Bollinger bands pierce (long)longResultados de Backtest @ EURUSD • Daily
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 9.6 years de datos EURUSD • Daily (Euro vs USD spot (Interactive Brokers)), desde December 2, 2015 hasta July 10, 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 9.6 years de velas EURUSD • Daily. Este backtest resultó en 44 posiciones, con una tasa de ganancia promedio de 30% y una relación riesgo-recompensa de 2.73. Si asumes que la relación riesgo-recompensa de 2.73 se mantiene, necesitas una tasa de ganancia mínima de 26.8 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 44 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 3.20% vs 10.80% para el activo
- Máximo Drawdown: Máximo Drawdown: -10.20% vs -23.30% para el activo
- Exposición: Exposición: 29.20% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 30.0%, vs 26.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.73
Con esa exposición en mente, puedes ver que para 29% tiempo-en-mercado, obtienes 29.63% del potencial alcista del activo, y 43.78% del potencial bajista del activo.
Bollinger bands pierce (long): entrar en una posición cuando
All of the following: # Echo D Chart(close) (1 candles ago) < D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) D Chart(close) > D Bollinger Bands ® (20, 2, 2, 0, close), Up
Bollinger bands pierce (long): salir de una posición cuando
All of the following: # Oscar D Chart(close) < D Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger bands pierce (long) @ EURUSD • Daily (3.2%) explicado por Mike
Mike
AutorYo fam, let me break down this Bollinger Bands strategy for you! 🚀 The stats are pretty interesting, ngl.
First off, that 30% win rate might look scary, but check this out - when we win, we win BIG (2.52% average wins vs -0.92% losses). That's why we're still coming out ahead with a 3.2% net profit! The strategy's got that sweet risk/reward ratio of 2.73, and we're actually crushing the minimal required win rate by a massive 2973% margin. That's what I call breathing room! 💪
But here's where it gets a bit sketch - we're looking at less than 1 trade per month on average, and that max losing streak of 9 trades could be rough on the mental game. Plus, that -10.2% max drawdown might make some paper hands fold. The market exposure is only 29.2%, so we're not even in the game most of the time, while buy & hold did 10.8%. 📉
Overall, I'd say this strategy could be a decent side hustle if you've got the patience and steel nerves to handle those losing streaks. It's not gonna make us millionaires overnight, but it's mathematically sound and could be worth adding to the portfolio. Just gotta make sure you size those positions right and don't YOLO your whole Wendy's paycheck on one trade! 🍔💎🙌
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en EURUSD • Daily
| Total de Operaciones | 44 | Beneficio Neto | 3.2% | Beneficio Compra y Mantén | 10.8% |
| Tasa de Ganancia | 30% | Ratio Riesgo/Recompensa | 2.73 | Máximo Drawdown | -10.2% |
| Máximo Drawdown del Activo | -23.3% | Exposición | 29.2% | Promedio de Velas en Posición | 14.6 |
| Ratio de Sharpe | -1.24 | Ratio de Sortino | -1.17 | Volatilidad Realizada | 3.56% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.9 | Racha Máxima de Pérdida | 9 |
| Racha Promedio de Pérdida | 4.4 | Promedio de Operaciones por Mes | 0.8 | Promedio de Operaciones por Día | 0.0 |
| Desv. Est. del Retorno | 2.2 | Desv. Est. de la Pérdida | 0.5 | Desv. Est. de la Ganancia | 2.8 |
| Expectativa | 0.1 | Beta | 0.29 |
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 |