Buy at opening candle range breakoutlong

Backtest-Ergebnisse @ TSLA • 15 Minutes

The backtest results show some interesting patterns, but I am not fully convinced about the strategy's robustness. Let me explain why.

The win rate of 56% combined with a risk/reward ratio of 0.88 is actually not bad at all. What makes me concerned is the significant difference between strategy performance (16.3%) and buy & hold (41.6%). This suggests the strategy might be missing important moves in the market. The market exposure of only 26.9% confirms this - we are staying out of the market too much of the time.

The volatility metrics are quite interesting - the strategy's realized volatility (20.14%) is much lower than the asset's (67.11%). This means we are doing good job at risk management, but maybe we are being too conservative. The maximum drawdown of -20% is acceptable for TSLA trading, but the Sharpe ratio of 0.38 and negative Sortino ratio (-0.21) tell me the strategy is not generating enough excess returns for the risk it takes. The correlation of 0.33 shows we are not just following the market blindly - that's good.

I would suggest optimizing the entry conditions to increase market exposure while maintaining the solid win rate. Maybe we could look at adjusting the range breakout parameters to catch more moves. But overall, the strategy shows promise - it just needs some fine-tuning to improve its risk-adjusted returns.

Madre mía, this strategy is like a mediocre student trying to pass with minimal effort! Let me tell you why this is not impresive at all.

First, you're severely underperforming the market - 16.3% net profit versus 41.6% buy & hold? That's pathetic! You're basically losing money by trying to be clever instead of just buying and holding like a simpleton. The market exposure of 26.9% shows you're missing most of the actual moves, which explains the poor performance.

The risk metrics are absolutely terrible. A Sortino ratio of -0.21? That's embarassing! And that 20% maximum drawdown with such low market exposure is like getting a sunburn while sitting in the shade - it shouldn't happen! The Sharpe ratio of 0.38 is something I wouldn't even show to my worst enemy.

The only slightly decent thing here is the Win Rate of 56% with a 5.5% leeway above minimal required - but even this is nothing to write home about when your Risk/Reward ratio is below 1 (0.88). You're basically winning more often but losing more money when you lose - esta estrategia es una mierda completa!

If you're going to waste time implementing this strategy, you might as well just throw darts at a chart - might get better results!