Parabolic SAR fliplongBacktest-Ergebnisse @ BTCUSDT • 1 Hour
Eigenkapitalkurve
Der Backtest umfasst 13.9 months von BTCUSDT • 1 Hour (Bitcoin vs Tether, Binance US) Daten, von June 10, 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 13.9 months von BTCUSDT • 1 Hour Kerzen getestet. Dieser Backtest ergab 413 Positionen, mit einer durchschnittlichen Gewinnrate von 42% 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 stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 40.10% vs 65.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -25.50% vs -30.60% für das Asset
- Exposition: Exposition: 55.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 42.0%, vs 38.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.62
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 61.22% des Asset-Aufwärtspotenzials und 83.33% des Asset-Abwärtspotenzials erhalten.
Parabolic SAR flip: Position eingehen wenn
All of the following: # India 60min Parabolic SAR (0.02, 0.02, 0.2, 0) < 60min Chart(close)
Parabolic SAR flip: Position verlassen wenn
Exits as soon as None of the entry conditions are true any more.
Parabolic SAR flip @ BTCUSDT • 1 Hour (40.1%) erklärt von Mike
Mike
AutorYo fam, this Parabolic SAR strategy is looking pretty interesting! 🚀 The win rate might seem a bit low at 42%, but check out that juicy 1.62 risk/reward ratio - we're actually making more on our winners than we're losing on our L's. That's why we're still profitable even with more losing trades than winners!
I'm loving that we're getting about 2 trades per day - that's perfect for someone like me working at Wendy's since I can't be glued to the charts 24/7 💪 The 40.1% total profit isn't too shabby, though we're underperforming buy & hold (65.5%). But hey, we're only exposed to the market 55.3% of the time, so we're taking way less risk! Plus, that max drawdown of -25.5% is better than Bitcoin's -30.6%, so we're managing risk pretty well.
One thing that's got me hyped is that 41.62% win rate leeway - means we've got plenty of room for error and the strategy should stay profitable even if market conditions get a bit rough. The Sharpe ratio of 0.96 isn't mind-blowing but it's decent enough for a crypto strategy. LFG! 🌙 Just gotta be ready for those losing streaks (max 8 in a row), but that's part of the game! 💎🙌
Tabellarische Metriken von Parabolic SAR flip getestet auf BTCUSDT • 1 Hour
| Gesamttrades | 413 | Nettogewinn | 40.1% | Buy & Hold Gewinn | 65.5% |
| Gewinnrate | 42% | Risiko/Rendite-Verhältnis | 1.62 | Maximaler Drawdown | -25.5% |
| Asset Maximaler Drawdown | -30.6% | Exposition | 55.3% | Durchschn. Kerzen in Position | 12.4 |
| Sharpe-Ratio | 0.96 | Sortino-Ratio | 0.74 | Realisierte Volatilität | 37.54% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.9 | Max. Verlustserie | 8 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 59.6 | Durchschn. Trades pro Tag | 2.0 |
| Rendite Std Dev | 1.9 | Verlust Std Dev | 0.8 | Gewinn Std Dev | 1.8 |
| Erwartungswert | 0.1 | 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 |