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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 313651 0.0278 72.88 16904669
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 202596 0.038 147.98 8396497
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: 8447.62
Total net P/L: -1552.38 Total ROI: -15.52 %
CAGR: -2.85 % Max. DD: 31.88 %
System Score: -0.824 Sharpe Ratio: -0.421
Start Date: 2020-01-02 End Date: 2025-10-31
Total days: 2129
Commissions: 358.64 Comm.% P/L 30.04 %
Total Transactions: 356 Log. Linearity: 66.121 %
Total enabled Long enabled Short KO PEP
Total Profit/Loss -1193.74 -498.71 -695.03 -5902.64 4708.90
Total Profit 8464.82 3658.09 4806.73 8927.05 14304.67
Total Loss 9658.56 4156.80 5501.76 14829.69 9595.77
Profit Factor 0.88 0.88 0.87 0.60 1.49
Trades 89 39 50 89 89
Winning Trades 53 22 31 33 53
Losing Trades 36 17 19 56 36
% Profitable 59.00 56.00 62.00 37.00 59.00
Profit/Loss Per Trade % -0.15 -0.16 -0.14 -0.70 0.46
Profit Per Trade % 1.60 1.65 1.57 2.68 2.65
Loss Per Trade % 2.61 2.38 2.81 2.55 2.64
Days In Trade 1137 531 606 1137 1137
Days In Trade (Avg. Per Trade) 12.78 13.62 12.12 12.78 12.78
% Days In Trade 53.41 24.94 28.46 53.41 53.41
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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.