Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ META • 10 Minutes
Diese Intraday-Umkehrstrategie versucht einzusteigen, sobald der Preis nach unten aus dem Bollinger Bands Tief ausbricht, während der RSI Überverkauf signalisiert und das Handelsvolumen über dem Durchschnitt liegt. Sie steigt auch nie auf der letzten Kerze eines Tages ein. Sie steigt aus, sobald der RSI Überverkauf signalisiert, während sie auch einen Take Profit und einen Stop Loss hat.
Eigenkapitalkurve
Der Backtest umfasst 12.5 months von META • 10 Minutes (Meta Platforms, Inc.) Daten, von July 23, 2024 bis August 1, 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 Reversal strategy: BB Low Breakdown on elevated volume über 12.5 months von META • 10 Minutes Kerzen getestet. Dieser Backtest ergab 135 Positionen, mit einer durchschnittlichen Gewinnrate von 32% und einem Risiko-Rendite-Verhältnis von 3.33. Wenn Sie annehmen, dass das 3.33 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 23.1, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 64.30% vs 53.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -22.50% vs -35.10% für das Asset
- Exposition: Exposition: 54.60% Zeit im Markt
- Gewinnrate: Gewinnrate: 32.0%, vs 23.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.33
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 120.64% des Asset-Aufwärtspotenzials und 64.10% des Asset-Abwärtspotenzials erhalten.
Reversal strategy: BB Low Breakdown on elevated volume: Position eingehen wenn
All of the following: # "Romeo"
10min Chart(low) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Low
10min Relative Strength Index (14, 70, 30, close) < 35
10min Volume (20, SMA), Vol. > 10min Volume (20, SMA), MA
None of the following:
10min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: Position verlassen wenn
Any of the following: 10min Relative Strength Index (14, 70, 30, close) > 80
Exit if lost more than 1% (after candle closes).
Exit if gained more than 10% (after candle closes).
Exit after 100 candles, for any PnL.
Reversal strategy: BB Low Breakdown on elevated volume @ META • 10 Minutes (64.3%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe numbers look interessant, but I see some concerning patterns that need careful consideration. The strategy shows good overall profitability with 64.3% net profit, beating buy & hold by 11%. However, the win rate of 32% is quite low, even though it's compensated by a strong risk/reward ratio of 3.33.
What concerns me most is the maximum drawdown of 22.5% and the long losing streak of 15 trades. This could be psychologically challenging to trade, even though mathematically it works. The average of 0.7 trades per day seems reasonable - not too frequent to generate excessive fees, but enough to get statistical significance with 135 total trades. The market exposure of 54.6% suggests good selectivity in choosing entry points.
I would suggest to maybe adjust the stop loss from 1% to maybe 0.8% to reduce the impact of losing streaks. The strategy seems to have solid mathematical foundation with good Sharpe (1.49) and Sortino (1.92) ratios, but the high drawdown makes it more suitable for traders who can handle significant temporary losses. As we say in Germany - "Vertrauen ist gut, Kontrolle ist besser" (trust is good, control is better), so I would recommend paper trading this first before risking real capital.
Mike
AutorYo fam, these backtest results are looking pretty juicy! 🚀 Let me break down why I'm hyped about this META strategy.
First off, that 64.3% net profit is beating buy & hold by a decent margin, and we're only in the market about half the time - that's efficiency right there! The risk/reward ratio of 3.33 is what really gets me excited - we're losing small but winning big when we hit. Yeah, the 32% win rate might look scary to some paper hands, but peep that win rate leeway of 31.77 - we only need 23.1% to stay profitable, so we're crushing it! 💎🙌
The drawdown of -22.5% is better than META's raw drawdown of -35.1%, and those Sharpe/Sortino ratios are solid. What I really dig is the consistency across different time periods - we're not just getting lucky on one good run. About 21 trades per month means we're not overtrading either, giving each setup room to breathe. Only thing that might need some work is that 15-trade losing streak - gotta stay mentally strong through those rough patches! 🧠💪
Not financial advice, but this looks like it could be a certified banger if traded with proper risk management. Might have to test this at work between flipping burgers! 🍔📈
Sarah
AutorMadre mia, what a mess of a strategy! The win rate of 32% is pathetically low - it's like throwing darts blindfolded and hoping to hit something!
The only reason this strategy doesn't completely suck is because your winners are 3.5 times bigger than your losers. But let's be real - having 15 losses in a row? That's going to destroy most trader's accounts and their mental health! The drawdown of -22.5% is absolutely horrific. No professional would touch this with a 10-foot pole.
Look, I know you're probably excited about that 64.3% total return, but wake up! You're basically gambling here. The strategy is barely beating buy & hold (53.3%), and you're taking on massive psychological risk with those long losing streaks. And don't even get me started on that market exposure - you're only in the market 54.6% of the time but taking all these risks?
Si quieres mi honest opinion - this is the kind of strategy that works until it doesn't, and then it breaks catastrophically. The high Sharpe and Sortino ratios are misleading because they don't properly account for the psychological torture of sitting through 15 consecutive losses. Either fix the win rate or throw this strategy in la basura where it belongs.
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf META • 10 Minutes
| Gesamttrades | 135 | Nettogewinn | 64.3% | Buy & Hold Gewinn | 53.3% |
| Gewinnrate | 32% | Risiko/Rendite-Verhältnis | 3.33 | Maximaler Drawdown | -22.5% |
| Asset Maximaler Drawdown | -35.1% | Exposition | 54.6% | Durchschn. Kerzen in Position | 39.5 |
| Sharpe-Ratio | 1.49 | Sortino-Ratio | 1.92 | Realisierte Volatilität | 25.98% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 15 |
| Durchschn. Verlustserie | 3.4 | Durchschn. Trades pro Monat | 21.7 | Durchschn. Trades pro Tag | 0.7 |
| Rendite Std Dev | 2.7 | Verlust Std Dev | 0.5 | Gewinn Std Dev | 2.8 |
| Erwartungswert | 0.4 | Beta | 0.52 |
Alle Backtests für Reversal strategy: BB Low Breakdown on elevated volume
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
META • 10 Minutes | 55% | (64.3%/53.3%) 1.21x | (-22.5%/-35.1%) 0.64x | 32 | 3.3 |
MSFT • 10 Minutes | 58% | (46.3%/18.1%) 2.56x | (-21.4%/-23.9%) 0.90x | 45 | 1.9 |
NVDA • 10 Minutes | 55% | (7.9%/41.7%) 0.19x | (-40.0%/-42.8%) 0.93x | 26 | 3.1 |
PLTR • 10 Minutes | 50% | (142.4%/439.0%) 0.32x | (-25.7%/-46.5%) 0.55x | 26 | 4.3 |
SPY • 10 Minutes | 64% | (13.5%/12.3%) 1.10x | (-12.7%/-20.7%) 0.61x | 47 | 1.4 |
TSLA • 10 Minutes | 55% | (-2.1%/23.0%) -0.09x | (-42.1%/-55.3%) 0.76x | 20 | 4.2 |
META • 30 Minutes | 46% | (291.9%/356.0%) 0.82x | (-23.6%/-51.8%) 0.46x | 25 | 6.0 |
MSFT • 30 Minutes | 46% | (75.9%/103.5%) 0.73x | (-19.8%/-26.6%) 0.74x | 27 | 4.2 |
NVDA • 30 Minutes | 43% | (925.3%/1089.5%) 0.85x | (-34.1%/-42.9%) 0.79x | 28 | 5.7 |
PLTR • 30 Minutes | 32% | (101.6%/1516.1%) 0.07x | (-28.8%/-48.4%) 0.60x | 23 | 4.5 |
SPY • 30 Minutes | 52% | (60.8%/65.6%) 0.93x | (-12.9%/-20.2%) 0.64x | 35 | 3.0 |
TSLA • 30 Minutes | 37% | (-6.4%/33.8%) -0.19x | (-43.8%/-67.1%) 0.65x | 20 | 4.3 |
META • 1 Hour | 36% | (181.7%/283.5%) 0.64x | (-27.4%/-76.8%) 0.36x | 23 | 5.4 |
MSFT • 1 Hour | 43% | (122.1%/250.0%) 0.49x | (-16.9%/-38.2%) 0.44x | 23 | 5.2 |
NVDA • 1 Hour | 25% | (106.1%/3270.7%) 0.03x | (-44.6%/-68.0%) 0.66x | 23 | 4.3 |
PLTR • 1 Hour | 25% | (163.7%/1420.6%) 0.12x | (-33.3%/-86.6%) 0.38x | 29 | 3.4 |
SPY • 1 Hour | 56% | (89.3%/99.7%) 0.90x | (-27.1%/-35.1%) 0.77x | 28 | 3.8 |
TSLA • 1 Hour | 26% | (-39.1%/1194.5%) -0.03x | (-64.5%/-75.1%) 0.86x | 22 | 3.4 |