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 | 263112 | 0.032 | 61.03 | 14107439 |
PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 237419 | 0.0293 | 173.57 | 5414382 |
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: | 11184.85 |
Total net P/L: | 1184.85 | Total ROI: | 11.85 % |
CAGR: | 11.95 % | Max. DD: | 2.96 % |
System Score: | 10.068 | Sharpe Ratio: | 2.016 |
Start Date: | 2015-01-02 | End Date: | 2015-12-30 |
Total days: | 362 | ||
Commissions: | 36.44 | Comm.% P/L | 2.98 % |
Total Transactions: | 32 | Log. Linearity: | 94.442 % |
Total | Long | Short | KO | PEP | |
---|---|---|---|---|---|
Total Profit/Loss | 1221.29 | 332.24 | 889.05 | -491.27 | 1712.56 |
Total Profit | 1224.51 | 335.46 | 889.05 | 760.58 | 2040.46 |
Total Loss | 3.22 | 3.22 | 0.00 | 1251.85 | 327.90 |
Profit Factor | 380.28 | 104.18 | 0.00 | 0.61 | 6.22 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 7 | 2 | 5 | 5 | 5 |
Losing Trades | 1 | 1 | 0 | 3 | 3 |
% Profitable | 87.00 | 66.00 | 100.00 | 62.00 | 62.00 |
Profit/Loss Per Trade % | 1.45 | 1.05 | 1.70 | -0.60 | 1.95 |
Profit Per Trade % | 1.67 | 1.59 | 1.70 | 1.45 | 3.80 |
Loss Per Trade % | 0.03 | 0.03 | 0.00 | 3.84 | 1.05 |
Days In Trade | 76 | 39 | 37 | 76 | 76 |
Days In Trade (Avg. Per Trade) | 9.50 | 13.00 | 7.40 | 9.50 | 9.50 |
% Days In Trade | 20.99 | 10.77 | 10.22 | 20.99 | 20.99 |