Model: | Residual |
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 |
SPY | SPDR SP 500 ETF | NYSEARCA | 244920 | 1.01 | 956.31 | 248.59 | 0 | 13380000 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13016.43 |
Total net P/L: | 3016.43 | Total ROI: | 30.16 % |
CAGR: | 30.55 % | Max. DD: | 23.52 % |
System Score: | 10.602 | Sharpe Ratio: | 0.881 |
Start Date: | 2018-12-03 | End Date: | 2019-11-29 |
Total days: | 361 | ||
Commissions: | 111.43 | Comm.% P/L | 3.56 % |
Total Transactions: | 48 | Log. Linearity: | 70.278 % |
Total | ![]() |
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KO | SPY | |
---|---|---|---|---|---|
Total Profit/Loss | 3127.86 | 2038.31 | 1089.55 | 3132.32 | -4.46 |
Total Profit | 6442.40 | 3103.54 | 3338.86 | 5505.71 | 2846.99 |
Total Loss | 3314.54 | 1065.23 | 2249.31 | 2373.39 | 2851.45 |
Profit Factor | 1.94 | 2.91 | 1.48 | 2.32 | 1.00 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 7 | 3 | 4 | 8 | 6 |
Losing Trades | 5 | 2 | 3 | 4 | 6 |
% Profitable | 58.00 | 60.00 | 57.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | 2.31 | 3.01 | 1.81 | 2.35 | -0.12 |
Profit Per Trade % | 8.67 | 9.02 | 8.40 | 6.31 | 4.49 |
Loss Per Trade % | 5.91 | 5.28 | 6.34 | 5.05 | 4.42 |
Days In Trade | 129 | 33 | 96 | 129 | 129 |
Days In Trade (Avg. Per Trade) | 10.75 | 6.60 | 13.71 | 10.75 | 10.75 |
% Days In Trade | 35.73 | 9.14 | 26.59 | 35.73 | 35.73 |