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Reconcile report produced on 05/12/2025 22:57
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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
0 BRE 20251230 2025-12-30 1
6 CAD 20251216 2025-12-16 -1
7 CRUDE_W_micro 20260219 2026-02-19 -2
1 EU-BASIC 20251219 2025-12-19 1
4 EU-OIL 20251219 2025-12-19 1
5 EUROSTX 20251219 2025-12-19 1
3 GAS_US_mini 20260127 2026-01-27 1
9 IRON 20260227 2026-02-27 1
13 KOSDAQ 20251211 2025-12-11 1
15 KRWUSD_mini 20260119 2026-01-19 -1
16 MILLWHEAT 20260310 2026-03-10 -1
2 NIKKEI 20260312 2026-03-12 1
14 RUBBER 20260130 2026-01-30 -1
17 SILVER 20260327 2026-03-27 1
12 SOYBEAN_mini 20260313 2026-03-13 2
11 SUGAR11 20260430 2026-04-30 -1
18 US10 20260320 2026-03-20 1
8 VIX 20260218 2026-02-18 -1
10 YENEUR 20251215 2025-12-15 1
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Positions broker
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instrument_code contract_date expiry_date position
15 BRE 20251230 2025-12-30 1
14 CAD 20251216 2025-12-16 -1
17 CRUDE_W_micro 20260219 2026-02-19 -2
10 EU-BASIC 20251219 2025-12-19 1
3 EU-OIL 20251219 2025-12-19 1
2 EUROSTX 20251219 2025-12-19 1
1 GAS_US_mini 20260127 2026-01-27 1
7 IRON 20260227 2026-02-27 1
6 KOSDAQ 20251211 2025-12-11 1
4 KRWUSD_mini 20260119 2026-01-19 -1
5 MILLWHEAT 20260310 2026-03-10 -1
18 NIKKEI 20260312 2026-03-12 1
11 RUBBER 20260130 2026-01-30 -1
16 SILVER 20260327 2026-03-27 1
12 SOYBEAN_mini 20260313 2026-03-13 2
9 SUGAR11 20260430 2026-04-30 -1
13 US10 20260320 2026-03-20 1
0 VIX 20260218 2026-02-18 -1
8 YENEUR 20251215 2025-12-15 1
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Trades in DB
===================================================================================
strategy_name contract_date fill_datetime fill filled_price
FTSECHINAA fut_strategy_v1_8 [20251200] 2025-12-05 02:00:27 [-1] 15096.0000
EUROSTX fut_strategy_v1_8 [20251200] 2025-12-05 08:06:00 [1] 5735.0000
DOW fut_strategy_v1_8 [20251200] 2025-12-05 15:01:22 [-1] 48096.0000
US10 fut_strategy_v1_8 [20260300] 2025-12-05 15:01:31 [-1] 112.6875
==============================================================================
Trades from broker
==============================================================================
strategy_name contract_date fill_datetime fill filled_price
EUROSTX [20251219] 2025-12-05 08:06:00 [1] 5735.0000
FTSECHINAA [20251230] 2025-12-05 02:00:27 [-1] 15096.0000
US10 [20260320] 2025-12-05 15:01:31 [-1] 112.6875
DOW [20251219] 2025-12-05 15:01:22 [-1] 48096.0000
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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 -1 -1 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 0 0 False
fut_strategy_v1_8 CORN 0 0 False
fut_strategy_v1_8 COTTON2 0 0 False
fut_strategy_v1_8 CRUDE_W_micro -2 -2 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 1 1 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 1 1 False
fut_strategy_v1_8 EUROSTX-SMALL 0 0 False
fut_strategy_v1_8 EUR_micro 0 0 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 1 1 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 0 0 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 1 1 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 1 1 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 -1 -1 False
fut_strategy_v1_8 LEANHOG 0 0 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 0 0 False
fut_strategy_v1_8 MXP 0 0 False
fut_strategy_v1_8 NASDAQ_micro 0 0 False
fut_strategy_v1_8 NIKKEI 1 1 False
fut_strategy_v1_8 NIKKEI400 0 0 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 0 0 False
fut_strategy_v1_8 RICE 0 0 False
fut_strategy_v1_8 ROBUSTA 0 0 False
fut_strategy_v1_8 RUBBER -1 -1 False
fut_strategy_v1_8 RUSSELL 0 0 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 1 1 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 2 2 False
fut_strategy_v1_8 SOYMEAL 0 0 False
fut_strategy_v1_8 SOYOIL 0 0 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 -1 -1 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 1 1 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 -1 -1 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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