Parabolic SAR fliplongBacktest Results @ NVDA • 1 Hour
Equity Curve
Backtest covers 5.7 years of NVDA • 1 Hour (NVIDIA Corporation) data, from November 14, 2019 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 5.7 years of NVDA • 1 Hour candles. This backtest resulted in 387 positions, with the average win rate of 47% and reward-risk ratio of 1.84. If you assume that 1.84 reward-to-risk ratio holds, you need a minimum win rate of 35.2 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 1284.10% vs 3304.60% for the asset
- Max Drawdown: Max Drawdown: -42.20% vs -68.00% for the asset
- Exposure: Exposure: 57.70% time in the market
- Win Rate: Win Rate: 47.0%, vs 35.2% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.84
With that exposure in mind, you can tell that for 58% time-in-market, you get 38.86% of the asset upside potential, and 62.06% 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 @ NVDA • 1 Hour (1284.1%) backtest results explained by Alex C, Mike, Sarah
Alex C
AuthorThe strategy shows some interesting characteristics, but I am not completely convinced about its robustness. Let me explain why.
The win rate of 47% combined with a risk/reward ratio of 1.84 makes mathematical sense - this explains why the strategy is profitable. The win rate leeway of 46.65% above the minimal required win rate is quite good. However, I am concerned about the high drawdown of 42.2% - this is a lot of risk exposure, even though it's better than the asset's 68% drawdown.
What really makes me skeptical is that the strategy significantly underperforms buy & hold (1284% vs 3304%). For a strategy that is only exposed to the market 57.7% of the time, this is not necessarily bad, but it suggests the strategy might be missing important moves. The average trade duration of 13.9 candles also seems quite short for this type of strategy. I would expect longer holding periods for catching bigger trends.
Verflucht nochmal... I mean damn, the Sharpe and Sortino ratios above 1.6 are decent, but given NVDA's strong bullish bias in recent years, I would be careful about extrapolating these metrics into the future. The beta of 0.42 suggests good risk management, but I would want to see how the strategy performs in different market regimes before considering it production-ready.
Mike
AuthorYo fam, this NVDA strategy is looking pretty juicy! 🚀 The numbers are giving me some serious FOMO vibes, but let's break it down like we're counting tendies at the end of a Wendy's shift.
That 1284% total gain is nothing to sneeze at, though it's trailing behind buy & hold (which is fair, NVDA has been an absolute beast). What really gets me hyped is that Risk/Reward ratio of 1.84 and the win rate leeway being so thicc - we're talking 46.65% above what we need to stay profitable! That's like getting extra fries in your order, but for your trading account. 🍟
The drawdown of -42.2% might seem scary to some paper hands, but it's actually better than NVDA's raw drawdown of -68%. Plus, with a Sharpe ratio of 1.61 and only being in the market 57.7% of the time, we're getting some decent risk-adjusted returns. The strategy is doing about 11 trades per month, which means you're not gonna get destroyed by commission fees either. To the moon! 🌙 Just remember to manage your position sizes and maybe keep some dry powder for those tasty dips. NFA but I'm definitely saving this one for my trading journal! 💎🙌
Sarah
AuthorMadre mía, this strategy is a total disaster compared to buy and hold! You're getting 1284% when simple buy & hold gives you 3304%? What kind of joke is this?
The numbers might look fancy at first glance, but let's be real here - you're massively underperforming the market while taking on unnecessary risk. The strategy makes you stay out of the market 42.3% of the time, missing major moves! That's absolutely estúpido given NVDA's strong bull trend.
Sure, your Risk/Reward ratio of 1.84 isn't terrible, and the win rate leeway looks good on paper. But who cares when you're leaving so much money on the table? The max drawdown of -42.2% is also concerning - you're taking on significant risk for inferior returns.
Look, if you want to actively trade NVDA, you need something much better than this mediocre Parabolic SAR nonsense. Either develop a strategy that can actually outperform buy & hold, or just buy and hold like a normal person. Stop wasting time with these fancy indicators that make you feel clever but actually make you poorer.
Tabular metrics of Parabolic SAR flip backtested on NVDA • 1 Hour
| Total Trades | 387 | Net Profit | 1284.1% | Buy & Hold Profit | 3304.6% |
| Win Rate | 47% | Reward/Risk Ratio | 1.84 | Max Drawdown | -42.2% |
| Asset Max Drawdown | -68.0% | Exposure | 57.7% | Avg Candles in Position | 13.9 |
| Sharpe Ratio | 1.61 | Sortino Ratio | 1.72 | Realized Volatility | 32.91% |
| Max Winning Streak | 6 | Avg Winning Streak | 1.7 | Max Losing Streak | 7 |
| Avg Losing Streak | 2.0 | Avg Trades per Month | 11.1 | Avg Trades per Day | 0.4 |
| Return Std Dev | 4.4 | Loss Std Dev | 1.7 | Win Std Dev | 3.7 |
| Expectancy | 0.3 | Beta | 0.42 |
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 |