Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WEAT | Teucrium Wheat | 5.82 | 872690 | ||||
CORN | Teucrium Corn Fund | 20.16 | 68120 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
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: | 9747.75 |
Total net P/L: | -252.25 | Total ROI: | -2.52 % |
CAGR: | -0.43 % | Max. DD: | 41.46 % |
System Score: | -0.000 | Sharpe Ratio: | 0.225 |
Start Date: | 2017-01-02 | End Date: | 2022-11-30 |
Total days: | 2158 | ||
Commissions: | 1704.55 | Comm.% P/L | 117.37 % |
Total Transactions: | 336 | Log. Linearity: | 1.268 % |
Total | Long | Short | WEAT | CORN | |
---|---|---|---|---|---|
Total Profit/Loss | 1452.30 | 2004.72 | -552.41 | -145.32 | 1597.62 |
Total Profit | 10922.22 | 4980.92 | 5941.30 | 14484.66 | 10114.06 |
Total Loss | 9469.92 | 2976.20 | 6493.72 | 14629.98 | 8516.44 |
Profit Factor | 1.15 | 1.67 | 0.91 | 0.99 | 1.19 |
Trades | 84 | 37 | 47 | 84 | 84 |
Winning Trades | 57 | 24 | 33 | 49 | 44 |
Losing Trades | 27 | 13 | 14 | 35 | 40 |
% Profitable | 67.00 | 64.00 | 70.00 | 58.00 | 52.00 |
Profit/Loss Per Trade % | 0.18 | 0.58 | -0.12 | -0.09 | 0.14 |
Profit Per Trade % | 2.05 | 2.23 | 1.92 | 3.13 | 2.38 |
Loss Per Trade % | 3.51 | 2.34 | 4.60 | 4.19 | 2.22 |
Days In Trade | 966 | 456 | 510 | 966 | 966 |
Days In Trade (Avg. Per Trade) | 11.50 | 12.32 | 10.85 | 11.50 | 11.50 |
% Days In Trade | 44.76 | 21.13 | 23.63 | 44.76 | 44.76 |