Long + ShortSystematicFully AutomatableMar 2019 — Oct 2025
Updated Apr 2, 2026
CAGR
69.49%
Profit Factor
4.87
Win Rate
42.4%
Max Drawdown
20.9%
Total Trades
59
Expectancy
+8.73%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR69.49%
Expectancy / Trade+8.73%
Best Trade+169.82%
Worst Trade-13.87%
Avg Winner+25.93%
Avg Loser-3.92%
Risk
Max Drawdown20.85%
Profit Factor4.87
Win Rate42.4%
Max Consec. Wins3
Max Consec. Losses6
Avg Favorable Excursion+22.17%
Avg Adverse Excursion-3.93%
Timing
Avg Trade Duration18.2 days
Avg Winner Duration34.9 days
Avg Loser Duration5.9 days
Years Backtested6.6
Trades / Year~9
Direction Split
Long vs Short
Long Trades
59
42.4% Win Rate · +8.73% avg
Short Trades
0
0% Win Rate · +0% avg
Annual Performance
Year
Return
Trades
Win Rate
Monthly Returns
Heatmap
Trade Distribution
P&L Buckets
Important Disclosure
Past performance and backtested results do not guarantee future returns. All trading involves risk, including the loss of principal. Results shown are based on backtested data from TradingView using AMEX:GBTC on the 8-hour timeframe. Actual trading results may differ due to slippage, fees, liquidity, and market conditions. This is not investment advice. You are solely responsible for your own trading decisions.