Parabolic SAR fliplong

Resultados de Backtest @ WMT • 10 Minutes

The backtest results look quite solid from mathematical perspective. The strategy shows good statistical robustness with 424 trades over 12.5 months - this gives us enough sample size to make meaningful conclusions.

The win rate of 45% combined with risk/reward ratio of 1.68 creates positive expectancy of 0.2, which is mathematicaly viable. What I find particularly compelling is the win rate leeway of 44.63% above the minimal required win rate - this provides significant buffer against strategy deterioration. The Sharpe ratio of 2.82 and Sortino of 2.62 indicate good risk-adjusted returns, especially considering the moderate market exposure of 58.1%.

However, I notice some potential concerns. The strategy slightly underperforms buy & hold (37% vs 38.7%), which suggests it might not be optimal in strong uptrends. Also the maximum drawdown of 12.4% could be problematic depending on ones risk tolerance. But the beta of 0.42 shows good downside protection compared to holding the asset directly. The average trade duration of 12.7 candles seems reasonable for a medium-term strategy.

Madre mia, this strategy is like putting lipstick on a pig! The net profit is actually LOWER than buy & hold - what a joke! 37% vs 38.7%? You're literally better off sleeping through the year than trading this nonsense.

Look at those pathetic numbers - 45% win rate with a 1.68 risk/reward? Si, matematically it works because you need only 37.3% wins to break even, but why would anyone want to lose more than half their trades? It's like choosing to get punched in the face 55% of the time! The market exposure of 58.1% shows you're missing almost half the moves too.

The only decent thing here are the Sharpe and Sortino ratios above 2.5, pero even a broken clock is right twice per day. With 424 trades generating barely any alpha, you're just giving money to your broker! And that 12.4% drawdown? Dios mio, that's painful for such mediocre returns.

My brutal honest opinion? This strategy is pure basura. Either hold the stock or find something that actually beats the market instead of this overengineered mess that makes less money with more work. You're basically paying to get worse results than a simple buy and hold!