Bollinger band strategy on BTC?

Below is an interactive back-test report for a basic Bollinger-Band mean-reversion strategy on BTC-USD (daily data, 2020-01-01 → 2025-08-19). Key default settings the system filled in for you • Indicator: 20-day Bollinger Bands, 2-σ • Entry rule: go long when Close < Lower Band • Exit rule: close when Close ≥ Middle Band (20-day SMA) or after 20 holding days (whichever comes first) • Risk control: 10 % stop-loss These are standard parameters often quoted in the literature and give a reasonable first look at this style of strategy. ```jgy-json-canvas { "show_type": "jgyNewLowcode", "config": { "type": "iwcapp/stockBackTestTool", "version": "0.0.3", "url": "//cdn.ainvest.com/frontResources/s/foiegras/stockBackTestTool/0.0.3/stockBackTestTool@0.0.3index.js" }, "data": { "columns": [ { "index_name": "strategy_basic_info", "key": "strategy_basic_info", "type": "Object" }, { "index_name": "backtest_condition", "key": "backtest_condition", "type": "Object" }, { "index_name": "backtest_result", "key": "backtest_result", "type": "STR" } ], "datas": [ { "strategy_basic_info": { "name": "Bollinger Band Mean-Reversion Strategy", "description": "Long BTC when price closes below the 20-day lower Bollinger Band; exit when price rebounds to the 20-day moving average, with a 10 % stop-loss." }, "backtest_condition": { "object": { "display_name": "Object", "type": "ticker", "ticker": ["BTCUSD"] }, "open_signal": { "display_name": "Open Signal", "type": "criteria", "criteria": "Close < Lower Bollinger Band (20, 2-σ)" }, "sell_signal": { "display_name": "Close Signal", "type": "criteria", "criteria": "Close ≥ Middle Bollinger Band (20-day SMA) or 20-day holding" }, "risk_control": { "display_name": "Risk Control", "parameters": { "stop_loss": { "display_name": "Stop-Loss", "value": 10, "unit": "%" } } } }, "backtest_result": "https://resources.ainvest.com/aime-ainvest-integrated-application.backtest/784562/1810941305/a13078421afec3426f66a40c30a3a129/btc_bollinger_backtest.json" } ] } } ``` Open the module to explore full performance details (return curve, drawdown, trade log, etc.). If you’d like to tweak parameters (e.g., different Bollinger window, add profit-taking, or test on intraday data), just let me know!