Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ NVDA • 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 NVDA • 1 Hour (NVIDIA 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 NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 256 Positionen, mit einer durchschnittlichen Gewinnrate von 23% und einem Risiko-Rendite-Verhältnis von 4.35. Wenn Sie annehmen, dass das 4.35 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 18.7, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 106.10% vs 3270.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -44.60% vs -68.00% für das Asset
- Exposition: Exposition: 25.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 23.0%, vs 18.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 4.35
Mit dieser Exposition können Sie erkennen, dass Sie bei 25% Marktzeit 3.24% des Asset-Aufwärtspotenzials und 65.59% 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 @ NVDA • 1 Hour (106.1%) erklärt von Mike, Sarah
Mike
AutorYo fam, this NVDA strategy is giving me some mixed vibes! 🤔 The total return of 106% over 5.7 years might not look like much compared to NVDA's insane buy & hold gains, but there's some serious potential here when you dig deeper.
What's got me hyped is that risk/reward ratio of 4.35 and the win rate leeway being way above what we need! 📈 Even though we're only winning 23% of trades, when we win, we're winning BIG (6.28% average wins vs -1.44% average losses). That's exactly the kind of asymmetric betting I love at Wendy's! Plus, we're only exposed to the market 25.4% of the time, which means we're not constantly risking our tendies.
That said, fam, that 25-trade losing streak is pretty rough 😅 and the -44.6% max drawdown could shake out paper hands. But if you've got the stomach for it and proper position sizing (don't YOLO your whole account), this could be a solid strategy to add to the arsenal. Just remember, past performance isn't guaranteed, but these metrics are giving me some serious hopium! 🚀
Sarah
AutorMadre mía, this strategy is a complete disaster! The only reason it shows any profit at all is because you're trading NVDA during one of the most insane bull runs in history.
Look at these horrible numbers - 77% loss rate? That's pathetic! You're basically throwing money away 8 times out of 10. And that 44.6% drawdown? Your account would be absolutely destroyed before you could see any meaningful profits. The market exposure of just 25.4% means you're missing out on most of the actual moves in the stock.
The most ridiculous part is how you're getting completely destroyed by the buy & hold strategy. While NVDA made 3270%, your "genius" strategy only managed 106%. This is embarassing! You would have made 30 times more money by simply buying and holding like a complete noob.
The only slightly positive thing I can say is that your risk/reward ratio of 4.35 is decent, but it's completely negated by your terrible win rate. Even with the "healthy" win rate leeway, this strategy is pure garbage. Delete it and start over. And next time, don't waste my time with such mediocre backtests!
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf NVDA • 1 Hour
| Gesamttrades | 256 | Nettogewinn | 106.1% | Buy & Hold Gewinn | 3270.7% |
| Gewinnrate | 23% | Risiko/Rendite-Verhältnis | 4.35 | Maximaler Drawdown | -44.6% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 25.4% | Durchschn. Kerzen in Position | 8.9 |
| Sharpe-Ratio | 0.42 | Sortino-Ratio | -0.04 | Realisierte Volatilität | 23.30% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 25 |
| Durchschn. Verlustserie | 4.6 | Durchschn. Trades pro Monat | 7.4 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 4.3 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 5.3 |
| Erwartungswert | 0.3 | Beta | 0.21 |
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 |