| 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: | 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: | 12019.93 |
| Total net P/L: | 2019.93 | Total ROI: | 20.20 % |
| CAGR: | 3.57 % | Max. DD: | 18.64 % |
| System Score: | 0.888 | Sharpe Ratio: | 0.851 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 304.00 | Comm.% P/L | 13.08 % |
| Total Transactions: | 304 | Log. Linearity: | 62.859 % |
| Total | Long |
Short |
KO | MCD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2323.93 | 922.14 | 1401.79 | 1998.01 | 325.92 |
| Total Profit | 9101.00 | 4632.42 | 4468.58 | 10288.62 | 9438.89 |
| Total Loss | 6777.07 | 3710.28 | 3066.79 | 8290.61 | 9112.97 |
| Profit Factor | 1.34 | 1.25 | 1.46 | 1.24 | 1.04 |
| Trades | 76 | 37 | 39 | 76 | 76 |
| Winning Trades | 47 | 20 | 27 | 37 | 39 |
| Losing Trades | 29 | 17 | 12 | 39 | 37 |
| % Profitable | 61.00 | 54.00 | 69.00 | 48.00 | 51.00 |
| Profit/Loss Per Trade % | 0.28 | 0.24 | 0.32 | 0.26 | -0.04 |
| Profit Per Trade % | 1.85 | 2.24 | 1.57 | 2.70 | 2.26 |
| Loss Per Trade % | 2.18 | 2.03 | 2.38 | 1.98 | 2.35 |
| Days In Trade | 927 | 457 | 470 | 927 | 927 |
| Days In Trade (Avg. Per Trade) | 12.20 | 12.35 | 12.05 | 12.20 | 12.20 |
| % Days In Trade | 48.48 | 23.90 | 24.58 | 48.48 | 48.48 |