Bollinger bands pierce (long)longBacktest-Ergebnisse @ BTCUSDT • 1 Hour
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 13.9 months von BTCUSDT • 1 Hour (Bitcoin vs Tether, Binance US) Daten, von May 23, 2024 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 13.9 months von BTCUSDT • 1 Hour Kerzen getestet. Dieser Backtest ergab 187 Positionen, mit einer durchschnittlichen Gewinnrate von 38% und einem Risiko-Rendite-Verhältnis von 1.80. Wenn Sie annehmen, dass das 1.80 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 35.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 9.30% vs 71.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -17.20% vs -30.60% für das Asset
- Exposition: Exposition: 29.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 38.0%, vs 35.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.80
Mit dieser Exposition können Sie erkennen, dass Sie bei 30% Marktzeit 13.04% des Asset-Aufwärtspotenzials und 56.21% des Asset-Abwärtspotenzials erhalten.
Bollinger bands pierce (long): Position eingehen wenn
All of the following: # Echo 60min Chart(close) (1 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Chart(close) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): Position verlassen wenn
All of the following: # Oscar 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ BTCUSDT • 1 Hour (9.3%) erklärt von Alex C, Sarah
Alex C
AutorThe strategy looks mathematically sound but not particularly impressive. The Win Rate of 38% combined with Risk/Reward of 1.8 gives positive expectancy, which is good. However, the net profit of 9.3% versus buy & hold of 71.3% shows this strategy significantly underperforms the market.
What concerns me most is the negative Sharpe and Sortino ratios. This indicates poor risk-adjusted returns - the strategy is taking on risk without adequate compensation. The max drawdown of 17.2% is also quite high relative to the total returns. The high number of trades (187 over 13.9 months) means transaction costs could significantly impact real performance.
One positive aspect is the Win Rate Leeway - being 37.64% above the minimal required win rate provides good mathematical buffer for strategy deterioration. But with market exposure of only 29.7%, you're missing most of the upside during bull trends. I would suggest optimizing the exit conditions to hold winners longer, since the average holding time of 14.9 candles seems too short for capturing larger moves.
Sarah
AutorMadre mía, this strategy is pure garbage! The buy & hold gives you 71.3% while this joke of a strategy barely makes 9.3%? Are you seriously considering throwing away 62% of your trades for this pathetic return?
Look at those risk metrics - negative Sharpe and Sortino ratios! This means you'd literally make more money putting your cash under your pillow. And that 17.2% drawdown? Dios mío, you could lose your shirt faster than at a strip club!
The only remotely decent thing here is the Risk/Reward ratio of 1.8, but it's completely neutralized by that embarassing 38% win rate. You're basically paying premium to lose money slower than if you were trading randomly! And let's not even talk about that market exposure of 29.7% - you're missing out on most of the good moves while catching all the bad ones like some kind of masochist!
If you're thinking about trading this strategy, I suggest you better go buy lottery tickets - at least those give you better odds than this desastre total!
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf BTCUSDT • 1 Hour
| Gesamttrades | 187 | Nettogewinn | 9.3% | Buy & Hold Gewinn | 71.3% |
| Gewinnrate | 38% | Risiko/Rendite-Verhältnis | 1.80 | Maximaler Drawdown | -17.2% |
| Asset Maximaler Drawdown | -30.6% | Exposition | 29.7% | Durchschn. Kerzen in Position | 14.9 |
| Sharpe-Ratio | -0.29 | Sortino-Ratio | -0.21 | Realisierte Volatilität | 26.49% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 27.0 | Durchschn. Trades pro Tag | 0.9 |
| Rendite Std Dev | 2.0 | Verlust Std Dev | 0.7 | Gewinn Std Dev | 2.1 |
| 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 |