| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COKE | Coca-Cola Consolidated Inc. | Consumer Defensive | Beverages - Non-Alcoholic | 13798 | 0.0064 | 181.3 | 544718 |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 209258 | 0.0373 | 153.04 | 8282808 |
| 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: | 4995.15 |
| Total net P/L: | -5004.85 | Total ROI: | -50.05 % |
| CAGR: | -12.61 % | Max. DD: | 55.43 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.775 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 283.58 | Comm.% P/L | 6.01 % |
| Total Transactions: | 276 | Log. Linearity: | 2.946 % |
| Total | Long |
Short |
COKE | PEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4721.27 | 4626.38 | -9347.65 | -3988.95 | -732.32 |
| Total Profit | 12504.54 | 6683.92 | 5820.62 | 13957.23 | 5339.73 |
| Total Loss | 17225.80 | 2057.54 | 15168.26 | 17946.17 | 6072.05 |
| Profit Factor | 0.73 | 3.25 | 0.38 | 0.78 | 0.88 |
| Trades | 69 | 33 | 36 | 69 | 69 |
| Winning Trades | 44 | 25 | 19 | 43 | 34 |
| Losing Trades | 25 | 8 | 17 | 26 | 35 |
| % Profitable | 63.00 | 75.00 | 52.00 | 62.00 | 49.00 |
| Profit/Loss Per Trade % | -0.94 | 2.03 | -3.59 | -0.87 | -0.18 |
| Profit Per Trade % | 4.24 | 3.98 | 4.58 | 4.77 | 2.21 |
| Loss Per Trade % | 8.42 | 3.78 | 10.67 | 8.42 | 2.39 |
| Days In Trade | 879 | 368 | 511 | 879 | 879 |
| Days In Trade (Avg. Per Trade) | 12.74 | 11.15 | 14.19 | 12.74 | 12.74 |
| % Days In Trade | 46.76 | 19.57 | 27.18 | 46.76 | 46.76 |