Parabolic SAR fliplongBacktest-Ergebnisse @ TSLA • 10 Minutes
Eigenkapitalkurve
Der Backtest umfasst 12.5 months von TSLA • 10 Minutes (Tesla, Inc.) 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 TSLA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 375 Positionen, mit einer durchschnittlichen Gewinnrate von 43% und einem Risiko-Rendite-Verhältnis von 1.67. Wenn Sie annehmen, dass das 1.67 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 37.5, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 86.80% vs 24.40% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -30.80% vs -55.30% für das Asset
- Exposition: Exposition: 55.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 43.0%, vs 37.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.67
Mit dieser Exposition können Sie erkennen, dass Sie bei 56% Marktzeit 355.74% des Asset-Aufwärtspotenzials und 55.70% 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 @ TSLA • 10 Minutes (86.8%) erklärt von Mike, Sarah
Mike
AutorYo fam, these backtest results are looking pretty juicy! 🚀 Let me break it down for my trading homies.
First off, we're crushing it with that 86.8% net profit compared to TSLA's measly 24.4% buy & hold return. That's some serious alpha right there! The strategy is giving us about 2 trades per day, which is perfect for managing our Wendy's schedule while still catching those sweet moves. Win rate at 43% might look scary, but peep that 1.67 risk/reward ratio - we're literally printing money with those numbers! 💸
What really gets me hyped is that win rate leeway - we're sitting at 42% above what we need to be profitable. That's like having a massive safety net under our trading trapeze act! The max drawdown of 30.8% is way better than TSLA's raw drawdown of 55.3%, so we're actually taking less risk than just holding the stock. Those Sharpe and Sortino ratios are straight fire too! 🔥
Only thing that makes me a bit nervous is those losing streaks hitting 10 in a row - gotta make sure we size our positions right so we don't blow up our accounts during the rough patches. But overall, this strategy looks like it could be our ticket to trading full-time instead of flipping burgers! 🍔➡️💰
Sarah
AutorJesús Cristo, another delusional strategy that looks good on paper but will blow up your account faster than my ex-husband's credit card! Let me tell you why this is problematic, mi amigo.
First, that 43% win rate with 375 trades is actually not terrible considering the risk/reward ratio of 1.67. But holy mierda, a 30.8% drawdown? That's like jumping off a cliff and hoping your parachute works! No serious trader would accept this kind of risk - unless they're smoking something illegal. And trust me, I've seen enough traders go broke with "promising" strategies like this.
The market exposure of 55.7% tells me this strategy is basically gambling - you're in the market half the time without a clear edge. And those streaks! Dios mío, 10 consecutive losses? How many accounts would survive that? The average losing streak of 2.2 is actually worse than the winning streak of 1.7, which means you'll be bleeding money more consistently than making it.
Look, I know the 86.8% total profit looks sexy compared to buy & hold's 24.4%, but with that kind of drawdown and volatility, you'd need nerves of steel and a stomach of iron to actually trade this. And let's be honest - you probably have neither.
Tabellarische Metriken von Parabolic SAR flip getestet auf TSLA • 10 Minutes
| Gesamttrades | 375 | Nettogewinn | 86.8% | Buy & Hold Gewinn | 24.4% |
| Gewinnrate | 43% | Risiko/Rendite-Verhältnis | 1.67 | Maximaler Drawdown | -30.8% |
| Asset Maximaler Drawdown | -55.3% | Exposition | 55.7% | Durchschn. Kerzen in Position | 13.8 |
| Sharpe-Ratio | 1.70 | Sortino-Ratio | 2.25 | Realisierte Volatilität | 50.03% |
| Max. Gewinnserie | 9 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 10 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 60.2 | Durchschn. Trades pro Tag | 2.0 |
| Rendite Std Dev | 2.6 | Verlust Std Dev | 1.3 | Gewinn Std Dev | 2.6 |
| Erwartungswert | 0.2 | Beta | 0.52 |
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 |