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Model: Ratio
HQ Backtest KO vs COKE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KO Coca-Cola Co Consumer Defensive Beverages-Non-Alcoholic 263492 0.0291 60.93 14613772
COKE Coca-Cola Bottling Co Consolidated Consumer Defensive Beverages-Non-Alcoholic 4706 0.004 502.02 48100
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: 2678.64
Total net P/L: -7321.36 Total ROI: -73.21 %
CAGR: -23.18 % Max. DD: 82.23 %
System Score: -18.601 Sharpe Ratio: -1.836
Start Date: 2018-01-02 End Date: 2022-12-30
Total days: 1823
Commissions: 292.28 Comm.% P/L 4.16 %
Total Transactions: 288 Log. Linearity: 92.923 %
Total enabled Long enabled Short KO COKE
Total Profit/Loss -7029.08 -5892.03 -1137.05 180.41 -7209.49
Total Profit 6904.61 3730.45 3174.16 4993.24 7857.98
Total Loss 13933.69 9622.48 4311.21 4812.83 15067.47
Profit Factor 0.50 0.39 0.74 1.04 0.52
Trades 72 32 40 72 72
Winning Trades 39 15 24 35 40
Losing Trades 33 17 16 37 32
% Profitable 54.00 46.00 60.00 48.00 55.00
Profit/Loss Per Trade % -1.72 -4.02 0.16 -0.13 -1.66
Profit Per Trade % 3.37 3.24 3.44 2.42 3.84
Loss Per Trade % 6.70 8.81 4.50 2.43 7.42
Days In Trade 988 444 544 988 988
Days In Trade (Avg. Per Trade) 13.72 13.88 13.60 13.72 13.72
% Days In Trade 54.20 24.36 29.84 54.20 54.20
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.