Buy at opening candle range breakoutlongBacktest-Ergebnisse @ TSLA • 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 3.1 years von TSLA • 30 Minutes (Tesla, Inc.) Daten, von July 5, 2022 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 3.1 years von TSLA • 30 Minutes Kerzen getestet. Dieser Backtest ergab 321 Positionen, mit einer durchschnittlichen Gewinnrate von 56% und einem Risiko-Rendite-Verhältnis von 1.02. Wenn Sie annehmen, dass das 1.02 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 49.5, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 62.00% vs 33.80% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -20.90% vs -67.10% für das Asset
- Exposition: Exposition: 29.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 56.0%, vs 49.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.02
Mit dieser Exposition können Sie erkennen, dass Sie bei 29% Marktzeit 183.43% des Asset-Aufwärtspotenzials und 31.15% 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 @ TSLA • 30 Minutes (62.0%) erklärt von Mike, Sarah
Mike
AutorYo fam, this TSLA opening range breakout strategy is looking pretty juicy! 🚀 The numbers are giving me some serious FOMO vibes, but let me break it down for real.
First off, that 62% net profit is beating the buy & hold by almost double (33.8%), which is straight fire! 🔥 The win rate at 56% with a decent R/R ratio of 1.02 means we're not just YOLOing here - there's actually some solid edge. Plus, that 5550% win rate leeway is absolutely bonkers, meaning this strategy has some serious breathing room.
What really gets me hyped is the exposure - only 29.3% market exposure means we're not bagholding through the rough times. The max drawdown of -20.9% is way better than TSLA's brutal -67.1% drawdown, so we're not getting totally rekt during downturns. That said, the Sharpe and Sortino ratios are a bit mid (0.69 and 0.53), but hey, we're trading TSLA - volatility comes with the territory! 💎🙌
Just keep in mind that past performance doesn't guarantee future tendies, but these metrics are looking pretty solid for a day trading strategy. Would I throw my whole Wendy's paycheck at it? Maybe not, but I'd definitely consider running this with proper position sizing! LFG! 🚀
Sarah
AutorMadre mía, this strategy is like a mediocre student who barely passes - technically alive but nothing to write home about.
The win rate of 56% with a risk/reward of 1.02 is basically throwing darts blindfolded. You're winning slightly more than you're losing, but with such tight margins, one bad month could destroy your account. The fact that you need 49.5% win rate to break even and you're only achieving 56% gives you very little room for error. It's like walking on a tightrope without a safety net.
The exposure of 29.3% is actually not bad - at least you're not married to your positions like some idiots I've seen. But those 8.1 candles average hold time? Por favor! That's way too long for what appears to be a breakout strategy. You're letting your winners turn into losers.
The -20.9% drawdown is absolutely horrible for such limited exposure. If you're only in the market 29% of the time and still manage to lose 21% of your capital, something is seriously wrong with your risk management. The Sharpe ratio of 0.69 is pathetic - you'd be better off buying government bonds and going to sleep.
Fix your exits or find another strategy. This one is not going to make you rich, amigo.
Tabellarische Metriken von Buy at opening candle range breakout getestet auf TSLA • 30 Minutes
| Gesamttrades | 321 | Nettogewinn | 62.0% | Buy & Hold Gewinn | 33.8% |
| Gewinnrate | 56% | Risiko/Rendite-Verhältnis | 1.02 | Maximaler Drawdown | -20.9% |
| Asset Maximaler Drawdown | -67.1% | Exposition | 29.3% | Durchschn. Kerzen in Position | 8.1 |
| Sharpe-Ratio | 0.69 | Sortino-Ratio | 0.53 | Realisierte Volatilität | 20.70% |
| Max. Gewinnserie | 9 | Durchschn. Gewinnserie | 2.2 | Max. Verlustserie | 5 |
| Durchschn. Verlustserie | 1.8 | Durchschn. Trades pro Monat | 17.2 | Durchschn. Trades pro Tag | 0.6 |
| Rendite Std Dev | 2.2 | Verlust Std Dev | 1.4 | Gewinn Std Dev | 1.9 |
| Erwartungswert | 0.1 | Beta | 0.14 |
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 |