Range breakoutlongResultados de Backtest @ PLTR • 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 12.5 months de datos PLTR • 10 Minutes (Palantir Technologies Inc.), desde July 16, 2024 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 12.5 months de velas PLTR • 10 Minutes. Este backtest resultó en 189 posiciones, con una tasa de ganancia promedio de 40% y una relación riesgo-recompensa de 1.95. Si asumes que la relación riesgo-recompensa de 1.95 se mantiene, necesitas una tasa de ganancia mínima de 33.9 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 43.50% vs 467.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -32.30% vs -46.50% para el activo
- Exposición: Exposición: 31.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 40.0%, vs 33.9% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.95
Con esa exposición en mente, puedes ver que para 31% tiempo-en-mercado, obtienes 9.30% del potencial alcista del activo, y 69.46% 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) > 1.5Range breakout: salir de una posición cuando
All of the following: # Delta 10min Chart(close) < 10min Range (20, 0), Middle
Range breakout @ PLTR • 10 Minutes (43.5%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting patterns, but I have concerns about the strategy's overall stability.
The positive aspects first: The Risk/Reward ratio of 1.95 is quite solid, and the strategy shows good statistical robustness with a Win Rate Leeway of 39.66%. The actual win rate of 40% is well above the minimal required 33.9%, which gives good mathematical confidence. The average win size of 2.57% versus average loss of -1.31% also shows proper risk management charakteristics.
However, I see major red flags. The strategy severely underperforms buy & hold (43.5% vs 467.7%), which is problematic for such a volatile asset like PLTR. The market exposure of 31% suggests the strategy misses many major moves. The -32.3% maximum drawdown is concerning relative to the total return - this indicates high risk relative to reward. Also the 6-month performance showing -16.9% while the asset gained significantly rings alarm bells about the strategy's consistency. I would need to see more granular data about what causes these periodic performance swings.
From pure mathematical perspective, I would not trade this strategy live without significant modifications to improve the risk-adjusted returns and market exposure. The numbers suggest it is too conservative in catching upside while still taking on substantial drawdown risk.
Mike
AutorYo fam, these PLTR backtest results are pretty interesting! 🚀 Let me break it down from a Wendy's degen perspective.
The strategy's showing some decent potential with that 43.5% net profit, though it's kinda getting smoked by the buy & hold returns (467.7%). But here's what gets me hyped - we're running a 40% win rate with a solid 1.95 risk/reward ratio, which means when we win, we win BIG! That 39.66% win rate leeway is straight-up fire, giving us plenty of breathing room above the minimum needed win rate. 🔥
The thing that's making me a bit nervous is that -32.3% max drawdown - that's a lot of tendies to lose at once, fam. But check this out - we're only exposed to the market 31% of the time, which means we're not gambling 24/7. Running about 1 trade per day is pretty chill, gives you time to work the Wendy's grill between trades lol. The Sharpe ratio at 1.02 isn't gonna blow anyone's mind, but it's not terrible either.
Overall, I'd say this strategy has some potential for us degens, but maybe needs some tweaking to catch more of that massive PLTR upside we're seeing in the buy & hold numbers. Could be worth throwing some paycheck money at it, but definitely not a YOLO situation. 💎🙌
Sarah
AutorMadre mia, this strategy is like watching a drunk person trying to dance salsa! Let me tell you why this is absolutely terrible:
First of all, you're getting completely destroyed by buy & hold - 43.5% vs 467.7%? That's embarassing! You're basically paying commission fees to lose money compared to simply buying and holding. And with a market exposure of just 31%, you're missing most of the actual moves!
The win rate is pathetic - 40% winners? Even with a decent risk/reward ratio of 1.95, you're basically gambling here. Yes, you're above the minimal sufficient win rate, but that's like being proud of getting a D- on your exam. And that -32.3% drawdown? Dios mío, that's enough to give anyone a heart attack!
Look at those monthly numbers - you're all over the place like a crazy chicken! One month you make pennies (0.2%), then you lose -16.9% in 6 months. This inconsistency is exactly what kills trading accounts. The only decent period was 1 year, but that's probably just luck given everything else.
If this was my strategy, I would throw it in the basura immediately. It's clearly not capturing any meaningful edge in the market. Back to the drawing board, amigo!
Métricas tabulares de Range breakout sometido a backtest en PLTR • 10 Minutes
| Total de Operaciones | 189 | Beneficio Neto | 43.5% | Beneficio Compra y Mantén | 467.7% |
| Tasa de Ganancia | 40% | Ratio Riesgo/Recompensa | 1.95 | Máximo Drawdown | -32.3% |
| Máximo Drawdown del Activo | -46.5% | Exposición | 31.0% | Promedio de Velas en Posición | 15.4 |
| Ratio de Sharpe | 1.02 | Ratio de Sortino | 1.14 | Volatilidad Realizada | 36.29% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.5 | Racha Máxima de Pérdida | 6 |
| Racha Promedio de Pérdida | 2.3 | Promedio de Operaciones por Mes | 30.3 | Promedio de Operaciones por Día | 1.0 |
| Desv. Est. del Retorno | 2.7 | Desv. Est. de la Pérdida | 1.2 | Desv. Est. de la Ganancia | 2.7 |
| Expectativa | 0.2 | Beta | 0.22 |
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 |