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: | 14079.23 |
Total net P/L: | 4079.23 | Total ROI: | 40.79 % |
CAGR: | 18.80 % | Max. DD: | 7.10 % |
System Score: | 15.341 | Sharpe Ratio: | 2.156 |
Start Date: | 2021-01-04 | End Date: | 2022-12-30 |
Total days: | 725 | ||
Commissions: | 263.84 | Comm.% P/L | 6.07 % |
Total Transactions: | 76 | Log. Linearity: | 93.453 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 4343.07 | 481.74 | 3861.33 | 3650.12 | 692.95 |
Total Profit | 4618.82 | 595.55 | 4023.27 | 5980.11 | 2937.04 |
Total Loss | 275.74 | 113.81 | 161.93 | 2329.99 | 2244.09 |
Profit Factor | 16.75 | 5.23 | 24.85 | 2.57 | 1.31 |
Trades | 19 | 5 | 14 | 19 | 19 |
Winning Trades | 15 | 3 | 12 | 14 | 9 |
Losing Trades | 4 | 2 | 2 | 5 | 10 |
% Profitable | 78.00 | 60.00 | 85.00 | 73.00 | 47.00 |
Profit/Loss Per Trade % | 1.93 | 0.87 | 2.32 | 1.66 | 0.18 |
Profit Per Trade % | 2.60 | 1.72 | 2.82 | 3.57 | 2.58 |
Loss Per Trade % | 0.52 | 0.41 | 0.63 | 3.46 | 1.91 |
Days In Trade | 210 | 71 | 139 | 210 | 210 |
Days In Trade (Avg. Per Trade) | 11.05 | 14.20 | 9.93 | 11.05 | 11.05 |
% Days In Trade | 28.97 | 9.79 | 19.17 | 28.97 | 28.97 |