Buy at opening candle range breakoutlong

Backtest-Ergebnisse @ SPY • 10 Minutes

The backtest results look quite solid from a mathematical perspective. The strategy shows good statistical significance with 185 trades over 12.5 months - that's enough sample size to make meaningful conclusions. The win rate of 68% combined with a risk/reward ratio of 0.78 gives us a positive expectancy of 0.2, which is mathematically viable.

What I find particularly interesting is the market exposure of only 21.5% while still outperforming buy & hold (16.4% vs 12.3%). This suggests the strategy is quite efficient with capital usage. The Sharpe ratio of 2.09 and especially the Sortino ratio of 3.19 indicate good risk-adjusted returns. The max drawdown of -5.5% compared to the asset's -20.7% shows solid risk management charakteristics.

However, I would be careful about few things: The average holding time of 10.6 candles might result in higher transaction costs than shown in backtest. Also, the strategy seems to work better in recent months - the 6M CAGR of 17.5% is significantly higher than longer periods, which could indicate some parameter optimization bias. I would suggest running additional tests with slightly modified parameters to check for robustness.

Yo fam, this backtest is looking pretty fire! 🔥 Let me break it down for my trading homies.

First off, we're beating the market here - 16.4% vs 12.3% buy & hold, and we're only exposed 21.5% of the time! That's like working one day a week at Wendy's but getting paid for the whole week lol. The win rate is solid at 68% with a decent R/R ratio of 0.78. Those 185 trades give us enough sample size to trust these numbers aren't just a fluke. 📈

What really gets me hyped is that Sharpe ratio of 2.09 and Sortino of 3.19 - that's some serious risk-adjusted returns right there! The max drawdown is only -5.5% compared to the market's -20.7%, so we're not getting absolutely rekt when things go south. Plus, averaging about 1 trade per day means we can actually execute this while flipping burgers. 🍔

The only thing that makes me a tiny bit nervous is the average win (0.31%) being smaller than the average loss (-0.40%), but the high win rate more than makes up for it. With that 67% win rate leeway above the minimal required win rate, we've got plenty of cushion even if market conditions change a bit. To the moon! 🚀

Mira, let me tell you something about these numbers - they are not as impressive as they might look at first glance.

Yes, you beat the market by 4.1% with less exposure, pero this performance is quite mediocre considering the risk you're taking. Your Risk/Reward ratio of 0.78 is terrible - you're risking more than you're winning on average trades! That's a recipe for disaster in the long term, mi amigo. The only thing saving you is the decent win rate of 68%, but one bad streak could wipe out months of gains.

The volatility numbers look acceptable - 6.6% realized vol against asset's 17.69%, and the max drawdown of -5.5% isn't horrible. But still, with such poor R/R ratio, you're basically walking on thin ice. Your strategy is like building casa on sand - it might stand for now, but wait until the first storm comes!

The most concerning thing is your average loss being bigger than average win (-0.40% vs 0.31%). This is absolutely backwards! You need to fix your exit strategy immediately - either cut losses faster or let winners run longer. Right now you're doing exactly opposite of what successful trading requires. Si quieres mi opinión honesta - go back to drawing board and fix these fundamental flaws before risking real money.