Parabolic SAR fliplongBacktest Results @ NVDA • 10 Minutes
Equity Curve
Backtest covers 12.5 months of NVDA • 10 Minutes (NVIDIA Corporation) data, from July 22, 2024 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 12.5 months of NVDA • 10 Minutes candles. This backtest resulted in 388 positions, with the average win rate of 44% and reward-risk ratio of 1.42. If you assume that 1.42 reward-to-risk ratio holds, you need a minimum win rate of 41.3 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 24.30% vs 45.00% for the asset
- Max Drawdown: Max Drawdown: -28.00% vs -42.80% for the asset
- Exposure: Exposure: 58.20% time in the market
- Win Rate: Win Rate: 44.0%, vs 41.3% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.42
With that exposure in mind, you can tell that for 58% time-in-market, you get 54.00% of the asset upside potential, and 65.42% 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 @ NVDA • 10 Minutes (24.3%) backtest results explained by Alex C, Mike, Sarah
Alex C
AuthorThe strategy shows some promising characteristics, but I am not fully convinced about its robustness. The win rate of 44% combined with a risk/reward ratio of 1.42 gives us positive expectancy, which is mathematically sound. However, the market exposure of 58.2% while achieving only 24.3% profit versus buy & hold's 45% suggests the strategy is not optimal for this particular asset.
What concerns me most is the relatively high maximum drawdown of 28%. For a strategy trading NVDA, which is known for its volatility, this might be too aggressive. The Sharpe ratio of 1.39 and Sortino of 2.03 are acceptable, but not outstanding. I would expect better risk-adjusted returns when trading such a volatile asset. The trading frequency of 2.1 trades per day seems reasonable and should keep transaction costs manageable, assuming you have good commission rates.
Before implementing this live, I would suggest running additional tests with different parameter settings for the Parabolic SAR. The current settings might be too sensitive, leading to many false signals. Also, I would recommend testing the strategy on different market regimes to ensure it's not overfitted to the current market conditions.
Mike
AuthorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 Got me hyped about those risk metrics - that Sortino ratio of 2.03 is straight fire and the Sharpe's not too shabby either at 1.39.
I'm digging how this strategy keeps you safer than raw NVDA exposure - look at that max drawdown of 28% compared to NVDA's scary 42.8% dive! The beta of 0.50 means we're only taking half the market risk, which is perfect for us Wendy's warriors trying to preserve our hard-earned tendies 🍗. The win rate at 44% might look meh at first, but with that 1.42 risk/reward ratio, we're actually crushing it - that's why we've got that sweet 43.59% win rate leeway!
The only thing making me a bit 😬 is that we're underperforming buy & hold (24.3% vs 45%). But hey, we're getting these gains with way less risk and market exposure! Plus, averaging 2 trades a day means we can still flip those burgers while trading. This could be a solid strategy to YOLO some of that paycheck into, especially if you can't watch the market 24/7. Just gotta be ready for those 9-trade losing streaks - they'll test your diamond hands for sure! 💎🙌
Sarah
AuthorMadre de dios, this strategy is a complete desaster! I can't believe someone would even consider trading this garbage. Let me tell you why this is terrible, mi amigo.
First, the strategy severely underperforms buy & hold - 24.3% vs 45.0%. That's pathetic! You're basically losing money by being too smart for your own good. And with a maximal drawdown of 28%, you're taking enormous risks for mediocre returns. That's like jumping out of an airplane with a broken parachute!
The win rate is absolute basura - only 44%! Even though the Risk/Reward is decent at 1.42, you're still getting beaten up constantly. Two trades per day with this win rate means you'll be losing most days. Do you enjoy losing money? Because that's what you'll be doing with this estrategia terrible.
The only slightly positive thing is the win rate leeway, but that's like saying "hey, at least the Titanic had nice furniture!" The strategy is fundamentally flawed and needs to be completely redesigned or thrown in la basura where it belongs. Sorry to be so harsh, but someone needs to tell you the truth!
Tabular metrics of Parabolic SAR flip backtested on NVDA • 10 Minutes
| Total Trades | 388 | Net Profit | 24.3% | Buy & Hold Profit | 45.0% |
| Win Rate | 44% | Reward/Risk Ratio | 1.42 | Max Drawdown | -28.0% |
| Asset Max Drawdown | -42.8% | Exposure | 58.2% | Avg Candles in Position | 14.0 |
| Sharpe Ratio | 1.39 | Sortino Ratio | 2.03 | Realized Volatility | 33.32% |
| Max Winning Streak | 7 | Avg Winning Streak | 1.8 | Max Losing Streak | 9 |
| Avg Losing Streak | 2.3 | Avg Trades per Month | 62.2 | Avg Trades per Day | 2.1 |
| Return Std Dev | 1.7 | Loss Std Dev | 1.1 | Win Std Dev | 1.4 |
| Expectancy | 0.1 | Beta | 0.5 |
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 |