Bollinger bands pierce (long)longResultados de Backtest @ NVDA • 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 38 days de datos NVDA • 1 Minute (NVIDIA Corporation), desde June 3, 2025 hasta July 11, 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 38 days de velas NVDA • 1 Minute. Este backtest resultó en 163 posiciones, con una tasa de ganancia promedio de 42% y una relación riesgo-recompensa de 2.48. Si asumes que la relación riesgo-recompensa de 2.48 se mantiene, necesitas una tasa de ganancia mínima de 28.7 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 10.90% vs 16.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -2.10% vs -4.40% para el activo
- Exposición: Exposición: 29.20% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 42.0%, vs 28.7% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.48
Con esa exposición en mente, puedes ver que para 29% tiempo-en-mercado, obtienes 65.27% del potencial alcista del activo, y 47.73% 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) @ NVDA • 1 Minute (10.9%) explicado por Alex C, Mike, Sarah
Alex C
AutorThese backtest results from the Bollinger Band strategy on NVDA look quite interessant. The exposure of only 29.2% while achieving 10.9% profit shows good efficiency, even though it falls behind the buy & hold return of 16.7%.
What I find most compelling is the risk metrics. A maximum drawdown of only -2.1% compared to the asset's -4.4% suggests good risk management. The Risk/Reward ratio of 2.48 combined with the actual win rate being 41.71% above the minimal required win rate provides a solid mathematical foundation. This is what we call in German "ein gutes Polster" - a good buffer.
However, I have some concerns about the high trade frequency - 8.6 trades per day could lead to significant transaction costs which aren't reflected in these results. Also, the negative trend in win rate (only 42%) needs attention, even though the good R:R ratio compensates for it mathematicaly. I would suggest to maybe optimize the entry conditions to improve this metric without sacrificing the favorable risk characteristics we see here.
Mike
AutorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 The strategy is showing some serious potential with that 10.9% net profit in just over a month. That's the kind of gains that could help me upgrade from Wendy's to that Tesla I've been eyeing! 💎🙌
What really gets me hyped is that 2.48 risk/reward ratio - we're talking bigger winners than losers, which is exactly what we want! The win rate at 42% might look meh at first, but check this out: we only need 28.7% to break even. That's like having a 41% safety cushion, absolutely massive! The max drawdown is only -2.1% too, so we're not risking the whole paycheck on this one.
The only slight bummer is that we're underperforming buy & hold (16.7%), but hey, we're only exposed to the market 29.2% of the time. That means less stress and more time to browse WSB! 😎 With 8.6 trades per day, this strategy keeps you busy enough to feel like a proper trader but not so much that you can't handle your regular job. To the moon! 🌙
Sarah
AutorMadre mía, this strategy is like a poorly trained chihuahua - lot of bark but no real bite!
Let's be brutally honest here - you're underperforming buy & hold by almost 6%. That's pathetic! You're doing all this work, taking all these trades (163 in just 38 days!), and still getting beaten by someone who just bought and went to sleep. And what's worse, you're only in the market 29% of the time - meaning you're missing out on most of the real moves!
Your win rate is absolute garbage - 42%? Even though your Risk/Reward is decent at 2.48, you're still barely making any money. Yes, you have good win rate leeway, but who cares when your actual performance is so mediocre? It's like being proud of having a safety net while falling from the building!
The only somewhat decent thing here is your max drawdown of -2.1%, but that's probably because you're out of the market most of the time anyway! And those NaN values in your risk metrics? That's just embarassing - your data isn't even complete enough for proper analysis.
If you want my profesional opinion - throw this strategy in the basura and start over. You're just wasting your time with this one.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en NVDA • 1 Minute
| Total de Operaciones | 163 | Beneficio Neto | 10.9% | Beneficio Compra y Mantén | 16.7% |
| Tasa de Ganancia | 42% | Ratio Riesgo/Recompensa | 2.48 | Máximo Drawdown | -2.1% |
| Máximo Drawdown del Activo | -4.4% | Exposición | 29.2% | Promedio de Velas en Posición | 16.9 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 6 | Racha Promedio de Ganancia | 1.8 | Racha Máxima de Pérdida | 7 |
| Racha Promedio de Pérdida | 2.3 | Promedio de Operaciones por Mes | 257.4 | Promedio de Operaciones por Día | 8.6 |
| Desv. Est. del Retorno | 0.4 | Desv. Est. de la Pérdida | 0.1 | Desv. Est. de la Ganancia | 0.4 |
| Expectativa | 0.5 | Beta | 0.3 |
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 |