Range breakoutlongBacktest-Ergebnisse @ BTCUSDT • Daily
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 5.8 years von BTCUSDT • Daily (Bitcoin vs Tether, Binance US) Daten, von October 8, 2019 bis July 24, 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 5.8 years von BTCUSDT • Daily Kerzen getestet. Dieser Backtest ergab 38 Positionen, mit einer durchschnittlichen Gewinnrate von 47% und einem Risiko-Rendite-Verhältnis von 3.25. Wenn Sie annehmen, dass das 3.25 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 23.5, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 38 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 549.00% vs 1346.80% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -54.70% vs -76.60% für das Asset
- Exposition: Exposition: 35.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 47.0%, vs 23.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.25
Mit dieser Exposition können Sie erkennen, dass Sie bei 35% Marktzeit 40.76% des Asset-Aufwärtspotenzials und 71.41% des Asset-Abwärtspotenzials erhalten.
Range breakout: Position eingehen wenn
All of the following: # Papa
D Chart(high) > D Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
D Relative Volume (20, SMA, 1) > 1.5Range breakout: Position verlassen wenn
All of the following: # Delta D Chart(close) < D Range (20, 0), Middle
Range breakout @ BTCUSDT • Daily (549.0%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest shows some interesting charakteristics, but I am not fully convinced of its robustness. The win rate of 47% combined with the good risk/reward ratio of 3.25 looks mathematically viable, but there are some red flags we should discuss.
The strategy produces very few trades - only 38 over 5.8 years, which is approximately 6.5 trades per year. This makes the statistics less reliable from mathematical perspective. The 9-trade losing streak is concerning when you have only 38 trades total. Also the maximum drawdown of 54.7% is quite high and could be psychologically difficult to handle, even if it performed better than buy & hold's 76.6% drawdown.
The market exposure of 35.3% suggests this is a selective strategy that stays out of market most of time, which is good for risk management. However, the strategy significantly underperformed buy & hold (549% vs 1346.8%), which makes me question if the complexity is worth it. The Sharpe ratio of 0.45 is also below what I would consider optimal for a trading strategy. Normally I want to see at least 0.8 or higher for reliable performance.
Mike
AutorYo fam, let me break down this range breakout strategy! 🚀 The numbers are looking pretty juicy, even though it's not beating buy & hold (but who does in a mega bull run, right?).
What's got me hyped is that sweet Risk/Reward ratio of 3.25 - when we win, we win BIG (20% average wins vs 6% average losses)! Plus that 47% win rate is way above what we need (23.5%), giving us a massive safety cushion. That's the kind of setup that lets you sleep at night while your trades do the work, even at Wendy's wages 😴💪
The drawdown of -54.7% is pretty spicy ngl, but that's crypto life for ya. What I really dig is how we're only exposed to the market 35.3% of the time - means we're not constantly sweating the charts and can actually focus on serving those square patties. With only about 1 trade per month, this is perfect for us working folk who can't be glued to Trading View 24/7! 📱
To the moon! 🌙 (but like, responsibly with proper position sizing because that drawdown ain't no joke) 🎢
Sarah
AutorThis strategy is a complete disaster, and I'm shocked anyone would even consider trading it. Let me tell you why, mi amigo.
First of all, the win rate is pathetic - only 47%! And with a maximum losing streak of 9 trades? Dios mío, you would need nerves of steel and a massive account to survive that kind of drawdown. The -54.7% maximum drawdown is absolutely horrific. No professional trader would touch something this risky with a 10-foot pole.
The only somewhat decent thing here is the Risk/Reward ratio of 3.25, but what good is that when the strategy massively underperforms buy & hold? You're getting 549% when simple buy & hold gives 1346.8%! This is like paying for a Ferrari and getting a broken bicycle instead.
Look, I don't want to be too mean, but with only 38 trades over 5.8 years (that's only 0.5 trades per month!), the statistical significance is questionable at best. The strategy is basically sitting on its hands most of the time, missing opportunities, and when it does trade, it fails more often than it wins. This is not a strategy - this is a recipe for account destruction.
Tabellarische Metriken von Range breakout getestet auf BTCUSDT • Daily
| Gesamttrades | 38 | Nettogewinn | 549.0% | Buy & Hold Gewinn | 1346.8% |
| Gewinnrate | 47% | Risiko/Rendite-Verhältnis | 3.25 | Maximaler Drawdown | -54.7% |
| Asset Maximaler Drawdown | -76.6% | Exposition | 35.3% | Durchschn. Kerzen in Position | 18.6 |
| Sharpe-Ratio | 0.45 | Sortino-Ratio | 1.49 | Realisierte Volatilität | 31.27% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 2.0 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 1.1 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 17.0 | Verlust Std Dev | 2.3 | Gewinn Std Dev | 15.5 |
| Erwartungswert | 1.0 | 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 |