Parabolic SAR fliplongBacktest Results @ WMT • 1 Minute
Equity Curve
Backtest covers 37 days of WMT • 1 Minute (Walmart 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 WMT • 1 Minute candles. This backtest resulted in 448 positions, with the average win rate of 37% and reward-risk ratio of 1.62. If you assume that 1.62 reward-to-risk ratio holds, you need a minimum win rate of 38.2 to be profitable. So you're screwed! The key metrics are as follows:
- Total Return: Total Return: -0.80% vs -0.70% for the asset
- Max Drawdown: Max Drawdown: -2.90% vs -5.10% for the asset
- Exposure: Exposure: 55.10% time in the market
- Win Rate: Win Rate: 37.0%, vs 38.2% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.62
With that exposure in mind, you can tell that for 55% time-in-market, you get 114.29% of the asset upside potential, and 56.86% 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 @ WMT • 1 Minute (-0.8%) backtest results explained by Mike
Mike
AuthorYo fam, this Parabolic SAR strategy on WMT is giving me mixed vibes! 🤔 The volume is pretty sick with 24 trades per day - that's the kind of action I'm looking for at Wendy's when we're slinging burgers! 🍔
The stats are interesting but kinda sus tbh. That 37% win rate isn't great, but peep this - the average wins are bigger than the average losses (0.14% vs -0.08%). That's actually not terrible for scalping! The max drawdown is only -2.9% which is pretty chill compared to some of my previous YOLO plays 😅
Here's the thing though bros - the overall performance is slightly worse than buy & hold (-0.8% vs -0.7%). Not exactly the tendies we're looking for! But that Win Rate Leeway being positive is actually pretty bullish - means the strategy has room to breathe even with its current metrics. 💪
I might experiment with this on paper trading first before throwing my hard-earned Wendy's cash at it. Maybe add some extra confirmation indicators or tweak the exit rules? Always gotta protect that capital so we can buy that Lambo someday! 🚀
Tabular metrics of Parabolic SAR flip backtested on WMT • 1 Minute
| Total Trades | 448 | Net Profit | -0.8% | Buy & Hold Profit | -0.7% |
| Win Rate | 37% | Reward/Risk Ratio | 1.62 | Max Drawdown | -2.9% |
| Asset Max Drawdown | -5.1% | Exposure | 55.1% | Avg Candles in Position | 11.3 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 6 | Avg Winning Streak | 1.6 | Max Losing Streak | 11 |
| Avg Losing Streak | 2.6 | Avg Trades per Month | 726.5 | Avg Trades per Day | 24.2 |
| Return Std Dev | 0.2 | Loss Std Dev | 0.1 | Win Std Dev | 0.1 |
| Expectancy | -0.0 | Beta | 0.51 |
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 |