Bollinger/Keltner squeezelongBacktest-Ergebnisse @ TSLA • 1 Minute
Diese Strategie kauft, wenn die Bollinger Bänder in den Keltner Kanal gequetscht werden. Dies deutet normalerweise darauf hin, dass der Markt seitwärts läuft. Diese Strategie verkauft dann, wenn der Preis unter die Mittellinie der Bollinger Bänder fällt. Die Idee ist, während des offensichtlich seitwärts laufenden Marktes zu kaufen und zu hoffen, dass er ausbricht.
Eigenkapitalkurve
Der Backtest umfasst 38 days von TSLA • 1 Minute (Tesla, Inc.) Daten, von June 3, 2025 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/Keltner squeeze über 38 days von TSLA • 1 Minute Kerzen getestet. Dieser Backtest ergab 165 Positionen, mit einer durchschnittlichen Gewinnrate von 28% und einem Risiko-Rendite-Verhältnis von 1.30. Wenn Sie annehmen, dass das 1.30 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 43.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -14.50% vs -10.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -15.50% vs -21.40% für das Asset
- Exposition: Exposition: 22.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 28.0%, vs 43.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.30
Mit dieser Exposition können Sie erkennen, dass Sie bei 23% Marktzeit 140.78% des Asset-Aufwärtspotenzials und 72.43% des Asset-Abwärtspotenzials erhalten.
Bollinger/Keltner squeeze: Position eingehen wenn
All of the following: # Whiskey 1min Chart(close) (2 candles ago) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 1min Chart(close) (1 candles ago) > 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 1min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 1min BB (20, 2, 2, 0, close) (1 candles ago) > 1min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: Position verlassen wenn
Any of the following: # Papa 1min Chart(close) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Minute (-14.5%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this TSLA squeeze play! 🚀
This strategy is hitting the market pretty actively with about 9 trades per day, which I love because it gives us plenty of action. But bruh, that -14.5% net profit is giving me serious heartburn 😅 Even worse than the buy & hold loss of -10.3%. The win rate at 28% is pretty rough too - we're getting beat up more often than a rookie at Wendy's during rush hour.
But check this out - when we win, we win bigger than we lose (0.35% vs -0.27%)! That's actually a decent risk/reward ratio of 1.30. The problem is we need a 43.5% win rate to break even, and we're nowhere near that. That 15-trade losing streak is brutal though, that would have me stress-eating free Wendy's frostys in the break room! 🍦
I think this strategy needs some serious tweaking before I'd YOLO my paycheck into it. Maybe tighten up those entry conditions or add some momentum indicators? The squeeze concept is solid, but right now it's like trying to catch a falling knife with our bare hands. Diamond hands are cool and all, but I prefer keeping my fingers! 💎🤚
Sarah
AutorMadre de Dios, this strategy is pure garbage! The numbers are screaming "stay away" louder than my abuela when she catch me stealing churros!
Look at these horrible metrics - 28% win rate? Are you trying to lose money on purpose? Even a blind monkey throwing darts would do better! And that 15-trade losing streak... mi amor, this is not trading, this is donating money to the market with extra steps. The strategy is performing worse than buy & hold, which is already negative. You're basically paying premium to lose more money faster!
The only "positive" thing here is the Risk/Reward ratio of 1.3, but what good is it when you're losing 72% of trades? It's like having a beautiful car with no engine - looks nice but gets you nowhere! The negative expectancy of -0.3 means you're guaranteed to bleed money over time.
The 8.7 trades per day is way too active for such a poorly performing strategy. You're basically paying more in commissions to lose money faster. Do yourself a favor and delete this strategy before it deletes your account.
Tabellarische Metriken von Bollinger/Keltner squeeze getestet auf TSLA • 1 Minute
| Gesamttrades | 165 | Nettogewinn | -14.5% | Buy & Hold Gewinn | -10.3% |
| Gewinnrate | 28% | Risiko/Rendite-Verhältnis | 1.30 | Maximaler Drawdown | -15.5% |
| Asset Maximaler Drawdown | -21.4% | Exposition | 22.5% | Durchschn. Kerzen in Position | 12.7 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.3 | Max. Verlustserie | 15 |
| Durchschn. Verlustserie | 3.1 | Durchschn. Trades pro Monat | 260.5 | Durchschn. Trades pro Tag | 8.7 |
| Rendite Std Dev | 0.6 | Verlust Std Dev | 0.6 | Gewinn Std Dev | 0.4 |
| Erwartungswert | -0.3 | Beta | 0.18 |
Alle Backtests für Bollinger/Keltner squeeze
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSD • 1 Minute | 13% | (0.2%/9.8%) 0.02x | (-0.4%/-1.6%) 0.25x | 49 | 1.2 |
EURUSD • 1 Minute | 17% | (-0.1%/-0.9%) 0.11x | (-0.5%/-1.2%) 0.42x | 28 | 2.4 |
GLD • 1 Minute | 18% | (3.6%/0.0%) Infinityx | (-1.0%/-5.5%) 0.18x | 35 | 4.0 |
NVDA • 1 Minute | 24% | (8.1%/16.7%) 0.49x | (-1.8%/-4.4%) 0.41x | 43 | 2.4 |
SPY • 1 Minute | 23% | (1.0%/4.6%) 0.22x | (-1.6%/-2.1%) 0.76x | 33 | 2.4 |
TSLA • 1 Minute | 23% | (-14.5%/-10.3%) 1.41x | (-15.5%/-21.4%) 0.72x | 28 | 1.3 |
WMT • 1 Minute | 18% | (-3.8%/-5.4%) 0.70x | (-3.9%/-6.4%) 0.61x | 31 | 1.4 |
BTCUSD • 10 Minutes | 19% | (1.0%/27.2%) 0.04x | (-6.3%/-12.1%) 0.52x | 35 | 1.9 |
EURUSD • 10 Minutes | 24% | (-0.3%/6.5%) -0.05x | (-4.3%/-4.3%) 1.00x | 30 | 2.3 |
GLD • 10 Minutes | 19% | (-4.0%/43.7%) -0.09x | (-8.0%/-8.3%) 0.96x | 37 | 1.4 |
NVDA • 10 Minutes | 25% | (-12.1%/32.9%) -0.37x | (-24.9%/-42.8%) 0.58x | 36 | 1.6 |
SPY • 10 Minutes | 26% | (-0.3%/14.3%) -0.02x | (-5.6%/-20.7%) 0.27x | 38 | 1.6 |
TSLA • 10 Minutes | 24% | (4.7%/59.0%) 0.08x | (-32.8%/-55.3%) 0.59x | 40 | 1.6 |
WMT • 10 Minutes | 27% | (17.3%/40.1%) 0.43x | (-6.2%/-23.8%) 0.26x | 44 | 1.9 |
BTCUSD • 1 Hour | 25% | (19.1%/71.4%) 0.27x | (-21.5%/-31.0%) 0.69x | 42 | 1.7 |
EURUSD • 1 Hour | 26% | (4.9%/8.2%) 0.60x | (-2.8%/-9.0%) 0.31x | 41 | 1.9 |
GLD • 1 Hour | 16% | (6.2%/117.6%) 0.05x | (-18.6%/-22.2%) 0.84x | 42 | 1.6 |
NVDA • 1 Hour | 26% | (364.4%/3126.3%) 0.12x | (-34.2%/-68.0%) 0.50x | 49 | 2.5 |
SPY • 1 Hour | 22% | (8.9%/106.7%) 0.08x | (-12.4%/-35.1%) 0.35x | 41 | 1.7 |
TSLA • 1 Hour | 21% | (505.6%/1395.5%) 0.36x | (-34.5%/-75.1%) 0.46x | 43 | 3.1 |
WMT • 1 Hour | 25% | (25.8%/138.2%) 0.19x | (-9.3%/-26.9%) 0.35x | 46 | 1.6 |
BTCUSD • Daily | 28% | (2515.4%/67440.2%) 0.04x | (-51.5%/-83.8%) 0.61x | 45 | 4.2 |
EURUSD • Daily | 25% | (5.2%/10.8%) 0.48x | (-9.1%/-23.3%) 0.39x | 39 | 1.9 |
GLD • Daily | 17% | (13.2%/595.1%) 0.02x | (-21.1%/-45.3%) 0.47x | 39 | 1.9 |
NVDA • Daily | 26% | (577.6%/373678.5%) 0.00x | (-51.4%/-90.0%) 0.57x | 43 | 2.5 |
SPY • Daily | 22% | (14.1%/1316.3%) 0.01x | (-39.4%/-56.7%) 0.69x | 39 | 1.9 |
TSLA • Daily | 24% | (1451.6%/24185.2%) 0.06x | (-38.8%/-75.0%) 0.52x | 47 | 3.9 |
WMT • Daily | 26% | (-44.0%/9978.0%) -0.00x | (-74.7%/-50.6%) 1.48x | 36 | 1.6 |