Long + ShortSystematicFully AutomatableJan 2019 — Mar 2026
Updated Apr 2, 2026
CAGR
64.03%
Profit Factor
5.72
Win Rate
34.5%
Max Drawdown
18.9%
Total Trades
87
Expectancy
+5.18%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR64.03%
Expectancy / Trade+5.18%
Best Trade+82.61%
Worst Trade-3.38%
Avg Winner+18.22%
Avg Loser-1.68%
Risk
Max Drawdown18.86%
Profit Factor5.72
Win Rate34.5%
Max Consec. Wins13
Max Consec. Losses5
Avg Favorable Excursion+11.53%
Avg Adverse Excursion-1.36%
Timing
Avg Trade Duration16.1 days
Avg Winner Duration40.8 days
Avg Loser Duration3.2 days
Years Backtested7.2
Trades / Year~12
Direction Split
Long vs Short
Long Trades
77
32.5% Win Rate · +5.38% avg
Short Trades
10
50.0% Win Rate · +3.64% 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 NASDAQ:NVDA 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.