| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 232092 | 0.0336 | 167.28 | 8544430 |
| KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 345075 | 0.025 | 80.22 | 16545733 |
| 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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 7205.49 |
| Total net P/L: | -2794.51 | Total ROI: | -27.95 % |
| CAGR: | -6.34 % | Max. DD: | 74.51 % |
| System Score: | -2.090 | Sharpe Ratio: | 0.481 |
| Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
| Total days: | 1825 | ||
| Commissions: | 893.57 | Comm.% P/L | 47.01 % |
| Total Transactions: | 312 | Log. Linearity: | 69.059 % |
| Total | Long |
Short |
PEP | KO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1900.94 | -1290.09 | -610.85 | 25903.23 | -27804.17 |
| Total Profit | 37709.26 | 19867.72 | 17841.54 | 63542.19 | 37160.14 |
| Total Loss | 39610.20 | 21157.81 | 18452.39 | 37638.96 | 64964.31 |
| Profit Factor | 0.95 | 0.94 | 0.97 | 1.69 | 0.57 |
| Trades | 78 | 43 | 35 | 78 | 78 |
| Winning Trades | 47 | 27 | 20 | 45 | 30 |
| Losing Trades | 31 | 16 | 15 | 33 | 48 |
| % Profitable | 60.00 | 62.00 | 57.00 | 57.00 | 38.00 |
| Profit/Loss Per Trade % | -0.30 | -0.48 | -0.07 | 2.28 | -5.04 |
| Profit Per Trade % | 8.24 | 7.88 | 8.71 | 13.72 | 12.16 |
| Loss Per Trade % | 10.69 | 11.68 | 9.63 | 10.82 | 11.96 |
| Days In Trade | 985 | 511 | 474 | 985 | 985 |
| Days In Trade (Avg. Per Trade) | 12.63 | 11.88 | 13.54 | 12.63 | 12.63 |
| % Days In Trade | 53.97 | 28.00 | 25.97 | 53.97 | 53.97 |