Reversal strategy: BB Low Breakdown on elevated volumelongResultados de Backtest @ TSLA • 10 Minutes
Esta estrategia de reversión intradiaria busca entrar una vez que el precio rompe hacia abajo el mínimo de las Bandas de Bollinger, mientras el RSI señala sobreventa y el volumen de negociación está por encima del promedio. También nunca entra en la última vela del día. Sale una vez que el RSI señala sobreventa, mientras también tiene una toma de beneficios y un stop loss.
Curva de Equidad
El backtest cubre 12.5 months de datos TSLA • 10 Minutes (Tesla, Inc.), desde July 23, 2024 hasta August 1, 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 Reversal strategy: BB Low Breakdown on elevated volume en 12.5 months de velas TSLA • 10 Minutes. Este backtest resultó en 233 posiciones, con una tasa de ganancia promedio de 20% y una relación riesgo-recompensa de 4.15. Si asumes que la relación riesgo-recompensa de 4.15 se mantiene, necesitas una tasa de ganancia mínima de 19.4 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -2.10% vs 23.00% para el activo
- Máximo Drawdown: Máximo Drawdown: -42.10% vs -55.30% para el activo
- Exposición: Exposición: 54.50% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 20.0%, vs 19.4% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 4.15
Con esa exposición en mente, puedes ver que para 55% tiempo-en-mercado, obtienes -9.13% del potencial alcista del activo, y 76.13% del potencial bajista del activo.
Reversal strategy: BB Low Breakdown on elevated volume: entrar en una posición cuando
All of the following: # "Romeo"
10min Chart(low) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Low
10min Relative Strength Index (14, 70, 30, close) < 35
10min Volume (20, SMA), Vol. > 10min Volume (20, SMA), MA
None of the following:
10min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: salir de una posición cuando
Any of the following: 10min Relative Strength Index (14, 70, 30, close) > 80
Exit if lost more than 1% (after candle closes).
Exit if gained more than 10% (after candle closes).
Exit after 100 candles, for any PnL.
Reversal strategy: BB Low Breakdown on elevated volume @ TSLA • 10 Minutes (-2.1%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe strategy looks quite problematic from mathematical perspective. While it has good Risk/Reward ratio of 4.15, the win rate of 20% is barely above the minimal sufficient win rate of 19.4%. This gives very little room for error in real trading conditions.
The performance metrics are concerning. A -42.1% maximum drawdown is extremely high, and the strategy underperforms buy & hold by 25.1%. The Sharpe ratio of 0.26 indicates poor risk-adjusted returns - anything below 1.0 is generally suboptimal. I notice also the high correlation of 0.79 with underlying asset, which means this strategy provides little diversification benefit.
The losing streaks are particularly worrying - a maximum of 21 consecutive losses could be psychologically devastating and would require extremely strict risk management to survive. With average 1.2 trades per day, the strategy seems to find enough opportunities, but the quality of these signals appears questionable. I would suggest to either make entry conditions more strict or consider complete redesign of the strategy. As it stands now, the mathematical evidence suggests this is not viable for real trading.
Mike
AutorYo fam, let me break down this TSLA strategy for you! 🚀
The strategy is trying to catch reversals when TSLA breaks down through the lower Bollinger Band with high volume - pretty spicy setup! The win rate is only 20%, but check this out: when it wins, it wins BIG with average gains of 5.44% compared to losses of just -1.31%. That's a juicy 4.15 risk/reward ratio! And we're actually crushing the minimum required win rate by like 1980%, which is straight fire! 🔥
But here's the reality check bros - despite those sweet winners, we're still down 2.1% overall while TSLA itself is up 23%. Those losing streaks are brutal (21 losses in a row at worst) and that 42.1% max drawdown would have my Wendy's manager shaking his head. The strategy is only right about 1 in 5 times, which means you gotta have diamond hands to stick with it through the rough patches. 💎🙌
I think this strategy needs some tweaking before I'd YOLO my next paycheck into it. Maybe tighten up those entry conditions or add some trend filters? The bones are there with that risk/reward ratio, but we need to pump those win rates up - these are rookie numbers! 📈
Sarah
AutorMadre de Dios, this strategy is absolute garbage! I cannot believe someone would even consider trading this kind of nonsense with real money.
Look at these horrific numbers - 80% loss rate and -42.1% maximum drawdown? Are you trying to speedrun your way to bankruptcy? The strategy managed to lose money (-2.1%) while the market was up 23%. That's not just bad, that's impressively terrible! You literally would have done better throwing darts at a chart blindfolded.
The most hilarious part is the win rate "leeway" showing as positive - ja ja ja, sure, technically you're above the minimal win rate, but that's like saying the Titanic was technically still a boat even while sinking. Your average losing streak is 5.3 trades with a maximum of 21 consecutive losses. Dios mío, how can anyone stomach that?
Let me be brutally honest - this strategy needs to be deleted and never spoken of again. The only thing it's good at is consistently finding ways to lose money. If you're considering trading this, please do yourself a favor and just buy and hold instead. Or better yet, keep your money under your mattress - at least there it won't lose 42% of its value.
Métricas tabulares de Reversal strategy: BB Low Breakdown on elevated volume sometido a backtest en TSLA • 10 Minutes
| Total de Operaciones | 233 | Beneficio Neto | -2.1% | Beneficio Compra y Mantén | 23.0% |
| Tasa de Ganancia | 20% | Ratio Riesgo/Recompensa | 4.15 | Máximo Drawdown | -42.1% |
| Máximo Drawdown del Activo | -55.3% | Exposición | 54.5% | Promedio de Velas en Posición | 22.4 |
| Ratio de Sharpe | 0.26 | Ratio de Sortino | 0.77 | Volatilidad Realizada | 51.74% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.3 | Racha Máxima de Pérdida | 21 |
| Racha Promedio de Pérdida | 5.3 | Promedio de Operaciones por Mes | 37.4 | Promedio de Operaciones por Día | 1.2 |
| Desv. Est. del Retorno | 3.6 | Desv. Est. de la Pérdida | 1.2 | Desv. Est. de la Ganancia | 4.6 |
| Expectativa | 0.0 | Beta | 0.52 |
Todos los backtests para Reversal strategy: BB Low Breakdown on elevated volume
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
META • 10 Minutes | 55% | (64.3%/53.3%) 1.21x | (-22.5%/-35.1%) 0.64x | 32 | 3.3 |
MSFT • 10 Minutes | 58% | (46.3%/18.1%) 2.56x | (-21.4%/-23.9%) 0.90x | 45 | 1.9 |
NVDA • 10 Minutes | 55% | (7.9%/41.7%) 0.19x | (-40.0%/-42.8%) 0.93x | 26 | 3.1 |
PLTR • 10 Minutes | 50% | (142.4%/439.0%) 0.32x | (-25.7%/-46.5%) 0.55x | 26 | 4.3 |
SPY • 10 Minutes | 64% | (13.5%/12.3%) 1.10x | (-12.7%/-20.7%) 0.61x | 47 | 1.4 |
TSLA • 10 Minutes | 55% | (-2.1%/23.0%) -0.09x | (-42.1%/-55.3%) 0.76x | 20 | 4.2 |
META • 30 Minutes | 46% | (291.9%/356.0%) 0.82x | (-23.6%/-51.8%) 0.46x | 25 | 6.0 |
MSFT • 30 Minutes | 46% | (75.9%/103.5%) 0.73x | (-19.8%/-26.6%) 0.74x | 27 | 4.2 |
NVDA • 30 Minutes | 43% | (925.3%/1089.5%) 0.85x | (-34.1%/-42.9%) 0.79x | 28 | 5.7 |
PLTR • 30 Minutes | 32% | (101.6%/1516.1%) 0.07x | (-28.8%/-48.4%) 0.60x | 23 | 4.5 |
SPY • 30 Minutes | 52% | (60.8%/65.6%) 0.93x | (-12.9%/-20.2%) 0.64x | 35 | 3.0 |
TSLA • 30 Minutes | 37% | (-6.4%/33.8%) -0.19x | (-43.8%/-67.1%) 0.65x | 20 | 4.3 |
META • 1 Hour | 36% | (181.7%/283.5%) 0.64x | (-27.4%/-76.8%) 0.36x | 23 | 5.4 |
MSFT • 1 Hour | 43% | (122.1%/250.0%) 0.49x | (-16.9%/-38.2%) 0.44x | 23 | 5.2 |
NVDA • 1 Hour | 25% | (106.1%/3270.7%) 0.03x | (-44.6%/-68.0%) 0.66x | 23 | 4.3 |
PLTR • 1 Hour | 25% | (163.7%/1420.6%) 0.12x | (-33.3%/-86.6%) 0.38x | 29 | 3.4 |
SPY • 1 Hour | 56% | (89.3%/99.7%) 0.90x | (-27.1%/-35.1%) 0.77x | 28 | 3.8 |
TSLA • 1 Hour | 26% | (-39.1%/1194.5%) -0.03x | (-64.5%/-75.1%) 0.86x | 22 | 3.4 |