Parabolic SAR fliplongBacktest-Ergebnisse @ GLD • 1 Minute
Eigenkapitalkurve
Der Backtest umfasst 37 days von GLD • 1 Minute (SPDR Gold Trust) Daten, von June 24, 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 37 days von GLD • 1 Minute Kerzen getestet. Dieser Backtest ergab 410 Positionen, mit einer durchschnittlichen Gewinnrate von 41% und einem Risiko-Rendite-Verhältnis von 1.06. Wenn Sie annehmen, dass das 1.06 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 48.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -4.40% vs -0.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -4.90% vs -4.80% für das Asset
- Exposition: Exposition: 56.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 41.0%, vs 48.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.06
Mit dieser Exposition können Sie erkennen, dass Sie bei 56% Marktzeit 488.89% des Asset-Aufwärtspotenzials und 102.08% 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 @ GLD • 1 Minute (-4.4%) erklärt von Alex C, Mike
Alex C
AutorZe numbers look quite problematic to me. Let me explain why I think zis strategy needs serious improvement before going live with it.
Ze first red flag is ze negative expectancy of -0.1 combined with ze relatively high number of trades (22.2 per day). Zis means you are essentially bleeding money slowly but steadily. Ze win rate of 41% is too low for such tight risk/reward ratio of 1.06. Even though ze leeway looks good on paper, ze fundamental problem is that you are not getting enough edge from each trade.
I am also concerned about ze market exposure of 56.1% - zis suggests ze strategy is keeping you in trades for too long with average holding time of 12.7 candles. For a 1-minute timeframe strategy, zis seems excessive and likely causes unnecessary exposure to market noise. Ze high drawdown of -4.9% relative to ze overall performance is another warning sign that ze risk management needs improvement.
In meine opinion, you should either adjust ze entry/exit parameters to get a better win rate above 50%, or increase ze reward/risk ratio significantly above 2.0. Ze current setup appears mathematically suboptimal based on ze statistics. Consider adding more confirmation signals or tightening ze stop losses.
Mike
AutorYo fam, looking at these numbers for the Parabolic SAR flip strategy on GLD - it's giving me some mixed vibes 🤔
The activity is pretty lit with 22 trades per day on average, which means plenty of opportunities to catch those moves! That's the kind of action I'm looking for while flipping burgers at Wendy's 🍔. The win rate leeway being way above minimal is actually pretty sweet - means there's room for the strategy to breathe.
But here's where it gets kinda sus - we're looking at a -4.4% net profit over 37 days with a 41% win rate. That's not exactly the kind of gain porn I was hoping to post on WSB 😅. The max drawdown of -4.9% isn't terrible, but combined with the negative performance, it's giving me more red flags than my manager when I'm late for my shift. The risk/reward ratio of 1.06 is actually decent, but we need better execution to make this work.
Maybe with some tweaking to the entry/exit conditions, this could be turned into something more promising. The bones are there - good trade frequency, decent R/R ratio, healthy win rate leeway. But right now, it's more like eating a Baconator without the bacon, if you know what I mean 🍔. Not ready for real money yet, but definitely worth experimenting with! 🚀
Tabellarische Metriken von Parabolic SAR flip getestet auf GLD • 1 Minute
| Gesamttrades | 410 | Nettogewinn | -4.4% | Buy & Hold Gewinn | -0.9% |
| Gewinnrate | 41% | Risiko/Rendite-Verhältnis | 1.06 | Maximaler Drawdown | -4.9% |
| Asset Maximaler Drawdown | -4.8% | Exposition | 56.1% | Durchschn. Kerzen in Position | 12.7 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 8 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 10 |
| Durchschn. Verlustserie | 2.3 | Durchschn. Trades pro Monat | 664.9 | Durchschn. Trades pro Tag | 22.2 |
| Rendite Std Dev | 0.2 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.1 |
| Erwartungswert | -0.1 | Beta | 0.59 |
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 |