Range breakoutlongBacktest-Ergebnisse @ WMT • 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 38.7 years von WMT • Daily (Walmart Inc.) Daten, von November 21, 1986 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 38.7 years von WMT • Daily Kerzen getestet. Dieser Backtest ergab 165 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 1.80. Wenn Sie annehmen, dass das 1.80 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 35.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 30.40% vs 10116.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -67.60% vs -50.60% für das Asset
- Exposition: Exposition: 29.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 35.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.80
Mit dieser Exposition können Sie erkennen, dass Sie bei 30% Marktzeit 0.30% des Asset-Aufwärtspotenzials und 133.60% 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 @ WMT • Daily (30.4%) erklärt von Mike, Sarah
Mike
AutorYo fam, this WMT range breakout strategy is giving me mixed vibes! 🤔 The 39% win rate might look sketch at first, but peep that sweet 1.8 risk/reward ratio - we're actually crushing the minimal required win rate by a fat margin! That's some serious alpha potential right there. 🚀
The strategy's been keeping it real with decent profits over different timeframes, especially that 26% gain in the last year! 💪 Though that -67.6% max drawdown is kinda scary ngl, but hey, no pain no gain right? What's getting me hyped is how we're only in the market 29.5% of the time - means we're not just YOLOing our Wendy's checks on every little move.
One thing that's got me thinking though - we're only averaging like 0.7 trades per month. That's pretty low key for us degens who love some action, but maybe that's why it's working? Quality over quantity and all that stuff. Overall, I'm vibing with this setup - it's not perfect but it's got potential to print some serious tendies if managed right! 🎯 Just gotta stay diamond hands through those drawdowns. 💎🙌
Sarah
AutorMadre mia, this strategy is like a broken watch - it might be right twice a day, but overall it's a disaster!
The win rate of 39% with a 1.8 risk/reward ratio might look acceptable on paper, but let's be real here - you're exposing yourself to a massive 67.6% drawdown for a measly 30.4% net profit over 38 years? That's pathetic! The buy & hold strategy gave more than 10,000% return in the same period - you would have been better off sleeping through these 38 years than actively trading this nonsence!
The strategy makes less than 1 trade per month - are you planning to retire in the next century? And with a -0.48 Sharpe ratio, you're not just underperforming, you're actively destroying value. The volatility metrics show you're taking on significant risk for minimal reward - it's like playing Russian roulette with 5 bullets instead of 1.
If you're serious about trading, throw this strategy in the basura where it belongs and start over. The only positive thing I can say is that at least you tested it before losing real money on this rubbish. ¡Dios mío!
Tabellarische Metriken von Range breakout getestet auf WMT • Daily
| Gesamttrades | 165 | Nettogewinn | 30.4% | Buy & Hold Gewinn | 10116.3% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 1.80 | Maximaler Drawdown | -67.6% |
| Asset Maximaler Drawdown | -50.6% | Exposition | 29.5% | Durchschn. Kerzen in Position | 16.4 |
| Sharpe-Ratio | -0.48 | Sortino-Ratio | -0.22 | Realisierte Volatilität | 10.55% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 0.7 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 6.0 | Verlust Std Dev | 2.2 | Gewinn Std Dev | 5.9 |
| Erwartungswert | 0.1 | Beta | 0.21 |
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 |