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Model: Ratio
HQ Backtest PEP vs COKE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 211356 0.0364 154.62 7515778
COKE Coca-Cola Consolidated Inc. Consumer Defensive Beverages - Non-Alcoholic 11603 0.0056 174.31 517503
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: 5505.47
Total net P/L: -4494.53 Total ROI: -44.95 %
CAGR: -10.61 % Max. DD: 55.71 %
System Score: -0.000 Sharpe Ratio: -0.597
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 299.58 Comm.% P/L 7.14 %
Total Transactions: 292 Log. Linearity: 0.000 %
Total enabled Long enabled Short PEP COKE
Total Profit/Loss -4194.95 -10076.03 5881.09 -1858.54 -2336.41
Total Profit 14574.97 6432.78 8142.19 5511.06 16753.43
Total Loss 18769.92 16508.82 2261.10 7369.60 19089.84
Profit Factor 0.78 0.39 3.60 0.75 0.88
Trades 73 36 37 73 73
Winning Trades 48 19 29 35 47
Losing Trades 25 17 8 38 26
% Profitable 65.00 52.00 78.00 47.00 64.00
Profit/Loss Per Trade % -0.76 -3.80 2.29 -0.39 -0.48
Profit Per Trade % 4.36 4.85 4.04 2.07 5.02
Loss Per Trade % 8.82 11.29 3.75 2.54 8.55
Days In Trade 958 550 408 958 958
Days In Trade (Avg. Per Trade) 13.12 15.28 11.03 13.12 13.12
% Days In Trade 49.33 28.32 21.01 49.33 49.33
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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.