50/200 SMA crosslongBacktest Results @ NVDA • 1 Minute
The Moving Average Crossover strategy uses two moving averages of different periods to generate buy and sell signals. It appoximates the idea of a trending market by using 2 SMAs, one short fast SMA(50) and another slow longer SMA(200). It buys whenever a short SMA(50) crosses up a long SMA(200), thereby implying that the direction of the market has changed. It sells once a short SMA(50) crosses down a long SMA(200). These are fairly long MAs, which means that this strategy is naturalyl meant to capture bigger moves, and thereby might not be a good fit for short time frames. But assumptions like that do not mean anything, because we've backested it! See youself.
Equity Curve
Backtest covers 38 days of NVDA • 1 Minute (NVIDIA Corporation) data, from June 3, 2025 to July 11, 2025.
Equity curve is the strategy's performance over time. You should compare it to the asset's Buy & Hold performance. In general, you want the blue area to be well above the gray area.
Drawdown is how much losses (realized or unrealized) the strategy has had if compared to the highest equity peak. Compare this to the asset's drawdown to see whether your strategy does a decent job of isolating you from downside volatility. In general, the red area must be well within the gray area.
So, we have backtested 50/200 SMA cross on 38 days of NVDA • 1 Minute candles. This backtest resulted in 36 positions, with the average win rate of 28% and reward-risk ratio of 2.86. If you assume that 2.86 reward-to-risk ratio holds, you need a minimum win rate of 25.9 to be profitable. So you're looking good so far. However, 36 positions is a small sample size, so take the results with a huge grain of salt. The key metrics are as follows:
- Total Return: Total Return: 1.20% vs 16.70% for the asset
- Max Drawdown: Max Drawdown: -7.90% vs -4.40% for the asset
- Exposure: Exposure: 60.70% time in the market
- Win Rate: Win Rate: 28.0%, vs 25.9% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 2.86
With that exposure in mind, you can tell that for 61% time-in-market, you get 7.19% of the asset upside potential, and 179.55% of the asset downside potential.
50/200 SMA cross: enter a position when
All of the following: # "Papa" 1min Simple Moving Average (50, 0, close) Crosses ↗ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross: exit a position when
All of the following: # "India" 1min Simple Moving Average (50, 0, close) Crosses ↘ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross @ NVDA • 1 Minute (1.2%) backtest results explained by Alex C
Alex C
AuthorThese results show some interesting characteristics, but I am not so convinced of the strategy. The low win rate of 28% is compensated by a good risk/reward ratio of 2.86, which mathematically makes sense. But still something bothers me here.
The strategy significantly underperforms buy and hold (1.2% vs 16.7%), which is not good for such an active strategy with 36 trades. Also the maximum drawdown of 7.9% is quite high compared to the asset's drawdown of 4.4%. This means the strategy actually amplifies risk instead of managing it. The longest losing streak of 9 trades in row is also problematic - this would be psychologically very difficult to trade, even if you follow the mathematics.
From pure statistics perspektive, the strategy is viable because actual win rate is above minimal required win rate. But the high market exposure of 60.7% combined with underperformance suggests the timing is not optimal. I would suggest to either look for additional filters to improve entry timing, or consider testing on different timeframes. Maybe 5 minute or 15 minute charts would produce more reliable signals for this type of strategy.
Tabular metrics of 50/200 SMA cross backtested on NVDA • 1 Minute
| Total Trades | 36 | Net Profit | 1.2% | Buy & Hold Profit | 16.7% |
| Win Rate | 28% | Reward/Risk Ratio | 2.86 | Max Drawdown | -7.9% |
| Asset Max Drawdown | -4.4% | Exposure | 60.7% | Avg Candles in Position | 167.5 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 2 | Avg Winning Streak | 1.3 | Max Losing Streak | 9 |
| Avg Losing Streak | 3.3 | Avg Trades per Month | 56.8 | Avg Trades per Day | 1.9 |
| Return Std Dev | 1.4 | Loss Std Dev | 0.4 | Win Std Dev | 1.9 |
| Expectancy | 0.1 | Beta | 0.54 |
All backtests for 50/200 SMA cross
| backtest | exposure | peformance vs asset | drawdown vs asset | win% | reward/risk |
|---|---|---|---|---|---|
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 |