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 | 12654 | 0.0703 | 18.25 | 3608965 |
PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4388 | 0.0673 | 19.01 | 2303467 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
Inverted: | PAGP | 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: | 4076.86 |
Total net P/L: | -5923.14 | Total ROI: | -59.23 % |
CAGR: | -15.28 % | Max. DD: | 79.25 % |
System Score: | -2.491 | Sharpe Ratio: | 0.064 |
Start Date: | 2017-01-02 | End Date: | 2022-05-31 |
Total days: | 1975 | ||
Commissions: | 818.45 | Comm.% P/L | 16.03 % |
Total Transactions: | 344 | Log. Linearity: | 54.629 % |
Total | Long | Short | PAA | PAGP | |
---|---|---|---|---|---|
Total Profit/Loss | -5104.69 | -4569.25 | -535.43 | 1605.93 | -6710.61 |
Total Profit | 26448.83 | 10206.03 | 16242.80 | 15019.29 | 11837.95 |
Total Loss | 31553.52 | 14775.29 | 16778.23 | 13413.36 | 18548.56 |
Profit Factor | 0.84 | 0.69 | 0.97 | 1.12 | 0.64 |
Trades | 86 | 40 | 46 | 86 | 86 |
Winning Trades | 41 | 20 | 21 | 43 | 37 |
Losing Trades | 45 | 20 | 25 | 43 | 49 |
% Profitable | 47.00 | 50.00 | 45.00 | 50.00 | 43.00 |
Profit/Loss Per Trade % | -0.90 | -1.23 | -0.61 | 0.48 | -0.73 |
Profit Per Trade % | 9.50 | 7.84 | 11.09 | 5.18 | 4.89 |
Loss Per Trade % | 8.09 | 8.01 | 8.16 | 3.72 | 4.44 |
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 |