Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ TSLA • 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 TSLA • 10 Minutes (Tesla, 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 TSLA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 233 Positionen, mit einer durchschnittlichen Gewinnrate von 20% und einem Risiko-Rendite-Verhältnis von 4.15. Wenn Sie annehmen, dass das 4.15 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 19.4, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -2.10% vs 23.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -42.10% vs -55.30% für das Asset
- Exposition: Exposition: 54.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 20.0%, vs 19.4% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 4.15
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit -9.13% des Asset-Aufwärtspotenzials und 76.13% 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 @ TSLA • 10 Minutes (-2.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy looks quite problematic from mathematical perspective. While it has good Risk/Reward ratio of 4.15, the win rate of 20% is barely above the minimal sufficient win rate of 19.4%. This gives very little room for error in real trading conditions.
The performance metrics are concerning. A -42.1% maximum drawdown is extremely high, and the strategy underperforms buy & hold by 25.1%. The Sharpe ratio of 0.26 indicates poor risk-adjusted returns - anything below 1.0 is generally suboptimal. I notice also the high correlation of 0.79 with underlying asset, which means this strategy provides little diversification benefit.
The losing streaks are particularly worrying - a maximum of 21 consecutive losses could be psychologically devastating and would require extremely strict risk management to survive. With average 1.2 trades per day, the strategy seems to find enough opportunities, but the quality of these signals appears questionable. I would suggest to either make entry conditions more strict or consider complete redesign of the strategy. As it stands now, the mathematical evidence suggests this is not viable for real trading.
Mike
AutorYo fam, let me break down this TSLA strategy for you! 🚀
The strategy is trying to catch reversals when TSLA breaks down through the lower Bollinger Band with high volume - pretty spicy setup! The win rate is only 20%, but check this out: when it wins, it wins BIG with average gains of 5.44% compared to losses of just -1.31%. That's a juicy 4.15 risk/reward ratio! And we're actually crushing the minimum required win rate by like 1980%, which is straight fire! 🔥
But here's the reality check bros - despite those sweet winners, we're still down 2.1% overall while TSLA itself is up 23%. Those losing streaks are brutal (21 losses in a row at worst) and that 42.1% max drawdown would have my Wendy's manager shaking his head. The strategy is only right about 1 in 5 times, which means you gotta have diamond hands to stick with it through the rough patches. 💎🙌
I think this strategy needs some tweaking before I'd YOLO my next paycheck into it. Maybe tighten up those entry conditions or add some trend filters? The bones are there with that risk/reward ratio, but we need to pump those win rates up - these are rookie numbers! 📈
Sarah
AutorMadre de Dios, this strategy is absolute garbage! I cannot believe someone would even consider trading this kind of nonsense with real money.
Look at these horrific numbers - 80% loss rate and -42.1% maximum drawdown? Are you trying to speedrun your way to bankruptcy? The strategy managed to lose money (-2.1%) while the market was up 23%. That's not just bad, that's impressively terrible! You literally would have done better throwing darts at a chart blindfolded.
The most hilarious part is the win rate "leeway" showing as positive - ja ja ja, sure, technically you're above the minimal win rate, but that's like saying the Titanic was technically still a boat even while sinking. Your average losing streak is 5.3 trades with a maximum of 21 consecutive losses. Dios mío, how can anyone stomach that?
Let me be brutally honest - this strategy needs to be deleted and never spoken of again. The only thing it's good at is consistently finding ways to lose money. If you're considering trading this, please do yourself a favor and just buy and hold instead. Or better yet, keep your money under your mattress - at least there it won't lose 42% of its value.
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf TSLA • 10 Minutes
| Gesamttrades | 233 | Nettogewinn | -2.1% | Buy & Hold Gewinn | 23.0% |
| Gewinnrate | 20% | Risiko/Rendite-Verhältnis | 4.15 | Maximaler Drawdown | -42.1% |
| Asset Maximaler Drawdown | -55.3% | Exposition | 54.5% | Durchschn. Kerzen in Position | 22.4 |
| Sharpe-Ratio | 0.26 | Sortino-Ratio | 0.77 | Realisierte Volatilität | 51.74% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.3 | Max. Verlustserie | 21 |
| Durchschn. Verlustserie | 5.3 | Durchschn. Trades pro Monat | 37.4 | Durchschn. Trades pro Tag | 1.2 |
| Rendite Std Dev | 3.6 | Verlust Std Dev | 1.2 | Gewinn Std Dev | 4.6 |
| Erwartungswert | 0.0 | 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 |