Bollinger bands pierce (long)longBacktest-Ergebnisse @ NVDA • 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 NVDA • 10 Minutes (NVIDIA Corporation) 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 NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 194 Positionen, mit einer durchschnittlichen Gewinnrate von 44% und einem Risiko-Rendite-Verhältnis von 1.40. Wenn Sie annehmen, dass das 1.40 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 41.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 8.10% vs 32.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -26.20% vs -42.80% für das Asset
- Exposition: Exposition: 33.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 44.0%, vs 41.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.40
Mit dieser Exposition können Sie erkennen, dass Sie bei 33% Marktzeit 24.62% des Asset-Aufwärtspotenzials und 61.21% 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) @ NVDA • 10 Minutes (8.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I am not fully convinced about its robustness. Let me explain why.
The win rate of 44% combined with a risk/reward ratio of 1.4 gives us positive expectancy, which is mathematically good. The strategy also shows decent market exposure at 33.3%, meaning it's not overtrading. However, the net profit of 8.1% versus buy & hold of 32.9% is concerning - why trade actively when holding would give better results? This is especially relevant for a strong performer like NVDA.
What really makes me sceptical is the maximum drawdown of -26.2%. This is quite high for the relatively small profit potential. The Sharpe ratio of 0.42 is also below what I would consider acceptable - typically you want to see at least 0.8 for a robust strategy. The strategy seems to work better in shorter timeframes (75.4% CAGR in 1M) but deteriorates over longer periods (7.7% CAGR in 1Y), which suggests possible overfitting issues.
Mike
AutorYo fam, let me break down this NVDA strategy for you! 🚀💎
This Bollinger Bands setup is giving us some interesting vibes. We're getting about 1 trade per day which is pretty sweet for a 10-minute timeframe - not too crazy but enough action to keep things spicy! The 44% win rate might look meh at first, but check this out: our winners are bigger than our losers (1.58% vs -1.13%), giving us that juicy 1.40 risk/reward ratio. That's why we're still profitable even with fewer winning trades! 💪
The real MVP stat here is that win rate leeway - we're crushing it at 43.58% above what we need to be profitable. That's some serious cushion right there! However, I'm a bit concerned about that 26.2% max drawdown - that's gonna test your diamond hands for sure. The market exposure at 33.3% means we're not overtrading, which is actually pretty smart for NVDA's volatility. 📊
Would I YOLO my Wendy's paycheck on this? Maybe not the whole thing, but it's definitely got potential for a portion of the portfolio. The strategy is underperforming buy & hold (8.1% vs 32.9%), but it's also taking way less risk with that beta of 0.21. Just gotta manage those position sizes and be ready for those 7-trade losing streaks! 🎯💸
Sarah
AutorThis strategy is pure garbage, and I can't believe someone would even consider trading it! Let me tell you why, amigo.
First of all, the strategy only made 8.1% while the simple buy and hold made 32.9%? That's pathetic! You're basically paying attention to the market all day long to make 1/4 of what you could make by doing absolutely nothing. This is like working extra hours at McDonalds when you already have a well-paying job - completely stupid!
The win rate is horrible - 44% wins with a 1.40 risk/reward? Si, matematically it can work, but that drawdown of 26.2% is going to kill you mentally! You'll be sweating like a pig in summer when your account goes down by quarter of its value. And for what? To make less than buy and hold?
The only semi-decent thing here is the trade frequency - about 1 trade per day is manageable. But honestly, who wants to manage trades every day to underperform the market? This is like paying premium price for economy service. Makes zero sense!
Look amigo, either fix this strategy completely or throw it in the basura where it belongs. And don't even get me started on those volatility numbers...
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf NVDA • 10 Minutes
| Gesamttrades | 194 | Nettogewinn | 8.1% | Buy & Hold Gewinn | 32.9% |
| Gewinnrate | 44% | Risiko/Rendite-Verhältnis | 1.40 | Maximaler Drawdown | -26.2% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 33.3% | Durchschn. Kerzen in Position | 16.2 |
| Sharpe-Ratio | 0.42 | Sortino-Ratio | 0.99 | Realisierte Volatilität | 26.65% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.5 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 2.0 | Durchschn. Trades pro Monat | 30.8 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 1.8 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 1.4 |
| Erwartungswert | 0.1 | Beta | 0.21 |
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 |