| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ADM | Archer-Daniels-Midland Company | Consumer Defensive | Farm Products | 38205 | 0.0254 | 79.27 | 3639406 |
| CORN | Teucrium Corn Fund | 17.65 | 423908 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 90162.93 |
| Total net P/L: | -9837.07 | Total ROI: | -9.84 % |
| CAGR: | -5.05 % | Max. DD: | 16.25 % |
| System Score: | -0.110 | Sharpe Ratio: | -0.633 |
| Start Date: | 2024-08-01 | End Date: | 2026-07-31 |
| Total days: | 729 | ||
| Commissions: | 1351.21 | Comm.% P/L | 15.92 % |
| Total Transactions: | 156 | Log. Linearity: | 27.956 % |
| Total | Long |
Short |
ADM | CORN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8485.86 | -1874.99 | -6610.87 | -9249.64 | 763.78 |
| Total Profit | 26330.49 | 13770.46 | 12560.04 | 22782.43 | 14175.08 |
| Total Loss | 34816.36 | 15645.45 | 19170.90 | 32032.07 | 13411.30 |
| Profit Factor | 0.76 | 0.88 | 0.66 | 0.71 | 1.06 |
| Trades | 39 | 18 | 21 | 39 | 39 |
| Winning Trades | 29 | 14 | 15 | 22 | 21 |
| Losing Trades | 10 | 4 | 6 | 17 | 18 |
| % Profitable | 74.00 | 77.00 | 71.00 | 56.00 | 53.00 |
| Profit/Loss Per Trade % | -0.23 | -0.11 | -0.33 | -0.25 | 0.02 |
| Profit Per Trade % | 0.95 | 1.02 | 0.89 | 1.09 | 0.71 |
| Loss Per Trade % | 3.53 | 3.92 | 3.27 | 1.90 | 0.78 |
| Days In Trade | 338 | 180 | 158 | 338 | 338 |
| Days In Trade (Avg. Per Trade) | 8.67 | 10.00 | 7.52 | 8.67 | 8.67 |
| % Days In Trade | 46.36 | 24.69 | 21.67 | 46.36 | 46.36 |