Parabolic SAR fliplongBacktest-Ergebnisse @ TSLA • Daily
Eigenkapitalkurve
Der Backtest umfasst 15.1 years von TSLA • Daily (Tesla, Inc.) Daten, von June 29, 2010 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 15.1 years von TSLA • Daily Kerzen getestet. Dieser Backtest ergab 166 Positionen, mit einer durchschnittlichen Gewinnrate von 37% und einem Risiko-Rendite-Verhältnis von 2.62. Wenn Sie annehmen, dass das 2.62 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 27.6, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 440.90% vs 25131.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -75.30% vs -75.00% für das Asset
- Exposition: Exposition: 57.10% Zeit im Markt
- Gewinnrate: Gewinnrate: 37.0%, vs 27.6% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.62
Mit dieser Exposition können Sie erkennen, dass Sie bei 57% Marktzeit 1.75% des Asset-Aufwärtspotenzials und 100.40% 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 @ TSLA • Daily (440.9%) erklärt von Alex C, Sarah
Alex C
AutorThe numbers look quite interesting, but I have some concerns about the strategy's reliability. The Win Rate of 37% is actually fine since it's compensated by a good Risk/Reward ratio of 2.62. What catches my attention is that we have massive deviation from Buy & Hold - we're at 440.9% while Buy & Hold would give 25131.3%. This is not optimal.
The exposure of 57.1% suggests this is more of a swing trading strategy, which is okay. What worries me more is the Max Drawdown of -75.3%. This is extremely high und could be very difficult to handle psychologically. The Sharpe Ratio of 0.19 is also quite poor - I would normally want to see at least 0.8 for a strategy to be considered solid.
The strategy shows good mathematical viability with the Win Rate being 9.4% above the minimal required rate. However, the high drawdown combined with poor risk-adjusted returns (as shown by Sharpe/Sortino ratios) makes me think this needs more optimization before real trading. Maybe we should look at adjusting the SAR parameters or adding additional filters to reduce drawdown.
Sarah
AutorMadre mía, this strategy is a complete disaster! You are seriously underperforming the market by such a ridiculous margin that it makes me want to cry. The buy & hold return is 25,131% while your strategy only managed a pathetic 440.9%? That's embarassing!
Your win rate is absolutely terrible at 37% - you're losing nearly two-thirds of your trades! Yes, I see the risk/reward ratio is 2.62, which technically makes it matematically viable, but just barely. And those drawdowns... -75.3%? Are you trying to give yourself a heart attack? That's basically as bad as holding through a crash with no protection!
Look, I know the Parabolic SAR is a popular indicator, but using it in isolation like this is amateur hour. You're getting whipsawed constantly with those short 12-candle average hold times. And that market exposure of 57.1% means you're missing half the upside moves while still eating massive drawdowns. This is exactly the kind of mediocre system that makes retail traders lose their money.
Tabellarische Metriken von Parabolic SAR flip getestet auf TSLA • Daily
| Gesamttrades | 166 | Nettogewinn | 440.9% | Buy & Hold Gewinn | 25131.3% |
| Gewinnrate | 37% | Risiko/Rendite-Verhältnis | 2.62 | Maximaler Drawdown | -75.3% |
| Asset Maximaler Drawdown | -75.0% | Exposition | 57.1% | Durchschn. Kerzen in Position | 12.1 |
| Sharpe-Ratio | 0.19 | Sortino-Ratio | 0.75 | Realisierte Volatilität | 39.49% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.6 | Max. Verlustserie | 8 |
| Durchschn. Verlustserie | 2.8 | Durchschn. Trades pro Monat | 1.8 | Durchschn. Trades pro Tag | 0.1 |
| Rendite Std Dev | 17.7 | Verlust Std Dev | 5.5 | Gewinn Std Dev | 20.2 |
| Erwartungswert | 0.3 | 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 |