Buy at opening candle range breakoutlongBacktest-Ergebnisse @ GLD • 15 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 18.7 months von GLD • 15 Minutes (SPDR Gold Trust) Daten, von January 17, 2024 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 18.7 months von GLD • 15 Minutes Kerzen getestet. Dieser Backtest ergab 239 Positionen, mit einer durchschnittlichen Gewinnrate von 59% und einem Risiko-Rendite-Verhältnis von 0.79. Wenn Sie annehmen, dass das 0.79 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 55.9, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 4.00% vs 66.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -4.40% vs -8.30% für das Asset
- Exposition: Exposition: 30.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 59.0%, vs 55.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 0.79
Mit dieser Exposition können Sie erkennen, dass Sie bei 31% Marktzeit 6.02% des Asset-Aufwärtspotenzials und 53.01% des Asset-Abwärtspotenzials erhalten.
Buy at opening candle range breakout: Position eingehen wenn
All of the following: # Papa 15min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: Position verlassen wenn
All of the following: # X-ray 15min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ GLD • 15 Minutes (4.0%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this backtest on GLD for you! 🔍
Looking at these numbers, it's giving me mixed vibes tbh. The win rate is pretty solid at 59% with a decent safety margin above the minimum required - that's actually pretty sweet! And we're getting almost a trade per day, which means plenty of action to keep things interesting. The max drawdown is only -4.4% which is super manageable for our Wendy's paychecks 💪
But here's where it gets a bit sus - the strategy only made 4% over 18.7 months while buy & hold did 66.4%! That's like ordering a Baconator and getting a plain bun 😭 The Risk/Reward ratio being below 1 (0.79) means we're risking more than we're making on average trades, which isn't ideal for us degens who want those juicy gains.
I'd say this strategy might need some tweaking before going YOLO on it. Maybe look into adjusting the exit conditions to let winners run longer, or finding ways to cut losses quicker. The bones are there with that solid win rate, but we need more meat on them to make this worth our tendies! 🍗 Keep grinding on it fam! 💎🙌
Sarah
AutorMadre de Dios, this strategy is absolute garbage! Let me tell you why, mi amigo, and please don't take offense - I'm doing you a favor here.
First of all, your net profit is pathetic 4% over 18.7 months while the market made 66.4%! You would have been better off sleeping through this period with a simple buy and hold approach. That's like bringing a knife to a gunfight, pero mucho peor! The market exposure of 30.7% shows you're missing most of the moves too.
Your risk metrics are embarassing - a Sharpe ratio of 0.12 and Sortino of 0.03 are basically telling us your strategy is barely better than throwing darts blindfolded. The win rate of 59% looks decent on paper, but with that terrible risk/reward ratio of 0.79, you're slowly bleeding money like a death by thousand cuts.
Listen, I don't mean to be cruel, but this strategy needs to be taken behind the shed and put out of its misery. The only positive thing I can say is that your win rate leeway is decent - but that's like complementing someone's shoelaces while their house is burning down. Back to the drawing board, amigo!
Tabellarische Metriken von Buy at opening candle range breakout getestet auf GLD • 15 Minutes
| Gesamttrades | 239 | Nettogewinn | 4.0% | Buy & Hold Gewinn | 66.4% |
| Gewinnrate | 59% | Risiko/Rendite-Verhältnis | 0.79 | Maximaler Drawdown | -4.4% |
| Asset Maximaler Drawdown | -8.3% | Exposition | 30.7% | Durchschn. Kerzen in Position | 11.8 |
| Sharpe-Ratio | 0.12 | Sortino-Ratio | 0.03 | Realisierte Volatilität | 4.72% |
| Max. Gewinnserie | 12 | Durchschn. Gewinnserie | 2.6 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 1.8 | Durchschn. Trades pro Monat | 25.5 | Durchschn. Trades pro Tag | 0.9 |
| Rendite Std Dev | 0.4 | Verlust Std Dev | 0.3 | Gewinn Std Dev | 0.2 |
| Erwartungswert | 0.1 | Beta | 0.09 |
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 |