Range breakoutlongBacktest-Ergebnisse @ NVDA • 1 Hour
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 5.7 years von NVDA • 1 Hour (NVIDIA Corporation) Daten, von November 8, 2019 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 5.7 years von NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 218 Positionen, mit einer durchschnittlichen Gewinnrate von 46% und einem Risiko-Rendite-Verhältnis von 2.10. Wenn Sie annehmen, dass das 2.10 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 32.3, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 555.60% vs 3243.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -52.50% vs -68.00% für das Asset
- Exposition: Exposition: 44.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 46.0%, vs 32.3% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.10
Mit dieser Exposition können Sie erkennen, dass Sie bei 44% Marktzeit 17.13% des Asset-Aufwärtspotenzials und 77.21% des Asset-Abwärtspotenzials erhalten.
Range breakout: Position eingehen wenn
All of the following: # Papa
60min Chart(high) > 60min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
60min Relative Volume (20, SMA, 1) > 1.5Range breakout: Position verlassen wenn
All of the following: # Delta 60min Chart(close) < 60min Range (20, 0), Middle
Range breakout @ NVDA • 1 Hour (555.6%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting charakteristics, but I have concerns about few things that make me skeptical.
First the positives: The Risk/Reward ratio of 2.10 combined with the actual win rate of 46% gives a good margin above the minimal required win rate of 32.3%. This is mathematically sound and shows the strategy has a solid foundation. The average trades per month at 6.3 provides enough statistical significance over the 5.7 year period. The market exposure of 44.3% suggests good selectivity in trade entries.
However, there are red flags I cannot ignore from pure mathematical perspective. The max drawdown of 52.5% is extremely high for a strategy that only captures upside breakouts. This suggests the strategy might be too aggressive in its entry criteria. The Sharpe ratio of 1.22 is mediocre for a directional strategy, indicating suboptimal risk-adjusted returns. Most concerning is that the strategy significantly underperforms buy & hold (555.6% vs 3243.4%), which makes me question if the complexity is worth it at all. The correlation of 0.53 to the underlying suggests it's not providing meaningful diversification benefits either.
From systematic trading perspective, I would want to see improvements in the drawdown characteristics before considering this viable. Perhaps adding more stringent entry filters or position sizing rules could help optimize the risk-adjusted performance metrics.
Mike
AutorYo fam, this NVDA range breakout strategy is looking pretty juicy! 🚀 The numbers are giving me some serious hopium vibes, but let's keep it real.
First off, that 2.1 Risk/Reward ratio is straight fire 🔥 - we're making twice as much on winners as we lose on losers. With a 46% win rate, that's actually solid AF considering we only need 32.3% to break even. The strategy's making good bank with 555.6% total profit, though it's not beating buy & hold (but who is in this NVDA bull run, honestly?).
The drawdown of -52.5% is pretty spicy though, ngl. 😅 That's gonna test your diamond hands for sure. But peep this - we're only in the market 44.3% of the time, which means we're not just YOLOing and hoping for the best. The strategy's being selective with its 6.3 trades per month, and that Sharpe ratio of 1.22 shows we're not just gambling here.
Would I throw my Wendy's paycheck at this? Probably! The math checks out, and while past performance doesn't guarantee future tendies, those stats are looking clean enough to make me want to risk it for the biscuit. Just gotta be ready for those 7-trade losing streaks when they come! 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster compared to simply buying and holding NVDA! Only 555% profit versus 3243% for buy & hold? That's pathetic!
The win rate is absolutely mediocre at 46% - you're losing more often than winning. Yes, yes, I know the Risk/Reward is 2.1 which technically makes it matematically viable, but come on! That -52.5% drawdown is going to make you vomit your breakfast when it happens. And it will happen, mark my words.
Look, the only decent thing here is the Win Rate Leeway - you have good margin above the minimal required win rate. But who cares when the strategy is clearly inferior to just buying and holding like a lazy couch potato? The market exposure of 44.3% means you're missing out on more than half of the moves. That's why your returns are so poor compared to buy & hold!
I don't want to be mean, but whoever designed this strategy should probably stick to their day job. The only thing this backtest proves is that you've found a complicated way to make less money while taking on significant drawdown risk. If you're going to trade NVDA, either find something much better or just buy and hold it like a normal person.
Tabellarische Metriken von Range breakout getestet auf NVDA • 1 Hour
| Gesamttrades | 218 | Nettogewinn | 555.6% | Buy & Hold Gewinn | 3243.4% |
| Gewinnrate | 46% | Risiko/Rendite-Verhältnis | 2.10 | Maximaler Drawdown | -52.5% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 44.3% | Durchschn. Kerzen in Position | 19.3 |
| Sharpe-Ratio | 1.22 | Sortino-Ratio | 1.08 | Realisierte Volatilität | 26.85% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 2.1 | Durchschn. Trades pro Monat | 6.3 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 5.5 | Verlust Std Dev | 1.8 | Gewinn Std Dev | 5.7 |
| Erwartungswert | 0.4 | Beta | 0.3 |
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 |