Bollinger bands pierce (long)longResultados de Backtest @ EURUSD • 1 Hour
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 19.5 months de datos EURUSD • 1 Hour (Euro vs USD spot (Interactive Brokers)), desde December 6, 2023 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 19.5 months de velas EURUSD • 1 Hour. Este backtest resultó en 181 posiciones, con una tasa de ganancia promedio de 40% y una relación riesgo-recompensa de 1.93. Si asumes que la relación riesgo-recompensa de 1.93 se mantiene, necesitas una tasa de ganancia mínima de 34.1 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 6.50% vs 8.40% para el activo
- Máximo Drawdown: Máximo Drawdown: -4.20% vs -9.00% para el activo
- Exposición: Exposición: 31.60% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 40.0%, vs 34.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.93
Con esa exposición en mente, puedes ver que para 32% tiempo-en-mercado, obtienes 77.38% del potencial alcista del activo, y 46.67% del potencial bajista del activo.
Bollinger bands pierce (long): entrar en una posición cuando
All of the following: # Echo 60min Chart(close) (1 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Chart(close) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): salir de una posición cuando
All of the following: # Oscar 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ EURUSD • 1 Hour (6.5%) explicado por Mike
Mike
AutorYo fam, this Bollinger Bands strategy is looking kinda interesting! 🤔 The numbers are giving me some mixed vibes but there's definitely potential here.
First off, that 40% win rate might look sus, but peep this - we're actually crushing it with a 1.93 risk/reward ratio! 🚀 That means when we win, we're winning bigger than we're losing. The strategy's sitting pretty with a 39.66% win rate leeway above what we need to be profitable - that's some serious cushion right there! And only a 4.2% max drawdown? That's actually pretty chill for forex trading.
The thing that's got me a bit worried is the market exposure at 31.6% and that we're slightly underperforming buy & hold (6.5% vs 8.4%). But hey, we're using way less risk to get there! Plus, look at that 6-month performance hitting 16% CAGR - those are some juicy numbers! 💰 Might need to tweak the exit conditions a bit to squeeze more juice out of those winning trades, but overall this looks like it could be a decent base to build on. Not quite Lambo money yet, but definitely Wendy's-paycheck-to-moon potential! 🌙
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en EURUSD • 1 Hour
| Total de Operaciones | 181 | Beneficio Neto | 6.5% | Beneficio Compra y Mantén | 8.4% |
| Tasa de Ganancia | 40% | Ratio Riesgo/Recompensa | 1.93 | Máximo Drawdown | -4.2% |
| Máximo Drawdown del Activo | -9.0% | Exposición | 31.6% | Promedio de Velas en Posición | 15.7 |
| Ratio de Sharpe | -0.57 | Ratio de Sortino | -0.98 | Volatilidad Realizada | 3.79% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 11 |
| Racha Promedio de Pérdida | 2.3 | Promedio de Operaciones por Mes | 18.6 | Promedio de Operaciones por Día | 0.6 |
| Desv. Est. del Retorno | 0.4 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.5 |
| Expectativa | 0.2 | Beta | 0.33 |
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 |