Parabolic SAR

Flip with the parabolic stop. Always in or out, never neutral for long.

What it is

Reference — Glowwiki: Parabolic SAR
The definitions and formulas below follow that article. It states its own limit plainly:
“Whether this produces profit is not addressed in that article.”
That is the question this page answers.

Note from the reference: Wilder did not propose this indicator as a standalone system. The reference records that he recommended establishing direction with the SAR and then using a separate indicator — the Average Directional Index — to judge the strength of that trend. It also states plainly that the SAR generally works only in trending markets and produces whipsaws during ranging or sideways phases. The result on this page is a standalone run, which is not the configuration its author described.

Formulas

SAR step

SARₜ₊₁ = SARₜ + AF · (EP − SARₜ)

The value produced is the stop for the NEXT period, built from data available today

Acceleration

AF += increment, only when a new EP is made

Driven by events, not by time — a stalled trend stops tightening

Established

The SAR value for the next period is built using data available today. [3]
The acceleration factor increases only when a new extreme point is reached, not with the passage of time. [3]
The calculation restarts nearly independently on each new trend, so it carries almost no memory across reversals. [3]

These rest on a single line of sourcing. The Glowwiki reference article draws on the same encyclopaedia cited here, so two domains do not make two independent accounts. Nothing below has been checked against a second, separately grounded source. It is listed as established because the sources state it as definition rather than as finding — not because it has been cross-verified.

Conventional reading

A close through the SAR level is conventionally read as a reversal signal. [1, 3]
The reference states the indicator generally works only in trending markets and creates whipsaws during ranging or sideways phases. [1, 3]
Wilder did not propose it as a standalone system: he recommended establishing direction with the SAR and then judging trend strength with a separate indicator, the Average Directional Index. The run on this page is standalone and therefore not the configuration its author described. [1, 3]
The usefulness of technical analysis as a whole is contested by the efficient-market hypothesis. The reference article states the dispute without ruling on it — and neither does this page. What is below is one measurement, not a verdict. [1, 2]

Listed as convention, not as established fact.

Why your chart may not match The SAR value is defined as the stop for the next period, built from data available today — so the level that applies during a bar is the one computed before it. The indicator code here folds the current bar's high and low into that bar's value, which makes it the level for the following bar. This page therefore compares each close against the previous bar's SAR. Using the same bar's value instead is not reading the future — the high and low are known at the close — but it judges a bar with a number that bar helped produce. On ETH the difference is large: 83.5% one way, 283.8% the other, from the same rules.

Sources

Parabolic SAR — Glowwiki (en)
Technical analysis — Wikipedia (en)
Parabolic SAR — Wikipedia (en)

The short answer

Beat buy & hold in 1 of 3 markets tested.

ETH/USDT +8% · BTC/USDT -244%. A rule that wins in one market and loses in another did not find an edge; it found a rising asset. Each figure is measured only against buying and holding that same market over that same period.

Market	Return	Buy & hold	vs B&H	Beat it	Max DD	Underwater	Grid beat
BTC/USDT	286%	530%	-244%	no	66%	2020d	38%
ETH/USDT	284%	276%	+8%	yes	81%	1780d	75%
Gold (PAXG)	36%	119%	-83%	no	24%	1182d	0%

All figures on this page are from daily candles unless a row says otherwise.

Evidence

Everything below is the same rules run over real price history. Pick a market to see the fills, the equity path and the parameter grid for it.

Daily candlesBTC/USDT · 3188 bars · 2018-01-01 → 2026-09-23

Total return

286.0%

10,000 → 38,603

vs buy & hold

-243.9%

over the same period 529.9%

Max drawdown

65.8%

10,000 → 5,538

Longest underwater

2020

2020 days · 98% of the period

Settings that beat it

6 / 16

of 16 parameter settings tested

Win rate

40%

95% CI 32%–49% · n=126

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (6×) and max drawdown (65.8%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

253 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-49%	524%	-573%	no	713
1D ←	286%	530%	-244%	no	126
1W	597%	524%	+73%	yes	17

Outcome distribution

A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-56.5%	-32.5%	-12.5%	13.4%	53.9%	145.5%	348.0%	36%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 364.7%, best 2644.7%, worst 174.6%. 6 of them beat buy & hold.

Parameter grid

Parabolic SAR run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.

	step 0.01	step 0.02	step 0.03	step 0.05
max 0.1	2645%	680%	402%	866%
max 0.2	1300%	286%	319%	189%
max 0.3	1300%	286%	365%	175%
max 0.5	1300%	286%	365%	175%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2018	2019	2020	2021	2022	2023	2024	2025	2026
Return	-38%	81%	202%	12%	-37%	68%	13%	-8%	11%
Max DD	51%	27%	26%	39%	52%	20%	41%	25%	16%
Trades	14	12	12	15	16	15	18	13	11

Recent closed trades 126 closed trades — showing the last 40

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-09-05	79,700.6	2026-09-11	76,530.45	6 bars	37,712.92	-1,572.41	-4.2%
2026-08-20	69,369.45	2026-09-03	77,301.34	14 bars	33,910.95	+3,801.97	+11.2%
2026-08-07	64,355.77	2026-08-15	63,012.04	8 bars	34,703.44	-792.49	-2.3%
2026-07-06	63,681.84	2026-07-26	64,342.82	20 bars	34,415.7	+287.74	+0.8%
2026-06-13	63,611.79	2026-06-24	62,703.2	11 bars	34,984.29	-568.59	-1.6%
2026-05-28	74,486.53	2026-05-29	73,580.71	1 bars	35,485.87	-501.58	-1.4%
2026-04-24	78,296.61	2026-05-14	79,273.95	20 bars	35,118.54	+367.33	+1.1%
2026-04-08	71,960.18	2026-04-22	76,297.97	14 bars	33,188.25	+1,930.29	+5.8%
2026-03-05	72,703.1	2026-03-24	70,871	19 bars	34,114.37	-926.12	-2.7%
2026-02-10	70,173.07	2026-02-26	67,954.05	16 bars	35,298.89	-1,184.52	-3.4%
2025-12-31	88,529.74	2026-01-20	92,584.67	20 bars	33,820.48	+1,478.41	+4.4%
2025-11-27	90,529.25	2025-12-15	88,128.07	18 bars	34,811.52	-991.04	-2.9%
2025-10-01	114,105.96	2025-10-11	112,718.1	10 bars	35,310.69	-499.17	-1.4%
2025-09-04	111,761.57	2025-09-23	112,594.66	19 bars	35,119.6	+191.1	+0.5%
2025-08-08	117,530.76	2025-08-17	117,321.97	9 bars	35,252.53	-132.93	-0.4%
2025-06-27	107,000.53	2025-07-20	117,781.09	23 bars	32,089.97	+3,162.56	+9.9%
2025-06-10	110,318.15	2025-06-21	103,246.33	11 bars	34,356.6	-2,266.64	-6.6%
2025-05-09	103,313.24	2025-05-27	109,380.06	18 bars	32,515.96	+1,840.64	+5.7%
2025-04-13	85,319.55	2025-05-07	96,785.6	24 bars	28,721.23	+3,794.74	+13.2%
2025-03-22	84,130.83	2025-04-05	83,847.93	14 bars	28,875.83	-154.6	-0.5%
2025-03-04	86,264.27	2025-03-11	78,556.56	7 bars	31,772.51	-2,896.68	-9.1%
2025-02-21	98,354.16	2025-02-25	91,507.1	4 bars	34,218.27	-2,445.76	-7.1%
2025-01-18	104,129.51	2025-01-29	101,284.85	11 bars	35,249.74	-1,031.47	-2.9%
2025-01-08	97,003.08	2025-01-11	94,678.74	3 bars	36,187.42	-937.68	-2.6%
2024-12-16	104,516.22	2024-12-22	97,243.35	6 bars	38,971.75	-2,784.34	-7.1%
2024-12-01	96,456.19	2024-12-08	99,782.07	7 bars	37,748.19	+1,223.56	+3.2%
2024-11-07	75,609.78	2024-11-26	92,963.5	19 bars	30,763.11	+6,985.08	+22.7%
2024-10-15	66,117.04	2024-11-03	69,340.05	19 bars	29,391.92	+1,371.18	+4.7%
2024-10-09	62,191.58	2024-10-12	62,508.72	3 bars	29,301.35	+90.58	+0.3%
2024-09-14	60,528.24	2024-10-02	60,774.52	18 bars	29,241.03	+60.32	+0.2%
2024-08-13	59,376.31	2024-09-04	57,459	22 bars	30,277.25	-1,036.22	-3.4%
2024-07-29	68,284	2024-08-03	61,467.59	5 bars	33,702.17	-3,424.92	-10.2%
2024-07-16	64,756.42	2024-07-27	67,874.05	11 bars	32,218.52	+1,483.65	+4.6%
2024-07-02	62,931.45	2024-07-05	57,021.49	3 bars	35,628.97	-3,410.45	-9.6%
2024-06-06	71,143.55	2024-06-12	67,280.57	6 bars	37,750.07	-2,121.1	-5.6%
2024-05-05	63,923.98	2024-05-25	68,515.72	20 bars	35,290.67	+2,459.4	+7.0%
2024-04-09	71,655.81	2024-04-14	63,892.56	5 bars	39,657.9	-4,367.22	-11.0%
2024-03-26	69,914.94	2024-04-04	65,930.29	9 bars	42,138.91	-2,481.01	-5.9%
2024-02-27	54,503.72	2024-03-17	65,267.99	19 bars	35,259.63	+6,879.28	+19.5%
2024-01-30	43,324.36	2024-02-23	51,262.78	24 bars	29,859.08	+5,400.55	+18.1%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2018-01-01 → 2026-09-23
Parameters	{"step":0.02,"max":0.2}
Rolling test	365 bars × 95 start dates
Input hash	da160abc9caf9512

Daily candlesETH/USDT · 3188 bars · 2018-01-01 → 2026-09-23

Total return

283.8%

10,000 → 38,383

vs buy & hold

+8.1%

over the same period 275.8%

Max drawdown

81.5%

10,000 → 4,143

Longest underwater

1780

1780 days · 98% of the period

Settings that beat it

12 / 16

of 16 parameter settings tested

Win rate

38%

95% CI 30%–47% · n=118

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (14×) and max drawdown (81.5%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

237 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-66%	271%	-338%	no	714
1D ←	284%	276%	+8%	yes	118
1W	973%	271%	+701%	yes	13

Outcome distribution

A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-67.0%	-39.6%	-24.3%	-0.6%	118.3%	256.0%	516.5%	52%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 346.4%, best 1063.4%, worst 95.0%. 12 of them beat buy & hold.

Parameter grid

	step 0.01	step 0.02	step 0.03	step 0.05
max 0.1	687%	653%	425%	178%
max 0.2	1063%	284%	346%	124%
max 0.3	1063%	281%	357%	100%
max 0.5	1063%	281%	357%	95%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2018	2019	2020	2021	2022	2023	2024	2025	2026
Return	-41%	15%	291%	220%	-43%	29%	-26%	-38%	10%
Max DD	72%	35%	41%	33%	46%	31%	57%	46%	26%
Trades	12	11	12	14	15	13	15	16	10

Recent closed trades 118 closed trades — showing the last 40

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-09-13	2,527.18	2026-09-17	2,417.05	4 bars	38,618.77	-1,756.76	-4.5%
2026-08-19	1,918.81	2026-09-04	2,506.25	16 bars	29,626.14	+8,992.63	+30.3%
2026-07-27	1,955.7	2026-08-02	1,844.03	6 bars	31,483.13	-1,856.99	-5.9%
2026-07-04	1,759.1	2026-07-25	1,860.51	21 bars	29,826.68	+1,656.45	+5.5%
2026-06-15	1,726.49	2026-06-25	1,621.37	10 bars	31,824.12	-1,997.44	-6.3%
2026-05-06	2,361.94	2026-05-13	2,273.83	7 bars	33,123.44	-1,299.32	-3.9%
2026-04-03	2,058.21	2026-04-21	2,312.68	18 bars	29,537.75	+3,585.7	+12.1%
2026-02-27	2,028.69	2026-03-22	2,083.82	23 bars	28,813.95	+723.8	+2.5%
2026-02-15	2,087.63	2026-02-25	1,851.02	10 bars	32,562.18	-3,748.24	-11.5%
2025-12-31	2,975.18	2026-01-21	2,938.41	21 bars	33,035.62	-473.44	-1.4%
2025-12-04	3,189.98	2025-12-16	2,963.37	12 bars	35,633.14	-2,597.52	-7.3%
2025-11-27	3,028.07	2025-12-03	2,994.57	6 bars	36,103.91	-470.78	-1.3%
2025-10-03	4,486.59	2025-10-11	3,827.81	8 bars	42,402.32	-6,298.41	-14.8%
2025-09-13	4,714.52	2025-09-23	4,196.99	10 bars	47,726.26	-5,323.93	-11.2%
2025-08-23	4,834.49	2025-09-01	4,389.63	9 bars	52,668.14	-4,941.88	-9.4%
2025-08-08	3,912.26	2025-08-20	4,073.54	12 bars	50,684.07	+1,984.07	+3.9%
2025-07-28	3,874.05	2025-08-02	3,486.47	5 bars	56,431.22	-5,747.15	-10.2%
2025-07-01	2,486.71	2025-07-25	3,705.1	24 bars	37,950.2	+18,481.02	+48.7%
2025-06-11	2,817.82	2025-06-19	2,523.74	8 bars	42,457.21	-4,507.01	-10.6%
2025-05-25	2,531.68	2025-06-06	2,412.81	12 bars	44,637.97	-2,180.75	-4.9%
2025-05-09	2,208.49	2025-05-20	2,526.88	11 bars	39,091.76	+5,546.21	+14.2%
2025-04-16	1,589.56	2025-05-08	1,810.2	22 bars	34,395.71	+4,696.05	+13.7%
2025-03-20	2,057.08	2025-03-30	1,827.18	10 bars	38,801.04	-4,405.32	-11.3%
2025-02-23	2,764.61	2025-03-01	2,236.47	6 bars	48,059.88	-9,258.85	-19.3%
2025-01-26	3,320.42	2025-02-03	2,868.25	8 bars	55,747.83	-7,687.95	-13.8%
2025-01-06	3,637.82	2025-01-11	3,265.42	5 bars	62,229.88	-6,482.05	-10.4%
2024-12-18	3,894.96	2024-12-20	3,415.3	2 bars	71,111.71	-8,881.83	-12.5%
2024-11-25	3,362.89	2024-12-10	3,710.14	15 bars	64,585	+6,526.71	+10.1%
2024-11-07	2,723.24	2024-11-22	3,354.2	15 bars	52,540.85	+12,044.15	+22.9%
2024-11-01	2,519.87	2024-11-05	2,397.01	4 bars	55,344.4	-2,803.55	-5.1%
2024-10-15	2,631.1	2024-10-25	2,534.55	10 bars	57,567.75	-2,223.34	-3.9%
2024-09-20	2,466.44	2024-10-02	2,446.56	12 bars	58,151.87	-584.12	-1.0%
2024-08-13	2,723.66	2024-08-28	2,456.1	15 bars	64,615.85	-6,463.98	-10.0%
2024-07-15	3,246.82	2024-07-26	3,173.88	11 bars	66,233.15	-1,617.3	-2.4%
2024-06-29	3,381.84	2024-07-05	3,058.17	6 bars	73,389.75	-7,156.6	-9.8%
2024-05-21	3,663.62	2024-06-09	3,679.74	19 bars	73,214.56	+175.19	+0.2%
2024-04-30	3,218.35	2024-05-03	2,984.7	3 bars	79,104.08	-5,889.52	-7.4%
2024-04-09	3,696.46	2024-04-14	3,005.51	5 bars	97,484.48	-18,380.4	-18.9%
2024-03-27	3,589.11	2024-04-04	3,309.17	8 bars	105,942.84	-8,458.36	-8.0%
2024-02-10	2,487.8	2024-03-17	3,521.33	36 bars	74,998	+30,944.84	+41.3%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2018-01-01 → 2026-09-23
Parameters	{"step":0.02,"max":0.2}
Rolling test	365 bars × 95 start dates
Input hash	bb67e85e52070934

Daily candlesGold (PAXG) · 2214 bars · 2020-09-01 → 2026-09-23

Total return

35.9%

10,000 → 13,587

vs buy & hold

-82.7%

over the same period 118.6%

Max drawdown

24.0%

10,000 → 7,779

Longest underwater

1182

1182 days · 98% of the period

Settings that beat it

0 / 16

of 16 parameter settings tested

Win rate

45%

95% CI 34%–56% · n=78

The win rate on this page is not a readable number. With 78 closed trades the 95% confidence interval runs 34%–56% — it spans a coin flip, so the headline 45% cannot be distinguished from chance at this sample size. It is shown because leaving it out would be worse, not because it supports a conclusion.

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (2×) and max drawdown (24.0%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

157 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-63%	119%	-181%	no	521
1D ←	36%	119%	-83%	no	78
1W	89%	123%	-34%	no	10

Outcome distribution

A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-13.1%	-9.9%	-5.2%	10.8%	14.9%	22.7%	40.1%	29%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 33.1%, best 36.8%, worst 4.5%. 0 of them beat buy & hold.

A strategy that only works at one setting did not work — it was fitted.

Parameter grid

	step 0.01	step 0.02	step 0.03	step 0.05
max 0.1	36%	37%	25%	7%
max 0.2	33%	36%	33%	7%
max 0.3	33%	37%	30%	5%
max 0.5	33%	37%	30%	5%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2021	2022	2023	2024	2025	2026
Return	-8%	-7%	18%	7%	24%	7%
Max DD	14%	14%	6%	7%	13%	23%
Trades	15	12	12	13	14	8

Recent closed trades 78 closed trades — showing the last 40

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-07-23	4,129.19	2026-08-30	4,462.63	38 bars	12,776.8	+1,004.14	+7.9%
2026-07-07	4,154.1	2026-07-14	3,997.12	7 bars	13,305.16	-528.36	-4.0%
2026-06-17	4,325.18	2026-06-24	4,095.34	7 bars	14,080.01	-774.85	-5.5%
2026-05-31	4,525.69	2026-06-06	4,319.44	6 bars	14,781.86	-701.85	-4.8%
2026-05-07	4,689.54	2026-05-16	4,540.84	9 bars	15,296.51	-514.64	-3.4%
2026-04-01	4,689.9	2026-04-21	4,804.08	20 bars	14,962.87	+333.64	+2.2%
2026-02-13	4,930.48	2026-03-05	5,176.41	20 bars	14,280.53	+682.34	+4.8%
2026-01-08	4,480.21	2026-01-31	4,921.99	23 bars	13,024.79	+1,255.74	+9.6%
2025-11-15	4,076.76	2025-12-30	4,362.16	45 bars	12,196.99	+827.8	+6.8%
2025-10-14	4,143.76	2025-10-24	4,115.86	10 bars	12,304.25	-107.26	-0.9%
2025-09-23	3,759.62	2025-10-12	3,990.14	19 bars	11,616.6	+687.65	+5.9%
2025-08-25	3,362.49	2025-09-20	3,688.31	26 bars	10,611.6	+1,005	+9.5%
2025-08-06	3,386.01	2025-08-16	3,328.63	10 bars	10,816.12	-204.53	-1.9%
2025-07-12	3,350.16	2025-07-27	3,352.77	15 bars	10,829.35	-13.22	-0.1%
2025-06-14	3,463.71	2025-06-21	3,392.99	7 bars	11,077.19	-247.84	-2.2%
2025-05-24	3,362.65	2025-06-11	3,338.66	18 bars	11,179.12	-101.93	-0.9%
2025-05-08	3,384.69	2025-05-14	3,259.37	6 bars	11,632.2	-453.08	-3.9%
2025-04-11	3,216.61	2025-04-27	3,311.34	16 bars	11,322.03	+310.17	+2.7%
2025-03-07	2,927.46	2025-04-05	3,053.47	29 bars	10,876.53	+445.5	+4.1%
2025-02-11	2,933.47	2025-02-28	2,887.56	17 bars	11,071.58	-195.05	-1.8%
2025-01-12	2,699.35	2025-02-05	2,852.57	24 bars	10,497.85	+573.73	+5.5%
2024-12-12	2,704.35	2024-12-19	2,600.7	7 bars	10,938.1	-440.25	-4.0%
2024-11-20	2,645.32	2024-11-28	2,644.68	8 bars	10,962.67	-24.57	-0.2%
2024-10-18	2,706.35	2024-11-03	2,751.62	16 bars	10,803.9	+158.78	+1.5%
2024-10-03	2,670.33	2024-10-10	2,622.69	7 bars	11,022.19	-218.3	-2.0%
2024-08-17	2,493.25	2024-10-01	2,635.68	45 bars	10,447.42	+574.78	+5.5%
2024-08-01	2,436.22	2024-08-07	2,384.81	6 bars	10,694	-246.59	-2.3%
2024-07-05	2,328.16	2024-07-21	2,397.8	16 bars	10,404.21	+289.79	+2.8%
2024-06-18	2,315.16	2024-06-26	2,300.85	8 bars	10,489.87	-85.66	-0.8%
2024-05-17	2,363.18	2024-05-25	2,345.83	8 bars	10,588.63	-98.76	-0.9%
2024-03-21	2,186.09	2024-04-23	2,321.84	33 bars	9,989.53	+599.1	+6.0%
2024-02-28	2,006	2024-03-17	2,116.94	18 bars	9,484.98	+504.55	+5.3%
2024-02-03	2,023.01	2024-02-10	2,000	7 bars	9,613.32	-128.34	-1.3%
2024-01-16	2,041.02	2024-01-27	1,998	11 bars	9,839.96	-226.65	-2.3%
2023-12-16	2,004	2024-01-04	2,016.99	19 bars	9,796.17	+43.8	+0.4%
2023-11-16	1,940.97	2023-12-06	2,010.99	20 bars	9,473.99	+322.18	+3.4%
2023-10-09	1,863.93	2023-11-01	1,965.02	23 bars	9,004.61	+469.37	+5.2%
2023-09-19	1,921.96	2023-09-28	1,881.06	9 bars	9,218.83	-214.21	-2.3%
2023-08-24	1,910.95	2023-09-07	1,897.05	14 bars	9,304.99	-86.16	-0.9%
2023-07-09	1,904.95	2023-08-02	1,948.03	24 bars	9,117.46	+187.53	+2.1%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2020-09-01 → 2026-09-23
Parameters	{"step":0.02,"max":0.2}
Rolling test	365 bars × 62 start dates
Input hash	381998b743659fcf

Other strategies

Buy & Hold Martingale Grid DCA MA Cross EMA Cross RSI Reversion MACD Cross Bollinger Reversion Donchian Breakout Supertrend Stochastic Cross