Parabolic SAR fliplongResultados de Backtest @ PLTR • 1 Minute
Curva de Equidad
El backtest cubre 37 days de datos PLTR • 1 Minute (Palantir Technologies Inc.), desde June 24, 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 37 days de velas PLTR • 1 Minute. Este backtest resultó en 475 posiciones, con una tasa de ganancia promedio de 38% y una relación riesgo-recompensa de 1.51. Si asumes que la relación riesgo-recompensa de 1.51 se mantiene, necesitas una tasa de ganancia mínima de 39.8 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -4.00% vs 10.40% para el activo
- Máximo Drawdown: Máximo Drawdown: -8.60% vs -12.90% para el activo
- Exposición: Exposición: 56.40% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 38.0%, vs 39.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.51
Con esa exposición en mente, puedes ver que para 56% tiempo-en-mercado, obtienes -38.46% del potencial alcista del activo, y 66.67% 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 @ PLTR • 1 Minute (-4.0%) explicado por Alex C, Sarah
Alex C
AutorThe backtest results for this Parabolic SAR strategy on PLTR look quite problematic from mathematical perspective. The negative expectancy is already a red flag - you cannot make money with negative expectancy in long term.
The win rate of 38% combined with risk/reward of 1.51 is mathematically not viable. You need at least 39.8% win rate to break even with this risk/reward ratio, and you are below that threshold. The high number of trades (25.7 per day) makes these statistics quite reliable - this is not just random noise.
What concerns me most is that this strategy underperforms buy & hold by 14.4% (-4% vs +10.4%). The market exposure of 56.4% suggests the strategy is missing big chunks of upward movement while still taking unnecessary risks. With realized volatility data missing (NaN values), I cannot properly assess the risk-adjusted returns, but -8.6% maximum drawdown tells me risk management needs improvement.
I would not recommend trading this strategy in its current form. The mathematics simply don't work out. You either need to improve the win rate significantly or increase the risk/reward ratio. Perhaps adding additional confirmation signals could help filter out some of the losing trades.
Sarah
AutorMadre de dios, this strategy is a complete disaster! You're losing money in a bull market - that's like failing to sell water in the desert!
The market gave you a beautiful 10.4% move up, and your "brilliant" strategy managed to lose 4%. That's not just bad, that's spectacularly terrible! With 25 trades per day, you're basically paying your broker to help you lose money faster.
The win rate is pathetic - 38% when you need at least 39.8% just to break even? And those losing streaks... madre mía, 11 losses in a row! That must have been fun to watch, no? The max drawdown of 8.6% is like a kick in the teeth when the market was actually going up.
Look, I don't know who sold you on this Parabolic SAR nonsense, but they should be arrested for financial malpractice. This is what happens when people think they can just throw some indicators together and make money. The only thing "parabolic" here is how fast you're losing money.
Either completely rebuild this strategy from scratch or, better yet, just buy and hold like a normal person. At least then you'd be up 10.4% instead of down 4%. Sometimes the simplest solution is the best one, ¿no?
Métricas tabulares de Parabolic SAR flip sometido a backtest en PLTR • 1 Minute
| Total de Operaciones | 475 | Beneficio Neto | -4.0% | Beneficio Compra y Mantén | 10.4% |
| Tasa de Ganancia | 38% | Ratio Riesgo/Recompensa | 1.51 | Máximo Drawdown | -8.6% |
| Máximo Drawdown del Activo | -12.9% | Exposición | 56.4% | Promedio de Velas en Posición | 10.9 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 7 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 11 |
| Racha Promedio de Pérdida | 2.5 | Promedio de Operaciones por Mes | 770.3 | Promedio de Operaciones por Día | 25.7 |
| Desv. Est. del Retorno | 0.4 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.4 |
| Expectativa | -0.0 | Beta | 0.43 |
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 |