Long + ShortSystematicFully AutomatableJan 2017 — Mar 2026
Updated Apr 2, 2026
CAGR
278.26%
Profit Factor
5.87
Win Rate
40.5%
Max Drawdown
25.4%
Total Trades
227
Expectancy
+7.61%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR278.26%
Expectancy / Trade+7.61%
Best Trade+250.75%
Worst Trade-4.01%
Avg Winner+22.62%
Avg Loser-2.63%
Risk
Max Drawdown25.38%
Profit Factor5.87
Win Rate40.5%
Max Consec. Wins6
Max Consec. Losses9
Avg Favorable Excursion+18.33%
Avg Adverse Excursion-2.18%
Timing
Avg Trade Duration9.7 days
Avg Winner Duration21.1 days
Avg Loser Duration2.0 days
Years Backtested9.2
Trades / Year~25
Direction Split
Long vs Short
Long Trades
104
34.6% Win Rate · +12.96% avg
Short Trades
123
45.5% Win Rate · +3.08% 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:ETHUSD 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.