Bollinger bands pierce (long)longBacktest-Ergebnisse @ TSLA • 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 TSLA • 10 Minutes (Tesla, Inc.) 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 TSLA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 181 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 1.69. Wenn Sie annehmen, dass das 1.69 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 37.2, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 4.50% vs 59.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -37.60% vs -55.30% für das Asset
- Exposition: Exposition: 30.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 37.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.69
Mit dieser Exposition können Sie erkennen, dass Sie bei 31% Marktzeit 7.63% des Asset-Aufwärtspotenzials und 67.99% 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) @ TSLA • 10 Minutes (4.5%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this TSLA Bollinger Bands strategy! 🚀
Looking at these numbers, it's giving me mixed vibes tbh. The win rate is sitting at 39% which isn't great, but check this out - when we win, we're bagging 2.41% compared to -1.43% on losses. That's actually a decent risk/reward setup! Plus we've got that sweet 38.63% cushion above the minimum win rate needed, which is pretty lit. 💪
But here's where it gets a bit rough my dudes - that -37.6% max drawdown is no joke, and we're seriously underperforming buy & hold (4.5% vs 59% 😬). The strategy's keeping us in the market only 30.5% of the time, which might be missing some big moves. Those 13-trade losing streaks could shake out paper hands real quick too.
Listen, I'm all about that YOLO life behind the Wendy's grill, but this strategy needs some tweaking before I'd throw my paycheck at it. Maybe we could adjust those Bollinger Band settings or add another confirmation indicator? The bones are there with that risk/reward ratio, but we gotta pump those numbers up! 🔧 Still diamond hands though! 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster! The numbers are screaming "stay away" louder than my abuela at Sunday dinner.
Let's be brutally honest here - you're getting absolutely destroyed by buy & hold (4.5% vs 59.0%). That's embarrasing! And with a pathetic 39% win rate, you're basically throwing darts blindfolded. The 13-trade losing streak? That would make even the most patient trader jump off a bridge. And that -37.6% drawdown? ¡Dios mío!
The only slightly positive thing I see is the Risk/Reward ratio of 1.69, but it's like putting lipstick on a cerdo. Your strategy is exposed to the market 30.5% of the time and still manages to lose money while TSLA goes up. That's some special kind of talent for losing!
Listen, I don't know who sold you on this Bollinger Bands strategy, but they should be prohibited from touching a trading terminal ever again. The negative Sharpe ratio (-0.46) confirms what's obvious - this is pure garbage. Do yourself a favor and go back to drawing board, or better yet, just buy and hold like a normal person.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf TSLA • 10 Minutes
| Gesamttrades | 181 | Nettogewinn | 4.5% | Buy & Hold Gewinn | 59.0% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 1.69 | Maximaler Drawdown | -37.6% |
| Asset Maximaler Drawdown | -55.3% | Exposition | 30.5% | Durchschn. Kerzen in Position | 15.8 |
| Sharpe-Ratio | -0.46 | Sortino-Ratio | 0.01 | Realisierte Volatilität | 33.33% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.5 | Max. Verlustserie | 13 |
| Durchschn. Verlustserie | 2.4 | Durchschn. Trades pro Monat | 28.7 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 2.6 | Verlust Std Dev | 1.5 | Gewinn Std Dev | 2.3 |
| Erwartungswert | 0.0 | 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 |