Parabolic SAR fliplongBacktest-Ergebnisse @ PLTR • Daily
Eigenkapitalkurve
Der Backtest umfasst 4.8 years von PLTR • Daily (Palantir Technologies Inc.) Daten, von September 30, 2020 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 4.8 years von PLTR • Daily Kerzen getestet. Dieser Backtest ergab 51 Positionen, mit einer durchschnittlichen Gewinnrate von 49% und einem Risiko-Rendite-Verhältnis von 2.69. Wenn Sie annehmen, dass das 2.69 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 27.1, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 51 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 559.10% vs 1476.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -50.40% vs -84.90% für das Asset
- Exposition: Exposition: 56.80% Zeit im Markt
- Gewinnrate: Gewinnrate: 49.0%, vs 27.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.69
Mit dieser Exposition können Sie erkennen, dass Sie bei 57% Marktzeit 37.87% des Asset-Aufwärtspotenzials und 59.36% 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 @ PLTR • Daily (559.1%) erklärt von Mike, Sarah
Mike
AutorYo fam, this PLTR backtest is looking pretty juicy! 🚀 The strategy's got some serious potential, even though it's not beating buy & hold (but let's be real, that PLTR buy & hold return is absolutely bonkers! 🤯).
What's got me hyped is that risk/reward ratio of 2.69 - we're talking about winners being almost 3x bigger than losers! And check this out: we only need a 27% win rate to break even, but we're hitting 49%. That's like having a 48% safety cushion, which is straight-up fire! 🔥 The max drawdown of -50.4% is pretty rough, but it's still better than PLTR's raw drawdown of -84.9%, so we're actually managing risk decent here.
I'm digging how this strategy keeps us in the market just enough (56.8% exposure) while still catching those meaty moves. The Sharpe ratio isn't amazing at 0.50, but that Sortino of 1.21 tells me we're handling the downside risk pretty well. With about 1.7 trades per month, this isn't some crazy day trading system - it's more like a chill swing trading vibe that could fit perfectly with my Wendy's schedule! 💪 Would definitely consider throwing some tendies at this one! 🍗
Sarah
AutorMadre mía, this strategy is like a drunk person trying to dance salsa - occasionally looks good but mostly stumbles around!
The win rate of 49% with 51 trades is pathetically mediocre, even though the Risk/Reward ratio of 2.69 somewhat saves it from being complete basura. The maximum drawdown of 50.4% is absolutely horrifying - you might as well go to Las Vegas and bet everything on red! And let's not even talk about how it massively underperforms buy & hold (559.1% vs 1476.3%).
The most concerning thing is the market exposure of 56.8% - you're missing almost half the moves while still managing to lose money more often than win! The volatility metrics are also terrible - a Sharpe ratio of 0.50 suggests this strategy is about as stable as my ex-novio's emotional state.
Look, if you want to throw away your dinero on a strategy that can't even beat buying and holding through a bull market, be my guest. But don't come crying to me when your account looks like it got hit by el huracán. At least the win rate leeway is decent - pero that's like saying "at least the Titanic had nice curtains"!
Tabellarische Metriken von Parabolic SAR flip getestet auf PLTR • Daily
| Gesamttrades | 51 | Nettogewinn | 559.1% | Buy & Hold Gewinn | 1476.3% |
| Gewinnrate | 49% | Risiko/Rendite-Verhältnis | 2.69 | Maximaler Drawdown | -50.4% |
| Asset Maximaler Drawdown | -84.9% | Exposition | 56.8% | Durchschn. Kerzen in Position | 12.5 |
| Sharpe-Ratio | 0.50 | Sortino-Ratio | 1.21 | Realisierte Volatilität | 49.77% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.7 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 1.9 | Durchschn. Trades pro Monat | 1.7 | Durchschn. Trades pro Tag | 0.1 |
| Rendite Std Dev | 24.1 | Verlust Std Dev | 4.3 | Gewinn Std Dev | 29.0 |
| Erwartungswert | 0.8 | Beta | 0.5 |
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 |