Parabolic SAR fliplongBacktest Results @ BTCUSDT • 10 Minutes
Equity Curve
Backtest covers 69 days of BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US) data, from May 23, 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 69 days of BTCUSDT • 10 Minutes candles. This backtest resulted in 428 positions, with the average win rate of 39% and reward-risk ratio of 1.63. If you assume that 1.63 reward-to-risk ratio holds, you need a minimum win rate of 38.0 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 3.20% vs 4.70% for the asset
- Max Drawdown: Max Drawdown: -10.60% vs -11.70% for the asset
- Exposure: Exposure: 57.00% time in the market
- Win Rate: Win Rate: 39.0%, vs 38.0% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.63
With that exposure in mind, you can tell that for 57% time-in-market, you get 68.09% of the asset upside potential, and 90.60% of the asset downside potential.
Parabolic SAR flip: enter a position when
All of the following: # India 10min Parabolic SAR (0.02, 0.02, 0.2, 0) < 10min 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 @ BTCUSDT • 10 Minutes (3.2%) backtest results explained by Mike
Mike
AuthorYo fam, this Parabolic SAR strategy is looking kinda interesting! 🚀 The win rate might seem low at 39%, but check this out - the average wins are bigger than the losses (0.41% vs -0.25%), giving us that sweet 1.63 risk/reward ratio! That's what we're talking about! 💪
The strategy is pretty active with about 12 trades per day, which is perfect for us Wendy's warriors trying to catch those quick gains between shifts! 🍔 What really gets me hyped is that win rate leeway - we're running 38.62% above what we need to be profitable. That's some serious cushion right there! Plus, those Sharpe and Sortino ratios are looking clean AF (2.28 and 3.55).
Only thing that's got me a bit concerned is that max drawdown of 10.6% - might need to save up a bit more from those Wendy's paychecks before going all in. But overall, this looks like it could be a solid strategy to stack some tendies! Just gotta manage that risk and not YOLO the whole account on one trade. 🎯 NFA though, just a fellow degen sharing thoughts! 🤑
Tabular metrics of Parabolic SAR flip backtested on BTCUSDT • 10 Minutes
| Total Trades | 428 | Net Profit | 3.2% | Buy & Hold Profit | 4.7% |
| Win Rate | 39% | Reward/Risk Ratio | 1.63 | Max Drawdown | -10.6% |
| Asset Max Drawdown | -11.7% | Exposure | 57.0% | Avg Candles in Position | 12.0 |
| Sharpe Ratio | 2.28 | Sortino Ratio | 3.55 | Realized Volatility | 22.64% |
| Max Winning Streak | 6 | Avg Winning Streak | 1.5 | Max Losing Streak | 10 |
| Avg Losing Streak | 2.4 | Avg Trades per Month | 372.2 | Avg Trades per Day | 12.4 |
| Return Std Dev | 0.5 | Loss Std Dev | 0.2 | Win Std Dev | 0.5 |
| Expectancy | 0.0 | Beta | 0.48 |
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 |