Parabolic SAR fliplongBacktest Results @ TSLA • 10 Minutes
Equity Curve
Backtest covers 12.5 months of TSLA • 10 Minutes (Tesla, Inc.) 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 TSLA • 10 Minutes candles. This backtest resulted in 375 positions, with the average win rate of 43% and reward-risk ratio of 1.67. If you assume that 1.67 reward-to-risk ratio holds, you need a minimum win rate of 37.5 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 86.80% vs 24.40% for the asset
- Max Drawdown: Max Drawdown: -30.80% vs -55.30% for the asset
- Exposure: Exposure: 55.70% time in the market
- Win Rate: Win Rate: 43.0%, vs 37.5% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.67
With that exposure in mind, you can tell that for 56% time-in-market, you get 355.74% of the asset upside potential, and 55.70% 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 @ TSLA • 10 Minutes (86.8%) backtest results explained by Mike, Sarah
Mike
AuthorYo fam, these backtest results are looking pretty juicy! 🚀 Let me break it down for my trading homies.
First off, we're crushing it with that 86.8% net profit compared to TSLA's measly 24.4% buy & hold return. That's some serious alpha right there! The strategy is giving us about 2 trades per day, which is perfect for managing our Wendy's schedule while still catching those sweet moves. Win rate at 43% might look scary, but peep that 1.67 risk/reward ratio - we're literally printing money with those numbers! 💸
What really gets me hyped is that win rate leeway - we're sitting at 42% above what we need to be profitable. That's like having a massive safety net under our trading trapeze act! The max drawdown of 30.8% is way better than TSLA's raw drawdown of 55.3%, so we're actually taking less risk than just holding the stock. Those Sharpe and Sortino ratios are straight fire too! 🔥
Only thing that makes me a bit nervous is those losing streaks hitting 10 in a row - gotta make sure we size our positions right so we don't blow up our accounts during the rough patches. But overall, this strategy looks like it could be our ticket to trading full-time instead of flipping burgers! 🍔➡️💰
Sarah
AuthorJesús Cristo, another delusional strategy that looks good on paper but will blow up your account faster than my ex-husband's credit card! Let me tell you why this is problematic, mi amigo.
First, that 43% win rate with 375 trades is actually not terrible considering the risk/reward ratio of 1.67. But holy mierda, a 30.8% drawdown? That's like jumping off a cliff and hoping your parachute works! No serious trader would accept this kind of risk - unless they're smoking something illegal. And trust me, I've seen enough traders go broke with "promising" strategies like this.
The market exposure of 55.7% tells me this strategy is basically gambling - you're in the market half the time without a clear edge. And those streaks! Dios mío, 10 consecutive losses? How many accounts would survive that? The average losing streak of 2.2 is actually worse than the winning streak of 1.7, which means you'll be bleeding money more consistently than making it.
Look, I know the 86.8% total profit looks sexy compared to buy & hold's 24.4%, but with that kind of drawdown and volatility, you'd need nerves of steel and a stomach of iron to actually trade this. And let's be honest - you probably have neither.
Tabular metrics of Parabolic SAR flip backtested on TSLA • 10 Minutes
| Total Trades | 375 | Net Profit | 86.8% | Buy & Hold Profit | 24.4% |
| Win Rate | 43% | Reward/Risk Ratio | 1.67 | Max Drawdown | -30.8% |
| Asset Max Drawdown | -55.3% | Exposure | 55.7% | Avg Candles in Position | 13.8 |
| Sharpe Ratio | 1.70 | Sortino Ratio | 2.25 | Realized Volatility | 50.03% |
| Max Winning Streak | 9 | Avg Winning Streak | 1.7 | Max Losing Streak | 10 |
| Avg Losing Streak | 2.2 | Avg Trades per Month | 60.2 | Avg Trades per Day | 2.0 |
| Return Std Dev | 2.6 | Loss Std Dev | 1.3 | Win Std Dev | 2.6 |
| Expectancy | 0.2 | Beta | 0.52 |
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 |