Range breakoutlongBacktest-Ergebnisse @ TSLA • 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 TSLA • 1 Hour (Tesla, Inc.) 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 TSLA • 1 Hour Kerzen getestet. Dieser Backtest ergab 207 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 3.14. Wenn Sie annehmen, dass das 3.14 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 24.1, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 1353.00% vs 1305.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -40.80% vs -75.10% für das Asset
- Exposition: Exposition: 39.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 24.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.14
Mit dieser Exposition können Sie erkennen, dass Sie bei 39% Marktzeit 103.62% des Asset-Aufwärtspotenzials und 54.33% 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 @ TSLA • 1 Hour (1353.0%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting metrics, but I am not completely convinced about robustness of this strategy.
First the good parts: The strategy shows a nice Risk/Reward ratio of 3.14 and the win rate leeway is very healthy - we only need 24.2% win rate but achieve 39%. This gives us good buffer for when market conditions change. The market exposure of 39% is also quite optimal, as we are not constantly exposed to market risk. The overall performance beating buy & hold on TSLA is remarkable, especially with lower drawdown (-40.8% vs -75.1%).
However, I see some red flags: The Sharpe ratio of 0.47 is quite poor and the negative Sortino ratio (-0.22) suggests problems with downside volatility management. The short-term performance metrics (1M, 3M, 6M) show concerning deterioration - this could mean the strategy is already breaking down. Also, average trade duration of 17.8 candles seems bit random, I would expect more consistency here. The losing streaks of up to 6 trades could be psychologically challenging to trade through.
Would I trade this strategy? Maybe, but only with strict position sizing and clear understanding that recent performance suggests strategy may need adjustment. The mathematical edge is there but execution needs to be very disciplined.
Mike
AutorYo fam, this TSLA breakout strategy is looking pretty juicy! 🚀 Those numbers are making my Wendy's paycheck look like pocket change fr fr.
The strategy is beating buy & hold (1353% vs 1305%) while only being exposed to the market 39% of the time - that's some serious alpha right there! The risk/reward ratio of 3.14 is straight fire 🔥 and even though the win rate is only 39%, we're still crushing it because winners are 3x bigger than losers on average. That's exactly what we want to see!
The drawdown of -40.8% is better than TSLA's raw drawdown of -75.1%, so we're actually managing risk pretty well. Only thing that's kinda sus is the recent 1-6 month performance looking rough, but zoom out and those 3-5 year returns are absolutely bonkers! With 6 trades per month, this could be a solid strategy for anyone with a day job (like yours truly behind the Wendy's counter 😅). Diamond hands through those losing streaks though - gotta trust the process! 💎🙌
Sarah
AutorDios mío, this strategy is like a drunk person throwing darts - sometimes hitting bullseye, sometimes hitting the wall!
The win rate of 39% is terrible, but somehow it's still making money because when it wins, it wins big (8.7% average win vs -2.77% average loss). But let me tell you something - this is extremely dangerous! You're basically gambling with fire here. The drawdown of -40.8% is horrific - do you have the stomach to watch your account drop by almost half? I don't think so!
The market exposure of 39% shows you're not even in the market most of the time, which is actually good because TSLA is a crazy volatile stock. But look at those losing streaks - 6 losses in a row! That's enough to make most traders quit or blow their account. The recent performance is absolutely terrible too - you're down -39.9% in the last month and -86.7% in last 3 months. ¡Qué desastre!
While the overall returns look fantastico on paper (1353% total return), this strategy is way too risky for any serious trader. You're essentially playing Russian roulette with your money. Either fix the win rate or find another strategy. And por favor, don't even think about trading this with real money as is!
Tabellarische Metriken von Range breakout getestet auf TSLA • 1 Hour
| Gesamttrades | 207 | Nettogewinn | 1353.0% | Buy & Hold Gewinn | 1305.7% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 3.14 | Maximaler Drawdown | -40.8% |
| Asset Maximaler Drawdown | -75.1% | Exposition | 39.0% | Durchschn. Kerzen in Position | 17.8 |
| Sharpe-Ratio | 0.47 | Sortino-Ratio | -0.22 | Realisierte Volatilität | 36.12% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 6.0 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 9.3 | Verlust Std Dev | 1.9 | Gewinn Std Dev | 11.7 |
| Erwartungswert | 0.6 | 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 |