The first line in the legend lists the date range of the chart.
In the line following the symbol, the first number is the total return for the cycle, the second number is the lowest low from the beginning of the cycle and the third number is the highest high from the beginning of the cycle. The next line begins with MDD (Maximum DrawDown) followed by the amount and the date. The last item is CAR (Compound Annual Return) which is the return for the whole cycle on an annualized basis.
Vertical dashed lines have been drawn on the first trading day of each year.
Green = SPX
Brown = OTC
