| 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 | 333443 | 0.0261 | 77.47 | 16626987 |
| MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 220037 | 0.0234 | 305.68 | 3295697 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | 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: | 12466.80 |
| Total net P/L: | 2466.80 | Total ROI: | 24.67 % |
| CAGR: | 4.30 % | Max. DD: | 17.84 % |
| System Score: | 1.304 | Sharpe Ratio: | 0.979 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 276.00 | Comm.% P/L | 10.06 % |
| Total Transactions: | 276 | Log. Linearity: | 67.188 % |
| Total | Long |
Short |
KO | MCD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2742.80 | 1545.49 | 1197.31 | 2656.49 | 86.31 |
| Total Profit | 8202.80 | 4018.15 | 4184.65 | 10255.07 | 9022.09 |
| Total Loss | 5460.00 | 2472.66 | 2987.34 | 7598.58 | 8935.78 |
| Profit Factor | 1.50 | 1.63 | 1.40 | 1.35 | 1.01 |
| Trades | 69 | 34 | 35 | 69 | 69 |
| Winning Trades | 42 | 19 | 23 | 34 | 38 |
| Losing Trades | 27 | 15 | 12 | 35 | 31 |
| % Profitable | 60.00 | 55.00 | 65.00 | 49.00 | 55.00 |
| Profit/Loss Per Trade % | 0.36 | 0.42 | 0.30 | 0.36 | -0.08 |
| Profit Per Trade % | 1.83 | 1.99 | 1.70 | 2.87 | 2.18 |
| Loss Per Trade % | 1.85 | 1.52 | 2.27 | 1.99 | 2.71 |
| Days In Trade | 989 | 482 | 507 | 989 | 989 |
| Days In Trade (Avg. Per Trade) | 14.33 | 14.18 | 14.49 | 14.33 | 14.33 |
| % Days In Trade | 51.73 | 25.21 | 26.52 | 51.73 | 51.73 |