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 | 58.06 | 13878990 |
PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 229474 | 0.0303 | 167.5 | 5413380 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 9949.74 |
Total net P/L: | -50.26 | Total ROI: | -0.50 % |
CAGR: | -0.10 % | Max. DD: | 15.06 % |
System Score: | -0.000 | Sharpe Ratio: | 0.098 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 190.63 | Comm.% P/L | 135.81 % |
Total Transactions: | 188 | Log. Linearity: | 3.331 % |
Total | Long | Short | KO | PEP | |
---|---|---|---|---|---|
Total Profit/Loss | 140.37 | -76.78 | 217.15 | 1421.39 | -1281.02 |
Total Profit | 4655.36 | 2549.73 | 2105.63 | 5654.86 | 4801.44 |
Total Loss | 4514.99 | 2626.51 | 1888.48 | 4233.47 | 6082.46 |
Profit Factor | 1.03 | 0.97 | 1.11 | 1.34 | 0.79 |
Trades | 47 | 24 | 23 | 47 | 47 |
Winning Trades | 30 | 15 | 15 | 27 | 24 |
Losing Trades | 17 | 9 | 8 | 20 | 23 |
% Profitable | 63.00 | 62.00 | 65.00 | 57.00 | 51.00 |
Profit/Loss Per Trade % | 0.03 | -0.02 | 0.08 | 0.30 | -0.33 |
Profit Per Trade % | 1.66 | 1.84 | 1.48 | 2.21 | 2.09 |
Loss Per Trade % | 2.75 | 3.01 | 2.47 | 2.18 | 2.74 |
Days In Trade | 709 | 363 | 346 | 709 | 709 |
Days In Trade (Avg. Per Trade) | 15.09 | 15.12 | 15.04 | 15.09 | 15.09 |
% Days In Trade | 38.87 | 19.90 | 18.97 | 38.87 | 38.87 |