Bollinger bands pierce (long)longResultados de Backtest @ TSLA • 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 TSLA • 10 Minutes (Tesla, Inc.), 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 TSLA • 10 Minutes. Este backtest resultó en 181 posiciones, con una tasa de ganancia promedio de 39% y una relación riesgo-recompensa de 1.69. Si asumes que la relación riesgo-recompensa de 1.69 se mantiene, necesitas una tasa de ganancia mínima de 37.2 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 4.50% vs 59.00% para el activo
- Máximo Drawdown: Máximo Drawdown: -37.60% vs -55.30% para el activo
- Exposición: Exposición: 30.50% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 39.0%, vs 37.2% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.69
Con esa exposición en mente, puedes ver que para 31% tiempo-en-mercado, obtienes 7.63% del potencial alcista del activo, y 67.99% 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) @ TSLA • 10 Minutes (4.5%) explicado por Mike, Sarah
Mike
AutorYo fam, let me break down this TSLA Bollinger Bands strategy! 🚀
Looking at these numbers, it's giving me mixed vibes tbh. The win rate is sitting at 39% which isn't great, but check this out - when we win, we're bagging 2.41% compared to -1.43% on losses. That's actually a decent risk/reward setup! Plus we've got that sweet 38.63% cushion above the minimum win rate needed, which is pretty lit. 💪
But here's where it gets a bit rough my dudes - that -37.6% max drawdown is no joke, and we're seriously underperforming buy & hold (4.5% vs 59% 😬). The strategy's keeping us in the market only 30.5% of the time, which might be missing some big moves. Those 13-trade losing streaks could shake out paper hands real quick too.
Listen, I'm all about that YOLO life behind the Wendy's grill, but this strategy needs some tweaking before I'd throw my paycheck at it. Maybe we could adjust those Bollinger Band settings or add another confirmation indicator? The bones are there with that risk/reward ratio, but we gotta pump those numbers up! 🔧 Still diamond hands though! 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster! The numbers are screaming "stay away" louder than my abuela at Sunday dinner.
Let's be brutally honest here - you're getting absolutely destroyed by buy & hold (4.5% vs 59.0%). That's embarrasing! And with a pathetic 39% win rate, you're basically throwing darts blindfolded. The 13-trade losing streak? That would make even the most patient trader jump off a bridge. And that -37.6% drawdown? ¡Dios mío!
The only slightly positive thing I see is the Risk/Reward ratio of 1.69, but it's like putting lipstick on a cerdo. Your strategy is exposed to the market 30.5% of the time and still manages to lose money while TSLA goes up. That's some special kind of talent for losing!
Listen, I don't know who sold you on this Bollinger Bands strategy, but they should be prohibited from touching a trading terminal ever again. The negative Sharpe ratio (-0.46) confirms what's obvious - this is pure garbage. Do yourself a favor and go back to drawing board, or better yet, just buy and hold like a normal person.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en TSLA • 10 Minutes
| Total de Operaciones | 181 | Beneficio Neto | 4.5% | Beneficio Compra y Mantén | 59.0% |
| Tasa de Ganancia | 39% | Ratio Riesgo/Recompensa | 1.69 | Máximo Drawdown | -37.6% |
| Máximo Drawdown del Activo | -55.3% | Exposición | 30.5% | Promedio de Velas en Posición | 15.8 |
| Ratio de Sharpe | -0.46 | Ratio de Sortino | 0.01 | Volatilidad Realizada | 33.33% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.5 | Racha Máxima de Pérdida | 13 |
| Racha Promedio de Pérdida | 2.4 | Promedio de Operaciones por Mes | 28.7 | Promedio de Operaciones por Día | 1.0 |
| Desv. Est. del Retorno | 2.6 | Desv. Est. de la Pérdida | 1.5 | Desv. Est. de la Ganancia | 2.3 |
| 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 |