| 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: | 11678.41 |
| Total net P/L: | 1678.41 | Total ROI: | 16.78 % |
| CAGR: | 4.78 % | Max. DD: | 22.09 % |
| System Score: | 1.845 | Sharpe Ratio: | 0.582 |
| Start Date: | 2023-01-02 | End Date: | 2026-04-30 |
| Total days: | 1214 | ||
| Commissions: | 172.00 | Comm.% P/L | 9.30 % |
| Total Transactions: | 172 | Log. Linearity: | 72.829 % |
| Total | Long |
Short |
CHKP | SAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1850.41 | -1695.88 | 3546.29 | 2773.91 | -923.50 |
| Total Profit | 10756.85 | 4897.36 | 5859.49 | 9271.52 | 9214.64 |
| Total Loss | 8906.44 | 6593.24 | 2313.20 | 6497.61 | 10138.14 |
| Profit Factor | 1.21 | 0.74 | 2.53 | 1.43 | 0.91 |
| Trades | 43 | 23 | 20 | 43 | 43 |
| Winning Trades | 26 | 12 | 14 | 28 | 22 |
| Losing Trades | 17 | 11 | 6 | 15 | 21 |
| % Profitable | 60.00 | 52.00 | 70.00 | 65.00 | 51.00 |
| Profit/Loss Per Trade % | 0.40 | -0.66 | 1.63 | 0.59 | -0.28 |
| Profit Per Trade % | 3.72 | 3.54 | 3.88 | 2.87 | 3.70 |
| Loss Per Trade % | 4.25 | 4.74 | 3.37 | 3.36 | 4.10 |
| Days In Trade | 573 | 319 | 254 | 573 | 573 |
| Days In Trade (Avg. Per Trade) | 13.33 | 13.87 | 12.70 | 13.33 | 13.33 |
| % Days In Trade | 47.20 | 26.28 | 20.92 | 47.20 | 47.20 |