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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 340119 0.0257 79.03 16284474
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 233118 0.0336 170.49 8567504
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick 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: 8028.66
Total net P/L: -1971.34 Total ROI: -19.71 %
CAGR: -19.86 % Max. DD: 25.67 %
System Score: -11.656 Sharpe Ratio: -1.331
Start Date: 2025-01-02 End Date: 2025-12-30
Total days: 362
Commissions: 48.00 Comm.% P/L 2.50 %
Total Transactions: 48 Log. Linearity: 83.726 %
Total enabled Long enabled Short KO PEP
Total Profit/Loss -1923.34 -532.88 -1390.46 -1956.35 33.01
Total Profit 751.66 460.99 290.67 719.46 2100.71
Total Loss 2675.00 993.87 1681.13 2675.81 2067.70
Profit Factor 0.28 0.46 0.17 0.27 1.02
Trades 12 6 6 12 12
Winning Trades 6 4 2 3 7
Losing Trades 6 2 4 9 5
% Profitable 50.00 66.00 33.00 25.00 58.00
Profit/Loss Per Trade % -1.77 -1.05 -2.48 -1.78 -0.14
Profit Per Trade % 1.50 1.43 1.63 3.00 3.32
Loss Per Trade % 4.80 5.58 4.41 3.15 4.69
Days In Trade 209 105 104 209 209
Days In Trade (Avg. Per Trade) 17.42 17.50 17.33 17.42 17.42
% Days In Trade 57.73 29.01 28.73 57.73 57.73
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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.