Strategy library · Trend and breakouts
Parabolic SAR backtest on NQ and ES futures
Parabolic SAR (0.02, 0.2)
Also called: PSAR strategy, Parabolic SAR 0.02 0.2, SAR flip strategy, buy when price flips above the Parabolic SAR dots, short when price flips below the Parabolic SAR dots
What happens if you buy NQ every time price flips above the Parabolic SAR dots?
What it is
The Parabolic SAR (0.02, 0.2) plots dots that trail price and flip sides when price crosses them. This strategy goes long when price flips above the SAR dots and short when it flips below, and exits on the opposite flip.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Parabolic SAR strategy took 1,287 trades on the 15-minute chart, won 42.8% of them and finished -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 654 long trades on the 15-minute chart won 46.9% and made -543.50 points (-$10,870 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Parabolic SAR strategy took 1,322 trades on the 15-minute chart, won 44.0% of them and finished 699.00 points ($34,950 on one ES contract), before commission and slippage. The 5-minute, 1-hour and daily results for both markets are in the table on this page.
How it was tested
CE Market Solutions tested the Parabolic SAR strategy on NQ (2024-10-08 to 2026-10-07) and ES (2024-08-28 to 2026-08-27) futures, before commission and slippage, with each signal filled at the next bar's open, intraday positions flat at 15:59 ET and textbook default indicator settings; the NQ trades are listed on this page and the ES trades under the ES tab.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. The trades are listed below, one market at a time. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: Long when price flips above the SAR dots; short when it flips below. Exit: Opposite flip.
| Timeframe | NQ · 2024-10-08 to 2026-10-07 | ES · 2024-08-28 to 2026-08-27 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 NQ) | Max DD pts | Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 ES) | Max DD pts | |
| 5 minute | 3717 | 39.8% | −0.06 | 0.998 | −234.25 | −$4,685 | 6,117.00 | 3700 | 39.6% | 0.16 | 1.031 | 596.50 | $29,825 | 660.00 |
| 5 minute · longs only | 1860 | 43.0% | — | — | 2,153.50 | $43,070 | 2,545.00 | 1848 | 41.3% | — | — | 504.75 | $25,238 | 407.75 |
| 5 minute · shorts only | 1857 | 36.6% | — | — | −2,387.75 | −$47,755 | 5,151.50 | 1852 | 38.0% | — | — | 91.75 | $4,588 | 612.00 |
| 15 minute | 1287 | 42.8% | −2.02 | 0.951 | −2,601.75 | −$52,035 | 5,045.75 | 1322 | 44.0% | 0.53 | 1.069 | 699.00 | $34,950 | 648.50 |
| 15 minute · longs only | 654 | 46.9% | — | — | −543.50 | −$10,870 | 3,212.00 | 664 | 47.1% | — | — | 372.00 | $18,600 | 306.00 |
| 15 minute · shorts only | 633 | 38.6% | — | — | −2,058.25 | −$41,165 | 4,040.50 | 658 | 40.9% | — | — | 327.00 | $16,350 | 435.50 |
| 1 hour | 412 | 43.9% | −6.83 | 0.876 | −2,813.50 | −$56,270 | 5,166.50 | 449 | 46.8% | −1.18 | 0.892 | −528.50 | −$26,425 | 629.50 |
| 1 hour · longs only | 205 | 47.8% | — | — | −2,440.75 | −$48,815 | 3,636.00 | 211 | 46.5% | — | — | −409.25 | −$20,462 | 415.00 |
| 1 hour · shorts only | 207 | 40.1% | — | — | −372.75 | −$7,455 | 2,269.50 | 238 | 47.1% | — | — | −119.25 | −$5,962 | 369.75 |
| Daily | 49 | 38.8% | 30.78 | 1.101 | 1,508.25 | $30,165 | 4,649.00 | 57 | 35.1% | −16.09 | 0.760 | −917.00 | −$45,850 | 1,390.25 |
| Daily · longs only | 25 | 44.0% | — | — | 5,209.00 | $104,180 | 2,387.25 | 28 | 53.6% | — | — | 400.75 | $20,038 | 578.25 |
| Daily · shorts only | 24 | 33.3% | — | — | −3,700.75 | −$74,015 | 3,796.25 | 29 | 17.2% | — | — | −1,317.75 | −$65,887 | 1,452.75 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 1848 | 504.75 |
| Short | 1852 | 91.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 22 | 89.25 |
| 2024-09 | 151 | 118.25 |
| 2024-10 | 156 | 100.25 |
| 2024-11 | 146 | −58.50 |
| 2024-12 | 156 | 107.00 |
| 2025-01 | 152 | −8.25 |
| 2025-02 | 143 | 65.00 |
| 2025-03 | 158 | −50.25 |
| 2025-04 | 162 | 122.00 |
| 2025-05 | 161 | −143.25 |
| 2025-06 | 153 | −60.50 |
| 2025-07 | 162 | −23.00 |
| 2025-08 | 157 | −201.00 |
| 2025-09 | 168 | −10.00 |
| 2025-10 | 162 | 156.75 |
| 2025-11 | 157 | 313.25 |
| 2025-12 | 156 | −183.00 |
| 2026-01 | 142 | −45.75 |
| 2026-02 | 138 | 180.50 |
| 2026-03 | 171 | −66.00 |
| 2026-04 | 151 | 119.75 |
| 2026-05 | 139 | −23.25 |
| 2026-06 | 152 | −245.50 |
| 2026-07 | 154 | 217.00 |
| 2026-08 | 131 | 125.75 |
Every trade, ES 5 minute3700 trades
Pick any of the 3700 charted trades with Previous, Next or a date, or click a row in the trades table below, to see it drawn on the real 1-minute bars. Drag the chart sideways to move through the sessions around it.
Chart unavailable. The trades are in the table below.
All trades (3700), newest first
Times are New York time; points are gross. Click a row to draw that trade in the chart above.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-02-18 | long | 15:35 | 6884.25 | 15:59 | 6895.50 | end of day 15:59 | 11.25 |
| 2026-02-18 | short | 13:30 | 6912.00 | 15:35 | 6884.25 | opposite flip | 27.75 |
| 2026-02-18 | long | 12:10 | 6919.00 | 13:30 | 6912.00 | opposite flip | −7.00 |
| 2026-02-18 | short | 11:25 | 6917.25 | 12:10 | 6919.00 | opposite flip | −1.75 |
| 2026-02-18 | long | 09:45 | 6883.75 | 11:25 | 6917.25 | opposite flip | 33.50 |
| 2026-02-17 | short | 14:55 | 6873.75 | 15:59 | 6862.50 | end of day 15:59 | 11.25 |
| 2026-02-17 | long | 13:25 | 6854.50 | 14:55 | 6873.75 | opposite flip | 19.25 |
| 2026-02-17 | short | 12:15 | 6846.50 | 13:25 | 6854.50 | opposite flip | −8.00 |
| 2026-02-17 | long | 11:00 | 6819.50 | 12:15 | 6846.50 | opposite flip | 27.00 |
| 2026-02-17 | short | 09:50 | 6836.50 | 11:00 | 6819.50 | opposite flip | 17.00 |
| 2026-02-16 | long | 12:35 | 6857.00 | 12:59 | 6854.25 | early close | −2.75 |
| 2026-02-16 | short | 11:40 | 6844.00 | 12:35 | 6857.00 | opposite flip | −13.00 |
| 2026-02-16 | long | 11:15 | 6857.00 | 11:40 | 6844.00 | opposite flip | −13.00 |
| 2026-02-16 | short | 10:30 | 6849.50 | 11:15 | 6857.00 | opposite flip | −7.50 |
| 2026-02-16 | long | 10:00 | 6859.00 | 10:30 | 6849.50 | opposite flip | −9.50 |
| 2026-02-13 | short | 14:30 | 6878.25 | 15:59 | 6850.00 | end of day 15:59 | 28.25 |
| 2026-02-13 | long | 13:25 | 6894.25 | 14:30 | 6878.25 | opposite flip | −16.00 |
| 2026-02-13 | short | 13:00 | 6886.25 | 13:25 | 6894.25 | opposite flip | −8.00 |
| 2026-02-13 | long | 11:40 | 6879.25 | 13:00 | 6886.25 | opposite flip | 7.00 |
| 2026-02-13 | short | 11:25 | 6858.25 | 11:40 | 6879.25 | opposite flip | −21.00 |
| 2026-02-13 | long | 09:50 | 6848.75 | 11:25 | 6858.25 | opposite flip | 9.50 |
| 2026-02-13 | short | 09:40 | 6832.75 | 09:50 | 6848.75 | opposite flip | −16.00 |
| 2026-02-12 | short | 15:10 | 6885.50 | 15:59 | 6850.50 | end of day 15:59 | 35.00 |
| 2026-02-12 | long | 13:45 | 6886.75 | 15:10 | 6885.50 | opposite flip | −1.25 |
| 2026-02-12 | short | 13:00 | 6867.75 | 13:45 | 6886.75 | opposite flip | −19.00 |
| 2026-02-12 | long | 12:40 | 6886.50 | 13:00 | 6867.75 | opposite flip | −18.75 |
| 2026-02-12 | short | 12:05 | 6882.25 | 12:40 | 6886.50 | opposite flip | −4.25 |
| 2026-02-12 | long | 11:45 | 6887.25 | 12:05 | 6882.25 | opposite flip | −5.00 |
| 2026-02-12 | short | 09:45 | 6979.25 | 11:45 | 6887.25 | opposite flip | 92.00 |
| 2026-02-12 | long | 09:40 | 6987.25 | 09:45 | 6979.25 | opposite flip | −8.00 |
| 2026-02-11 | short | 14:50 | 6971.50 | 15:59 | 6958.75 | end of day 15:59 | 12.75 |
| 2026-02-11 | long | 14:00 | 6967.00 | 14:50 | 6971.50 | opposite flip | 4.50 |
| 2026-02-11 | short | 13:10 | 6959.75 | 14:00 | 6967.00 | opposite flip | −7.25 |
| 2026-02-11 | long | 12:25 | 6971.00 | 13:10 | 6959.75 | opposite flip | −11.25 |
| 2026-02-11 | short | 12:00 | 6960.00 | 12:25 | 6971.00 | opposite flip | −11.00 |
| 2026-02-11 | long | 10:45 | 6951.25 | 12:00 | 6960.00 | opposite flip | 8.75 |
| 2026-02-11 | short | 09:40 | 6993.00 | 10:45 | 6951.25 | opposite flip | 41.75 |
| 2026-02-10 | short | 15:10 | 6975.50 | 15:59 | 6961.25 | end of day 15:59 | 14.25 |
| 2026-02-10 | long | 14:25 | 6978.50 | 15:10 | 6975.50 | opposite flip | −3.00 |
| 2026-02-10 | short | 13:15 | 6986.50 | 14:25 | 6978.50 | opposite flip | 8.00 |
| 2026-02-10 | long | 12:15 | 6995.75 | 13:15 | 6986.50 | opposite flip | −9.25 |
| 2026-02-10 | short | 11:10 | 6986.75 | 12:15 | 6995.75 | opposite flip | −9.00 |
| 2026-02-10 | long | 10:00 | 6998.25 | 11:10 | 6986.75 | opposite flip | −11.50 |
| 2026-02-10 | short | 09:40 | 6984.50 | 10:00 | 6998.25 | opposite flip | −13.75 |
| 2026-02-09 | short | 15:20 | 6992.75 | 15:59 | 6980.25 | end of day 15:59 | 12.50 |
| 2026-02-09 | long | 13:45 | 6991.50 | 15:20 | 6992.75 | opposite flip | 1.25 |
| 2026-02-09 | short | 13:25 | 6987.25 | 13:45 | 6991.50 | opposite flip | −4.25 |
| 2026-02-09 | long | 13:20 | 6990.00 | 13:25 | 6987.25 | opposite flip | −2.75 |
| 2026-02-09 | short | 12:25 | 6994.50 | 13:20 | 6990.00 | opposite flip | 4.50 |
| 2026-02-09 | long | 09:35 | 6939.75 | 12:25 | 6994.50 | opposite flip | 54.75 |
Questions and answers
What happens if you buy NQ every time price flips above the Parabolic SAR dots?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Parabolic SAR strategy took 654 long trades, won 46.9% of them and made -543.50 points (-$10,870 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,153.50 points on 1,860 trades on the 5-minute chart, -2,440.75 points on 205 trades on the 1-hour chart and 5,209.00 points on 25 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price flips below the Parabolic SAR dots?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Parabolic SAR strategy took 658 short trades, won 40.9% of them and made 327.00 points ($16,350 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 91.75 points on 1,852 trades on the 5-minute chart, -119.25 points on 238 trades on the 1-hour chart and -1,317.75 points on 29 trades on the daily chart, before commission and slippage.
Does the Parabolic SAR strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Parabolic SAR strategy on the 15-minute chart took 1,287 trades, won 42.8% of them and finished -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage.
What is the win rate of Parabolic SAR (0.02, 0.2) on ES futures?
The Parabolic SAR strategy won 44.0% of its 1,322 trades on the ES 15-minute chart from 2024-08-28 to 2026-08-27, before commission and slippage. On ES from 2024-08-28 to 2026-08-27 it also won 39.6% of 3,700 trades on the 5-minute chart, 46.8% of 449 trades on the 1-hour chart and 35.1% of 57 trades on the daily chart, before commission and slippage.
Is the Parabolic SAR strategy better on the 5-minute, 15-minute, 1-hour or daily chart for NQ?
On NQ from 2024-10-08 to 2026-10-07, the Parabolic SAR strategy made -234.25 points on 3,717 trades on the 5-minute chart, -2,601.75 points on 1,287 trades on the 15-minute chart, -2,813.50 points on 412 trades on the 1-hour chart and 1,508.25 points on 49 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Parabolic SAR signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -543.50 points on 654 trades (46.9% won) and the short trades made -2,058.25 points on 633 trades (38.6% won), before commission and slippage.
How many trades does the Parabolic SAR strategy take on NQ in two years?
The Parabolic SAR strategy took 1,287 trades on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 it also took 3,717 on the 5-minute chart, 412 on the 1-hour chart and 49 on the daily chart, before commission and slippage.
What is the max drawdown of the Parabolic SAR strategy on NQ?
The Parabolic SAR strategy had a max drawdown of 5,045.75 points ($100,915 on one NQ contract) on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 its max drawdown was also 6,117.00 points on the 5-minute chart, 5,166.50 points on the 1-hour chart and 4,649.00 points on the daily chart, before commission and slippage.
How does the Parabolic SAR strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Parabolic SAR strategy took 1,322 trades, won 44.0% of them and made 699.00 points ($34,950 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Parabolic SAR strategy took 1,287 trades, won 42.8% of them and made -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage.
How these were run
- Gross: no commission and no slippage.
- The last 2 years of each market, from the first to the last session of its window.
- A signal on a closed bar fills at the next bar’s open.
- A stop and a target touched in the same minute count as the stop.
- Intraday positions are flat at 15:59 ET.
- Textbook TradingView default settings for every indicator; nothing is tuned.