GOOGL US $ 1 1314.525 T At 14:20 d Vol 495,455 -5.315 Wu GOOGL US Equity Review Actions . Launch . 0 1326.630 21314.05 /1314.72Q 1x2 H 1326.630 L 1312.710 Val 652.799M Backtesting & Optimization: Strategy Analysis 04/01/2009 8 - 10/31/2019 |Today Daily Chart Trade Table |Scatter Plot Strategy Title RSI Statistics if Factors Settings Summary my_statistics Long Total Trades wins 21 21 Losses 11 P&L 69.2k $ P&L 69.2 60.2 Additional State Avg PAL 3.3k 3.3k Total Wins 110.11k 110.11k Total Losses 40.9k 40.9k Avg Win 11.01k 11.01k Avo Loss 3.72k Max Win 28.13k 3.72k 28.13k Max Loss 16.15k 16.15k Num Bars 1.2k 1.2k Avg Duration 57.1 Sharpe Ratio .45 Sortino Ratio .62 Total Return 69.2 Max Return 100.97 1 Min Return & Winning Ratio -17.36 47.62. CMG CMG US $ 1 770.92 -0.39 At 13:37 d Vol 152, 092 771.33Y L 763.93D 1 x2 CMG US Equity Review Actions . Launch . 0 771.05N P770. 83 /771. 20N Val 116.862M 04/01/2009 - - 10/31/2019 - Today Polly Backtesting & Optimization: Strategy Analysis Chart Trade Table Scatter Plot Strategy Title RSI " Statistics Factors Furnimary 1 Settings Statistics Long Short Total Trades 20 20 Wins 10 Losses 10 P&L 3.35k O 1.356 P&L 3.35 3.30 Additional Stats Avg PAL 167.19 Total Wins 131.10k 167,19- Total Losses 127.81k 0 131.10k 13.12k 0 127.81k Avo Win Avg Loss 0 13.12k Max Win 54.01k 0 12.78k Max Loss 48.64k 0 54.01k 1.15k 0 48.64k Num Bars Avg Duration 1.15k 57.45 Sharpe Ratio .13 Sortino R .18 Total Return 3.35 Max Return 80.19 5 Min Return -22.52 Ratio