| 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 | 15755 | 0.0693 | 21.79 | 3146825 |
| PAGP | Plains GP Holdings LP | Energy | Oil & Gas Midstream | 5658 | 0.0638 | 23.72 | 1589861 |
| 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: | 13770.97 |
| Total net P/L: | 3770.97 | Total ROI: | 37.71 % |
| CAGR: | 6.30 % | Max. DD: | 5.54 % |
| System Score: | 4.913 | Sharpe Ratio: | 2.958 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 1234.12 | Comm.% P/L | 24.66 % |
| Total Transactions: | 280 | Log. Linearity: | 92.050 % |
| Total | Long |
Short |
PAA | PAGP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5005.09 | 1850.26 | 3154.83 | 5526.36 | -521.27 |
| Total Profit | 6167.06 | 2409.95 | 3757.11 | 15503.69 | 12458.36 |
| Total Loss | 1161.97 | 559.69 | 602.28 | 9977.33 | 12979.63 |
| Profit Factor | 5.31 | 4.31 | 6.24 | 1.55 | 0.96 |
| Trades | 70 | 31 | 39 | 70 | 70 |
| Winning Trades | 62 | 26 | 36 | 33 | 39 |
| Losing Trades | 8 | 5 | 3 | 37 | 31 |
| % Profitable | 88.00 | 83.00 | 92.00 | 47.00 | 55.00 |
| Profit/Loss Per Trade % | 0.61 | 0.52 | 0.67 | 0.61 | -0.17 |
| Profit Per Trade % | 0.84 | 0.78 | 0.87 | 3.92 | 2.62 |
| Loss Per Trade % | 1.16 | 0.85 | 1.68 | 2.20 | 3.47 |
| Days In Trade | 669 | 339 | 330 | 669 | 669 |
| Days In Trade (Avg. Per Trade) | 9.56 | 10.94 | 8.46 | 9.56 | 9.56 |
| % Days In Trade | 34.99 | 17.73 | 17.26 | 34.99 | 34.99 |