Buy at opening candle range breakoutlongResultados de Backtest @ BTCUSDT • 30 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 6.9 months de datos BTCUSDT • 30 Minutes (Bitcoin vs Tether, Binance US), desde January 6, 2025 hasta August 2, 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 6.9 months de velas BTCUSDT • 30 Minutes. Este backtest resultó en 155 posiciones, con una tasa de ganancia promedio de 57% y una relación riesgo-recompensa de 0.73. Si asumes que la relación riesgo-recompensa de 0.73 se mantiene, necesitas una tasa de ganancia mínima de 57.8 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -3.70% vs 14.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -20.80% vs -31.20% para el activo
- Exposición: Exposición: 21.10% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 57.0%, vs 57.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.73
Con esa exposición en mente, puedes ver que para 21% tiempo-en-mercado, obtienes -25.87% del potencial alcista del activo, y 66.67% del potencial bajista del activo.
Buy at opening candle range breakout: entrar en una posición cuando
All of the following: # Papa 30min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: salir de una posición cuando
All of the following: # X-ray 30min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ BTCUSDT • 30 Minutes (-3.7%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some concerning patterns that make me skeptical about this strategy's viability. While the win rate of 57% looks decent at first glance, the negative expectancy is a red flag that cannot be ignored.
The strategy significantly underperforms buy & hold with -3.7% vs +14.3%, which is problematic considering we are in a bull market phase. The risk metrics are also not convincing - a negative Sharpe ratio of -0.10 indicates poor risk-adjusted returns. The max drawdown of 20.8% is quite high relative to the market exposure of only 21.1%, suggesting the strategy takes on disproportionate risk when it trades.
What I find particularly concerning is the risk/reward ratio of 0.73 - this means the average loss is larger than the average win (0.83% vs 0.61%). With such metrics, you would need a much higher win rate to be profitable in the long run. The high trading frequency of 1.5 trades per day would also result in significant transaction costs that would further eat into the already negative performance. I would definitely not recommend trading this strategy without significant modifications to improve the reward/risk characteristics.
Mike
AutorYo fam, let me break down this backtest for you! 🚀
Looking at these numbers, I'm getting mixed vibes here. The strategy's hitting a decent 57% win rate, which isn't bad at all, but that -3.7% net profit over 6.9 months is kinda rough when BTC itself went up 14.3%. The good news is we're getting plenty of action with 1.5 trades per day - that's enough to keep things spicy! 📈
What's really catching my eye is that win rate leeway of 5642.2% - that's absolutely massive and tells me this strategy has room to breathe! But here's the thing fam - those risk/reward numbers need some work. With a 0.73 R/R ratio and average wins smaller than average losses (0.61% vs -0.83%), we're basically playing defense instead of offense. That -20.8% max drawdown would have my Wendy's paycheck crying fr fr 😭
Overall, I think this strategy has potential but needs some tweaking before I'd YOLO my tendies into it. Maybe tighten up those stops to improve the R/R ratio, or look for stronger signals to boost those win sizes. Diamond hands won't help if we're not catching the right moves! 💎🙌
Sarah
AutorMadre de Dios, this strategy is complete garbage! Let me tear it apart for you, porque I can't even believe someone would consider trading this.
The strategy is losing money (-3.7%) while the market is up 14.3%! You're basically paying money to lose more money - congratulations on finding such an "amazing" way to destroy your capital. And with a Win Rate barely above 50%, it's like flipping a coin but paying fees for the privilege.
The Risk/Reward ratio of 0.73 is absolutely terrible - you're risking more than you're winning on average. Your average loss (-0.83%) is bigger than your average win (0.61%). This is like playing poker where you lose more money when you lose than you make when you win. ¡Qué desastre!
The -20.8% drawdown is just the cherry on top of this disaster cake. With such poor metrics and high drawdown, you might as well go to casino - at least they give you free drinks while you lose your money! And the negative Sharpe ratio (-0.10) just confirms what is obvious - this strategy is pure basura.
Mi consejo? Delete this strategy and start over. And next time, try to create something that actually makes money instead of losing it.
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en BTCUSDT • 30 Minutes
| Total de Operaciones | 155 | Beneficio Neto | -3.7% | Beneficio Compra y Mantén | 14.3% |
| Tasa de Ganancia | 57% | Ratio Riesgo/Recompensa | 0.73 | Máximo Drawdown | -20.8% |
| Máximo Drawdown del Activo | -31.2% | Exposición | 21.1% | Promedio de Velas en Posición | 12.6 |
| Ratio de Sharpe | -0.10 | Ratio de Sortino | 0.50 | Volatilidad Realizada | 17.59% |
| Racha Máxima de Ganancia | 7 | Racha Promedio de Ganancia | 2.1 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 1.6 | Promedio de Operaciones por Mes | 44.7 | Promedio de Operaciones por Día | 1.5 |
| Desv. Est. del Retorno | 1.2 | Desv. Est. de la Pérdida | 1.1 | Desv. Est. de la Ganancia | 0.9 |
| Expectativa | -0.0 | Beta | 0.2 |
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 |