KSM Parabolic SAR Strategy (1h) - Backtest Results
Price Action & Trades
Recent Trade History (Live Proof)
| Entry Date | Exit Date | Type | Entry Price | Exit Price | Profit/Loss Ratio |
|---|---|---|---|---|---|
| Jan 26, 01:00 | Jan 26, 20:00 | Long | $6.5400 | $6.6700 | +1.99% |
| Jan 25, 11:00 | Jan 25, 12:00 | Long | $6.7900 | $6.6900 | -1.47% |
| Jan 24, 02:00 | Jan 24, 16:00 | Long | $6.8100 | $6.7000 | -1.62% |
| Jan 23, 17:00 | Jan 23, 20:00 | Long | $6.8600 | $6.6400 | -3.21% |
| Jan 23, 03:00 | Jan 23, 15:00 | Long | $6.8200 | $6.6900 | -1.91% |
| Jan 21, 20:00 | Jan 22, 14:00 | Long | $6.8400 | $6.7400 | -1.46% |
| Jan 21, 14:00 | Jan 21, 17:00 | Long | $6.8300 | $6.5900 | -3.51% |
| Jan 21, 01:00 | Jan 21, 12:00 | Long | $6.7700 | $6.6300 | -2.07% |
| Jan 18, 16:00 | Jan 18, 23:00 | Long | $7.6800 | $7.4800 | -2.6% |
| Jan 16, 20:00 | Jan 17, 20:00 | Long | $7.5800 | $7.9200 | +4.49% |
Equity Curve
AI Deep AnalysisPowered by algorithmic insights
The 29.41% win rate indicates a high-risk, high-reward approach. Each winning trade must significantly outpace losses.
Low PF (0.76) combined with this win rate makes the setup high-variance. Trade cautiously.
This volume (85 trades) means the Parabolic SAR is highly responsive to KSM price action.
The 1h timeframe reduces overnight gap risk while capturing meaningful moves.
This Parabolic SAR configuration excels in trending KSM markets. Avoid during extended consolidation.
Volatility-adjusted sizing: reduce position size when KSM ATR exceeds 150% of average.
Performance Metrics
See Live Signal
Real-time technical analysis
View the current Parabolic SAR signal for KSM with live market data, AI analysis, and trading recommendations.
About The Parabolic SAR Strategy
Backtest Methodology
Key Takeaways
- Minimum $500 account for micro positions on KSM.
- 1% risk = $10 per trade on $1,000 account.
- Scale position size with account growth.
Was this analysis helpful?
Your feedback helps us improve our backtest reports and provide better insights.
Have specific suggestions? Contact us