Bollinger bands pierce (long)long
Backtest-Ergebnisse @ EURUSD • 1 Minute

Diese Strategie kauft, wenn der Preis nach oben aus dem oberen Bollinger Band ausbricht. Dies soll den Beginn einer großen Aufwärtsbewegung anzeigen. Sie verkauft dann, wenn der Preis unter die Mittellinie der Bollinger Bänder fällt. Sieh, ob das Kaufen des Bollinger Bands Ausbruchs eine gute Idee ist! Wir haben es backgetestet.

Eigenkapitalkurve

Der Backtest umfasst 11 days von EURUSD • 1 Minute (Euro vs USD spot (Interactive Brokers)) Daten, von July 2, 2025 bis July 13, 2025.

Die Eigenkapitalkurve zeigt die Leistung der Strategie im Zeitverlauf. Sie sollten sie mit der Buy & Hold Performance des Assets vergleichen. Im Allgemeinen sollte der blaue Bereich deutlich über dem grauen Bereich liegen.

Drawdown zeigt, wie viel Verluste (realisiert oder nicht realisiert) die Strategie im Vergleich zum höchsten Eigenkapitalpeak hatte. Vergleichen Sie dies mit dem Drawdown des Assets, um zu sehen, ob Ihre Strategie eine anständige Arbeit leistet, Sie von Abwärtsvolatilität zu isolieren. Im Allgemeinen muss der rote Bereich gut innerhalb des grauen Bereichs liegen.

Eigenkapitalkurve
Strategie
Asset
Strategie Drawdown
Asset Drawdown

Also haben wir Bollinger bands pierce (long) über 11 days von EURUSD • 1 Minute Kerzen getestet. Dieser Backtest ergab 175 Positionen, mit einer durchschnittlichen Gewinnrate von 34% und einem Risiko-Rendite-Verhältnis von 2.11. Wenn Sie annehmen, dass das 2.11 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 32.1, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:

  1. Gesamtrendite: Gesamtrendite: 0.20% vs -0.90% für das Asset
  2. Maximaler Drawdown: Maximaler Drawdown: -0.60% vs -1.20% für das Asset
  3. Exposition: Exposition: 28.00% Zeit im Markt
  4. Gewinnrate: Gewinnrate: 34.0%, vs 32.1% Minimum
  5. Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.11

Mit dieser Exposition können Sie erkennen, dass Sie bei 28% Marktzeit -22.22% des Asset-Aufwärtspotenzials und 50.00% des Asset-Abwärtspotenzials erhalten.

Bollinger bands pierce (long): Position eingehen wenn

All of the following: # Echo
  1min Chart(close) (1 candles ago) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago)
  1min Chart(close) > 1min Bollinger Bands ® (20, 2, 2, 0, close), Up

Bollinger bands pierce (long): Position verlassen wenn

All of the following: # Oscar
  1min Chart(close) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Middle

Bollinger bands pierce (long) @ EURUSD • 1 Minute (0.2%) erklärt von Alex C, Mike, Sarah

Alex C

Autor

Ze backtest results show some interesting patterns, but I have concerns about ze strategy's robustness. Ze win rate of 34% combined with ze risk/reward ratio of 2.11 mathematically works out - zat's why we see positive net profit despite more losing trades than winners.

What worries me is ze high frequency of trades - 35 per day is quite intensive for a Bollinger Band strategy. Zis could lead to death by thousand cuts through spread/commission costs which are not factored in here. Ze long losing streaks (up to 18 trades) could also be psychologically challenging to handle in real trading, even though ze individual losses are small at -0.02%.

From pure mathematical perspective, ze strategy shows promise with positive expectancy and good win rate leeway above ze minimal required win rate. However, I would want to see how it performs across different market regimes and longer timeframes before considering it viable. Ze current 11 day sample size is too short for statistical significance in my opinion. We need at least 6 months of data to draw meaningful conclusions.

Mike

Autor

Yo fam, this Bollinger Bands strategy is looking kinda interesting! 🚀 Let me break it down for you from a Wendy's trader perspective.

First off, we're beating the market here - strategy's up 0.2% while buy & hold is down -0.9%. That's already got me hyped! The win rate might look low at 34%, but check this out - our winners are twice as big as our losers (2.11 risk/reward ratio). That's the secret sauce right there! Plus we've got this nice 33.68% cushion above the minimum required win rate, which is straight-up bussin'.

The thing that really gets me excited is the trading frequency - 35 trades per day is no joke! 💪 With that many opportunities, even small gains can stack up quick. The max drawdown is only -0.6% too, which means we're not likely to blow up our accounts like some of those YOLO plays I see on Reddit. And hey, we're only in the market 28% of the time, so we're not overexposing ourselves.

Just keeping it real though - that 18-trade losing streak could be rough on the mental game. But if you can diamond hand through that, the math shows this strategy could be viable. Might even use my next Wendy's paycheck to give this a shot! 🍔📈

Sarah

Autor

This is a horrible strategy, amigo! Let me tell you why with my typical Spahish directness.

The win rate of 34% is pathetic, even though mathematically it works due to the risk/reward ratio of 2.11. But losing 66% of the time? That's like playing Russian roulette with four bullets! The maximum losing streak of 18 trades would destroy most traders mentally - imagine losing 18 times in a row! This is not trading, this is masochism.

The total profit of 0.2% over 11 days is laughable, especialmente considering you're making 35 trades per day! That's a lot of work for practically nothing. The market exposure of 28% means you're sitting out most of the time - why even bother? And that drawdown of -0.6% for such tiny gains? Ridiculous!

Si quieres mi opinion honesta - this strategy is garbage. The only positive thing I can say is that the win rate leeway looks good mathematically, but who cares when everything else is terrible? You're better off flipping monedas than using this strategy. Go back to drawing board and create something that doesn't make me want to throw my computer out the window.

Tabellarische Metriken von Bollinger bands pierce (long) getestet auf EURUSD • 1 Minute

Gesamttrades175Nettogewinn0.2%Buy & Hold Gewinn-0.9%
Gewinnrate34%Risiko/Rendite-Verhältnis2.11Maximaler Drawdown-0.6%
Asset Maximaler Drawdown-1.2%Exposition28.0%Durchschn. Kerzen in Position14.6
Sharpe-RatioSortino-RatioRealisierte Volatilität
Max. Gewinnserie3Durchschn. Gewinnserie1.4Max. Verlustserie18
Durchschn. Verlustserie2.6Durchschn. Trades pro Monat1050.0Durchschn. Trades pro Tag35.0
Rendite Std Dev0.0Verlust Std Dev0.0Gewinn Std Dev0.0
Erwartungswert0.0Beta0.26

Alle Backtests für Bollinger bands pierce (long)

common.strategyExpositionLeistung vs AssetDrawdown vs AssetGewinnrateRisiko/Rendite
BTCUSDT • 1 Minute
24%(6.4%/8.9%) 0.72x(-2.3%/-1.9%) 1.21x452.9
EURUSD • 1 Minute
28%(0.2%/-0.9%) -0.22x(-0.6%/-1.2%) 0.50x342.1
GLD • 1 Minute
30%(2.6%/0.0%) Infinityx(-1.9%/-5.5%) 0.35x402.1
NVDA • 1 Minute
29%(10.9%/16.7%) 0.65x(-2.1%/-4.4%) 0.48x422.5
SPY • 1 Minute
30%(1.2%/4.6%) 0.26x(-1.9%/-2.1%) 0.90x342.2
TSLA • 1 Minute
31%(-15.1%/-10.3%) 1.47x(-16.7%/-21.4%) 0.78x311.5
WMT • 1 Minute
26%(-3.3%/-5.4%) 0.61x(-4.0%/-6.4%) 0.63x321.6
BTCUSDT • 10 Minutes
27%(7.2%/26.3%) 0.27x(-4.8%/-12.1%) 0.40x382.1
EURUSD • 10 Minutes
32%(2.3%/6.8%) 0.34x(-2.7%/-4.3%) 0.63x362.1
GLD • 10 Minutes
38%(6.0%/43.7%) 0.14x(-9.8%/-8.3%) 1.18x431.6
NVDA • 10 Minutes
33%(8.1%/32.9%) 0.25x(-26.2%/-42.8%) 0.61x441.4
SPY • 10 Minutes
33%(3.6%/14.3%) 0.25x(-7.7%/-20.7%) 0.37x421.6
TSLA • 10 Minutes
31%(4.5%/59.0%) 0.08x(-37.6%/-55.3%) 0.68x391.7
WMT • 10 Minutes
34%(25.4%/40.1%) 0.63x(-6.8%/-23.8%) 0.29x432.1
BTCUSDT • 1 Hour
30%(9.3%/71.3%) 0.13x(-17.2%/-30.6%) 0.56x381.8
EURUSD • 1 Hour
32%(6.5%/8.4%) 0.77x(-4.2%/-9.0%) 0.47x401.9
GLD • 1 Hour
35%(21.0%/117.6%) 0.18x(-28.2%/-22.2%) 1.27x411.8
NVDA • 1 Hour
36%(521.6%/3126.3%) 0.17x(-36.1%/-68.0%) 0.53x472.3
SPY • 1 Hour
36%(31.9%/106.7%) 0.30x(-11.2%/-35.1%) 0.32x461.6
TSLA • 1 Hour
34%(2572.3%/1395.5%) 1.84x(-29.3%/-75.1%) 0.39x463.1
WMT • 1 Hour
34%(62.8%/138.2%) 0.45x(-14.6%/-26.9%) 0.54x432.1
BTCUSDT • Daily
36%(320.8%/1335.5%) 0.24x(-61.6%/-76.6%) 0.80x403.2
EURUSD • Daily
29%(3.2%/10.8%) 0.30x(-10.2%/-23.3%) 0.44x302.7
GLD • Daily
33%(106.4%/595.1%) 0.18x(-23.8%/-45.3%) 0.53x452.1
NVDA • Daily
39%(9137.3%/373678.5%) 0.02x(-67.9%/-90.0%) 0.75x502.5
SPY • Daily
32%(32.3%/1316.3%) 0.02x(-33.3%/-56.7%) 0.59x421.7
TSLA • Daily
35%(8915.3%/24185.2%) 0.37x(-40.7%/-75.0%) 0.54x455.0
WMT • Daily
34%(-20.9%/9978.0%) -0.00x(-65.4%/-50.6%) 1.29x371.7