Bollinger bands pierce (long)longResultados de Backtest @ NVDA • 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 12.6 months de datos NVDA • 10 Minutes (NVIDIA Corporation), desde June 28, 2024 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 12.6 months de velas NVDA • 10 Minutes. Este backtest resultó en 194 posiciones, con una tasa de ganancia promedio de 44% y una relación riesgo-recompensa de 1.40. Si asumes que la relación riesgo-recompensa de 1.40 se mantiene, necesitas una tasa de ganancia mínima de 41.7 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 8.10% vs 32.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -26.20% vs -42.80% para el activo
- Exposición: Exposición: 33.30% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 44.0%, vs 41.7% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.40
Con esa exposición en mente, puedes ver que para 33% tiempo-en-mercado, obtienes 24.62% del potencial alcista del activo, y 61.21% 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) @ NVDA • 10 Minutes (8.1%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I am not fully convinced about its robustness. Let me explain why.
The win rate of 44% combined with a risk/reward ratio of 1.4 gives us positive expectancy, which is mathematically good. The strategy also shows decent market exposure at 33.3%, meaning it's not overtrading. However, the net profit of 8.1% versus buy & hold of 32.9% is concerning - why trade actively when holding would give better results? This is especially relevant for a strong performer like NVDA.
What really makes me sceptical is the maximum drawdown of -26.2%. This is quite high for the relatively small profit potential. The Sharpe ratio of 0.42 is also below what I would consider acceptable - typically you want to see at least 0.8 for a robust strategy. The strategy seems to work better in shorter timeframes (75.4% CAGR in 1M) but deteriorates over longer periods (7.7% CAGR in 1Y), which suggests possible overfitting issues.
Mike
AutorYo fam, let me break down this NVDA strategy for you! 🚀💎
This Bollinger Bands setup is giving us some interesting vibes. We're getting about 1 trade per day which is pretty sweet for a 10-minute timeframe - not too crazy but enough action to keep things spicy! The 44% win rate might look meh at first, but check this out: our winners are bigger than our losers (1.58% vs -1.13%), giving us that juicy 1.40 risk/reward ratio. That's why we're still profitable even with fewer winning trades! 💪
The real MVP stat here is that win rate leeway - we're crushing it at 43.58% above what we need to be profitable. That's some serious cushion right there! However, I'm a bit concerned about that 26.2% max drawdown - that's gonna test your diamond hands for sure. The market exposure at 33.3% means we're not overtrading, which is actually pretty smart for NVDA's volatility. 📊
Would I YOLO my Wendy's paycheck on this? Maybe not the whole thing, but it's definitely got potential for a portion of the portfolio. The strategy is underperforming buy & hold (8.1% vs 32.9%), but it's also taking way less risk with that beta of 0.21. Just gotta manage those position sizes and be ready for those 7-trade losing streaks! 🎯💸
Sarah
AutorThis strategy is pure garbage, and I can't believe someone would even consider trading it! Let me tell you why, amigo.
First of all, the strategy only made 8.1% while the simple buy and hold made 32.9%? That's pathetic! You're basically paying attention to the market all day long to make 1/4 of what you could make by doing absolutely nothing. This is like working extra hours at McDonalds when you already have a well-paying job - completely stupid!
The win rate is horrible - 44% wins with a 1.40 risk/reward? Si, matematically it can work, but that drawdown of 26.2% is going to kill you mentally! You'll be sweating like a pig in summer when your account goes down by quarter of its value. And for what? To make less than buy and hold?
The only semi-decent thing here is the trade frequency - about 1 trade per day is manageable. But honestly, who wants to manage trades every day to underperform the market? This is like paying premium price for economy service. Makes zero sense!
Look amigo, either fix this strategy completely or throw it in the basura where it belongs. And don't even get me started on those volatility numbers...
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en NVDA • 10 Minutes
| Total de Operaciones | 194 | Beneficio Neto | 8.1% | Beneficio Compra y Mantén | 32.9% |
| Tasa de Ganancia | 44% | Ratio Riesgo/Recompensa | 1.40 | Máximo Drawdown | -26.2% |
| Máximo Drawdown del Activo | -42.8% | Exposición | 33.3% | Promedio de Velas en Posición | 16.2 |
| Ratio de Sharpe | 0.42 | Ratio de Sortino | 0.99 | Volatilidad Realizada | 26.65% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.5 | Racha Máxima de Pérdida | 7 |
| Racha Promedio de Pérdida | 2.0 | Promedio de Operaciones por Mes | 30.8 | Promedio de Operaciones por Día | 1.0 |
| Desv. Est. del Retorno | 1.8 | Desv. Est. de la Pérdida | 1.1 | Desv. Est. de la Ganancia | 1.4 |
| Expectativa | 0.1 | Beta | 0.21 |
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 |