| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4390 | 0.0811 | 18.84 | 1490642 |
| PAA | Plains All American Pipeline LP | Energy | Oil & Gas Midstream | 12530 | 0.0864 | 17.76 | 3134245 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 1000.00 | Final Equity: | 1755.62 |
| Total net P/L: | 755.62 | Total ROI: | 75.56 % |
| CAGR: | 461.98 % | Max. DD: | 17.08 % |
| System Score: | 232.126 | Sharpe Ratio: | 1.440 |
| Start Date: | 2020-01-02 | End Date: | 2020-04-30 |
| Total days: | 119 | ||
| Commissions: | 70.61 | Comm.% P/L | 8.55 % |
| Total Transactions: | 24 | Log. Linearity: | 79.500 % |
| Total | Long |
Short |
PAGP | PAA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 826.23 | 75.73 | 750.50 | 943.97 | -117.74 |
| Total Profit | 839.43 | 75.73 | 763.70 | 2400.70 | 1958.89 |
| Total Loss | 13.20 | 0.00 | 13.20 | 1456.73 | 2076.63 |
| Profit Factor | 63.59 | 0.00 | 57.86 | 1.65 | 0.94 |
| Trades | 6 | 2 | 4 | 6 | 6 |
| Winning Trades | 5 | 2 | 3 | 3 | 4 |
| Losing Trades | 1 | 0 | 1 | 3 | 2 |
| % Profitable | 83.00 | 100.00 | 75.00 | 50.00 | 66.00 |
| Profit/Loss Per Trade % | 10.85 | 3.56 | 14.68 | -2.78 | 0.00 |
| Profit Per Trade % | 13.44 | 3.56 | 20.54 | 61.92 | 38.50 |
| Loss Per Trade % | 1.23 | 0.00 | 1.23 | 40.62 | 93.20 |
| Days In Trade | 68 | 28 | 40 | 68 | 68 |
| Days In Trade (Avg. Per Trade) | 11.33 | 14.00 | 10.00 | 11.33 | 11.33 |
| % Days In Trade | 57.14 | 23.53 | 33.61 | 57.14 | 57.14 |