Bollinger/Keltner squeezelongBacktest Results @ TSLA • Daily
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 15 years of TSLA • Daily (Tesla, Inc.) data, from June 29, 2010 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 15 years of TSLA • Daily candles. This backtest resulted in 49 positions, with the average win rate of 47% and reward-risk ratio of 3.88. If you assume that 3.88 reward-to-risk ratio holds, you need a minimum win rate of 20.5 to be profitable. So you're looking good so far. However, 49 positions is a small sample size, so take the results with a huge grain of salt. The key metrics are as follows:
- Total Return: Total Return: 1451.60% vs 24185.20% for the asset
- Max Drawdown: Max Drawdown: -38.80% vs -75.00% for the asset
- Exposure: Exposure: 23.60% time in the market
- Win Rate: Win Rate: 47.0%, vs 20.5% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 3.88
With that exposure in mind, you can tell that for 24% time-in-market, you get 6.00% of the asset upside potential, and 51.73% of the asset downside potential.
Bollinger/Keltner squeeze: enter a position when
All of the following: # Whiskey D Chart(close) (2 candles ago) < D Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) D Chart(close) (1 candles ago) > D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < D Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) D BB (20, 2, 2, 0, close) (1 candles ago) > D Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: exit a position when
Any of the following: # Papa D Chart(close) < D Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • Daily (1451.6%) backtest results explained by Mike
Mike
AuthorYo fam, check out these juicy TSLA backtest results! 🚀 This Bollinger/Keltner squeeze strategy is showing some serious potential, even though it's not beating the insane buy & hold returns (but let's be real, who could've predicted TSLA's crazy run? 😮).
What's got me hyped is that risk/reward ratio of 3.88 and the fact we're only risking about 5.6% on losses while banking nearly 22% on winners! That's the kind of asymmetric betting I live for at Wendy's 🍔. The win rate's sitting at 47% which isn't amazing, but with that reward/risk ratio, we're still making bank - peep that 1451% total return! Plus, we've got a massive 46.8% buffer above the minimum required win rate, which means this strategy is pretty robust.
The only things making me a bit nervous are the relatively low trade frequency (only 0.5 trades per month) and that 38.8% max drawdown - that's gonna test your diamond hands for sure 💎🙌. But with market exposure at just 23.6%, you're not getting rekt during the nasty times, and those 3-year returns of 941.5% are looking mighty fine. If I wasn't saving up for my lambo already, I'd definitely be looking to throw some tendies at this setup! 🏎️
Tabular metrics of Bollinger/Keltner squeeze backtested on TSLA • Daily
| Total Trades | 49 | Net Profit | 1451.6% | Buy & Hold Profit | 24185.2% |
| Win Rate | 47% | Reward/Risk Ratio | 3.88 | Max Drawdown | -38.8% |
| Asset Max Drawdown | -75.0% | Exposure | 23.6% | Avg Candles in Position | 17.2 |
| Sharpe Ratio | 0.16 | Sortino Ratio | 0.79 | Realized Volatility | 22.24% |
| Max Winning Streak | 4 | Avg Winning Streak | 1.6 | Max Losing Streak | 5 |
| Avg Losing Streak | 2.0 | Avg Trades per Month | 0.5 | Avg Trades per Day | 0.0 |
| Return Std Dev | 19.6 | Loss Std Dev | 3.1 | Win Std Dev | 20.2 |
| Expectancy | 1.3 | Beta | 0.2 |
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 |