Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SBUX | Starbucks Corporation | Consumer Cyclical | Restaurants | 100485 | 0.0257 | 87.84 | 7418617 |
KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 265354 | 0.0315 | 61.74 | 13935395 |
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: | 10000.00 | Final Equity: | 17365.97 |
Total net P/L: | 7365.97 | Total ROI: | 73.66 % |
CAGR: | 11.68 % | Max. DD: | 26.83 % |
System Score: | 2.327 | Sharpe Ratio: | 1.550 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 293.65 | Comm.% P/L | 3.83 % |
Total Transactions: | 272 | Log. Linearity: | 58.413 % |
Total | Long | Short | SBUX | KO | |
---|---|---|---|---|---|
Total Profit/Loss | 7659.62 | 2609.75 | 5049.87 | -1881.49 | 9541.11 |
Total Profit | 13884.33 | 6752.89 | 7131.44 | 10574.81 | 15020.59 |
Total Loss | 6224.71 | 4143.14 | 2081.57 | 12456.30 | 5479.48 |
Profit Factor | 2.23 | 1.63 | 3.43 | 0.85 | 2.74 |
Trades | 68 | 31 | 37 | 68 | 68 |
Winning Trades | 49 | 20 | 29 | 31 | 45 |
Losing Trades | 19 | 11 | 8 | 37 | 23 |
% Profitable | 72.00 | 64.00 | 78.00 | 45.00 | 66.00 |
Profit/Loss Per Trade % | 0.86 | 0.56 | 1.11 | -0.55 | 1.30 |
Profit Per Trade % | 2.46 | 2.98 | 2.10 | 2.86 | 3.07 |
Loss Per Trade % | 3.09 | 3.62 | 2.37 | 3.22 | 2.05 |
Days In Trade | 831 | 355 | 476 | 831 | 831 |
Days In Trade (Avg. Per Trade) | 12.22 | 11.45 | 12.86 | 12.22 | 12.22 |
% Days In Trade | 45.56 | 19.46 | 26.10 | 45.56 | 45.56 |