Buy at opening candle range breakoutlongBacktest-Ergebnisse @ BTCUSDT • 30 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 6.9 months von BTCUSDT • 30 Minutes (Bitcoin vs Tether, Binance US) Daten, von January 6, 2025 bis August 2, 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 6.9 months von BTCUSDT • 30 Minutes Kerzen getestet. Dieser Backtest ergab 155 Positionen, mit einer durchschnittlichen Gewinnrate von 57% und einem Risiko-Rendite-Verhältnis von 0.73. Wenn Sie annehmen, dass das 0.73 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 57.8, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -3.70% vs 14.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -20.80% vs -31.20% für das Asset
- Exposition: Exposition: 21.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 57.0%, vs 57.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 0.73
Mit dieser Exposition können Sie erkennen, dass Sie bei 21% Marktzeit -25.87% des Asset-Aufwärtspotenzials und 66.67% des Asset-Abwärtspotenzials erhalten.
Buy at opening candle range breakout: Position eingehen wenn
All of the following: # Papa 30min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: Position verlassen wenn
All of the following: # X-ray 30min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ BTCUSDT • 30 Minutes (-3.7%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some concerning patterns that make me skeptical about this strategy's viability. While the win rate of 57% looks decent at first glance, the negative expectancy is a red flag that cannot be ignored.
The strategy significantly underperforms buy & hold with -3.7% vs +14.3%, which is problematic considering we are in a bull market phase. The risk metrics are also not convincing - a negative Sharpe ratio of -0.10 indicates poor risk-adjusted returns. The max drawdown of 20.8% is quite high relative to the market exposure of only 21.1%, suggesting the strategy takes on disproportionate risk when it trades.
What I find particularly concerning is the risk/reward ratio of 0.73 - this means the average loss is larger than the average win (0.83% vs 0.61%). With such metrics, you would need a much higher win rate to be profitable in the long run. The high trading frequency of 1.5 trades per day would also result in significant transaction costs that would further eat into the already negative performance. I would definitely not recommend trading this strategy without significant modifications to improve the reward/risk characteristics.
Mike
AutorYo fam, let me break down this backtest for you! 🚀
Looking at these numbers, I'm getting mixed vibes here. The strategy's hitting a decent 57% win rate, which isn't bad at all, but that -3.7% net profit over 6.9 months is kinda rough when BTC itself went up 14.3%. The good news is we're getting plenty of action with 1.5 trades per day - that's enough to keep things spicy! 📈
What's really catching my eye is that win rate leeway of 5642.2% - that's absolutely massive and tells me this strategy has room to breathe! But here's the thing fam - those risk/reward numbers need some work. With a 0.73 R/R ratio and average wins smaller than average losses (0.61% vs -0.83%), we're basically playing defense instead of offense. That -20.8% max drawdown would have my Wendy's paycheck crying fr fr 😭
Overall, I think this strategy has potential but needs some tweaking before I'd YOLO my tendies into it. Maybe tighten up those stops to improve the R/R ratio, or look for stronger signals to boost those win sizes. Diamond hands won't help if we're not catching the right moves! 💎🙌
Sarah
AutorMadre de Dios, this strategy is complete garbage! Let me tear it apart for you, porque I can't even believe someone would consider trading this.
The strategy is losing money (-3.7%) while the market is up 14.3%! You're basically paying money to lose more money - congratulations on finding such an "amazing" way to destroy your capital. And with a Win Rate barely above 50%, it's like flipping a coin but paying fees for the privilege.
The Risk/Reward ratio of 0.73 is absolutely terrible - you're risking more than you're winning on average. Your average loss (-0.83%) is bigger than your average win (0.61%). This is like playing poker where you lose more money when you lose than you make when you win. ¡Qué desastre!
The -20.8% drawdown is just the cherry on top of this disaster cake. With such poor metrics and high drawdown, you might as well go to casino - at least they give you free drinks while you lose your money! And the negative Sharpe ratio (-0.10) just confirms what is obvious - this strategy is pure basura.
Mi consejo? Delete this strategy and start over. And next time, try to create something that actually makes money instead of losing it.
Tabellarische Metriken von Buy at opening candle range breakout getestet auf BTCUSDT • 30 Minutes
| Gesamttrades | 155 | Nettogewinn | -3.7% | Buy & Hold Gewinn | 14.3% |
| Gewinnrate | 57% | Risiko/Rendite-Verhältnis | 0.73 | Maximaler Drawdown | -20.8% |
| Asset Maximaler Drawdown | -31.2% | Exposition | 21.1% | Durchschn. Kerzen in Position | 12.6 |
| Sharpe-Ratio | -0.10 | Sortino-Ratio | 0.50 | Realisierte Volatilität | 17.59% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 2.1 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 1.6 | Durchschn. Trades pro Monat | 44.7 | Durchschn. Trades pro Tag | 1.5 |
| Rendite Std Dev | 1.2 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 0.9 |
| Erwartungswert | -0.0 | Beta | 0.2 |
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 |