Bollinger/Keltner squeezelongResultados de Backtest @ TSLA • Daily
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 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/Keltner squeeze en 15 years de velas TSLA • Daily. Este backtest resultó en 49 posiciones, con una tasa de ganancia promedio de 47% y una relación riesgo-recompensa de 3.88. Si asumes que la relación riesgo-recompensa de 3.88 se mantiene, necesitas una tasa de ganancia mínima de 20.5 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 49 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 1451.60% vs 24185.20% para el activo
- Máximo Drawdown: Máximo Drawdown: -38.80% vs -75.00% para el activo
- Exposición: Exposición: 23.60% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 47.0%, vs 20.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.88
Con esa exposición en mente, puedes ver que para 24% tiempo-en-mercado, obtienes 6.00% del potencial alcista del activo, y 51.73% del potencial bajista del activo.
Bollinger/Keltner squeeze: entrar en una posición cuando
All of the following: # Whiskey D Chart(close) (2 candles ago) < D Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) D Chart(close) (1 candles ago) > D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < D Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) D BB (20, 2, 2, 0, close) (1 candles ago) > D Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: salir de una posición cuando
Any of the following: # Papa D Chart(close) < D Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ TSLA • Daily (1451.6%) explicado por Mike
Mike
AutorYo fam, check out these juicy TSLA backtest results! 🚀 This Bollinger/Keltner squeeze strategy is showing some serious potential, even though it's not beating the insane buy & hold returns (but let's be real, who could've predicted TSLA's crazy run? 😮).
What's got me hyped is that risk/reward ratio of 3.88 and the fact we're only risking about 5.6% on losses while banking nearly 22% on winners! That's the kind of asymmetric betting I live for at Wendy's 🍔. The win rate's sitting at 47% which isn't amazing, but with that reward/risk ratio, we're still making bank - peep that 1451% total return! Plus, we've got a massive 46.8% buffer above the minimum required win rate, which means this strategy is pretty robust.
The only things making me a bit nervous are the relatively low trade frequency (only 0.5 trades per month) and that 38.8% max drawdown - that's gonna test your diamond hands for sure 💎🙌. But with market exposure at just 23.6%, you're not getting rekt during the nasty times, and those 3-year returns of 941.5% are looking mighty fine. If I wasn't saving up for my lambo already, I'd definitely be looking to throw some tendies at this setup! 🏎️
Métricas tabulares de Bollinger/Keltner squeeze sometido a backtest en TSLA • Daily
| Total de Operaciones | 49 | Beneficio Neto | 1451.6% | Beneficio Compra y Mantén | 24185.2% |
| Tasa de Ganancia | 47% | Ratio Riesgo/Recompensa | 3.88 | Máximo Drawdown | -38.8% |
| Máximo Drawdown del Activo | -75.0% | Exposición | 23.6% | Promedio de Velas en Posición | 17.2 |
| Ratio de Sharpe | 0.16 | Ratio de Sortino | 0.79 | Volatilidad Realizada | 22.24% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 5 |
| Racha Promedio de Pérdida | 2.0 | Promedio de Operaciones por Mes | 0.5 | Promedio de Operaciones por Día | 0.0 |
| Desv. Est. del Retorno | 19.6 | Desv. Est. de la Pérdida | 3.1 | Desv. Est. de la Ganancia | 20.2 |
| Expectativa | 1.3 | Beta | 0.2 |
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 |