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 | 12577 | 0.0708 | 17.9 | 3591047 |
PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4365 | 0.0677 | 18.69 | 2329088 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
Inverted: | PAA | Transformed: | n/a | A=1000.0 B=0.1 | |
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: | 2018.26 |
Total net P/L: | -7981.74 | Total ROI: | -79.82 % |
CAGR: | -25.60 % | Max. DD: | 88.10 % |
System Score: | -16.814 | Sharpe Ratio: | -0.272 |
Start Date: | 2017-01-02 | End Date: | 2022-05-31 |
Total days: | 1975 | ||
Commissions: | 646.82 | Comm.% P/L | 8.82 % |
Total Transactions: | 344 | Log. Linearity: | 86.921 % |
Total | Long | Short | PAA | PAGP | |
---|---|---|---|---|---|
Total Profit/Loss | -7334.92 | 399.81 | -7734.73 | -7207.55 | -127.37 |
Total Profit | 20281.15 | 9198.83 | 11082.32 | 8375.67 | 12247.48 |
Total Loss | 27616.07 | 8799.02 | 18817.05 | 15583.22 | 12374.85 |
Profit Factor | 0.73 | 1.05 | 0.59 | 0.54 | 0.99 |
Trades | 86 | 40 | 46 | 86 | 86 |
Winning Trades | 45 | 20 | 25 | 41 | 49 |
Losing Trades | 41 | 20 | 21 | 44 | 37 |
% Profitable | 52.00 | 50.00 | 54.00 | 47.00 | 56.00 |
Profit/Loss Per Trade % | -1.70 | -0.77 | -2.49 | -1.10 | 0.08 |
Profit Per Trade % | 7.95 | 7.87 | 8.02 | 3.83 | 4.37 |
Loss Per Trade % | 9.63 | 7.98 | 11.22 | 5.13 | 4.96 |
Days In Trade | 832 | 385 | 447 | 832 | 832 |
Days In Trade (Avg. Per Trade) | 9.67 | 9.62 | 9.72 | 9.67 | 9.67 |
% Days In Trade | 42.13 | 19.49 | 22.63 | 42.13 | 42.13 |