Parabolic SAR fliplongBacktest-Ergebnisse @ PLTR • 1 Minute
Eigenkapitalkurve
Der Backtest umfasst 37 days von PLTR • 1 Minute (Palantir Technologies Inc.) 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 PLTR • 1 Minute Kerzen getestet. Dieser Backtest ergab 475 Positionen, mit einer durchschnittlichen Gewinnrate von 38% und einem Risiko-Rendite-Verhältnis von 1.51. Wenn Sie annehmen, dass das 1.51 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 39.8, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -4.00% vs 10.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -8.60% vs -12.90% für das Asset
- Exposition: Exposition: 56.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 38.0%, vs 39.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.51
Mit dieser Exposition können Sie erkennen, dass Sie bei 56% Marktzeit -38.46% des Asset-Aufwärtspotenzials und 66.67% 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 @ PLTR • 1 Minute (-4.0%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest results for this Parabolic SAR strategy on PLTR look quite problematic from mathematical perspective. The negative expectancy is already a red flag - you cannot make money with negative expectancy in long term.
The win rate of 38% combined with risk/reward of 1.51 is mathematically not viable. You need at least 39.8% win rate to break even with this risk/reward ratio, and you are below that threshold. The high number of trades (25.7 per day) makes these statistics quite reliable - this is not just random noise.
What concerns me most is that this strategy underperforms buy & hold by 14.4% (-4% vs +10.4%). The market exposure of 56.4% suggests the strategy is missing big chunks of upward movement while still taking unnecessary risks. With realized volatility data missing (NaN values), I cannot properly assess the risk-adjusted returns, but -8.6% maximum drawdown tells me risk management needs improvement.
I would not recommend trading this strategy in its current form. The mathematics simply don't work out. You either need to improve the win rate significantly or increase the risk/reward ratio. Perhaps adding additional confirmation signals could help filter out some of the losing trades.
Sarah
AutorMadre de dios, this strategy is a complete disaster! You're losing money in a bull market - that's like failing to sell water in the desert!
The market gave you a beautiful 10.4% move up, and your "brilliant" strategy managed to lose 4%. That's not just bad, that's spectacularly terrible! With 25 trades per day, you're basically paying your broker to help you lose money faster.
The win rate is pathetic - 38% when you need at least 39.8% just to break even? And those losing streaks... madre mía, 11 losses in a row! That must have been fun to watch, no? The max drawdown of 8.6% is like a kick in the teeth when the market was actually going up.
Look, I don't know who sold you on this Parabolic SAR nonsense, but they should be arrested for financial malpractice. This is what happens when people think they can just throw some indicators together and make money. The only thing "parabolic" here is how fast you're losing money.
Either completely rebuild this strategy from scratch or, better yet, just buy and hold like a normal person. At least then you'd be up 10.4% instead of down 4%. Sometimes the simplest solution is the best one, ¿no?
Tabellarische Metriken von Parabolic SAR flip getestet auf PLTR • 1 Minute
| Gesamttrades | 475 | Nettogewinn | -4.0% | Buy & Hold Gewinn | 10.4% |
| Gewinnrate | 38% | Risiko/Rendite-Verhältnis | 1.51 | Maximaler Drawdown | -8.6% |
| Asset Maximaler Drawdown | -12.9% | Exposition | 56.4% | Durchschn. Kerzen in Position | 10.9 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 770.3 | Durchschn. Trades pro Tag | 25.7 |
| Rendite Std Dev | 0.4 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.4 |
| Erwartungswert | -0.0 | Beta | 0.43 |
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 |