Buy at opening candle range breakoutlongResultados de Backtest @ EURUSD • 10 Minutes
Esta estrategia de breakout intradiario busca entrar una vez que el precio rompe por encima del máximo de la vela de apertura, en cualquier etapa del día. Toma beneficios en el Rango de Apertura Alto + Tamaño del Rango de Apertura, y tiene un stop loss en el Rango de Apertura Bajo. Nunca mantiene una posición durante la noche; siempre sale en la última vela del día en caso de que no se cumplan otras condiciones de salida.
Curva de Equidad
El backtest cubre 98 days de datos EURUSD • 10 Minutes (Euro vs USD spot (Interactive Brokers)), desde April 25, 2025 hasta August 1, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de Buy at opening candle range breakout en 98 days de velas EURUSD • 10 Minutes. Este backtest resultó en 62 posiciones, con una tasa de ganancia promedio de 87% y una relación riesgo-recompensa de 0.18. Si asumes que la relación riesgo-recompensa de 0.18 se mantiene, necesitas una tasa de ganancia mínima de 84.8 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 62 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 0.80% vs 2.10% para el activo
- Máximo Drawdown: Máximo Drawdown: -1.70% vs -3.60% para el activo
- Exposición: Exposición: 21.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 87.0%, vs 84.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.18
Con esa exposición en mente, puedes ver que para 22% tiempo-en-mercado, obtienes 38.10% del potencial alcista del activo, y 47.22% del potencial bajista del activo.
Buy at opening candle range breakout: entrar en una posición cuando
All of the following: # Papa 10min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: salir de una posición cuando
All of the following: # X-ray 10min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ EURUSD • 10 Minutes (0.8%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe results look quite interesting, but I see some red flags which we should not ignore. Let me explain why I'm concerned about this strategy, even though the win rate looks impressive at first glance.
The strategy shows a very high win rate of 87%, but the risk/reward ratio is terrible at 0.18. This means we are risking much more than we potentially can win on each trade. The average win is only 0.08% while the average loss is -0.45%. In my experience with similar setups, this kind of risk profile is problematic in the long run. It reminds me of the classic "picking up pennies in front of a steamroller" situation.
The market exposure of 21.7% and the relatively low correlation of 0.51 are actually positive aspects. However, the total return of 0.8% over 98 days is underwhelming, especially when compared to the buy & hold return of 2.1%. The volatility metrics are decent with a Sharpe ratio of 1.35 and Sortino of 2.59, but these numbers are probably inflated by the high win rate masking the underlying risk structure.
Mike
AutorYo fam, this backtest is looking pretty interesting! 🔍 Those numbers are giving me some serious vibes, let me break it down for you.
That 87% win rate is absolutely bonkers! 🚀 Like, we're crushing it with 54 winning trades out of 62 total. But here's the thing - we're playing it super safe with tiny wins (0.08% average) compared to our losses (-0.45%). It's kinda like working at Wendy's - lots of small wins with the occasional bigger L, you feel me? The overall profit is sitting at 0.8%, which isn't exactly lambos and yachts territory, but the strategy seems mad consistent.
What's really got me hyped is that win rate leeway - we're running WAY above what we need to stay profitable! 💪 And that max drawdown of only -1.7% is super chill for risk management. Plus, with about 1.3 trades per day, it's not too demanding on your time. The Sharpe and Sortino ratios are looking healthy too, showing we're getting decent returns for the risk we're taking. Might need to tweak those position sizes though to juice up those gains a bit! 🎯
Sarah
AutorThis strategy is a complete joke. The win rate looks impressive at first glance (87%), but it's actually a disaster waiting to happen. Let me tell you why, mi amigo.
The risk/reward ratio is absolutely terrible - 0.18! This means your average win (0.08%) is pathetically small compared to your average loss (-0.45%). You're basically picking up pennies in front of a steamroller! With such poor R:R, you need that ridiculously high win rate just to break even. One bad streak and you're finished, comprende?
The net profit of 0.8% over 98 days is embarrasing - you're underperforming buy & hold by 1.3%! What's the point of all this complexity when you could make more money just buying and holding? The market exposure of 21.7% suggests you're missing most of the moves too.
Look, I've seen many terrible strategies in my career, but this one is special kind of bad. It's like trying to cross Atlantic in a paper boat - might work on a calm day, but first storm will sink you. My advice? Delete this strategy and start over. And next time, focus on having decent R:R before chasing unrealistic win rates.
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en EURUSD • 10 Minutes
| Total de Operaciones | 62 | Beneficio Neto | 0.8% | Beneficio Compra y Mantén | 2.1% |
| Tasa de Ganancia | 87% | Ratio Riesgo/Recompensa | 0.18 | Máximo Drawdown | -1.7% |
| Máximo Drawdown del Activo | -3.6% | Exposición | 21.7% | Promedio de Velas en Posición | 34.0 |
| Ratio de Sharpe | 1.35 | Ratio de Sortino | 2.59 | Volatilidad Realizada | 3.01% |
| Racha Máxima de Ganancia | 35 | Racha Promedio de Ganancia | 7.7 | Racha Máxima de Pérdida | 2 |
| Racha Promedio de Pérdida | 1.3 | Promedio de Operaciones por Mes | 38.0 | Promedio de Operaciones por Día | 1.3 |
| Desv. Est. del Retorno | 0.2 | Desv. Est. de la Pérdida | 0.3 | Desv. Est. de la Ganancia | 0.1 |
| Expectativa | 0.0 | Beta | 0.19 |
Todos los backtests para Buy at opening candle range breakout
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
BTCUSDT • 10 Minutes | 15% | (1.0%/4.2%) 0.24x | (-4.6%/-11.1%) 0.41x | 56 | 0.9 |
EURUSD • 10 Minutes | 22% | (0.8%/2.1%) 0.38x | (-1.7%/-3.6%) 0.47x | 87 | 0.2 |
GLD • 10 Minutes | 24% | (0.8%/39.2%) 0.02x | (-2.6%/-8.3%) 0.31x | 60 | 0.7 |
NVDA • 10 Minutes | 32% | (25.9%/41.7%) 0.62x | (-15.6%/-42.8%) 0.36x | 54 | 1.1 |
PLTR • 10 Minutes | 33% | (38.1%/439.0%) 0.09x | (-25.4%/-46.5%) 0.55x | 58 | 1.0 |
SPY • 10 Minutes | 22% | (16.4%/12.3%) 1.33x | (-5.5%/-20.7%) 0.27x | 68 | 0.8 |
TSLA • 10 Minutes | 29% | (-7.9%/23.0%) -0.34x | (-34.7%/-55.3%) 0.63x | 60 | 0.7 |
WMT • 10 Minutes | 32% | (13.3%/40.0%) 0.33x | (-9.1%/-23.8%) 0.38x | 63 | 0.8 |
BTCUSDT • 15 Minutes | 20% | (2.3%/33.4%) 0.07x | (-7.2%/-12.0%) 0.60x | 52 | 1.1 |
EURUSD • 15 Minutes | 27% | (3.9%/8.2%) 0.48x | (-1.4%/-4.3%) 0.33x | 83 | 0.3 |
GLD • 15 Minutes | 31% | (4.0%/66.4%) 0.06x | (-4.4%/-8.3%) 0.53x | 59 | 0.8 |
NVDA • 15 Minutes | 34% | (69.7%/211.7%) 0.33x | (-10.1%/-42.8%) 0.24x | 57 | 1.2 |
PLTR • 15 Minutes | 33% | (124.3%/846.9%) 0.15x | (-14.3%/-46.5%) 0.31x | 56 | 1.4 |
SPY • 15 Minutes | 24% | (13.3%/31.8%) 0.42x | (-4.4%/-21.1%) 0.21x | 62 | 0.8 |
TSLA • 15 Minutes | 27% | (16.3%/41.6%) 0.39x | (-20.0%/-55.6%) 0.36x | 56 | 0.9 |
WMT • 15 Minutes | 33% | (27.2%/83.0%) 0.33x | (-4.9%/-23.8%) 0.21x | 64 | 0.9 |
BTCUSDT • 30 Minutes | 21% | (-3.7%/14.3%) -0.26x | (-20.8%/-31.2%) 0.67x | 57 | 0.7 |
EURUSD • 30 Minutes | 35% | (-1.1%/5.7%) -0.19x | (-5.2%/-7.4%) 0.70x | 75 | 0.3 |
GLD • 30 Minutes | 34% | (11.1%/87.3%) 0.13x | (-6.9%/-11.8%) 0.58x | 55 | 1.0 |
NVDA • 30 Minutes | 34% | (58.6%/1089.5%) 0.05x | (-29.2%/-42.9%) 0.68x | 54 | 1.1 |
PLTR • 30 Minutes | 30% | (19.4%/1516.1%) 0.01x | (-41.6%/-48.4%) 0.86x | 54 | 0.9 |
SPY • 30 Minutes | 35% | (18.1%/65.6%) 0.28x | (-6.8%/-20.2%) 0.34x | 63 | 0.7 |
TSLA • 30 Minutes | 29% | (62.0%/33.8%) 1.83x | (-20.9%/-67.1%) 0.31x | 56 | 1.0 |
WMT • 30 Minutes | 32% | (32.0%/138.6%) 0.23x | (-6.5%/-23.8%) 0.27x | 58 | 1.1 |
BTCUSDT • 5 Minutes | 18% | (2.2%/5.7%) 0.39x | (-2.1%/-8.9%) 0.24x | 64 | 1.0 |
EURUSD • 5 Minutes | 23% | (0.7%/0.8%) 0.87x | (-0.7%/-3.7%) 0.19x | 88 | 0.2 |
GLD • 5 Minutes | 23% | (-3.0%/21.5%) -0.14x | (-7.3%/-8.0%) 0.91x | 61 | 0.5 |
NVDA • 5 Minutes | 29% | (14.6%/42.5%) 0.34x | (-9.3%/-38.8%) 0.24x | 61 | 0.9 |
PLTR • 5 Minutes | 26% | (18.3%/95.6%) 0.19x | (-14.7%/-46.6%) 0.32x | 55 | 1.1 |
SPY • 5 Minutes | 14% | (5.4%/3.4%) 1.59x | (-4.0%/-21.1%) 0.19x | 61 | 0.9 |
TSLA • 5 Minutes | 21% | (47.4%/-22.2%) -2.14x | (-7.1%/-48.5%) 0.15x | 68 | 0.9 |
WMT • 5 Minutes | 27% | (12.5%/1.2%) 10.42x | (-4.8%/-23.8%) 0.20x | 63 | 0.9 |