Bollinger bands pierce (long)longBacktest-Ergebnisse @ BTCUSDT • 10 Minutes
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 69 days von BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US) Daten, von May 5, 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.
Also haben wir Bollinger bands pierce (long) über 69 days von BTCUSDT • 10 Minutes Kerzen getestet. Dieser Backtest ergab 178 Positionen, mit einer durchschnittlichen Gewinnrate von 38% und einem Risiko-Rendite-Verhältnis von 2.06. Wenn Sie annehmen, dass das 2.06 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 32.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 7.20% vs 26.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -4.80% vs -12.10% für das Asset
- Exposition: Exposition: 27.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 38.0%, vs 32.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.06
Mit dieser Exposition können Sie erkennen, dass Sie bei 27% Marktzeit 27.38% des Asset-Aufwärtspotenzials und 39.67% des Asset-Abwärtspotenzials erhalten.
Bollinger bands pierce (long): Position eingehen wenn
All of the following: # Echo 10min Chart(close) (1 candles ago) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 10min Chart(close) > 10min Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): Position verlassen wenn
All of the following: # Oscar 10min Chart(close) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ BTCUSDT • 10 Minutes (7.2%) erklärt von Sarah
Sarah
AutorMadre mía, what a disappointing piece of garbage strategy! The numbers are embarassing - only 7.2% profit while the market made 26.3%? You would have done better throwing darts at chart blindfolded!
The win rate is pathetic - 38%? Even though risk/reward looks decent at 2.06, you're basically losing money more than 60% of the time. And that max losing streak of 8 trades? Dios mío, that would destroy most traders mentally.
The only slightly positive thing I see is the drawdown control - max drawdown of 4.8% isn't terrible compared to asset's 12.1%. But who cares about controlled losses when you're massively underperforming the market!
5.2 trades per day is way too much for such mediocre results. You're basically paying your broker to lose money slower than if you just went all in at once. The strategy is overactive and underperfoming.
My professional advice? Delete this strategy and never look at Bollinger Bands again. This is exactly the kind of amateur technical analysis nonsense that keeps retail traders poor. If you want to donate money, there are better ways than using this strategy.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf BTCUSDT • 10 Minutes
| Gesamttrades | 178 | Nettogewinn | 7.2% | Buy & Hold Gewinn | 26.3% |
| Gewinnrate | 38% | Risiko/Rendite-Verhältnis | 2.06 | Maximaler Drawdown | -4.8% |
| Asset Maximaler Drawdown | -12.1% | Exposition | 27.3% | Durchschn. Kerzen in Position | 13.9 |
| Sharpe-Ratio | 1.13 | Sortino-Ratio | 2.70 | Realisierte Volatilität | 18.32% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 2.0 | Max. Verlustserie | 8 |
| Durchschn. Verlustserie | 3.2 | Durchschn. Trades pro Monat | 154.8 | Durchschn. Trades pro Tag | 5.2 |
| Rendite Std Dev | 0.5 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.5 |
| Erwartungswert | 0.2 | Beta | 0.28 |
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 |