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Model: Ratio
HQ Backtest KO vs PEP
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
KO The Coca-Cola Company Consumer non-cyclical NYSE 185340 0.76 4231.29 45.24 14900000 26600000
PEP PepsiCo, Inc. NASDAQ 158520 0.7 1417.02 114.52 5040000 7730000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11731.06
Total net P/L: 1731.06 Total ROI: 17.31 %
CAGR: 2.78 % Max. DD: 17.35 %
System Score: 0.024 Sharpe Ratio: 0.908
Start Date: 2013-01-02 End Date: 2018-10-31
Total days: 2128
Commissions: 405.41 Comm.% P/L 18.98 %
Total Transactions: 332 Log. Linearity: 20.485 %
Total enabled Long enabled Short KO PEP
Total Profit/Loss 2136.47 -699.78 2836.25 2602.85 -466.38
Total Profit 8479.50 3955.70 4523.80 9894.81 9289.94
Total Loss 6343.03 4655.48 1687.55 7291.96 9756.32
Profit Factor 1.34 0.85 2.68 1.36 0.95
Trades 83 40 43 83 83
Winning Trades 60 26 34 50 42
Losing Trades 23 14 9 33 41
% Profitable 72.00 65.00 79.00 60.00 50.00
Profit/Loss Per Trade % 0.23 -0.11 0.55 0.28 -0.08
Profit Per Trade % 1.19 1.30 1.11 1.67 1.78
Loss Per Trade % 2.20 2.65 1.49 1.76 1.94
Days In Trade 1011 539 472 1011 1011
Days In Trade (Avg. Per Trade) 12.18 13.47 10.98 12.18 12.18
% Days In Trade 47.51 25.33 22.18 47.51 47.51
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Trade Log
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G+ FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.