TSLA PM Swing — Backtest 2020-2025

Métrica	Valor
Profit Factor	2.34
Win Rate	52.4%
Avg Win	$415.85
Avg Loss	$-195.80
Ratio W/L	2.12
Max Drawdown	1.0%
Meses positivos	13.9%
Total trades	21
Ganancia bruta	$4,574.33
Pérdida bruta	$1,957.96

Métrica	Valor
Profit Factor	1.18
Win Rate	39.2%
Avg Win	$380.31
Avg Loss	$-208.38
Ratio W/L	1.83
Max Drawdown	2.6%
Meses positivos	20.8%
Total trades	51
Ganancia bruta	$7,606.26
Pérdida bruta	$6,459.78

Año	Retorno %	P&L $	Trades	Max DD%
2020	1.8%	+$885.55	6	0.9%
2021	1.5%	+$770.29	2	0.4%
2022	1.3%	+$644.18	3	0.3%
2023	0.1%	+$65.37	2	0.6%
2024	1.0%	+$519.58	4	0.5%
2025	-0.5%	$-268.60	4	0.7%

Año	Retorno %	P&L $	Trades	Max DD%
2020	1.2%	+$589.22	16	1.8%
2021	-0.3%	$-151.93	6	1.1%
2022	2.4%	+$1,208.00	9	1.7%
2023	0.8%	+$383.51	4	0.7%
2024	-0.5%	$-254.46	8	1.3%
2025	-1.3%	$-627.86	8	2.0%

Distribución Exit Type LONG

Distribución Exit Type SHORT

Últimos 30 Trades LONG

Fecha	Dir.	Entry	Stop	Exit A	Exit B	Tipo B	P&L Total	Ret %
01/21/2020	LONG	$35.93	$35.08	$36.40	$37.01	take_profit	+$323.04	0.65%
03/24/2020	LONG	$31.80	$31.07	$33.52	$32.75	take_profit	+$633.74	1.26%
04/09/2020	LONG	$38.28	$37.24	$38.04	$39.43	take_profit	+$181.92	0.36%
05/12/2020	LONG	$56.15	$55.27	$55.27	$55.27	stop_sameday	$-239.63	-0.47%
09/09/2020	LONG	$120.27	$118.69	$118.69	$118.69	stop_sameday	$-198.63	-0.39%
09/30/2020	LONG	$143.42	$140.62	$142.61	$147.72	take_profit	+$185.11	0.36%
03/09/2021	LONG	$204.19	$201.32	$224.04	$210.32	take_profit	+$961.10	1.89%
10/27/2021	LONG	$349.93	$345.59	$345.59	$345.59	stop_sameday	$-190.81	-0.37%
01/03/2022	LONG	$388.55	$379.42	$397.52	$400.21	take_profit	+$403.56	0.78%
03/15/2022	LONG	$261.09	$257.76	$267.00	$268.92	take_profit	+$406.37	0.78%
07/01/2022	LONG	$228.79	$226.35	$226.35	$226.35	stop_sameday	$-165.75	-0.32%
01/11/2023	LONG	$123.89	$121.50	$121.50	$121.50	stop_sameday	$-301.21	-0.58%
02/27/2023	LONG	$204.56	$201.57	$208.07	$210.70	take_profit	+$366.58	0.70%
07/25/2024	LONG	$221.41	$217.04	$224.23	$217.04	stop	$-54.27	-0.10%
08/08/2024	LONG	$197.39	$194.24	$198.13	$203.31	take_profit	+$265.73	0.51%
10/24/2024	LONG	$249.16	$243.93	$259.92	$256.63	take_profit	+$572.75	1.09%
11/15/2024	LONG	$318.23	$312.94	$312.94	$312.94	stop_sameday	$-264.63	-0.50%
01/30/2025	LONG	$410.65	$405.53	$405.53	$405.53	stop_sameday	$-194.48	-0.37%
02/13/2025	LONG	$353.14	$346.99	$355.02	$363.73	take_profit	+$274.43	0.52%
03/12/2025	LONG	$247.22	$244.41	$244.41	$244.41	stop_sameday	$-179.72	-0.34%
04/08/2025	LONG	$245.00	$242.36	$242.36	$242.36	stop_sameday	$-168.83	-0.32%

Últimos 30 Trades SHORT

Fecha	Dir.	Entry	Stop	Exit A	Exit B	Tipo B	P&L Total	Ret %
11/11/2021	SHORT	$359.19	$364.51	$354.86	$348.41	take_profit	+$312.89	0.62%
01/07/2022	SHORT	$349.70	$353.93	$340.46	$339.21	take_profit	+$424.84	0.84%
01/27/2022	SHORT	$299.79	$307.86	$278.93	$290.80	take_profit	+$746.34	1.47%
03/29/2022	SHORT	$358.91	$363.66	$363.66	$363.66	stop_sameday	$-204.22	-0.40%
05/10/2022	SHORT	$263.37	$266.32	$266.32	$266.32	stop_sameday	$-171.39	-0.33%
06/23/2022	SHORT	$232.36	$235.00	$235.00	$235.00	stop_sameday	$-174.18	-0.34%
10/18/2022	SHORT	$221.31	$223.90	$223.90	$223.90	stop_sameday	$-178.98	-0.35%
10/28/2022	SHORT	$218.29	$220.43	$220.43	$220.43	stop_sameday	$-147.43	-0.29%
11/04/2022	SHORT	$211.33	$216.48	$206.71	$204.99	take_profit	+$394.56	0.78%
12/13/2022	SHORT	$167.65	$169.84	$161.27	$162.62	take_profit	+$518.46	1.01%
01/10/2023	SHORT	$115.28	$117.79	$117.79	$117.79	stop_sameday	$-335.80	-0.65%
01/18/2023	SHORT	$129.66	$132.70	$128.66	$125.77	take_profit	+$288.50	0.56%
01/30/2023	SHORT	$170.44	$174.10	$168.10	$165.33	take_profit	+$335.39	0.65%
04/12/2023	SHORT	$184.85	$186.54	$180.89	$186.54	stop	+$95.42	0.18%
03/08/2024	SHORT	$178.09	$179.55	$175.60	$179.55	stop	+$42.68	0.08%
06/13/2024	SHORT	$182.16	$185.04	$185.04	$185.04	stop_sameday	$-244.85	-0.47%
08/06/2024	SHORT	$193.58	$198.99	$198.99	$198.99	stop_sameday	$-432.80	-0.83%
09/06/2024	SHORT	$224.41	$226.33	$213.61	$217.68	take_profit	+$596.10	1.16%
11/13/2024	SHORT	$324.86	$327.64	$327.64	$327.64	stop_sameday	$-133.44	-0.26%
12/19/2024	SHORT	$433.97	$439.13	$439.13	$439.13	stop_sameday	$-180.77	-0.35%
12/26/2024	SHORT	$453.63	$457.34	$457.34	$457.34	stop_sameday	$-125.98	-0.24%
12/31/2024	SHORT	$409.20	$415.06	$409.68	$396.92	take_profit	+$224.60	0.44%
01/30/2025	SHORT	$387.78	$395.37	$395.37	$395.37	stop_sameday	$-303.48	-0.59%
02/24/2025	SHORT	$329.30	$332.91	$332.91	$332.91	stop_sameday	$-165.89	-0.32%
02/27/2025	SHORT	$283.16	$289.24	$289.24	$289.24	stop_sameday	$-328.27	-0.64%
03/28/2025	SHORT	$268.46	$272.74	$263.06	$260.41	take_profit	+$376.71	0.74%
04/08/2025	SHORT	$233.86	$235.77	$235.77	$235.77	stop_sameday	$-124.34	-0.24%
04/23/2025	SHORT	$246.59	$250.00	$250.00	$250.00	stop_sameday	$-211.66	-0.41%
04/28/2025	SHORT	$277.93	$283.28	$283.28	$283.28	stop_sameday	$-294.21	-0.58%
10/02/2025	SHORT	$454.74	$462.76	$442.78	$441.10	take_profit	+$423.28	0.83%

Reglas — Estrategia LONG (Account A)

Filtro 1: Gap alcista (open_930 > close_prev) — gap alineado con dirección

Filtro 2: Rango PM > 2.83% (percentil 75) — rango ancho amplifica señal

Filtro 3: Open entre −0.5% y 0% del PM High — muy cerca sin haberlo roto

Filtro 4: Ayer NO cerró sobre PM High — evitar régimen reversivo (68.9% reversal)

Trigger: Primera barra regular que cierra >0.5% sobre PM High (antes 13:00)

Entrada: Open de la siguiente barra al trigger

Stop: 0.5% bajo PM High

Tramo A (50%): Cierre a las 15:30 ET del día de entrada

Tramo B (50%): Hold hasta D+3 · Stop o Take Profit (+3%) si se alcanzan antes

Sizing: 30% del capital por trade (posición, no riesgo)

Reglas — Estrategia SHORT (Account B)

Filtro 1: Gap alcista (abre lejos del PM Low) — mejor configuración bear

Filtro 2: Rango PM > 2.83% — factor más potente para bear (+10.6pp)

Filtro 3: Open >1% sobre PM Low — evitar zona muerta (0.5−1% = 50.4%)

Trigger: Primera barra donde bar_low ≤ PM Low (antes 13:00)

Entrada: Fill en PM Low (orden SELL STOP)

Stop: PM High del día (si precio recupera todo el PM range, setup inválido)

Tramo A (50%): Cierre a las 15:30 ET del día de entrada

Tramo B (50%): Hold hasta D+3 · Stop o Take Profit (−3%) si se alcanzan antes

Sizing: 30% del capital por trade (posición, no riesgo)

Fundamento Estadístico

Factor	Dirección	Rango de impacto	Efecto
Distancia trigger sobre PM High	LONG	41.8% → 74.4%	+32.6pp — factor #1
Proximidad Open al PM Low	SHORT	50.4% → 69.2%	+18.8pp — factor #1
Gap alineado vs contrario	LONG	38.5% → 58.0%	+19.5pp — factor #2
Rango PM ancho (Q4 >2.83%)	SHORT	47.8% → 58.4%	+10.6pp — factor #2
Confluencia máx. LONG observada	LONG	—	64.1% win rate (N=39)
Confluencia máx. SHORT observada	SHORT	—	63.8% win rate (N=47)

Limitaciones del Backtest

Sin comisiones ni slippage — los resultados son el techo teórico del rendimiento real. Estimación conservadora: restar $0.005/acción + 0.1% slippage reduce el P&L aproximadamente un 15-25%.

Sin costos de préstamo para SHORT — en la práctica el SHORT de TSLA puede tener hard-to-borrow fees del 0.5-5% anualizado.

El fill de SHORT en pm_low asume liquidez perfecta en un nivel técnico importante — en volatilidad alta el slippage puede ser de 0.1-0.3% adicional.

La estructura híbrida D+3 ignora overnight gaps — en la práctica, la posición puede abrir fuera del stop en D+1 o D+2.

TSLA PM Swing — Backtest 2020–2025

Equity Curve — Capital Acumulado por Cuenta

Métricas LONG LONG

Métricas SHORT SHORT

Retorno Anual por Estrategia (%)

Rendimiento Anual LONG

Rendimiento Anual SHORT

Mejor / Peor Mes LONG

Mejor / Peor Mes SHORT