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Bollinger bands pierce (long)long
Backtest Results @ BTCUSDT • 1 Minute

This stragegy buys when price breaks up from the Bollinger Bands upper band. This is believed to indicate the beginning of a big upmove. It then sells whenever price goes below the Bollinger Bands middle line. See whether buying the Bollinger Bands breakout is a good idea! We've backtested it.

Equity Curve

Backtest covers 7 days of BTCUSDT • 1 Minute (Bitcoin vs Tether, Binance US) data, from July 6, 2025 to July 13, 2025.

Equity curve is the strategy's performance over time. You should compare it to the asset's Buy & Hold performance. In general, you want the blue area to be well above the gray area.

Drawdown is how much losses (realized or unrealized) the strategy has had if compared to the highest equity peak. Compare this to the asset's drawdown to see whether your strategy does a decent job of isolating you from downside volatility. In general, the red area must be well within the gray area.

Strategy

Asset

Strategy Drawdown

Asset Drawdown

So, we have backtested Bollinger bands pierce (long) on 7 days of BTCUSDT • 1 Minute candles. This backtest resulted in 101 positions, with the average win rate of 45% and reward-risk ratio of 2.86. If you assume that 2.86 reward-to-risk ratio holds, you need a minimum win rate of 25.9 to be profitable. So you're looking good so far. The key metrics are as follows:

Total Return: Total Return: 6.40% vs 8.90% for the asset
Max Drawdown: Max Drawdown: -2.30% vs -1.90% for the asset
Exposure: Exposure: 23.70% time in the market
Win Rate: Win Rate: 45.0%, vs 25.9% minimum
Reward/Risk Ratio: Reward/Risk Ratio: 2.86

With that exposure in mind, you can tell that for 24% time-in-market, you get 71.91% of the asset upside potential, and 121.05% of the asset downside potential.

Bollinger bands pierce (long): enter a position when

All of the following: # Echo
  1min Chart(close) (1 candles ago) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago)
  1min Chart(close) > 1min Bollinger Bands ® (20, 2, 2, 0, close), Up

Bollinger bands pierce (long): exit a position when

All of the following: # Oscar
  1min Chart(close) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Middle

Bollinger bands pierce (long) @ BTCUSDT • 1 Minute (6.4%) backtest results explained by Mike

Mike

Author

Yo fam, this Bollinger Bands strategy is looking pretty juicy! 🚀 The numbers are giving me some serious hopium vibes, especially that sweet 2.86 risk/reward ratio - we love to see it!

The win rate's chilling at 45% which might sound meh, but check this out - we only need 25.9% to break even! That's like having a 44% safety cushion, absolute chad numbers right there. 💪 And even though we're only in the market 23.7% of the time, we're still grabbing those gains efficiently. The max drawdown is only -2.3%, which means we're not getting completely rekt when things go south.

I'm loving how active this strategy is with 33.7 trades per day - perfect for us Wendy's warriors who like to stay busy during our shifts! 😂 The only slight bummer is that buy & hold did better (8.9% vs our 6.4%), but hey, we're using way less market exposure and keeping our risk tight. This could be a solid strategy to throw some tendies at, especially if you're not trying to YOLO your whole paycheck. Just remember to keep those stop losses tight! 🎯

Tabular metrics of Bollinger bands pierce (long) backtested on BTCUSDT • 1 Minute

Total Trades	101	Net Profit	6.4%	Buy & Hold Profit	8.9%
Win Rate	45%	Reward/Risk Ratio	2.86	Max Drawdown	-2.3%
Asset Max Drawdown	-1.9%	Exposure	23.7%	Avg Candles in Position	12.4
Sharpe Ratio		Sortino Ratio		Realized Volatility	—
Max Winning Streak	8	Avg Winning Streak	1.8	Max Losing Streak	5
Avg Losing Streak	2.1	Avg Trades per Month	1010.0	Avg Trades per Day	33.7
Return Std Dev	0.3	Loss Std Dev	0.1	Win Std Dev	0.4
Expectancy	0.7	Beta	0.31

All backtests for Bollinger bands pierce (long)

backtest	exposure	peformance vs asset	drawdown vs asset	win%	reward/risk
BTCUSDT • 1 Minute	24%	(6.4%/8.9%) 0.72x	(-2.3%/-1.9%) 1.21x	45	2.9
EURUSD • 1 Minute	28%	(0.2%/-0.9%) -0.22x	(-0.6%/-1.2%) 0.50x	34	2.1
GLD • 1 Minute	30%	(2.6%/0.0%) Infinityx	(-1.9%/-5.5%) 0.35x	40	2.1
NVDA • 1 Minute	29%	(10.9%/16.7%) 0.65x	(-2.1%/-4.4%) 0.48x	42	2.5
SPY • 1 Minute	30%	(1.2%/4.6%) 0.26x	(-1.9%/-2.1%) 0.90x	34	2.2
TSLA • 1 Minute	31%	(-15.1%/-10.3%) 1.47x	(-16.7%/-21.4%) 0.78x	31	1.5
WMT • 1 Minute	26%	(-3.3%/-5.4%) 0.61x	(-4.0%/-6.4%) 0.63x	32	1.6
BTCUSDT • 10 Minutes	27%	(7.2%/26.3%) 0.27x	(-4.8%/-12.1%) 0.40x	38	2.1
EURUSD • 10 Minutes	32%	(2.3%/6.8%) 0.34x	(-2.7%/-4.3%) 0.63x	36	2.1
GLD • 10 Minutes	38%	(6.0%/43.7%) 0.14x	(-9.8%/-8.3%) 1.18x	43	1.6
NVDA • 10 Minutes	33%	(8.1%/32.9%) 0.25x	(-26.2%/-42.8%) 0.61x	44	1.4
SPY • 10 Minutes	33%	(3.6%/14.3%) 0.25x	(-7.7%/-20.7%) 0.37x	42	1.6
TSLA • 10 Minutes	31%	(4.5%/59.0%) 0.08x	(-37.6%/-55.3%) 0.68x	39	1.7
WMT • 10 Minutes	34%	(25.4%/40.1%) 0.63x	(-6.8%/-23.8%) 0.29x	43	2.1
BTCUSDT • 1 Hour	30%	(9.3%/71.3%) 0.13x	(-17.2%/-30.6%) 0.56x	38	1.8
EURUSD • 1 Hour	32%	(6.5%/8.4%) 0.77x	(-4.2%/-9.0%) 0.47x	40	1.9
GLD • 1 Hour	35%	(21.0%/117.6%) 0.18x	(-28.2%/-22.2%) 1.27x	41	1.8
NVDA • 1 Hour	36%	(521.6%/3126.3%) 0.17x	(-36.1%/-68.0%) 0.53x	47	2.3
SPY • 1 Hour	36%	(31.9%/106.7%) 0.30x	(-11.2%/-35.1%) 0.32x	46	1.6
TSLA • 1 Hour	34%	(2572.3%/1395.5%) 1.84x	(-29.3%/-75.1%) 0.39x	46	3.1
WMT • 1 Hour	34%	(62.8%/138.2%) 0.45x	(-14.6%/-26.9%) 0.54x	43	2.1
BTCUSDT • Daily	36%	(320.8%/1335.5%) 0.24x	(-61.6%/-76.6%) 0.80x	40	3.2
EURUSD • Daily	29%	(3.2%/10.8%) 0.30x	(-10.2%/-23.3%) 0.44x	30	2.7
GLD • Daily	33%	(106.4%/595.1%) 0.18x	(-23.8%/-45.3%) 0.53x	45	2.1
NVDA • Daily	39%	(9137.3%/373678.5%) 0.02x	(-67.9%/-90.0%) 0.75x	50	2.5
SPY • Daily	32%	(32.3%/1316.3%) 0.02x	(-33.3%/-56.7%) 0.59x	42	1.7
TSLA • Daily	35%	(8915.3%/24185.2%) 0.37x	(-40.7%/-75.0%) 0.54x	45	5.0
WMT • Daily	34%	(-20.9%/9978.0%) -0.00x	(-65.4%/-50.6%) 1.29x	37	1.7

Bollinger bands pierce (long)longBacktest Results @ BTCUSDT • 1 Minute