Tesla Bollinger Bands Mean-Reversion

Tesla布林带均值回归策略 - 下轨买入，上轨止盈，3%止损

usmean-reversionmedium risk

About Strategy

Strategy Description

策略逻辑 (v2.0.0)

入场：价格触及布林带下轨后反弹，收盘回到下轨上方

出场：

  • 止损：3% 强制平仓
  • 止盈：触及布林带上轨全仓卖出
  • 部分止盈：5%+ 卖出50%
  • 价格回到中轨：卖出50%

Backtest Results

Total Return
-10.95%
Max Drawdown
-63.55%
Sharpe
1.175
Win Rate
41.5%
Ann. Return
-1.50%
Calmar
-0.024
Starting Balance
$100,000.00
Ending Balance
$89,046.87
Trades
53
Total Orders
106
Backtest Period
2020-01-02
- 2025-04-08
Profit Factor
1.99

Asset Trend

2020-01-02 - 2025-04-17

Drawdown Curve

Monthly Returns (%)

Sortino
2.622
Calmar
-0.024
Profit Factor
1.99
Expectancy
-$206.66
Returns Volatility
2.9414
Risk-Return Ratio
0.074
Avg. Winner
$3,458.88
Avg. Loser
-$2,808.02
Max Winner
$8,293.50
Max Loser
-$9,291.59
Long Ratio
100.0%
Total PnL
-$10,953.13
LONG
2020-08-10 → 2020-08-11
-3.11%
Open Price: $1418.57Close Price: $1374.39
35.0000
LONG
2020-09-03 → 2020-09-08
-18.87%
Open Price: $407.00Close Price: $330.21
121.0000
LONG
2020-11-02 → 2020-11-03
+5.84%
Open Price: $400.51Close Price: $423.90
111.0000
LONG
2021-02-10 → 2021-02-22
-11.22%
Open Price: $804.82Close Price: $714.50
57.0000
LONG
2021-02-24 → 2021-02-25
-8.06%
Open Price: $742.02Close Price: $682.22
58.0000
LONG
2021-02-26 → 2021-03-01
+6.35%
Open Price: $675.50Close Price: $718.43
62.0000
LONG
2021-03-04 → 2021-03-05
-3.78%
Open Price: $621.44Close Price: $597.95
69.0000
LONG
2021-03-08 → 2021-03-09
+19.64%
Open Price: $563.00Close Price: $673.58
75.0000
LONG
2021-05-06 → 2021-05-10
-5.20%
Open Price: $663.54Close Price: $629.04
70.0000
LONG
2021-05-14 → 2021-05-19
-4.46%
Open Price: $589.74Close Price: $563.46
76.0000
LONG
2021-07-19 → 2021-07-29
+4.82%
Open Price: $646.22Close Price: $677.35
68.0000
LONG
2021-12-06 → 2021-12-08
+5.94%
Open Price: $1009.01Close Price: $1068.96
45.0000
LONG
2021-12-13 → 2021-12-16
-4.09%
Open Price: $966.41Close Price: $926.92
48.0000
LONG
2022-01-25 → 2022-01-27
-9.72%
Open Price: $918.40Close Price: $829.10
50.0000
LONG
2022-01-28 → 2022-01-31
+10.68%
Open Price: $846.35Close Price: $936.72
51.0000
LONG
2022-02-24 → 2022-02-28
+8.70%
Open Price: $800.77Close Price: $870.43
57.0000
LONG
2022-04-28 → 2022-05-04
+8.56%
Open Price: $877.51Close Price: $952.62
54.0000
LONG
2022-05-10 → 2022-05-11
-8.25%
Open Price: $800.04Close Price: $734.00
62.0000
LONG
2022-05-12 → 2022-05-13
+5.71%
Open Price: $728.00Close Price: $769.59
65.0000
LONG
2022-05-20 → 2022-05-24
-5.38%
Open Price: $663.90Close Price: $628.16
74.0000
LONG
2022-08-30 → 2022-09-09
+7.92%
Open Price: $277.70Close Price: $299.68
171.0000
LONG
2022-10-04 → 2022-10-05
-3.46%
Open Price: $249.44Close Price: $240.81
198.0000
LONG
2022-10-06 → 2022-10-07
-6.32%
Open Price: $238.13Close Price: $223.07
204.0000
LONG
2022-10-10 → 2022-10-14
-8.06%
Open Price: $222.96Close Price: $204.99
211.0000
LONG
2022-11-04 → 2022-11-07
-5.01%
Open Price: $207.47Close Price: $197.08
218.0000
LONG
2022-11-10 → 2022-11-17
-3.96%
Open Price: $190.72Close Price: $183.17
231.0000
LONG
2022-12-15 → 2022-12-16
-4.72%
Open Price: $157.67Close Price: $150.23
274.0000
LONG
2022-12-19 → 2022-12-20
-8.05%
Open Price: $149.87Close Price: $137.80
281.0000
LONG
2022-12-21 → 2022-12-22
-8.88%
Open Price: $137.57Close Price: $125.35
294.0000
LONG
2022-12-23 → 2022-12-27
-11.41%
Open Price: $123.15Close Price: $109.10
314.0000
LONG
2022-12-28 → 2022-12-29
+8.08%
Open Price: $112.71Close Price: $121.82
323.0000
LONG
2023-03-02 → 2023-03-08
-4.66%
Open Price: $190.90Close Price: $182.00
199.0000
LONG
2023-03-13 → 2023-03-14
+5.03%
Open Price: $174.48Close Price: $183.26
212.0000
LONG
2023-04-25 → 2023-04-26
-4.31%
Open Price: $160.67Close Price: $153.75
236.0000
LONG
2023-04-27 → 2023-05-05
+6.16%
Open Price: $160.19Close Price: $170.06
232.0000
LONG
2023-08-07 → 2023-08-09
-3.68%
Open Price: $251.45Close Price: $242.19
152.0000
LONG
2023-08-21 → 2023-08-29
+11.20%
Open Price: $231.28Close Price: $257.18
162.0000
LONG
2023-09-27 → 2023-10-04
+8.59%
Open Price: $240.50Close Price: $261.16
165.0000
LONG
2023-10-24 → 2023-10-26
-4.97%
Open Price: $216.52Close Price: $205.76
191.0000
LONG
2024-01-16 → 2024-01-18
-3.65%
Open Price: $219.91Close Price: $211.88
183.0000
LONG
2024-01-29 → 2024-02-05
-5.17%
Open Price: $190.93Close Price: $181.06
207.0000
LONG
2024-03-05 → 2024-03-13
-6.23%
Open Price: $180.74Close Price: $169.48
214.0000
LONG
2024-03-15 → 2024-03-18
+6.25%
Open Price: $163.57Close Price: $173.80
229.0000
LONG
2024-04-02 → 2024-04-08
+3.81%
Open Price: $166.63Close Price: $172.98
231.0000
LONG
2024-04-23 → 2024-04-24
+12.06%
Open Price: $144.68Close Price: $162.13
272.0000
LONG
2024-06-11 → 2024-06-12
+3.89%
Open Price: $170.66Close Price: $177.29
244.0000
LONG
2024-08-05 → 2024-08-07
-3.58%
Open Price: $198.88Close Price: $191.76
214.0000
LONG
2024-10-14 → 2024-10-24
+18.85%
Open Price: $219.16Close Price: $260.48
190.0000
LONG
2025-02-03 → 2025-02-07
-5.75%
Open Price: $383.68Close Price: $361.62
119.0000
LONG
2025-02-12 → 2025-02-13
+5.77%
Open Price: $336.51Close Price: $355.94
132.0000
LONG
2025-02-28 → 2025-03-04
-7.15%
Open Price: $292.98Close Price: $272.04
156.0000
LONG
2025-03-11 → 2025-03-12
+7.59%
Open Price: $230.58Close Price: $248.09
191.0000
LONG
2025-04-07 → 2025-04-08
-4.90%
Open Price: $233.29Close Price: $221.86
196.0000

Genetic Graph

陈暮霭
Human Creator
Published: 0 days agoFCS Score: 31.7
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