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: | 11931.23 |
Total net P/L: | 1931.23 | Total ROI: | 19.31 % |
CAGR: | 6.08 % | Max. DD: | 10.42 % |
System Score: | 2.587 | Sharpe Ratio: | 1.027 |
Start Date: | 2015-01-02 | End Date: | 2017-12-29 |
Total days: | 1092 | ||
Commissions: | 392.27 | Comm.% P/L | 16.88 % |
Total Transactions: | 120 | Log. Linearity: | 75.211 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 2323.50 | 724.08 | 1599.42 | 3128.67 | -805.18 |
Total Profit | 4555.16 | 2009.28 | 2545.88 | 5869.99 | 3033.11 |
Total Loss | 2231.66 | 1285.20 | 946.46 | 2741.31 | 3838.28 |
Profit Factor | 2.04 | 1.56 | 2.69 | 2.14 | 0.79 |
Trades | 30 | 14 | 16 | 30 | 30 |
Winning Trades | 22 | 10 | 12 | 19 | 15 |
Losing Trades | 8 | 4 | 4 | 11 | 15 |
% Profitable | 73.00 | 71.00 | 75.00 | 63.00 | 50.00 |
Profit/Loss Per Trade % | 0.71 | 0.50 | 0.90 | 0.93 | -0.28 |
Profit Per Trade % | 1.95 | 1.91 | 1.99 | 2.88 | 1.91 |
Loss Per Trade % | 2.60 | 2.94 | 2.27 | 2.33 | 2.38 |
Days In Trade | 429 | 196 | 233 | 429 | 429 |
Days In Trade (Avg. Per Trade) | 14.30 | 14.00 | 14.56 | 14.30 | 14.30 |
% Days In Trade | 39.29 | 17.95 | 21.34 | 39.29 | 39.29 |