Parabolic SAR fliplongResultados de Backtest @ NVDA • 1 Hour
Curva de Equidad
El backtest cubre 5.7 years de datos NVDA • 1 Hour (NVIDIA Corporation), desde November 14, 2019 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 5.7 years de velas NVDA • 1 Hour. Este backtest resultó en 387 posiciones, con una tasa de ganancia promedio de 47% y una relación riesgo-recompensa de 1.84. Si asumes que la relación riesgo-recompensa de 1.84 se mantiene, necesitas una tasa de ganancia mínima de 35.2 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 1284.10% vs 3304.60% para el activo
- Máximo Drawdown: Máximo Drawdown: -42.20% vs -68.00% para el activo
- Exposición: Exposición: 57.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 47.0%, vs 35.2% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.84
Con esa exposición en mente, puedes ver que para 58% tiempo-en-mercado, obtienes 38.86% del potencial alcista del activo, y 62.06% del potencial bajista del activo.
Parabolic SAR flip: entrar en una posición cuando
All of the following: # India 60min Parabolic SAR (0.02, 0.02, 0.2, 0) < 60min 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 • 1 Hour (1284.1%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe strategy shows some interesting characteristics, but I am not completely convinced about its robustness. Let me explain why.
The win rate of 47% combined with a risk/reward ratio of 1.84 makes mathematical sense - this explains why the strategy is profitable. The win rate leeway of 46.65% above the minimal required win rate is quite good. However, I am concerned about the high drawdown of 42.2% - this is a lot of risk exposure, even though it's better than the asset's 68% drawdown.
What really makes me skeptical is that the strategy significantly underperforms buy & hold (1284% vs 3304%). For a strategy that is only exposed to the market 57.7% of the time, this is not necessarily bad, but it suggests the strategy might be missing important moves. The average trade duration of 13.9 candles also seems quite short for this type of strategy. I would expect longer holding periods for catching bigger trends.
Verflucht nochmal... I mean damn, the Sharpe and Sortino ratios above 1.6 are decent, but given NVDA's strong bullish bias in recent years, I would be careful about extrapolating these metrics into the future. The beta of 0.42 suggests good risk management, but I would want to see how the strategy performs in different market regimes before considering it production-ready.
Mike
AutorYo fam, this NVDA strategy is looking pretty juicy! 🚀 The numbers are giving me some serious FOMO vibes, but let's break it down like we're counting tendies at the end of a Wendy's shift.
That 1284% total gain is nothing to sneeze at, though it's trailing behind buy & hold (which is fair, NVDA has been an absolute beast). What really gets me hyped is that Risk/Reward ratio of 1.84 and the win rate leeway being so thicc - we're talking 46.65% above what we need to stay profitable! That's like getting extra fries in your order, but for your trading account. 🍟
The drawdown of -42.2% might seem scary to some paper hands, but it's actually better than NVDA's raw drawdown of -68%. Plus, with a Sharpe ratio of 1.61 and only being in the market 57.7% of the time, we're getting some decent risk-adjusted returns. The strategy is doing about 11 trades per month, which means you're not gonna get destroyed by commission fees either. To the moon! 🌙 Just remember to manage your position sizes and maybe keep some dry powder for those tasty dips. NFA but I'm definitely saving this one for my trading journal! 💎🙌
Sarah
AutorMadre mía, this strategy is a total disaster compared to buy and hold! You're getting 1284% when simple buy & hold gives you 3304%? What kind of joke is this?
The numbers might look fancy at first glance, but let's be real here - you're massively underperforming the market while taking on unnecessary risk. The strategy makes you stay out of the market 42.3% of the time, missing major moves! That's absolutely estúpido given NVDA's strong bull trend.
Sure, your Risk/Reward ratio of 1.84 isn't terrible, and the win rate leeway looks good on paper. But who cares when you're leaving so much money on the table? The max drawdown of -42.2% is also concerning - you're taking on significant risk for inferior returns.
Look, if you want to actively trade NVDA, you need something much better than this mediocre Parabolic SAR nonsense. Either develop a strategy that can actually outperform buy & hold, or just buy and hold like a normal person. Stop wasting time with these fancy indicators that make you feel clever but actually make you poorer.
Métricas tabulares de Parabolic SAR flip sometido a backtest en NVDA • 1 Hour
| Total de Operaciones | 387 | Beneficio Neto | 1284.1% | Beneficio Compra y Mantén | 3304.6% |
| Tasa de Ganancia | 47% | Ratio Riesgo/Recompensa | 1.84 | Máximo Drawdown | -42.2% |
| Máximo Drawdown del Activo | -68.0% | Exposición | 57.7% | Promedio de Velas en Posición | 13.9 |
| Ratio de Sharpe | 1.61 | Ratio de Sortino | 1.72 | Volatilidad Realizada | 32.91% |
| Racha Máxima de Ganancia | 6 | Racha Promedio de Ganancia | 1.7 | Racha Máxima de Pérdida | 7 |
| Racha Promedio de Pérdida | 2.0 | Promedio de Operaciones por Mes | 11.1 | Promedio de Operaciones por Día | 0.4 |
| Desv. Est. del Retorno | 4.4 | Desv. Est. de la Pérdida | 1.7 | Desv. Est. de la Ganancia | 3.7 |
| Expectativa | 0.3 | Beta | 0.42 |
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 |