Range breakoutlongBacktest-Ergebnisse @ BTCUSDT • 10 Minutes
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 69 days von BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US) Daten, von May 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 69 days von BTCUSDT • 10 Minutes Kerzen getestet. Dieser Backtest ergab 205 Positionen, mit einer durchschnittlichen Gewinnrate von 36% und einem Risiko-Rendite-Verhältnis von 2.39. Wenn Sie annehmen, dass das 2.39 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 29.5, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 10.50% vs 14.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -4.90% vs -12.10% für das Asset
- Exposition: Exposition: 32.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 36.0%, vs 29.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.39
Mit dieser Exposition können Sie erkennen, dass Sie bei 33% Marktzeit 73.43% des Asset-Aufwärtspotenzials und 40.50% des Asset-Abwärtspotenzials erhalten.
Range breakout: Position eingehen wenn
All of the following: # Papa
10min Chart(high) > 10min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
10min Relative Volume (20, SMA, 1) > 1.5Range breakout: Position verlassen wenn
All of the following: # Delta 10min Chart(close) < 10min Range (20, 0), Middle
Range breakout @ BTCUSDT • 10 Minutes (10.5%) erklärt von Mike, Sarah
Mike
AutorYo fam, these backtest results are looking pretty juicy! 🚀 Let me break it down for you from behind the Wendy's grill.
The strategy is showing some serious potential with that 10.5% gain in just over 2 months - that's not bad at all! What really gets me hyped is that 2.39 Risk/Reward ratio and the 35.71% win rate leeway. That means we're way above the minimum win rate needed to stay profitable, which is like having extra sauce on your tendies! 🍗 The max drawdown of only 4.9% is pretty sweet too, especially compared to the asset's 12.1% drawdown.
Here's what's making me a bit cautious though (gotta keep it real): The 36% win rate might seem low, but with that juicy risk/reward ratio, it's actually working out nicely. The 9-trade losing streak could be rough on the mental game though - might need to size positions carefully to avoid getting rekt. Also, while the strategy made 10.5%, buy & hold did 14.3%, so we're slightly underperforming the market. But hey, with lower exposure and drawdown, it might be worth the trade-off! 💎🙌
Not financial advice, but if I wasn't flipping burgers, I'd definitely give this strategy a closer look. Those Sharpe and Sortino ratios are looking clean AF! 🔥
Sarah
AutorThe strategy looks mediocre at best, and I'm being generous here. Let me tell you why, mi amigo.
First of all, your win rate is pathetically low at 36%. Yes, yes, I know you have a good risk/reward ratio of 2.39, but honestly? You're basically gambling here - losing 2 out of every 3 trades is psychologically brutal. Even worse, you've had losing streaks of 9 trades in a row! That's enough to make most traders lose their cabeza and abandon the strategy completely.
The most embarassing part? Your strategy underperformed a simple buy & hold by almost 4%. What's the point of all this sophisticated "range breakout" nonsense if you could have made more money by just buying Bitcoin and going to sleep? And with your market exposure at only 32.7%, you're taking all this risk for subpar returns. Es ridiculous!
Look, I appreciate that your drawdown is relatively controlled at -4.9% compared to the asset's -12.1%. The Sharpe and Sortino ratios aren't terrible either. But trading nearly 6 times per day with such a low win rate? You're basically feeding your broker with commisions while getting mediocre results. Mi consejo? Either significantly improve the entry conditions or find a completely different strategy. This one is not worth your tiempo.
Tabellarische Metriken von Range breakout getestet auf BTCUSDT • 10 Minutes
| Gesamttrades | 205 | Nettogewinn | 10.5% | Buy & Hold Gewinn | 14.3% |
| Gewinnrate | 36% | Risiko/Rendite-Verhältnis | 2.39 | Maximaler Drawdown | -4.9% |
| Asset Maximaler Drawdown | -12.1% | Exposition | 32.7% | Durchschn. Kerzen in Position | 14.5 |
| Sharpe-Ratio | 2.21 | Sortino-Ratio | 5.00 | Realisierte Volatilität | 20.36% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 178.3 | Durchschn. Trades pro Tag | 5.9 |
| Rendite Std Dev | 0.6 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.7 |
| Erwartungswert | 0.2 | Beta | 0.34 |
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 |