| 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: | 10820.05 |
| Total net P/L: | 820.05 | Total ROI: | 8.20 % |
| CAGR: | 1.40 % | Max. DD: | 26.46 % |
| System Score: | 0.021 | Sharpe Ratio: | 0.430 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 452.05 | Comm.% P/L | 35.54 % |
| Total Transactions: | 112 | Log. Linearity: | 24.597 % |
| Total | Long |
Short |
CGBD | FDUS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1272.10 | 1272.10 | 0.00 | 3267.84 | -1995.74 |
| Total Profit | 6347.38 | 6347.38 | 0.00 | 6092.80 | 4150.44 |
| Total Loss | 5075.29 | 5075.29 | 0.00 | 2824.96 | 6146.18 |
| Profit Factor | 1.25 | 1.25 | 0.00 | 2.16 | 0.68 |
| Trades | 28 | 28 | 0 | 28 | 28 |
| Winning Trades | 19 | 19 | 0 | 15 | 17 |
| Losing Trades | 9 | 9 | 0 | 13 | 11 |
| % Profitable | 67.00 | 67.00 | 0.00 | 53.00 | 60.00 |
| Profit/Loss Per Trade % | 0.41 | 0.41 | 0.00 | 0.94 | -0.57 |
| Profit Per Trade % | 2.76 | 2.76 | 0.00 | 3.25 | 2.01 |
| Loss Per Trade % | 4.23 | 4.23 | 0.00 | 1.64 | 4.31 |
| Days In Trade | 405 | 405 | 0 | 405 | 405 |
| Days In Trade (Avg. Per Trade) | 14.46 | 14.46 | 0.00 | 14.46 | 14.46 |
| % Days In Trade | 19.61 | 19.61 | 0.00 | 19.61 | 19.61 |