| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CHKP | Check Point Software Technologies Ltd | Technology | Software - Infrastructure | 14049 | 135.05 | 1146455 | |
| SAP | SAP SE ADR | Technology | Software - Application | 205299 | 0.0168 | 181.79 | 2431039 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 30 | ||||
| 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: | 14320.01 |
| Total net P/L: | 4320.01 | Total ROI: | 43.20 % |
| CAGR: | 6.98 % | Max. DD: | 22.18 % |
| System Score: | 3.995 | Sharpe Ratio: | 0.973 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 244.00 | Comm.% P/L | 5.35 % |
| Total Transactions: | 244 | Log. Linearity: | 83.020 % |
| Total | Long |
Short |
CHKP | SAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4564.01 | -2105.18 | 6669.19 | 4661.56 | -97.55 |
| Total Profit | 18575.68 | 7411.53 | 11164.15 | 15129.23 | 16698.58 |
| Total Loss | 14011.67 | 9516.71 | 4494.96 | 10467.67 | 16796.13 |
| Profit Factor | 1.33 | 0.78 | 2.48 | 1.45 | 0.99 |
| Trades | 61 | 31 | 30 | 61 | 61 |
| Winning Trades | 38 | 18 | 20 | 41 | 31 |
| Losing Trades | 23 | 13 | 10 | 20 | 30 |
| % Profitable | 62.00 | 58.00 | 66.00 | 67.00 | 50.00 |
| Profit/Loss Per Trade % | 0.62 | -0.48 | 1.77 | 0.57 | -0.05 |
| Profit Per Trade % | 3.81 | 3.07 | 4.48 | 2.78 | 4.19 |
| Loss Per Trade % | 4.23 | 4.89 | 3.37 | 3.65 | 4.08 |
| Days In Trade | 839 | 441 | 398 | 839 | 839 |
| Days In Trade (Avg. Per Trade) | 13.75 | 14.23 | 13.27 | 13.75 | 13.75 |
| % Days In Trade | 43.20 | 22.71 | 20.49 | 43.20 | 43.20 |