Buy at opening candle range breakoutlongResultados de Backtest @ WMT • 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 18.7 months de datos WMT • 15 Minutes (Walmart Inc.), desde January 17, 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 18.7 months de velas WMT • 15 Minutes. Este backtest resultó en 215 posiciones, con una tasa de ganancia promedio de 64% y una relación riesgo-recompensa de 0.86. Si asumes que la relación riesgo-recompensa de 0.86 se mantiene, necesitas una tasa de ganancia mínima de 53.8 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 27.20% vs 83.00% para el activo
- Máximo Drawdown: Máximo Drawdown: -4.90% vs -23.80% para el activo
- Exposición: Exposición: 33.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 64.0%, vs 53.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.86
Con esa exposición en mente, puedes ver que para 33% tiempo-en-mercado, obtienes 32.77% del potencial alcista del activo, y 20.59% 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 @ WMT • 15 Minutes (27.2%) explicado por Mike
Mike
AutorYo fam, this WMT strategy looking pretty decent! 🚀 Not gonna lie, the 27.2% net profit isn't matching buy & hold, but check out those risk metrics - they're looking clean AF!
The strategy's playing it smart with that 64% win rate and only a -4.9% max drawdown (compared to the stock's -23.8% drawdown - that's crazy protection right there!). I'm loving how it's only exposing us to the market 33% of the time, meaning we're not constantly at risk. Plus, that 0.8 trades per day is perfect for managing my Wendy's shifts lol. 📈
What really gets me hyped is that 6346% win rate leeway - that's some serious cushion room! The Sharpe ratio at 1.94 is straight fire too. Sure, we might not be hitting those YOLO gains that'd let me quit Wendy's tomorrow, but this looks like a solid strategy for building that account steadily without getting rekt. Might even be able to afford that used Lambo in a few years if these metrics hold up! 🔥💎🙌
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en WMT • 15 Minutes
| Total de Operaciones | 215 | Beneficio Neto | 27.2% | Beneficio Compra y Mantén | 83.0% |
| Tasa de Ganancia | 64% | Ratio Riesgo/Recompensa | 0.86 | Máximo Drawdown | -4.9% |
| Máximo Drawdown del Activo | -23.8% | Exposición | 33.0% | Promedio de Velas en Posición | 14.4 |
| Ratio de Sharpe | 1.94 | Ratio de Sortino | 0.99 | Volatilidad Realizada | 8.44% |
| Racha Máxima de Ganancia | 10 | Racha Promedio de Ganancia | 3.1 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 1.8 | Promedio de Operaciones por Mes | 23.0 | Promedio de Operaciones por Día | 0.8 |
| Desv. Est. del Retorno | 0.8 | Desv. Est. de la Pérdida | 0.6 | Desv. Est. de la Ganancia | 0.5 |
| Expectativa | 0.2 | Beta | 0.16 |
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 |