Long + ShortSystematicFully AutomatableJan 2019 — Oct 2025
Updated Apr 28, 2026
CAGR
70.3%
Profit Factor
8.86
Win Rate
72.7%
Max Drawdown
17.9%
Total Trades
33
Expectancy
+13.48%
Equity Curve
Log Scale · Compounded
Core Metrics
Returns
CAGR70.3%
Expectancy / Trade+13.48%
Best Trade+71.32%
Worst Trade-10.35%
Avg Winner+20.89%
Avg Loser-6.29%
Risk
Max Drawdown17.93%
Profit Factor8.86
Win Rate72.7%
Max Consec. Wins7
Max Consec. Losses3
Avg Favorable Excursion+27.97%
Avg Adverse Excursion-3.98%
Timing
Avg Trade Duration43.3 days
Avg Winner Duration56.0 days
Avg Loser Duration9.4 days
Years Backtested6.8
Trades / Year~5
Direction Split
Long vs Short
Long Trades
33
72.7% Win Rate · +13.48% 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.