Parabolic SAR fliplongResultados de Backtest @ NVDA • 10 Minutes
Curva de Equidad
El backtest cubre 12.5 months de datos NVDA • 10 Minutes (NVIDIA Corporation), desde July 22, 2024 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 12.5 months de velas NVDA • 10 Minutes. Este backtest resultó en 388 posiciones, con una tasa de ganancia promedio de 44% y una relación riesgo-recompensa de 1.42. Si asumes que la relación riesgo-recompensa de 1.42 se mantiene, necesitas una tasa de ganancia mínima de 41.3 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 24.30% vs 45.00% para el activo
- Máximo Drawdown: Máximo Drawdown: -28.00% vs -42.80% para el activo
- Exposición: Exposición: 58.20% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 44.0%, vs 41.3% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.42
Con esa exposición en mente, puedes ver que para 58% tiempo-en-mercado, obtienes 54.00% del potencial alcista del activo, y 65.42% 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 @ NVDA • 10 Minutes (24.3%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some promising characteristics, but I am not fully convinced about its robustness. The win rate of 44% combined with a risk/reward ratio of 1.42 gives us positive expectancy, which is mathematically sound. However, the market exposure of 58.2% while achieving only 24.3% profit versus buy & hold's 45% suggests the strategy is not optimal for this particular asset.
What concerns me most is the relatively high maximum drawdown of 28%. For a strategy trading NVDA, which is known for its volatility, this might be too aggressive. The Sharpe ratio of 1.39 and Sortino of 2.03 are acceptable, but not outstanding. I would expect better risk-adjusted returns when trading such a volatile asset. The trading frequency of 2.1 trades per day seems reasonable and should keep transaction costs manageable, assuming you have good commission rates.
Before implementing this live, I would suggest running additional tests with different parameter settings for the Parabolic SAR. The current settings might be too sensitive, leading to many false signals. Also, I would recommend testing the strategy on different market regimes to ensure it's not overfitted to the current market conditions.
Mike
AutorYo fam, these NVDA backtest results are looking pretty juicy! 🚀 Got me hyped about those risk metrics - that Sortino ratio of 2.03 is straight fire and the Sharpe's not too shabby either at 1.39.
I'm digging how this strategy keeps you safer than raw NVDA exposure - look at that max drawdown of 28% compared to NVDA's scary 42.8% dive! The beta of 0.50 means we're only taking half the market risk, which is perfect for us Wendy's warriors trying to preserve our hard-earned tendies 🍗. The win rate at 44% might look meh at first, but with that 1.42 risk/reward ratio, we're actually crushing it - that's why we've got that sweet 43.59% win rate leeway!
The only thing making me a bit 😬 is that we're underperforming buy & hold (24.3% vs 45%). But hey, we're getting these gains with way less risk and market exposure! Plus, averaging 2 trades a day means we can still flip those burgers while trading. This could be a solid strategy to YOLO some of that paycheck into, especially if you can't watch the market 24/7. Just gotta be ready for those 9-trade losing streaks - they'll test your diamond hands for sure! 💎🙌
Sarah
AutorMadre de dios, this strategy is a complete desaster! I can't believe someone would even consider trading this garbage. Let me tell you why this is terrible, mi amigo.
First, the strategy severely underperforms buy & hold - 24.3% vs 45.0%. That's pathetic! You're basically losing money by being too smart for your own good. And with a maximal drawdown of 28%, you're taking enormous risks for mediocre returns. That's like jumping out of an airplane with a broken parachute!
The win rate is absolute basura - only 44%! Even though the Risk/Reward is decent at 1.42, you're still getting beaten up constantly. Two trades per day with this win rate means you'll be losing most days. Do you enjoy losing money? Because that's what you'll be doing with this estrategia terrible.
The only slightly positive thing is the win rate leeway, but that's like saying "hey, at least the Titanic had nice furniture!" The strategy is fundamentally flawed and needs to be completely redesigned or thrown in la basura where it belongs. Sorry to be so harsh, but someone needs to tell you the truth!
Métricas tabulares de Parabolic SAR flip sometido a backtest en NVDA • 10 Minutes
| Total de Operaciones | 388 | Beneficio Neto | 24.3% | Beneficio Compra y Mantén | 45.0% |
| Tasa de Ganancia | 44% | Ratio Riesgo/Recompensa | 1.42 | Máximo Drawdown | -28.0% |
| Máximo Drawdown del Activo | -42.8% | Exposición | 58.2% | Promedio de Velas en Posición | 14.0 |
| Ratio de Sharpe | 1.39 | Ratio de Sortino | 2.03 | Volatilidad Realizada | 33.32% |
| Racha Máxima de Ganancia | 7 | Racha Promedio de Ganancia | 1.8 | Racha Máxima de Pérdida | 9 |
| Racha Promedio de Pérdida | 2.3 | Promedio de Operaciones por Mes | 62.2 | Promedio de Operaciones por Día | 2.1 |
| Desv. Est. del Retorno | 1.7 | Desv. Est. de la Pérdida | 1.1 | Desv. Est. de la Ganancia | 1.4 |
| Expectativa | 0.1 | Beta | 0.5 |
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 |