| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 215170 | 0.0359 | 157.41 | 7701571 |
| PFE | Pfizer Inc | Healthcare | Drug Manufacturers - General | 149774 | 0.0644 | 26.33 | 51054575 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 11340.41 |
| Total net P/L: | 1340.41 | Total ROI: | 13.40 % |
| CAGR: | 13.48 % | Max. DD: | 4.68 % |
| System Score: | 8.974 | Sharpe Ratio: | 1.381 |
| Start Date: | 2025-04-30 | End Date: | 2026-04-28 |
| Total days: | 363 | ||
| Commissions: | 49.10 | Comm.% P/L | 3.53 % |
| Total Transactions: | 48 | Log. Linearity: | 87.310 % |
| Total | Long |
Short |
PEP | PFE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1389.51 | 945.21 | 444.30 | 617.11 | 772.40 |
| Total Profit | 1745.07 | 1175.61 | 569.46 | 1172.74 | 983.52 |
| Total Loss | 355.56 | 230.40 | 125.16 | 555.63 | 211.12 |
| Profit Factor | 4.91 | 5.10 | 4.55 | 2.11 | 4.66 |
| Trades | 12 | 9 | 3 | 12 | 12 |
| Winning Trades | 10 | 8 | 2 | 8 | 8 |
| Losing Trades | 2 | 1 | 1 | 4 | 4 |
| % Profitable | 83.00 | 88.00 | 66.00 | 66.00 | 66.00 |
| Profit/Loss Per Trade % | 1.09 | 1.03 | 1.29 | 0.47 | 0.61 |
| Profit Per Trade % | 1.64 | 1.41 | 2.56 | 1.38 | 1.17 |
| Loss Per Trade % | 1.61 | 1.99 | 1.23 | 1.30 | 0.49 |
| Days In Trade | 152 | 112 | 40 | 152 | 152 |
| Days In Trade (Avg. Per Trade) | 12.67 | 12.44 | 13.33 | 12.67 | 12.67 |
| % Days In Trade | 41.87 | 30.85 | 11.02 | 41.87 | 41.87 |