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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 177020 0.0443 129.59 7937942
COKE Coca-Cola Consolidated Inc. Consumer Defensive Beverages - Non-Alcoholic 12641 0.0052 189.9 530469
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 10 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: 11547.05
Total net P/L: 1547.05 Total ROI: 15.47 %
CAGR: 2.58 % Max. DD: 43.34 %
System Score: 0.059 Sharpe Ratio: 0.531
Start Date: 2021-01-04 End Date: 2026-08-31
Total days: 2065
Commissions: 364.68 Comm.% P/L 19.08 %
Total Transactions: 352 Log. Linearity: 28.341 %
Total enabled Long enabled Short PEP COKE
Total Profit/Loss 1911.73 -6790.64 8702.38 -2881.47 4793.20
Total Profit 23939.79 11269.08 12670.71 7167.38 24864.80
Total Loss 22028.06 18059.72 3968.34 10048.85 20071.60
Profit Factor 1.09 0.62 3.19 0.71 1.24
Trades 88 46 42 88 88
Winning Trades 52 22 30 39 53
Losing Trades 36 24 12 49 35
% Profitable 59.00 47.00 71.00 44.00 60.00
Profit/Loss Per Trade % 0.20 -1.35 1.93 -0.27 0.43
Profit Per Trade % 4.49 5.17 3.99 1.72 4.53
Loss Per Trade % 5.42 6.66 2.99 1.78 5.17
Days In Trade 793 443 350 793 793
Days In Trade (Avg. Per Trade) 9.01 9.63 8.33 9.01 9.01
% Days In Trade 38.40 21.45 16.95 38.40 38.40
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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.