Range breakoutlongBacktest-Ergebnisse @ NVDA • 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 12.5 months von NVDA • 10 Minutes (NVIDIA Corporation) Daten, von July 16, 2024 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 12.5 months von NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 189 Positionen, mit einer durchschnittlichen Gewinnrate von 46% und einem Risiko-Rendite-Verhältnis von 1.44. Wenn Sie annehmen, dass das 1.44 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 41.0, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 19.80% vs 37.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -28.50% vs -42.80% für das Asset
- Exposition: Exposition: 30.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 46.0%, vs 41.0% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.44
Mit dieser Exposition können Sie erkennen, dass Sie bei 30% Marktzeit 52.94% des Asset-Aufwärtspotenzials und 66.59% 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 @ NVDA • 10 Minutes (19.8%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting metrics, but I am not fully convinced about the strategy's robustness. Let me explain why.
The strategy shows decent risk metrics with a Sharpe of 1.07 and relatively low correlation to the underlying (0.42), which suggests some alpha generation potential. However, the 46% win rate combined with the -28.5% maximum drawdown is concerning. Even though the Risk/Reward ratio of 1.44 mathematically compensates for the low win rate, such deep drawdowns could be problematic for risk management in real trading situations.
What I find particularly worrying is the performance consistency across different timeframes. While the 3-month performance looks good with 32.3% CAGR, we see a significant -30.4% CAGR in the 6-month period. This high variance in returns suggests the strategy might be overfitted to certain market conditions. Also, with only 189 trades over 12.5 months (approximately 1 trade per day), the sample size is a bit too small to make really strong statistical conclusions about the strategy's edge.
Mike
AutorYo fam, this NVDA range breakout strategy is looking pretty interesting! 🚀 Let me break it down for a fellow trader who's grinding at Wendy's like me.
The strategy's showing some decent potential with that 19.8% profit, though it's not beating buy & hold (37.4%). But here's what's got me hyped - the risk metrics are actually pretty solid! That 1.44 risk/reward ratio is sweet, and we're running with a 46% win rate which is actually 4.5% above what we need to be profitable. That's some good cushion right there! 💪
The thing that's making me a bit nervous is that -28.5% max drawdown though... that's like two whole Wendy's paychecks gone! 😅 But check this out - the strategy only keeps us in the market about 30% of the time, which means we're not constantly exposed to crashes. Plus, we're getting about one trade per day, which is perfect for managing this while flipping burgers. The 15-candle average hold time means we're not getting stuck in positions forever.
I'd definitely consider giving this a shot with a small account, maybe start with like $500-1000. The numbers aren't insane gainz, but they're realistic and the math checks out. Just gotta make sure you can handle those drawdowns emotionally, ya feel me? 🎯 Not financial advice tho, just what I'd do with my Wendy's money! 🍔
Sarah
AutorMadre mía, this strategy is like a broken watch - occasionally right but mostly disappointing. Let me tell you why this is not looking good.
First off, you're significantly underperforming the buy & hold by almost 50% (19.8% vs 37.4%). That's embarassing! You're basically making things worse by trading instead of just holding. And with that pathetic 46% win rate, you're losing more often than winning - not exactly something to brag about in your trading journal, ¿verdad?
The drawdown of -28.5% is absolutely terrible for a strategy that's only in the market 30% of the time. I mean, what's the point of being selective with entries if you're still going to lose this much? And that Sortino ratio of 0.76 is telling me this strategy is taking on more downside risk than it should.
The only slightly positive thing I can see is the Risk/Reward ratio of 1.44, but honestly, that's like putting lipstick on a cerdo. The strategy is producing about 1 trade per day which is reasonable, but what's the point when most of these trades are losers? Look at that 6-month performance of -16.4% - absolutely desastroso!
Tabellarische Metriken von Range breakout getestet auf NVDA • 10 Minutes
| Gesamttrades | 189 | Nettogewinn | 19.8% | Buy & Hold Gewinn | 37.4% |
| Gewinnrate | 46% | Risiko/Rendite-Verhältnis | 1.44 | Maximaler Drawdown | -28.5% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 30.4% | Durchschn. Kerzen in Position | 15.1 |
| Sharpe-Ratio | 1.07 | Sortino-Ratio | 0.76 | Realisierte Volatilität | 25.03% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 1.9 | Durchschn. Trades pro Monat | 30.3 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 1.8 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 1.6 |
| Erwartungswert | 0.1 | Beta | 0.21 |
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 |