Parabolic SAR fliplongBacktest Results @ GLD • 1 Minute
Equity Curve
Backtest covers 37 days of GLD • 1 Minute (SPDR Gold Trust) data, from June 24, 2025 to July 31, 2025.
Equity curve is the strategy's performance over time. You should compare it to the asset's Buy & Hold performance. In general, you want the blue area to be well above the gray area.
Drawdown is how much losses (realized or unrealized) the strategy has had if compared to the highest equity peak. Compare this to the asset's drawdown to see whether your strategy does a decent job of isolating you from downside volatility. In general, the red area must be well within the gray area.
So, we have backtested Parabolic SAR flip on 37 days of GLD • 1 Minute candles. This backtest resulted in 410 positions, with the average win rate of 41% and reward-risk ratio of 1.06. If you assume that 1.06 reward-to-risk ratio holds, you need a minimum win rate of 48.5 to be profitable. So you're screwed! The key metrics are as follows:
- Total Return: Total Return: -4.40% vs -0.90% for the asset
- Max Drawdown: Max Drawdown: -4.90% vs -4.80% for the asset
- Exposure: Exposure: 56.10% time in the market
- Win Rate: Win Rate: 41.0%, vs 48.5% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.06
With that exposure in mind, you can tell that for 56% time-in-market, you get 488.89% of the asset upside potential, and 102.08% of the asset downside potential.
Parabolic SAR flip: enter a position when
All of the following: # India 1min Parabolic SAR (0.02, 0.02, 0.2, 0) < 1min Chart(close)
Parabolic SAR flip: exit a position when
Exits as soon as None of the entry conditions are true any more.
Parabolic SAR flip @ GLD • 1 Minute (-4.4%) backtest results explained by Alex C, Mike
Alex C
AuthorZe numbers look quite problematic to me. Let me explain why I think zis strategy needs serious improvement before going live with it.
Ze first red flag is ze negative expectancy of -0.1 combined with ze relatively high number of trades (22.2 per day). Zis means you are essentially bleeding money slowly but steadily. Ze win rate of 41% is too low for such tight risk/reward ratio of 1.06. Even though ze leeway looks good on paper, ze fundamental problem is that you are not getting enough edge from each trade.
I am also concerned about ze market exposure of 56.1% - zis suggests ze strategy is keeping you in trades for too long with average holding time of 12.7 candles. For a 1-minute timeframe strategy, zis seems excessive and likely causes unnecessary exposure to market noise. Ze high drawdown of -4.9% relative to ze overall performance is another warning sign that ze risk management needs improvement.
In meine opinion, you should either adjust ze entry/exit parameters to get a better win rate above 50%, or increase ze reward/risk ratio significantly above 2.0. Ze current setup appears mathematically suboptimal based on ze statistics. Consider adding more confirmation signals or tightening ze stop losses.
Mike
AuthorYo fam, looking at these numbers for the Parabolic SAR flip strategy on GLD - it's giving me some mixed vibes 🤔
The activity is pretty lit with 22 trades per day on average, which means plenty of opportunities to catch those moves! That's the kind of action I'm looking for while flipping burgers at Wendy's 🍔. The win rate leeway being way above minimal is actually pretty sweet - means there's room for the strategy to breathe.
But here's where it gets kinda sus - we're looking at a -4.4% net profit over 37 days with a 41% win rate. That's not exactly the kind of gain porn I was hoping to post on WSB 😅. The max drawdown of -4.9% isn't terrible, but combined with the negative performance, it's giving me more red flags than my manager when I'm late for my shift. The risk/reward ratio of 1.06 is actually decent, but we need better execution to make this work.
Maybe with some tweaking to the entry/exit conditions, this could be turned into something more promising. The bones are there - good trade frequency, decent R/R ratio, healthy win rate leeway. But right now, it's more like eating a Baconator without the bacon, if you know what I mean 🍔. Not ready for real money yet, but definitely worth experimenting with! 🚀
Tabular metrics of Parabolic SAR flip backtested on GLD • 1 Minute
| Total Trades | 410 | Net Profit | -4.4% | Buy & Hold Profit | -0.9% |
| Win Rate | 41% | Reward/Risk Ratio | 1.06 | Max Drawdown | -4.9% |
| Asset Max Drawdown | -4.8% | Exposure | 56.1% | Avg Candles in Position | 12.7 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 8 | Avg Winning Streak | 1.7 | Max Losing Streak | 10 |
| Avg Losing Streak | 2.3 | Avg Trades per Month | 664.9 | Avg Trades per Day | 22.2 |
| Return Std Dev | 0.2 | Loss Std Dev | 0.2 | Win Std Dev | 0.1 |
| Expectancy | -0.1 | Beta | 0.59 |
All backtests for Parabolic SAR flip
| backtest | exposure | peformance vs asset | drawdown vs asset | win% | reward/risk |
|---|---|---|---|---|---|
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 |