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Based on Real Binance DataSpot
BTC · Bollinger · 1년 (365일)(bb_period: 20, bb_std: 2, adx_threshold: 25, stop_multiplier: 1.5)

BTC Bollinger (1Y)
-3.02% ROI

BTC Bollinger (bb_period=20, bb_std=2.0, adx_threshold=25, stop_multiplier=1.5) — 1Y 실제 데이터 백테스트

ROI
-3.02%
MDD
11.12%
Sharpe
-0.13
Win Rate
55.6%
Trades
9
Profit Factor
0.78
Avg Trade
-0.31%
Best Trade
+3.48%
Worst Trade
-5.87%
Composite Score
24.3
Overall Ranking
Top 22.2%

Performance Chart

Real Data

Strategy Parameters

bb_period
20
bb_std
2
adx_threshold
25
stop_multiplier
1.5
🔥

This strategy ranks in the top 22.2% of 780 tested strategies

Based on real Binance market data — 2026-04-16

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Snapshot: 2026-04-16 (same data, same result)

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BTC Bollinger (1Y) — ROI -3.02% | AlphaForge