Parabolic SAR fliplongBacktest-Ergebnisse @ EURUSD • 1 Hour
Eigenkapitalkurve
Der Backtest umfasst 19.5 months von EURUSD • 1 Hour (Euro vs USD spot (Interactive Brokers)) Daten, von December 25, 2023 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 19.5 months von EURUSD • 1 Hour Kerzen getestet. Dieser Backtest ergab 417 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 1.49. Wenn Sie annehmen, dass das 1.49 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 40.2, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -3.20% vs 3.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -7.50% vs -9.00% für das Asset
- Exposition: Exposition: 55.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 40.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.49
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit -91.43% 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 @ EURUSD • 1 Hour (-3.2%) erklärt von Sarah
Sarah
AutorDios mío, this strategy is absolute garbage! Let me tell you why you should throw this piece of junk directly to trash where it belongs.
First of all, you are losing money (-3.2% net profit) while the market is actually going up (+3.5%). This is embarassing! You would do better by simply buying and holding, or better yet, keeping your money under your mattress. The win rate of 39% is pathetic - you are literally losing more than 6 out of 10 trades! And with such mediocre average wins (0.29%) compared to losses (-0.19%), this is recipe for disaster.
The risk metrics are even more terrible if that's possible. A negative Sharpe ratio of -0.99 means you are taking on risk for negative returns - this is what we call "being stupid with extra steps". The maximum drawdown of -7.5% shows how much pain you would have to endure for absolutely no reward.
Look, I don't mean to be rude (well, actually I do), but whoever designed this strategy should probably find another hobby. Maybe collecting stamps? At least then they wouldn't be losing money. The only positive thing I can say is that you have good win rate leeway - but that's like complementing the color of lifeboats on the Titanic.
Tabellarische Metriken von Parabolic SAR flip getestet auf EURUSD • 1 Hour
| Gesamttrades | 417 | Nettogewinn | -3.2% | Buy & Hold Gewinn | 3.5% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 1.49 | Maximaler Drawdown | -7.5% |
| Asset Maximaler Drawdown | -9.0% | Exposition | 55.0% | Durchschn. Kerzen in Position | 11.7 |
| Sharpe-Ratio | -0.99 | Sortino-Ratio | -1.57 | Realisierte Volatilität | 4.75% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.5 | Max. Verlustserie | 10 |
| Durchschn. Verlustserie | 2.4 | Durchschn. Trades pro Monat | 42.8 | Durchschn. Trades pro Tag | 1.4 |
| Rendite Std Dev | 0.3 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 0.3 |
| Erwartungswert | -0.0 | 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 |