Parabolic SAR fliplongBacktest Results @ PLTR • 1 Minute
Equity Curve
Backtest covers 37 days of PLTR • 1 Minute (Palantir Technologies Inc.) 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 PLTR • 1 Minute candles. This backtest resulted in 475 positions, with the average win rate of 38% and reward-risk ratio of 1.51. If you assume that 1.51 reward-to-risk ratio holds, you need a minimum win rate of 39.8 to be profitable. So you're screwed! The key metrics are as follows:
- Total Return: Total Return: -4.00% vs 10.40% for the asset
- Max Drawdown: Max Drawdown: -8.60% vs -12.90% for the asset
- Exposure: Exposure: 56.40% time in the market
- Win Rate: Win Rate: 38.0%, vs 39.8% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.51
With that exposure in mind, you can tell that for 56% time-in-market, you get -38.46% of the asset upside potential, and 66.67% 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 @ PLTR • 1 Minute (-4.0%) backtest results explained by Alex C, Sarah
Alex C
AuthorThe backtest results for this Parabolic SAR strategy on PLTR look quite problematic from mathematical perspective. The negative expectancy is already a red flag - you cannot make money with negative expectancy in long term.
The win rate of 38% combined with risk/reward of 1.51 is mathematically not viable. You need at least 39.8% win rate to break even with this risk/reward ratio, and you are below that threshold. The high number of trades (25.7 per day) makes these statistics quite reliable - this is not just random noise.
What concerns me most is that this strategy underperforms buy & hold by 14.4% (-4% vs +10.4%). The market exposure of 56.4% suggests the strategy is missing big chunks of upward movement while still taking unnecessary risks. With realized volatility data missing (NaN values), I cannot properly assess the risk-adjusted returns, but -8.6% maximum drawdown tells me risk management needs improvement.
I would not recommend trading this strategy in its current form. The mathematics simply don't work out. You either need to improve the win rate significantly or increase the risk/reward ratio. Perhaps adding additional confirmation signals could help filter out some of the losing trades.
Sarah
AuthorMadre de dios, this strategy is a complete disaster! You're losing money in a bull market - that's like failing to sell water in the desert!
The market gave you a beautiful 10.4% move up, and your "brilliant" strategy managed to lose 4%. That's not just bad, that's spectacularly terrible! With 25 trades per day, you're basically paying your broker to help you lose money faster.
The win rate is pathetic - 38% when you need at least 39.8% just to break even? And those losing streaks... madre mía, 11 losses in a row! That must have been fun to watch, no? The max drawdown of 8.6% is like a kick in the teeth when the market was actually going up.
Look, I don't know who sold you on this Parabolic SAR nonsense, but they should be arrested for financial malpractice. This is what happens when people think they can just throw some indicators together and make money. The only thing "parabolic" here is how fast you're losing money.
Either completely rebuild this strategy from scratch or, better yet, just buy and hold like a normal person. At least then you'd be up 10.4% instead of down 4%. Sometimes the simplest solution is the best one, ¿no?
Tabular metrics of Parabolic SAR flip backtested on PLTR • 1 Minute
| Total Trades | 475 | Net Profit | -4.0% | Buy & Hold Profit | 10.4% |
| Win Rate | 38% | Reward/Risk Ratio | 1.51 | Max Drawdown | -8.6% |
| Asset Max Drawdown | -12.9% | Exposure | 56.4% | Avg Candles in Position | 10.9 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 7 | Avg Winning Streak | 1.6 | Max Losing Streak | 11 |
| Avg Losing Streak | 2.5 | Avg Trades per Month | 770.3 | Avg Trades per Day | 25.7 |
| Return Std Dev | 0.4 | Loss Std Dev | 0.2 | Win Std Dev | 0.4 |
| Expectancy | -0.0 | Beta | 0.43 |
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 |