Bollinger bands pierce (long)longBacktest-Ergebnisse @ SPY • 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 SPY • 10 Minutes (SPDR S&P 500) 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 SPY • 10 Minutes Kerzen getestet. Dieser Backtest ergab 175 Positionen, mit einer durchschnittlichen Gewinnrate von 42% und einem Risiko-Rendite-Verhältnis von 1.56. Wenn Sie annehmen, dass das 1.56 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 39.1, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 3.60% vs 14.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -7.70% vs -20.70% für das Asset
- Exposition: Exposition: 32.90% Zeit im Markt
- Gewinnrate: Gewinnrate: 42.0%, vs 39.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.56
Mit dieser Exposition können Sie erkennen, dass Sie bei 33% Marktzeit 25.17% des Asset-Aufwärtspotenzials und 37.20% 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) @ SPY • 10 Minutes (3.6%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this Bollinger Bands strategy for you! 🚀
This strategy is giving some interesting vibes - it's not crushing the market (3.6% vs 14.3% buy & hold), but there's some juicy potential here. The win rate might look a bit low at 42%, but check this out: our winners are hitting 0.51% while losers are only -0.33%. That's a solid 1.56 risk/reward ratio! Plus, we've got this crazy good win rate leeway of 41.61%, which means we're way above what we need to be profitable. 💪
What really catches my eye is the trading frequency - about 1 trade per day. That's perfect for us Wendy's warriors who can't watch charts 24/7! The max drawdown of -7.7% is pretty chill compared to the market's -20.7%, so we're not taking too much heat. The market exposure is only 32.9%, which means we're not constantly risking our tendies. 🍗
I'd say this could be a decent base strategy to build on, especially for someone looking for consistent small wins rather than YOLO plays. Maybe add some more confirmation signals or optimize the exit strategy to bump up that win rate a bit. Not financial advice, but I might throw some of my next paycheck at testing this bad boy! 🎯
Sarah
AutorMadre de Dios, this strategy is a complete disaster! Let me tell you why you should throw this garbage straight to papelera.
First of all, you're losing money compared to simple buy & hold - 3.6% vs 14.3%? That's patético! You're basically paying commission to lose money slower than you could make it by doing nothing. And with a terrible 42% win rate? Por favor, you might as well flip a coin, at least you wouldn't waste time staring at charts.
The risk metrics are even more horrible - negative Sharpe ratio means you're taking stupid risks for negative returns. A 7.7% drawdown for such mediocre returns? That's like jumping off a cliff to pick up a penny! And your market exposure is only 32.9% - you're missing most of the actual market moves while catching these pathetic signals.
Look, I know Bollinger Bands look pretty on charts, but this implementation is pure basura. The only slightly positive thing is your Risk/Reward ratio of 1.56, but what good is that when you're losing on most trades? You're basically paying for the privilege of being wrong 58% of the time.
Either completely redesign this strategy or save yourself the trouble and invest in index funds. This is not trading, this is slowly bleeding money with extra steps.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf SPY • 10 Minutes
| Gesamttrades | 175 | Nettogewinn | 3.6% | Buy & Hold Gewinn | 14.3% |
| Gewinnrate | 42% | Risiko/Rendite-Verhältnis | 1.56 | Maximaler Drawdown | -7.7% |
| Asset Maximaler Drawdown | -20.7% | Exposition | 32.9% | Durchschn. Kerzen in Position | 17.8 |
| Sharpe-Ratio | -0.16 | Sortino-Ratio | 0.30 | Realisierte Volatilität | 8.14% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.4 | Durchschn. Trades pro Monat | 27.8 | Durchschn. Trades pro Tag | 0.9 |
| Rendite Std Dev | 0.6 | Verlust Std Dev | 0.3 | Gewinn Std Dev | 0.5 |
| Erwartungswert | 0.1 | Beta | 0.18 |
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 |