Bollinger bands pierce (long)longBacktest-Ergebnisse @ GLD • 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 12.6 months von GLD • 10 Minutes (SPDR Gold Trust) Daten, von June 28, 2024 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 12.6 months von GLD • 10 Minutes Kerzen getestet. Dieser Backtest ergab 199 Positionen, mit einer durchschnittlichen Gewinnrate von 43% und einem Risiko-Rendite-Verhältnis von 1.58. Wenn Sie annehmen, dass das 1.58 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 38.8, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 6.00% vs 43.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -9.80% vs -8.30% für das Asset
- Exposition: Exposition: 37.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 43.0%, vs 38.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.58
Mit dieser Exposition können Sie erkennen, dass Sie bei 38% Marktzeit 13.73% des Asset-Aufwärtspotenzials und 118.07% 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) @ GLD • 10 Minutes (6.0%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this Bollinger Bands strategy on GLD! 🚀
Looking at these numbers, we've got some interesting stuff going on here. The win rate is sitting at 43% with a solid 1.58 risk/reward ratio - that's actually pretty sweet because we only need a 38.8% win rate to break even! We're running with a good safety margin here, which is totally my jam. Plus, averaging about 1 trade per day means we're not getting killed on commissions. 💪
The downside is we're only catching 6% gains while GLD itself went up 43.7% - kinda feels like leaving tendies on the table, ngl. But hey, we're only exposed to the market 37.5% of the time, so we're taking way less risk than buy-and-hold gang. That -9.8% max drawdown isn't too scary either - I've seen way worse working the Wendy's late shift! 🍔
I'd probably give this strategy a shot with a small position size to start. The numbers aren't screaming "YOLO your life savings" but they're solid enough to work with. Just gotta stay disciplined and maybe look for ways to ride those winners a bit longer. Diamond hands when it's working, paper hands when it's not! 💎🙌
Sarah
AutorMadre de Dios, this strategy is complete garbage! Let me tell you why this is a disaster waiting to happen.
First of all, you're severely underperforming the market - 6% net profit versus 43.7% buy & hold? That's embarassing! You would have made 7 times more money by simply buying and holding like a lazy person. Even my grandmother could do better than this by randomly throwing darts at trading decisions.
The win rate is pathetic - 43% wins with a 1.58 risk/reward? Si, matematically it can work because of the minimal sufficient win rate being 38.8%, but why would anyone want to lose money more than half the time? This is like playing russian roulette with 3 bullets in the chamber!
The risk metrics are absolutely terrible. Negative Sharpe ratio (-0.07) and catastrophic Sortino ratio (-0.89) tells me this strategy is not just bad, it's consistently bad! And that 9.8% drawdown is like a punch in the face considering the tiny returns you're getting.
Mi consejo? Throw this strategy in the basura where it belongs. You're basically paying the market to torture you slowly. If you want to lose money this badly, at least do it faster and save yourself some time!
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf GLD • 10 Minutes
| Gesamttrades | 199 | Nettogewinn | 6.0% | Buy & Hold Gewinn | 43.7% |
| Gewinnrate | 43% | Risiko/Rendite-Verhältnis | 1.58 | Maximaler Drawdown | -9.8% |
| Asset Maximaler Drawdown | -8.3% | Exposition | 37.5% | Durchschn. Kerzen in Position | 17.8 |
| Sharpe-Ratio | -0.07 | Sortino-Ratio | -0.89 | Realisierte Volatilität | 7.92% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.9 | Max. Verlustserie | 8 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 31.6 | Durchschn. Trades pro Tag | 1.1 |
| Rendite Std Dev | 0.6 | Verlust Std Dev | 0.3 | Gewinn Std Dev | 0.6 |
| Erwartungswert | 0.1 | 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 |