Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4244 | 0.0696 | 18.27 | 2310021 |
PAA | Plains All American Pipeline LP | Energy | Oil & Gas Midstream | 12100 | 0.0736 | 17.36 | 3561900 |
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 |