| 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 | 11569 | 0.0877 | 16.45 | 3361980 |
| PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4021 | 0.084 | 17.27 | 1578000 |
| 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 |