Range breakoutlongBacktest-Ergebnisse @ PLTR • 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 PLTR • 10 Minutes (Palantir Technologies Inc.) 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 PLTR • 10 Minutes Kerzen getestet. Dieser Backtest ergab 189 Positionen, mit einer durchschnittlichen Gewinnrate von 40% und einem Risiko-Rendite-Verhältnis von 1.95. Wenn Sie annehmen, dass das 1.95 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 33.9, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 43.50% vs 467.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -32.30% vs -46.50% für das Asset
- Exposition: Exposition: 31.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 40.0%, vs 33.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.95
Mit dieser Exposition können Sie erkennen, dass Sie bei 31% Marktzeit 9.30% des Asset-Aufwärtspotenzials und 69.46% 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 @ PLTR • 10 Minutes (43.5%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting patterns, but I have concerns about the strategy's overall stability.
The positive aspects first: The Risk/Reward ratio of 1.95 is quite solid, and the strategy shows good statistical robustness with a Win Rate Leeway of 39.66%. The actual win rate of 40% is well above the minimal required 33.9%, which gives good mathematical confidence. The average win size of 2.57% versus average loss of -1.31% also shows proper risk management charakteristics.
However, I see major red flags. The strategy severely underperforms buy & hold (43.5% vs 467.7%), which is problematic for such a volatile asset like PLTR. The market exposure of 31% suggests the strategy misses many major moves. The -32.3% maximum drawdown is concerning relative to the total return - this indicates high risk relative to reward. Also the 6-month performance showing -16.9% while the asset gained significantly rings alarm bells about the strategy's consistency. I would need to see more granular data about what causes these periodic performance swings.
From pure mathematical perspective, I would not trade this strategy live without significant modifications to improve the risk-adjusted returns and market exposure. The numbers suggest it is too conservative in catching upside while still taking on substantial drawdown risk.
Mike
AutorYo fam, these PLTR backtest results are pretty interesting! 🚀 Let me break it down from a Wendy's degen perspective.
The strategy's showing some decent potential with that 43.5% net profit, though it's kinda getting smoked by the buy & hold returns (467.7%). But here's what gets me hyped - we're running a 40% win rate with a solid 1.95 risk/reward ratio, which means when we win, we win BIG! That 39.66% win rate leeway is straight-up fire, giving us plenty of breathing room above the minimum needed win rate. 🔥
The thing that's making me a bit nervous is that -32.3% max drawdown - that's a lot of tendies to lose at once, fam. But check this out - we're only exposed to the market 31% of the time, which means we're not gambling 24/7. Running about 1 trade per day is pretty chill, gives you time to work the Wendy's grill between trades lol. The Sharpe ratio at 1.02 isn't gonna blow anyone's mind, but it's not terrible either.
Overall, I'd say this strategy has some potential for us degens, but maybe needs some tweaking to catch more of that massive PLTR upside we're seeing in the buy & hold numbers. Could be worth throwing some paycheck money at it, but definitely not a YOLO situation. 💎🙌
Sarah
AutorMadre mia, this strategy is like watching a drunk person trying to dance salsa! Let me tell you why this is absolutely terrible:
First of all, you're getting completely destroyed by buy & hold - 43.5% vs 467.7%? That's embarassing! You're basically paying commission fees to lose money compared to simply buying and holding. And with a market exposure of just 31%, you're missing most of the actual moves!
The win rate is pathetic - 40% winners? Even with a decent risk/reward ratio of 1.95, you're basically gambling here. Yes, you're above the minimal sufficient win rate, but that's like being proud of getting a D- on your exam. And that -32.3% drawdown? Dios mío, that's enough to give anyone a heart attack!
Look at those monthly numbers - you're all over the place like a crazy chicken! One month you make pennies (0.2%), then you lose -16.9% in 6 months. This inconsistency is exactly what kills trading accounts. The only decent period was 1 year, but that's probably just luck given everything else.
If this was my strategy, I would throw it in the basura immediately. It's clearly not capturing any meaningful edge in the market. Back to the drawing board, amigo!
Tabellarische Metriken von Range breakout getestet auf PLTR • 10 Minutes
| Gesamttrades | 189 | Nettogewinn | 43.5% | Buy & Hold Gewinn | 467.7% |
| Gewinnrate | 40% | Risiko/Rendite-Verhältnis | 1.95 | Maximaler Drawdown | -32.3% |
| Asset Maximaler Drawdown | -46.5% | Exposition | 31.0% | Durchschn. Kerzen in Position | 15.4 |
| Sharpe-Ratio | 1.02 | Sortino-Ratio | 1.14 | Realisierte Volatilität | 36.29% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.5 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 2.3 | Durchschn. Trades pro Monat | 30.3 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 2.7 | Verlust Std Dev | 1.2 | Gewinn Std Dev | 2.7 |
| Erwartungswert | 0.2 | Beta | 0.22 |
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 |