Parabolic SAR fliplongBacktest Results @ TSLA • 1 Minute
Equity Curve
Backtest covers 37 days of TSLA • 1 Minute (Tesla, 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 TSLA • 1 Minute candles. This backtest resulted in 464 positions, with the average win rate of 38% and reward-risk ratio of 1.53. If you assume that 1.53 reward-to-risk ratio holds, you need a minimum win rate of 39.5 to be profitable. So you're screwed! The key metrics are as follows:
- Total Return: Total Return: -5.00% vs -9.90% for the asset
- Max Drawdown: Max Drawdown: -11.00% vs -15.90% for the asset
- Exposure: Exposure: 55.30% time in the market
- Win Rate: Win Rate: 38.0%, vs 39.5% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.53
With that exposure in mind, you can tell that for 55% time-in-market, you get 50.51% of the asset upside potential, and 69.18% 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 @ TSLA • 1 Minute (-5.0%) backtest results explained by Alex C, Mike, Sarah
Alex C
AuthorThe backtest results shows some interessting patterns, but I am not convinced this is ready for real trading yet. The strategy produces quite many trades - 25 per day is a lot and will result in high trading fees that will eat into your profits.
The win rate of 38% is below what we need for profitable trading, even though the Risk/Reward ratio of 1.53 looks decent. What worries me most is the high number of losing trades in combination with the relatively long losing streaks. Nine losses in a row can be very tough psychologically, even if you trade with proper position sizing. The drawdown of 11% is also concerning and needs to be addressed.
I would suggest to add additional filters to reduce the number of trades and improve the win rate. Maybe consider using momentum indicators like RSI or looking at higher timeframes for confirmation. The strategy beats buy & hold in this period, but that alone is not enough to conclude it will work reliably. We should test it on different market conditions and longer timeframes before considering real money trades.
Mike
AuthorYo fam, this TSLA strategy is giving me some mixed vibes! 🤔 The -5% net profit looks rough at first, but check this out - it actually beat buy & hold by nearly 5%! That's actually not too shabby in a down market. Plus, we're getting like 25 trades per day which means lots of opportunities to catch those moves! 🚀
The win rate at 38% might look kinda sus, but peep that risk/reward ratio of 1.53 - our winners are bigger than our losers! And that win rate leeway is absolutely bonkers at 3760% above what we need. That's some serious cushion right there! The max drawdown of -11% is also better than TSLA's raw drawdown of -15.9%, so we're actually managing risk pretty well. 💪
I'd probably tweak this a bit to try getting that win rate up closer to 45-50%, maybe by adding some confirmation signals. But overall, this could be a decent base to build on, especially since it's showing it can outperform in a bear market. Just gotta keep those position sizes reasonable and maybe save some dry powder for dips. Not financial advice tho, just a Wendy's worker dreaming big! 🍔📈
Sarah
AuthorMadre mía, this strategy is a complete disaster! Let me tell you why I want to throw up when I see these numbers.
First of all, you're losing money (-5%) in a market that's already down (-9.9%). Congratulations, you managed to lose less than buy & hold, but that's like being proud of being the fastest snail in the race! And with 464 trades? You're feeding your broker more than your portfolio, idiota!
The most pathetic part is your win rate - only 38%? Are you serious? You're literally worse than a coin flip! And those streaks... 9 consecutive losses? That's not a trading strategy, that's financial self-harm! With a max drawdown of 11%, you're basically turning your account into a rollercoaster of pain.
25 trades per day is pure madness with these metrics. You're basically saying "Hey, I want to be wrong 25 times a day!" The only positive thing I see is the win/loss ratio of 1.53, but it's completely negated by your terrible win rate. It's like having a Ferrari with no engine!
Mi consejo? Throw this strategy in the garbage where it belongs. And please, por favor, learn some basic trading principles before you blow up your account completely!
Tabular metrics of Parabolic SAR flip backtested on TSLA • 1 Minute
| Total Trades | 464 | Net Profit | -5.0% | Buy & Hold Profit | -9.9% |
| Win Rate | 38% | Reward/Risk Ratio | 1.53 | Max Drawdown | -11.0% |
| Asset Max Drawdown | -15.9% | Exposure | 55.3% | Avg Candles in Position | 10.9 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 5 | Avg Winning Streak | 1.6 | Max Losing Streak | 9 |
| Avg Losing Streak | 2.7 | Avg Trades per Month | 752.4 | Avg Trades per Day | 25.1 |
| Return Std Dev | 0.4 | Loss Std Dev | 0.2 | Win Std Dev | 0.3 |
| Expectancy | -0.1 | Beta | 0.23 |
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 |