Bollinger bands pierce (long)longBacktest-Ergebnisse @ TSLA • 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 15 years von TSLA • Daily (Tesla, Inc.) Daten, von June 29, 2010 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 15 years von TSLA • Daily Kerzen getestet. Dieser Backtest ergab 64 Positionen, mit einer durchschnittlichen Gewinnrate von 45% und einem Risiko-Rendite-Verhältnis von 4.97. Wenn Sie annehmen, dass das 4.97 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 16.8, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 64 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 8915.30% vs 24185.20% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -40.70% vs -75.00% für das Asset
- Exposition: Exposition: 35.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 45.0%, vs 16.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 4.97
Mit dieser Exposition können Sie erkennen, dass Sie bei 35% Marktzeit 36.86% des Asset-Aufwärtspotenzials und 54.27% 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) @ TSLA • Daily (8915.3%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I'm not completely convinced about its robustness. Let's look at the key metrics that catch my attention.
The win rate of 45% combined with a risk/reward ratio of 4.97 is mathematically viable - this explains the positive expectancy of 1.7. What I particularly like is the significant win rate leeway of 44.83% above the minimal required win rate. This gives the strategy good room for deterioration before it becomes unprofitable. However, the market exposure of only 35% suggests we might be missing many opportunities.
What worries me is the relatively small sample size of only 64 trades over 15 years (0.7 trades per month). This is statistically not very significant and makes me skeptical about the reliability of the metrics. Also, the maximum drawdown of 40.7% is quite high for a strategy that is only in the market 35% of the time. The Sharpe ratio of 0.43 is below what I would consider acceptable for a robust strategy - I normally want to see at least 0.8 here.
Mike
AutorYo fam, this TSLA strategy is giving me some serious mixed vibes! 🚀💎
The raw numbers look pretty juicy with that 8915% net profit over 15 years, but let's keep it real - it's still underperforming buy & hold by a lot. But check this out: we're only exposed to the market 35% of the time, which means way less stress and risk than holding through those crazy TSLA rollercoasters! 🎢
What's got me hyped is that risk/reward ratio of 4.97 - when we win, we win BIG (28.81% average gains)! The 45% win rate might look meh, but with those numbers, we only need a 16.8% win rate to break even. That's like having a 44.83% safety cushion - absolutely bussin'! 💪
The only things making me a bit nervous are that 40.7% max drawdown (ouch!) and those 5-trade losing streaks. But hey, that's the price of riding the TSLA train! With only 0.7 trades per month, this is definitely more of a swing trading vibe than a day trading strategy. Might give me enough time to keep slinging those Wendy's burgers while waiting for those sweet gainz! 🍔📈
Sarah
AutorMadre mía, this is a perfect example of how backtest results can be totally misleading! The performance looks amazing on surface, but let me tear this apart for you.
First, that pathetic 64 trades over 15 years is absolutely ridiculous - you're averaging less than 1 trade per month! This is statistically meaningless. And with 55% of trades being losers? Dios mío, you're basically gambling here, not trading.
The most alarming thing is that Buy & Hold would have made you 24,185% while this "strategy" only made 8,915%. You're literally underperforming the market by a factor of 3! That's embarassing. And with a terrible Sharpe ratio of 0.43, you're taking on massive risk for subpar returns.
The -40.7% drawdown is brutal too. Imagine losing almost half your money while Tesla itself was making millionaires! The only slightly positive thing is the Risk/Reward ratio of 4.97, but with such few trades and poor win rate, it's meaningless.
This strategy is pure garbage. You would be better off buying and holding or finding a strategy that actually trades more than once in a blue moon. Stop wasting time with this nonsense.
Tabellarische Metriken von Bollinger bands pierce (long) getestet auf TSLA • Daily
| Gesamttrades | 64 | Nettogewinn | 8915.3% | Buy & Hold Gewinn | 24185.2% |
| Gewinnrate | 45% | Risiko/Rendite-Verhältnis | 4.97 | Maximaler Drawdown | -40.7% |
| Asset Maximaler Drawdown | -75.0% | Exposition | 35.0% | Durchschn. Kerzen in Position | 19.7 |
| Sharpe-Ratio | 0.43 | Sortino-Ratio | 1.22 | Realisierte Volatilität | 30.69% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 5 |
| Durchschn. Verlustserie | 2.1 | Durchschn. Trades pro Monat | 0.7 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 27.6 | Verlust Std Dev | 3.9 | Gewinn Std Dev | 31.9 |
| Erwartungswert | 1.7 | Beta | 0.35 |
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 |