50/200 SMA crosslongBacktest-Ergebnisse @ BTCUSDT • 1 Minute
Die Moving Average Crossover Strategie verwendet zwei gleitende Durchschnitte unterschiedlicher Perioden, um Kauf- und Verkaufssignale zu generieren. Sie nähert sich der Idee eines trendigen Marktes durch die Verwendung von 2 SMAs, einem kurzen schnellen SMA(50) und einem anderen langsamen längeren SMA(200). Sie kauft, wenn ein kurzer SMA(50) einen langen SMA(200) nach oben kreuzt, was impliziert, dass sich die Richtung des Marktes geändert hat. Sie verkauft, sobald ein kurzer SMA(50) einen langen SMA(200) nach unten kreuzt. Dies sind ziemlich lange MAs, was bedeutet, dass diese Strategie natürlicherweise dazu gedacht ist, größere Bewegungen zu erfassen, und daher möglicherweise nicht gut für kurze Zeitrahmen geeignet ist. Aber solche Annahmen bedeuten nichts, weil wir es backgetestet haben! Sieh es dir selbst an.
Eigenkapitalkurve
Der Backtest umfasst 7 days von BTCUSDT • 1 Minute (Bitcoin vs Tether, Binance US) Daten, von July 5, 2025 bis July 13, 2025.
Die Eigenkapitalkurve zeigt die Leistung der Strategie im Zeitverlauf. Sie sollten sie mit der Buy & Hold Performance des Assets vergleichen. Im Allgemeinen sollte der blaue Bereich deutlich über dem grauen Bereich liegen.
Drawdown zeigt, wie viel Verluste (realisiert oder nicht realisiert) die Strategie im Vergleich zum höchsten Eigenkapitalpeak hatte. Vergleichen Sie dies mit dem Drawdown des Assets, um zu sehen, ob Ihre Strategie eine anständige Arbeit leistet, Sie von Abwärtsvolatilität zu isolieren. Im Allgemeinen muss der rote Bereich gut innerhalb des grauen Bereichs liegen.
Also haben wir 50/200 SMA cross über 7 days von BTCUSDT • 1 Minute Kerzen getestet. Dieser Backtest ergab 18 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 5.43. Wenn Sie annehmen, dass das 5.43 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 15.6, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 18 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 5.40% vs 8.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -2.00% vs -1.90% für das Asset
- Exposition: Exposition: 57.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 15.6% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 5.43
Mit dieser Exposition können Sie erkennen, dass Sie bei 57% Marktzeit 60.67% des Asset-Aufwärtspotenzials und 105.26% des Asset-Abwärtspotenzials erhalten.
50/200 SMA cross: Position eingehen wenn
All of the following: # "Papa" 1min Simple Moving Average (50, 0, close) Crosses ↗ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross: Position verlassen wenn
All of the following: # "India" 1min Simple Moving Average (50, 0, close) Crosses ↘ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross @ BTCUSDT • 1 Minute (5.4%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results from this 50/200 SMA cross strategy show some interesting patterns, but I have concerns about the statistical significance since we only have 18 trades in 7 days. This is too small sample size to make reliable conclusions.
The positive aspects I see are the good risk/reward ratio of 5.43 and relatively small drawdown of 2%. Also the strategy shows decent market exposure of 57% which is quite optimal for crypto trading. But the win rate of 39% is suboptimal, even though the minimal required win rate of 15.6% gives good safety margin. The average winning trade being 1.08% while average loss is only -0.20% explains why strategy can be profitable despite low win rate.
I would recommend to test this over much longer timeframe, minimum 6 months, to get more statistical significance. Also the buy & hold beating the strategy by 3.5% in this period is not optimal. The losing streaks of up to 4 trades could be psychologically challenging for many traders. Consider adding additional confirmation signals to improve entry timing and win rate.
Mike
AutorYo fam, this 50/200 SMA cross strategy on BTC is giving me some mixed vibes! 🤔
Looking at these numbers, we're getting some seriously juicy risk/reward ratio at 5.43 and that win rate leeway is absolutely bonkers at 3884% above minimal - that's the kind of safety net I dream about while flipping burgers! 🍔 The average win (1.08%) is crushing the average loss (-0.20%), which is pretty sweet for risk management.
But here's the thing bros - that 39% win rate is kinda making me nervous, especially with those 4-trade losing streaks 😬. The strategy is underperforming buy & hold (5.4% vs 8.9%), but that's not necessarily a deal-breaker since we're only exposed to the market 57% of the time. That could actually be good for sleeping better at night and having dry powder ready for the real opportunities! 💪
Overall, I'm cautiously optimistic about this one. The numbers show it's got solid bones, but might need some tweaking to bump up that win rate. Maybe adding some filters or confirmation signals could help catch better quality trades. Still, with that crazy good risk/reward ratio, this could be worth paper trading to see how it performs in real market conditions! 🚀 Just remember, past performance doesn't guarantee future tendies! 🍗
Sarah
AutorMadre mia, what a disaster of a strategy! You're basically throwing money away with more style than necesary.
Look at these numbers - 39% win rate? That's pathetic! And you're underperforming buy & hold by 3.5% which means you would have made more money by just buying Bitcoin and going to sleep. The only thing impressive here is how consistently bad this is performing.
The risk metrics are completely broken - all those "NaN" values suggest your backtest period is too short to even be taken seriously. 7 days? Are you kidding me? This is like judging a restaurant by licking the door handle! You need at least 3 months of data to have any meaningful conclusions, preferably 6-12 months.
The only remotely positive thing I see is the risk/reward ratio of 5.43, but with such a miserable win rate and short testing period, this is probably just luck. And 18 trades is nowhere near enough to draw any statistical conclusions - this is like trying to predict the weather by looking at clouds for 5 minutes.
My advice? Throw this strategy in the garbage where it belongs and start over. And next time, use a proper testing period, por favor!
Tabellarische Metriken von 50/200 SMA cross getestet auf BTCUSDT • 1 Minute
| Gesamttrades | 18 | Nettogewinn | 5.4% | Buy & Hold Gewinn | 8.9% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 5.43 | Maximaler Drawdown | -2.0% |
| Asset Maximaler Drawdown | -1.9% | Exposition | 57.0% | Durchschn. Kerzen in Position | 176.7 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 2 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 2.8 | Durchschn. Trades pro Monat | 154.3 | Durchschn. Trades pro Tag | 5.1 |
| Rendite Std Dev | 1.1 | Verlust Std Dev | 0.1 | Gewinn Std Dev | 1.5 |
| Erwartungswert | 1.5 | Beta | 0.63 |
Alle Backtests für 50/200 SMA cross
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 57% | (5.4%/8.9%) 0.61x | (-2.0%/-1.9%) 1.05x | 39 | 5.4 |
EURUSD • 1 Minute | 61% | (-1.1%/-1.0%) 1.10x | (-1.2%/-1.2%) 1.00x | 20 | 1.1 |
GLD • 1 Minute | 52% | (1.7%/0.0%) Infinityx | (-2.5%/-5.5%) 0.45x | 36 | 2.5 |
NVDA • 1 Minute | 61% | (1.2%/16.7%) 0.07x | (-7.9%/-4.4%) 1.80x | 28 | 2.9 |
SPY • 1 Minute | 60% | (0.5%/4.6%) 0.11x | (-2.5%/-2.1%) 1.19x | 33 | 2.3 |
TSLA • 1 Minute | 47% | (6.6%/-10.3%) -0.64x | (-11.2%/-21.4%) 0.52x | 39 | 2.1 |
WMT • 1 Minute | 41% | (-0.5%/-5.4%) 0.09x | (-3.9%/-6.4%) 0.61x | 29 | 2.4 |
BTCUSDT • 10 Minutes | 57% | (18.2%/22.4%) 0.81x | (-8.6%/-12.1%) 0.71x | 41 | 3.1 |
EURUSD • 10 Minutes | 55% | (2.5%/5.8%) 0.43x | (-2.2%/-4.3%) 0.51x | 38 | 2.4 |
GLD • 10 Minutes | 58% | (26.1%/43.7%) 0.60x | (-5.9%/-8.3%) 0.71x | 54 | 3.1 |
NVDA • 10 Minutes | 57% | (5.0%/32.9%) 0.15x | (-33.4%/-42.8%) 0.78x | 44 | 1.4 |
SPY • 10 Minutes | 60% | (6.6%/14.3%) 0.46x | (-13.4%/-20.7%) 0.65x | 41 | 1.9 |
TSLA • 10 Minutes | 47% | (18.4%/59.0%) 0.31x | (-34.8%/-55.3%) 0.63x | 41 | 1.9 |
WMT • 10 Minutes | 60% | (37.4%/40.1%) 0.93x | (-10.3%/-23.8%) 0.43x | 62 | 1.8 |
BTCUSDT • 1 Hour | 56% | (36.4%/68.2%) 0.53x | (-31.3%/-30.6%) 1.02x | 43 | 2.2 |
EURUSD • 1 Hour | 50% | (6.9%/6.8%) 1.01x | (-5.7%/-9.0%) 0.63x | 42 | 2.4 |
GLD • 1 Hour | 60% | (35.8%/117.6%) 0.30x | (-26.6%/-22.2%) 1.20x | 36 | 3.0 |
NVDA • 1 Hour | 61% | (783.4%/3126.3%) 0.25x | (-51.4%/-68.0%) 0.76x | 52 | 3.5 |
SPY • 1 Hour | 64% | (85.7%/106.7%) 0.80x | (-19.0%/-35.1%) 0.54x | 61 | 2.3 |
TSLA • 1 Hour | 55% | (2930.2%/1395.5%) 2.10x | (-38.7%/-75.1%) 0.52x | 56 | 6.0 |
WMT • 1 Hour | 60% | (33.6%/138.2%) 0.24x | (-28.4%/-26.9%) 1.06x | 50 | 1.6 |
BTCUSDT • Daily | 59% | (638.7%/1337.5%) 0.48x | (-61.1%/-76.6%) 0.80x | 83 | 7.3 |
EURUSD • Daily | 35% | (4.8%/10.8%) 0.44x | (-12.2%/-23.3%) 0.52x | 71 | 0.7 |
GLD • Daily | 61% | (242.9%/595.1%) 0.41x | (-36.4%/-45.3%) 0.80x | 46 | 6.4 |
NVDA • Daily | 65% | (83183.3%/373678.5%) 0.22x | (-57.1%/-90.0%) 0.63x | 77 | 16.0 |
SPY • Daily | 72% | (1127.3%/1316.3%) 0.86x | (-32.5%/-56.7%) 0.57x | 87 | 3.8 |
TSLA • Daily | 57% | (3139.0%/24185.2%) 0.13x | (-65.4%/-75.0%) 0.87x | 38 | 25.3 |
WMT • Daily | 64% | (1143.9%/13022.2%) 0.09x | (-57.1%/-50.6%) 1.13x | 39 | 8.1 |