| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DBA | Invesco DB Agriculture Fund | 0.0411 | 25.78 | 250945 | |||
| TILL | Listed Funds Trust - Teucrium Agricultural No K-1 Strategy ETF | 0 | 16.78 | 3796 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Inverted: | TILL | Transformed: | n/a | A=1000.0 B=0.1 | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 1000.00 | Final Equity: | 684.86 |
| Total net P/L: | -315.14 | Total ROI: | -31.51 % |
| CAGR: | -10.43 % | Max. DD: | 33.80 % |
| System Score: | -9.261 | Sharpe Ratio: | -2.245 |
| Start Date: | 2022-07-25 | End Date: | 2025-12-31 |
| Total days: | 1255 | ||
| Commissions: | 212.00 | Comm.% P/L | 205.54 % |
| Total Transactions: | 212 | Log. Linearity: | 96.129 % |
| Total | Long |
Short |
DBA | TILL | |
|---|---|---|---|---|---|
| Total Profit/Loss | -103.14 | -85.15 | -17.99 | -52.81 | -50.33 |
| Total Profit | 312.51 | 87.06 | 225.45 | 183.91 | 168.91 |
| Total Loss | 415.65 | 172.21 | 243.44 | 236.72 | 219.25 |
| Profit Factor | 0.75 | 0.51 | 0.93 | 0.78 | 0.77 |
| Trades | 53 | 21 | 32 | 53 | 53 |
| Winning Trades | 25 | 10 | 15 | 28 | 24 |
| Losing Trades | 28 | 11 | 17 | 25 | 29 |
| % Profitable | 47.00 | 47.00 | 46.00 | 52.00 | 45.00 |
| Profit/Loss Per Trade % | -0.22 | -0.49 | -0.05 | -0.11 | -0.10 |
| Profit Per Trade % | 1.54 | 1.12 | 1.82 | 0.81 | 0.87 |
| Loss Per Trade % | 1.75 | 1.89 | 1.66 | 1.13 | 0.89 |
| Days In Trade | 658 | 207 | 451 | 658 | 658 |
| Days In Trade (Avg. Per Trade) | 12.42 | 9.86 | 14.09 | 12.42 | 12.42 |
| % Days In Trade | 52.43 | 16.49 | 35.94 | 52.43 | 52.43 |