| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CGBD | Carlyle Secured Lending Inc | Financial Services | Asset Management | 771 | 0.1378 | 11.1 | 614125 |
| FDUS | Fidus Investment Corp | Financial Services | Asset Management | 777 | 0.0899 | 19.53 | 318833 |
| 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: | 15296.46 |
| Total net P/L: | 5296.46 | Total ROI: | 52.96 % |
| CAGR: | 7.80 % | Max. DD: | 29.23 % |
| System Score: | 2.514 | Sharpe Ratio: | 1.465 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 1146.95 | Comm.% P/L | 17.80 % |
| Total Transactions: | 208 | Log. Linearity: | 68.556 % |
| Total | Long |
Short |
CGBD | FDUS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6443.41 | 659.59 | 5783.81 | 9671.93 | -3228.52 |
| Total Profit | 18325.84 | 8370.23 | 9955.61 | 17365.54 | 11348.61 |
| Total Loss | 11882.43 | 7710.64 | 4171.80 | 7693.61 | 14577.14 |
| Profit Factor | 1.54 | 1.09 | 2.39 | 2.26 | 0.78 |
| Trades | 52 | 28 | 24 | 52 | 52 |
| Winning Trades | 39 | 19 | 20 | 31 | 31 |
| Losing Trades | 13 | 9 | 4 | 21 | 21 |
| % Profitable | 75.00 | 67.00 | 83.00 | 59.00 | 59.00 |
| Profit/Loss Per Trade % | 0.95 | 0.41 | 1.58 | 1.10 | -0.21 |
| Profit Per Trade % | 2.93 | 2.76 | 3.08 | 3.32 | 2.35 |
| Loss Per Trade % | 4.60 | 4.23 | 5.43 | 2.05 | 3.77 |
| Days In Trade | 711 | 405 | 306 | 711 | 711 |
| Days In Trade (Avg. Per Trade) | 13.67 | 14.46 | 12.75 | 13.67 | 13.67 |
| % Days In Trade | 34.43 | 19.61 | 14.82 | 34.43 | 34.43 |