Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ META • 1 Hour
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 5.7 years von META • 1 Hour (Meta Platforms, Inc.) Daten, von November 15, 2019 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 5.7 years von META • 1 Hour Kerzen getestet. Dieser Backtest ergab 205 Positionen, mit einer durchschnittlichen Gewinnrate von 23% und einem Risiko-Rendite-Verhältnis von 5.44. Wenn Sie annehmen, dass das 5.44 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 15.5, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 181.70% vs 283.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -27.40% vs -76.80% für das Asset
- Exposition: Exposition: 35.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 23.0%, vs 15.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 5.44
Mit dieser Exposition können Sie erkennen, dass Sie bei 36% Marktzeit 64.09% des Asset-Aufwärtspotenzials und 35.68% des Asset-Abwärtspotenzials erhalten.
Reversal strategy: BB Low Breakdown on elevated volume: Position eingehen wenn
All of the following: # "Romeo"
60min Chart(low) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Low
60min Relative Strength Index (14, 70, 30, close) < 35
60min Volume (20, SMA), Vol. > 60min Volume (20, SMA), MA
None of the following:
60min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: Position verlassen wenn
Any of the following: 60min 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 • 1 Hour (181.7%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I have concerns about its real-world application. The win rate of 23% is quite low, even though it's mathematically viable due to the good risk-reward ratio of 5.44. However, this creates a psychological challange - can you handle losing 19 trades in row? This is not theoretical, the backtest shows it happened.
The strategy's exposure to market is 35.7%, which means it stays in cash most of the time. This is actually good for risk management, but the maximum drawdown of 27.4% is still significant. The Sharpe ratio of 0.54 is below what I would consider acceptable - I typically look for at least 1.0. The low Sortino ratio of 0.25 suggests the strategy struggles with downside volatility.
What worries me most is the degrading performance over time periods. While 1M and 3M returns look impressive, the yearly performance drops significantly. This could indicate the strategy is becoming less effective over time or might be over-optimized for recent data. I would suggest running more tests with different timeframes and maybe adjusting the RSI parameters, which seem quite extreme (35 to 80 range).
Mike
AutorYo fam, this META strategy is kinda fire but also wild AF! 🔥 The numbers are actually pretty interesting for a reversal play.
Looking at that 23% win rate might scare some paper hands, but check this out - when it wins, it wins BIG (6.64% average wins vs -1.22% losses). That's like getting tendies from behind the Wendy's dumpster! 🚀 The strategy's got a solid 22.84% cushion above the minimum win rate needed to be profitable, which is straight-up bussin'.
The thing that's got me hyped is how it's actually protecting our gains with that 35.7% market exposure - meaning we're not YOLOing our entire portfolio all the time. That -27.4% max drawdown is way better than META's own -76.8% drawdown, so we're actually managing risk pretty well here. The strategy might not beat buy & hold (181.7% vs 283.5%), but it's doing it with way less risk exposure and that's what I call playing smart! 💎🙌
Not financial advice, but I'd definitely consider this for my Wendy's paycheck portfolio. Just gotta be ready for those losing streaks (up to 19 in a row, oof) and stay diamond-handed through the rough patches! 📈
Sarah
AutorDios mío, this strategy is like watching a drunk person trying to dance salsa! The win rate of 23% is pathetically low - you're basically losing 3 out of 4 trades! And that 19-trade losing streak? ¡Qué desastre!
Look, I know you're trying to be clever with that 5.44 risk/reward ratio, but let's be honest - this is just gambling with extra steps. Your strategy underperforms buy & hold by more than 100% (181.7% vs 283.5%). That's embarassing! And that -27.4% drawdown? Your account will look like a rollercoaster gone wrong!
The only somewhat decent thing here is the win rate leeway being above minimal required - but that's like saying "hey, at least the Titanic had nice furniture!" The market exposure of 35.7% suggests you're missing most of the actual moves while probably catching many false signals. And those Sharpe and Sortino ratios? They're so low they make a snail look fast.
Do yourself a favor - either completely rebuild this strategy or throw it in the trash where it belongs. This is not trading, this is just sophisticated way to lose money slower than usual.
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf META • 1 Hour
| Gesamttrades | 205 | Nettogewinn | 181.7% | Buy & Hold Gewinn | 283.5% |
| Gewinnrate | 23% | Risiko/Rendite-Verhältnis | 5.44 | Maximaler Drawdown | -27.4% |
| Asset Maximaler Drawdown | -76.8% | Exposition | 35.7% | Durchschn. Kerzen in Position | 16.4 |
| Sharpe-Ratio | 0.54 | Sortino-Ratio | 0.25 | Realisierte Volatilität | 19.14% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.2 | Max. Verlustserie | 19 |
| Durchschn. Verlustserie | 4.2 | Durchschn. Trades pro Monat | 5.9 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 4.0 | Verlust Std Dev | 0.7 | Gewinn Std Dev | 4.5 |
| Erwartungswert | 0.5 | Beta | 0.23 |
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 |