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 | 12842 | 0.0833 | 18.26 | 3488483 |
PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4510 | 0.0785 | 19.37 | 1651764 |
Entry Threshold: | 1.70 | 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: | 23156.06 |
Total net P/L: | 13156.06 | Total ROI: | 131.56 % |
CAGR: | 16.79 % | Max. DD: | 4.51 % |
System Score: | 15.538 | Sharpe Ratio: | 4.252 |
Start Date: | 2017-01-02 | End Date: | 2022-05-31 |
Total days: | 1975 | ||
Commissions: | 2106.82 | Comm.% P/L | 13.80 % |
Total Transactions: | 340 | Log. Linearity: | 97.455 % |
Total | ![]() |
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PAA | PAGP | |
---|---|---|---|---|---|
Total Profit/Loss | 15262.88 | 7837.16 | 7425.72 | 8581.67 | 6681.21 |
Total Profit | 17394.07 | 8435.17 | 8958.90 | 42191.00 | 42265.72 |
Total Loss | 2131.19 | 598.01 | 1533.18 | 33609.33 | 35584.52 |
Profit Factor | 8.16 | 14.11 | 5.84 | 1.26 | 1.19 |
Trades | 85 | 40 | 45 | 85 | 85 |
Winning Trades | 74 | 36 | 38 | 44 | 47 |
Losing Trades | 11 | 4 | 7 | 41 | 38 |
% Profitable | 87.00 | 90.00 | 84.00 | 51.00 | 55.00 |
Profit/Loss Per Trade % | 1.13 | 1.24 | 1.03 | 0.29 | 0.15 |
Profit Per Trade % | 1.47 | 1.47 | 1.46 | 5.30 | 4.92 |
Loss Per Trade % | 1.10 | 0.79 | 1.27 | 4.31 | 5.06 |
Days In Trade | 865 | 410 | 455 | 865 | 865 |
Days In Trade (Avg. Per Trade) | 10.18 | 10.25 | 10.11 | 10.18 | 10.18 |
% Days In Trade | 43.80 | 20.76 | 23.04 | 43.80 | 43.80 |