ATR Parabolic SAR Strategy [QuantNomad]: fee impact by timeframe — 4h 93% vs 15m 34%

We ran all 784 settings of ATR Parabolic SAR Strategy [QuantNomad] on BTC, ETH, SOL and XRP across 15m, 30m, 1h and 4h over the past 90 days, with the 0.11% fee per trade included. The clearest pattern was timeframe.

Where it worked best: BTC 4h, where 100% of settings (49 of 49) ended positive after fees.

ATR Parabolic SAR Strategy [QuantNomad] BTC 4h

Why timeframe: fees

Every trade pays 0.11%, so the more often a setting trades, the more the fee takes out of its result. 15m: settings averaged 164 trades, so fees took about 18.0 percentage points, and 34% of the settings that were positive before fees stayed positive after. 30m: settings averaged 76 trades, so fees took about 8.4 percentage points, and 92% of the settings that were positive before fees stayed positive after. 1h: settings averaged 38 trades, so fees took about 4.2 percentage points, and 91% of the settings that were positive before fees stayed positive after. 4h: settings averaged 11 trades, so fees took about 1.2 percentage points, and 93% of the settings that were positive before fees stayed positive after.

Settings positive after fees, by market

BTCETHSOLXRP
15m3 / 491 / 493 / 4929 / 49
30m46 / 4926 / 4918 / 4946 / 49
1h46 / 4941 / 4926 / 4937 / 49
4h49 / 498 / 4949 / 4930 / 49

Highest setting combination over the past 90 days

XRP 1h (14 · 0.02 · 0.02 · 0.2 · 1) returned +67.09% with 38 trades. A single high result can come from a short run of luck, so the full indicator analysis shows whether nearby setting combinations held up as well.

How the default did

The TradingView default (14 · 0.02 · 0.02 · 0.2 · 1) on BTC 4h returned +12.98% with 13 trades; 23 of 49 setting combinations under the same conditions did better than the default.

The weakest combination was ETH 15m, with 1 of 49 settings positive.

Related posts

More ATR PSAR posts · More 4h posts

See the full indicator analysis — free →

Past 90-day results, 0.11% fee per trade included, not a prediction.

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