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Reconcile report produced on 16/03/2026 22:59
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Breaks Optimal vs actual []
Breaks Instrument vs Contract []
Breaks Broker vs Contract []
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Positions in DB
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instrument_code contract_date expiry_date position
18 BRE 20260331 2026-03-31 1
2 COPPER-micro 20260428 2026-04-28 1
12 COTTON2 20260709 2026-07-09 -1
9 CRUDE_W_micro 20260518 2026-05-18 7
14 EU-OIL 20260320 2026-03-20 1
7 EUR_micro 20260615 2026-06-15 -4
5 HANGTECH 20260330 2026-03-30 -1
15 LEANHOG 20260612 2026-06-12 1
8 MILLWHEAT 20260910 2026-09-10 -1
3 MUMMY 20260611 2026-06-11 3
10 NIKKEI400 20260611 2026-06-11 1
4 REDWHEAT 20260714 2026-07-14 1
11 RICE 20260514 2026-05-14 -1
6 RUBBER 20260430 2026-04-30 2
17 RUBBER 20260130 2026-01-30 -1
13 RUBBER 20260227 2026-02-27 1
1 RUSSELL 20260618 2026-06-18 -1
0 SOYOIL 20260714 2026-07-14 2
16 YENEUR 20260615 2026-06-15 1
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Positions broker
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instrument_code contract_date expiry_date position
5 BRE 20260331 2026-03-31 1
12 COPPER-micro 20260428 2026-04-28 1
16 COTTON2 20260709 2026-07-09 -1
8 CRUDE_W_micro 20260518 2026-05-18 7
0 EU-OIL 20260320 2026-03-20 1
6 EUR_micro 20260615 2026-06-15 -4
11 HANGTECH 20260330 2026-03-30 -1
10 LEANHOG 20260612 2026-06-12 1
2 MILLWHEAT 20260910 2026-09-10 -1
14 MUMMY 20260611 2026-06-11 3
15 NIKKEI400 20260611 2026-06-11 1
9 REDWHEAT 20260714 2026-07-14 1
13 RICE 20260514 2026-05-14 -1
4 RUBBER 20260430 2026-04-30 2
7 RUSSELL 20260618 2026-06-18 -1
1 SOYOIL 20260714 2026-07-14 2
3 YENEUR 20260615 2026-06-15 1
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Trades in DB
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strategy_name contract_date fill_datetime fill filled_price
KOSDAQ fut_strategy_v1_8 [20260600] 2026-03-16 01:10:24 [-1] 1996.60000
COPPER-micro fut_strategy_v1_8 [20260500] 2026-03-16 14:01:23 [1] 5.82550
CRUDE_W_micro fut_strategy_v1_8 [20260600] 2026-03-16 14:01:26 [1] 89.02000
EUR_micro fut_strategy_v1_8 [20260600] 2026-03-16 15:02:07 [-1] 1.15400
MXP fut_strategy_v1_8 [20260600] 2026-03-16 15:02:21 [-1] 0.05572
=================================================================================
Trades from broker
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strategy_name contract_date fill_datetime fill filled_price
CRUDE_W_micro [20260518] 2026-03-16 14:01:26 [1] 89.02000
COPPER-micro [20260428] 2026-03-16 14:01:23 [1] 5.82550
KOSDAQ [20260611] 2026-03-16 01:10:24 [-1] 1996.60000
MXP [20260615] 2026-03-16 15:02:21 [-1] 0.05572
EUR_micro [20260615] 2026-03-16 15:02:07 [-1] 1.15400
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Optimal versus actual positions
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current optimal breaks
index
fut_strategy_v1_8 AEX 0 0 False
fut_strategy_v1_8 ALUMINIUM_LME 0 0 False
fut_strategy_v1_8 AUDJPY 0 0 False
fut_strategy_v1_8 AUD_micro 0 0 False
fut_strategy_v1_8 BITCOIN 0 0 False
fut_strategy_v1_8 BOBL 0 0 False
fut_strategy_v1_8 BONO 0 0 False
fut_strategy_v1_8 BOVESPA 0 0 False
fut_strategy_v1_8 BRE 1 1 False
fut_strategy_v1_8 BRENT-LAST 0 0 False
fut_strategy_v1_8 BTP 0 0 False
fut_strategy_v1_8 BTP3 0 0 False
fut_strategy_v1_8 BUND 0 0 False
fut_strategy_v1_8 BUTTER 0 0 False
fut_strategy_v1_8 BUXL 0 0 False
fut_strategy_v1_8 CAC 0 0 False
fut_strategy_v1_8 CAD 0 0 False
fut_strategy_v1_8 CAD10 0 0 False
fut_strategy_v1_8 CADJPY 0 0 False
fut_strategy_v1_8 CANOLA 0 0 False
fut_strategy_v1_8 CH10 0 0 False
fut_strategy_v1_8 CHEESE 0 0 False
fut_strategy_v1_8 CHF 0 0 False
fut_strategy_v1_8 CHFJPY 0 0 False
fut_strategy_v1_8 CLP 0 0 False
fut_strategy_v1_8 CNH 0 0 False
fut_strategy_v1_8 COCOA 0 0 False
fut_strategy_v1_8 COCOA_LDN 0 0 False
fut_strategy_v1_8 COFFEE 0 0 False
fut_strategy_v1_8 COPPER-micro 1 1 False
fut_strategy_v1_8 CORN 0 0 False
fut_strategy_v1_8 COTTON2 -1 -1 False
fut_strategy_v1_8 CRUDE_W_micro 7 7 False
fut_strategy_v1_8 CZK 0 0 False
fut_strategy_v1_8 DAX 0 0 False
fut_strategy_v1_8 DJSTX-SMALL 0 0 False
fut_strategy_v1_8 DOW 0 0 False
fut_strategy_v1_8 DX 0 0 False
fut_strategy_v1_8 ETHER-micro 0 0 False
fut_strategy_v1_8 EU-AUTO 0 0 False
fut_strategy_v1_8 EU-BANKS 0 0 False
fut_strategy_v1_8 EU-BASIC 0 0 False
fut_strategy_v1_8 EU-CONSTRUCTION 0 0 False
fut_strategy_v1_8 EU-DIV30 0 0 False
fut_strategy_v1_8 EU-DJ-TELECOM 0 0 False
fut_strategy_v1_8 EU-FOOD 0 0 False
fut_strategy_v1_8 EU-HEALTH 0 0 False
fut_strategy_v1_8 EU-HOUSE 0 0 False
fut_strategy_v1_8 EU-INSURE 0 0 False
fut_strategy_v1_8 EU-MEDIA 0 0 False
fut_strategy_v1_8 EU-MID 0 0 False
fut_strategy_v1_8 EU-OIL 1 1 False
fut_strategy_v1_8 EU-REALESTATE 0 0 False
fut_strategy_v1_8 EU-RETAIL 0 0 False
fut_strategy_v1_8 EU-TECH 0 0 False
fut_strategy_v1_8 EU-UTILS 0 0 False
fut_strategy_v1_8 EUA 0 0 False
fut_strategy_v1_8 EURCAD 0 0 False
fut_strategy_v1_8 EURCHF 0 0 False
fut_strategy_v1_8 EURIBOR-ICE 0 0 False
fut_strategy_v1_8 EURO600 0 0 False
fut_strategy_v1_8 EUROSTX 0 0 False
fut_strategy_v1_8 EUROSTX-SMALL 0 0 False
fut_strategy_v1_8 EUR_micro -4 -4 False
fut_strategy_v1_8 FANG 0 0 False
fut_strategy_v1_8 FED 0 0 False
fut_strategy_v1_8 FEEDCOW 0 0 False
fut_strategy_v1_8 FTSE100 0 0 False
fut_strategy_v1_8 FTSE250 0 0 False
fut_strategy_v1_8 FTSECHINAA 0 0 False
fut_strategy_v1_8 FTSECHINAH 0 0 False
fut_strategy_v1_8 FTSETAIWAN 0 0 False
fut_strategy_v1_8 FTSEVIET 0 0 False
fut_strategy_v1_8 GASOIL 0 0 False
fut_strategy_v1_8 GASOLINE 0 0 False
fut_strategy_v1_8 GAS_US_mini 0 0 False
fut_strategy_v1_8 GBP 0 0 False
fut_strategy_v1_8 GBPCHF 0 0 False
fut_strategy_v1_8 GBPEUR 0 0 False
fut_strategy_v1_8 GBPJPY 0 0 False
fut_strategy_v1_8 GICS 0 0 False
fut_strategy_v1_8 GILT 0 0 False
fut_strategy_v1_8 GOLD_micro 0 0 False
fut_strategy_v1_8 HANGENT_mini 0 0 False
fut_strategy_v1_8 HANGTECH -1 -1 False
fut_strategy_v1_8 HANG_mini 0 0 False
fut_strategy_v1_8 HEATOIL 0 0 False
fut_strategy_v1_8 IBEX 0 0 False
fut_strategy_v1_8 IBEX_mini 0 0 False
fut_strategy_v1_8 IRON 0 0 False
fut_strategy_v1_8 IRS 0 0 False
fut_strategy_v1_8 JGB 0 0 False
fut_strategy_v1_8 JGB-SGX-mini 0 0 False
fut_strategy_v1_8 JP-REALESTATE 0 0 False
fut_strategy_v1_8 JPY 0 0 False
fut_strategy_v1_8 KOSDAQ 0 0 False
fut_strategy_v1_8 KOSPI_mini 0 0 False
fut_strategy_v1_8 KR10 0 0 False
fut_strategy_v1_8 KR3 0 0 False
fut_strategy_v1_8 KRWUSD_mini 0 0 False
fut_strategy_v1_8 LEANHOG 1 1 False
fut_strategy_v1_8 LIVECOW 0 0 False
fut_strategy_v1_8 LUMBER-new 0 0 False
fut_strategy_v1_8 MILK 0 0 False
fut_strategy_v1_8 MILKDRY 0 0 False
fut_strategy_v1_8 MILKWET 0 0 False
fut_strategy_v1_8 MILLWHEAT -1 -1 False
fut_strategy_v1_8 MSCISING 0 0 False
fut_strategy_v1_8 MUMMY 3 3 False
fut_strategy_v1_8 MXP 0 0 False
fut_strategy_v1_8 NASDAQ_micro 0 0 False
fut_strategy_v1_8 NIKKEI 0 0 False
fut_strategy_v1_8 NIKKEI400 1 1 False
fut_strategy_v1_8 NOK 0 0 False
fut_strategy_v1_8 NZD 0 0 False
fut_strategy_v1_8 OAT 0 0 False
fut_strategy_v1_8 OATIES 0 0 False
fut_strategy_v1_8 OJ 0 0 False
fut_strategy_v1_8 OMX 0 0 False
fut_strategy_v1_8 OMX-SWE 0 0 False
fut_strategy_v1_8 PALLAD 0 0 False
fut_strategy_v1_8 PLAT 0 0 False
fut_strategy_v1_8 PLN 0 0 False
fut_strategy_v1_8 R1000 0 0 False
fut_strategy_v1_8 RAPESEED 0 0 False
fut_strategy_v1_8 REDWHEAT 1 1 False
fut_strategy_v1_8 RICE -1 -1 False
fut_strategy_v1_8 ROBUSTA 0 0 False
fut_strategy_v1_8 RUBBER 2 2 False
fut_strategy_v1_8 RUSSELL -1 -1 False
fut_strategy_v1_8 SEK 0 0 False
fut_strategy_v1_8 SGD_mini 0 0 False
fut_strategy_v1_8 SHATZ 0 0 False
fut_strategy_v1_8 SILVER 0 0 False
fut_strategy_v1_8 SMI 0 0 False
fut_strategy_v1_8 SMI-MID 0 0 False
fut_strategy_v1_8 SOFR 0 0 False
fut_strategy_v1_8 SONIA3 0 0 False
fut_strategy_v1_8 SOYBEAN_mini 0 0 False
fut_strategy_v1_8 SOYMEAL 0 0 False
fut_strategy_v1_8 SOYOIL 2 2 False
fut_strategy_v1_8 SP400 0 0 False
fut_strategy_v1_8 SP500_micro 0 0 False
fut_strategy_v1_8 SPI200 0 0 False
fut_strategy_v1_8 STEEL 0 0 False
fut_strategy_v1_8 SUGAR11 0 0 False
fut_strategy_v1_8 SUGAR_WHITE 0 0 False
fut_strategy_v1_8 TWD 0 0 False
fut_strategy_v1_8 US-MATERIAL 0 0 False
fut_strategy_v1_8 US-PROPERTY 0 0 False
fut_strategy_v1_8 US10 0 0 False
fut_strategy_v1_8 US10U 0 0 False
fut_strategy_v1_8 US2 0 0 False
fut_strategy_v1_8 US20 0 0 False
fut_strategy_v1_8 US3 0 0 False
fut_strategy_v1_8 US30 0 0 False
fut_strategy_v1_8 US5 0 0 False
fut_strategy_v1_8 V2X 0 0 False
fut_strategy_v1_8 VIX 0 0 False
fut_strategy_v1_8 VIX_mini 0 0 False
fut_strategy_v1_8 WHEAT 0 0 False
fut_strategy_v1_8 WHEY 0 0 False
fut_strategy_v1_8 YENEUR 1 1 False
fut_strategy_v1_8 ZAR 0 0 False
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END OF REPORT
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