Parabolic SAR fliplongResultados de Backtest @ BTCUSDT • 1 Minute
Curva de Equidad
El backtest cubre 7 days de datos BTCUSDT • 1 Minute (Bitcoin vs Tether, Binance US), desde July 25, 2025 hasta July 31, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de Parabolic SAR flip en 7 days de velas BTCUSDT • 1 Minute. Este backtest resultó en 284 posiciones, con una tasa de ganancia promedio de 36% y una relación riesgo-recompensa de 1.47. Si asumes que la relación riesgo-recompensa de 1.47 se mantiene, necesitas una tasa de ganancia mínima de 40.5 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -2.70% vs 0.50% para el activo
- Máximo Drawdown: Máximo Drawdown: -3.40% vs -4.40% para el activo
- Exposición: Exposición: 55.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 36.0%, vs 40.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.47
Con esa exposición en mente, puedes ver que para 55% tiempo-en-mercado, obtienes -540.00% del potencial alcista del activo, y 77.27% del potencial bajista del activo.
Parabolic SAR flip: entrar en una posición cuando
All of the following: # India 1min Parabolic SAR (0.02, 0.02, 0.2, 0) < 1min Chart(close)
Parabolic SAR flip: salir de una posición cuando
Exits as soon as None of the entry conditions are true any more.
Parabolic SAR flip @ BTCUSDT • 1 Minute (-2.7%) explicado por Alex C, Mike
Alex C
AutorThe backtest results show some serious problems. First thing I notice is the high frequency - 94.7 trades per day is way too much. This causes high exposure to spreads and fees which will eat your profits in real trading.
The win rate of 36% combined with risk/reward of 1.47 is mathematically not viable. Even though the average win (0.14%) is larger than average loss (-0.09%), the low win rate makes it impossible to be profitable in the long run. The negative expectancy of -0.1 confirms this. You are basically losing money with statistical certainty.
The drawdown of -3.4% might look small, but considering this is only 7 days of data, it is quite significant. The strategy underperformed buy & hold by 3.2% which is not good. Also the market exposure of 55% suggests the strategy misses lot of moves, while still managing to lose money when it trades.
I would completely reject this strategy. The mathematical metrics show it has no edge. My suggestion would be to either increase the timeframe to reduce noise trading, or implement stronger filters for entry/exit conditions. But in current form, this strategy should not be traded with real money.
Mike
AutorYo fam, this SAR flip strategy on BTC is giving me some mixed feelings! 🤔 The volume is insane with almost 100 trades per day, which is exactly what I'm looking for as a scalper trying to make those quick gains! 🚀
But I gotta keep it real - that 36% win rate with a -2.7% net loss over just a week is kinda rough. Even though we're getting bigger wins than losses (0.14% vs -0.09%), we're just not winning often enough to make it work. The strategy's underperforming buy & hold too, which ain't great.
That said, I'm seeing some potential here! 💎 The risk/reward ratio is decent at 1.47, and we've got good win rate leeway according to the stats. Maybe with some tweaking on the entry/exit conditions and maybe adding some filters for choppy markets, this could be turned into something profitable. Might experiment with this during my Wendy's breaks! Let me know if anyone's got suggestions for improving it - we're all gonna make it! 🙌
Métricas tabulares de Parabolic SAR flip sometido a backtest en BTCUSDT • 1 Minute
| Total de Operaciones | 284 | Beneficio Neto | -2.7% | Beneficio Compra y Mantén | 0.5% |
| Tasa de Ganancia | 36% | Ratio Riesgo/Recompensa | 1.47 | Máximo Drawdown | -3.4% |
| Máximo Drawdown del Activo | -4.4% | Exposición | 55.0% | Promedio de Velas en Posición | 11.6 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 6 | Racha Promedio de Ganancia | 1.5 | Racha Máxima de Pérdida | 10 |
| Racha Promedio de Pérdida | 2.7 | Promedio de Operaciones por Mes | 2840.0 | Promedio de Operaciones por Día | 94.7 |
| Desv. Est. del Retorno | 0.2 | Desv. Est. de la Pérdida | 0.1 | Desv. Est. de la Ganancia | 0.1 |
| Expectativa | -0.1 | Beta | 0.47 |
Todos los backtests para Parabolic SAR flip
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
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 |