Bollinger bands pierce (long)longResultados de Backtest @ TSLA • 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 15 years de datos TSLA • Daily (Tesla, Inc.), desde June 29, 2010 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 15 years de velas TSLA • Daily. Este backtest resultó en 64 posiciones, con una tasa de ganancia promedio de 45% y una relación riesgo-recompensa de 4.97. Si asumes que la relación riesgo-recompensa de 4.97 se mantiene, necesitas una tasa de ganancia mínima de 16.8 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 64 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 8915.30% vs 24185.20% para el activo
- Máximo Drawdown: Máximo Drawdown: -40.70% vs -75.00% para el activo
- Exposición: Exposición: 35.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 45.0%, vs 16.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 4.97
Con esa exposición en mente, puedes ver que para 35% tiempo-en-mercado, obtienes 36.86% del potencial alcista del activo, y 54.27% 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) @ TSLA • Daily (8915.3%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I'm not completely convinced about its robustness. Let's look at the key metrics that catch my attention.
The win rate of 45% combined with a risk/reward ratio of 4.97 is mathematically viable - this explains the positive expectancy of 1.7. What I particularly like is the significant win rate leeway of 44.83% above the minimal required win rate. This gives the strategy good room for deterioration before it becomes unprofitable. However, the market exposure of only 35% suggests we might be missing many opportunities.
What worries me is the relatively small sample size of only 64 trades over 15 years (0.7 trades per month). This is statistically not very significant and makes me skeptical about the reliability of the metrics. Also, the maximum drawdown of 40.7% is quite high for a strategy that is only in the market 35% of the time. The Sharpe ratio of 0.43 is below what I would consider acceptable for a robust strategy - I normally want to see at least 0.8 here.
Mike
AutorYo fam, this TSLA strategy is giving me some serious mixed vibes! 🚀💎
The raw numbers look pretty juicy with that 8915% net profit over 15 years, but let's keep it real - it's still underperforming buy & hold by a lot. But check this out: we're only exposed to the market 35% of the time, which means way less stress and risk than holding through those crazy TSLA rollercoasters! 🎢
What's got me hyped is that risk/reward ratio of 4.97 - when we win, we win BIG (28.81% average gains)! The 45% win rate might look meh, but with those numbers, we only need a 16.8% win rate to break even. That's like having a 44.83% safety cushion - absolutely bussin'! 💪
The only things making me a bit nervous are that 40.7% max drawdown (ouch!) and those 5-trade losing streaks. But hey, that's the price of riding the TSLA train! With only 0.7 trades per month, this is definitely more of a swing trading vibe than a day trading strategy. Might give me enough time to keep slinging those Wendy's burgers while waiting for those sweet gainz! 🍔📈
Sarah
AutorMadre mía, this is a perfect example of how backtest results can be totally misleading! The performance looks amazing on surface, but let me tear this apart for you.
First, that pathetic 64 trades over 15 years is absolutely ridiculous - you're averaging less than 1 trade per month! This is statistically meaningless. And with 55% of trades being losers? Dios mío, you're basically gambling here, not trading.
The most alarming thing is that Buy & Hold would have made you 24,185% while this "strategy" only made 8,915%. You're literally underperforming the market by a factor of 3! That's embarassing. And with a terrible Sharpe ratio of 0.43, you're taking on massive risk for subpar returns.
The -40.7% drawdown is brutal too. Imagine losing almost half your money while Tesla itself was making millionaires! The only slightly positive thing is the Risk/Reward ratio of 4.97, but with such few trades and poor win rate, it's meaningless.
This strategy is pure garbage. You would be better off buying and holding or finding a strategy that actually trades more than once in a blue moon. Stop wasting time with this nonsense.
Métricas tabulares de Bollinger bands pierce (long) sometido a backtest en TSLA • Daily
| Total de Operaciones | 64 | Beneficio Neto | 8915.3% | Beneficio Compra y Mantén | 24185.2% |
| Tasa de Ganancia | 45% | Ratio Riesgo/Recompensa | 4.97 | Máximo Drawdown | -40.7% |
| Máximo Drawdown del Activo | -75.0% | Exposición | 35.0% | Promedio de Velas en Posición | 19.7 |
| Ratio de Sharpe | 0.43 | Ratio de Sortino | 1.22 | Volatilidad Realizada | 30.69% |
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.7 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 2.1 | Promedio de Operaciones por Mes | 0.7 | Promedio de Operaciones por Día | 0.0 |
| Desv. Est. del Retorno | 27.6 | Desv. Est. de la Pérdida | 3.9 | Desv. Est. de la Ganancia | 31.9 |
| Expectativa | 1.7 | Beta | 0.35 |
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 |