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Strategy
Reset
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Benchmark Return:
%
Benchmark CAGR:
%/yr
Strategy Return:
%
Strategy CAGR:
%/yr
Excess Return:
%
Excess CAGR:
%/yr
Trades Won:
Trades Lost:
Mean Winning Trade Return:
%
Mean Losing Trade Return:
%
Median Winning Trade Return:
%
Median Losing Trade Return:
%
Max Winning Trade Return:
%
Max Losing Trade Return:
%
Initialisation
Step
Enter Long
Exit Long
Enter Short
Exit Short