Bollinger bands pierce (long)longResultados de Backtest @ TSLA • 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 TSLA • 1 Minute (Tesla, Inc.), 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 TSLA • 1 Minute. Este backtest resultó en 201 posiciones, con una tasa de ganancia promedio de 31% y una relación riesgo-recompensa de 1.47. Si asumes que la relación riesgo-recompensa de 1.47 se mantiene, necesitas una tasa de ganancia mínima de 40.5 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -15.10% vs -10.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -16.70% vs -21.40% para el activo
- Exposición: Exposición: 30.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 31.0%, vs 40.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.47
Con esa exposición en mente, puedes ver que para 31% tiempo-en-mercado, obtienes 146.60% del potencial alcista del activo, y 78.04% 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) @ TSLA • 1 Minute (-15.1%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe numbers from this backtest look quite problematic, I must say. A win rate of 31% with a risk/reward ratio of 1.47 is mathematically not viable. Even though the reward is higher than risk, you need at least 40.5% win rate to break even - and we are far away from that.
The trading frequency looks good with about 10 trades per day, so we have enough statistical significance. But having 11 losses in a row as maximum losing streak is concerning. With 30% market exposure, the strategy also doesn't protect well against drawdowns - we see -16.7% maximum drawdown which is too much for a strategy that is only in market one third of time.
What bothers me most is that this strategy performs worse than buy and hold (-15.1% vs -10.3%). When you add transaction costs and slippage, which are not included in this backtest, the performance would be even more negative. I would suggest to either completely redesign the entry conditions or look for different strategy alltogether. The current setup is not mathematical viable.
Mike
AutorYo fam, this backtest on TSLA is giving me some mixed vibes 🤔
On the bright side, we're looking at some serious action with about 10 trades per day - that's a lot of opportunities to catch moves! And that Risk/Reward ratio of 1.47 isn't too shabby, meaning when we win, we win bigger than we lose. Plus, the market exposure is only around 31%, so we're not stuck in positions forever 📈
But here's where it gets rough my dudes - that 31% win rate is killing the vibe. Even though we need just 40.5% to break even, we're not hitting it. That -15% net profit over 38 days while Tesla itself only dropped 10% is a bit of a gut punch. And that 11-trade losing streak? Oof, that would test anyone's diamond hands 💎🙌
I'd say this strategy needs some tweaking before I'd YOLO my Wendy's paycheck into it. Maybe we could add some extra confirmation signals or adjust those Bollinger Band settings? Still bullish on the concept, but gotta make it more reliable before we can start dreaming about that Lambo 🚀
Sarah
AutorMadre de Dios, this strategy is complete garbage! I can't believe someone would even consider trading this desastre. Let me tell you exactly why this is so terrible.
The win rate is pathetically low at 31% - you're literally losing 7 out of 10 trades! And with such mediocre average wins (0.49%) compared to losses (-0.33%), you're basically throwing money away. The 11-trade losing streak would destroy most traders' accounts and their mental health. Not to mention the -16.7% drawdown which is absolutamente horrible.
The most ridiculous part is that you're doing worse than simply buying and holding (-15.1% vs -10.3%)! You're actively losing more money than if you did nothing at all. That's embarazoso! And with over 10 trades per day, you're just giving money to your broker through commisions.
Look, if you want to donate money, there are many good charities out there. This strategy is basically financial suicide with extra steps. My professional advice: delete this strategy immediately and never look at it again. Go back to estudiar the basics of trading before attempting anything else.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en TSLA • 1 Minute
| Total de Operaciones | 201 | Beneficio Neto | -15.1% | Beneficio Compra y Mantén | -10.3% |
| Tasa de Ganancia | 31% | Ratio Riesgo/Recompensa | 1.47 | Máximo Drawdown | -16.7% |
| Máximo Drawdown del Activo | -21.4% | Exposición | 30.7% | Promedio de Velas en Posición | 14.3 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 11 |
| Racha Promedio de Pérdida | 3.0 | Promedio de Operaciones por Mes | 317.4 | Promedio de Operaciones por Día | 10.6 |
| Desv. Est. del Retorno | 0.7 | Desv. Est. de la Pérdida | 0.6 | Desv. Est. de la Ganancia | 0.7 |
| Expectativa | -0.2 | 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 |