50/200 SMA crosslongBacktest-Ergebnisse @ TSLA • 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 TSLA • 1 Hour (Tesla, Inc.) 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 TSLA • 1 Hour Kerzen getestet. Dieser Backtest ergab 27 Positionen, mit einer durchschnittlichen Gewinnrate von 56% und einem Risiko-Rendite-Verhältnis von 6.04. Wenn Sie annehmen, dass das 6.04 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 14.2, 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: 2930.20% vs 1395.50% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -38.70% vs -75.10% für das Asset
- Exposition: Exposition: 54.60% Zeit im Markt
- Gewinnrate: Gewinnrate: 56.0%, vs 14.2% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 6.04
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 209.97% des Asset-Aufwärtspotenzials und 51.53% 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 @ TSLA • 1 Hour (2930.2%) erklärt von Alex C, Sarah
Alex C
AutorThe backtest results for the 50/200 SMA cross strategy on TSLA look mathematically promising, but I have some concerns about the statistical significance.
The strategy shows impressive net profit of 2930.2% over 5.7 years, outperforming buy & hold by more than 2x. The risk metrics are decent - Sharpe ratio of 1.09 indicates acceptable risk-adjusted returns, although the max drawdown of 38.7% is quite substantial. What worries me most is the low sample size of only 27 trades over 5.7 years (0.8 trades per month). This makes the statistical validity questionable, since we need more trades to prove the edge is not just luck.
The win rate of 56% combined with the excellent risk/reward ratio of 6.04 suggests the strategy is mathematically viable, given the minimal required win rate is only 14.2%. However, the average time in position of 201 candles (about 8.4 days) means high exposure to overnight risk. I would recommend running Monte Carlo simulations with different market conditions to test robustness. Also, the strategy performance seems to deteriorate in recent periods based on the CAGR numbers, which could indicate the edge is weakening.
Sarah
AutorMadre mÃa, what a mess of a strategy! Let me tell you exactly why this is problematic.
First of all, only 27 trades in 5.7 years? That's ridiculously low - we're talking about less than 1 trade per month! This is not a strategy, this is basically waiting for Godot. The sample size is so small that any statistical conclusion is about as reliable as my ex-boyfriend's promises.
Yes, the numbers look fancy - 2930% profit, 56% win rate, impressive R/R ratio of 6.04. But let's be real here - with such few trades, these metrics are basically meaningless. One or two random trades could completely change everything. The strategy is basically gambling with extra steps.
The most concerning thing is that 38.7% drawdown. Do you have the stomach to watch your account drop by almost 40%? And this is during a backtest - in real life, it could be much worse! The volatility metrics are through the roof too - 40.23% realized volatility? That's not trading, that's riding a mechanical bull blindfolded.
Look, if you want to throw your money away, there are more entertaining ways to do it. This strategy needs serious work - either find a way to generate more signals or go back to the drawing board. And por favor, don't tell me you're planning to trade this with real money!
Tabellarische Metriken von 50/200 SMA cross getestet auf TSLA • 1 Hour
| Gesamttrades | 27 | Nettogewinn | 2930.2% | Buy & Hold Gewinn | 1395.5% |
| Gewinnrate | 56% | Risiko/Rendite-Verhältnis | 6.04 | Maximaler Drawdown | -38.7% |
| Asset Maximaler Drawdown | -75.1% | Exposition | 54.6% | Durchschn. Kerzen in Position | 201.1 |
| Sharpe-Ratio | 1.09 | Sortino-Ratio | 0.67 | Realisierte Volatilität | 40.23% |
| Max. Gewinnserie | 5 | Durchschn. Gewinnserie | 1.5 | Max. Verlustserie | 2 |
| Durchschn. Verlustserie | 1.3 | Durchschn. Trades pro Monat | 0.8 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 32.6 | Verlust Std Dev | 4.6 | Gewinn Std Dev | 33.8 |
| Erwartungswert | 2.9 | Beta | 0.5 |
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 |