Parabolic SAR fliplongResultados de Backtest @ PLTR • Daily
Curva de Equidad
El backtest cubre 4.8 years de datos PLTR • Daily (Palantir Technologies Inc.), desde September 30, 2020 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 4.8 years de velas PLTR • Daily. Este backtest resultó en 51 posiciones, con una tasa de ganancia promedio de 49% y una relación riesgo-recompensa de 2.69. Si asumes que la relación riesgo-recompensa de 2.69 se mantiene, necesitas una tasa de ganancia mínima de 27.1 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 51 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 559.10% vs 1476.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -50.40% vs -84.90% para el activo
- Exposición: Exposición: 56.80% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 49.0%, vs 27.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.69
Con esa exposición en mente, puedes ver que para 57% tiempo-en-mercado, obtienes 37.87% del potencial alcista del activo, y 59.36% del potencial bajista del activo.
Parabolic SAR flip: entrar en una posición cuando
All of the following: # India D Parabolic SAR (0.02, 0.02, 0.2, 0) < D 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 @ PLTR • Daily (559.1%) explicado por Mike, Sarah
Mike
AutorYo fam, this PLTR backtest is looking pretty juicy! 🚀 The strategy's got some serious potential, even though it's not beating buy & hold (but let's be real, that PLTR buy & hold return is absolutely bonkers! 🤯).
What's got me hyped is that risk/reward ratio of 2.69 - we're talking about winners being almost 3x bigger than losers! And check this out: we only need a 27% win rate to break even, but we're hitting 49%. That's like having a 48% safety cushion, which is straight-up fire! 🔥 The max drawdown of -50.4% is pretty rough, but it's still better than PLTR's raw drawdown of -84.9%, so we're actually managing risk decent here.
I'm digging how this strategy keeps us in the market just enough (56.8% exposure) while still catching those meaty moves. The Sharpe ratio isn't amazing at 0.50, but that Sortino of 1.21 tells me we're handling the downside risk pretty well. With about 1.7 trades per month, this isn't some crazy day trading system - it's more like a chill swing trading vibe that could fit perfectly with my Wendy's schedule! 💪 Would definitely consider throwing some tendies at this one! 🍗
Sarah
AutorMadre mía, this strategy is like a drunk person trying to dance salsa - occasionally looks good but mostly stumbles around!
The win rate of 49% with 51 trades is pathetically mediocre, even though the Risk/Reward ratio of 2.69 somewhat saves it from being complete basura. The maximum drawdown of 50.4% is absolutely horrifying - you might as well go to Las Vegas and bet everything on red! And let's not even talk about how it massively underperforms buy & hold (559.1% vs 1476.3%).
The most concerning thing is the market exposure of 56.8% - you're missing almost half the moves while still managing to lose money more often than win! The volatility metrics are also terrible - a Sharpe ratio of 0.50 suggests this strategy is about as stable as my ex-novio's emotional state.
Look, if you want to throw away your dinero on a strategy that can't even beat buying and holding through a bull market, be my guest. But don't come crying to me when your account looks like it got hit by el huracán. At least the win rate leeway is decent - pero that's like saying "at least the Titanic had nice curtains"!
Métricas tabulares de Parabolic SAR flip sometido a backtest en PLTR • Daily
| Total de Operaciones | 51 | Beneficio Neto | 559.1% | Beneficio Compra y Mantén | 1476.3% |
| Tasa de Ganancia | 49% | Ratio Riesgo/Recompensa | 2.69 | Máximo Drawdown | -50.4% |
| Máximo Drawdown del Activo | -84.9% | Exposición | 56.8% | Promedio de Velas en Posición | 12.5 |
| Ratio de Sharpe | 0.50 | Ratio de Sortino | 1.21 | Volatilidad Realizada | 49.77% |
| Racha Máxima de Ganancia | 7 | Racha Promedio de Ganancia | 1.7 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 1.9 | Promedio de Operaciones por Mes | 1.7 | Promedio de Operaciones por Día | 0.1 |
| Desv. Est. del Retorno | 24.1 | Desv. Est. de la Pérdida | 4.3 | Desv. Est. de la Ganancia | 29.0 |
| Expectativa | 0.8 | 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 |