Parabolic SAR fliplongBacktest-Ergebnisse @ EURUSD • Daily
Eigenkapitalkurve
Der Backtest umfasst 9.7 years von EURUSD • Daily (Euro vs USD spot (Interactive Brokers)) Daten, von December 2, 2015 bis July 30, 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 9.7 years von EURUSD • Daily Kerzen getestet. Dieser Backtest ergab 108 Positionen, mit einer durchschnittlichen Gewinnrate von 37% und einem Risiko-Rendite-Verhältnis von 1.69. Wenn Sie annehmen, dass das 1.69 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 37.2, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -1.50% vs 8.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -17.80% vs -23.30% für das Asset
- Exposition: Exposition: 55.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 37.0%, vs 37.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.69
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit -18.75% des Asset-Aufwärtspotenzials und 76.39% des Asset-Abwärtspotenzials erhalten.
Parabolic SAR flip: Position eingehen wenn
All of the following: # India D Parabolic SAR (0.02, 0.02, 0.2, 0) < D 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 • Daily (-1.5%) erklärt von Mike
Mike
AutorBruh, this strategy is giving me mixed feelings 🤔 The numbers are like a rollercoaster ride at Wendy's after-hours party!
Looking at that sweet Risk/Reward ratio of 1.69 and the massive win rate leeway (3662% above minimal, sheesh! 🚀), it's got some solid foundations. When this thing wins, it wins big - average wins are 1.48% compared to -0.88% losses. That's the kind of juice I like to see!
But here's where it gets sketch fam - that 37% win rate is barely scratching by the minimal required 37.2%, and that -17.8% max drawdown could have my manager asking for his burger spatula back 💀 Plus that 12-trade losing streak? Bruh, that's enough to make anyone's diamond hands turn to paper. The overall -1.5% net profit over 9.7 years ain't exactly lambos and yachts material either, especially when buy & hold did 8%.
I'm not saying it's completely trash, but maybe it needs some tweaking before I YOLO my next paycheck into it. Could be worth experimenting with tighter stop losses or adding some confirmation indicators to bump up that win rate. Just my two tendies worth! 🍗
Tabellarische Metriken von Parabolic SAR flip getestet auf EURUSD • Daily
| Gesamttrades | 108 | Nettogewinn | -1.5% | Buy & Hold Gewinn | 8.0% |
| Gewinnrate | 37% | Risiko/Rendite-Verhältnis | 1.69 | Maximaler Drawdown | -17.8% |
| Asset Maximaler Drawdown | -23.3% | Exposition | 55.4% | Durchschn. Kerzen in Position | 11.1 |
| Sharpe-Ratio | -0.54 | Sortino-Ratio | -0.44 | Realisierte Volatilität | 5.28% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 12 |
| Durchschn. Verlustserie | 2.6 | Durchschn. Trades pro Monat | 1.8 | Durchschn. Trades pro Tag | 0.1 |
| Rendite Std Dev | 1.5 | Verlust Std Dev | 0.6 | Gewinn Std Dev | 1.3 |
| 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 |