Bollinger bands pierce (long)longResultados de Backtest @ BTCUSDT • 1 Minute
Esta estrategia compra cuando el precio rompe hacia arriba desde la banda superior de las Bandas de Bollinger. Se cree que esto indica el comienzo de un gran movimiento alcista. Luego vende cuando el precio va por debajo de la línea media de las Bandas de Bollinger. ¡Ve si comprar el breakout de las Bandas de Bollinger es una buena idea! Lo hemos backtesteado.
Curva de Equidad
El backtest cubre 7 days de datos BTCUSDT • 1 Minute (Bitcoin vs Tether, Binance US), desde July 6, 2025 hasta July 13, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de Bollinger bands pierce (long) en 7 days de velas BTCUSDT • 1 Minute. Este backtest resultó en 101 posiciones, con una tasa de ganancia promedio de 45% y una relación riesgo-recompensa de 2.86. Si asumes que la relación riesgo-recompensa de 2.86 se mantiene, necesitas una tasa de ganancia mínima de 25.9 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 6.40% vs 8.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -2.30% vs -1.90% para el activo
- Exposición: Exposición: 23.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 45.0%, vs 25.9% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.86
Con esa exposición en mente, puedes ver que para 24% tiempo-en-mercado, obtienes 71.91% del potencial alcista del activo, y 121.05% del potencial bajista del activo.
Bollinger bands pierce (long): entrar en una posición cuando
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): salir de una posición cuando
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%) explicado por Mike
Mike
AutorYo 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! 🎯
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en BTCUSDT • 1 Minute
| Total de Operaciones | 101 | Beneficio Neto | 6.4% | Beneficio Compra y Mantén | 8.9% |
| Tasa de Ganancia | 45% | Ratio Riesgo/Recompensa | 2.86 | Máximo Drawdown | -2.3% |
| Máximo Drawdown del Activo | -1.9% | Exposición | 23.7% | Promedio de Velas en Posición | 12.4 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 8 | Racha Promedio de Ganancia | 1.8 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 2.1 | Promedio de Operaciones por Mes | 1010.0 | Promedio de Operaciones por Día | 33.7 |
| Desv. Est. del Retorno | 0.3 | Desv. Est. de la Pérdida | 0.1 | Desv. Est. de la Ganancia | 0.4 |
| Expectativa | 0.7 | Beta | 0.31 |
Todos los backtests para Bollinger bands pierce (long)
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
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 |