Bollinger bands pierce (long)longBacktest-Ergebnisse @ NVDA • 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 26.5 years von NVDA • Daily (NVIDIA Corporation) Daten, von January 22, 1999 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 26.5 years von NVDA • Daily Kerzen getestet. Dieser Backtest ergab 133 Positionen, mit einer durchschnittlichen Gewinnrate von 50% und einem Risiko-Rendite-Verhältnis von 2.45. Wenn Sie annehmen, dass das 2.45 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 29.0, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 9137.30% vs 373678.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -67.90% vs -90.00% für das Asset
- Exposition: Exposition: 39.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 50.0%, vs 29.0% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.45
Mit dieser Exposition können Sie erkennen, dass Sie bei 39% Marktzeit 2.45% des Asset-Aufwärtspotenzials und 75.44% 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) @ NVDA • Daily (9137.3%) erklärt von Alex C
Alex C
AutorThe results look quite interesting, but I see some major red flags here. First thing that catches my attention is that this strategy heavily underperforms buy & hold - 9137% vs 373678% over 26.5 years. That's a significant difference which makes me question the strategy's effectiveness.
The win rate of 50% combined with a risk/reward ratio of 2.45 looks actually quite decent on paper. This gives us positive expectancy of 0.7, which is not bad at all. However, the max drawdown of 67.9% is extremely concerning - this would be very difficult to handle psychologically and could wipe out accounts using too much leverage. The relatively low market exposure of 39.1% suggests this is quite a selective strategy, which I typically like, but in this case it seems to be missing out on major moves.
I am especially skeptical about the recent performance metrics - those astronomical CAGR numbers in the shorter timeframes are mathematically impossible and suggest there might be issues with the backtest implementation. Also, having only 0.8 trades per month on average means the sample size of 133 trades over 26.5 years is quite small for making statistically significant conclusions. I would need to see more trades to have higher confidence in these metrics.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf NVDA • Daily
| Gesamttrades | 133 | Nettogewinn | 9137.3% | Buy & Hold Gewinn | 373678.5% |
| Gewinnrate | 50% | Risiko/Rendite-Verhältnis | 2.45 | Maximaler Drawdown | -67.9% |
| Asset Maximaler Drawdown | -90.0% | Exposition | 39.1% | Durchschn. Kerzen in Position | 18.6 |
| Sharpe-Ratio | 0.32 | Sortino-Ratio | 0.94 | Realisierte Volatilität | 29.66% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 2.0 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 1.9 | Durchschn. Trades pro Monat | 0.8 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 16.5 | Verlust Std Dev | 4.7 | Gewinn Std Dev | 17.2 |
| Erwartungswert | 0.7 | 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 |