Bollinger bands pierce (long)longResultados de Backtest @ EURUSD • 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 11 days de datos EURUSD • 1 Minute (Euro vs USD spot (Interactive Brokers)), desde July 2, 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 11 days de velas EURUSD • 1 Minute. Este backtest resultó en 175 posiciones, con una tasa de ganancia promedio de 34% y una relación riesgo-recompensa de 2.11. Si asumes que la relación riesgo-recompensa de 2.11 se mantiene, necesitas una tasa de ganancia mínima de 32.1 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 0.20% vs -0.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -0.60% vs -1.20% para el activo
- Exposición: Exposición: 28.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 34.0%, vs 32.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.11
Con esa exposición en mente, puedes ver que para 28% tiempo-en-mercado, obtienes -22.22% del potencial alcista del activo, y 50.00% 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) @ EURUSD • 1 Minute (0.2%) explicado por Alex C, Mike, Sarah
Alex C
AutorZe backtest results show some interesting patterns, but I have concerns about ze strategy's robustness. Ze win rate of 34% combined with ze risk/reward ratio of 2.11 mathematically works out - zat's why we see positive net profit despite more losing trades than winners.
What worries me is ze high frequency of trades - 35 per day is quite intensive for a Bollinger Band strategy. Zis could lead to death by thousand cuts through spread/commission costs which are not factored in here. Ze long losing streaks (up to 18 trades) could also be psychologically challenging to handle in real trading, even though ze individual losses are small at -0.02%.
From pure mathematical perspective, ze strategy shows promise with positive expectancy and good win rate leeway above ze minimal required win rate. However, I would want to see how it performs across different market regimes and longer timeframes before considering it viable. Ze current 11 day sample size is too short for statistical significance in my opinion. We need at least 6 months of data to draw meaningful conclusions.
Mike
AutorYo fam, this Bollinger Bands strategy is looking kinda interesting! 🚀 Let me break it down for you from a Wendy's trader perspective.
First off, we're beating the market here - strategy's up 0.2% while buy & hold is down -0.9%. That's already got me hyped! The win rate might look low at 34%, but check this out - our winners are twice as big as our losers (2.11 risk/reward ratio). That's the secret sauce right there! Plus we've got this nice 33.68% cushion above the minimum required win rate, which is straight-up bussin'.
The thing that really gets me excited is the trading frequency - 35 trades per day is no joke! 💪 With that many opportunities, even small gains can stack up quick. The max drawdown is only -0.6% too, which means we're not likely to blow up our accounts like some of those YOLO plays I see on Reddit. And hey, we're only in the market 28% of the time, so we're not overexposing ourselves.
Just keeping it real though - that 18-trade losing streak could be rough on the mental game. But if you can diamond hand through that, the math shows this strategy could be viable. Might even use my next Wendy's paycheck to give this a shot! 🍔📈
Sarah
AutorThis is a horrible strategy, amigo! Let me tell you why with my typical Spahish directness.
The win rate of 34% is pathetic, even though mathematically it works due to the risk/reward ratio of 2.11. But losing 66% of the time? That's like playing Russian roulette with four bullets! The maximum losing streak of 18 trades would destroy most traders mentally - imagine losing 18 times in a row! This is not trading, this is masochism.
The total profit of 0.2% over 11 days is laughable, especialmente considering you're making 35 trades per day! That's a lot of work for practically nothing. The market exposure of 28% means you're sitting out most of the time - why even bother? And that drawdown of -0.6% for such tiny gains? Ridiculous!
Si quieres mi opinion honesta - this strategy is garbage. The only positive thing I can say is that the win rate leeway looks good mathematically, but who cares when everything else is terrible? You're better off flipping monedas than using this strategy. Go back to drawing board and create something that doesn't make me want to throw my computer out the window.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en EURUSD • 1 Minute
| Total de Operaciones | 175 | Beneficio Neto | 0.2% | Beneficio Compra y Mantén | -0.9% |
| Tasa de Ganancia | 34% | Ratio Riesgo/Recompensa | 2.11 | Máximo Drawdown | -0.6% |
| Máximo Drawdown del Activo | -1.2% | Exposición | 28.0% | Promedio de Velas en Posición | 14.6 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 18 |
| Racha Promedio de Pérdida | 2.6 | Promedio de Operaciones por Mes | 1050.0 | Promedio de Operaciones por Día | 35.0 |
| Desv. Est. del Retorno | 0.0 | Desv. Est. de la Pérdida | 0.0 | Desv. Est. de la Ganancia | 0.0 |
| Expectativa | 0.0 | Beta | 0.26 |
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 |