Buy at opening candle range breakoutlongBacktest-Ergebnisse @ EURUSD • 10 Minutes
Diese Intraday-Breakout-Strategie versucht einzusteigen, sobald der Preis über das Hoch der Eröffnungskerze ausbricht, in jedem Stadium eines Tages. Sie nimmt Gewinn auf Eröffnungsbereich Hoch + Eröffnungsbereich Größe und hat einen Stop Loss auf Eröffnungsbereich Tief. Sie trägt nie eine Position über Nacht; sie steigt immer auf der letzten Kerze eines Tages aus, falls keine anderen Ausstiegsbedingungen erfüllt wurden.
Eigenkapitalkurve
Der Backtest umfasst 98 days von EURUSD • 10 Minutes (Euro vs USD spot (Interactive Brokers)) Daten, von April 25, 2025 bis August 1, 2025.
Die Eigenkapitalkurve zeigt die Leistung der Strategie im Zeitverlauf. Sie sollten sie mit der Buy & Hold Performance des Assets vergleichen. Im Allgemeinen sollte der blaue Bereich deutlich über dem grauen Bereich liegen.
Drawdown zeigt, wie viel Verluste (realisiert oder nicht realisiert) die Strategie im Vergleich zum höchsten Eigenkapitalpeak hatte. Vergleichen Sie dies mit dem Drawdown des Assets, um zu sehen, ob Ihre Strategie eine anständige Arbeit leistet, Sie von Abwärtsvolatilität zu isolieren. Im Allgemeinen muss der rote Bereich gut innerhalb des grauen Bereichs liegen.
Also haben wir Buy at opening candle range breakout über 98 days von EURUSD • 10 Minutes Kerzen getestet. Dieser Backtest ergab 62 Positionen, mit einer durchschnittlichen Gewinnrate von 87% und einem Risiko-Rendite-Verhältnis von 0.18. Wenn Sie annehmen, dass das 0.18 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 84.8, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 62 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 0.80% vs 2.10% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -1.70% vs -3.60% für das Asset
- Exposition: Exposition: 21.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 87.0%, vs 84.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 0.18
Mit dieser Exposition können Sie erkennen, dass Sie bei 22% Marktzeit 38.10% des Asset-Aufwärtspotenzials und 47.22% des Asset-Abwärtspotenzials erhalten.
Buy at opening candle range breakout: Position eingehen wenn
All of the following: # Papa 10min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: Position verlassen wenn
All of the following: # X-ray 10min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ EURUSD • 10 Minutes (0.8%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe results look quite interesting, but I see some red flags which we should not ignore. Let me explain why I'm concerned about this strategy, even though the win rate looks impressive at first glance.
The strategy shows a very high win rate of 87%, but the risk/reward ratio is terrible at 0.18. This means we are risking much more than we potentially can win on each trade. The average win is only 0.08% while the average loss is -0.45%. In my experience with similar setups, this kind of risk profile is problematic in the long run. It reminds me of the classic "picking up pennies in front of a steamroller" situation.
The market exposure of 21.7% and the relatively low correlation of 0.51 are actually positive aspects. However, the total return of 0.8% over 98 days is underwhelming, especially when compared to the buy & hold return of 2.1%. The volatility metrics are decent with a Sharpe ratio of 1.35 and Sortino of 2.59, but these numbers are probably inflated by the high win rate masking the underlying risk structure.
Mike
AutorYo fam, this backtest is looking pretty interesting! 🔍 Those numbers are giving me some serious vibes, let me break it down for you.
That 87% win rate is absolutely bonkers! 🚀 Like, we're crushing it with 54 winning trades out of 62 total. But here's the thing - we're playing it super safe with tiny wins (0.08% average) compared to our losses (-0.45%). It's kinda like working at Wendy's - lots of small wins with the occasional bigger L, you feel me? The overall profit is sitting at 0.8%, which isn't exactly lambos and yachts territory, but the strategy seems mad consistent.
What's really got me hyped is that win rate leeway - we're running WAY above what we need to stay profitable! 💪 And that max drawdown of only -1.7% is super chill for risk management. Plus, with about 1.3 trades per day, it's not too demanding on your time. The Sharpe and Sortino ratios are looking healthy too, showing we're getting decent returns for the risk we're taking. Might need to tweak those position sizes though to juice up those gains a bit! 🎯
Sarah
AutorThis strategy is a complete joke. The win rate looks impressive at first glance (87%), but it's actually a disaster waiting to happen. Let me tell you why, mi amigo.
The risk/reward ratio is absolutely terrible - 0.18! This means your average win (0.08%) is pathetically small compared to your average loss (-0.45%). You're basically picking up pennies in front of a steamroller! With such poor R:R, you need that ridiculously high win rate just to break even. One bad streak and you're finished, comprende?
The net profit of 0.8% over 98 days is embarrasing - you're underperforming buy & hold by 1.3%! What's the point of all this complexity when you could make more money just buying and holding? The market exposure of 21.7% suggests you're missing most of the moves too.
Look, I've seen many terrible strategies in my career, but this one is special kind of bad. It's like trying to cross Atlantic in a paper boat - might work on a calm day, but first storm will sink you. My advice? Delete this strategy and start over. And next time, focus on having decent R:R before chasing unrealistic win rates.
Tabellarische Metriken von Buy at opening candle range breakout getestet auf EURUSD • 10 Minutes
| Gesamttrades | 62 | Nettogewinn | 0.8% | Buy & Hold Gewinn | 2.1% |
| Gewinnrate | 87% | Risiko/Rendite-Verhältnis | 0.18 | Maximaler Drawdown | -1.7% |
| Asset Maximaler Drawdown | -3.6% | Exposition | 21.7% | Durchschn. Kerzen in Position | 34.0 |
| Sharpe-Ratio | 1.35 | Sortino-Ratio | 2.59 | Realisierte Volatilität | 3.01% |
| Max. Gewinnserie | 35 | Durchschn. Gewinnserie | 7.7 | Max. Verlustserie | 2 |
| Durchschn. Verlustserie | 1.3 | Durchschn. Trades pro Monat | 38.0 | Durchschn. Trades pro Tag | 1.3 |
| Rendite Std Dev | 0.2 | Verlust Std Dev | 0.3 | Gewinn Std Dev | 0.1 |
| Erwartungswert | 0.0 | Beta | 0.19 |
Alle Backtests für Buy at opening candle range breakout
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSDT • 10 Minutes | 15% | (1.0%/4.2%) 0.24x | (-4.6%/-11.1%) 0.41x | 56 | 0.9 |
EURUSD • 10 Minutes | 22% | (0.8%/2.1%) 0.38x | (-1.7%/-3.6%) 0.47x | 87 | 0.2 |
GLD • 10 Minutes | 24% | (0.8%/39.2%) 0.02x | (-2.6%/-8.3%) 0.31x | 60 | 0.7 |
NVDA • 10 Minutes | 32% | (25.9%/41.7%) 0.62x | (-15.6%/-42.8%) 0.36x | 54 | 1.1 |
PLTR • 10 Minutes | 33% | (38.1%/439.0%) 0.09x | (-25.4%/-46.5%) 0.55x | 58 | 1.0 |
SPY • 10 Minutes | 22% | (16.4%/12.3%) 1.33x | (-5.5%/-20.7%) 0.27x | 68 | 0.8 |
TSLA • 10 Minutes | 29% | (-7.9%/23.0%) -0.34x | (-34.7%/-55.3%) 0.63x | 60 | 0.7 |
WMT • 10 Minutes | 32% | (13.3%/40.0%) 0.33x | (-9.1%/-23.8%) 0.38x | 63 | 0.8 |
BTCUSDT • 15 Minutes | 20% | (2.3%/33.4%) 0.07x | (-7.2%/-12.0%) 0.60x | 52 | 1.1 |
EURUSD • 15 Minutes | 27% | (3.9%/8.2%) 0.48x | (-1.4%/-4.3%) 0.33x | 83 | 0.3 |
GLD • 15 Minutes | 31% | (4.0%/66.4%) 0.06x | (-4.4%/-8.3%) 0.53x | 59 | 0.8 |
NVDA • 15 Minutes | 34% | (69.7%/211.7%) 0.33x | (-10.1%/-42.8%) 0.24x | 57 | 1.2 |
PLTR • 15 Minutes | 33% | (124.3%/846.9%) 0.15x | (-14.3%/-46.5%) 0.31x | 56 | 1.4 |
SPY • 15 Minutes | 24% | (13.3%/31.8%) 0.42x | (-4.4%/-21.1%) 0.21x | 62 | 0.8 |
TSLA • 15 Minutes | 27% | (16.3%/41.6%) 0.39x | (-20.0%/-55.6%) 0.36x | 56 | 0.9 |
WMT • 15 Minutes | 33% | (27.2%/83.0%) 0.33x | (-4.9%/-23.8%) 0.21x | 64 | 0.9 |
BTCUSDT • 30 Minutes | 21% | (-3.7%/14.3%) -0.26x | (-20.8%/-31.2%) 0.67x | 57 | 0.7 |
EURUSD • 30 Minutes | 35% | (-1.1%/5.7%) -0.19x | (-5.2%/-7.4%) 0.70x | 75 | 0.3 |
GLD • 30 Minutes | 34% | (11.1%/87.3%) 0.13x | (-6.9%/-11.8%) 0.58x | 55 | 1.0 |
NVDA • 30 Minutes | 34% | (58.6%/1089.5%) 0.05x | (-29.2%/-42.9%) 0.68x | 54 | 1.1 |
PLTR • 30 Minutes | 30% | (19.4%/1516.1%) 0.01x | (-41.6%/-48.4%) 0.86x | 54 | 0.9 |
SPY • 30 Minutes | 35% | (18.1%/65.6%) 0.28x | (-6.8%/-20.2%) 0.34x | 63 | 0.7 |
TSLA • 30 Minutes | 29% | (62.0%/33.8%) 1.83x | (-20.9%/-67.1%) 0.31x | 56 | 1.0 |
WMT • 30 Minutes | 32% | (32.0%/138.6%) 0.23x | (-6.5%/-23.8%) 0.27x | 58 | 1.1 |
BTCUSDT • 5 Minutes | 18% | (2.2%/5.7%) 0.39x | (-2.1%/-8.9%) 0.24x | 64 | 1.0 |
EURUSD • 5 Minutes | 23% | (0.7%/0.8%) 0.87x | (-0.7%/-3.7%) 0.19x | 88 | 0.2 |
GLD • 5 Minutes | 23% | (-3.0%/21.5%) -0.14x | (-7.3%/-8.0%) 0.91x | 61 | 0.5 |
NVDA • 5 Minutes | 29% | (14.6%/42.5%) 0.34x | (-9.3%/-38.8%) 0.24x | 61 | 0.9 |
PLTR • 5 Minutes | 26% | (18.3%/95.6%) 0.19x | (-14.7%/-46.6%) 0.32x | 55 | 1.1 |
SPY • 5 Minutes | 14% | (5.4%/3.4%) 1.59x | (-4.0%/-21.1%) 0.19x | 61 | 0.9 |
TSLA • 5 Minutes | 21% | (47.4%/-22.2%) -2.14x | (-7.1%/-48.5%) 0.15x | 68 | 0.9 |
WMT • 5 Minutes | 27% | (12.5%/1.2%) 10.42x | (-4.8%/-23.8%) 0.20x | 63 | 0.9 |