Buy at opening candle range breakoutlongResultados de Backtest @ TSLA • 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 TSLA • 30 Minutes (Tesla, 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 TSLA • 30 Minutes. Este backtest resultó en 321 posiciones, con una tasa de ganancia promedio de 56% y una relación riesgo-recompensa de 1.02. Si asumes que la relación riesgo-recompensa de 1.02 se mantiene, necesitas una tasa de ganancia mínima de 49.5 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 62.00% vs 33.80% para el activo
- Máximo Drawdown: Máximo Drawdown: -20.90% vs -67.10% para el activo
- Exposición: Exposición: 29.30% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 56.0%, vs 49.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.02
Con esa exposición en mente, puedes ver que para 29% tiempo-en-mercado, obtienes 183.43% del potencial alcista del activo, y 31.15% 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 @ TSLA • 30 Minutes (62.0%) explicado por Mike, Sarah
Mike
AutorYo fam, this TSLA opening range breakout strategy is looking pretty juicy! 🚀 The numbers are giving me some serious FOMO vibes, but let me break it down for real.
First off, that 62% net profit is beating the buy & hold by almost double (33.8%), which is straight fire! 🔥 The win rate at 56% with a decent R/R ratio of 1.02 means we're not just YOLOing here - there's actually some solid edge. Plus, that 5550% win rate leeway is absolutely bonkers, meaning this strategy has some serious breathing room.
What really gets me hyped is the exposure - only 29.3% market exposure means we're not bagholding through the rough times. The max drawdown of -20.9% is way better than TSLA's brutal -67.1% drawdown, so we're not getting totally rekt during downturns. That said, the Sharpe and Sortino ratios are a bit mid (0.69 and 0.53), but hey, we're trading TSLA - volatility comes with the territory! 💎🙌
Just keep in mind that past performance doesn't guarantee future tendies, but these metrics are looking pretty solid for a day trading strategy. Would I throw my whole Wendy's paycheck at it? Maybe not, but I'd definitely consider running this with proper position sizing! LFG! 🚀
Sarah
AutorMadre mía, this strategy is like a mediocre student who barely passes - technically alive but nothing to write home about.
The win rate of 56% with a risk/reward of 1.02 is basically throwing darts blindfolded. You're winning slightly more than you're losing, but with such tight margins, one bad month could destroy your account. The fact that you need 49.5% win rate to break even and you're only achieving 56% gives you very little room for error. It's like walking on a tightrope without a safety net.
The exposure of 29.3% is actually not bad - at least you're not married to your positions like some idiots I've seen. But those 8.1 candles average hold time? Por favor! That's way too long for what appears to be a breakout strategy. You're letting your winners turn into losers.
The -20.9% drawdown is absolutely horrible for such limited exposure. If you're only in the market 29% of the time and still manage to lose 21% of your capital, something is seriously wrong with your risk management. The Sharpe ratio of 0.69 is pathetic - you'd be better off buying government bonds and going to sleep.
Fix your exits or find another strategy. This one is not going to make you rich, amigo.
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en TSLA • 30 Minutes
| Total de Operaciones | 321 | Beneficio Neto | 62.0% | Beneficio Compra y Mantén | 33.8% |
| Tasa de Ganancia | 56% | Ratio Riesgo/Recompensa | 1.02 | Máximo Drawdown | -20.9% |
| Máximo Drawdown del Activo | -67.1% | Exposición | 29.3% | Promedio de Velas en Posición | 8.1 |
| Ratio de Sharpe | 0.69 | Ratio de Sortino | 0.53 | Volatilidad Realizada | 20.70% |
| Racha Máxima de Ganancia | 9 | Racha Promedio de Ganancia | 2.2 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 1.8 | Promedio de Operaciones por Mes | 17.2 | Promedio de Operaciones por Día | 0.6 |
| Desv. Est. del Retorno | 2.2 | Desv. Est. de la Pérdida | 1.4 | Desv. Est. de la Ganancia | 1.9 |
| Expectativa | 0.1 | Beta | 0.14 |
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 |