50/200 SMA crosslongBacktest-Ergebnisse @ TSLA • 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 38 days von TSLA • 1 Minute (Tesla, Inc.) Daten, von June 3, 2025 bis July 11, 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 38 days von TSLA • 1 Minute Kerzen getestet. Dieser Backtest ergab 33 Positionen, mit einer durchschnittlichen Gewinnrate von 39% und einem Risiko-Rendite-Verhältnis von 2.06. Wenn Sie annehmen, dass das 2.06 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 32.7, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 33 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 6.60% vs -10.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -11.20% vs -21.40% für das Asset
- Exposition: Exposition: 47.30% Zeit im Markt
- Gewinnrate: Gewinnrate: 39.0%, vs 32.7% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.06
Mit dieser Exposition können Sie erkennen, dass Sie bei 47% Marktzeit -64.08% des Asset-Aufwärtspotenzials und 52.34% 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 @ TSLA • 1 Minute (6.6%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest shows some promising aspects, but also raises some concerns that we need to look at carefully.
The strategy shows a positive net profit of 6.6% against a negative buy & hold of -10.3%, which is actually quite gut. The Risk/Reward ratio of 2.06 combined with the actual win rate of 39% gives us a mathematical edge - this is shown by the win rate leeway being significantly above zero. However, the maximum drawdown of -11.2% is quite high relative to the total profit, which could make the strategy difficult to trade psychologically.
What worries me most is the relatively small sample size of only 33 trades. For a 1-minute timeframe strategy, this is not enough data to make statistically significant conclusions. I would want to see at least 200-300 trades before making any real judgements. Also, the maximum losing streak of 6 trades in a row could be problematic for risk management - one would need very strict position sizing to handle such drawdowns. The high market exposure of 47.3% suggests this is more of a trend-following approach, which makes sense for a SMA crossover system.
Mike
AutorYo fam, this TSLA strategy is actually looking kinda fire! 🔥 Let me break it down for my trading homies.
The 50/200 SMA cross is beating the market by a solid margin - we're up 6.6% while TSLA itself dropped 10.3%! That's some serious alpha right there. The win rate might look a bit low at 39%, but check this out - when we win, we win BIG (2.32% average) compared to our losses (-1.13%). That's that risk/reward ratio we love to see! 📈
What really gets me hyped is that juicy 38.67% win rate leeway - means we've got tons of room for error and the strategy can still be profitable. The market exposure at 47.3% is pretty sweet too, keeps us safe when things get choppy. Sure, that 6-trade losing streak looks scary, but remember we're playing the long game here bros! 💎🙌
I've been slinging Wendy's burgers saving up for trades like this. With 1.7 trades per day, the commissions won't eat us alive, and that -11.2% max drawdown is way better than TSLA's -21.4%. This could be the ticket to trading full-time! Just gotta stay disciplined and not YOLO the whole account on one trade. To the moon! 🚀
Sarah
AutorMadre mÃa, this is one of those classic examples of amateur hour trading that makes me want to pull my hairs out!
The 50/200 SMA cross is possibly the most basic, overused strategy I've ever seen. It's like trying to win Formula 1 with a bicycle. And on TESLA with 1-minute timeframe? Seriously? That's just asking to get destroyed by noise and whipsaws!
Look at those numbers - 61% of trades are losers! You're basically flipping a coin and paying comisions for the privilege. The only thing saving this mediocre performance is the risk/reward ratio of 2.06, which honestly surprises me it's even that good. But having 6 losses in a row? That's a recipe for blowing up your account if you're not careful with position sizing.
The 6.6% profit looks nice compared to buy & hold's -10.3%, but let's be real - with 33 trades in 38 days, the transaction costs would eat most of that profit in real trading. And don't even get me started on that 11.2% drawdown - that's absolutely brutal for such a short timeframe!
Look, if you want to actually make money instead of donating it to your broker, either move to a higher timeframe or develop a more sophisticated strategy. This is basically gambling with extra steps.
Tabellarische Metriken von 50/200 SMA cross getestet auf TSLA • 1 Minute
| Gesamttrades | 33 | Nettogewinn | 6.6% | Buy & Hold Gewinn | -10.3% |
| Gewinnrate | 39% | Risiko/Rendite-Verhältnis | 2.06 | Maximaler Drawdown | -11.2% |
| Asset Maximaler Drawdown | -21.4% | Exposition | 47.3% | Durchschn. Kerzen in Position | 142.2 |
| Sharpe-Ratio | Sortino-Ratio | Realisierte Volatilität | — | ||
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 6 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 52.1 | Durchschn. Trades pro Tag | 1.7 |
| Rendite Std Dev | 2.8 | Verlust Std Dev | 1.8 | Gewinn Std Dev | 2.9 |
| Erwartungswert | 0.2 | Beta | 0.47 |
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 |