Parabolic SAR fliplongBacktest Results @ BTCUSDT • 1 Hour
Equity Curve
Backtest covers 13.9 months of BTCUSDT • 1 Hour (Bitcoin vs Tether, Binance US) data, from June 10, 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 13.9 months of BTCUSDT • 1 Hour candles. This backtest resulted in 413 positions, with the average win rate of 42% 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 looking good so far. The key metrics are as follows:
- Total Return: Total Return: 40.10% vs 65.50% for the asset
- Max Drawdown: Max Drawdown: -25.50% vs -30.60% for the asset
- Exposure: Exposure: 55.30% time in the market
- Win Rate: Win Rate: 42.0%, 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 61.22% of the asset upside potential, and 83.33% of the asset downside potential.
Parabolic SAR flip: enter a position when
All of the following: # India 60min Parabolic SAR (0.02, 0.02, 0.2, 0) < 60min 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 • 1 Hour (40.1%) backtest results explained by Mike
Mike
AuthorYo fam, this Parabolic SAR strategy is looking pretty interesting! 🚀 The win rate might seem a bit low at 42%, but check out that juicy 1.62 risk/reward ratio - we're actually making more on our winners than we're losing on our L's. That's why we're still profitable even with more losing trades than winners!
I'm loving that we're getting about 2 trades per day - that's perfect for someone like me working at Wendy's since I can't be glued to the charts 24/7 💪 The 40.1% total profit isn't too shabby, though we're underperforming buy & hold (65.5%). But hey, we're only exposed to the market 55.3% of the time, so we're taking way less risk! Plus, that max drawdown of -25.5% is better than Bitcoin's -30.6%, so we're managing risk pretty well.
One thing that's got me hyped is that 41.62% win rate leeway - means we've got plenty of room for error and the strategy should stay profitable even if market conditions get a bit rough. The Sharpe ratio of 0.96 isn't mind-blowing but it's decent enough for a crypto strategy. LFG! 🌙 Just gotta be ready for those losing streaks (max 8 in a row), but that's part of the game! 💎🙌
Tabular metrics of Parabolic SAR flip backtested on BTCUSDT • 1 Hour
| Total Trades | 413 | Net Profit | 40.1% | Buy & Hold Profit | 65.5% |
| Win Rate | 42% | Reward/Risk Ratio | 1.62 | Max Drawdown | -25.5% |
| Asset Max Drawdown | -30.6% | Exposure | 55.3% | Avg Candles in Position | 12.4 |
| Sharpe Ratio | 0.96 | Sortino Ratio | 0.74 | Realized Volatility | 37.54% |
| Max Winning Streak | 5 | Avg Winning Streak | 1.9 | Max Losing Streak | 8 |
| Avg Losing Streak | 2.6 | Avg Trades per Month | 59.6 | Avg Trades per Day | 2.0 |
| Return Std Dev | 1.9 | Loss Std Dev | 0.8 | Win Std Dev | 1.8 |
| Expectancy | 0.1 | 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 |