Range breakoutlongResultados de Backtest @ TSLA • Daily
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 15.1 years de datos TSLA • Daily (Tesla, Inc.), desde June 29, 2010 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 15.1 years de velas TSLA • Daily. Este backtest resultó en 57 posiciones, con una tasa de ganancia promedio de 42% y una relación riesgo-recompensa de 4.83. Si asumes que la relación riesgo-recompensa de 4.83 se mantiene, necesitas una tasa de ganancia mínima de 17.1 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 57 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 2791.10% vs 24273.60% para el activo
- Máximo Drawdown: Máximo Drawdown: -42.70% vs -75.00% para el activo
- Exposición: Exposición: 29.60% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 42.0%, vs 17.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 4.83
Con esa exposición en mente, puedes ver que para 30% tiempo-en-mercado, obtienes 11.50% del potencial alcista del activo, y 56.93% del potencial bajista del activo.
Range breakout: entrar en una posición cuando
All of the following: # Papa
D Chart(high) > D Range (20, 0), High (1 candles ago)
All of the following: (within 5 candles)
D Relative Volume (20, SMA, 1) > 1.5Range breakout: salir de una posición cuando
All of the following: # Delta D Chart(close) < D Range (20, 0), Middle
Range breakout @ TSLA • Daily (2791.1%) explicado por Alex C, Mike, Sarah
Alex C
AutorThese results show some interesting patterns, but I have concerns about the statistical robustness. 57 trades over 15 years is quite thin - that's only 0.6 trades per month. This makes the metrics less reliable since we don't have enough data points for proper statistical significance.
The risk/reward ratio of 4.83 looks good on paper, and the win rate leeway is impressive at 41.83% above the minimal required win rate. However, I am skeptical about sustainability. The strategy significantly underperforms buy & hold (2791% vs 24273%), while still having notable drawdowns of -42.7%. This suggests the strategy might be missing important moves in the underlying asset, which is confirmed by the low market exposure of 29.6%.
The volatility metrics and Sharpe ratio of 0.25 are concerning - they indicate poor risk-adjusted returns. While the strategy shows some promising aspects like good risk/reward, I would want to see more trades and better risk-adjusted performance metrics before considering real implementation. Maybe adjusting the entry parameters could increase trade frequency without sacrificing the positive risk/reward characteristics.
Mike
AutorYo fam, this TSLA strategy is looking pretty interesting! 🚀 The risk/reward ratio of 4.83 is absolutely fire - meaning when we win, we win BIG compared to our losses. That's the kind of asymmetric betting I live for at Wendy's! 🍔
The win rate at 42% might look kinda sus at first, but check this out - we only need a 17.2% win rate to be profitable with these R/R numbers. That's like a 41.83% cushion above what we need, which is straight-up gorgeous! Even though we're losing more trades than we're winning, when we hit, we're averaging 27.42% gains compared to just -5.68% on losses. That's the kind of setup that gets me hyped! 💎🙌
That said, gotta keep it real - the max drawdown of -42.7% is no joke, and we're way underperforming buy & hold on TSLA (2791% vs 24273%). But hey, we're only exposed to the market 29.6% of the time, so we're taking way less risk. Plus, those annual returns in recent years are still pretty juicy - like that 909% in the last year! Just gotta have the stomach for those 5-trade losing streaks that can pop up. Not financial advice, but I'm definitely saving this one to my trading journal! 📈
Sarah
AutorDios mío, this is quite a disaster hiding behind fancy numbers! You're getting absolutely destroyed compared to buy & hold (2,791% vs 24,273%). That's embarassing!
The win rate is pathetic at 42%, although I must admit the risk/reward ratio of 4.83 somewhat saves your ass here. This is why you're still making money despite being wrong more than half the time. But let's be real - with that market exposure of only 29.6%, you're basically sitting on your hands most of the time while Tesla is making otros people rich!
The trading frequency is ridiculously low - 0.6 trades per month? Are you running a retirement home or a trading strategy? With only 57 trades over 15 years, these statistics are about as reliable as my ex-novio's promises.
One good thing - your strategy has decent protection against drawdowns (-42.7% vs Tesla's -75%). But honestly, who cares when you're leaving so much money on the table? This is like being proud of not losing much in a race you're not even properly running.
Look, if you want to trade Tesla, either commit to it properly or just buy and hold. This half-pregnant approach is making you look like an amateur. And por favor, don't tell me you're paying commissions on these trades - that would be the cherry on top of this mediocre cake!
Métricas tabulares de Range breakout sometido a backtest en TSLA • Daily
| Total de Operaciones | 57 | Beneficio Neto | 2791.1% | Beneficio Compra y Mantén | 24273.6% |
| Tasa de Ganancia | 42% | Ratio Riesgo/Recompensa | 4.83 | Máximo Drawdown | -42.7% |
| Máximo Drawdown del Activo | -75.0% | Exposición | 29.6% | Promedio de Velas en Posición | 18.7 |
| Ratio de Sharpe | 0.25 | Ratio de Sortino | 0.94 | Volatilidad Realizada | 26.80% |
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 2.2 | Promedio de Operaciones por Mes | 0.6 | Promedio de Operaciones por Día | 0.0 |
| Desv. Est. del Retorno | 24.7 | Desv. Est. de la Pérdida | 3.6 | Desv. Est. de la Ganancia | 28.4 |
| Expectativa | 1.5 | Beta | 0.3 |
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 |