| 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: | Simple | 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: | 95720.30 |
| Total net P/L: | -4279.70 | Total ROI: | -4.28 % |
| CAGR: | -2.17 % | Max. DD: | 15.37 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.166 |
| Start Date: | 2024-08-01 | End Date: | 2026-07-31 |
| Total days: | 729 | ||
| Commissions: | 1815.05 | Comm.% P/L | 73.64 % |
| Total Transactions: | 204 | Log. Linearity: | 0.127 % |
| Total | Long |
Short |
ADM | CORN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2464.65 | 1761.14 | -4225.80 | -3355.58 | 890.93 |
| Total Profit | 42983.95 | 19835.66 | 23148.29 | 37192.54 | 23161.81 |
| Total Loss | 45448.60 | 18074.52 | 27374.08 | 40548.12 | 22270.88 |
| Profit Factor | 0.95 | 1.10 | 0.85 | 0.92 | 1.04 |
| Trades | 51 | 23 | 28 | 51 | 51 |
| Winning Trades | 37 | 18 | 19 | 30 | 29 |
| Losing Trades | 14 | 5 | 9 | 21 | 22 |
| % Profitable | 72.00 | 78.00 | 67.00 | 58.00 | 56.00 |
| Profit/Loss Per Trade % | -0.05 | 0.06 | -0.14 | -0.06 | 0.01 |
| Profit Per Trade % | 1.18 | 1.11 | 1.25 | 1.27 | 0.81 |
| Loss Per Trade % | 3.19 | 3.61 | 2.96 | 1.89 | 1.03 |
| Days In Trade | 508 | 230 | 278 | 508 | 508 |
| Days In Trade (Avg. Per Trade) | 9.96 | 10.00 | 9.93 | 9.96 | 9.96 |
| % Days In Trade | 69.68 | 31.55 | 38.13 | 69.68 | 69.68 |