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: | 8570.27 |
Total net P/L: | -1429.73 | Total ROI: | -14.30 % |
CAGR: | -5.02 % | Max. DD: | 34.13 % |
System Score: | -1.520 | Sharpe Ratio: | -0.470 |
Start Date: | 2019-01-02 | End Date: | 2021-12-30 |
Total days: | 1093 | ||
Commissions: | 279.92 | Comm.% P/L | 24.34 % |
Total Transactions: | 100 | Log. Linearity: | 67.147 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | -1149.81 | -927.55 | -222.25 | -5058.71 | 3908.91 |
Total Profit | 3019.00 | 668.95 | 2350.05 | 3443.70 | 6509.26 |
Total Loss | 4168.81 | 1596.51 | 2572.30 | 8502.41 | 2600.35 |
Profit Factor | 0.72 | 0.42 | 0.91 | 0.41 | 2.50 |
Trades | 25 | 7 | 18 | 25 | 25 |
Winning Trades | 17 | 4 | 13 | 17 | 11 |
Losing Trades | 8 | 3 | 5 | 8 | 14 |
% Profitable | 68.00 | 57.00 | 72.00 | 68.00 | 44.00 |
Profit/Loss Per Trade % | -0.49 | -1.38 | -0.14 | -2.48 | 1.35 |
Profit Per Trade % | 2.00 | 1.76 | 2.07 | 2.33 | 5.92 |
Loss Per Trade % | 5.39 | 5.32 | 5.43 | 10.58 | 2.08 |
Days In Trade | 329 | 101 | 228 | 329 | 329 |
Days In Trade (Avg. Per Trade) | 13.16 | 14.43 | 12.67 | 13.16 | 13.16 |
% Days In Trade | 30.10 | 9.24 | 20.86 | 30.10 | 30.10 |