50/200 SMA crosslongBacktest-Ergebnisse @ NVDA • 1 Hour
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 5.7 years von NVDA • 1 Hour (NVIDIA Corporation) Daten, von October 25, 2019 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 5.7 years von NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 27 Positionen, mit einer durchschnittlichen Gewinnrate von 52% und einem Risiko-Rendite-Verhältnis von 3.52. Wenn Sie annehmen, dass das 3.52 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 22.1, um profitabel zu sein. Sie stehen also gut da. Allerdings sind 27 Positionen eine kleine Stichprobe, nehmen Sie die Ergebnisse also mit einer großen Portion Skepsis. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 783.40% vs 3126.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -51.40% vs -68.00% für das Asset
- Exposition: Exposition: 61.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 52.0%, vs 22.1% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.52
Mit dieser Exposition können Sie erkennen, dass Sie bei 61% Marktzeit 25.06% des Asset-Aufwärtspotenzials und 75.59% des Asset-Abwärtspotenzials erhalten.
50/200 SMA cross: Position eingehen wenn
All of the following: # "Papa" 60min Simple Moving Average (50, 0, close) Crosses ↗ 60min Simple Moving Average (200, 0, close)
50/200 SMA cross: Position verlassen wenn
All of the following: # "India" 60min Simple Moving Average (50, 0, close) Crosses ↘ 60min Simple Moving Average (200, 0, close)
50/200 SMA cross @ NVDA • 1 Hour (783.4%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting metrics, but I have concerns about the reliability. The strategy seems to produce very few trades - only 27 over 5.7 years. This is problematic from statistical perspective, as we need more data points for reliable conclusions.
The win rate of 52% combined with a good risk/reward ratio of 3.52 looks promising at first glance. However, the max drawdown of 51.4% is quite high, which could be difficult to handle psychologically. The strategy significantly underperforms buy & hold (783.4% vs 3126.3%), which is not optimal for a stock like NVDA that has been in strong uptrend.
I see red flags in the trading frequency - with only 0.8 trades per month, this strategy might be too passive. Also, the performance metrics across different timeframes are inconsistent - showing both extremely high gains and significant losses. This suggests the strategy might not be robust enough. I would recommend either adjusting the parameters to generate more signals or looking for additional confirmation indicators to improve reliability.
Mike
AutorYo fam, check out these juicy NVDA results! 🚀 This 50/200 SMA cross strategy is showing some serious potential, even though it's not beating the insane buy & hold returns (I mean, it's NVIDIA we're talking about, that thing's been on fire! 🔥).
The stats are actually pretty sweet - 3.52 risk/reward ratio is no joke, and that 52% win rate with 33% average wins vs 9% average losses is looking clean! What really gets me hyped is that win rate leeway - we only need 22% to break even, but we're hitting 52%. That's like having a massive safety net under our trading bridge, fam! 💪
But keeping it real though - that 51% max drawdown is pretty scary (though still better than holding through NVDA's 68% drops), and we're only getting like 1 trade per month. Plus that -198% performance in the 1Y period is kinda sus. Still, looking at those 2Y+ returns (350-720% gains) makes me wanna YOLO my next paycheck into this! 🤑 Just kidding... unless?
Sarah
AutorMadre de Dios, this strategy is a complete disaster! I can't believe someone would even consider trading this garbage. Let me tell you why this is terrible.
First of all, only 27 trades in almost 6 years? That's ridiculous! You're making less than 1 trade per month - might as well go play bingo with your abuela. And look at that pathetic 783% return compared to buy & hold's 3126%. You're literally losing money by trying to be clever instead of just holding the damn stock.
The risk metrics are absolutely horrible. A -51.4% drawdown? Are you trying to give yourself a heart attack? And that Sharpe ratio of 0.74 is embarassingly bad - it means you're taking on massive risk for mediocre returns. Even worse, your Sortino ratio is 0.28 which shows you're handling downside risk like a drunk torero.
The only semi-decent thing here is the Risk/Reward ratio of 3.52, but it's completely meaningless with such few trades. And don't get me excited about that 52% win rate - it's barely better than flipping a coin!
Anyone who trades this strategy deserves to lose their money. My advice? Either buy and hold or find a strategy that actually trades more than once in a blue moon. This is just painful to look at.
Tabellarische Metriken von 50/200 SMA cross getestet auf NVDA • 1 Hour
| Gesamttrades | 27 | Nettogewinn | 783.4% | Buy & Hold Gewinn | 3126.3% |
| Gewinnrate | 52% | Risiko/Rendite-Verhältnis | 3.52 | Maximaler Drawdown | -51.4% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 61.0% | Durchschn. Kerzen in Position | 225.0 |
| Sharpe-Ratio | 0.74 | Sortino-Ratio | 0.28 | Realisierte Volatilität | 34.86% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 2.0 | Max. Verlustserie | 4 |
| Durchschn. Verlustserie | 2.2 | Durchschn. Trades pro Monat | 0.8 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 36.6 | Verlust Std Dev | 6.2 | Gewinn Std Dev | 41.2 |
| Erwartungswert | 1.3 | Beta | 0.55 |
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 |