Bollinger/Keltner squeezelongResultados de Backtest @ TSLA • 1 Hour
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 5.7 years de datos TSLA • 1 Hour (Tesla, Inc.), desde October 25, 2019 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 5.7 years de velas TSLA • 1 Hour. Este backtest resultó en 116 posiciones, con una tasa de ganancia promedio de 43% y una relación riesgo-recompensa de 3.13. Si asumes que la relación riesgo-recompensa de 3.13 se mantiene, necesitas una tasa de ganancia mínima de 24.2 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 505.60% vs 1395.50% para el activo
- Máximo Drawdown: Máximo Drawdown: -34.50% vs -75.10% para el activo
- Exposición: Exposición: 20.90% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 43.0%, vs 24.2% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.13
Con esa exposición en mente, puedes ver que para 21% tiempo-en-mercado, obtienes 36.23% del potencial alcista del activo, y 45.94% del potencial bajista del activo.
Bollinger/Keltner squeeze: entrar en una posición cuando
All of the following: # Whiskey 60min Chart(close) (2 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 60min Chart(close) (1 candles ago) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 60min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 60min BB (20, 2, 2, 0, close) (1 candles ago) > 60min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: salir de una posición cuando
Any of the following: # Papa 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • 1 Hour (505.6%) explicado por Mike, Sarah
Mike
AutorYo fam, check this squeeze play on TSLA! 🚀 This strategy's got some serious potential, lemme break it down for you.
First off, that 505% net profit over 5.7 years is pretty sweet, even though it's not beating buy & hold (but who really did during TSLA's insane bull run? 😅). What's really catching my eye is that risk/reward ratio of 3.13 - we're talking about winners being 3x bigger than losers! And get this - we only need a 24.2% win rate to break even, but we're hitting 43%! That's like getting extra sauce on your Wendy's fries, absolutely bussin'! 🔥
The downsides? Yeah, there's that -34.5% max drawdown which isn't great but still better than TSLA's raw -75.1% drawdown (remember that crash? Oof). And those losing streaks can be rough - hit 11 losses in a row at one point. But hey, with only 20.9% market exposure, we're not YOLO-ing our whole account all the time, which is actually pretty smart for a volatile beast like TSLA. The strategy's averaging about 3 trades per month, so it's not too demanding on your time either. 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster! The buy & hold return is almost 3 times better than your fancy squeeze strategy. What were you thinking?
The only somewhat decent thing here is the Risk/Reward ratio of 3.13, but with that pathetic 43% win rate, you're basically throwing darts blindfolded. And let's talk about that horrific 11-trade losing streak - that's enough to make any sane trader quit the market! The -34.5% drawdown is just the cherry on top of this mess.
Your market exposure is only 20.9% which means you're missing most of the moves. Look at the monthly trading frequency - only 3.3 trades per month? Mi amor, this is not trading, this is sleeping! And those volatility numbers... your strategy has 22.3% volatility while the asset has 63.55% - you're not even capturing the essence of TSLA's movements.
The performance metrics are all over the place. You managed to lose 43.5% in one year while TSLA gained 345.3%? ¡Qué desastre! This is not a strategy, this is a way to consistently underperform the market. Do yourself a favor and either stick to buy & hold or develop something that actually works.
Métricas tabulares de Bollinger/Keltner squeeze sometido a backtest en TSLA • 1 Hour
| Total de Operaciones | 116 | Beneficio Neto | 505.6% | Beneficio Compra y Mantén | 1395.5% |
| Tasa de Ganancia | 43% | Ratio Riesgo/Recompensa | 3.13 | Máximo Drawdown | -34.5% |
| Máximo Drawdown del Activo | -75.1% | Exposición | 20.9% | Promedio de Velas en Posición | 17.0 |
| Ratio de Sharpe | 0.18 | Ratio de Sortino | 0.14 | Volatilidad Realizada | 22.30% |
| Racha Máxima de Ganancia | 6 | Racha Promedio de Ganancia | 2.2 | Racha Máxima de Pérdida | 11 |
| Racha Promedio de Pérdida | 2.9 | Promedio de Operaciones por Mes | 3.3 | Promedio de Operaciones por Día | 0.1 |
| Desv. Est. del Retorno | 8.9 | Desv. Est. de la Pérdida | 1.9 | Desv. Est. de la Ganancia | 11.0 |
| Expectativa | 0.8 | Beta | 0.17 |
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 |