Bollinger/Keltner squeezelongBacktest Results @ TSLA • 1 Minute
This strategy buys whenever Bollinger Bands is squeezed into Kelther Channel. This normally indicates that the market is going sideways. This strategy then sells whenever price goes below the Bollinger Bands middle line. The idea is to buy during the obviously sideways market, hoping for it to burst.
Equity Curve
Backtest covers 38 days of TSLA • 1 Minute (Tesla, Inc.) 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/Keltner squeeze on 38 days of TSLA • 1 Minute candles. This backtest resulted in 165 positions, with the average win rate of 28% and reward-risk ratio of 1.30. If you assume that 1.30 reward-to-risk ratio holds, you need a minimum win rate of 43.5 to be profitable. So you're screwed! The key metrics are as follows:
- Total Return: Total Return: -14.50% vs -10.30% for the asset
- Max Drawdown: Max Drawdown: -15.50% vs -21.40% for the asset
- Exposure: Exposure: 22.50% time in the market
- Win Rate: Win Rate: 28.0%, vs 43.5% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.30
With that exposure in mind, you can tell that for 23% time-in-market, you get 140.78% of the asset upside potential, and 72.43% of the asset downside potential.
Bollinger/Keltner squeeze: enter a position when
All of the following: # Whiskey 1min Chart(close) (2 candles ago) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 1min Chart(close) (1 candles ago) > 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 1min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 1min BB (20, 2, 2, 0, close) (1 candles ago) > 1min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: exit a position when
Any of the following: # Papa 1min Chart(close) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Minute (-14.5%) backtest results explained by Mike, Sarah
Mike
AuthorYo fam, let me break down this TSLA squeeze play! 🚀
This strategy is hitting the market pretty actively with about 9 trades per day, which I love because it gives us plenty of action. But bruh, that -14.5% net profit is giving me serious heartburn 😅 Even worse than the buy & hold loss of -10.3%. The win rate at 28% is pretty rough too - we're getting beat up more often than a rookie at Wendy's during rush hour.
But check this out - when we win, we win bigger than we lose (0.35% vs -0.27%)! That's actually a decent risk/reward ratio of 1.30. The problem is we need a 43.5% win rate to break even, and we're nowhere near that. That 15-trade losing streak is brutal though, that would have me stress-eating free Wendy's frostys in the break room! 🍦
I think this strategy needs some serious tweaking before I'd YOLO my paycheck into it. Maybe tighten up those entry conditions or add some momentum indicators? The squeeze concept is solid, but right now it's like trying to catch a falling knife with our bare hands. Diamond hands are cool and all, but I prefer keeping my fingers! 💎🤚
Sarah
AuthorMadre de Dios, this strategy is pure garbage! The numbers are screaming "stay away" louder than my abuela when she catch me stealing churros!
Look at these horrible metrics - 28% win rate? Are you trying to lose money on purpose? Even a blind monkey throwing darts would do better! And that 15-trade losing streak... mi amor, this is not trading, this is donating money to the market with extra steps. The strategy is performing worse than buy & hold, which is already negative. You're basically paying premium to lose more money faster!
The only "positive" thing here is the Risk/Reward ratio of 1.3, but what good is it when you're losing 72% of trades? It's like having a beautiful car with no engine - looks nice but gets you nowhere! The negative expectancy of -0.3 means you're guaranteed to bleed money over time.
The 8.7 trades per day is way too active for such a poorly performing strategy. You're basically paying more in commissions to lose money faster. Do yourself a favor and delete this strategy before it deletes your account.
Tabular metrics of Bollinger/Keltner squeeze backtested on TSLA • 1 Minute
| Total Trades | 165 | Net Profit | -14.5% | Buy & Hold Profit | -10.3% |
| Win Rate | 28% | Reward/Risk Ratio | 1.30 | Max Drawdown | -15.5% |
| Asset Max Drawdown | -21.4% | Exposure | 22.5% | Avg Candles in Position | 12.7 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 3 | Avg Winning Streak | 1.3 | Max Losing Streak | 15 |
| Avg Losing Streak | 3.1 | Avg Trades per Month | 260.5 | Avg Trades per Day | 8.7 |
| Return Std Dev | 0.6 | Loss Std Dev | 0.6 | Win Std Dev | 0.4 |
| Expectancy | -0.3 | Beta | 0.18 |
All backtests for Bollinger/Keltner squeeze
| backtest | exposure | peformance vs asset | drawdown vs asset | win% | reward/risk |
|---|---|---|---|---|---|
BTCUSD • 1 Minute | 13% | (0.2%/9.8%) 0.02x | (-0.4%/-1.6%) 0.25x | 49 | 1.2 |
EURUSD • 1 Minute | 17% | (-0.1%/-0.9%) 0.11x | (-0.5%/-1.2%) 0.42x | 28 | 2.4 |
GLD • 1 Minute | 18% | (3.6%/0.0%) Infinityx | (-1.0%/-5.5%) 0.18x | 35 | 4.0 |
NVDA • 1 Minute | 24% | (8.1%/16.7%) 0.49x | (-1.8%/-4.4%) 0.41x | 43 | 2.4 |
SPY • 1 Minute | 23% | (1.0%/4.6%) 0.22x | (-1.6%/-2.1%) 0.76x | 33 | 2.4 |
TSLA • 1 Minute | 23% | (-14.5%/-10.3%) 1.41x | (-15.5%/-21.4%) 0.72x | 28 | 1.3 |
WMT • 1 Minute | 18% | (-3.8%/-5.4%) 0.70x | (-3.9%/-6.4%) 0.61x | 31 | 1.4 |
BTCUSD • 10 Minutes | 19% | (1.0%/27.2%) 0.04x | (-6.3%/-12.1%) 0.52x | 35 | 1.9 |
EURUSD • 10 Minutes | 24% | (-0.3%/6.5%) -0.05x | (-4.3%/-4.3%) 1.00x | 30 | 2.3 |
GLD • 10 Minutes | 19% | (-4.0%/43.7%) -0.09x | (-8.0%/-8.3%) 0.96x | 37 | 1.4 |
NVDA • 10 Minutes | 25% | (-12.1%/32.9%) -0.37x | (-24.9%/-42.8%) 0.58x | 36 | 1.6 |
SPY • 10 Minutes | 26% | (-0.3%/14.3%) -0.02x | (-5.6%/-20.7%) 0.27x | 38 | 1.6 |
TSLA • 10 Minutes | 24% | (4.7%/59.0%) 0.08x | (-32.8%/-55.3%) 0.59x | 40 | 1.6 |
WMT • 10 Minutes | 27% | (17.3%/40.1%) 0.43x | (-6.2%/-23.8%) 0.26x | 44 | 1.9 |
BTCUSD • 1 Hour | 25% | (19.1%/71.4%) 0.27x | (-21.5%/-31.0%) 0.69x | 42 | 1.7 |
EURUSD • 1 Hour | 26% | (4.9%/8.2%) 0.60x | (-2.8%/-9.0%) 0.31x | 41 | 1.9 |
GLD • 1 Hour | 16% | (6.2%/117.6%) 0.05x | (-18.6%/-22.2%) 0.84x | 42 | 1.6 |
NVDA • 1 Hour | 26% | (364.4%/3126.3%) 0.12x | (-34.2%/-68.0%) 0.50x | 49 | 2.5 |
SPY • 1 Hour | 22% | (8.9%/106.7%) 0.08x | (-12.4%/-35.1%) 0.35x | 41 | 1.7 |
TSLA • 1 Hour | 21% | (505.6%/1395.5%) 0.36x | (-34.5%/-75.1%) 0.46x | 43 | 3.1 |
WMT • 1 Hour | 25% | (25.8%/138.2%) 0.19x | (-9.3%/-26.9%) 0.35x | 46 | 1.6 |
BTCUSD • Daily | 28% | (2515.4%/67440.2%) 0.04x | (-51.5%/-83.8%) 0.61x | 45 | 4.2 |
EURUSD • Daily | 25% | (5.2%/10.8%) 0.48x | (-9.1%/-23.3%) 0.39x | 39 | 1.9 |
GLD • Daily | 17% | (13.2%/595.1%) 0.02x | (-21.1%/-45.3%) 0.47x | 39 | 1.9 |
NVDA • Daily | 26% | (577.6%/373678.5%) 0.00x | (-51.4%/-90.0%) 0.57x | 43 | 2.5 |
SPY • Daily | 22% | (14.1%/1316.3%) 0.01x | (-39.4%/-56.7%) 0.69x | 39 | 1.9 |
TSLA • Daily | 24% | (1451.6%/24185.2%) 0.06x | (-38.8%/-75.0%) 0.52x | 47 | 3.9 |
WMT • Daily | 26% | (-44.0%/9978.0%) -0.00x | (-74.7%/-50.6%) 1.48x | 36 | 1.6 |