1 day · base costs
-0.462%2026-09-08–2026-09-09
- Gross return
- -0.451%
- Funding
- -0.010%
- Trading costs
- -0.000%
- Turnover
- 0.003
- Net return
- -0.462%
Public repository
- Pinned source
- Pinned commit source
- Commit
942d9cd326ea7a5ec9a033ef7bf6e615faafa4c7- Source path
clawquant/strategies_builtin/bollinger_bands.py- Source SHA-256
1e04bdcec2b71f47fecaaba05435224979b8289cb10d26f960fccbd5f08f259d- License
- MIT · License file
How it works
Buy when close is at or below the lower Bollinger band; liquidate when close is at or above the upper band.
- Rule settings
- Fixed to the tested strategy
- Decision interval
- 1h
- Markets
- BTC, ETH, SOL
Recent simulated results
7 days · base costs
+0.961%2026-09-02–2026-09-09
- Gross return
- +2.171%
- Funding
- -0.094%
- Trading costs
- -1.116%
- Turnover
- 7.462
- Net return
- +0.961%
1 day · stress costs
-0.463%2026-09-08–2026-09-09
- Gross return
- -0.452%
- Funding
- -0.010%
- Trading costs
- -0.001%
- Turnover
- 0.003
- Net return
- -0.463%
7 days · stress costs
-0.166%2026-09-02–2026-09-09
- Gross return
- +2.151%
- Funding
- -0.093%
- Trading costs
- -2.223%
- Turnover
- 7.468
- Net return
- -0.166%
Simulated results do not predict future results.