Parabolic SAR fliplongBacktest-Ergebnisse @ TSLA • 1 Minute
Eigenkapitalkurve
Der Backtest umfasst 37 days von TSLA • 1 Minute (Tesla, 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 TSLA • 1 Minute Kerzen getestet. Dieser Backtest ergab 464 Positionen, mit einer durchschnittlichen Gewinnrate von 38% und einem Risiko-Rendite-Verhältnis von 1.53. Wenn Sie annehmen, dass das 1.53 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 39.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -5.00% vs -9.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -11.00% vs -15.90% für das Asset
- Exposition: Exposition: 55.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 38.0%, vs 39.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.53
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 50.51% des Asset-Aufwärtspotenzials und 69.18% 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 @ TSLA • 1 Minute (-5.0%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results shows some interessting patterns, but I am not convinced this is ready for real trading yet. The strategy produces quite many trades - 25 per day is a lot and will result in high trading fees that will eat into your profits.
The win rate of 38% is below what we need for profitable trading, even though the Risk/Reward ratio of 1.53 looks decent. What worries me most is the high number of losing trades in combination with the relatively long losing streaks. Nine losses in a row can be very tough psychologically, even if you trade with proper position sizing. The drawdown of 11% is also concerning and needs to be addressed.
I would suggest to add additional filters to reduce the number of trades and improve the win rate. Maybe consider using momentum indicators like RSI or looking at higher timeframes for confirmation. The strategy beats buy & hold in this period, but that alone is not enough to conclude it will work reliably. We should test it on different market conditions and longer timeframes before considering real money trades.
Mike
AutorYo fam, this TSLA strategy is giving me some mixed vibes! 🤔 The -5% net profit looks rough at first, but check this out - it actually beat buy & hold by nearly 5%! That's actually not too shabby in a down market. Plus, we're getting like 25 trades per day which means lots of opportunities to catch those moves! 🚀
The win rate at 38% might look kinda sus, but peep that risk/reward ratio of 1.53 - our winners are bigger than our losers! And that win rate leeway is absolutely bonkers at 3760% above what we need. That's some serious cushion right there! The max drawdown of -11% is also better than TSLA's raw drawdown of -15.9%, so we're actually managing risk pretty well. 💪
I'd probably tweak this a bit to try getting that win rate up closer to 45-50%, maybe by adding some confirmation signals. But overall, this could be a decent base to build on, especially since it's showing it can outperform in a bear market. Just gotta keep those position sizes reasonable and maybe save some dry powder for dips. Not financial advice tho, just a Wendy's worker dreaming big! 🍔📈
Sarah
AutorMadre mía, this strategy is a complete disaster! Let me tell you why I want to throw up when I see these numbers.
First of all, you're losing money (-5%) in a market that's already down (-9.9%). Congratulations, you managed to lose less than buy & hold, but that's like being proud of being the fastest snail in the race! And with 464 trades? You're feeding your broker more than your portfolio, idiota!
The most pathetic part is your win rate - only 38%? Are you serious? You're literally worse than a coin flip! And those streaks... 9 consecutive losses? That's not a trading strategy, that's financial self-harm! With a max drawdown of 11%, you're basically turning your account into a rollercoaster of pain.
25 trades per day is pure madness with these metrics. You're basically saying "Hey, I want to be wrong 25 times a day!" The only positive thing I see is the win/loss ratio of 1.53, but it's completely negated by your terrible win rate. It's like having a Ferrari with no engine!
Mi consejo? Throw this strategy in the garbage where it belongs. And please, por favor, learn some basic trading principles before you blow up your account completely!
Tabellarische Metriken von Parabolic SAR flip getestet auf TSLA • 1 Minute
| Gesamttrades | 464 | Nettogewinn | -5.0% | Buy & Hold Gewinn | -9.9% |
| Gewinnrate | 38% | Risiko/Rendite-Verhältnis | 1.53 | Maximaler Drawdown | -11.0% |
| Asset Maximaler Drawdown | -15.9% | Exposition | 55.3% | Durchschn. Kerzen in Position | 10.9 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.7 | Durchschn. Trades pro Monat | 752.4 | Durchschn. Trades pro Tag | 25.1 |
| Rendite Std Dev | 0.4 | Verlust Std Dev | 0.2 | Gewinn Std Dev | 0.3 |
| Erwartungswert | -0.1 | Beta | 0.23 |
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 |