| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 2418020 | 226.19 | 46517411 | |
| REGN | Regeneron Pharmaceuticals Inc | Healthcare | Biotechnology | 78567 | 0.0035 | 741.29 | 1134748 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 6819.04 |
| Total net P/L: | -3180.96 | Total ROI: | -31.81 % |
| CAGR: | -6.27 % | Max. DD: | 64.97 % |
| System Score: | -0.072 | Sharpe Ratio: | -0.256 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 344.00 | Comm.% P/L | 12.13 % |
| Total Transactions: | 344 | Log. Linearity: | 22.518 % |
| Total | Long |
Short |
AMZN | REGN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2836.96 | -3110.92 | 273.96 | -2113.44 | -723.52 |
| Total Profit | 14350.12 | 5241.11 | 9109.02 | 11162.57 | 12161.50 |
| Total Loss | 17187.08 | 8352.03 | 8835.05 | 13276.01 | 12885.02 |
| Profit Factor | 0.83 | 0.63 | 1.03 | 0.84 | 0.94 |
| Trades | 86 | 36 | 50 | 86 | 86 |
| Winning Trades | 48 | 19 | 29 | 52 | 49 |
| Losing Trades | 38 | 17 | 21 | 34 | 37 |
| % Profitable | 55.00 | 52.00 | 58.00 | 60.00 | 56.00 |
| Profit/Loss Per Trade % | -0.38 | -1.09 | 0.13 | -0.37 | -0.09 |
| Profit Per Trade % | 4.56 | 4.26 | 4.77 | 3.15 | 3.54 |
| Loss Per Trade % | 6.12 | 6.54 | 5.78 | 5.32 | 4.60 |
| Days In Trade | 906 | 347 | 559 | 906 | 906 |
| Days In Trade (Avg. Per Trade) | 10.53 | 9.64 | 11.18 | 10.53 | 10.53 |
| % Days In Trade | 42.00 | 16.09 | 25.92 | 42.00 | 42.00 |