Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARCC | Ares Capital Corporation | Financial Services | Asset Management | 9895 | 0.1057 | 18.17 | 2977186 |
GBDC | Golub Capital BDC Inc | Financial Services | Asset Management | 2263 | 0.1012 | 13.31 | 760194 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 11586.57 |
Total net P/L: | 1586.57 | Total ROI: | 15.87 % |
CAGR: | 7.66 % | Max. DD: | 10.42 % |
System Score: | 0.745 | Sharpe Ratio: | 0.981 |
Start Date: | 2015-01-02 | End Date: | 2016-12-30 |
Total days: | 728 | ||
Commissions: | 259.96 | Comm.% P/L | 14.08 % |
Total Transactions: | 80 | Log. Linearity: | 45.974 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 1846.53 | 905.18 | 941.35 | 2584.27 | -737.74 |
Total Profit | 3323.25 | 1435.44 | 1887.81 | 4339.15 | 2084.22 |
Total Loss | 1476.72 | 530.26 | 946.46 | 1754.88 | 2821.96 |
Profit Factor | 2.25 | 2.71 | 1.99 | 2.47 | 0.74 |
Trades | 20 | 9 | 11 | 20 | 20 |
Winning Trades | 14 | 7 | 7 | 12 | 9 |
Losing Trades | 6 | 2 | 4 | 8 | 11 |
% Profitable | 70.00 | 77.00 | 63.00 | 60.00 | 45.00 |
Profit/Loss Per Trade % | 0.87 | 0.96 | 0.79 | 1.16 | -0.37 |
Profit Per Trade % | 2.30 | 2.02 | 2.59 | 3.45 | 2.28 |
Loss Per Trade % | 2.40 | 2.66 | 2.27 | 2.15 | 2.45 |
Days In Trade | 279 | 113 | 166 | 279 | 279 |
Days In Trade (Avg. Per Trade) | 13.95 | 12.56 | 15.09 | 13.95 | 13.95 |
% Days In Trade | 38.32 | 15.52 | 22.80 | 38.32 | 38.32 |