Long + ShortSystematicFully AutomatableFeb 2019 — Oct 2025
Updated Apr 2, 2026
CAGR
57.63%
Profit Factor
7.96
Win Rate
51.6%
Max Drawdown
22.7%
Total Trades
31
Expectancy
+12.24%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR57.63%
Expectancy / Trade+12.24%
Best Trade+85.62%
Worst Trade-10.66%
Avg Winner+27.12%
Avg Loser-3.63%
Risk
Max Drawdown22.67%
Profit Factor7.96
Win Rate51.6%
Max Consec. Wins5
Max Consec. Losses5
Avg Favorable Excursion+27.33%
Avg Adverse Excursion-3.9%
Timing
Avg Trade Duration44.8 days
Avg Winner Duration76.4 days
Avg Loser Duration11.1 days
Years Backtested6.7
Trades / Year~5
Direction Split
Long vs Short
Long Trades
31
51.6% Win Rate · +12.24% 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 NASDAQ:TQQQ 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.