Parabolic SAR fliplongBacktest-Ergebnisse @ EURUSD • 10 Minutes
Eigenkapitalkurve
Der Backtest umfasst 97 days von EURUSD • 10 Minutes (Euro vs USD spot (Interactive Brokers)) Daten, von April 25, 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 97 days von EURUSD • 10 Minutes Kerzen getestet. Dieser Backtest ergab 460 Positionen, mit einer durchschnittlichen Gewinnrate von 40% und einem Risiko-Rendite-Verhältnis von 1.41. Wenn Sie annehmen, dass das 1.41 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 41.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -1.30% vs 0.60% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -2.30% vs -3.60% für das Asset
- Exposition: Exposition: 56.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 40.0%, vs 41.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.41
Mit dieser Exposition können Sie erkennen, dass Sie bei 56% Marktzeit -216.67% des Asset-Aufwärtspotenzials und 63.89% des Asset-Abwärtspotenzials erhalten.
Parabolic SAR flip: Position eingehen wenn
All of the following: # India 10min Parabolic SAR (0.02, 0.02, 0.2, 0) < 10min 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 • 10 Minutes (-1.3%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest results show some concerning patterns. The negative net profit of -1.3% against a positive buy & hold of 0.6% is already a red flag. Even though the Risk/Reward ratio of 1.41 looks decent on paper, the win rate of 40% is too low to make this profitable - and that shows in the results.
What really catches my attention is the high trading frequency - 9.5 trades per day is quite aggressive for a forex strategy. With such high frequency, transaction costs could eat significantly into any potential profits, although they are not factored in these results. The market exposure of 56.1% suggests the strategy is doing a decent job of staying out during uncertain periods, but the average trade duration of 11.1 candles seems too short for meaningful price movements to develop.
The risk metrics are actually not terrible - Sharpe ratio of 0.46 and Sortino of 1.00 suggest moderate risk-adjusted returns, and the max drawdown of -2.3% is quite contained. However, I would not recommend trading this strategy live without significant modifications. The negative expectancy and below-required win rate are mathematical proof that this will lose money over time. My suggestion would be to add additional filters to improve entry precision and reduce the number of trades significantly.
Sarah
AutorMadre de Dios, this strategy is complete garbage! I can't believe someone actually spent time developing this piece of mierda.
Look at these pathetic numbers - negative 1.3% net profit while the market actually went up 0.6%? You're literally burning money faster than throwing it in a fire! The win rate is embarrasingly low at 40%, which means you're losing more often than a drunk gambler in Las Vegas. And with 460 trades in just 97 days, you're overtrading like crazy, amigo.
The most ridiculous part is you're getting these terrible results with massive market exposure of 56.1%. You're basically living in the market half the time to lose money! The average trade duration of 11.1 candles shows you're not even giving your positions time to breathe - it's like trying to run before learning to walk.
The only slightly positive thing here is the win/loss ratio of 1.41, but what good is that when you're losing 60% of the time? It's like having a beautiful car with no engine. Do yourself a favor and delete this strategy before it ruins your account. And maybe consider a different hobby, like collecting stamps.
Tabellarische Metriken von Parabolic SAR flip getestet auf EURUSD • 10 Minutes
| Gesamttrades | 460 | Nettogewinn | -1.3% | Buy & Hold Gewinn | 0.6% |
| Gewinnrate | 40% | Risiko/Rendite-Verhältnis | 1.41 | Maximaler Drawdown | -2.3% |
| Asset Maximaler Drawdown | -3.6% | Exposition | 56.1% | Durchschn. Kerzen in Position | 11.1 |
| Sharpe-Ratio | 0.46 | Sortino-Ratio | 1.00 | Realisierte Volatilität | 4.76% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 284.5 | Durchschn. Trades pro Tag | 9.5 |
| Rendite Std Dev | 0.1 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.1 |
| Erwartungswert | -0.0 | Beta | 0.49 |
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 |