| 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: | 25 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 20 | ||||
| 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: | 8462.95 |
| Total net P/L: | -1537.05 | Total ROI: | -15.37 % |
| CAGR: | -3.09 % | Max. DD: | 42.02 % |
| System Score: | -0.127 | Sharpe Ratio: | -0.166 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 312.00 | Comm.% P/L | 25.47 % |
| Total Transactions: | 312 | Log. Linearity: | 34.530 % |
| Total | Long |
Short |
CHKP | SAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1225.05 | -456.92 | -768.13 | 4018.38 | -5243.43 |
| Total Profit | 10121.90 | 5541.84 | 4580.06 | 11037.00 | 10076.51 |
| Total Loss | 11346.95 | 5998.76 | 5348.18 | 7018.62 | 15319.94 |
| Profit Factor | 0.89 | 0.92 | 0.86 | 1.57 | 0.66 |
| Trades | 78 | 39 | 39 | 78 | 78 |
| Winning Trades | 44 | 22 | 22 | 51 | 32 |
| Losing Trades | 34 | 17 | 17 | 27 | 46 |
| % Profitable | 56.00 | 56.00 | 56.00 | 65.00 | 41.00 |
| Profit/Loss Per Trade % | -0.17 | -0.31 | -0.03 | 0.66 | -0.90 |
| Profit Per Trade % | 2.75 | 2.92 | 2.58 | 2.55 | 3.59 |
| Loss Per Trade % | 3.67 | 4.13 | 3.22 | 2.74 | 3.78 |
| Days In Trade | 843 | 410 | 433 | 843 | 843 |
| Days In Trade (Avg. Per Trade) | 10.81 | 10.51 | 11.10 | 10.81 | 10.81 |
| % Days In Trade | 43.41 | 21.11 | 22.30 | 43.41 | 43.41 |