Bollinger bands pierce (long)longBacktest-Ergebnisse @ GLD • 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 20.7 years von GLD • Daily (SPDR Gold Trust) Daten, von November 18, 2004 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 20.7 years von GLD • Daily Kerzen getestet. Dieser Backtest ergab 95 Positionen, mit einer durchschnittlichen Gewinnrate von 45% und einem Risiko-Rendite-Verhältnis von 2.13. Wenn Sie annehmen, dass das 2.13 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 31.9, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 95 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 106.40% vs 595.10% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -23.80% vs -45.30% für das Asset
- Exposition: Exposition: 33.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 45.0%, vs 31.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.13
Mit dieser Exposition können Sie erkennen, dass Sie bei 33% Marktzeit 17.88% des Asset-Aufwärtspotenzials und 52.54% 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) @ GLD • Daily (106.4%) erklärt von Mike, Sarah
Mike
AutorYo fam, this Bollinger Bands strategy on GLD is giving me some mixed vibes 🤔 The win rate's sitting at 45% which ain't great, but check this out - when it wins, it wins BIG with a 2.13 risk/reward ratio! That's some serious juice 🔥
Looking at the numbers, we're getting decent gains over the long haul (106.4% total profit), but it's way behind the buy & hold return of 595.1%. That's kinda rough ngl. But here's the thing - we're only exposed to the market 33% of the time, so we're actually playing it pretty safe compared to YOLO-ing our whole account 💎🙌
The thing that's got me hyped is that fat 44.68% win rate leeway - means we've got tons of room for error and the strategy can still print tendies! The max drawdown of -23.8% is way better than the asset's -45.3%, so we're actually managing risk pretty well here fam 📈
My verdict? This ain't no moonshot strategy 🚀 but it's definitely not trash either. Could be solid for a part of your portfolio if you're cool with slower, steadier gains. Just don't expect this to be your ticket to a Lambo overnight! 💪 3/5 confidence rating for me dawg 🎯
Sarah
AutorMadre de dios, this strategy is absolute garbage! The buy & hold return is 595% while this pathetic attempt only managed 106%? That's embarassing! And you dare to show me these results?
The market exposure is only 33%, which means you're missing out on most of the action like a scared kitten. With 95 trades over 20 years, you're basically a sleeping beauty - less than 1 trade per month! And when you do trade, your win rate is below 50%. Que desastre!
The only semi-decent thing here is the Risk/Reward ratio of 2.13, but that's like having a Ferrari with no engine - looks good on paper but gets you nowhere. The negative Sharpe ratio is telling me this strategy is worse than putting your money under the mattress! And that 23.8% drawdown? Dios mio, that's enough to give anyone nightmares. Better to go to casino - at least they give you free drinks while taking your money!
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf GLD • Daily
| Gesamttrades | 95 | Nettogewinn | 106.4% | Buy & Hold Gewinn | 595.1% |
| Gewinnrate | 45% | Risiko/Rendite-Verhältnis | 2.13 | Maximaler Drawdown | -23.8% |
| Asset Maximaler Drawdown | -45.3% | Exposition | 33.0% | Durchschn. Kerzen in Position | 17.1 |
| Sharpe-Ratio | -0.11 | Sortino-Ratio | 0.22 | Realisierte Volatilität | 8.58% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 2.0 | Max. Verlustserie | 5 |
| Durchschn. Verlustserie | 2.3 | Durchschn. Trades pro Monat | 0.8 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 4.3 | Verlust Std Dev | 1.3 | Gewinn Std Dev | 4.0 |
| Erwartungswert | 0.4 | Beta | 0.31 |
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 |