Parabolic SAR fliplongBacktest-Ergebnisse @ WMT • 1 Minute
Eigenkapitalkurve
Der Backtest umfasst 37 days von WMT • 1 Minute (Walmart 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 WMT • 1 Minute Kerzen getestet. Dieser Backtest ergab 448 Positionen, mit einer durchschnittlichen Gewinnrate von 37% und einem Risiko-Rendite-Verhältnis von 1.62. Wenn Sie annehmen, dass das 1.62 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 38.2, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -0.80% vs -0.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -2.90% vs -5.10% für das Asset
- Exposition: Exposition: 55.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 37.0%, vs 38.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.62
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 114.29% des Asset-Aufwärtspotenzials und 56.86% 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 @ WMT • 1 Minute (-0.8%) erklärt von Mike
Mike
AutorYo fam, this Parabolic SAR strategy on WMT is giving me mixed vibes! 🤔 The volume is pretty sick with 24 trades per day - that's the kind of action I'm looking for at Wendy's when we're slinging burgers! 🍔
The stats are interesting but kinda sus tbh. That 37% win rate isn't great, but peep this - the average wins are bigger than the average losses (0.14% vs -0.08%). That's actually not terrible for scalping! The max drawdown is only -2.9% which is pretty chill compared to some of my previous YOLO plays 😅
Here's the thing though bros - the overall performance is slightly worse than buy & hold (-0.8% vs -0.7%). Not exactly the tendies we're looking for! But that Win Rate Leeway being positive is actually pretty bullish - means the strategy has room to breathe even with its current metrics. 💪
I might experiment with this on paper trading first before throwing my hard-earned Wendy's cash at it. Maybe add some extra confirmation indicators or tweak the exit rules? Always gotta protect that capital so we can buy that Lambo someday! 🚀
Tabellarische Metriken von Parabolic SAR flip getestet auf WMT • 1 Minute
| Gesamttrades | 448 | Nettogewinn | -0.8% | Buy & Hold Gewinn | -0.7% |
| Gewinnrate | 37% | Risiko/Rendite-Verhältnis | 1.62 | Maximaler Drawdown | -2.9% |
| Asset Maximaler Drawdown | -5.1% | Exposition | 55.1% | Durchschn. Kerzen in Position | 11.3 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 726.5 | Durchschn. Trades pro Tag | 24.2 |
| Rendite Std Dev | 0.2 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.1 |
| Erwartungswert | -0.0 | Beta | 0.51 |
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 |