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: | 8031.82 |
Total net P/L: | -1968.18 | Total ROI: | -19.68 % |
CAGR: | -10.41 % | Max. DD: | 34.09 % |
System Score: | -0.946 | Sharpe Ratio: | -0.762 |
Start Date: | 2020-01-02 | End Date: | 2021-12-30 |
Total days: | 728 | ||
Commissions: | 187.32 | Comm.% P/L | 10.52 % |
Total Transactions: | 72 | Log. Linearity: | 44.958 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | -1780.86 | -1308.52 | -472.34 | -5152.37 | 3371.51 |
Total Profit | 1693.85 | 179.19 | 1514.66 | 2399.00 | 5271.57 |
Total Loss | 3474.71 | 1487.71 | 1987.00 | 7551.37 | 1900.06 |
Profit Factor | 0.49 | 0.12 | 0.76 | 0.32 | 2.77 |
Trades | 18 | 5 | 13 | 18 | 18 |
Winning Trades | 12 | 2 | 10 | 12 | 8 |
Losing Trades | 6 | 3 | 3 | 6 | 10 |
% Profitable | 66.00 | 40.00 | 76.00 | 66.00 | 44.00 |
Profit/Loss Per Trade % | -1.08 | -2.80 | -0.41 | -3.65 | 1.73 |
Profit Per Trade % | 1.83 | 1.21 | 1.96 | 2.56 | 7.09 |
Loss Per Trade % | 6.45 | 5.30 | 7.62 | 13.55 | 2.36 |
Days In Trade | 239 | 86 | 153 | 239 | 239 |
Days In Trade (Avg. Per Trade) | 13.28 | 17.20 | 11.77 | 13.28 | 13.28 |
% Days In Trade | 32.83 | 11.81 | 21.02 | 32.83 | 32.83 |