| Model: | Ratio |
| 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: | |
| MA Period: | 45 | MA Type: | EMA | StdDev Period: | 45 |
| RSI Period: | 15 | 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: | 100000.00 | Final Equity: | 118512.63 |
| Total net P/L: | 18512.63 | Total ROI: | 18.51 % |
| CAGR: | 8.88 % | Max. DD: | 9.73 % |
| System Score: | 1.405 | Sharpe Ratio: | 1.376 |
| Start Date: | 2024-08-01 | End Date: | 2026-07-31 |
| Total days: | 729 | ||
| Commissions: | 649.46 | Comm.% P/L | 3.39 % |
| Total Transactions: | 68 | Log. Linearity: | 54.097 % |
| Total | Long |
Short |
ADM | CORN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 19162.09 | 18284.53 | 877.56 | 23579.16 | -4417.07 |
| Total Profit | 35730.47 | 20671.81 | 15058.66 | 36952.29 | 8429.05 |
| Total Loss | 16568.38 | 2387.28 | 14181.10 | 13373.13 | 12846.12 |
| Profit Factor | 2.16 | 8.66 | 1.06 | 2.76 | 0.66 |
| Trades | 17 | 7 | 10 | 17 | 17 |
| Winning Trades | 12 | 6 | 6 | 14 | 10 |
| Losing Trades | 5 | 1 | 4 | 3 | 7 |
| % Profitable | 70.00 | 85.00 | 60.00 | 82.00 | 58.00 |
| Profit/Loss Per Trade % | 1.04 | 2.50 | 0.03 | 1.25 | -0.22 |
| Profit Per Trade % | 2.81 | 3.32 | 2.30 | 2.45 | 0.82 |
| Loss Per Trade % | 3.07 | 2.30 | 3.26 | 4.15 | 1.67 |
| Days In Trade | 295 | 121 | 174 | 295 | 295 |
| Days In Trade (Avg. Per Trade) | 17.35 | 17.29 | 17.40 | 17.35 | 17.35 |
| % Days In Trade | 40.47 | 16.60 | 23.87 | 40.47 | 40.47 |