Reversal strategy: BB Low Breakdown on elevated volumelongResultados de Backtest @ NVDA • 1 Hour
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 5.7 years de datos NVDA • 1 Hour (NVIDIA Corporation), desde November 15, 2019 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 5.7 years de velas NVDA • 1 Hour. Este backtest resultó en 256 posiciones, con una tasa de ganancia promedio de 23% y una relación riesgo-recompensa de 4.35. Si asumes que la relación riesgo-recompensa de 4.35 se mantiene, necesitas una tasa de ganancia mínima de 18.7 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 106.10% vs 3270.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -44.60% vs -68.00% para el activo
- Exposición: Exposición: 25.40% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 23.0%, vs 18.7% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 4.35
Con esa exposición en mente, puedes ver que para 25% tiempo-en-mercado, obtienes 3.24% del potencial alcista del activo, y 65.59% del potencial bajista del activo.
Reversal strategy: BB Low Breakdown on elevated volume: entrar en una posición cuando
All of the following: # "Romeo"
60min Chart(low) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Low
60min Relative Strength Index (14, 70, 30, close) < 35
60min Volume (20, SMA), Vol. > 60min Volume (20, SMA), MA
None of the following:
60min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: salir de una posición cuando
Any of the following: 60min 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 @ NVDA • 1 Hour (106.1%) explicado por Mike, Sarah
Mike
AutorYo fam, this NVDA strategy is giving me some mixed vibes! 🤔 The total return of 106% over 5.7 years might not look like much compared to NVDA's insane buy & hold gains, but there's some serious potential here when you dig deeper.
What's got me hyped is that risk/reward ratio of 4.35 and the win rate leeway being way above what we need! 📈 Even though we're only winning 23% of trades, when we win, we're winning BIG (6.28% average wins vs -1.44% average losses). That's exactly the kind of asymmetric betting I love at Wendy's! Plus, we're only exposed to the market 25.4% of the time, which means we're not constantly risking our tendies.
That said, fam, that 25-trade losing streak is pretty rough 😅 and the -44.6% max drawdown could shake out paper hands. But if you've got the stomach for it and proper position sizing (don't YOLO your whole account), this could be a solid strategy to add to the arsenal. Just remember, past performance isn't guaranteed, but these metrics are giving me some serious hopium! 🚀
Sarah
AutorMadre mía, this strategy is a complete disaster! The only reason it shows any profit at all is because you're trading NVDA during one of the most insane bull runs in history.
Look at these horrible numbers - 77% loss rate? That's pathetic! You're basically throwing money away 8 times out of 10. And that 44.6% drawdown? Your account would be absolutely destroyed before you could see any meaningful profits. The market exposure of just 25.4% means you're missing out on most of the actual moves in the stock.
The most ridiculous part is how you're getting completely destroyed by the buy & hold strategy. While NVDA made 3270%, your "genius" strategy only managed 106%. This is embarassing! You would have made 30 times more money by simply buying and holding like a complete noob.
The only slightly positive thing I can say is that your risk/reward ratio of 4.35 is decent, but it's completely negated by your terrible win rate. Even with the "healthy" win rate leeway, this strategy is pure garbage. Delete it and start over. And next time, don't waste my time with such mediocre backtests!
Métricas tabulares de Reversal strategy: BB Low Breakdown on elevated volume sometido a backtest en NVDA • 1 Hour
| Total de Operaciones | 256 | Beneficio Neto | 106.1% | Beneficio Compra y Mantén | 3270.7% |
| Tasa de Ganancia | 23% | Ratio Riesgo/Recompensa | 4.35 | Máximo Drawdown | -44.6% |
| Máximo Drawdown del Activo | -68.0% | Exposición | 25.4% | Promedio de Velas en Posición | 8.9 |
| Ratio de Sharpe | 0.42 | Ratio de Sortino | -0.04 | Volatilidad Realizada | 23.30% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 25 |
| Racha Promedio de Pérdida | 4.6 | Promedio de Operaciones por Mes | 7.4 | Promedio de Operaciones por Día | 0.2 |
| Desv. Est. del Retorno | 4.3 | Desv. Est. de la Pérdida | 1.1 | Desv. Est. de la Ganancia | 5.3 |
| Expectativa | 0.3 | Beta | 0.21 |
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 |