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Range breakoutlong
Resultados de Backtest @ BTCUSDT • 10 Minutes

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 69 days de datos BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US), desde May 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.

Estrategia

Activo

Drawdown de Estrategia

Drawdown de Activo

Entonces, hemos hecho backtest de Range breakout en 69 days de velas BTCUSDT • 10 Minutes. Este backtest resultó en 205 posiciones, con una tasa de ganancia promedio de 36% y una relación riesgo-recompensa de 2.39. Si asumes que la relación riesgo-recompensa de 2.39 se mantiene, necesitas una tasa de ganancia mínima de 29.5 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:

Retorno Total: Retorno Total: 10.50% vs 14.30% para el activo
Máximo Drawdown: Máximo Drawdown: -4.90% vs -12.10% para el activo
Exposición: Exposición: 32.70% tiempo en el mercado
Tasa de Ganancia: Tasa de Ganancia: 36.0%, vs 29.5% mínimo
Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.39

Con esa exposición en mente, puedes ver que para 33% tiempo-en-mercado, obtienes 73.43% del potencial alcista del activo, y 40.50% del potencial bajista del activo.

Range breakout: entrar en una posición cuando

All of the following: # Papa
  10min Chart(high) > 10min Range (20, 0), High (1 candles ago)
  All of the following: (within 5 candles)
      10min Relative Volume (20, SMA, 1) > 1.5

Range breakout: salir de una posición cuando

All of the following: # Delta
  10min Chart(close) < 10min Range (20, 0), Middle

Range breakout @ BTCUSDT • 10 Minutes (10.5%) explicado por Mike, Sarah

Mike

Autor

Yo fam, these backtest results are looking pretty juicy! 🚀 Let me break it down for you from behind the Wendy's grill.

The strategy is showing some serious potential with that 10.5% gain in just over 2 months - that's not bad at all! What really gets me hyped is that 2.39 Risk/Reward ratio and the 35.71% win rate leeway. That means we're way above the minimum win rate needed to stay profitable, which is like having extra sauce on your tendies! 🍗 The max drawdown of only 4.9% is pretty sweet too, especially compared to the asset's 12.1% drawdown.

Here's what's making me a bit cautious though (gotta keep it real): The 36% win rate might seem low, but with that juicy risk/reward ratio, it's actually working out nicely. The 9-trade losing streak could be rough on the mental game though - might need to size positions carefully to avoid getting rekt. Also, while the strategy made 10.5%, buy & hold did 14.3%, so we're slightly underperforming the market. But hey, with lower exposure and drawdown, it might be worth the trade-off! 💎🙌

Not financial advice, but if I wasn't flipping burgers, I'd definitely give this strategy a closer look. Those Sharpe and Sortino ratios are looking clean AF! 🔥

Sarah

Autor

The strategy looks mediocre at best, and I'm being generous here. Let me tell you why, mi amigo.

First of all, your win rate is pathetically low at 36%. Yes, yes, I know you have a good risk/reward ratio of 2.39, but honestly? You're basically gambling here - losing 2 out of every 3 trades is psychologically brutal. Even worse, you've had losing streaks of 9 trades in a row! That's enough to make most traders lose their cabeza and abandon the strategy completely.

The most embarassing part? Your strategy underperformed a simple buy & hold by almost 4%. What's the point of all this sophisticated "range breakout" nonsense if you could have made more money by just buying Bitcoin and going to sleep? And with your market exposure at only 32.7%, you're taking all this risk for subpar returns. Es ridiculous!

Look, I appreciate that your drawdown is relatively controlled at -4.9% compared to the asset's -12.1%. The Sharpe and Sortino ratios aren't terrible either. But trading nearly 6 times per day with such a low win rate? You're basically feeding your broker with commisions while getting mediocre results. Mi consejo? Either significantly improve the entry conditions or find a completely different strategy. This one is not worth your tiempo.

Métricas tabulares de Range breakout sometido a backtest en BTCUSDT • 10 Minutes

Total de Operaciones	205	Beneficio Neto	10.5%	Beneficio Compra y Mantén	14.3%
Tasa de Ganancia	36%	Ratio Riesgo/Recompensa	2.39	Máximo Drawdown	-4.9%
Máximo Drawdown del Activo	-12.1%	Exposición	32.7%	Promedio de Velas en Posición	14.5
Ratio de Sharpe	2.21	Ratio de Sortino	5.00	Volatilidad Realizada	20.36%
Racha Máxima de Ganancia	3	Racha Promedio de Ganancia	1.4	Racha Máxima de Pérdida	9
Racha Promedio de Pérdida	2.6	Promedio de Operaciones por Mes	178.3	Promedio de Operaciones por Día	5.9
Desv. Est. del Retorno	0.6	Desv. Est. de la Pérdida	0.2	Desv. Est. de la Ganancia	0.7
Expectativa	0.2	Beta	0.34

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

Range breakoutlongResultados de Backtest @ BTCUSDT • 10 Minutes