Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WEAT | Teucrium Wheat | 5.53 | 875101 | ||||
CORN | Teucrium Corn Fund | 20.06 | 68720 |
Entry Threshold: | 5.00 | Exit Threshold: | -1.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9318.25 |
Total net P/L: | -681.75 | Total ROI: | -6.82 % |
CAGR: | -1.19 % | Max. DD: | 36.87 % |
System Score: | -0.000 | Sharpe Ratio: | 0.018 |
Start Date: | 2017-01-02 | End Date: | 2022-11-30 |
Total days: | 2158 | ||
Commissions: | 37.07 | Comm.% P/L | 5.75 % |
Total Transactions: | 8 | Log. Linearity: | 2.749 % |
Total | Long | Short | WEAT | CORN | |
---|---|---|---|---|---|
Total Profit/Loss | -644.68 | 0.00 | -644.68 | -990.68 | 346.00 |
Total Profit | 741.54 | 0.00 | 741.54 | 831.14 | 435.60 |
Total Loss | 1386.22 | 0.00 | 1386.22 | 1821.82 | 89.60 |
Profit Factor | 0.53 | 0.00 | 0.53 | 0.46 | 4.86 |
Trades | 2 | 0 | 2 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 1 | 1 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 50.00 | 0.00 | 50.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -3.29 | 0.00 | -3.29 | -5.18 | 1.55 |
Profit Per Trade % | 7.42 | 0.00 | 7.42 | 8.32 | 4.07 |
Loss Per Trade % | 12.94 | 0.00 | 12.94 | 17.01 | 0.90 |
Days In Trade | 36 | 0 | 36 | 36 | 36 |
Days In Trade (Avg. Per Trade) | 18.00 | 0.00 | 18.00 | 18.00 | 18.00 |
% Days In Trade | 1.67 | 0.00 | 1.67 | 1.67 | 1.67 |