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Reconcile_report
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Reconcile_report
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********************************************************************************
Reconcile report produced on 09/01/2025 22:50
********************************************************************************
Breaks Optimal vs actual ['dynamic_TF_carry COPPER-micro']
Breaks Instrument vs Contract []
Breaks Broker vs Contract []
===============================================================
Positions in DB
===============================================================
instrument_code contract_date expiry_date position
5 ALUMINIUM 20250327 2025-03-27 00:00:00 -1.0
9 BRE 20250131 2025-01-31 00:00:00 -1.0
18 BUXL 20250306 2025-03-06 00:00:00 -1.0
2 CAD 20250318 2025-03-18 00:00:00 -1.0
0 CANOLA 20250514 2025-05-14 00:00:00 -1.0
4 CHF 20250317 2025-03-17 00:00:00 -3.0
3 COPPER 20250327 2025-03-27 00:00:00 -1.0
7 CRUDE_W_micro 20250319 2025-03-19 00:00:00 2.0
10 DAX 20250321 2025-03-21 00:00:00 1.0
11 JPY 20250317 2025-03-17 00:00:00 -2.0
15 MIB 20250321 2025-03-21 00:00:00 1.0
16 MSCISING 20250128 2025-01-28 00:00:00 1.0
6 NIKKEI 20250313 2025-03-13 00:00:00 1.0
12 RUBBER 20250131 2025-01-31 00:00:00 2.0
13 RUSSELL 20250321 2025-03-21 00:00:00 -3.0
14 SOYMEAL 20250514 2025-05-14 00:00:00 -1.0
1 SUGAR11 20250430 2025-04-30 00:00:00 -1.0
8 TOPIX 20250313 2025-03-13 00:00:00 1.0
17 US30 20250320 2025-03-20 00:00:00 -1.0
===============================================================
Positions broker
===============================================================
instrument_code contract_date expiry_date position
13 ALUMINIUM 20250327 2025-03-27 00:00:00 -1.0
18 BRE 20250131 2025-01-31 00:00:00 -1.0
6 BUXL 20250306 2025-03-06 00:00:00 -1.0
8 CAD 20250318 2025-03-18 00:00:00 -1.0
0 CANOLA 20250514 2025-05-14 00:00:00 -1.0
5 CHF 20250317 2025-03-17 00:00:00 -3.0
3 COPPER 20250327 2025-03-27 00:00:00 -1.0
12 CRUDE_W_micro 20250319 2025-03-19 00:00:00 2.0
15 DAX 20250321 2025-03-21 00:00:00 1.0
14 JPY 20250317 2025-03-17 00:00:00 -2.0
7 MIB 20250321 2025-03-21 00:00:00 1.0
11 MSCISING 20250128 2025-01-28 00:00:00 1.0
1 NIKKEI 20250313 2025-03-13 00:00:00 1.0
2 RUBBER 20250131 2025-01-31 00:00:00 2.0
9 RUSSELL 20250321 2025-03-21 00:00:00 -3.0
4 SOYMEAL 20250514 2025-05-14 00:00:00 -1.0
17 SUGAR11 20250430 2025-04-30 00:00:00 -1.0
16 TOPIX 20250313 2025-03-13 00:00:00 1.0
10 US30 20250320 2025-03-20 00:00:00 -1.0
=================================================================================
Trades in DB
=================================================================================
strategy_name contract_date fill_datetime fill filled_price
EUROSTX dynamic_TF_carry [20250300] 2025-01-09 08:52:21 [-1] 5003.0
MIB dynamic_TF_carry [20250300] 2025-01-09 08:52:39 [1] 35125.0
DAX dynamic_TF_carry [20250300] 2025-01-09 08:55:42 [-1] 20438.0
ALUMINIUM dynamic_TF_carry [20250300] 2025-01-09 14:00:24 [-1] 2517.5
BITCOIN dynamic_TF_carry [20250100] 2025-01-09 15:00:02 [-1] 93025.0
SOYMEAL dynamic_TF_carry [20250500] 2025-01-09 15:30:04 [-1] 306.1
=============================================================================
Trades from broker
=============================================================================
strategy_name contract_date fill_datetime fill filled_price
SOYMEAL [20250514] 2025-01-09 15:30:04 [-1] 306.1
EUROSTX [20250321] 2025-01-09 08:52:21 [-1] 5003.0
MIB [20250321] 2025-01-09 08:52:39 [1] 35125.0
DAX [20250321] 2025-01-09 08:55:42 [-1] 20438.0
ALUMINIUM [20250327] 2025-01-09 14:00:24 [-1] 2517.5
BITCOIN [20250131] 2025-01-09 15:00:02 [-1] 93025.0
==========================================================
Optimal versus actual positions
==========================================================
current optimal breaks
dynamic_TF_carry OJ 0 0 False
dynamic_TF_carry AUD 0 0 False
dynamic_TF_carry TIN_LME 0 0 False
dynamic_TF_carry SMI 0 0 False
dynamic_TF_carry COPPER -1 -1 False
dynamic_TF_carry US5 0 0 False
dynamic_TF_carry EU-DJ-UTIL 0 0 False
dynamic_TF_carry MILK 0 0 False
dynamic_TF_carry FTSE250 0 0 False
dynamic_TF_carry SUGAR11 -1 -1 False
dynamic_TF_carry GBP 0 0 False
dynamic_TF_carry COCOA 0 0 False
dynamic_TF_carry RUR 0 0 False
dynamic_TF_carry EURIBOR-ICE 0 0 False
dynamic_TF_carry WHEY 0 0 False
dynamic_TF_carry KRWUSD_mini 0 0 False
dynamic_TF_carry BOBL 0 0 False
dynamic_TF_carry CHINAA-CON 0 0 False
dynamic_TF_carry SARONA 0 0 False
dynamic_TF_carry EU-MID 0 0 False
dynamic_TF_carry US-HEALTH 0 0 False
dynamic_TF_carry CORN 0 0 False
dynamic_TF_carry BBCOMM 0 0 False
dynamic_TF_carry EPRA-EUROPE 0 0 False
dynamic_TF_carry EU-FOOD 0 0 False
dynamic_TF_carry GILT 0 0 False
dynamic_TF_carry CLP 0 0 False
dynamic_TF_carry EURCAD 0 0 False
dynamic_TF_carry IG 0 0 False
dynamic_TF_carry BRENT-LAST 0 0 False
dynamic_TF_carry EUR 0 0 False
dynamic_TF_carry LEAD_LME 0 0 False
dynamic_TF_carry FTSE100 0 0 False
dynamic_TF_carry HEATOIL 0 0 False
dynamic_TF_carry RUBBER 2 2 False
dynamic_TF_carry KRWUSD 0 0 False
dynamic_TF_carry ROBUSTA 0 0 False
dynamic_TF_carry SOYBEAN 0 0 False
dynamic_TF_carry EU-TRAVEL 0 0 False
dynamic_TF_carry FED 0 0 False
dynamic_TF_carry PLN 0 0 False
dynamic_TF_carry CRUDE_ICE 0 0 False
dynamic_TF_carry SEK 0 0 False
dynamic_TF_carry EU-TECH 0 0 False
dynamic_TF_carry FEEDCOW 0 0 False
dynamic_TF_carry CAD5 0 0 False
dynamic_TF_carry MUMMY 0 0 False
dynamic_TF_carry GBPEUR 0 0 False
dynamic_TF_carry SP500_micro 0 0 False
dynamic_TF_carry HOUSE-US 0 0 False
dynamic_TF_carry US30 -1 -1 False
dynamic_TF_carry LUMBER-new 0 0 False
dynamic_TF_carry DJSTX-SMALL 0 0 False
dynamic_TF_carry US-DISCRETE 0 0 False
dynamic_TF_carry EU-HOUSE 0 0 False
dynamic_TF_carry EU-OIL 0 0 False
dynamic_TF_carry MSCIEAFA 0 0 False
dynamic_TF_carry GAS-LAST 0 0 False
dynamic_TF_carry FTSETAIWAN 0 0 False
dynamic_TF_carry NOK 0 0 False
dynamic_TF_carry OATIES 0 0 False
dynamic_TF_carry CRUDE_W_micro 2 2 False
dynamic_TF_carry KOSDAQ 0 0 False
dynamic_TF_carry GASOIL 0 0 False
dynamic_TF_carry US10U 0 0 False
dynamic_TF_carry BRENT_W 0 0 False
dynamic_TF_carry JGB 0 0 False
dynamic_TF_carry NIKKEI400 0 0 False
dynamic_TF_carry CANOLA -1 -1 False
dynamic_TF_carry WHEAT_ICE 0 0 False
dynamic_TF_carry US2 0 0 False
dynamic_TF_carry KOSPI 0 0 False
dynamic_TF_carry BONO 0 0 False
dynamic_TF_carry BTP3 0 0 False
dynamic_TF_carry CHEESE 0 0 False
dynamic_TF_carry AEX 0 0 False
dynamic_TF_carry MSCIWORLD 0 0 False
dynamic_TF_carry JPY -2 -2 False
dynamic_TF_carry MSCISING 1 1 False
dynamic_TF_carry IBEX_mini 0 0 False
dynamic_TF_carry SILVER 0 0 False
dynamic_TF_carry RUSSELL -3 -3 False
dynamic_TF_carry MILLWHEAT 0 0 False
dynamic_TF_carry SMI-MID 0 0 False
dynamic_TF_carry GBPJPY 0 0 False
dynamic_TF_carry MXP 0 0 False
dynamic_TF_carry RICE 0 0 False
dynamic_TF_carry FANG 0 0 False
dynamic_TF_carry GBPCHF 0 0 False
dynamic_TF_carry FTSECHINAA 0 0 False
dynamic_TF_carry STEEL 0 0 False
dynamic_TF_carry GAS_US_mini 0 0 False
dynamic_TF_carry EU-DIV30 0 0 False
dynamic_TF_carry SOYBEAN_mini 0 0 False
dynamic_TF_carry TWD 0 0 False
dynamic_TF_carry US-UTILS 0 0 False
dynamic_TF_carry KR3 0 0 False
dynamic_TF_carry EU-MEDIA 0 0 False
dynamic_TF_carry PLAT 0 0 False
dynamic_TF_carry CZK 0 0 False
dynamic_TF_carry COTTON2 0 0 False
dynamic_TF_carry SP400 0 0 False
dynamic_TF_carry AUD_micro 0 0 False
dynamic_TF_carry EU-HEALTH 0 0 False
dynamic_TF_carry MILKDRY 0 0 False
dynamic_TF_carry SOYMEAL -1 -1 False
dynamic_TF_carry US-REALESTATE 0 0 False
dynamic_TF_carry IRON 0 0 False
dynamic_TF_carry SONIA3 0 0 False
dynamic_TF_carry COPPER-micro 0 -1 True
dynamic_TF_carry EURCHF 0 0 False
dynamic_TF_carry NZD 0 0 False
dynamic_TF_carry FTSEINDO 0 0 False
dynamic_TF_carry FTSEVIET 0 0 False
dynamic_TF_carry BRE -1 -1 False
dynamic_TF_carry EU-BASIC 0 0 False
dynamic_TF_carry FTSECHINAH 0 0 False
dynamic_TF_carry EURAUD 0 0 False
dynamic_TF_carry HIGHYIELD 0 0 False
dynamic_TF_carry CHF -3 -3 False
dynamic_TF_carry MSCIASIA 0 0 False
dynamic_TF_carry VIX 0 0 False
dynamic_TF_carry HANGENT_mini 0 0 False
dynamic_TF_carry COFFEE 0 0 False
dynamic_TF_carry REDWHEAT 0 0 False
dynamic_TF_carry ZINC_LME 0 0 False
dynamic_TF_carry EUR_micro 0 0 False
dynamic_TF_carry AUDJPY 0 0 False
dynamic_TF_carry SUGAR_WHITE 0 0 False
dynamic_TF_carry SOFR 0 0 False
dynamic_TF_carry EU-CHEM 0 0 False
dynamic_TF_carry PALLAD 0 0 False
dynamic_TF_carry V2X 0 0 False
dynamic_TF_carry US10 0 0 False
dynamic_TF_carry CAD10 0 0 False
dynamic_TF_carry CAD2 0 0 False
dynamic_TF_carry YENEUR 0 0 False
dynamic_TF_carry SPI200 0 0 False
dynamic_TF_carry OMX 0 0 False
dynamic_TF_carry GAS-PEN 0 0 False
dynamic_TF_carry BUND 0 0 False
dynamic_TF_carry EUROSTX200-LARGE 0 0 False
dynamic_TF_carry EURIBOR 0 0 False
dynamic_TF_carry EUROSTX 0 0 False
dynamic_TF_carry NIKKEI 1 1 False
dynamic_TF_carry LIVECOW 0 0 False
dynamic_TF_carry KR10 0 0 False
dynamic_TF_carry US3 0 0 False
dynamic_TF_carry SGD 0 0 False
dynamic_TF_carry US-INDUSTRY 0 0 False
dynamic_TF_carry GICS 0 0 False
dynamic_TF_carry US-STAPLES 0 0 False
dynamic_TF_carry HANG_mini 0 0 False
dynamic_TF_carry JP-REALESTATE 0 0 False
dynamic_TF_carry BTP 0 0 False
dynamic_TF_carry DX 0 0 False
dynamic_TF_carry MILKWET 0 0 False
dynamic_TF_carry INR 0 0 False
dynamic_TF_carry EUROSTX-SMALL 0 0 False
dynamic_TF_carry TOPIX 1 1 False
dynamic_TF_carry ETHANOL 0 0 False
dynamic_TF_carry CAD -1 -1 False
dynamic_TF_carry ALUMINIUM -1 -1 False
dynamic_TF_carry NASDAQ_micro 0 0 False
dynamic_TF_carry NICKEL_LME 0 0 False
dynamic_TF_carry MSCITAIWAN 0 0 False
dynamic_TF_carry SWISSLEAD 0 0 False
dynamic_TF_carry SUGAR16 0 0 False
dynamic_TF_carry EU-REALESTATE 0 0 False
dynamic_TF_carry ETHEREUM 0 0 False
dynamic_TF_carry US-ENERGY 0 0 False
dynamic_TF_carry VNKI 0 0 False
dynamic_TF_carry HANGTECH 0 0 False
dynamic_TF_carry MIB 1 1 False
dynamic_TF_carry EU-BANKS 0 0 False
dynamic_TF_carry R1000 0 0 False
dynamic_TF_carry EUA 0 0 False
dynamic_TF_carry ZAR 0 0 False
dynamic_TF_carry COAL-GEORDIE 0 0 False
dynamic_TF_carry EU-DJ-TELECOM 0 0 False
dynamic_TF_carry GASOILINE 0 0 False
dynamic_TF_carry SGX 0 0 False
dynamic_TF_carry SOYOIL 0 0 False
dynamic_TF_carry CRUDE_W_mini 0 0 False
dynamic_TF_carry BUTTER 0 0 False
dynamic_TF_carry COCOA_LDN 0 0 False
dynamic_TF_carry EURO600 0 0 False
dynamic_TF_carry MSCIEMASIA 0 0 False
dynamic_TF_carry KOSPI_mini 0 0 False
dynamic_TF_carry EU-UTILS 0 0 False
dynamic_TF_carry GOLD_micro 0 0 False
dynamic_TF_carry BOVESPA 0 0 False
dynamic_TF_carry COAL 0 0 False
dynamic_TF_carry EU-AUTO 0 0 False
dynamic_TF_carry DAX 1 1 False
dynamic_TF_carry SHATZ 0 0 False
dynamic_TF_carry LEANHOG 0 0 False
dynamic_TF_carry EU-CONSTRUCTION 0 0 False
dynamic_TF_carry COPPER_LME 0 0 False
dynamic_TF_carry US20 0 0 False
dynamic_TF_carry IRS 0 0 False
dynamic_TF_carry CH10 0 0 False
dynamic_TF_carry CNH 0 0 False
dynamic_TF_carry EUROSTX-LARGE 0 0 False
dynamic_TF_carry EU-INSURE 0 0 False
dynamic_TF_carry EU-RETAIL 0 0 False
dynamic_TF_carry COTTON 0 0 False
dynamic_TF_carry WHEAT 0 0 False
dynamic_TF_carry DOW 0 0 False
dynamic_TF_carry CAC 0 0 False
dynamic_TF_carry JGB-SGX-mini 0 0 False
dynamic_TF_carry BUXL -1 -1 False
dynamic_TF_carry US-MATERIAL 0 0 False
dynamic_TF_carry BITCOIN 0 0 False
dynamic_TF_carry OAT 0 0 False
dynamic_TF_carry CHFJPY 0 0 False
********************************************************************************
END OF REPORT
********************************************************************************