Bollinger bands pierce (long)longBacktest-Ergebnisse @ BTCUSDT • Daily
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 5.8 years von BTCUSDT • Daily (Bitcoin vs Tether, Binance US) Daten, von October 8, 2019 bis July 12, 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 5.8 years von BTCUSDT • Daily Kerzen getestet. Dieser Backtest ergab 48 Positionen, mit einer durchschnittlichen Gewinnrate von 40% und einem Risiko-Rendite-Verhältnis von 3.21. Wenn Sie annehmen, dass das 3.21 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 23.8, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 48 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 320.80% vs 1335.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -61.60% vs -76.60% für das Asset
- Exposition: Exposition: 36.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 40.0%, vs 23.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.21
Mit dieser Exposition können Sie erkennen, dass Sie bei 36% Marktzeit 24.02% des Asset-Aufwärtspotenzials und 80.42% des Asset-Abwärtspotenzials erhalten.
Bollinger bands pierce (long): Position eingehen wenn
All of the following: # Echo D Chart(close) (1 candles ago) < D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) D Chart(close) > D Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): Position verlassen wenn
All of the following: # Oscar D Chart(close) < D Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ BTCUSDT • Daily (320.8%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest results show some interessting patterns, but I have concerns about the stability of this strategy.
The strategy shows a decent R/R ratio of 3.21 and the win rate of 40% is well above the minimal required 23.8% - this gives good mathematical room for error. However, the maximum drawdown of 61.6% is extremely high and would be psychologically very difficult to trade through. The long losing streak of 9 trades in a row is also problematic and could blow up risk management if position sizing isn't carefully controlled.
What worries me most is that this strategy significantly underperforms buy & hold (320.8% vs 1335.5%) while still having high drawdowns. The low Sharpe ratio of 0.26 confirms the poor risk-adjusted returns. With only 1.4 trades per month on average, the sample size of 48 trades over 5.8 years is also quite small to make reliable statistical conclusions. I would want to see at least 100+ trades before having more confidence in these metrics staying stable.
Sarah
AutorHoly mother of losses, this is one of the most mediocre strategies I've seen lately! Let me tell you why this is basically throwing money out of the window.
First off, you're getting absolutely destroyed by buy & hold - 320% vs 1335%? That's pathetic! You're making just a quarter of what you'd make by simply buying and forgetting about it. And with a 60% loss rate? Dios mío, you're basically paying to lose money here! The 9-trade losing streak is like watching a train wreck in slow motion.
The only slightly redeeming quality is your risk/reward ratio of 3.21, but even that's not enough to save this disaster. Your market exposure is only 36.4% - means you're missing out on most of the good moves while probably catching many of the bad ones. With a -61.6% max drawdown, 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 strategy is about as useful as a chocolate teapot. The fact that you're only doing 1.4 trades per month means you're not even giving yourself enough opportunities to recover from those nasty losing streaks. Either completely rebuild this strategy or save yourself the trouble and just buy & hold.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf BTCUSDT • Daily
| Gesamttrades | 48 | Nettogewinn | 320.8% | Buy & Hold Gewinn | 1335.5% |
| Gewinnrate | 40% | Risiko/Rendite-Verhältnis | 3.21 | Maximaler Drawdown | -61.6% |
| Asset Maximaler Drawdown | -76.6% | Exposition | 36.4% | Durchschn. Kerzen in Position | 14.9 |
| Sharpe-Ratio | 0.26 | Sortino-Ratio | 0.86 | Realisierte Volatilität | 32.39% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.9 | Durchschn. Trades pro Monat | 1.4 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 18.5 | Verlust Std Dev | 3.2 | Gewinn Std Dev | 19.7 |
| Erwartungswert | 0.7 | Beta | 0.3 |
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 |