Bollinger bands pierce (long)longBacktest-Ergebnisse @ NVDA • 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 38 days von NVDA • 1 Minute (NVIDIA Corporation) Daten, von June 3, 2025 bis July 11, 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.
Also haben wir Bollinger bands pierce (long) über 38 days von NVDA • 1 Minute Kerzen getestet. Dieser Backtest ergab 163 Positionen, mit einer durchschnittlichen Gewinnrate von 42% und einem Risiko-Rendite-Verhältnis von 2.48. Wenn Sie annehmen, dass das 2.48 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 28.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 10.90% vs 16.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -2.10% vs -4.40% für das Asset
- Exposition: Exposition: 29.20% Zeit im Markt
- Gewinnrate: Gewinnrate: 42.0%, vs 28.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.48
Mit dieser Exposition können Sie erkennen, dass Sie bei 29% Marktzeit 65.27% des Asset-Aufwärtspotenzials und 47.73% 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) @ NVDA • 1 Minute (10.9%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThese backtest results from the Bollinger Band strategy on NVDA look quite interessant. The exposure of only 29.2% while achieving 10.9% profit shows good efficiency, even though it falls behind the buy & hold return of 16.7%.
What I find most compelling is the risk metrics. A maximum drawdown of only -2.1% compared to the asset's -4.4% suggests good risk management. The Risk/Reward ratio of 2.48 combined with the actual win rate being 41.71% above the minimal required win rate provides a solid mathematical foundation. This is what we call in German "ein gutes Polster" - a good buffer.
However, I have some concerns about the high trade frequency - 8.6 trades per day could lead to significant transaction costs which aren't reflected in these results. Also, the negative trend in win rate (only 42%) needs attention, even though the good R:R ratio compensates for it mathematicaly. I would suggest to maybe optimize the entry conditions to improve this metric without sacrificing the favorable risk characteristics we see here.
Mike
AutorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 The strategy is showing some serious potential with that 10.9% net profit in just over a month. That's the kind of gains that could help me upgrade from Wendy's to that Tesla I've been eyeing! 💎🙌
What really gets me hyped is that 2.48 risk/reward ratio - we're talking bigger winners than losers, which is exactly what we want! The win rate at 42% might look meh at first, but check this out: we only need 28.7% to break even. That's like having a 41% safety cushion, absolutely massive! The max drawdown is only -2.1% too, so we're not risking the whole paycheck on this one.
The only slight bummer is that we're underperforming buy & hold (16.7%), but hey, we're only exposed to the market 29.2% of the time. That means less stress and more time to browse WSB! 😎 With 8.6 trades per day, this strategy keeps you busy enough to feel like a proper trader but not so much that you can't handle your regular job. To the moon! 🌙
Sarah
AutorMadre mía, this strategy is like a poorly trained chihuahua - lot of bark but no real bite!
Let's be brutally honest here - you're underperforming buy & hold by almost 6%. That's pathetic! You're doing all this work, taking all these trades (163 in just 38 days!), and still getting beaten by someone who just bought and went to sleep. And what's worse, you're only in the market 29% of the time - meaning you're missing out on most of the real moves!
Your win rate is absolute garbage - 42%? Even though your Risk/Reward is decent at 2.48, you're still barely making any money. Yes, you have good win rate leeway, but who cares when your actual performance is so mediocre? It's like being proud of having a safety net while falling from the building!
The only somewhat decent thing here is your max drawdown of -2.1%, but that's probably because you're out of the market most of the time anyway! And those NaN values in your risk metrics? That's just embarassing - your data isn't even complete enough for proper analysis.
If you want my profesional opinion - throw this strategy in the basura and start over. You're just wasting your time with this one.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf NVDA • 1 Minute
| Gesamttrades | 163 | Nettogewinn | 10.9% | Buy & Hold Gewinn | 16.7% |
| Gewinnrate | 42% | Risiko/Rendite-Verhältnis | 2.48 | Maximaler Drawdown | -2.1% |
| Asset Maximaler Drawdown | -4.4% | Exposition | 29.2% | Durchschn. Kerzen in Position | 16.9 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 2.3 | Durchschn. Trades pro Monat | 257.4 | Durchschn. Trades pro Tag | 8.6 |
| Rendite Std Dev | 0.4 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.4 |
| Erwartungswert | 0.5 | Beta | 0.3 |
Alle Backtests für Bollinger bands pierce (long)
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 24% | (6.4%/8.9%) 0.72x | (-2.3%/-1.9%) 1.21x | 45 | 2.9 |
EURUSD • 1 Minute | 28% | (0.2%/-0.9%) -0.22x | (-0.6%/-1.2%) 0.50x | 34 | 2.1 |
GLD • 1 Minute | 30% | (2.6%/0.0%) Infinityx | (-1.9%/-5.5%) 0.35x | 40 | 2.1 |
NVDA • 1 Minute | 29% | (10.9%/16.7%) 0.65x | (-2.1%/-4.4%) 0.48x | 42 | 2.5 |
SPY • 1 Minute | 30% | (1.2%/4.6%) 0.26x | (-1.9%/-2.1%) 0.90x | 34 | 2.2 |
TSLA • 1 Minute | 31% | (-15.1%/-10.3%) 1.47x | (-16.7%/-21.4%) 0.78x | 31 | 1.5 |
WMT • 1 Minute | 26% | (-3.3%/-5.4%) 0.61x | (-4.0%/-6.4%) 0.63x | 32 | 1.6 |
BTCUSDT • 10 Minutes | 27% | (7.2%/26.3%) 0.27x | (-4.8%/-12.1%) 0.40x | 38 | 2.1 |
EURUSD • 10 Minutes | 32% | (2.3%/6.8%) 0.34x | (-2.7%/-4.3%) 0.63x | 36 | 2.1 |
GLD • 10 Minutes | 38% | (6.0%/43.7%) 0.14x | (-9.8%/-8.3%) 1.18x | 43 | 1.6 |
NVDA • 10 Minutes | 33% | (8.1%/32.9%) 0.25x | (-26.2%/-42.8%) 0.61x | 44 | 1.4 |
SPY • 10 Minutes | 33% | (3.6%/14.3%) 0.25x | (-7.7%/-20.7%) 0.37x | 42 | 1.6 |
TSLA • 10 Minutes | 31% | (4.5%/59.0%) 0.08x | (-37.6%/-55.3%) 0.68x | 39 | 1.7 |
WMT • 10 Minutes | 34% | (25.4%/40.1%) 0.63x | (-6.8%/-23.8%) 0.29x | 43 | 2.1 |
BTCUSDT • 1 Hour | 30% | (9.3%/71.3%) 0.13x | (-17.2%/-30.6%) 0.56x | 38 | 1.8 |
EURUSD • 1 Hour | 32% | (6.5%/8.4%) 0.77x | (-4.2%/-9.0%) 0.47x | 40 | 1.9 |
GLD • 1 Hour | 35% | (21.0%/117.6%) 0.18x | (-28.2%/-22.2%) 1.27x | 41 | 1.8 |
NVDA • 1 Hour | 36% | (521.6%/3126.3%) 0.17x | (-36.1%/-68.0%) 0.53x | 47 | 2.3 |
SPY • 1 Hour | 36% | (31.9%/106.7%) 0.30x | (-11.2%/-35.1%) 0.32x | 46 | 1.6 |
TSLA • 1 Hour | 34% | (2572.3%/1395.5%) 1.84x | (-29.3%/-75.1%) 0.39x | 46 | 3.1 |
WMT • 1 Hour | 34% | (62.8%/138.2%) 0.45x | (-14.6%/-26.9%) 0.54x | 43 | 2.1 |
BTCUSDT • Daily | 36% | (320.8%/1335.5%) 0.24x | (-61.6%/-76.6%) 0.80x | 40 | 3.2 |
EURUSD • Daily | 29% | (3.2%/10.8%) 0.30x | (-10.2%/-23.3%) 0.44x | 30 | 2.7 |
GLD • Daily | 33% | (106.4%/595.1%) 0.18x | (-23.8%/-45.3%) 0.53x | 45 | 2.1 |
NVDA • Daily | 39% | (9137.3%/373678.5%) 0.02x | (-67.9%/-90.0%) 0.75x | 50 | 2.5 |
SPY • Daily | 32% | (32.3%/1316.3%) 0.02x | (-33.3%/-56.7%) 0.59x | 42 | 1.7 |
TSLA • Daily | 35% | (8915.3%/24185.2%) 0.37x | (-40.7%/-75.0%) 0.54x | 45 | 5.0 |
WMT • Daily | 34% | (-20.9%/9978.0%) -0.00x | (-65.4%/-50.6%) 1.29x | 37 | 1.7 |