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Model: Ratio
HQ Backtest PEP vs KO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PEP PepsiCo Inc Consumer Defensive Beverages - Non-Alcoholic 188317 0.0399 137.86 7747568
KO The Coca-Cola Company Consumer Defensive Beverages - Non-Alcoholic 355514 0.0247 82.63 16877506
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: 8858.14
Total net P/L: -1141.86 Total ROI: -11.42 %
CAGR: -2.19 % Max. DD: 29.13 %
System Score: -0.239 Sharpe Ratio: -0.344
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 344.00 Comm.% P/L 43.12 %
Total Transactions: 344 Log. Linearity: 47.846 %
Total enabled Long enabled Short PEP KO
Total Profit/Loss -797.86 -520.32 -277.54 3110.07 -3907.93
Total Profit 7094.37 4413.01 2681.36 11108.49 6820.26
Total Loss 7892.23 4933.33 2958.90 7998.42 10728.19
Profit Factor 0.90 0.89 0.91 1.39 0.64
Trades 86 52 34 86 86
Winning Trades 52 33 19 52 33
Losing Trades 34 19 15 34 53
% Profitable 60.00 63.00 55.00 60.00 38.00
Profit/Loss Per Trade % -0.10 -0.09 -0.10 0.38 -0.54
Profit Per Trade % 1.59 1.56 1.62 2.43 2.34
Loss Per Trade % 2.55 2.84 2.19 2.63 2.23
Days In Trade 1103 616 487 1103 1103
Days In Trade (Avg. Per Trade) 12.83 11.85 14.32 12.83 12.83
% Days In Trade 55.07 30.75 24.31 55.07 55.07
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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.