Bollinger bands pierce (long)longBacktest-Ergebnisse @ NVDA • 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 5.7 years von NVDA • 1 Hour (NVIDIA Corporation) Daten, von October 25, 2019 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 5.7 years von NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 167 Positionen, mit einer durchschnittlichen Gewinnrate von 47% und einem Risiko-Rendite-Verhältnis von 2.31. Wenn Sie annehmen, dass das 2.31 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 30.2, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 521.60% vs 3126.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -36.10% vs -68.00% für das Asset
- Exposition: Exposition: 36.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 47.0%, vs 30.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.31
Mit dieser Exposition können Sie erkennen, dass Sie bei 36% Marktzeit 16.68% des Asset-Aufwärtspotenzials und 53.09% 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) @ NVDA • 1 Hour (521.6%) erklärt von Alex C, Sarah
Alex C
AutorThe strategy shows some interessting characteristics, but I have concerns about the stability. The Win Rate of 47% combined with a Risk/Reward of 2.31 gives mathematically good expectancy of 0.5, which explains the overall positive performance. However, the maximum drawdown of 36.1% is quite significant and would be hard to stomach for most traders.
What really catches my attention is the high exposure to outliers. The strategy significantly underperforms buy & hold (521.6% vs 3126.3%), which is not suprising given only 36.3% market exposure. But the volatility metrics show the strategy is actually doing good job at risk management - the realized volatility is less than half of the asset volatility (23.73% vs 49.87%). The Sharpe and Sortino ratios above 1 confirm acceptable risk-adjusted returns.
I would be worried about the losing streaks though - maximum of 9 consecutive losses could be psychologically challenging. Also the sample size of 167 trades over 5.7 years (only 0.2 trades per day) is statistically quite small for such a volatile asset like NVDA. I would recommend testing this on other instruments to validate if the edge holds up across different market conditions. The strategy might benefit from additional filters to reduce false signals, even if that means trading less frequently.
Sarah
AutorMadre mía, this strategy is like a student who thinks they're clever but actually failing the class!
Let's be real here - the strategy is severely underperforming the market with only 521.6% vs 3126.3% buy & hold return. That's pathetic! You're basically losing money by being too smart for your own good. With a 47% win rate, you're literally worse than a coin flip.
The exposure is ridiculously low at 36.3% - you're sitting out during most of the strongest moves in one of the best performing stocks! What were you thinking? The average hold time of 20.7 candles suggests you're getting scared out of positions way too early.
The only semi-decent thing here is the Risk/Reward ratio of 2.31, but even a broken clock is right twice per day. And that -36.1% drawdown? Dios mío! You might as well go to casino - at least they give you free drinks while you lose your money.
Look, I know Bollinger Bands look pretty on charts, but this implementation is garbage. You're trying to catch reversals in a strongly trending stock - that's like trying to catch falling knives while blindfolded. Either ride the trend or find another stock to trade.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf NVDA • 1 Hour
| Gesamttrades | 167 | Nettogewinn | 521.6% | Buy & Hold Gewinn | 3126.3% |
| Gewinnrate | 47% | Risiko/Rendite-Verhältnis | 2.31 | Maximaler Drawdown | -36.1% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 36.3% | Durchschn. Kerzen in Position | 20.7 |
| Sharpe-Ratio | 1.16 | Sortino-Ratio | 1.23 | Realisierte Volatilität | 23.73% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.9 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 4.8 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 5.6 | Verlust Std Dev | 1.6 | Gewinn Std Dev | 5.9 |
| Erwartungswert | 0.5 | Beta | 0.25 |
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 |