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Model: Ratio
HQ Backtest KDP vs ADM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KDP Keurig Dr Pepper Inc Consumer Defensive Beverages - Non-Alcoholic 50541 0.0231 37.27 8606802
ADM Archer-Daniels-Midland Company Consumer Defensive Farm Products 28449 0.0336 59.5 4470884
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: 13813.01
Total net P/L: 3813.01 Total ROI: 38.13 %
CAGR: 5.96 % Max. DD: 41.64 %
System Score: 1.491 Sharpe Ratio: 0.845
Start Date: 2019-01-02 End Date: 2024-07-31
Total days: 2037
Commissions: 585.26 Comm.% P/L 13.31 %
Total Transactions: 312 Log. Linearity: 63.017 %
Total enabled Long enabled Short KDP ADM
Total Profit/Loss 4398.27 -1532.78 5931.05 9495.25 -5096.98
Total Profit 30535.88 13325.94 17209.93 21483.49 22585.01
Total Loss 26137.60 14858.72 11278.88 11988.23 27681.99
Profit Factor 1.17 0.90 1.53 1.79 0.82
Trades 78 37 41 78 78
Winning Trades 53 24 29 45 45
Losing Trades 25 13 12 33 33
% Profitable 67.00 64.00 70.00 57.00 57.00
Profit/Loss Per Trade % 0.46 -0.13 1.01 0.80 -0.44
Profit Per Trade % 3.75 3.72 3.77 3.26 3.24
Loss Per Trade % 5.95 6.77 5.07 2.39 4.96
Days In Trade 908 481 427 908 908
Days In Trade (Avg. Per Trade) 11.64 13.00 10.41 11.64 11.64
% Days In Trade 44.58 23.61 20.96 44.58 44.58
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.