| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CHKP | Check Point Software Technologies Ltd | Technology | Software - Infrastructure | 12031 | 115.42 | 1148022 | |
| SAP | SAP SE ADR | Technology | Software - Application | 204781 | 0.0169 | 170.1 | 2318774 |
| 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: | 9199.98 |
| Total net P/L: | -800.02 | Total ROI: | -8.00 % |
| CAGR: | -6.11 % | Max. DD: | 20.83 % |
| System Score: | -0.765 | Sharpe Ratio: | -0.073 |
| Start Date: | 2025-01-02 | End Date: | 2026-04-30 |
| Total days: | 483 | ||
| Commissions: | 68.00 | Comm.% P/L | 9.29 % |
| Total Transactions: | 68 | Log. Linearity: | 50.027 % |
| Total | Long |
Short |
CHKP | SAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -732.02 | -1199.82 | 467.80 | 754.68 | -1486.70 |
| Total Profit | 3048.83 | 2087.24 | 961.59 | 4023.24 | 2713.82 |
| Total Loss | 3780.85 | 3287.06 | 493.79 | 3268.56 | 4200.52 |
| Profit Factor | 0.81 | 0.63 | 1.95 | 1.23 | 0.65 |
| Trades | 17 | 11 | 6 | 17 | 17 |
| Winning Trades | 10 | 6 | 4 | 12 | 7 |
| Losing Trades | 7 | 5 | 2 | 5 | 10 |
| % Profitable | 58.00 | 54.00 | 66.00 | 70.00 | 41.00 |
| Profit/Loss Per Trade % | -0.45 | -1.16 | 0.86 | 0.52 | -1.13 |
| Profit Per Trade % | 3.21 | 3.62 | 2.61 | 3.47 | 3.93 |
| Loss Per Trade % | 5.05 | 6.08 | 2.51 | 5.88 | 4.25 |
| Days In Trade | 223 | 139 | 84 | 223 | 223 |
| Days In Trade (Avg. Per Trade) | 13.12 | 12.64 | 14.00 | 13.12 | 13.12 |
| % Days In Trade | 46.17 | 28.78 | 17.39 | 46.17 | 46.17 |