Parabolic SAR fliplongBacktest-Ergebnisse @ GLD • 10 Minutes
Eigenkapitalkurve
Der Backtest umfasst 12.5 months von GLD • 10 Minutes (SPDR Gold Trust) Daten, von July 22, 2024 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 12.5 months von GLD • 10 Minutes Kerzen getestet. Dieser Backtest ergab 339 Positionen, mit einer durchschnittlichen Gewinnrate von 46% und einem Risiko-Rendite-Verhältnis von 1.56. Wenn Sie annehmen, dass das 1.56 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 39.1, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 22.10% vs 37.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -8.40% vs -8.30% für das Asset
- Exposition: Exposition: 57.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 46.0%, vs 39.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.56
Mit dieser Exposition können Sie erkennen, dass Sie bei 57% Marktzeit 59.09% des Asset-Aufwärtspotenzials und 101.20% 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 @ GLD • 10 Minutes (22.1%) erklärt von Mike
Mike
AutorYo fam, this Parabolic SAR strategy on GLD is looking pretty decent! 🚀 Not gonna lie, the 22.1% net profit isn't crushing the buy & hold (37.4%), but there's some juicy stuff under the hood.
The risk metrics are what's getting me hyped here! That 1.56 risk/reward ratio is sweet, and we're running with a 46% win rate when we only need 39.1% to break even - that's a fat cushion right there! 💪 The max drawdown of -8.4% is totally manageable, especially for us Wendy's warriors who are used to seeing way scarier numbers in our portfolios lol.
The thing I'm really digging is the consistency - we're getting like 1.8 trades per day on average, so plenty of action without being too crazy. Plus that Sharpe ratio of 1.38 shows we're not just YOLOing here. Only thing that makes me a bit nervous is that 11-trade losing streak, but hey, that's what stop losses are for, right? If you're playing this with proper position sizing, this could be a solid addition to the portfolio! 🎯 Not financial advice though, just what I'd do with my tendies! 🍗
Tabellarische Metriken von Parabolic SAR flip getestet auf GLD • 10 Minutes
| Gesamttrades | 339 | Nettogewinn | 22.1% | Buy & Hold Gewinn | 37.4% |
| Gewinnrate | 46% | Risiko/Rendite-Verhältnis | 1.56 | Maximaler Drawdown | -8.4% |
| Asset Maximaler Drawdown | -8.3% | Exposition | 57.1% | Durchschn. Kerzen in Position | 15.8 |
| Sharpe-Ratio | 1.38 | Sortino-Ratio | 1.06 | Realisierte Volatilität | 11.46% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.9 | Max. Verlustserie | 11 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 54.4 | Durchschn. Trades pro Tag | 1.8 |
| Rendite Std Dev | 0.7 | Verlust Std Dev | 0.4 | Gewinn Std Dev | 0.6 |
| Erwartungswert | 0.2 | 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 |