Range breakoutlongBacktest-Ergebnisse @ TSLA • 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 15.1 years von TSLA • Daily (Tesla, Inc.) Daten, von June 29, 2010 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 15.1 years von TSLA • Daily Kerzen getestet. Dieser Backtest ergab 57 Positionen, mit einer durchschnittlichen Gewinnrate von 42% und einem Risiko-Rendite-Verhältnis von 4.83. Wenn Sie annehmen, dass das 4.83 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 17.1, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 57 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 2791.10% vs 24273.60% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -42.70% vs -75.00% für das Asset
- Exposition: Exposition: 29.60% Zeit im Markt
- Gewinnrate: Gewinnrate: 42.0%, vs 17.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 4.83
Mit dieser Exposition können Sie erkennen, dass Sie bei 30% Marktzeit 11.50% des Asset-Aufwärtspotenzials und 56.93% 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 @ TSLA • Daily (2791.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThese results show some interesting patterns, but I have concerns about the statistical robustness. 57 trades over 15 years is quite thin - that's only 0.6 trades per month. This makes the metrics less reliable since we don't have enough data points for proper statistical significance.
The risk/reward ratio of 4.83 looks good on paper, and the win rate leeway is impressive at 41.83% above the minimal required win rate. However, I am skeptical about sustainability. The strategy significantly underperforms buy & hold (2791% vs 24273%), while still having notable drawdowns of -42.7%. This suggests the strategy might be missing important moves in the underlying asset, which is confirmed by the low market exposure of 29.6%.
The volatility metrics and Sharpe ratio of 0.25 are concerning - they indicate poor risk-adjusted returns. While the strategy shows some promising aspects like good risk/reward, I would want to see more trades and better risk-adjusted performance metrics before considering real implementation. Maybe adjusting the entry parameters could increase trade frequency without sacrificing the positive risk/reward characteristics.
Mike
AutorYo fam, this TSLA strategy is looking pretty interesting! 🚀 The risk/reward ratio of 4.83 is absolutely fire - meaning when we win, we win BIG compared to our losses. That's the kind of asymmetric betting I live for at Wendy's! 🍔
The win rate at 42% might look kinda sus at first, but check this out - we only need a 17.2% win rate to be profitable with these R/R numbers. That's like a 41.83% cushion above what we need, which is straight-up gorgeous! Even though we're losing more trades than we're winning, when we hit, we're averaging 27.42% gains compared to just -5.68% on losses. That's the kind of setup that gets me hyped! 💎🙌
That said, gotta keep it real - the max drawdown of -42.7% is no joke, and we're way underperforming buy & hold on TSLA (2791% vs 24273%). But hey, we're only exposed to the market 29.6% of the time, so we're taking way less risk. Plus, those annual returns in recent years are still pretty juicy - like that 909% in the last year! Just gotta have the stomach for those 5-trade losing streaks that can pop up. Not financial advice, but I'm definitely saving this one to my trading journal! 📈
Sarah
AutorDios mío, this is quite a disaster hiding behind fancy numbers! You're getting absolutely destroyed compared to buy & hold (2,791% vs 24,273%). That's embarassing!
The win rate is pathetic at 42%, although I must admit the risk/reward ratio of 4.83 somewhat saves your ass here. This is why you're still making money despite being wrong more than half the time. But let's be real - with that market exposure of only 29.6%, you're basically sitting on your hands most of the time while Tesla is making otros people rich!
The trading frequency is ridiculously low - 0.6 trades per month? Are you running a retirement home or a trading strategy? With only 57 trades over 15 years, these statistics are about as reliable as my ex-novio's promises.
One good thing - your strategy has decent protection against drawdowns (-42.7% vs Tesla's -75%). But honestly, who cares when you're leaving so much money on the table? This is like being proud of not losing much in a race you're not even properly running.
Look, if you want to trade Tesla, either commit to it properly or just buy and hold. This half-pregnant approach is making you look like an amateur. And por favor, don't tell me you're paying commissions on these trades - that would be the cherry on top of this mediocre cake!
Tabellarische Metriken von Range breakout getestet auf TSLA • Daily
| Gesamttrades | 57 | Nettogewinn | 2791.1% | Buy & Hold Gewinn | 24273.6% |
| Gewinnrate | 42% | Risiko/Rendite-Verhältnis | 4.83 | Maximaler Drawdown | -42.7% |
| Asset Maximaler Drawdown | -75.0% | Exposition | 29.6% | Durchschn. Kerzen in Position | 18.7 |
| Sharpe-Ratio | 0.25 | Sortino-Ratio | 0.94 | Realisierte Volatilität | 26.80% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 5 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 0.6 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 24.7 | Verlust Std Dev | 3.6 | Gewinn Std Dev | 28.4 |
| Erwartungswert | 1.5 | 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 |