Range breakoutlongBacktest Results @ NVDA • 1 Minute
This strategy enters once price action beraks through the range of the last 20 candles, while accompanied with elevated trading volume. It exits once price closes below an SMA(20). The idea is to follow trends, riding momentum confirmed by volume.
Equity Curve
Backtest covers 38 days of NVDA • 1 Minute (NVIDIA Corporation) data, from June 17, 2025 to July 25, 2025.
Equity curve is the strategy's performance over time. You should compare it to the asset's Buy & Hold performance. In general, you want the blue area to be well above the gray area.
Drawdown is how much losses (realized or unrealized) the strategy has had if compared to the highest equity peak. Compare this to the asset's drawdown to see whether your strategy does a decent job of isolating you from downside volatility. In general, the red area must be well within the gray area.
So, we have backtested Range breakout on 38 days of NVDA • 1 Minute candles. This backtest resulted in 164 positions, with the average win rate of 34% and reward-risk ratio of 3.02. If you assume that 3.02 reward-to-risk ratio holds, you need a minimum win rate of 24.9 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 7.80% vs 20.40% for the asset
- Max Drawdown: Max Drawdown: -3.70% vs -5.30% for the asset
- Exposure: Exposure: 24.60% time in the market
- Win Rate: Win Rate: 34.0%, vs 24.9% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 3.02
With that exposure in mind, you can tell that for 25% time-in-market, you get 38.24% of the asset upside potential, and 69.81% of the asset downside potential.
Range breakout: enter a position when
All of the following: # Papa
1min Chart(high) > 1min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
1min Relative Volume (20, SMA, 1) > 1.5Range breakout: exit a position when
All of the following: # Delta 1min Chart(close) < 1min Range (20, 0), Middle
Range breakout @ NVDA • 1 Minute (7.8%) backtest results explained by Alex C, Sarah
Alex C
AuthorThe backtest shows some interesting characteristics, but I have concerns about its statistical robustness. The risk/reward ratio of 3.02 looks good on paper, but the win rate of only 34% is quite low for my taste. Even though it's above the minimal sufficient win rate, I would prefer seeing it above 40%.
The exposure time of 24.6% suggests this is a fairly selective strategy, which is good. However, the underperformance against buy & hold (7.8% vs 20.4%) during a strong bull market for NVDA is concerning. The average holding time of 14 candles seems reasonable for a breakout strategy, but the max losing streak of 10 trades could be psychologically challenging to handle, even though the max drawdown of -3.7% is acceptable.
What worries me most is the high trade frequency - 8.6 trades per day might lead to significant transaction costs that weren't factored in. Also, I notice many NaN values in the risk metrics which makes proper risk assessment difficult. Before implementing this live, I would suggest testing it with different lookback periods and varying the volume multiplier from 1.5 to see how sensitive the results are to these parameters.
Sarah
AuthorHa! Another delusional attempt at trading NVDA with mediocre results. Let me tell you what's really going on ere.
The strategy is seriously underperforming the market - 7.8% vs 20.4% buy & hold? That's pathetic! You're basically losing money compared to simply buying and holding like a lazy couch potato. And with 164 trades? You're feeding your broker more than your portfolio!
The win rate is absolutely terrible - 34%? Are you serious? Even though your Risk/Reward looks decent at 3.02, you're still getting kicked in the teeth with losing streaks up to 10 trades! That's psychologically devastating for most traders. I've seen better performance from monkeys throwing darts!
The only slightly positive thing ere is the win rate leeway being above minimal required - but that's like being proud of getting a D- instead of failing completely. Your market exposure is also quite low at 24.6%, which might actually be saving you from even worse losses.
Look, if you want to keep throwing money away like this, be my guest. But this strategy needs serious work or better yet - a complete restart from scratch. And please, stop trading NVDA with these amateur setups!
Tabular metrics of Range breakout backtested on NVDA • 1 Minute
| Total Trades | 164 | Net Profit | 7.8% | Buy & Hold Profit | 20.4% |
| Win Rate | 34% | Reward/Risk Ratio | 3.02 | Max Drawdown | -3.7% |
| Asset Max Drawdown | -5.3% | Exposure | 24.6% | Avg Candles in Position | 14.0 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 5 | Avg Winning Streak | 1.6 | Max Losing Streak | 10 |
| Avg Losing Streak | 2.9 | Avg Trades per Month | 258.9 | Avg Trades per Day | 8.6 |
| Return Std Dev | 0.4 | Loss Std Dev | 0.1 | Win Std Dev | 0.6 |
| Expectancy | 0.4 | Beta | 0.26 |
All backtests for Range breakout
| backtest | exposure | peformance vs asset | drawdown vs asset | win% | reward/risk |
|---|---|---|---|---|---|
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 |