Meta Bollinger Dip Buy
Mean reversionBuys a close below the lower Bollinger band and exits back at the middle band.
Strategy
Backtest
META
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+50.65%
Realized +50.65% / Unrealized 0.00%
Sharpe Ratio
0.84
Max Drawdown
12.39%
Win Rate
64.79%
Profit Factor
1.84
Condition Status
Entry0/1 met
price < BB563.27 vs 542.78
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $303.246 | $295.701 | 313.3400 | $-2382.85 | -2.51% | $18.77 | Market | compare | 4d 22h | 19 | 4.93% | 0.73% | Signal | 100% |
buy | $308.562 | $304.974 | 300.6039 | $-1096.92 | -1.18% | $18.44 | Market | compare | 5d 5h | 26 | 3.34% | 1.22% | Signal | 100% |
buy | $296.009 | $288.162 | 309.8301 | $-2449.28 | -2.67% | $18.10 | Market | compare | 5d | 21 | 7.31% | 0.95% | Signal | 100% |
buy | $278.836 | $290.372 | 320.5488 | +$3679.66 | +4.12% | $18.25 | Market | compare | 2d 23h | 6 | 0.46% | 4.52% | Signal | 100% |
buy | $293.949 | $303.539 | 315.9467 | +$3011.21 | +3.24% | $18.88 | Market | compare | 1d | 7 | 0.22% | 3.89% | Signal | 100% |
buy | $293.039 | $302.21 | 326.7356 | +$2977.03 | +3.11% | $19.45 | Market | compare | 20h | 3 | 0.08% | 3.98% | Signal | 100% |
buy | $312.873 | $321.446 | 315.0737 | +$2681.18 | +2.72% | $19.99 | Market | compare | 3d 2h | 9 | 0.16% | 2.86% | Signal | 100% |
buy | $313.343 | $314.097 | 322.7011 | +$223.23 | +0.22% | $20.25 | Market | compare | 3d 20h | 10 | 2.19% | 1.05% | Signal | 100% |
buy | $307.001 | $296.921 | 330.0412 | $-3347.01 | -3.30% | $19.93 | Market | compare | 2d 5h | 19 | 8.99% | 0.64% | Signal | 100% |
buy | $335.427 | $339.622 | 292.6239 | +$1207.80 | +1.23% | $19.75 | Market | compare | 1d 18h | 8 | 0.84% | 1.33% | Signal | 100% |
Showing 1–10 of 71 trades
Past performance does not guarantee future results. Hypothetical.