| 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 | 13122 | 0.0826 | 18.6 | 3056734 |
| PBR | Petroleo Brasileiro Petrobras SA ADR | Energy | Oil & Gas Integrated | 84279 | 0.2592 | 11.88 | 22346339 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 23690.11 |
| Total net P/L: | 13690.11 | Total ROI: | 136.90 % |
| CAGR: | 18.86 % | Max. DD: | 27.86 % |
| System Score: | 15.010 | Sharpe Ratio: | 1.667 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 1901.51 | Comm.% P/L | 12.20 % |
| Total Transactions: | 280 | Log. Linearity: | 92.672 % |
| Total | Long |
Short |
PAA | PBR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 15591.62 | 7378.76 | 8212.86 | 6759.33 | 8832.29 |
| Total Profit | 33331.89 | 14129.72 | 19202.17 | 23125.16 | 29641.77 |
| Total Loss | 17740.27 | 6750.96 | 10989.31 | 16365.83 | 20809.48 |
| Profit Factor | 1.88 | 2.09 | 1.75 | 1.41 | 1.42 |
| Trades | 70 | 31 | 39 | 70 | 70 |
| Winning Trades | 55 | 24 | 31 | 42 | 42 |
| Losing Trades | 15 | 7 | 8 | 28 | 28 |
| % Profitable | 78.00 | 77.00 | 79.00 | 60.00 | 60.00 |
| Profit/Loss Per Trade % | 1.41 | 1.38 | 1.44 | 0.70 | 0.60 |
| Profit Per Trade % | 3.91 | 3.74 | 4.04 | 3.82 | 4.42 |
| Loss Per Trade % | 6.70 | 5.70 | 7.58 | 3.64 | 4.68 |
| Days In Trade | 797 | 360 | 437 | 797 | 797 |
| Days In Trade (Avg. Per Trade) | 11.39 | 11.61 | 11.21 | 11.39 | 11.39 |
| % Days In Trade | 43.74 | 19.76 | 23.98 | 43.74 | 43.74 |