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Model: Residual
HQ Backtest KO vs SPY
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 enabled Long enabled Short 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
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Trade Log
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FB LN TW

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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.