Parabolic SAR fliplong

Resultados de Backtest @ PLTR • 10 Minutes

The strategy shows some interesting metrics, but I am not completely convinced. The win rate of 47% combined with a 1.53 risk/reward ratio mathematically makes sense - this explains why the strategy is profitable despite losing more trades than it wins. However, the market exposure of 59.7% while achieving only 121.1% when buy & hold did 459.2% is concerning.

The high number of trades - 390 over the period - gives us statistical significance, which is good. The average trade duration of 14.3 candles suggests the strategy catches medium-term moves rather than noise. But what worries me is the maximum drawdown of 45.7%, which is quite severe. Even though the Sharpe ratio of 2.40 and Sortino ratio of 2.44 are decent, I would want to see how the strategy performs in different market conditions.

From mathematical perspective, the strategy is viable since the actual win rate is higher than the minimal sufficient win rate (47% vs 39.5%). But I would recommend to test it with different SAR parameters to check if it's not overfitted to this specific configuration. Also, the correlation of 0.67 to the underlying suggests the strategy might struggle in bear markets - something to consider before deploying it with real money.

Madre mía, this strategy is like a drunk person trying to dance salsa! Let me tell you why it's terrible.

First of all, you're getting crushed by buy & hold - 121% vs 459%? That's pathetic! You're basically paying commission fees to lose money compared to simply holding. And that 47% win rate with such mediocre reward ratio? Por favor, it's like bringing a butter knife to a gunfight. The only decent thing here is that your win rate is above the minimal required 39.5%, but that's hardly something to celebrate.

Look at those losing streaks - 10 losses in a row! That's enough to make most traders jump off el puente. And that 45.7% drawdown? Dios mío, it's almost as bad as the asset itself. You're not even reducing risk significantly with your fancy strategy. The exposure of 59.7% suggests you're missing half the moves while still eating almost all the drawdown.

The only thing that doesn't make me want to throw my computer out the window is the decent Sharpe ratio of 2.40. But with such poor overall performance, it's like putting lipstick on un cerdo. My advice? Either completely rebuild this strategy or save yourself the tiempo and just buy and hold.