Buy at opening candle range breakoutlongResultados de Backtest @ TSLA • 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 12.5 months de datos TSLA • 10 Minutes (Tesla, Inc.), desde July 23, 2024 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 12.5 months de velas TSLA • 10 Minutes. Este backtest resultó en 136 posiciones, con una tasa de ganancia promedio de 60% y una relación riesgo-recompensa de 0.66. Si asumes que la relación riesgo-recompensa de 0.66 se mantiene, necesitas una tasa de ganancia mínima de 60.2 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -7.90% vs 23.00% para el activo
- Máximo Drawdown: Máximo Drawdown: -34.70% vs -55.30% para el activo
- Exposición: Exposición: 28.60% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 60.0%, vs 60.2% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.66
Con esa exposición en mente, puedes ver que para 29% tiempo-en-mercado, obtienes -34.35% del potencial alcista del activo, y 62.75% 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 @ TSLA • 10 Minutes (-7.9%) explicado por Alex C
Alex C
AutorThe backtest results show some concerning patterns that I would not feel comfortable trading with. The negative net profit of -7.9% against a buy & hold profit of 23% is already a red flag. Even though the win rate looks decent at 60%, the risk-reward ratio of 0.66 makes this mathematically challenging.
What really troubles me is the combination of high drawdown (-34.7%) and negative Sharpe ratio (-0.43). This suggests the strategy is taking on too much risk for the returns it generates. The market exposure of 28.6% shows it's not even fully invested most of the time, yet still manages to produce worse results than simply holding the asset.
I must say the trading frequency looks reasonable with 0.7 trades per day - this is not overtrading. But the performance metrics across different timeframes are very inconsistent. We see positive CAGR in 1M and 3M periods but significant negative returns in 6M period (-19.2% CAGR). This kind of inconsistency suggests the strategy might be curve-fitted to certain market conditions and fails when these conditions change. I would not recommend trading this strategy with real money without significant modifications.
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en TSLA • 10 Minutes
| Total de Operaciones | 136 | Beneficio Neto | -7.9% | Beneficio Compra y Mantén | 23.0% |
| Tasa de Ganancia | 60% | Ratio Riesgo/Recompensa | 0.66 | Máximo Drawdown | -34.7% |
| Máximo Drawdown del Activo | -55.3% | Exposición | 28.6% | Promedio de Velas en Posición | 20.0 |
| Ratio de Sharpe | -0.43 | Ratio de Sortino | -0.06 | Volatilidad Realizada | 23.91% |
| Racha Máxima de Ganancia | 8 | Racha Promedio de Ganancia | 2.1 | Racha Máxima de Pérdida | 7 |
| Racha Promedio de Pérdida | 1.4 | Promedio de Operaciones por Mes | 21.8 | Promedio de Operaciones por Día | 0.7 |
| Desv. Est. del Retorno | 2.5 | Desv. Est. de la Pérdida | 2.7 | Desv. Est. de la Ganancia | 1.0 |
| Expectativa | -0.0 | Beta | 0.12 |
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 |