Bollinger bands pierce (long)longBacktest Results @ NVDA • 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 38 days of NVDA • 1 Minute (NVIDIA Corporation) data, from June 3, 2025 to July 11, 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.
So, we have backtested Bollinger bands pierce (long) on 38 days of NVDA • 1 Minute candles. This backtest resulted in 163 positions, with the average win rate of 42% and reward-risk ratio of 2.48. If you assume that 2.48 reward-to-risk ratio holds, you need a minimum win rate of 28.7 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 10.90% vs 16.70% for the asset
- Max Drawdown: Max Drawdown: -2.10% vs -4.40% for the asset
- Exposure: Exposure: 29.20% time in the market
- Win Rate: Win Rate: 42.0%, vs 28.7% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 2.48
With that exposure in mind, you can tell that for 29% time-in-market, you get 65.27% of the asset upside potential, and 47.73% 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) @ NVDA • 1 Minute (10.9%) backtest results explained by Alex C, Mike, Sarah
Alex C
AuthorThese backtest results from the Bollinger Band strategy on NVDA look quite interessant. The exposure of only 29.2% while achieving 10.9% profit shows good efficiency, even though it falls behind the buy & hold return of 16.7%.
What I find most compelling is the risk metrics. A maximum drawdown of only -2.1% compared to the asset's -4.4% suggests good risk management. The Risk/Reward ratio of 2.48 combined with the actual win rate being 41.71% above the minimal required win rate provides a solid mathematical foundation. This is what we call in German "ein gutes Polster" - a good buffer.
However, I have some concerns about the high trade frequency - 8.6 trades per day could lead to significant transaction costs which aren't reflected in these results. Also, the negative trend in win rate (only 42%) needs attention, even though the good R:R ratio compensates for it mathematicaly. I would suggest to maybe optimize the entry conditions to improve this metric without sacrificing the favorable risk characteristics we see here.
Mike
AuthorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 The strategy is showing some serious potential with that 10.9% net profit in just over a month. That's the kind of gains that could help me upgrade from Wendy's to that Tesla I've been eyeing! 💎🙌
What really gets me hyped is that 2.48 risk/reward ratio - we're talking bigger winners than losers, which is exactly what we want! The win rate at 42% might look meh at first, but check this out: we only need 28.7% to break even. That's like having a 41% safety cushion, absolutely massive! The max drawdown is only -2.1% too, so we're not risking the whole paycheck on this one.
The only slight bummer is that we're underperforming buy & hold (16.7%), but hey, we're only exposed to the market 29.2% of the time. That means less stress and more time to browse WSB! 😎 With 8.6 trades per day, this strategy keeps you busy enough to feel like a proper trader but not so much that you can't handle your regular job. To the moon! 🌙
Sarah
AuthorMadre mía, this strategy is like a poorly trained chihuahua - lot of bark but no real bite!
Let's be brutally honest here - you're underperforming buy & hold by almost 6%. That's pathetic! You're doing all this work, taking all these trades (163 in just 38 days!), and still getting beaten by someone who just bought and went to sleep. And what's worse, you're only in the market 29% of the time - meaning you're missing out on most of the real moves!
Your win rate is absolute garbage - 42%? Even though your Risk/Reward is decent at 2.48, you're still barely making any money. Yes, you have good win rate leeway, but who cares when your actual performance is so mediocre? It's like being proud of having a safety net while falling from the building!
The only somewhat decent thing here is your max drawdown of -2.1%, but that's probably because you're out of the market most of the time anyway! And those NaN values in your risk metrics? That's just embarassing - your data isn't even complete enough for proper analysis.
If you want my profesional opinion - throw this strategy in the basura and start over. You're just wasting your time with this one.
Tabular metrics of Bollinger bands pierce (long) backtested on NVDA • 1 Minute
| Total Trades | 163 | Net Profit | 10.9% | Buy & Hold Profit | 16.7% |
| Win Rate | 42% | Reward/Risk Ratio | 2.48 | Max Drawdown | -2.1% |
| Asset Max Drawdown | -4.4% | Exposure | 29.2% | Avg Candles in Position | 16.9 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 6 | Avg Winning Streak | 1.8 | Max Losing Streak | 7 |
| Avg Losing Streak | 2.3 | Avg Trades per Month | 257.4 | Avg Trades per Day | 8.6 |
| Return Std Dev | 0.4 | Loss Std Dev | 0.1 | Win Std Dev | 0.4 |
| Expectancy | 0.5 | Beta | 0.3 |
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 |