Bollinger/Keltner squeezelongBacktest-Ergebnisse @ TSLA • 1 Hour
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 5.7 years von TSLA • 1 Hour (Tesla, Inc.) Daten, von October 25, 2019 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 5.7 years von TSLA • 1 Hour Kerzen getestet. Dieser Backtest ergab 116 Positionen, mit einer durchschnittlichen Gewinnrate von 43% und einem Risiko-Rendite-Verhältnis von 3.13. Wenn Sie annehmen, dass das 3.13 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 24.2, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 505.60% vs 1395.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -34.50% vs -75.10% für das Asset
- Exposition: Exposition: 20.90% Zeit im Markt
- Gewinnrate: Gewinnrate: 43.0%, vs 24.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.13
Mit dieser Exposition können Sie erkennen, dass Sie bei 21% Marktzeit 36.23% des Asset-Aufwärtspotenzials und 45.94% des Asset-Abwärtspotenzials erhalten.
Bollinger/Keltner squeeze: Position eingehen wenn
All of the following: # Whiskey 60min Chart(close) (2 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 60min Chart(close) (1 candles ago) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 60min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 60min BB (20, 2, 2, 0, close) (1 candles ago) > 60min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: Position verlassen wenn
Any of the following: # Papa 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Hour (505.6%) erklärt von Mike, Sarah
Mike
AutorYo fam, check this squeeze play on TSLA! 🚀 This strategy's got some serious potential, lemme break it down for you.
First off, that 505% net profit over 5.7 years is pretty sweet, even though it's not beating buy & hold (but who really did during TSLA's insane bull run? 😅). What's really catching my eye is that risk/reward ratio of 3.13 - we're talking about winners being 3x bigger than losers! And get this - we only need a 24.2% win rate to break even, but we're hitting 43%! That's like getting extra sauce on your Wendy's fries, absolutely bussin'! 🔥
The downsides? Yeah, there's that -34.5% max drawdown which isn't great but still better than TSLA's raw -75.1% drawdown (remember that crash? Oof). And those losing streaks can be rough - hit 11 losses in a row at one point. But hey, with only 20.9% market exposure, we're not YOLO-ing our whole account all the time, which is actually pretty smart for a volatile beast like TSLA. The strategy's averaging about 3 trades per month, so it's not too demanding on your time either. 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster! The buy & hold return is almost 3 times better than your fancy squeeze strategy. What were you thinking?
The only somewhat decent thing here is the Risk/Reward ratio of 3.13, but with that pathetic 43% win rate, you're basically throwing darts blindfolded. And let's talk about that horrific 11-trade losing streak - that's enough to make any sane trader quit the market! The -34.5% drawdown is just the cherry on top of this mess.
Your market exposure is only 20.9% which means you're missing most of the moves. Look at the monthly trading frequency - only 3.3 trades per month? Mi amor, this is not trading, this is sleeping! And those volatility numbers... your strategy has 22.3% volatility while the asset has 63.55% - you're not even capturing the essence of TSLA's movements.
The performance metrics are all over the place. You managed to lose 43.5% in one year while TSLA gained 345.3%? ¡Qué desastre! This is not a strategy, this is a way to consistently underperform the market. Do yourself a favor and either stick to buy & hold or develop something that actually works.
Tabellarische Metriken von Bollinger/Keltner squeeze getestet auf TSLA • 1 Hour
| Gesamttrades | 116 | Nettogewinn | 505.6% | Buy & Hold Gewinn | 1395.5% |
| Gewinnrate | 43% | Risiko/Rendite-Verhältnis | 3.13 | Maximaler Drawdown | -34.5% |
| Asset Maximaler Drawdown | -75.1% | Exposition | 20.9% | Durchschn. Kerzen in Position | 17.0 |
| Sharpe-Ratio | 0.18 | Sortino-Ratio | 0.14 | Realisierte Volatilität | 22.30% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 2.2 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 2.9 | Durchschn. Trades pro Monat | 3.3 | Durchschn. Trades pro Tag | 0.1 |
| Rendite Std Dev | 8.9 | Verlust Std Dev | 1.9 | Gewinn Std Dev | 11.0 |
| Erwartungswert | 0.8 | Beta | 0.17 |
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 |