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 | 261431 | 0.032 | 60.64 | 13899664 |
PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 242546 | 0.0287 | 171.22 | 5440916 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 10678.80 |
Total net P/L: | 678.80 | Total ROI: | 6.79 % |
CAGR: | 6.81 % | Max. DD: | 11.77 % |
System Score: | 0.021 | Sharpe Ratio: | 0.630 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 57.41 | Comm.% P/L | 7.80 % |
Total Transactions: | 56 | Log. Linearity: | 14.661 % |
Total | Long | Short | KO | PEP | |
---|---|---|---|---|---|
Total Profit/Loss | 736.21 | 887.59 | -151.38 | 1089.66 | -353.45 |
Total Profit | 2675.78 | 1282.75 | 1393.03 | 2565.41 | 1740.78 |
Total Loss | 1939.57 | 395.16 | 1544.41 | 1475.75 | 2094.23 |
Profit Factor | 1.38 | 3.25 | 0.90 | 1.74 | 0.83 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 11 | 5 | 6 | 7 | 8 |
Losing Trades | 3 | 1 | 2 | 7 | 6 |
% Profitable | 78.00 | 83.00 | 75.00 | 50.00 | 57.00 |
Profit/Loss Per Trade % | 0.51 | 1.41 | -0.16 | 0.75 | -0.28 |
Profit Per Trade % | 2.35 | 2.44 | 2.26 | 3.54 | 2.06 |
Loss Per Trade % | 5.92 | 3.57 | 7.11 | 1.93 | 3.27 |
Days In Trade | 158 | 65 | 93 | 158 | 158 |
Days In Trade (Avg. Per Trade) | 11.29 | 10.83 | 11.62 | 11.29 | 11.29 |
% Days In Trade | 43.41 | 17.86 | 25.55 | 43.41 | 43.41 |