Parabolic SAR fliplongResultados de Backtest @ TSLA • 10 Minutes
Curva de Equidad
El backtest cubre 12.5 months de datos TSLA • 10 Minutes (Tesla, Inc.), 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 TSLA • 10 Minutes. Este backtest resultó en 375 posiciones, con una tasa de ganancia promedio de 43% y una relación riesgo-recompensa de 1.67. Si asumes que la relación riesgo-recompensa de 1.67 se mantiene, necesitas una tasa de ganancia mínima de 37.5 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 86.80% vs 24.40% para el activo
- Máximo Drawdown: Máximo Drawdown: -30.80% vs -55.30% para el activo
- Exposición: Exposición: 55.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 43.0%, vs 37.5% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.67
Con esa exposición en mente, puedes ver que para 56% tiempo-en-mercado, obtienes 355.74% del potencial alcista del activo, y 55.70% 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 @ TSLA • 10 Minutes (86.8%) explicado por Mike, Sarah
Mike
AutorYo fam, these backtest results are looking pretty juicy! 🚀 Let me break it down for my trading homies.
First off, we're crushing it with that 86.8% net profit compared to TSLA's measly 24.4% buy & hold return. That's some serious alpha right there! The strategy is giving us about 2 trades per day, which is perfect for managing our Wendy's schedule while still catching those sweet moves. Win rate at 43% might look scary, but peep that 1.67 risk/reward ratio - we're literally printing money with those numbers! 💸
What really gets me hyped is that win rate leeway - we're sitting at 42% above what we need to be profitable. That's like having a massive safety net under our trading trapeze act! The max drawdown of 30.8% is way better than TSLA's raw drawdown of 55.3%, so we're actually taking less risk than just holding the stock. Those Sharpe and Sortino ratios are straight fire too! 🔥
Only thing that makes me a bit nervous is those losing streaks hitting 10 in a row - gotta make sure we size our positions right so we don't blow up our accounts during the rough patches. But overall, this strategy looks like it could be our ticket to trading full-time instead of flipping burgers! 🍔➡️💰
Sarah
AutorJesús Cristo, another delusional strategy that looks good on paper but will blow up your account faster than my ex-husband's credit card! Let me tell you why this is problematic, mi amigo.
First, that 43% win rate with 375 trades is actually not terrible considering the risk/reward ratio of 1.67. But holy mierda, a 30.8% drawdown? That's like jumping off a cliff and hoping your parachute works! No serious trader would accept this kind of risk - unless they're smoking something illegal. And trust me, I've seen enough traders go broke with "promising" strategies like this.
The market exposure of 55.7% tells me this strategy is basically gambling - you're in the market half the time without a clear edge. And those streaks! Dios mío, 10 consecutive losses? How many accounts would survive that? The average losing streak of 2.2 is actually worse than the winning streak of 1.7, which means you'll be bleeding money more consistently than making it.
Look, I know the 86.8% total profit looks sexy compared to buy & hold's 24.4%, but with that kind of drawdown and volatility, you'd need nerves of steel and a stomach of iron to actually trade this. And let's be honest - you probably have neither.
Métricas tabulares de Parabolic SAR flip sometido a backtest en TSLA • 10 Minutes
| Total de Operaciones | 375 | Beneficio Neto | 86.8% | Beneficio Compra y Mantén | 24.4% |
| Tasa de Ganancia | 43% | Ratio Riesgo/Recompensa | 1.67 | Máximo Drawdown | -30.8% |
| Máximo Drawdown del Activo | -55.3% | Exposición | 55.7% | Promedio de Velas en Posición | 13.8 |
| Ratio de Sharpe | 1.70 | Ratio de Sortino | 2.25 | Volatilidad Realizada | 50.03% |
| Racha Máxima de Ganancia | 9 | Racha Promedio de Ganancia | 1.7 | Racha Máxima de Pérdida | 10 |
| Racha Promedio de Pérdida | 2.2 | Promedio de Operaciones por Mes | 60.2 | Promedio de Operaciones por Día | 2.0 |
| Desv. Est. del Retorno | 2.6 | Desv. Est. de la Pérdida | 1.3 | Desv. Est. de la Ganancia | 2.6 |
| Expectativa | 0.2 | Beta | 0.52 |
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 |