Range breakoutlongBacktest-Ergebnisse @ NVDA • 1 Minute
Diese Strategie steigt ein, sobald die Preisaktion aus der Spanne der letzten 20 Kerzen ausbricht, begleitet von erhöhtem Handelsvolumen. Sie steigt aus, sobald der Preis unter einer SMA(20) schließt. Die Idee ist es, Trends zu folgen und den durch Volumen bestätigten Momentum zu nutzen.
Eigenkapitalkurve
Der Backtest umfasst 38 days von NVDA • 1 Minute (NVIDIA Corporation) Daten, von June 17, 2025 bis July 25, 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 Range breakout über 38 days von NVDA • 1 Minute Kerzen getestet. Dieser Backtest ergab 164 Positionen, mit einer durchschnittlichen Gewinnrate von 34% und einem Risiko-Rendite-Verhältnis von 3.02. Wenn Sie annehmen, dass das 3.02 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 24.9, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 7.80% vs 20.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -3.70% vs -5.30% für das Asset
- Exposition: Exposition: 24.60% Zeit im Markt
- Gewinnrate: Gewinnrate: 34.0%, vs 24.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.02
Mit dieser Exposition können Sie erkennen, dass Sie bei 25% Marktzeit 38.24% des Asset-Aufwärtspotenzials und 69.81% des Asset-Abwärtspotenzials erhalten.
Range breakout: Position eingehen wenn
All of the following: # Papa
1min Chart(high) > 1min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
1min Relative Volume (20, SMA, 1) > 1.5Range breakout: Position verlassen wenn
All of the following: # Delta 1min Chart(close) < 1min Range (20, 0), Middle
Range breakout @ NVDA • 1 Minute (7.8%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest shows some interesting characteristics, but I have concerns about its statistical robustness. The risk/reward ratio of 3.02 looks good on paper, but the win rate of only 34% is quite low for my taste. Even though it's above the minimal sufficient win rate, I would prefer seeing it above 40%.
The exposure time of 24.6% suggests this is a fairly selective strategy, which is good. However, the underperformance against buy & hold (7.8% vs 20.4%) during a strong bull market for NVDA is concerning. The average holding time of 14 candles seems reasonable for a breakout strategy, but the max losing streak of 10 trades could be psychologically challenging to handle, even though the max drawdown of -3.7% is acceptable.
What worries me most is the high trade frequency - 8.6 trades per day might lead to significant transaction costs that weren't factored in. Also, I notice many NaN values in the risk metrics which makes proper risk assessment difficult. Before implementing this live, I would suggest testing it with different lookback periods and varying the volume multiplier from 1.5 to see how sensitive the results are to these parameters.
Sarah
AutorHa! Another delusional attempt at trading NVDA with mediocre results. Let me tell you what's really going on ere.
The strategy is seriously underperforming the market - 7.8% vs 20.4% buy & hold? That's pathetic! You're basically losing money compared to simply buying and holding like a lazy couch potato. And with 164 trades? You're feeding your broker more than your portfolio!
The win rate is absolutely terrible - 34%? Are you serious? Even though your Risk/Reward looks decent at 3.02, you're still getting kicked in the teeth with losing streaks up to 10 trades! That's psychologically devastating for most traders. I've seen better performance from monkeys throwing darts!
The only slightly positive thing ere is the win rate leeway being above minimal required - but that's like being proud of getting a D- instead of failing completely. Your market exposure is also quite low at 24.6%, which might actually be saving you from even worse losses.
Look, if you want to keep throwing money away like this, be my guest. But this strategy needs serious work or better yet - a complete restart from scratch. And please, stop trading NVDA with these amateur setups!
Tabellarische Metriken von Range breakout getestet auf NVDA • 1 Minute
| Gesamttrades | 164 | Nettogewinn | 7.8% | Buy & Hold Gewinn | 20.4% |
| Gewinnrate | 34% | Risiko/Rendite-Verhältnis | 3.02 | Maximaler Drawdown | -3.7% |
| Asset Maximaler Drawdown | -5.3% | Exposition | 24.6% | Durchschn. Kerzen in Position | 14.0 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 10 |
| Durchschn. Verlustserie | 2.9 | Durchschn. Trades pro Monat | 258.9 | Durchschn. Trades pro Tag | 8.6 |
| Rendite Std Dev | 0.4 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.6 |
| Erwartungswert | 0.4 | Beta | 0.26 |
Alle Backtests für Range breakout
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 26% | (0.4%/-0.5%) -0.80x | (-2.3%/-4.5%) 0.51x | 46 | 1.3 |
EURUSD • 1 Minute | 22% | (-0.5%/0.9%) -0.56x | (-0.6%/-0.7%) 0.86x | 22 | 2.8 |
GLD • 1 Minute | 32% | (0.6%/-1.4%) -0.43x | (-1.9%/-4.1%) 0.46x | 38 | 1.8 |
NVDA • 1 Minute | 25% | (7.8%/20.4%) 0.38x | (-3.7%/-5.3%) 0.70x | 34 | 3.0 |
PLTR • 1 Minute | 28% | (1.3%/15.0%) 0.09x | (-5.4%/-12.9%) 0.42x | 36 | 1.9 |
SPY • 1 Minute | 32% | (1.6%/6.6%) 0.24x | (-1.1%/-1.5%) 0.73x | 35 | 2.4 |
TSLA • 1 Minute | 26% | (0.7%/-0.2%) -3.50x | (-12.8%/-19.2%) 0.67x | 35 | 1.9 |
WMT • 1 Minute | 31% | (-0.5%/3.3%) -0.15x | (-3.2%/-5.1%) 0.63x | 32 | 2.0 |
BTCUSDT • 10 Minutes | 33% | (10.5%/14.3%) 0.73x | (-4.9%/-12.1%) 0.40x | 36 | 2.4 |
EURUSD • 10 Minutes | 23% | (1.1%/1.8%) 0.61x | (-1.2%/-4.3%) 0.28x | 39 | 1.8 |
GLD • 10 Minutes | 38% | (9.4%/35.8%) 0.26x | (-5.4%/-8.3%) 0.65x | 37 | 2.2 |
NVDA • 10 Minutes | 30% | (19.8%/37.4%) 0.53x | (-28.5%/-42.8%) 0.67x | 46 | 1.4 |
PLTR • 10 Minutes | 31% | (43.5%/467.7%) 0.09x | (-32.3%/-46.5%) 0.69x | 40 | 1.9 |
SPY • 10 Minutes | 33% | (5.1%/13.1%) 0.39x | (-9.7%/-20.7%) 0.47x | 39 | 1.8 |
TSLA • 10 Minutes | 28% | (30.7%/25.4%) 1.21x | (-21.4%/-55.3%) 0.39x | 40 | 1.9 |
WMT • 10 Minutes | 32% | (23.2%/39.5%) 0.59x | (-5.3%/-23.8%) 0.22x | 41 | 2.1 |
BTCUSDT • 1 Hour | 34% | (0.5%/70.3%) 0.01x | (-18.7%/-30.6%) 0.61x | 34 | 2.0 |
EURUSD • 1 Hour | 30% | (1.6%/7.1%) 0.23x | (-6.8%/-9.0%) 0.76x | 34 | 2.1 |
GLD • 1 Hour | 38% | (39.3%/122.5%) 0.32x | (-19.5%/-22.2%) 0.88x | 39 | 2.2 |
NVDA • 1 Hour | 44% | (555.6%/3243.4%) 0.17x | (-52.5%/-68.0%) 0.77x | 46 | 2.1 |
PLTR • 1 Hour | 38% | (449.7%/1466.7%) 0.31x | (-56.3%/-86.6%) 0.65x | 43 | 2.4 |
SPY • 1 Hour | 36% | (28.0%/107.0%) 0.26x | (-17.4%/-35.1%) 0.50x | 40 | 2.0 |
TSLA • 1 Hour | 39% | (1353.0%/1305.7%) 1.04x | (-40.8%/-75.1%) 0.54x | 39 | 3.1 |
WMT • 1 Hour | 33% | (60.9%/145.2%) 0.42x | (-15.7%/-26.9%) 0.58x | 39 | 2.4 |
BTCUSDT • Daily | 35% | (549.0%/1346.8%) 0.41x | (-54.7%/-76.6%) 0.71x | 47 | 3.3 |
GLD • Daily | 32% | (83.3%/592.8%) 0.14x | (-21.7%/-45.3%) 0.48x | 48 | 1.8 |
NVDA • Daily | 32% | (6469.1%/396269.9%) 0.02x | (-55.8%/-90.0%) 0.62x | 50 | 2.7 |
SPY • Daily | 22% | (90.1%/1344.4%) 0.07x | (-15.9%/-56.7%) 0.28x | 49 | 2.3 |
TSLA • Daily | 30% | (2791.1%/24273.6%) 0.11x | (-42.7%/-75.0%) 0.57x | 42 | 4.8 |
WMT • Daily | 30% | (30.4%/10116.3%) 0.00x | (-67.6%/-50.6%) 1.34x | 39 | 1.8 |