Buy at opening candle range breakoutlongResultados de Backtest @ EURUSD • 15 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 5 months de datos EURUSD • 15 Minutes (Euro vs USD spot (Interactive Brokers)), desde March 5, 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 5 months de velas EURUSD • 15 Minutes. Este backtest resultó en 84 posiciones, con una tasa de ganancia promedio de 83% y una relación riesgo-recompensa de 0.35. Si asumes que la relación riesgo-recompensa de 0.35 se mantiene, necesitas una tasa de ganancia mínima de 74.1 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 84 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 3.90% vs 8.20% para el activo
- Máximo Drawdown: Máximo Drawdown: -1.40% vs -4.30% para el activo
- Exposición: Exposición: 26.90% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 83.0%, vs 74.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.35
Con esa exposición en mente, puedes ver que para 27% tiempo-en-mercado, obtienes 47.56% del potencial alcista del activo, y 32.56% del potencial bajista del activo.
Buy at opening candle range breakout: entrar en una posición cuando
All of the following: # Papa 15min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: salir de una posición cuando
All of the following: # X-ray 15min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ EURUSD • 15 Minutes (3.9%) explicado por Sarah
Sarah
AutorMadre mía, this strategy is like a tortuga trying to win Formula 1! The performance is pathetic - only 3.9% net profit while the market itself made 8.2%? You're literally better off sleeping through the trading day!
Let's be real here - the only decent thing about this backtest is the high win rate at 83%. But por favor, look at that miserable risk/reward ratio of 0.35! You're risking more than you're making on each trade. This is like playing Russian roulette with 5 bullets - technically you can win, but why would you want to?
The market exposure of 26.9% shows you're missing most of the action. And that correlation of 0.60 means you're basically just following the market like a lost puppy, but doing it worse! The 1-month performance is negative while taking all these risks - it's like paying someone to punch you in the face!
Look, if you want to lose money slowly, there are more entertaining ways to do it. This strategy needs serious work or better yet, a complete replacement. The numbers are screaming "NO" louder than mi abuela when she catches me eating before dinner!
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en EURUSD • 15 Minutes
| Total de Operaciones | 84 | Beneficio Neto | 3.9% | Beneficio Compra y Mantén | 8.2% |
| Tasa de Ganancia | 83% | Ratio Riesgo/Recompensa | 0.35 | Máximo Drawdown | -1.4% |
| Máximo Drawdown del Activo | -4.3% | Exposición | 26.9% | Promedio de Velas en Posición | 28.4 |
| Ratio de Sharpe | 1.58 | Ratio de Sortino | 1.37 | Volatilidad Realizada | 4.07% |
| Racha Máxima de Ganancia | 16 | Racha Promedio de Ganancia | 6.4 | Racha Máxima de Pérdida | 3 |
| Racha Promedio de Pérdida | 1.3 | Promedio de Operaciones por Mes | 33.8 | Promedio de Operaciones por Día | 1.1 |
| Desv. Est. del Retorno | 0.3 | Desv. Est. de la Pérdida | 0.3 | Desv. Est. de la Ganancia | 0.2 |
| Expectativa | 0.1 | Beta | 0.21 |
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 |