_v3 [1] 0.5 -149.25 -0.25 22.0 21.5 NaN 21.75 22498 DOW caleb_strategy_v3 [1] 0.5 -149.25 -0.25 26.0 25.5 NaN 25.75 22499 DOW caleb_strategy_v3 [1] 0.5 -149.25 -0.25 26.5 26.0 NaN 26.25 22500 DOW caleb_strategy_v3 [1] 0.5 -140.0 -0.5 5.0 4.0 NaN 4.5 22482 DOW caleb_strategy_v3 [1] 0.5 14.5 -0.5 56.5 55.5 NaN 56.0 22486 DOW caleb_strategy_v3 [1] 0.5 23.0 -0.5 51.5 50.5 NaN 51.0 22488 DOW caleb_strategy_v3 [1] 0.5 39.5 -0.5 32.0 31.0 NaN 31.5 22489 DOW caleb_strategy_v3 [1] 0.5 39.5 -0.5 42.0 41.0 NaN 41.5 22491 DOW caleb_strategy_v3 [1] 0.5 39.5 -0.5 2.0 1.0 NaN 1.5 22492 DOW caleb_strategy_v3 [1] 0.5 39.5 -0.5 NaN NaN NaN NaN 22494 DOW caleb_strategy_v3 [1] 0.5 -139.25 -0.25 15.0 14.5 NaN 14.75 22495 DOW caleb_strategy_v3 [1] 0.5 -139.25 -0.25 10.5 10.0 NaN 10.25 22501 REDWHEAT caleb_strategy_v3 [-1] 50.0 -225.0 -12.5 -175.0 -200.0 NaN -187.5 22493 REDWHEAT caleb_strategy_v3 [-1] 50.0 -100.0 -12.5 NaN NaN NaN NaN 22472 EUROSTX caleb_strategy_v3 [1] 11.59595 63.777725 -5.797975 NaN NaN NaN NaN 22473 EUROSTX caleb_strategy_v3 [1] 11.59595 -110.161525 -5.797975 -11.59595 -23.1919 NaN -17.393925 22469 EUROSTX caleb_strategy_v3 [1] 11.59595 121.757475 -5.797975 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -382.66635 CANOLA 7.994244 CHF -262.5 CRUDE_W -1560.0 DAX 14.494937 DOW -810.0 EUROSTX 75.373675 GASOLINE 2921.1 GOLD_micro 73.5 JPY -68.75 NIKKEI -1577.073781 REDWHEAT -325.0 SP400 1480.0 SP500_micro -236.875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -650.402275 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.59595 CANOLA -5.087246 CHF -6.25 CRUDE_W -10.0 DAX -2.898987 DOW -5.0 EUROSTX -17.393925 GASOLINE -23.1 GOLD_micro -1.5 JPY -6.25 NIKKEI -4.71707 REDWHEAT -25.0 SP400 -70.0 SP500_micro -3.125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -191.918179 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 139.1514 CANOLA 29.069979 CHF -25.0 CRUDE_W 90.0 DAX 27.83028 DOW 298.0 EUROSTX -11.59595 GASOLINE -151.2 GOLD_micro -12.0 JPY 25.0 NIKKEI 440.259879 REDWHEAT -175.0 SP400 -180.0 SP500_micro 203.75 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 698.265588 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 115.9595 CANOLA 18.895486 CHF -37.5 CRUDE_W 70.0 DAX 22.032305 DOW 289.0 EUROSTX -23.1919 GASOLINE -197.4 GOLD_micro -15.0 JPY 18.75 NIKKEI 430.825739 REDWHEAT -200.0 SP400 -320.0 SP500_micro 197.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 369.87113 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CANOLA 0 CHF 0 CRUDE_W 0 DAX 0 DOW 0 EUROSTX 0 GASOLINE 0 GOLD_micro 0 JPY 0 NIKKEI 0 REDWHEAT 0 SP400 0 SP500_micro 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 127.55545 CANOLA 23.982732 CHF -31.25 CRUDE_W 80.0 DAX 24.931292 DOW 293.5 EUROSTX -17.393925 GASOLINE -174.3 GOLD_micro -13.5 JPY 21.875 NIKKEI 435.542809 REDWHEAT -187.5 SP400 -250.0 SP500_micro 200.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 534.068359 ******************************************************************************** END OF REPORT ********************************************************************************