Bollinger/Keltner squeezelongResultados de Backtest @ TSLA • 1 Minute
Esta estrategia compra cuando las Bandas de Bollinger están comprimidas en el Canal de Keltner. Esto normalmente indica que el mercado está moviéndose lateralmente. Esta estrategia luego vende cuando el precio va por debajo de la línea media de las Bandas de Bollinger. La idea es comprar durante el mercado obviamente lateral, esperando que estalle.
Curva de Equidad
El backtest cubre 38 days de datos TSLA • 1 Minute (Tesla, Inc.), desde June 3, 2025 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/Keltner squeeze en 38 days de velas TSLA • 1 Minute. Este backtest resultó en 165 posiciones, con una tasa de ganancia promedio de 28% y una relación riesgo-recompensa de 1.30. Si asumes que la relación riesgo-recompensa de 1.30 se mantiene, necesitas una tasa de ganancia mínima de 43.5 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -14.50% vs -10.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -15.50% vs -21.40% para el activo
- Exposición: Exposición: 22.50% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 28.0%, vs 43.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.30
Con esa exposición en mente, puedes ver que para 23% tiempo-en-mercado, obtienes 140.78% del potencial alcista del activo, y 72.43% del potencial bajista del activo.
Bollinger/Keltner squeeze: entrar en una posición cuando
All of the following: # Whiskey 1min Chart(close) (2 candles ago) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 1min Chart(close) (1 candles ago) > 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 1min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 1min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 1min BB (20, 2, 2, 0, close) (1 candles ago) > 1min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: salir de una posición cuando
Any of the following: # Papa 1min Chart(close) < 1min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Minute (-14.5%) explicado por Mike, Sarah
Mike
AutorYo fam, let me break down this TSLA squeeze play! 🚀
This strategy is hitting the market pretty actively with about 9 trades per day, which I love because it gives us plenty of action. But bruh, that -14.5% net profit is giving me serious heartburn 😅 Even worse than the buy & hold loss of -10.3%. The win rate at 28% is pretty rough too - we're getting beat up more often than a rookie at Wendy's during rush hour.
But check this out - when we win, we win bigger than we lose (0.35% vs -0.27%)! That's actually a decent risk/reward ratio of 1.30. The problem is we need a 43.5% win rate to break even, and we're nowhere near that. That 15-trade losing streak is brutal though, that would have me stress-eating free Wendy's frostys in the break room! 🍦
I think this strategy needs some serious tweaking before I'd YOLO my paycheck into it. Maybe tighten up those entry conditions or add some momentum indicators? The squeeze concept is solid, but right now it's like trying to catch a falling knife with our bare hands. Diamond hands are cool and all, but I prefer keeping my fingers! 💎🤚
Sarah
AutorMadre de Dios, this strategy is pure garbage! The numbers are screaming "stay away" louder than my abuela when she catch me stealing churros!
Look at these horrible metrics - 28% win rate? Are you trying to lose money on purpose? Even a blind monkey throwing darts would do better! And that 15-trade losing streak... mi amor, this is not trading, this is donating money to the market with extra steps. The strategy is performing worse than buy & hold, which is already negative. You're basically paying premium to lose more money faster!
The only "positive" thing here is the Risk/Reward ratio of 1.3, but what good is it when you're losing 72% of trades? It's like having a beautiful car with no engine - looks nice but gets you nowhere! The negative expectancy of -0.3 means you're guaranteed to bleed money over time.
The 8.7 trades per day is way too active for such a poorly performing strategy. You're basically paying more in commissions to lose money faster. Do yourself a favor and delete this strategy before it deletes your account.
Métricas tabulares de Bollinger/Keltner squeeze sometido a backtest en TSLA • 1 Minute
| Total de Operaciones | 165 | Beneficio Neto | -14.5% | Beneficio Compra y Mantén | -10.3% |
| Tasa de Ganancia | 28% | Ratio Riesgo/Recompensa | 1.30 | Máximo Drawdown | -15.5% |
| Máximo Drawdown del Activo | -21.4% | Exposición | 22.5% | Promedio de Velas en Posición | 12.7 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.3 | Racha Máxima de Pérdida | 15 |
| Racha Promedio de Pérdida | 3.1 | Promedio de Operaciones por Mes | 260.5 | Promedio de Operaciones por Día | 8.7 |
| Desv. Est. del Retorno | 0.6 | Desv. Est. de la Pérdida | 0.6 | Desv. Est. de la Ganancia | 0.4 |
| Expectativa | -0.3 | Beta | 0.18 |
Todos los backtests para Bollinger/Keltner squeeze
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
BTCUSD • 1 Minute | 13% | (0.2%/9.8%) 0.02x | (-0.4%/-1.6%) 0.25x | 49 | 1.2 |
EURUSD • 1 Minute | 17% | (-0.1%/-0.9%) 0.11x | (-0.5%/-1.2%) 0.42x | 28 | 2.4 |
GLD • 1 Minute | 18% | (3.6%/0.0%) Infinityx | (-1.0%/-5.5%) 0.18x | 35 | 4.0 |
NVDA • 1 Minute | 24% | (8.1%/16.7%) 0.49x | (-1.8%/-4.4%) 0.41x | 43 | 2.4 |
SPY • 1 Minute | 23% | (1.0%/4.6%) 0.22x | (-1.6%/-2.1%) 0.76x | 33 | 2.4 |
TSLA • 1 Minute | 23% | (-14.5%/-10.3%) 1.41x | (-15.5%/-21.4%) 0.72x | 28 | 1.3 |
WMT • 1 Minute | 18% | (-3.8%/-5.4%) 0.70x | (-3.9%/-6.4%) 0.61x | 31 | 1.4 |
BTCUSD • 10 Minutes | 19% | (1.0%/27.2%) 0.04x | (-6.3%/-12.1%) 0.52x | 35 | 1.9 |
EURUSD • 10 Minutes | 24% | (-0.3%/6.5%) -0.05x | (-4.3%/-4.3%) 1.00x | 30 | 2.3 |
GLD • 10 Minutes | 19% | (-4.0%/43.7%) -0.09x | (-8.0%/-8.3%) 0.96x | 37 | 1.4 |
NVDA • 10 Minutes | 25% | (-12.1%/32.9%) -0.37x | (-24.9%/-42.8%) 0.58x | 36 | 1.6 |
SPY • 10 Minutes | 26% | (-0.3%/14.3%) -0.02x | (-5.6%/-20.7%) 0.27x | 38 | 1.6 |
TSLA • 10 Minutes | 24% | (4.7%/59.0%) 0.08x | (-32.8%/-55.3%) 0.59x | 40 | 1.6 |
WMT • 10 Minutes | 27% | (17.3%/40.1%) 0.43x | (-6.2%/-23.8%) 0.26x | 44 | 1.9 |
BTCUSD • 1 Hour | 25% | (19.1%/71.4%) 0.27x | (-21.5%/-31.0%) 0.69x | 42 | 1.7 |
EURUSD • 1 Hour | 26% | (4.9%/8.2%) 0.60x | (-2.8%/-9.0%) 0.31x | 41 | 1.9 |
GLD • 1 Hour | 16% | (6.2%/117.6%) 0.05x | (-18.6%/-22.2%) 0.84x | 42 | 1.6 |
NVDA • 1 Hour | 26% | (364.4%/3126.3%) 0.12x | (-34.2%/-68.0%) 0.50x | 49 | 2.5 |
SPY • 1 Hour | 22% | (8.9%/106.7%) 0.08x | (-12.4%/-35.1%) 0.35x | 41 | 1.7 |
TSLA • 1 Hour | 21% | (505.6%/1395.5%) 0.36x | (-34.5%/-75.1%) 0.46x | 43 | 3.1 |
WMT • 1 Hour | 25% | (25.8%/138.2%) 0.19x | (-9.3%/-26.9%) 0.35x | 46 | 1.6 |
BTCUSD • Daily | 28% | (2515.4%/67440.2%) 0.04x | (-51.5%/-83.8%) 0.61x | 45 | 4.2 |
EURUSD • Daily | 25% | (5.2%/10.8%) 0.48x | (-9.1%/-23.3%) 0.39x | 39 | 1.9 |
GLD • Daily | 17% | (13.2%/595.1%) 0.02x | (-21.1%/-45.3%) 0.47x | 39 | 1.9 |
NVDA • Daily | 26% | (577.6%/373678.5%) 0.00x | (-51.4%/-90.0%) 0.57x | 43 | 2.5 |
SPY • Daily | 22% | (14.1%/1316.3%) 0.01x | (-39.4%/-56.7%) 0.69x | 39 | 1.9 |
TSLA • Daily | 24% | (1451.6%/24185.2%) 0.06x | (-38.8%/-75.0%) 0.52x | 47 | 3.9 |
WMT • Daily | 26% | (-44.0%/9978.0%) -0.00x | (-74.7%/-50.6%) 1.48x | 36 | 1.6 |