| 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 | |
| ODFL | Old Dominion Freight Line Inc | Industrials | Trucking | 33520 | 0.0069 | 159.49 | 2014264 |
| 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: | 17967.34 |
| Total net P/L: | 7967.34 | Total ROI: | 79.67 % |
| CAGR: | 10.42 % | Max. DD: | 45.72 % |
| System Score: | 0.003 | Sharpe Ratio: | 1.221 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 384.03 | Comm.% P/L | 4.60 % |
| Total Transactions: | 384 | Log. Linearity: | 6.617 % |
| Total | Long |
Short |
AMZN | ODFL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8351.37 | 1674.21 | 6677.17 | 1911.86 | 6439.51 |
| Total Profit | 30530.44 | 11441.06 | 19089.38 | 21962.52 | 29373.69 |
| Total Loss | 22179.06 | 9766.86 | 12412.21 | 20050.66 | 22934.18 |
| Profit Factor | 1.38 | 1.17 | 1.54 | 1.10 | 1.28 |
| Trades | 96 | 40 | 56 | 96 | 96 |
| Winning Trades | 60 | 20 | 40 | 54 | 54 |
| Losing Trades | 36 | 20 | 16 | 42 | 42 |
| % Profitable | 62.00 | 50.00 | 71.00 | 56.00 | 56.00 |
| Profit/Loss Per Trade % | 0.65 | 0.05 | 1.08 | -0.06 | 0.60 |
| Profit Per Trade % | 4.22 | 4.62 | 4.02 | 3.21 | 4.53 |
| Loss Per Trade % | 4.83 | 4.14 | 5.68 | 3.98 | 4.10 |
| Days In Trade | 926 | 347 | 579 | 926 | 926 |
| Days In Trade (Avg. Per Trade) | 9.65 | 8.68 | 10.34 | 9.65 | 9.65 |
| % Days In Trade | 42.93 | 16.09 | 26.84 | 42.93 | 42.93 |