Buy at opening candle range breakoutlongResultados de Backtest @ BTCUSDT • 5 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 35 days de datos BTCUSDT • 5 Minutes (Bitcoin vs Tether, Binance US), desde June 28, 2025 hasta August 3, 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 35 days de velas BTCUSDT • 5 Minutes. Este backtest resultó en 28 posiciones, con una tasa de ganancia promedio de 64% y una relación riesgo-recompensa de 0.98. Si asumes que la relación riesgo-recompensa de 0.98 se mantiene, necesitas una tasa de ganancia mínima de 50.5 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 28 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 2.20% vs 5.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -2.10% vs -8.90% para el activo
- Exposición: Exposición: 17.90% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 64.0%, vs 50.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.98
Con esa exposición en mente, puedes ver que para 18% tiempo-en-mercado, obtienes 38.60% del potencial alcista del activo, y 23.60% del potencial bajista del activo.
Buy at opening candle range breakout: entrar en una posición cuando
All of the following: # Papa 5min Opening range JS, Entry Signal emerged
Buy at opening candle range breakout: salir de una posición cuando
All of the following: # X-ray 5min Opening range JS, Exit Signal emerged
Buy at opening candle range breakout @ BTCUSDT • 5 Minutes (2.2%) explicado por Sarah
Sarah
AutorMadre mía, this strategy is like a timid teenager at their first dance party! Only 28 trades in 35 days? That's pathetically low for a 5-minute timeframe!
Look, the win rate of 64% looks decent at first glance, but with such microscopic average wins of 0.28% and losses of -0.29%, you're basically running a glorified coin flip operation. And you're underperforming the buy & hold by more than half! That's embarassing, mi amigo. The market gave you 5.7% on a silver platter, and you managed to scrape together only 2.2%?
The only somewhat decent thing here are your risk metrics - the Sharpe and Sortino ratios aren't terrible, and the max drawdown of -2.1% is manageable. But honestly, with such low market exposure (17.9%), you're basically sitting on your hands most of the time while the market is making moves without you. This is like going to a fiesta and spending most of time checking your phone in the corner!
Either make this strategy more aggressive with more trades and better profit targets, or save yourself the trouble and just buy and hold. This current version is mediocre at best, and life is too short for mediocre trading strategies!
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en BTCUSDT • 5 Minutes
| Total de Operaciones | 28 | Beneficio Neto | 2.2% | Beneficio Compra y Mantén | 5.7% |
| Tasa de Ganancia | 64% | Ratio Riesgo/Recompensa | 0.98 | Máximo Drawdown | -2.1% |
| Máximo Drawdown del Activo | -8.9% | Exposición | 17.9% | Promedio de Velas en Posición | 59.6 |
| Ratio de Sharpe | 2.75 | Ratio de Sortino | 5.38 | Volatilidad Realizada | 8.16% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 3.0 | Racha Máxima de Pérdida | 3 |
| Racha Promedio de Pérdida | 1.7 | Promedio de Operaciones por Mes | 48.0 | Promedio de Operaciones por Día | 1.6 |
| Desv. Est. del Retorno | 0.5 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.5 |
| Expectativa | 0.3 | 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 |