{{ report_header }} {{ as_of_date }} {% if env != 'PROD' and env != 'RESEARCH_DEFAULT' %}{{ env }}{% endif %}

For S100/S101, Max Loss Diff Threshold {{ max_diff_threshold_pct }}

Breaks: Calculated vs ACS :{{ calcvsacs|length }} {% if calcvsacs|length > max_breaks %}(showing only first {{ max_breaks }}) {% endif %}

{% if calcvsacs|length == 0 %}

No breaks

{% else %} {% for row in calcvsacs %} {% if loop.index <= max_breaks %} {% endif %} {% endfor %}
Strategy Teza Alias Teza Key Calc Value ACS Value Reason
{{ row['StrategyName']}} {{ row['TezaAlias'] }} {{ row['Teza Key']}} {{ row['Calc Value'] }} {{ row['ACS Value'] }} {{ row['Reason'] }}
{% endif %}

Breaks: Calculated vs GEM :{{ calcvsgem|length }} {% if calcvsgem|length > max_breaks %}(showing only first {{ max_breaks }}) {% endif %}

{% if calcvsgem|length == 0 %}

No breaks

{% else %} {% for row in calcvsgem %} {% if loop.index <= max_breaks %} {% endif %} {% endfor %}
Strategy Teza Alias Teza Key Calc Value GEM Value Reason
{{ row['StrategyName']}} {{ row['TezaAlias'] }} {{ row['Teza Key']}} {{ row['Calc Value'] }} {{ row['GEM Value'] }} {{ row['Reason'] }}
{% endif %}

Breaks: ACS vs GEM :{{ acsvsgem|length }} {% if acsvsgem|length > max_breaks %}(showing only first {{ max_breaks }}) {% endif %}

{% if calcvsgem|length == 0 %}

No breaks

{% else %} {% for row in acsvsgem %} {% if loop.index <= max_breaks %} {% endif %} {% endfor %}
Strategy Teza Alias Teza Key ACS Value GEM Value Reason
{{ row['StrategyName']}} {{ row['TezaAlias'] }} {{ row['Teza Key']}} {{ row['ACS Value'] }} {{ row['GEM Value'] }} {{ row['Reason'] }}
{% endif %}