Buy at opening candle range breakoutlongResultados de Backtest @ PLTR • 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 3.1 years de datos PLTR • 30 Minutes (Palantir Technologies Inc.), desde July 5, 2022 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 3.1 years de velas PLTR • 30 Minutes. Este backtest resultó en 331 posiciones, con una tasa de ganancia promedio de 54% y una relación riesgo-recompensa de 0.94. Si asumes que la relación riesgo-recompensa de 0.94 se mantiene, necesitas una tasa de ganancia mínima de 51.5 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 19.40% vs 1516.10% para el activo
- Máximo Drawdown: Máximo Drawdown: -41.60% vs -48.40% para el activo
- Exposición: Exposición: 29.90% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 54.0%, vs 51.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.94
Con esa exposición en mente, puedes ver que para 30% tiempo-en-mercado, obtienes 1.28% del potencial alcista del activo, y 85.95% 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 @ PLTR • 30 Minutes (19.4%) explicado por Mike
Mike
AutorYo fam, this PLTR strategy is giving me some mixed vibes! 🤔 The win rate at 54% with that tight risk/reward isn't too shabby, and we're getting decent action with about 17 trades per month. That's enough to keep things spicy without overdoing it! 🌶️
The downside is we're only catching 19.4% profit over 3 years while PLTR itself went absolutely bonkers with that 1516% gain! 🚀 That's like watching your buddy YOLO into a 15-bagger while you're sitting there with chicken nugget money. But hey, the max drawdown is slightly better than the asset (-41.6% vs -48.4%), so there's that copium for ya! 💊
Looking at the shorter timeframes though, this thing's been picking up steam lately - that 21.5% gain in 6 months is pretty sweet. Plus that win rate leeway is thicc AF at 5348.5% above what we need! 💪 Maybe worth throwing some Wendy's paychecks at it, but definitely not betting the whole farm. Might be good for some side hustle gains while keeping risk in check! 🎯
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en PLTR • 30 Minutes
| Total de Operaciones | 331 | Beneficio Neto | 19.4% | Beneficio Compra y Mantén | 1516.1% |
| Tasa de Ganancia | 54% | Ratio Riesgo/Recompensa | 0.94 | Máximo Drawdown | -41.6% |
| Máximo Drawdown del Activo | -48.4% | Exposición | 29.9% | Promedio de Velas en Posición | 8.0 |
| Ratio de Sharpe | 0.48 | Ratio de Sortino | 0.06 | Volatilidad Realizada | 23.12% |
| Racha Máxima de Ganancia | 11 | Racha Promedio de Ganancia | 2.2 | Racha Máxima de Pérdida | 7 |
| Racha Promedio de Pérdida | 1.8 | Promedio de Operaciones por Mes | 17.7 | Promedio de Operaciones por Día | 0.6 |
| Desv. Est. del Retorno | 2.6 | Desv. Est. de la Pérdida | 2.4 | Desv. Est. de la Ganancia | 1.7 |
| Expectativa | 0.1 | Beta | 0.13 |
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 |