Buy at opening candle range breakoutlongBacktest-Ergebnisse @ PLTR • 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 PLTR • 15 Minutes (Palantir Technologies Inc.) 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 PLTR • 15 Minutes Kerzen getestet. Dieser Backtest ergab 204 Positionen, mit einer durchschnittlichen Gewinnrate von 56% und einem Risiko-Rendite-Verhältnis von 1.39. Wenn Sie annehmen, dass das 1.39 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 41.8, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 124.30% vs 846.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -14.30% vs -46.50% für das Asset
- Exposition: Exposition: 33.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 56.0%, vs 41.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.39
Mit dieser Exposition können Sie erkennen, dass Sie bei 33% Marktzeit 14.68% des Asset-Aufwärtspotenzials und 30.75% 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 @ PLTR • 15 Minutes (124.3%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest shows some promising characteristics, but I have concerns about the real-world applicability. Let me explain why.
The strategy shows good risk metrics with a Sharpe of 2.35 and relatively low correlation to the underlying asset (0.42). The win rate of 56% combined with a positive R/R ratio of 1.39 gives mathematical edge. What I particularly like is the win rate leeway - being 55.58% above the minimal required win rate suggests robustness. However, the market exposure of only 33% while the buy & hold return was 846.9% indicates we might be missing significant moves.
The concern I have is about the average holding time of 15.2 candles on 15-minute timeframe. This means average trade duration is less than 4 hours. With 0.7 trades per day, transaction costs and slippage could eat into the theoretical 124.3% profit significantly. Also the max drawdown of -14.3% seems a bit high for such short-term strategy. I would suggest to backtest this with realistic commission structure and maybe implement some additional filters to reduce the drawdown.
Sarah
AutorMadre mia, this strategy is like a bicycle trying to chase a rocket ship! The Buy & Hold profit of 846.9% absolutely destroys your strategy's measly 124.3%. You're basically paying commisions to underperform dramatically.
Look, the win rate of 56% isn't terrible, and the Risk/Reward of 1.39 is acceptable. But why bother when simply holding the asset would have made you 7 times more money? The market exposure of 33% shows you're missing most of the major moves while trying to be clever with your entry/exit rules.
The only thing that looks decent here is the risk metrics - your max drawdown of -14.3% compared to asset's -46.5% shows good risk management. But honestly, who cares about managing risk when you're leaving so much money on the table? It's like wearing knee pads while missing the Olympic gold medal.
This estrategy needs a complete overhaul. Either find a way to increase your market exposure significantly, or admit that your opening range breakout approach is just not suited for this particular asset. PLTR clearly has strong directional moves that you're missing by being too cute with your trading rules.
Tabellarische Metriken von Buy at opening candle range breakout getestet auf PLTR • 15 Minutes
| Gesamttrades | 204 | Nettogewinn | 124.3% | Buy & Hold Gewinn | 846.9% |
| Gewinnrate | 56% | Risiko/Rendite-Verhältnis | 1.39 | Maximaler Drawdown | -14.3% |
| Asset Maximaler Drawdown | -46.5% | Exposition | 33.0% | Durchschn. Kerzen in Position | 15.2 |
| Sharpe-Ratio | 2.35 | Sortino-Ratio | 2.14 | Realisierte Volatilität | 22.52% |
| Max. Gewinnserie | 8 | Durchschn. Gewinnserie | 2.3 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 1.7 | Durchschn. Trades pro Monat | 21.8 | Durchschn. Trades pro Tag | 0.7 |
| Rendite Std Dev | 2.8 | Verlust Std Dev | 1.2 | Gewinn Std Dev | 3.0 |
| Erwartungswert | 0.3 | Beta | 0.18 |
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 |