Since 2022 Sort Finance

Parabolic SAR

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. Track the parabolic stop from each bar's high and low: it trails below price while the trend is up, creeping closer every bar and faster with each new high.
  2. Buy when the close is above the stop — the trend has flipped up and the stop has moved beneath price to trail it.
  3. Sell when the close falls back through the stop. Because the stop accelerates, a long-running trend gets stopped out on a much smaller pullback than a young one would.
Score
Total Score Mean Of Real And Resampled 34 / 100
Real Data 31 / 100
Resampled Data 37 / 100
Overall Rank Top 68% 35 of 52
Rank In Trend Top 83% 23 of 28
Score By Metric
Beats Hold Real 16 · Resampled 36 26 / 100
Risk Adjusted Real 32 · Resampled 33 32 / 100
Profitability Real 34 · Resampled 37 36 / 100
Win Rate Real 47 · Resampled 49 48 / 100
Fee Efficiency Real 41 · Resampled 41 41 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.