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Model: Kalman-grid-v2
HQ Backtest ADM vs CORN
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: 3.00 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: 93030.74
Total net P/L: -6969.26 Total ROI: -6.97 %
CAGR: -3.55 % Max. DD: 15.72 %
System Score: -0.115 Sharpe Ratio: -0.355
Start Date: 2024-08-01 End Date: 2026-07-31
Total days: 729
Commissions: 1338.18 Comm.% P/L 23.76 %
Total Transactions: 152 Log. Linearity: 31.851 %
Total enabled Long enabled Short ADM CORN
Total Profit/Loss -5631.08 2640.87 -8271.95 -1325.59 -4305.49
Total Profit 35599.46 17543.37 18056.10 29909.10 16260.39
Total Loss 41230.54 14902.50 26328.04 31234.69 20565.88
Profit Factor 0.86 1.18 0.69 0.96 0.79
Trades 38 19 19 38 38
Winning Trades 26 15 11 24 20
Losing Trades 12 4 8 14 18
% Profitable 68.00 78.00 57.00 63.00 52.00
Profit/Loss Per Trade % -0.15 0.14 -0.45 -0.04 -0.12
Profit Per Trade % 1.42 1.20 1.72 1.29 0.84
Loss Per Trade % 3.44 3.68 3.33 2.23 1.16
Days In Trade 455 208 247 455 455
Days In Trade (Avg. Per Trade) 11.97 10.95 13.00 11.97 11.97
% Days In Trade 62.41 28.53 33.88 62.41 62.41
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.