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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 324195 0.0269 75.33 16118305
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 212481 0.0362 155.2 8438248
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 50 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: 7094.27
Total net P/L: -2905.74 Total ROI: -29.06 %
CAGR: -6.54 % Max. DD: 36.81 %
System Score: -4.042 Sharpe Ratio: -1.418
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 220.00 Comm.% P/L 8.19 %
Total Transactions: 220 Log. Linearity: 85.172 %
Total enabled Long enabled Short KO PEP
Total Profit/Loss -2685.74 -372.43 -2313.30 -1885.85 -799.88
Total Profit 4130.28 2679.76 1450.52 5774.18 6923.32
Total Loss 6816.02 3052.19 3763.82 7660.03 7723.21
Profit Factor 0.61 0.88 0.39 0.75 0.90
Trades 55 29 26 55 55
Winning Trades 23 14 9 26 25
Losing Trades 32 15 17 29 30
% Profitable 41.00 48.00 34.00 47.00 45.00
Profit/Loss Per Trade % -0.58 -0.18 -1.02 -0.50 -0.16
Profit Per Trade % 2.13 2.19 2.04 2.51 3.28
Loss Per Trade % 2.43 2.31 2.54 3.08 2.90
Days In Trade 969 501 468 969 969
Days In Trade (Avg. Per Trade) 17.62 17.28 18.00 17.62 17.62
% Days In Trade 52.32 27.05 25.27 52.32 52.32
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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.