Parabolic SAR fliplongBacktest-Ergebnisse @ NVDA • 10 Minutes
Eigenkapitalkurve
Der Backtest umfasst 12.5 months von NVDA • 10 Minutes (NVIDIA Corporation) 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 NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 388 Positionen, mit einer durchschnittlichen Gewinnrate von 44% und einem Risiko-Rendite-Verhältnis von 1.42. Wenn Sie annehmen, dass das 1.42 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 41.3, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 24.30% vs 45.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -28.00% vs -42.80% für das Asset
- Exposition: Exposition: 58.20% Zeit im Markt
- Gewinnrate: Gewinnrate: 44.0%, vs 41.3% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.42
Mit dieser Exposition können Sie erkennen, dass Sie bei 58% Marktzeit 54.00% des Asset-Aufwärtspotenzials und 65.42% 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 @ NVDA • 10 Minutes (24.3%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some promising characteristics, but I am not fully convinced about its robustness. The win rate of 44% combined with a risk/reward ratio of 1.42 gives us positive expectancy, which is mathematically sound. However, the market exposure of 58.2% while achieving only 24.3% profit versus buy & hold's 45% suggests the strategy is not optimal for this particular asset.
What concerns me most is the relatively high maximum drawdown of 28%. For a strategy trading NVDA, which is known for its volatility, this might be too aggressive. The Sharpe ratio of 1.39 and Sortino of 2.03 are acceptable, but not outstanding. I would expect better risk-adjusted returns when trading such a volatile asset. The trading frequency of 2.1 trades per day seems reasonable and should keep transaction costs manageable, assuming you have good commission rates.
Before implementing this live, I would suggest running additional tests with different parameter settings for the Parabolic SAR. The current settings might be too sensitive, leading to many false signals. Also, I would recommend testing the strategy on different market regimes to ensure it's not overfitted to the current market conditions.
Mike
AutorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 Got me hyped about those risk metrics - that Sortino ratio of 2.03 is straight fire and the Sharpe's not too shabby either at 1.39.
I'm digging how this strategy keeps you safer than raw NVDA exposure - look at that max drawdown of 28% compared to NVDA's scary 42.8% dive! The beta of 0.50 means we're only taking half the market risk, which is perfect for us Wendy's warriors trying to preserve our hard-earned tendies 🍗. The win rate at 44% might look meh at first, but with that 1.42 risk/reward ratio, we're actually crushing it - that's why we've got that sweet 43.59% win rate leeway!
The only thing making me a bit 😬 is that we're underperforming buy & hold (24.3% vs 45%). But hey, we're getting these gains with way less risk and market exposure! Plus, averaging 2 trades a day means we can still flip those burgers while trading. This could be a solid strategy to YOLO some of that paycheck into, especially if you can't watch the market 24/7. Just gotta be ready for those 9-trade losing streaks - they'll test your diamond hands for sure! 💎🙌
Sarah
AutorMadre de dios, this strategy is a complete desaster! I can't believe someone would even consider trading this garbage. Let me tell you why this is terrible, mi amigo.
First, the strategy severely underperforms buy & hold - 24.3% vs 45.0%. That's pathetic! You're basically losing money by being too smart for your own good. And with a maximal drawdown of 28%, you're taking enormous risks for mediocre returns. That's like jumping out of an airplane with a broken parachute!
The win rate is absolute basura - only 44%! Even though the Risk/Reward is decent at 1.42, you're still getting beaten up constantly. Two trades per day with this win rate means you'll be losing most days. Do you enjoy losing money? Because that's what you'll be doing with this estrategia terrible.
The only slightly positive thing is the win rate leeway, but that's like saying "hey, at least the Titanic had nice furniture!" The strategy is fundamentally flawed and needs to be completely redesigned or thrown in la basura where it belongs. Sorry to be so harsh, but someone needs to tell you the truth!
Tabellarische Metriken von Parabolic SAR flip getestet auf NVDA • 10 Minutes
| Gesamttrades | 388 | Nettogewinn | 24.3% | Buy & Hold Gewinn | 45.0% |
| Gewinnrate | 44% | Risiko/Rendite-Verhältnis | 1.42 | Maximaler Drawdown | -28.0% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 58.2% | Durchschn. Kerzen in Position | 14.0 |
| Sharpe-Ratio | 1.39 | Sortino-Ratio | 2.03 | Realisierte Volatilität | 33.32% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 9 |
| Durchschn. Verlustserie | 2.3 | Durchschn. Trades pro Monat | 62.2 | Durchschn. Trades pro Tag | 2.1 |
| Rendite Std Dev | 1.7 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 1.4 |
| Erwartungswert | 0.1 | Beta | 0.5 |
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 |