Parabolic SAR fliplongResultados de Backtest @ TSLA • Daily
Curva de Equidad
El backtest cubre 15.1 years de datos TSLA • Daily (Tesla, Inc.), desde June 29, 2010 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 15.1 years de velas TSLA • Daily. Este backtest resultó en 166 posiciones, con una tasa de ganancia promedio de 37% y una relación riesgo-recompensa de 2.62. Si asumes que la relación riesgo-recompensa de 2.62 se mantiene, necesitas una tasa de ganancia mínima de 27.6 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 440.90% vs 25131.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -75.30% vs -75.00% para el activo
- Exposición: Exposición: 57.10% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 37.0%, vs 27.6% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.62
Con esa exposición en mente, puedes ver que para 57% tiempo-en-mercado, obtienes 1.75% del potencial alcista del activo, y 100.40% 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 @ TSLA • Daily (440.9%) explicado por Alex C, Sarah
Alex C
AutorThe numbers look quite interesting, but I have some concerns about the strategy's reliability. The Win Rate of 37% is actually fine since it's compensated by a good Risk/Reward ratio of 2.62. What catches my attention is that we have massive deviation from Buy & Hold - we're at 440.9% while Buy & Hold would give 25131.3%. This is not optimal.
The exposure of 57.1% suggests this is more of a swing trading strategy, which is okay. What worries me more is the Max Drawdown of -75.3%. This is extremely high und could be very difficult to handle psychologically. The Sharpe Ratio of 0.19 is also quite poor - I would normally want to see at least 0.8 for a strategy to be considered solid.
The strategy shows good mathematical viability with the Win Rate being 9.4% above the minimal required rate. However, the high drawdown combined with poor risk-adjusted returns (as shown by Sharpe/Sortino ratios) makes me think this needs more optimization before real trading. Maybe we should look at adjusting the SAR parameters or adding additional filters to reduce drawdown.
Sarah
AutorMadre mía, this strategy is a complete disaster! You are seriously underperforming the market by such a ridiculous margin that it makes me want to cry. The buy & hold return is 25,131% while your strategy only managed a pathetic 440.9%? That's embarassing!
Your win rate is absolutely terrible at 37% - you're losing nearly two-thirds of your trades! Yes, I see the risk/reward ratio is 2.62, which technically makes it matematically viable, but just barely. And those drawdowns... -75.3%? Are you trying to give yourself a heart attack? That's basically as bad as holding through a crash with no protection!
Look, I know the Parabolic SAR is a popular indicator, but using it in isolation like this is amateur hour. You're getting whipsawed constantly with those short 12-candle average hold times. And that market exposure of 57.1% means you're missing half the upside moves while still eating massive drawdowns. This is exactly the kind of mediocre system that makes retail traders lose their money.
Métricas tabulares de Parabolic SAR flip sometido a backtest en TSLA • Daily
| Total de Operaciones | 166 | Beneficio Neto | 440.9% | Beneficio Compra y Mantén | 25131.3% |
| Tasa de Ganancia | 37% | Ratio Riesgo/Recompensa | 2.62 | Máximo Drawdown | -75.3% |
| Máximo Drawdown del Activo | -75.0% | Exposición | 57.1% | Promedio de Velas en Posición | 12.1 |
| Ratio de Sharpe | 0.19 | Ratio de Sortino | 0.75 | Volatilidad Realizada | 39.49% |
| Racha Máxima de Ganancia | 5 | Racha Promedio de Ganancia | 1.6 | Racha Máxima de Pérdida | 8 |
| Racha Promedio de Pérdida | 2.8 | Promedio de Operaciones por Mes | 1.8 | Promedio de Operaciones por Día | 0.1 |
| Desv. Est. del Retorno | 17.7 | Desv. Est. de la Pérdida | 5.5 | Desv. Est. de la Ganancia | 20.2 |
| Expectativa | 0.3 | Beta | 0.51 |
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 |