Buy at opening candle range breakoutlongBacktest-Ergebnisse @ GLD • 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 6.2 months von GLD • 5 Minutes (SPDR Gold Trust) Daten, von January 28, 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 6.2 months von GLD • 5 Minutes Kerzen getestet. Dieser Backtest ergab 90 Positionen, mit einer durchschnittlichen Gewinnrate von 61% und einem Risiko-Rendite-Verhältnis von 0.50. Wenn Sie annehmen, dass das 0.50 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 66.7, um profitabel zu sein. Sie sind also am Arsch! Allerdings sind 90 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -3.00% vs 21.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -7.30% vs -8.00% für das Asset
- Exposition: Exposition: 22.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 61.0%, vs 66.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 0.50
Mit dieser Exposition können Sie erkennen, dass Sie bei 23% Marktzeit -13.95% des Asset-Aufwärtspotenzials und 91.25% 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 @ GLD • 5 Minutes (-3.0%) erklärt von Mike, Sarah
Mike
AutorYo fam, this backtest on GLD is giving me some mixed feelings! 🤔 The win rate at 61% looks pretty sweet at first glance, but there's some red flags we gotta talk about.
The strategy is doing about one trade per day, which is cool for managing those Wendy's shifts 😅, but that -3% net profit while the market's up 21.5% is straight-up painful bruh. The Risk/Reward ratio at 0.5 means we're risking twice what we're making on wins - that's like betting $2 to win $1, not the kind of odds we're looking for in this game! 💸
I do like that we're getting some decent winning streaks (up to 8 trades!), and the market exposure is low at 22.7% which could be good for sleeping at night. But that -7.3% max drawdown combined with the negative Sharpe and Sortino ratios is telling me this strategy needs some serious tweaking before I'd YOLO my paycheck into it. Maybe we could adjust the exit conditions to let winners run longer? Just thinking out loud here! 🚀
Sarah
AutorDios mio, this strategy is a complete disaster! You are losing money while the market is making +21.5%? What kind of amateur hour is this?
Look at these pathetic numbers - your Risk/Reward is only 0.5 which means your losses are twice as big as your wins. Even with 61% win rate you're still losing money! The math simply doesn't work. And that -7.3% drawdown? Por favor, this is embarassing when the asset itself only dropped -8%... you managed to catch almost all the downside while missing the upside completely!
The most ridicolous part is your market exposure of only 22.7%. You're basically sitting on the sidelines while GLD is making new highs. With volatility of 6.78% vs asset's 20.27%, you're not even participating in the moves. Your strategy is like watching a football match from the parking lot!
I would fire anyone who brought me these results. The negative Sharpe and Sortino ratios tell me this is worse than just holding cash. Do yourself a favor - either completely rebuild this strategy from scratch or just buy and hold. This is painful to even look at.
Tabellarische Metriken von Buy at opening candle range breakout getestet auf GLD • 5 Minutes
| Gesamttrades | 90 | Nettogewinn | -3.0% | Buy & Hold Gewinn | 21.5% |
| Gewinnrate | 61% | Risiko/Rendite-Verhältnis | 0.50 | Maximaler Drawdown | -7.3% |
| Asset Maximaler Drawdown | -8.0% | Exposition | 22.7% | Durchschn. Kerzen in Position | 24.2 |
| Sharpe-Ratio | -0.72 | Sortino-Ratio | -0.90 | Realisierte Volatilität | 6.78% |
| Max. Gewinnserie | 8 | Durchschn. Gewinnserie | 2.5 | Max. Verlustserie | 5 |
| Durchschn. Verlustserie | 1.5 | Durchschn. Trades pro Monat | 29.2 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 0.5 | Verlust Std Dev | 0.6 | Gewinn Std Dev | 0.3 |
| Erwartungswert | -0.1 | Beta | 0.1 |
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 |