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Model: Ratio
HQ Backtest KO vs PEP
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KO The Coca-Cola Company Consumer Defensive Beverages - Non-Alcoholic 294543 0.0294 68.44 16713500
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 210174 0.0359 153.71 8395441
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
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: 8346.28
Total net P/L: -1653.72 Total ROI: -16.54 %
CAGR: -3.10 % Max. DD: 32.19 %
System Score: -0.085 Sharpe Ratio: -0.474
Start Date: 2020-01-02 End Date: 2025-09-30
Total days: 2098
Commissions: 304.30 Comm.% P/L 22.55 %
Total Transactions: 300 Log. Linearity: 30.210 %
Total enabled Long enabled Short KO PEP
Total Profit/Loss -1349.42 -298.70 -1050.72 -3721.44 2372.02
Total Profit 9052.72 4164.62 4888.10 9310.46 12488.95
Total Loss 10402.14 4463.32 5938.82 13031.90 10116.93
Profit Factor 0.87 0.93 0.82 0.71 1.23
Trades 75 35 40 75 75
Winning Trades 47 21 26 33 41
Losing Trades 28 14 14 42 34
% Profitable 62.00 60.00 65.00 44.00 54.00
Profit/Loss Per Trade % -0.20 -0.13 -0.27 -0.54 0.24
Profit Per Trade % 1.79 1.86 1.74 2.60 2.80
Loss Per Trade % 3.39 2.94 3.84 2.81 2.72
Days In Trade 1116 539 577 1116 1116
Days In Trade (Avg. Per Trade) 14.88 15.40 14.43 14.88 14.88
% Days In Trade 53.19 25.69 27.50 53.19 53.19
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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.