Parabolic SAR fliplongBacktest-Ergebnisse @ NVDA • 1 Hour
Eigenkapitalkurve
Der Backtest umfasst 5.7 years von NVDA • 1 Hour (NVIDIA Corporation) Daten, von November 14, 2019 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 5.7 years von NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 387 Positionen, mit einer durchschnittlichen Gewinnrate von 47% und einem Risiko-Rendite-Verhältnis von 1.84. Wenn Sie annehmen, dass das 1.84 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 35.2, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 1284.10% vs 3304.60% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -42.20% vs -68.00% für das Asset
- Exposition: Exposition: 57.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 47.0%, vs 35.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.84
Mit dieser Exposition können Sie erkennen, dass Sie bei 58% Marktzeit 38.86% des Asset-Aufwärtspotenzials und 62.06% 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 @ NVDA • 1 Hour (1284.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I am not completely convinced about its robustness. Let me explain why.
The win rate of 47% combined with a risk/reward ratio of 1.84 makes mathematical sense - this explains why the strategy is profitable. The win rate leeway of 46.65% above the minimal required win rate is quite good. However, I am concerned about the high drawdown of 42.2% - this is a lot of risk exposure, even though it's better than the asset's 68% drawdown.
What really makes me skeptical is that the strategy significantly underperforms buy & hold (1284% vs 3304%). For a strategy that is only exposed to the market 57.7% of the time, this is not necessarily bad, but it suggests the strategy might be missing important moves. The average trade duration of 13.9 candles also seems quite short for this type of strategy. I would expect longer holding periods for catching bigger trends.
Verflucht nochmal... I mean damn, the Sharpe and Sortino ratios above 1.6 are decent, but given NVDA's strong bullish bias in recent years, I would be careful about extrapolating these metrics into the future. The beta of 0.42 suggests good risk management, but I would want to see how the strategy performs in different market regimes before considering it production-ready.
Mike
AutorYo fam, this NVDA strategy is looking pretty juicy! 🚀 The numbers are giving me some serious FOMO vibes, but let's break it down like we're counting tendies at the end of a Wendy's shift.
That 1284% total gain is nothing to sneeze at, though it's trailing behind buy & hold (which is fair, NVDA has been an absolute beast). What really gets me hyped is that Risk/Reward ratio of 1.84 and the win rate leeway being so thicc - we're talking 46.65% above what we need to stay profitable! That's like getting extra fries in your order, but for your trading account. 🍟
The drawdown of -42.2% might seem scary to some paper hands, but it's actually better than NVDA's raw drawdown of -68%. Plus, with a Sharpe ratio of 1.61 and only being in the market 57.7% of the time, we're getting some decent risk-adjusted returns. The strategy is doing about 11 trades per month, which means you're not gonna get destroyed by commission fees either. To the moon! 🌙 Just remember to manage your position sizes and maybe keep some dry powder for those tasty dips. NFA but I'm definitely saving this one for my trading journal! 💎🙌
Sarah
AutorMadre mía, this strategy is a total disaster compared to buy and hold! You're getting 1284% when simple buy & hold gives you 3304%? What kind of joke is this?
The numbers might look fancy at first glance, but let's be real here - you're massively underperforming the market while taking on unnecessary risk. The strategy makes you stay out of the market 42.3% of the time, missing major moves! That's absolutely estúpido given NVDA's strong bull trend.
Sure, your Risk/Reward ratio of 1.84 isn't terrible, and the win rate leeway looks good on paper. But who cares when you're leaving so much money on the table? The max drawdown of -42.2% is also concerning - you're taking on significant risk for inferior returns.
Look, if you want to actively trade NVDA, you need something much better than this mediocre Parabolic SAR nonsense. Either develop a strategy that can actually outperform buy & hold, or just buy and hold like a normal person. Stop wasting time with these fancy indicators that make you feel clever but actually make you poorer.
Tabellarische Metriken von Parabolic SAR flip getestet auf NVDA • 1 Hour
| Gesamttrades | 387 | Nettogewinn | 1284.1% | Buy & Hold Gewinn | 3304.6% |
| Gewinnrate | 47% | Risiko/Rendite-Verhältnis | 1.84 | Maximaler Drawdown | -42.2% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 57.7% | Durchschn. Kerzen in Position | 13.9 |
| Sharpe-Ratio | 1.61 | Sortino-Ratio | 1.72 | Realisierte Volatilität | 32.91% |
| Max. Gewinnserie | 6 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 2.0 | Durchschn. Trades pro Monat | 11.1 | Durchschn. Trades pro Tag | 0.4 |
| Rendite Std Dev | 4.4 | Verlust Std Dev | 1.7 | Gewinn Std Dev | 3.7 |
| Erwartungswert | 0.3 | Beta | 0.42 |
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 |