Parabolic SAR fliplongBacktest Results @ PLTR • Daily
Equity Curve
Backtest covers 4.8 years of PLTR • Daily (Palantir Technologies Inc.) data, from September 30, 2020 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 4.8 years of PLTR • Daily candles. This backtest resulted in 51 positions, with the average win rate of 49% and reward-risk ratio of 2.69. If you assume that 2.69 reward-to-risk ratio holds, you need a minimum win rate of 27.1 to be profitable. So you're looking good so far. However, 51 positions is a small sample size, so take the results with a huge grain of salt. The key metrics are as follows:
- Total Return: Total Return: 559.10% vs 1476.30% for the asset
- Max Drawdown: Max Drawdown: -50.40% vs -84.90% for the asset
- Exposure: Exposure: 56.80% time in the market
- Win Rate: Win Rate: 49.0%, vs 27.1% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 2.69
With that exposure in mind, you can tell that for 57% time-in-market, you get 37.87% of the asset upside potential, and 59.36% of the asset downside potential.
Parabolic SAR flip: enter a position when
All of the following: # India D Parabolic SAR (0.02, 0.02, 0.2, 0) < D 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 @ PLTR • Daily (559.1%) backtest results explained by Mike, Sarah
Mike
AuthorYo fam, this PLTR backtest is looking pretty juicy! 🚀 The strategy's got some serious potential, even though it's not beating buy & hold (but let's be real, that PLTR buy & hold return is absolutely bonkers! 🤯).
What's got me hyped is that risk/reward ratio of 2.69 - we're talking about winners being almost 3x bigger than losers! And check this out: we only need a 27% win rate to break even, but we're hitting 49%. That's like having a 48% safety cushion, which is straight-up fire! 🔥 The max drawdown of -50.4% is pretty rough, but it's still better than PLTR's raw drawdown of -84.9%, so we're actually managing risk decent here.
I'm digging how this strategy keeps us in the market just enough (56.8% exposure) while still catching those meaty moves. The Sharpe ratio isn't amazing at 0.50, but that Sortino of 1.21 tells me we're handling the downside risk pretty well. With about 1.7 trades per month, this isn't some crazy day trading system - it's more like a chill swing trading vibe that could fit perfectly with my Wendy's schedule! 💪 Would definitely consider throwing some tendies at this one! 🍗
Sarah
AuthorMadre mía, this strategy is like a drunk person trying to dance salsa - occasionally looks good but mostly stumbles around!
The win rate of 49% with 51 trades is pathetically mediocre, even though the Risk/Reward ratio of 2.69 somewhat saves it from being complete basura. The maximum drawdown of 50.4% is absolutely horrifying - you might as well go to Las Vegas and bet everything on red! And let's not even talk about how it massively underperforms buy & hold (559.1% vs 1476.3%).
The most concerning thing is the market exposure of 56.8% - you're missing almost half the moves while still managing to lose money more often than win! The volatility metrics are also terrible - a Sharpe ratio of 0.50 suggests this strategy is about as stable as my ex-novio's emotional state.
Look, if you want to throw away your dinero on a strategy that can't even beat buying and holding through a bull market, be my guest. But don't come crying to me when your account looks like it got hit by el huracán. At least the win rate leeway is decent - pero that's like saying "at least the Titanic had nice curtains"!
Tabular metrics of Parabolic SAR flip backtested on PLTR • Daily
| Total Trades | 51 | Net Profit | 559.1% | Buy & Hold Profit | 1476.3% |
| Win Rate | 49% | Reward/Risk Ratio | 2.69 | Max Drawdown | -50.4% |
| Asset Max Drawdown | -84.9% | Exposure | 56.8% | Avg Candles in Position | 12.5 |
| Sharpe Ratio | 0.50 | Sortino Ratio | 1.21 | Realized Volatility | 49.77% |
| Max Winning Streak | 7 | Avg Winning Streak | 1.7 | Max Losing Streak | 4 |
| Avg Losing Streak | 1.9 | Avg Trades per Month | 1.7 | Avg Trades per Day | 0.1 |
| Return Std Dev | 24.1 | Loss Std Dev | 4.3 | Win Std Dev | 29.0 |
| Expectancy | 0.8 | 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 |