| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 324146 | 0.0269 | 75.31 | 16581452 |
| MDLZ | Mondelez International Inc | Consumer Defensive | Confectioners | 72618 | 0.0335 | 56.58 | 9385494 |
| 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: | 15225.21 |
| Total net P/L: | 5225.21 | Total ROI: | 52.25 % |
| CAGR: | 8.36 % | Max. DD: | 19.30 % |
| System Score: | 4.822 | Sharpe Ratio: | 1.731 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 370.05 | Comm.% P/L | 6.61 % |
| Total Transactions: | 348 | Log. Linearity: | 83.256 % |
| Total | Long |
Short |
KO | MDLZ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5595.26 | 1994.91 | 3600.35 | -65.52 | 5660.78 |
| Total Profit | 14110.61 | 5637.41 | 8473.20 | 12243.80 | 18917.41 |
| Total Loss | 8515.35 | 3642.50 | 4872.85 | 12309.32 | 13256.63 |
| Profit Factor | 1.66 | 1.55 | 1.74 | 0.99 | 1.43 |
| Trades | 87 | 36 | 51 | 87 | 87 |
| Winning Trades | 63 | 23 | 40 | 43 | 52 |
| Losing Trades | 24 | 13 | 11 | 44 | 35 |
| % Profitable | 72.00 | 63.00 | 78.00 | 49.00 | 59.00 |
| Profit/Loss Per Trade % | 0.52 | 0.38 | 0.62 | 0.00 | 0.45 |
| Profit Per Trade % | 1.72 | 1.82 | 1.66 | 2.24 | 2.77 |
| Loss Per Trade % | 2.51 | 2.07 | 3.02 | 2.10 | 2.87 |
| Days In Trade | 1055 | 474 | 581 | 1055 | 1055 |
| Days In Trade (Avg. Per Trade) | 12.13 | 13.17 | 11.39 | 12.13 | 12.13 |
| % Days In Trade | 55.18 | 24.79 | 30.39 | 55.18 | 55.18 |