| 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 | 11787 | 0.0867 | 16.76 | 3404684 |
| PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 4105 | 0.0819 | 17.63 | 1597735 |
| Entry Threshold: | 3.30 | 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: | 12550.30 |
| Total net P/L: | 2550.30 | Total ROI: | 25.50 % |
| CAGR: | 4.29 % | Max. DD: | 4.28 % |
| System Score: | 2.466 | Sharpe Ratio: | 2.030 |
| Start Date: | 2017-01-02 | End Date: | 2022-05-31 |
| Total days: | 1975 | ||
| Commissions: | 284.38 | Comm.% P/L | 10.03 % |
| Total Transactions: | 52 | Log. Linearity: | 83.165 % |
| Total | Long |
Short |
PAA | PAGP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2834.68 | 2116.27 | 718.41 | -418.78 | 3253.46 |
| Total Profit | 2834.68 | 2116.27 | 718.41 | 4638.49 | 6495.44 |
| Total Loss | 0.00 | 0.00 | 0.00 | 5057.27 | 3241.98 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 0.92 | 2.00 |
| Trades | 13 | 8 | 5 | 13 | 13 |
| Winning Trades | 13 | 8 | 5 | 7 | 8 |
| Losing Trades | 0 | 0 | 0 | 6 | 5 |
| % Profitable | 100.00 | 100.00 | 100.00 | 53.00 | 61.00 |
| Profit/Loss Per Trade % | 1.95 | 2.38 | 1.29 | -0.79 | 1.75 |
| Profit Per Trade % | 1.95 | 2.38 | 1.29 | 5.74 | 6.88 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 7.22 | 5.55 |
| Days In Trade | 174 | 81 | 93 | 174 | 174 |
| Days In Trade (Avg. Per Trade) | 13.38 | 10.12 | 18.60 | 13.38 | 13.38 |
| % Days In Trade | 8.81 | 4.10 | 4.71 | 8.81 | 8.81 |