50/200 SMA crosslongBacktest-Ergebnisse @ NVDA • 10 Minutes
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 12.6 months von NVDA • 10 Minutes (NVIDIA Corporation) Daten, von June 28, 2024 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 12.6 months von NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 36 Positionen, mit einer durchschnittlichen Gewinnrate von 44% und einem Risiko-Rendite-Verhältnis von 1.45. Wenn Sie annehmen, dass das 1.45 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 40.8, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 36 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 5.00% vs 32.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -33.40% vs -42.80% für das Asset
- Exposition: Exposition: 56.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 44.0%, vs 40.8% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.45
Mit dieser Exposition können Sie erkennen, dass Sie bei 57% Marktzeit 15.20% des Asset-Aufwärtspotenzials und 78.04% des Asset-Abwärtspotenzials erhalten.
50/200 SMA cross: Position eingehen wenn
All of the following: # "Papa" 10min Simple Moving Average (50, 0, close) Crosses ↗ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross: Position verlassen wenn
All of the following: # "India" 10min Simple Moving Average (50, 0, close) Crosses ↘ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross @ NVDA • 10 Minutes (5.0%) erklärt von Mike, Sarah
Mike
AutorYo fam, let me break down this NVDA backtest for you! 🚀
This is a classic 50/200 SMA cross strategy on the 10-minute timeframe, and honestly, the numbers are giving me mixed vibes. The win rate is sitting at 44% with a solid 1.45 risk/reward ratio - that's actually not bad at all! The win rate leeway is crazy good at 4359% above what we need, which means the strategy has some serious breathing room. 💪
But here's where it gets kinda sus - we're only making 5% net profit while NVDA itself went up almost 33% in the same period. That's like working at Wendy's and watching your buddy with a simple buy-and-hold strategy flex on you. The max drawdown of -33.4% is pretty scary too, ngl. With only 36 trades over the year, we're not exactly day trading here - more like swing trading with extra steps. 📊
Overall, I'd say this strategy needs some tweaking before I'd YOLO my paycheck into it. Maybe add some filters for volatile periods or combine it with RSI or something. The bones are good but it needs more meat! Still better than losing money behind the dumpster at Wendy's though lmao 🍔
Sarah
AutorMadre de Dios, this strategy is a complete disaster! I cannot believe someone would even consider trading this garbage. Let me tell you why this is terrible:
First of all, you are massively underperforming the market - only 5% profit when buy & hold gave 32.9%? That's embarassing! You would have done better putting your money under your pillow. The strategy is clearly not adding any value, it's destroying it.
The risk metrics are horrible too. A Sharpe ratio of 0.35 is pathetic, and that Sortino of 0.06 makes me want to cry. And madre mia, a 33.4% drawdown? Are you trying to give yourself a heart attack? This is not trading, this is gambling with poor odds.
The only slightly positive thing I see is the Risk/Reward ratio of 1.45 and the win rate being above the minimal required - but honestly, who cares when the overall performance is so terrible? This is like saying "well at least the Titanic had nice curtains."
My professional advice? Delete this strategy and never look at it again. It's not worth the electricity your computer uses to run these calculations. If you want to lose money, there are much more entertaining ways to do it.
Tabellarische Metriken von 50/200 SMA cross getestet auf NVDA • 10 Minutes
| Gesamttrades | 36 | Nettogewinn | 5.0% | Buy & Hold Gewinn | 32.9% |
| Gewinnrate | 44% | Risiko/Rendite-Verhältnis | 1.45 | Maximaler Drawdown | -33.4% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 56.7% | Durchschn. Kerzen in Position | 156.4 |
| Sharpe-Ratio | 0.35 | Sortino-Ratio | 0.06 | Realisierte Volatilität | 35.74% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 5.7 | Durchschn. Trades pro Tag | 0.2 |
| Rendite Std Dev | 6.4 | Verlust Std Dev | 2.9 | Gewinn Std Dev | 6.0 |
| Erwartungswert | 0.1 | Beta | 0.4 |
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 |