Bollinger/Keltner squeezelongBacktest Results @ TSLA • 1 Hour
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 5.7 years of TSLA • 1 Hour (Tesla, Inc.) data, from October 25, 2019 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 5.7 years of TSLA • 1 Hour candles. This backtest resulted in 116 positions, with the average win rate of 43% and reward-risk ratio of 3.13. If you assume that 3.13 reward-to-risk ratio holds, you need a minimum win rate of 24.2 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 505.60% vs 1395.50% for the asset
- Max Drawdown: Max Drawdown: -34.50% vs -75.10% for the asset
- Exposure: Exposure: 20.90% time in the market
- Win Rate: Win Rate: 43.0%, vs 24.2% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 3.13
With that exposure in mind, you can tell that for 21% time-in-market, you get 36.23% of the asset upside potential, and 45.94% of the asset downside potential.
Bollinger/Keltner squeeze: enter a position when
All of the following: # Whiskey 60min Chart(close) (2 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 60min Chart(close) (1 candles ago) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 60min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 60min BB (20, 2, 2, 0, close) (1 candles ago) > 60min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: exit a position when
Any of the following: # Papa 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Hour (505.6%) backtest results explained by Mike, Sarah
Mike
AuthorYo fam, check this squeeze play on TSLA! 🚀 This strategy's got some serious potential, lemme break it down for you.
First off, that 505% net profit over 5.7 years is pretty sweet, even though it's not beating buy & hold (but who really did during TSLA's insane bull run? 😅). What's really catching my eye is that risk/reward ratio of 3.13 - we're talking about winners being 3x bigger than losers! And get this - we only need a 24.2% win rate to break even, but we're hitting 43%! That's like getting extra sauce on your Wendy's fries, absolutely bussin'! 🔥
The downsides? Yeah, there's that -34.5% max drawdown which isn't great but still better than TSLA's raw -75.1% drawdown (remember that crash? Oof). And those losing streaks can be rough - hit 11 losses in a row at one point. But hey, with only 20.9% market exposure, we're not YOLO-ing our whole account all the time, which is actually pretty smart for a volatile beast like TSLA. The strategy's averaging about 3 trades per month, so it's not too demanding on your time either. 💎🙌
Sarah
AuthorMadre mía, this strategy is a complete disaster! The buy & hold return is almost 3 times better than your fancy squeeze strategy. What were you thinking?
The only somewhat decent thing here is the Risk/Reward ratio of 3.13, but with that pathetic 43% win rate, you're basically throwing darts blindfolded. And let's talk about that horrific 11-trade losing streak - that's enough to make any sane trader quit the market! The -34.5% drawdown is just the cherry on top of this mess.
Your market exposure is only 20.9% which means you're missing most of the moves. Look at the monthly trading frequency - only 3.3 trades per month? Mi amor, this is not trading, this is sleeping! And those volatility numbers... your strategy has 22.3% volatility while the asset has 63.55% - you're not even capturing the essence of TSLA's movements.
The performance metrics are all over the place. You managed to lose 43.5% in one year while TSLA gained 345.3%? ¡Qué desastre! This is not a strategy, this is a way to consistently underperform the market. Do yourself a favor and either stick to buy & hold or develop something that actually works.
Tabular metrics of Bollinger/Keltner squeeze backtested on TSLA • 1 Hour
| Total Trades | 116 | Net Profit | 505.6% | Buy & Hold Profit | 1395.5% |
| Win Rate | 43% | Reward/Risk Ratio | 3.13 | Max Drawdown | -34.5% |
| Asset Max Drawdown | -75.1% | Exposure | 20.9% | Avg Candles in Position | 17.0 |
| Sharpe Ratio | 0.18 | Sortino Ratio | 0.14 | Realized Volatility | 22.30% |
| Max Winning Streak | 6 | Avg Winning Streak | 2.2 | Max Losing Streak | 11 |
| Avg Losing Streak | 2.9 | Avg Trades per Month | 3.3 | Avg Trades per Day | 0.1 |
| Return Std Dev | 8.9 | Loss Std Dev | 1.9 | Win Std Dev | 11.0 |
| Expectancy | 0.8 | Beta | 0.17 |
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 |