Bollinger bands pierce (long)longBacktest-Ergebnisse @ SPY • 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 SPY • 1 Minute (SPDR S&P 500) 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 SPY • 1 Minute Kerzen getestet. Dieser Backtest ergab 178 Positionen, mit einer durchschnittlichen Gewinnrate von 34% und einem Risiko-Rendite-Verhältnis von 2.24. Wenn Sie annehmen, dass das 2.24 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 30.9, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 1.20% vs 4.60% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -1.90% vs -2.10% für das Asset
- Exposition: Exposition: 30.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 34.0%, vs 30.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.24
Mit dieser Exposition können Sie erkennen, dass Sie bei 30% Marktzeit 26.09% des Asset-Aufwärtspotenzials und 90.48% 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) @ SPY • 1 Minute (1.2%) erklärt von Mike, Sarah
Mike
AutorYo fam, these backtest results are looking pretty interesting! 🤔 The strategy is grinding out some modest gains with a 1.2% net profit, but what really catches my eye is that juicy 2.24 risk/reward ratio! 💪
Looking deeper, we're hitting the market with about 9 trades per day which is sweet for scalping. The win rate is only 34%, but check this out - we've got a 33.69% leeway above the minimal required win rate! That's actually fire because it means the strategy is mathematically solid even with the lower win rate. We're losing more often but making bigger gains when we win, classic asymmetric betting right there! 📈
One concern though - we're underperforming buy & hold (4.6%) by quite a bit, and that 10-trade losing streak could be rough on the mental game. But with only a -1.9% max drawdown, it's not too scary for the account balance. Might be worth throwing some lunch money at this and seeing how it runs! Just gotta make sure those commission fees don't eat up the gains since we're trading pretty frequently. WAGMI! 🚀
Sarah
AutorThis strategy is pure garbage, and whoever designed it should consider a career in flower arrangement instead of trading. Let me tell you why.
First, the strategy severely underperforms buy & hold (1.2% vs 4.6%). That's embarassing! You're basically losing money when accounting for inflation, and working hard to achieve that brillant failure. Is like trying to dig a hole with a spoon when you have a perfectly good shovel right next to you.
The win rate is atrocious - only 34%! You're losing 2 out of 3 trades! Yes, yes, I see the Risk/Reward ratio is 2.24, which technically makes it matematically viable with that win rate. But why would anyone want to be wrong most of the time? It's like choosing to fail your driving test 66% of the time just because you know eventually you'll pass. The psychological impact would kill most traders faster than you can say "margin call".
The only slightly positive thing I see is the win rate leeway, but that's like praising the comfortable seats in a car that doesn't start. The max losing streak of 10 trades is particularly concerning - imagin explaining to your spouse how you managed to lose 10 trades in a row following your "sistem".
My recomendation? Delete this strategy and start over. Or better yet, just buy and hold SPY like a normal person.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf SPY • 1 Minute
| Gesamttrades | 178 | Nettogewinn | 1.2% | Buy & Hold Gewinn | 4.6% |
| Gewinnrate | 34% | Risiko/Rendite-Verhältnis | 2.24 | Maximaler Drawdown | -1.9% |
| Asset Maximaler Drawdown | -2.1% | Exposition | 30.3% | Durchschn. Kerzen in Position | 16.1 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 10 |
| Durchschn. Verlustserie | 3.1 | Durchschn. Trades pro Monat | 281.1 | Durchschn. Trades pro Tag | 9.4 |
| Rendite Std Dev | 0.2 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.2 |
| Erwartungswert | 0.1 | Beta | 0.29 |
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 |