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Model: Ratio
HQ Backtest PAA vs PAGP
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 enabled Long enabled Short 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
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Trade Log
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.