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Model: Ratio
HQ Backtest KO vs PEP
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 enabled Long enabled 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
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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.