Range breakoutlongResultados de Backtest @ TSLA • 1 Hour
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 5.7 years de datos TSLA • 1 Hour (Tesla, Inc.), desde November 8, 2019 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 5.7 years de velas TSLA • 1 Hour. Este backtest resultó en 207 posiciones, con una tasa de ganancia promedio de 39% y una relación riesgo-recompensa de 3.14. Si asumes que la relación riesgo-recompensa de 3.14 se mantiene, necesitas una tasa de ganancia mínima de 24.1 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 1353.00% vs 1305.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -40.80% vs -75.10% para el activo
- Exposición: Exposición: 39.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 39.0%, vs 24.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.14
Con esa exposición en mente, puedes ver que para 39% tiempo-en-mercado, obtienes 103.62% del potencial alcista del activo, y 54.33% del potencial bajista del activo.
Range breakout: entrar en una posición cuando
All of the following: # Papa
60min Chart(high) > 60min Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
60min Relative Volume (20, SMA, 1) > 1.5Range breakout: salir de una posición cuando
All of the following: # Delta 60min Chart(close) < 60min Range (20, 0), Middle
Range breakout @ TSLA • 1 Hour (1353.0%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting metrics, but I am not completely convinced about robustness of this strategy.
First the good parts: The strategy shows a nice Risk/Reward ratio of 3.14 and the win rate leeway is very healthy - we only need 24.2% win rate but achieve 39%. This gives us good buffer for when market conditions change. The market exposure of 39% is also quite optimal, as we are not constantly exposed to market risk. The overall performance beating buy & hold on TSLA is remarkable, especially with lower drawdown (-40.8% vs -75.1%).
However, I see some red flags: The Sharpe ratio of 0.47 is quite poor and the negative Sortino ratio (-0.22) suggests problems with downside volatility management. The short-term performance metrics (1M, 3M, 6M) show concerning deterioration - this could mean the strategy is already breaking down. Also, average trade duration of 17.8 candles seems bit random, I would expect more consistency here. The losing streaks of up to 6 trades could be psychologically challenging to trade through.
Would I trade this strategy? Maybe, but only with strict position sizing and clear understanding that recent performance suggests strategy may need adjustment. The mathematical edge is there but execution needs to be very disciplined.
Mike
AutorYo fam, this TSLA breakout strategy is looking pretty juicy! 🚀 Those numbers are making my Wendy's paycheck look like pocket change fr fr.
The strategy is beating buy & hold (1353% vs 1305%) while only being exposed to the market 39% of the time - that's some serious alpha right there! The risk/reward ratio of 3.14 is straight fire 🔥 and even though the win rate is only 39%, we're still crushing it because winners are 3x bigger than losers on average. That's exactly what we want to see!
The drawdown of -40.8% is better than TSLA's raw drawdown of -75.1%, so we're actually managing risk pretty well. Only thing that's kinda sus is the recent 1-6 month performance looking rough, but zoom out and those 3-5 year returns are absolutely bonkers! With 6 trades per month, this could be a solid strategy for anyone with a day job (like yours truly behind the Wendy's counter 😅). Diamond hands through those losing streaks though - gotta trust the process! 💎🙌
Sarah
AutorDios mío, this strategy is like a drunk person throwing darts - sometimes hitting bullseye, sometimes hitting the wall!
The win rate of 39% is terrible, but somehow it's still making money because when it wins, it wins big (8.7% average win vs -2.77% average loss). But let me tell you something - this is extremely dangerous! You're basically gambling with fire here. The drawdown of -40.8% is horrific - do you have the stomach to watch your account drop by almost half? I don't think so!
The market exposure of 39% shows you're not even in the market most of the time, which is actually good because TSLA is a crazy volatile stock. But look at those losing streaks - 6 losses in a row! That's enough to make most traders quit or blow their account. The recent performance is absolutely terrible too - you're down -39.9% in the last month and -86.7% in last 3 months. ¡Qué desastre!
While the overall returns look fantastico on paper (1353% total return), this strategy is way too risky for any serious trader. You're essentially playing Russian roulette with your money. Either fix the win rate or find another strategy. And por favor, don't even think about trading this with real money as is!
Métricas tabulares de Range breakout sometido a backtest en TSLA • 1 Hour
| Total de Operaciones | 207 | Beneficio Neto | 1353.0% | Beneficio Compra y Mantén | 1305.7% |
| Tasa de Ganancia | 39% | Ratio Riesgo/Recompensa | 3.14 | Máximo Drawdown | -40.8% |
| Máximo Drawdown del Activo | -75.1% | Exposición | 39.0% | Promedio de Velas en Posición | 17.8 |
| Ratio de Sharpe | 0.47 | Ratio de Sortino | -0.22 | Volatilidad Realizada | 36.12% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 6 |
| Racha Promedio de Pérdida | 2.5 | Promedio de Operaciones por Mes | 6.0 | Promedio de Operaciones por Día | 0.2 |
| Desv. Est. del Retorno | 9.3 | Desv. Est. de la Pérdida | 1.9 | Desv. Est. de la Ganancia | 11.7 |
| Expectativa | 0.6 | 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 |