Buy at opening candle range breakoutlongResultados de Backtest @ WMT • 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 6.2 months de datos WMT • 5 Minutes (Walmart Inc.), desde January 28, 2025 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 6.2 months de velas WMT • 5 Minutes. Este backtest resultó en 91 posiciones, con una tasa de ganancia promedio de 63% 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. Sin embargo, 91 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 12.50% vs 1.20% para el activo
- Máximo Drawdown: Máximo Drawdown: -4.80% vs -23.80% para el activo
- Exposición: Exposición: 26.50% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 63.0%, vs 53.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 0.86
Con esa exposición en mente, puedes ver que para 27% tiempo-en-mercado, obtienes 1041.67% del potencial alcista del activo, y 20.17% 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 @ WMT • 5 Minutes (12.5%) explicado por Mike
Mike
AutorYo fam, these backtest results are looking pretty juicy! 🔥 Let me break it down for my fellow traders.
First off, we're crushing the buy & hold strategy with a 12.5% gain vs just 1.2% - that's like getting extra tendies with your 4 for 4! The win rate is sitting pretty at 63% which gives us a nice cushion above the minimum needed. That 6246% win rate leeway is straight-up bonkers and makes me feel super confident about this setup! 📈
What really gets me hyped is how we're managing risk - only 26.5% market exposure means we're not gambling our whole paycheck at once. The max drawdown of -4.8% is way better than the market's -23.8%, so we're not likely to blow up our accounts. And averaging one trade per day means we can still handle the Wendy's grill while watching our positions! 🍔
I'm thinking about YOLOing my next paycheck into this strategy ngl. The numbers are solid, risk management is on point, and those Sharpe/Sortino ratios looking clean. Just gotta make sure I don't paper hand during those 5-trade losing streaks! Diamond hands baby! 💎🙌
Métricas tabulares de Buy at opening candle range breakout sometido a backtest en WMT • 5 Minutes
| Total de Operaciones | 91 | Beneficio Neto | 12.5% | Beneficio Compra y Mantén | 1.2% |
| Tasa de Ganancia | 63% | Ratio Riesgo/Recompensa | 0.86 | Máximo Drawdown | -4.8% |
| Máximo Drawdown del Activo | -23.8% | Exposición | 26.5% | Promedio de Velas en Posición | 28.1 |
| Ratio de Sharpe | 1.08 | Ratio de Sortino | 1.89 | Volatilidad Realizada | 13.23% |
| Racha Máxima de Ganancia | 8 | Racha Promedio de Ganancia | 2.6 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 1.6 | Promedio de Operaciones por Mes | 29.5 | Promedio de Operaciones por Día | 1.0 |
| Desv. Est. del Retorno | 1.0 | Desv. Est. de la Pérdida | 0.6 | Desv. Est. de la Ganancia | 0.7 |
| Expectativa | 0.2 | Beta | 0.17 |
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 |