Parabolic SAR fliplongBacktest-Ergebnisse @ EURUSD • 1 Minute
Eigenkapitalkurve
Der Backtest umfasst 9 days von EURUSD • 1 Minute (Euro vs USD spot (Interactive Brokers)) Daten, von July 23, 2025 bis July 31, 2025.
Die Eigenkapitalkurve zeigt die Leistung der Strategie im Zeitverlauf. Sie sollten sie mit der Buy & Hold Performance des Assets vergleichen. Im Allgemeinen sollte der blaue Bereich deutlich über dem grauen Bereich liegen.
Drawdown zeigt, wie viel Verluste (realisiert oder nicht realisiert) die Strategie im Vergleich zum höchsten Eigenkapitalpeak hatte. Vergleichen Sie dies mit dem Drawdown des Assets, um zu sehen, ob Ihre Strategie eine anständige Arbeit leistet, Sie von Abwärtsvolatilität zu isolieren. Im Allgemeinen muss der rote Bereich gut innerhalb des grauen Bereichs liegen.
Also haben wir Parabolic SAR flip über 9 days von EURUSD • 1 Minute Kerzen getestet. Dieser Backtest ergab 431 Positionen, mit einer durchschnittlichen Gewinnrate von 37% und einem Risiko-Rendite-Verhältnis von 1.28. Wenn Sie annehmen, dass das 1.28 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 43.9, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -1.70% vs -2.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -1.90% vs -3.30% für das Asset
- Exposition: Exposition: 54.50% Zeit im Markt
- Gewinnrate: Gewinnrate: 37.0%, vs 43.9% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.28
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 62.96% des Asset-Aufwärtspotenzials und 57.58% des Asset-Abwärtspotenzials erhalten.
Parabolic SAR flip: Position eingehen wenn
All of the following: # India 1min Parabolic SAR (0.02, 0.02, 0.2, 0) < 1min Chart(close)
Parabolic SAR flip: Position verlassen wenn
Exits as soon as None of the entry conditions are true any more.
Parabolic SAR flip @ EURUSD • 1 Minute (-1.7%) erklärt von Alex C, Mike
Alex C
AutorThe backtest results for this Parabolic SAR strategy show some interesting patterns, but I have serious concerns about its viability.
First the positives: The strategy shows good activity with 431 trades over 9 days, which gives us statistical relevance. The market exposure of 54.5% is reasonable, and the strategy actually outperformed buy & hold by 1%. The win rate leeway being positive is also nice to see.
However, the fundamentals are problematic. A 37% win rate combined with nearly equal average win/loss sizes (both around 0.03%) creates negative expectancy of -0.1. This means the strategy loses money systematically. The high trading frequency (107.8 trades per day!) would also result in significant transaction costs in real trading which would make the -1.7% net loss even worse. The maximum drawdown of -1.9% relative to the small average trade size indicates poor risk management.
I would not recommend trading this strategy live. The mathematical foundation is not sound - you need either higher win rate or better reward/risk ratio to achieve positive expectancy. I would suggest optimizing the exit conditions to let winners run longer while cutting losses quicker. The entry signal might also need refinement since current win rate is too low for profitable trading.
Mike
AutorYo fam, this SAR flip strategy on EURUSD is pretty wild! 🎢 Running over 100 trades per day is some serious action, reminds me of my first week behind the Wendy's grill! 🍔
Looking at these numbers though, I'm getting some mixed vibes. The -1.7% net profit isn't exactly lambo territory 🚗, but check this out - it's actually beating buy & hold by a full percent! The max drawdown is only -1.9% which is super chill compared to some of the YOLO plays I've seen on the forums. Plus that 36.56% win rate leeway is actually kinda fire 🔥 - means the strategy has room to breathe even when the market gets choppy.
Here's what's got me thinking though - with a 37% win rate and basically equal average wins and losses (both around 0.03%), we might need to tweak this bad boy a bit. Maybe tighten up those exits or let the winners run longer? Still, the fact that it's staying competitive with the market while only being exposed 54.5% of the time is pretty based. Might be worth paper trading this for a bit before going in with real tendies. 💎🙌
Tabellarische Metriken von Parabolic SAR flip getestet auf EURUSD • 1 Minute
| Gesamttrades | 431 | Nettogewinn | -1.7% | Buy & Hold Gewinn | -2.7% |
| Gewinnrate | 37% | Risiko/Rendite-Verhältnis | 1.28 | Maximaler Drawdown | -1.9% |
| Asset Maximaler Drawdown | -3.3% | Exposition | 54.5% | Durchschn. Kerzen in Position | 11.4 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 3232.5 | Durchschn. Trades pro Tag | 107.8 |
| Rendite Std Dev | 0.0 | Verlust Std Dev | 0.0 | Gewinn Std Dev | 0.0 |
| Erwartungswert | -0.1 | Beta | 0.46 |
Alle Backtests für Parabolic SAR flip
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 55% | (-2.7%/0.5%) -5.40x | (-3.4%/-4.4%) 0.77x | 36 | 1.5 |
EURUSD • 1 Minute | 55% | (-1.7%/-2.7%) 0.63x | (-1.9%/-3.3%) 0.58x | 37 | 1.3 |
GLD • 1 Minute | 56% | (-4.4%/-0.9%) 4.89x | (-4.9%/-4.8%) 1.02x | 41 | 1.1 |
NVDA • 1 Minute | 56% | (11.3%/20.6%) 0.55x | (-3.2%/-5.3%) 0.60x | 40 | 2.0 |
PLTR • 1 Minute | 56% | (-4.0%/10.4%) -0.38x | (-8.6%/-12.9%) 0.67x | 38 | 1.5 |
SPY • 1 Minute | 58% | (1.4%/4.0%) 0.35x | (-2.0%/-1.5%) 1.33x | 41 | 1.6 |
TSLA • 1 Minute | 55% | (-5.0%/-9.9%) 0.51x | (-11.0%/-15.9%) 0.69x | 38 | 1.5 |
WMT • 1 Minute | 55% | (-0.8%/-0.7%) 1.14x | (-2.9%/-5.1%) 0.57x | 37 | 1.6 |
BTCUSDT • 10 Minutes | 57% | (3.2%/4.7%) 0.68x | (-10.6%/-11.7%) 0.91x | 39 | 1.6 |
EURUSD • 10 Minutes | 56% | (-1.3%/0.6%) -2.17x | (-2.3%/-3.6%) 0.64x | 40 | 1.4 |
GLD • 10 Minutes | 57% | (22.1%/37.4%) 0.59x | (-8.4%/-8.3%) 1.01x | 46 | 1.6 |
NVDA • 10 Minutes | 58% | (24.3%/45.0%) 0.54x | (-28.0%/-42.8%) 0.65x | 44 | 1.4 |
PLTR • 10 Minutes | 60% | (121.1%/459.2%) 0.26x | (-45.7%/-46.5%) 0.98x | 47 | 1.5 |
SPY • 10 Minutes | 59% | (7.9%/14.1%) 0.56x | (-16.1%/-20.7%) 0.78x | 44 | 1.4 |
TSLA • 10 Minutes | 56% | (86.8%/24.4%) 3.56x | (-30.8%/-55.3%) 0.56x | 43 | 1.7 |
WMT • 10 Minutes | 58% | (37.0%/38.7%) 0.96x | (-12.4%/-23.8%) 0.52x | 45 | 1.7 |
BTCUSDT • 1 Hour | 55% | (40.1%/65.5%) 0.61x | (-25.5%/-30.6%) 0.83x | 42 | 1.6 |
EURUSD • 1 Hour | 55% | (-3.2%/3.5%) -0.91x | (-7.5%/-9.0%) 0.83x | 39 | 1.5 |
GLD • 1 Hour | 55% | (61.4%/118.5%) 0.52x | (-21.7%/-22.2%) 0.98x | 43 | 1.8 |
NVDA • 1 Hour | 58% | (1284.1%/3304.6%) 0.39x | (-42.2%/-68.0%) 0.62x | 47 | 1.8 |
PLTR • 1 Hour | 55% | (538.0%/1459.0%) 0.37x | (-77.3%/-86.6%) 0.89x | 42 | 2.0 |
SPY • 1 Hour | 61% | (70.4%/104.7%) 0.67x | (-14.9%/-35.1%) 0.42x | 45 | 1.6 |
TSLA • 1 Hour | 56% | (5558.2%/1240.0%) 4.48x | (-40.4%/-75.1%) 0.54x | 44 | 2.4 |
WMT • 1 Hour | 57% | (100.4%/142.7%) 0.70x | (-18.3%/-26.9%) 0.68x | 43 | 1.8 |
BTCUSDT • Daily | 57% | (379.6%/1339.3%) 0.28x | (-68.0%/-76.6%) 0.89x | 43 | 2.3 |
EURUSD • Daily | 55% | (-1.5%/8.0%) -0.19x | (-17.8%/-23.3%) 0.76x | 37 | 1.7 |
GLD • Daily | 57% | (301.4%/585.6%) 0.51x | (-23.7%/-45.3%) 0.52x | 46 | 1.9 |
NVDA • Daily | 59% | (14739.3%/417479.9%) 0.04x | (-76.5%/-90.0%) 0.85x | 46 | 2.0 |
PLTR • Daily | 57% | (559.1%/1476.3%) 0.38x | (-50.4%/-84.9%) 0.59x | 49 | 2.7 |
SPY • Daily | 65% | (117.1%/1354.3%) 0.09x | (-48.3%/-56.7%) 0.85x | 47 | 1.4 |
TSLA • Daily | 57% | (440.9%/25131.3%) 0.02x | (-75.3%/-75.0%) 1.00x | 37 | 2.6 |
WMT • Daily | 59% | (476.7%/10620.7%) 0.04x | (-60.7%/-50.6%) 1.20x | 45 | 1.6 |