Bollinger bands pierce (long)longBacktest-Ergebnisse @ TSLA • 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 TSLA • 1 Minute (Tesla, Inc.) 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 TSLA • 1 Minute Kerzen getestet. Dieser Backtest ergab 201 Positionen, mit einer durchschnittlichen Gewinnrate von 31% und einem Risiko-Rendite-Verhältnis von 1.47. Wenn Sie annehmen, dass das 1.47 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 40.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -15.10% vs -10.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -16.70% vs -21.40% für das Asset
- Exposition: Exposition: 30.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 31.0%, vs 40.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.47
Mit dieser Exposition können Sie erkennen, dass Sie bei 31% Marktzeit 146.60% des Asset-Aufwärtspotenzials und 78.04% 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) @ TSLA • 1 Minute (-15.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe numbers from this backtest look quite problematic, I must say. A win rate of 31% with a risk/reward ratio of 1.47 is mathematically not viable. Even though the reward is higher than risk, you need at least 40.5% win rate to break even - and we are far away from that.
The trading frequency looks good with about 10 trades per day, so we have enough statistical significance. But having 11 losses in a row as maximum losing streak is concerning. With 30% market exposure, the strategy also doesn't protect well against drawdowns - we see -16.7% maximum drawdown which is too much for a strategy that is only in market one third of time.
What bothers me most is that this strategy performs worse than buy and hold (-15.1% vs -10.3%). When you add transaction costs and slippage, which are not included in this backtest, the performance would be even more negative. I would suggest to either completely redesign the entry conditions or look for different strategy alltogether. The current setup is not mathematical viable.
Mike
AutorYo fam, this backtest on TSLA is giving me some mixed vibes 🤔
On the bright side, we're looking at some serious action with about 10 trades per day - that's a lot of opportunities to catch moves! And that Risk/Reward ratio of 1.47 isn't too shabby, meaning when we win, we win bigger than we lose. Plus, the market exposure is only around 31%, so we're not stuck in positions forever 📈
But here's where it gets rough my dudes - that 31% win rate is killing the vibe. Even though we need just 40.5% to break even, we're not hitting it. That -15% net profit over 38 days while Tesla itself only dropped 10% is a bit of a gut punch. And that 11-trade losing streak? Oof, that would test anyone's diamond hands 💎🙌
I'd say this strategy needs some tweaking before I'd YOLO my Wendy's paycheck into it. Maybe we could add some extra confirmation signals or adjust those Bollinger Band settings? Still bullish on the concept, but gotta make it more reliable before we can start dreaming about that Lambo 🚀
Sarah
AutorMadre de Dios, this strategy is complete garbage! I can't believe someone would even consider trading this desastre. Let me tell you exactly why this is so terrible.
The win rate is pathetically low at 31% - you're literally losing 7 out of 10 trades! And with such mediocre average wins (0.49%) compared to losses (-0.33%), you're basically throwing money away. The 11-trade losing streak would destroy most traders' accounts and their mental health. Not to mention the -16.7% drawdown which is absolutamente horrible.
The most ridiculous part is that you're doing worse than simply buying and holding (-15.1% vs -10.3%)! You're actively losing more money than if you did nothing at all. That's embarazoso! And with over 10 trades per day, you're just giving money to your broker through commisions.
Look, if you want to donate money, there are many good charities out there. This strategy is basically financial suicide with extra steps. My professional advice: delete this strategy immediately and never look at it again. Go back to estudiar the basics of trading before attempting anything else.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf TSLA • 1 Minute
| Gesamttrades | 201 | Nettogewinn | -15.1% | Buy & Hold Gewinn | -10.3% |
| Gewinnrate | 31% | Risiko/Rendite-Verhältnis | 1.47 | Maximaler Drawdown | -16.7% |
| Asset Maximaler Drawdown | -21.4% | Exposition | 30.7% | Durchschn. Kerzen in Position | 14.3 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 3.0 | Durchschn. Trades pro Monat | 317.4 | Durchschn. Trades pro Tag | 10.6 |
| Rendite Std Dev | 0.7 | Verlust Std Dev | 0.6 | Gewinn Std Dev | 0.7 |
| Erwartungswert | -0.2 | Beta | 0.26 |
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 |