Bollinger Bands Strategy on AAPL

2016-08-20 to 2026-08-20 · Initial Capital: $10,000 · Shared 2026-08-20

This Bollinger Bands Strategy was backtested on AAPL from 2016-08-20 to 2026-08-20 with an initial capital of $10,000. It achieved a 8.0% compound annual growth rate (CAGR) with a Sharpe ratio of 8.64 and a maximum drawdown of 17.0%. The strategy executed 25 trades with a 72.0% win rate.

Performance Metrics

Total Return
103.0%
CAGR
8.0%
Sharpe Ratio
8.64
Max Drawdown
17.0%
Win Rate
72.0%
Total Trades
25
Profit Factor
3.52
Volatility
N/A%

Strategy Parameters

period 20
std_dev 2
use_middle_band False

Test This Strategy Yourself

Pre-loaded with these exact parameters. Modify the dates, capital, or ticker to compare your own results.

Backtest Bollinger Bands Strategy on AAPL
Configuration
Strategy Bollinger Bands Strategy
Ticker AAPL
Period 2016-08-20 to 2026-08-20
Capital $10,000
Interval 1d