Parabolic SAR fliplongResultados de Backtest @ BTCUSDT • 10 Minutes
Curva de Equidad
El backtest cubre 69 days de datos BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US), desde May 23, 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 69 days de velas BTCUSDT • 10 Minutes. Este backtest resultó en 428 posiciones, con una tasa de ganancia promedio de 39% y una relación riesgo-recompensa de 1.63. Si asumes que la relación riesgo-recompensa de 1.63 se mantiene, necesitas una tasa de ganancia mínima de 38.0 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 3.20% vs 4.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -10.60% vs -11.70% para el activo
- Exposición: Exposición: 57.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 39.0%, vs 38.0% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.63
Con esa exposición en mente, puedes ver que para 57% tiempo-en-mercado, obtienes 68.09% del potencial alcista del activo, y 90.60% del potencial bajista del activo.
Parabolic SAR flip: entrar en una posición cuando
All of the following: # India 10min Parabolic SAR (0.02, 0.02, 0.2, 0) < 10min 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 • 10 Minutes (3.2%) explicado por Mike
Mike
AutorYo fam, this Parabolic SAR strategy is looking kinda interesting! 🚀 The win rate might seem low at 39%, but check this out - the average wins are bigger than the losses (0.41% vs -0.25%), giving us that sweet 1.63 risk/reward ratio! That's what we're talking about! 💪
The strategy is pretty active with about 12 trades per day, which is perfect for us Wendy's warriors trying to catch those quick gains between shifts! 🍔 What really gets me hyped is that win rate leeway - we're running 38.62% above what we need to be profitable. That's some serious cushion right there! Plus, those Sharpe and Sortino ratios are looking clean AF (2.28 and 3.55).
Only thing that's got me a bit concerned is that max drawdown of 10.6% - might need to save up a bit more from those Wendy's paychecks before going all in. But overall, this looks like it could be a solid strategy to stack some tendies! Just gotta manage that risk and not YOLO the whole account on one trade. 🎯 NFA though, just a fellow degen sharing thoughts! 🤑
Métricas tabulares de Parabolic SAR flip sometido a backtest en BTCUSDT • 10 Minutes
| Total de Operaciones | 428 | Beneficio Neto | 3.2% | Beneficio Compra y Mantén | 4.7% |
| Tasa de Ganancia | 39% | Ratio Riesgo/Recompensa | 1.63 | Máximo Drawdown | -10.6% |
| Máximo Drawdown del Activo | -11.7% | Exposición | 57.0% | Promedio de Velas en Posición | 12.0 |
| Ratio de Sharpe | 2.28 | Ratio de Sortino | 3.55 | Volatilidad Realizada | 22.64% |
| Racha Máxima de Ganancia | 6 | Racha Promedio de Ganancia | 1.5 | Racha Máxima de Pérdida | 10 |
| Racha Promedio de Pérdida | 2.4 | Promedio de Operaciones por Mes | 372.2 | Promedio de Operaciones por Día | 12.4 |
| Desv. Est. del Retorno | 0.5 | Desv. Est. de la Pérdida | 0.2 | Desv. Est. de la Ganancia | 0.5 |
| Expectativa | 0.0 | Beta | 0.48 |
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 |