Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ MSFT • 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 MSFT • 1 Hour (Microsoft Corporation) 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 MSFT • 1 Hour Kerzen getestet. Dieser Backtest ergab 185 Positionen, mit einer durchschnittlichen Gewinnrate von 23% und einem Risiko-Rendite-Verhältnis von 5.16. Wenn Sie annehmen, dass das 5.16 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 16.2, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 122.10% vs 250.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -16.90% vs -38.20% für das Asset
- Exposition: Exposition: 42.80% Zeit im Markt
- Gewinnrate: Gewinnrate: 23.0%, vs 16.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 5.16
Mit dieser Exposition können Sie erkennen, dass Sie bei 43% Marktzeit 48.84% des Asset-Aufwärtspotenzials und 44.24% 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 @ MSFT • 1 Hour (122.1%) erklärt von Mike, Sarah
Mike
AutorYo fam, this MSFT strategy is looking pretty interesting! 🚀 While it's not beating buy & hold (122% vs 250%), there's some juicy stuff under the hood that got me hyped.
Check this out - we're only winning 23% of trades but still making bank! That's because when we win, we win BIG (5.85% average wins vs -1.13% losses). That's like working at Wendy's but hitting those occasional option plays that make your whole month! The strategy's got a solid 5.16 risk/reward ratio, which is straight fire 🔥, and we're way above the minimum win rate needed (16.2%).
What I really dig is the max drawdown of -16.9% compared to MSFT's -38.2%. That means we're not getting completely rekt during rough times. Plus, we're only in the market 42.8% of the time, so we're not constantly exposed to risk like those diamond hands HODLers. The only thing that makes me a bit nervous is those 11-trade losing streaks - gotta have strong hands to handle that kind of pressure! 💎✋
Not financial advice, but if I was trading this with my Wendy's money, I'd be pretty stoked about those risk metrics and might even consider sizing up a bit! 🍗
Sarah
AutorDios mío, this strategy is a complete disaster! Let me tell you why you should throw this piece of garbage directly to papelera.
First, a 23% win rate? Are you kidding me? You're basically losing 8 out of 10 trades! Yes, I see your fancy "Win Rate Leeway" calculations, but in real life, losing this much will destroy your psychology. And that 11-trade losing streak? Madre mía, that would make even the most patient trader jump out of the window!
The only thing keeping this strategy alive is the ridiculously high risk/reward ratio of 5.16. But let's be honest - in real market conditions, you won't get those 5.85% winners as easily as in your backtest. The market isn't so generous, especialy with MSFT.
Looking at the performance metrics - yes, you made 122% over 5.7 years, but Buy & Hold doubled that with 250%! You're basicaly making things more complicated just to perform worse than if you had simply bought and forgotten about it. That's what we call in Spain "más tonto que un zapato"!
The only positive thing I can say is that your risk management seems decent with that -16.9% max drawdown. But honestly, with such poor win rate and market exposure of only 42.8%, you're better off finding a completely different strategy or just sticking to Buy & Hold.
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf MSFT • 1 Hour
| Gesamttrades | 185 | Nettogewinn | 122.1% | Buy & Hold Gewinn | 250.0% |
| Gewinnrate | 23% | Risiko/Rendite-Verhältnis | 5.16 | Maximaler Drawdown | -16.9% |
| Asset Maximaler Drawdown | -38.2% | Exposition | 42.8% | Durchschn. Kerzen in Position | 22.1 |
| Sharpe-Ratio | 0.84 | Sortino-Ratio | 1.17 | Realisierte Volatilität | 16.45% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.2 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 3.9 | Durchschn. Trades pro Monat | 5.3 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 3.5 | Verlust Std Dev | 0.7 | Gewinn Std Dev | 3.7 |
| Erwartungswert | 0.4 | Beta | 0.35 |
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 |