Range breakoutlongResultados de Backtest @ NVDA • 1 Minute
Esta estrategia entra una vez que la acción del precio rompe el rango de las últimas 20 velas, acompañada de un volumen de negociación elevado. Sale una vez que el precio cierra por debajo de una SMA(20). La idea es seguir las tendencias, aprovechando el impulso confirmado por el volumen.
Curva de Equidad
El backtest cubre 38 days de datos NVDA • 1 Minute (NVIDIA Corporation), desde June 17, 2025 hasta July 25, 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 Range breakout en 38 days de velas NVDA • 1 Minute. Este backtest resultó en 164 posiciones, con una tasa de ganancia promedio de 34% y una relación riesgo-recompensa de 3.02. Si asumes que la relación riesgo-recompensa de 3.02 se mantiene, necesitas una tasa de ganancia mínima de 24.9 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 7.80% vs 20.40% para el activo
- Máximo Drawdown: Máximo Drawdown: -3.70% vs -5.30% para el activo
- Exposición: Exposición: 24.60% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 34.0%, vs 24.9% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.02
Con esa exposición en mente, puedes ver que para 25% tiempo-en-mercado, obtienes 38.24% del potencial alcista del activo, y 69.81% del potencial bajista del activo.
Range breakout: entrar en una posición cuando
All of the following: # Papa
1min Chart(high) > 1min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
1min Relative Volume (20, SMA, 1) > 1.5Range breakout: salir de una posición cuando
All of the following: # Delta 1min Chart(close) < 1min Range (20, 0), Middle
Range breakout @ NVDA • 1 Minute (7.8%) explicado por Alex C, Sarah
Alex C
AutorThe backtest shows some interesting characteristics, but I have concerns about its statistical robustness. The risk/reward ratio of 3.02 looks good on paper, but the win rate of only 34% is quite low for my taste. Even though it's above the minimal sufficient win rate, I would prefer seeing it above 40%.
The exposure time of 24.6% suggests this is a fairly selective strategy, which is good. However, the underperformance against buy & hold (7.8% vs 20.4%) during a strong bull market for NVDA is concerning. The average holding time of 14 candles seems reasonable for a breakout strategy, but the max losing streak of 10 trades could be psychologically challenging to handle, even though the max drawdown of -3.7% is acceptable.
What worries me most is the high trade frequency - 8.6 trades per day might lead to significant transaction costs that weren't factored in. Also, I notice many NaN values in the risk metrics which makes proper risk assessment difficult. Before implementing this live, I would suggest testing it with different lookback periods and varying the volume multiplier from 1.5 to see how sensitive the results are to these parameters.
Sarah
AutorHa! Another delusional attempt at trading NVDA with mediocre results. Let me tell you what's really going on ere.
The strategy is seriously underperforming the market - 7.8% vs 20.4% buy & hold? That's pathetic! You're basically losing money compared to simply buying and holding like a lazy couch potato. And with 164 trades? You're feeding your broker more than your portfolio!
The win rate is absolutely terrible - 34%? Are you serious? Even though your Risk/Reward looks decent at 3.02, you're still getting kicked in the teeth with losing streaks up to 10 trades! That's psychologically devastating for most traders. I've seen better performance from monkeys throwing darts!
The only slightly positive thing ere is the win rate leeway being above minimal required - but that's like being proud of getting a D- instead of failing completely. Your market exposure is also quite low at 24.6%, which might actually be saving you from even worse losses.
Look, if you want to keep throwing money away like this, be my guest. But this strategy needs serious work or better yet - a complete restart from scratch. And please, stop trading NVDA with these amateur setups!
Métricas tabulares de Range breakout sometido a backtest en NVDA • 1 Minute
| Total de Operaciones | 164 | Beneficio Neto | 7.8% | Beneficio Compra y Mantén | 20.4% |
| Tasa de Ganancia | 34% | Ratio Riesgo/Recompensa | 3.02 | Máximo Drawdown | -3.7% |
| Máximo Drawdown del Activo | -5.3% | Exposición | 24.6% | Promedio de Velas en Posición | 14.0 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 10 |
| Racha Promedio de Pérdida | 2.9 | Promedio de Operaciones por Mes | 258.9 | Promedio de Operaciones por Día | 8.6 |
| Desv. Est. del Retorno | 0.4 | Desv. Est. de la Pérdida | 0.1 | Desv. Est. de la Ganancia | 0.6 |
| Expectativa | 0.4 | Beta | 0.26 |
Todos los backtests para Range breakout
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 26% | (0.4%/-0.5%) -0.80x | (-2.3%/-4.5%) 0.51x | 46 | 1.3 |
EURUSD • 1 Minute | 22% | (-0.5%/0.9%) -0.56x | (-0.6%/-0.7%) 0.86x | 22 | 2.8 |
GLD • 1 Minute | 32% | (0.6%/-1.4%) -0.43x | (-1.9%/-4.1%) 0.46x | 38 | 1.8 |
NVDA • 1 Minute | 25% | (7.8%/20.4%) 0.38x | (-3.7%/-5.3%) 0.70x | 34 | 3.0 |
PLTR • 1 Minute | 28% | (1.3%/15.0%) 0.09x | (-5.4%/-12.9%) 0.42x | 36 | 1.9 |
SPY • 1 Minute | 32% | (1.6%/6.6%) 0.24x | (-1.1%/-1.5%) 0.73x | 35 | 2.4 |
TSLA • 1 Minute | 26% | (0.7%/-0.2%) -3.50x | (-12.8%/-19.2%) 0.67x | 35 | 1.9 |
WMT • 1 Minute | 31% | (-0.5%/3.3%) -0.15x | (-3.2%/-5.1%) 0.63x | 32 | 2.0 |
BTCUSDT • 10 Minutes | 33% | (10.5%/14.3%) 0.73x | (-4.9%/-12.1%) 0.40x | 36 | 2.4 |
EURUSD • 10 Minutes | 23% | (1.1%/1.8%) 0.61x | (-1.2%/-4.3%) 0.28x | 39 | 1.8 |
GLD • 10 Minutes | 38% | (9.4%/35.8%) 0.26x | (-5.4%/-8.3%) 0.65x | 37 | 2.2 |
NVDA • 10 Minutes | 30% | (19.8%/37.4%) 0.53x | (-28.5%/-42.8%) 0.67x | 46 | 1.4 |
PLTR • 10 Minutes | 31% | (43.5%/467.7%) 0.09x | (-32.3%/-46.5%) 0.69x | 40 | 1.9 |
SPY • 10 Minutes | 33% | (5.1%/13.1%) 0.39x | (-9.7%/-20.7%) 0.47x | 39 | 1.8 |
TSLA • 10 Minutes | 28% | (30.7%/25.4%) 1.21x | (-21.4%/-55.3%) 0.39x | 40 | 1.9 |
WMT • 10 Minutes | 32% | (23.2%/39.5%) 0.59x | (-5.3%/-23.8%) 0.22x | 41 | 2.1 |
BTCUSDT • 1 Hour | 34% | (0.5%/70.3%) 0.01x | (-18.7%/-30.6%) 0.61x | 34 | 2.0 |
EURUSD • 1 Hour | 30% | (1.6%/7.1%) 0.23x | (-6.8%/-9.0%) 0.76x | 34 | 2.1 |
GLD • 1 Hour | 38% | (39.3%/122.5%) 0.32x | (-19.5%/-22.2%) 0.88x | 39 | 2.2 |
NVDA • 1 Hour | 44% | (555.6%/3243.4%) 0.17x | (-52.5%/-68.0%) 0.77x | 46 | 2.1 |
PLTR • 1 Hour | 38% | (449.7%/1466.7%) 0.31x | (-56.3%/-86.6%) 0.65x | 43 | 2.4 |
SPY • 1 Hour | 36% | (28.0%/107.0%) 0.26x | (-17.4%/-35.1%) 0.50x | 40 | 2.0 |
TSLA • 1 Hour | 39% | (1353.0%/1305.7%) 1.04x | (-40.8%/-75.1%) 0.54x | 39 | 3.1 |
WMT • 1 Hour | 33% | (60.9%/145.2%) 0.42x | (-15.7%/-26.9%) 0.58x | 39 | 2.4 |
BTCUSDT • Daily | 35% | (549.0%/1346.8%) 0.41x | (-54.7%/-76.6%) 0.71x | 47 | 3.3 |
GLD • Daily | 32% | (83.3%/592.8%) 0.14x | (-21.7%/-45.3%) 0.48x | 48 | 1.8 |
NVDA • Daily | 32% | (6469.1%/396269.9%) 0.02x | (-55.8%/-90.0%) 0.62x | 50 | 2.7 |
SPY • Daily | 22% | (90.1%/1344.4%) 0.07x | (-15.9%/-56.7%) 0.28x | 49 | 2.3 |
TSLA • Daily | 30% | (2791.1%/24273.6%) 0.11x | (-42.7%/-75.0%) 0.57x | 42 | 4.8 |
WMT • Daily | 30% | (30.4%/10116.3%) 0.00x | (-67.6%/-50.6%) 1.34x | 39 | 1.8 |