Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PAA | Plains All American Pipeline LP | Energy | Oil & Gas Midstream | 12549 | 0.071 | 18.05 | 3604933 |
PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4348 | 0.068 | 18.86 | 2326190 |
Entry Threshold: | 2.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 17814.53 |
Total net P/L: | 7814.53 | Total ROI: | 78.15 % |
CAGR: | 11.26 % | Max. DD: | 4.28 % |
System Score: | 10.090 | Sharpe Ratio: | 3.763 |
Start Date: | 2017-01-02 | End Date: | 2022-05-31 |
Total days: | 1975 | ||
Commissions: | 893.39 | Comm.% P/L | 10.26 % |
Total Transactions: | 156 | Log. Linearity: | 96.403 % |
Total | Long | Short | PAA | PAGP | |
---|---|---|---|---|---|
Total Profit/Loss | 8707.92 | 4930.69 | 3777.23 | 9699.42 | -991.50 |
Total Profit | 8934.96 | 5021.09 | 3913.87 | 18835.35 | 13387.33 |
Total Loss | 227.04 | 90.40 | 136.64 | 9135.93 | 14378.82 |
Profit Factor | 39.35 | 55.54 | 28.64 | 2.06 | 0.93 |
Trades | 39 | 21 | 18 | 39 | 39 |
Winning Trades | 34 | 19 | 15 | 25 | 20 |
Losing Trades | 5 | 2 | 3 | 14 | 19 |
% Profitable | 87.00 | 90.00 | 83.00 | 64.00 | 51.00 |
Profit/Loss Per Trade % | 1.65 | 1.73 | 1.56 | 1.47 | -0.43 |
Profit Per Trade % | 1.95 | 1.94 | 1.95 | 5.12 | 4.63 |
Loss Per Trade % | 0.36 | 0.33 | 0.37 | 4.37 | 5.12 |
Days In Trade | 438 | 219 | 219 | 438 | 438 |
Days In Trade (Avg. Per Trade) | 11.23 | 10.43 | 12.17 | 11.23 | 11.23 |
% Days In Trade | 22.18 | 11.09 | 11.09 | 22.18 | 22.18 |