Parabolic SAR fliplongResultados de Backtest @ TSLA • 1 Minute
Curva de Equidad
El backtest cubre 37 days de datos TSLA • 1 Minute (Tesla, 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 TSLA • 1 Minute. Este backtest resultó en 464 posiciones, con una tasa de ganancia promedio de 38% y una relación riesgo-recompensa de 1.53. Si asumes que la relación riesgo-recompensa de 1.53 se mantiene, necesitas una tasa de ganancia mínima de 39.5 para ser rentable. ¡Así que estás jodido! Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: -5.00% vs -9.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -11.00% vs -15.90% para el activo
- Exposición: Exposición: 55.30% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 38.0%, vs 39.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.53
Con esa exposición en mente, puedes ver que para 55% tiempo-en-mercado, obtienes 50.51% del potencial alcista del activo, y 69.18% 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 @ TSLA • 1 Minute (-5.0%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results shows some interessting patterns, but I am not convinced this is ready for real trading yet. The strategy produces quite many trades - 25 per day is a lot and will result in high trading fees that will eat into your profits.
The win rate of 38% is below what we need for profitable trading, even though the Risk/Reward ratio of 1.53 looks decent. What worries me most is the high number of losing trades in combination with the relatively long losing streaks. Nine losses in a row can be very tough psychologically, even if you trade with proper position sizing. The drawdown of 11% is also concerning and needs to be addressed.
I would suggest to add additional filters to reduce the number of trades and improve the win rate. Maybe consider using momentum indicators like RSI or looking at higher timeframes for confirmation. The strategy beats buy & hold in this period, but that alone is not enough to conclude it will work reliably. We should test it on different market conditions and longer timeframes before considering real money trades.
Mike
AutorYo fam, this TSLA strategy is giving me some mixed vibes! 🤔 The -5% net profit looks rough at first, but check this out - it actually beat buy & hold by nearly 5%! That's actually not too shabby in a down market. Plus, we're getting like 25 trades per day which means lots of opportunities to catch those moves! 🚀
The win rate at 38% might look kinda sus, but peep that risk/reward ratio of 1.53 - our winners are bigger than our losers! And that win rate leeway is absolutely bonkers at 3760% above what we need. That's some serious cushion right there! The max drawdown of -11% is also better than TSLA's raw drawdown of -15.9%, so we're actually managing risk pretty well. 💪
I'd probably tweak this a bit to try getting that win rate up closer to 45-50%, maybe by adding some confirmation signals. But overall, this could be a decent base to build on, especially since it's showing it can outperform in a bear market. Just gotta keep those position sizes reasonable and maybe save some dry powder for dips. Not financial advice tho, just a Wendy's worker dreaming big! 🍔📈
Sarah
AutorMadre mía, this strategy is a complete disaster! Let me tell you why I want to throw up when I see these numbers.
First of all, you're losing money (-5%) in a market that's already down (-9.9%). Congratulations, you managed to lose less than buy & hold, but that's like being proud of being the fastest snail in the race! And with 464 trades? You're feeding your broker more than your portfolio, idiota!
The most pathetic part is your win rate - only 38%? Are you serious? You're literally worse than a coin flip! And those streaks... 9 consecutive losses? That's not a trading strategy, that's financial self-harm! With a max drawdown of 11%, you're basically turning your account into a rollercoaster of pain.
25 trades per day is pure madness with these metrics. You're basically saying "Hey, I want to be wrong 25 times a day!" The only positive thing I see is the win/loss ratio of 1.53, but it's completely negated by your terrible win rate. It's like having a Ferrari with no engine!
Mi consejo? Throw this strategy in the garbage where it belongs. And please, por favor, learn some basic trading principles before you blow up your account completely!
Métricas tabulares de Parabolic SAR flip sometido a backtest en TSLA • 1 Minute
| Total de Operaciones | 464 | Beneficio Neto | -5.0% | Beneficio Compra y Mantén | -9.9% |
| Tasa de Ganancia | 38% | Ratio Riesgo/Recompensa | 1.53 | Máximo Drawdown | -11.0% |
| Máximo Drawdown del Activo | -15.9% | Exposición | 55.3% | Promedio de Velas en Posición | 10.9 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 9 |
| Racha Promedio de Pérdida | 2.7 | Promedio de Operaciones por Mes | 752.4 | Promedio de Operaciones por Día | 25.1 |
| Desv. Est. del Retorno | 0.4 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.3 |
| Expectativa | -0.1 | Beta | 0.23 |
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 |