Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 250653 | 0.0334 | 58.51 | 13849330 |
PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 230230 | 0.0302 | 169.48 | 5395553 |
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: | 1000.00 | Final Equity: | 886.66 |
Total net P/L: | -113.34 | Total ROI: | -11.33 % |
CAGR: | -3.55 % | Max. DD: | 16.53 % |
System Score: | -0.616 | Sharpe Ratio: | -0.438 |
Start Date: | 2018-01-02 | End Date: | 2021-04-30 |
Total days: | 1214 | ||
Commissions: | 196.00 | Comm.% P/L | 237.12 % |
Total Transactions: | 196 | Log. Linearity: | 55.760 % |
Total | Long | Short | KO | PEP | |
---|---|---|---|---|---|
Total Profit/Loss | 82.66 | 67.14 | 15.52 | -3.37 | 86.03 |
Total Profit | 528.88 | 274.40 | 254.48 | 569.36 | 584.13 |
Total Loss | 446.22 | 207.26 | 238.96 | 572.73 | 498.10 |
Profit Factor | 1.19 | 1.32 | 1.06 | 0.99 | 1.17 |
Trades | 49 | 26 | 23 | 49 | 49 |
Winning Trades | 35 | 18 | 17 | 24 | 26 |
Losing Trades | 14 | 8 | 6 | 25 | 23 |
% Profitable | 71.00 | 69.00 | 73.00 | 48.00 | 53.00 |
Profit/Loss Per Trade % | 0.17 | 0.26 | 0.08 | -0.06 | 0.14 |
Profit Per Trade % | 1.60 | 1.60 | 1.61 | 2.49 | 2.32 |
Loss Per Trade % | 3.25 | 2.63 | 4.09 | 2.33 | 2.23 |
Days In Trade | 530 | 273 | 257 | 530 | 530 |
Days In Trade (Avg. Per Trade) | 10.82 | 10.50 | 11.17 | 10.82 | 10.82 |
% Days In Trade | 43.66 | 22.49 | 21.17 | 43.66 | 43.66 |