Parabolic SAR fliplong

Backtest Results @ TSLA • 1 Hour

The strategy shows interesting mathematical characteristics, but I have some concerns about its stability. The win rate of 44% combined with a risk/reward ratio of 2.36 gives us a positive expectancy of 0.5, which is theoretically viable. The win rate leeway of 43.7% above the minimal required win rate is quite robust - this provides good statistical buffer for strategy deterioration.

However, I notice problematic volatility patterns. The max drawdown of 40.4% is significant, and the realized volatility of 44.51% suggests high risk exposure. What worries me most is the inconsistent performance across different timeframes - especially the dramatic swings in recent periods (-936.3% in 1M vs +2035.5% in 1Y). Such extreme variance indicates potential instability in the underlying mathematical model.

From pure statistical perspective, the strategy shows alpha with 5558.2% net profit vs 1240.0% buy & hold over 5.7 years. But the Sharpe ratio of 1.30 and Sortino of 0.67 are mediocre for such high returns, suggesting inefficient risk-adjusted performance. I would recommend implementing stricter position sizing rules and adding some momentum filters to improve the risk metrics before considering real trading implementation.

Yo fam, this backtest on TSLA is looking pretty fire! 🚀 Let me break it down for my trading homies.

First off, we're crushing the buy & hold strategy with a 5558% gain vs 1240% - that's some serious tendies right there! 🍗 The Win Rate might look kinda mid at 44%, but check this out: our winners are hitting 6.83% while losses are only -2.90%. That's a juicy 2.36 Risk/Reward ratio, which means we're playing this smart. Plus, we've got a 43.7% cushion above the minimum win rate needed - that's some solid margin for error!

The drawdown of -40.4% is a bit spicy 🌶️, but hey, it's TSLA we're talking about - the stock itself dropped 75.1% during the same period. We're getting decent exposure at 56% market time, and averaging about 10 trades per month, which keeps those commission costs reasonable for us Wendy's warriors trying to make it big.

The most bullish thing here is the consistent performance over different timeframes, especially those 3-5 year numbers. Sure, there's some volatility in the shorter terms, but that's just part of the game when you're trying to catch those parabolic moves! 💎🙌

Madre mía, this strategy is like a rollercoaster with some serious issues! Let me tell you what's really wrong here.

First, that 5558% total return looks impressive, but don't let it fool you - it's built on very shaky foundation. The win rate is terrible - only 44%! Yes, yes, I know the Risk/Reward ratio of 2.36 mathematically makes it work, but why would anyone want to be wrong more than half the time? This is like playing Russian roulette with your money, pero con más balas!

The drawdown of 40.4% is absolutely horrifying. No professional trader would touch a strategy with such a massive drawdown potential. And look at those losing streaks - 9 losses in a row! This would destroy most traders psychologically before they could ever see those supposedly amazing returns.

The recent performance is even more concerning - that -936% in the last month and -1077% over 6 months should make anyone run away screaming. The volatility metrics are through the roof too. This is exactly the kind of strategy that works beautifully in backtests until it completely destroys your account in real trading.

If you're seriously considering trading this, you either have nerves of steel or you're completely loco. My professional advice? Back to the drawing board. This is not a strategy, this is a gambling addiction waiting to happen.