| 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 | 339939 | 0.0256 | 79.01 | 16511552 |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 197099 | 0.0389 | 144.19 | 7508943 |
| 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: | 8784.95 |
| Total net P/L: | -1215.05 | Total ROI: | -12.15 % |
| CAGR: | -2.33 % | Max. DD: | 27.00 % |
| System Score: | -0.613 | Sharpe Ratio: | -0.331 |
| Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
| Total days: | 2006 | ||
| Commissions: | 334.64 | Comm.% P/L | 38.01 % |
| Total Transactions: | 332 | Log. Linearity: | 64.094 % |
| Total | Long |
Short |
KO | PEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -880.41 | 232.03 | -1112.44 | -6134.06 | 5253.65 |
| Total Profit | 7843.37 | 3454.05 | 4389.32 | 8257.25 | 13777.90 |
| Total Loss | 8723.78 | 3222.02 | 5501.76 | 14391.31 | 8524.25 |
| Profit Factor | 0.90 | 1.07 | 0.80 | 0.57 | 1.62 |
| Trades | 83 | 35 | 48 | 83 | 83 |
| Winning Trades | 49 | 20 | 29 | 31 | 49 |
| Losing Trades | 34 | 15 | 19 | 52 | 34 |
| % Profitable | 59.00 | 57.00 | 60.00 | 37.00 | 59.00 |
| Profit/Loss Per Trade % | -0.12 | 0.08 | -0.26 | -0.78 | 0.57 |
| Profit Per Trade % | 1.57 | 1.69 | 1.50 | 2.59 | 2.73 |
| Loss Per Trade % | 2.45 | 1.99 | 2.81 | 2.65 | 2.43 |
| Days In Trade | 1078 | 476 | 602 | 1078 | 1078 |
| Days In Trade (Avg. Per Trade) | 12.99 | 13.60 | 12.54 | 12.99 | 12.99 |
| % Days In Trade | 53.74 | 23.73 | 30.01 | 53.74 | 53.74 |