Long + ShortSystematicFully AutomatableJan 2014 — Mar 2026
Updated Apr 2, 2026
CAGR
153.15%
Profit Factor
4.17
Win Rate
50.6%
Max Drawdown
14.3%
Total Trades
316
Expectancy
+4.26%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR153.15%
Expectancy / Trade+4.26%
Best Trade+124.44%
Worst Trade-4.7%
Avg Winner+11.06%
Avg Loser-2.72%
Risk
Max Drawdown14.31%
Profit Factor4.17
Win Rate50.6%
Max Consec. Wins11
Max Consec. Losses5
Avg Favorable Excursion+10.93%
Avg Adverse Excursion-2.22%
Timing
Avg Trade Duration5.2 days
Avg Winner Duration8.2 days
Avg Loser Duration2.1 days
Years Backtested12.2
Trades / Year~26
Direction Split
Long vs Short
Long Trades
201
47.3% Win Rate · +4.89% avg
Short Trades
115
56.5% Win Rate · +3.15% 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 INDEX:BTCUSD 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.