Bollinger bands pierce (long)longResultados de Backtest @ BTCUSDT • 10 Minutes
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 69 days de datos BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US), desde May 5, 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 69 days de velas BTCUSDT • 10 Minutes. Este backtest resultó en 178 posiciones, con una tasa de ganancia promedio de 38% y una relación riesgo-recompensa de 2.06. Si asumes que la relación riesgo-recompensa de 2.06 se mantiene, necesitas una tasa de ganancia mínima de 32.7 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 7.20% vs 26.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -4.80% vs -12.10% para el activo
- Exposición: Exposición: 27.30% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 38.0%, vs 32.7% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.06
Con esa exposición en mente, puedes ver que para 27% tiempo-en-mercado, obtienes 27.38% del potencial alcista del activo, y 39.67% del potencial bajista del activo.
Bollinger bands pierce (long): entrar en una posición cuando
All of the following: # Echo 10min Chart(close) (1 candles ago) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 10min Chart(close) > 10min Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): salir de una posición cuando
All of the following: # Oscar 10min Chart(close) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ BTCUSDT • 10 Minutes (7.2%) explicado por Sarah
Sarah
AutorMadre mía, what a disappointing piece of garbage strategy! The numbers are embarassing - only 7.2% profit while the market made 26.3%? You would have done better throwing darts at chart blindfolded!
The win rate is pathetic - 38%? Even though risk/reward looks decent at 2.06, you're basically losing money more than 60% of the time. And that max losing streak of 8 trades? Dios mío, that would destroy most traders mentally.
The only slightly positive thing I see is the drawdown control - max drawdown of 4.8% isn't terrible compared to asset's 12.1%. But who cares about controlled losses when you're massively underperforming the market!
5.2 trades per day is way too much for such mediocre results. You're basically paying your broker to lose money slower than if you just went all in at once. The strategy is overactive and underperfoming.
My professional advice? Delete this strategy and never look at Bollinger Bands again. This is exactly the kind of amateur technical analysis nonsense that keeps retail traders poor. If you want to donate money, there are better ways than using this strategy.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en BTCUSDT • 10 Minutes
| Total de Operaciones | 178 | Beneficio Neto | 7.2% | Beneficio Compra y Mantén | 26.3% |
| Tasa de Ganancia | 38% | Ratio Riesgo/Recompensa | 2.06 | Máximo Drawdown | -4.8% |
| Máximo Drawdown del Activo | -12.1% | Exposición | 27.3% | Promedio de Velas en Posición | 13.9 |
| Ratio de Sharpe | 1.13 | Ratio de Sortino | 2.70 | Volatilidad Realizada | 18.32% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 2.0 | Racha Máxima de Pérdida | 8 |
| Racha Promedio de Pérdida | 3.2 | Promedio de Operaciones por Mes | 154.8 | Promedio de Operaciones por Día | 5.2 |
| Desv. Est. del Retorno | 0.5 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.5 |
| Expectativa | 0.2 | Beta | 0.28 |
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 |