| 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: | 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 | Long |
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 |