Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARCC | Ares Capital Corporation | Financial Services | Asset Management | 16112 | 0.0874 | 23.21 | 4409496 |
GBDC | Golub Capital BDC Inc | Financial Services | Asset Management | 4113 | 0.1065 | 15.44 | 1421488 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 13278.96 |
Total net P/L: | 3278.96 | Total ROI: | 32.79 % |
CAGR: | 5.47 % | Max. DD: | 31.11 % |
System Score: | 0.498 | Sharpe Ratio: | 0.954 |
Start Date: | 2019-01-02 | End Date: | 2024-04-30 |
Total days: | 1945 | ||
Commissions: | 942.21 | Comm.% P/L | 22.32 % |
Total Transactions: | 280 | Log. Linearity: | 44.987 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 4221.17 | 1605.82 | 2615.36 | -3969.92 | 8191.09 |
Total Profit | 11188.19 | 4855.35 | 6332.85 | 9426.05 | 14771.64 |
Total Loss | 6967.02 | 3249.53 | 3717.49 | 13395.96 | 6580.55 |
Profit Factor | 1.61 | 1.49 | 1.70 | 0.70 | 2.24 |
Trades | 70 | 30 | 40 | 70 | 70 |
Winning Trades | 50 | 22 | 28 | 42 | 41 |
Losing Trades | 20 | 8 | 12 | 28 | 29 |
% Profitable | 71.00 | 73.00 | 70.00 | 60.00 | 58.00 |
Profit/Loss Per Trade % | 0.53 | 0.53 | 0.53 | -0.75 | 1.02 |
Profit Per Trade % | 2.10 | 2.03 | 2.16 | 2.16 | 3.29 |
Loss Per Trade % | 3.21 | 3.41 | 3.08 | 4.39 | 2.08 |
Days In Trade | 769 | 350 | 419 | 769 | 769 |
Days In Trade (Avg. Per Trade) | 10.99 | 11.67 | 10.47 | 10.99 | 10.99 |
% Days In Trade | 39.54 | 17.99 | 21.54 | 39.54 | 39.54 |