Buy at opening candle range breakoutlongBacktest-Ergebnisse @ EURUSD • 5 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 49 days von EURUSD • 5 Minutes (Euro vs USD spot (Interactive Brokers)) Daten, von June 13, 2025 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 49 days von EURUSD • 5 Minutes Kerzen getestet. Dieser Backtest ergab 32 Positionen, mit einer durchschnittlichen Gewinnrate von 88% und einem Risiko-Rendite-Verhältnis von 0.24. Wenn Sie annehmen, dass das 0.24 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 80.7, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 32 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 0.70% vs 0.80% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -0.70% vs -3.70% für das Asset
- Exposition: Exposition: 22.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 88.0%, vs 80.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 0.24
Mit dieser Exposition können Sie erkennen, dass Sie bei 23% Marktzeit 87.50% des Asset-Aufwärtspotenzials und 18.92% des Asset-Abwärtspotenzials erhalten.
Buy at opening candle range breakout: Position eingehen wenn
All of the following: # Papa 5min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: Position verlassen wenn
All of the following: # X-ray 5min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ EURUSD • 5 Minutes (0.7%) erklärt von Alex C, Sarah
Alex C
AutorThis strategy looks quite interesting from statistical perspective, but I have some concerns about its real-world applicability. The win rate of 88% is impressively high, but when you look at the risk/reward ratio of 0.24, it shows we are winning small and losing big - this is typical mistake many beginners do.
The market exposure of 22.7% and average position duration of 69.9 candles suggests this is more of an intraday strategy, which fits well with the opening range breakout concept. However, the net profit of 0.7% over 49 days is barely beating buy & hold at 0.8%, and with Sharpe ratio of just 0.05, the risk-adjusted returns are not convincing. The volatility metrics show the strategy is less volatile than the underlying asset, which is good, but the low correlation (0.09) suggests it might not be capturing meaningful market moves.
From pure mathematics perspective, the strategy is statistically valid - the win rate leeway is healthy and the sample size of 32 trades gives us enough data points to make some conclusions. But I would want to see how it performs over different market regimes before considering real money deployment. Also the negative 1-month performance (-0.1%) raises red flags about strategy's recent effectiveness. Maybe some parameter optimization could help improve the risk/reward ratio without sacrificing the high win rate.
Sarah
AutorMadre mía, what a disaster of a strategy! The numbers look pretty, but they are pure garbage when you look deeper.
Let me tell you why this is complete mierda: First, your net profit is 0.7% over 49 days, which is even worse than buy & hold (0.8%). You're basically doing worse than doing nothing! And for what? To sit there watching 32 trades like some kind of masochist?
The most ridiculous part is your risk/reward ratio of 0.24 - you're risking 4 times more than what you're winning per trade! Even with your fancy 88% win rate, you're walking on very thin ice, amigo. One bad streak and ¡poof! - your account goes bye-bye.
Your Sharpe ratio is pathetic at 0.05 - might as well be gambling in Las Vegas, at least they give you free drinks there. And that market exposure of 22.7%? You're spending way too much time in the market for such miserable returns.
Do yourself a favor and go back to the drawing board. This strategy is like a beautiful car with no engine - looks nice on paper but completely useless in real life. And don't get me started on that correlation of 0.09 - you're basically trading random noise!
Tabellarische Metriken von Buy at opening candle range breakout getestet auf EURUSD • 5 Minutes
| Gesamttrades | 32 | Nettogewinn | 0.7% | Buy & Hold Gewinn | 0.8% |
| Gewinnrate | 88% | Risiko/Rendite-Verhältnis | 0.24 | Maximaler Drawdown | -0.7% |
| Asset Maximaler Drawdown | -3.7% | Exposition | 22.7% | Durchschn. Kerzen in Position | 69.9 |
| Sharpe-Ratio | 0.05 | Sortino-Ratio | 0.29 | Realisierte Volatilität | 1.59% |
| Max. Gewinnserie | 11 | Durchschn. Gewinnserie | 5.6 | Max. Verlustserie | 1 |
| Durchschn. Verlustserie | 1.0 | Durchschn. Trades pro Monat | 39.2 | Durchschn. Trades pro Tag | 1.3 |
| Rendite Std Dev | 0.1 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.0 |
| 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 |