50/200 SMA crosslongBacktest Results @ TSLA • 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 TSLA • 1 Minute (Tesla, Inc.) 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 TSLA • 1 Minute candles. This backtest resulted in 33 positions, with the average win rate of 39% and reward-risk ratio of 2.06. If you assume that 2.06 reward-to-risk ratio holds, you need a minimum win rate of 32.7 to be profitable. So you're looking good so far. However, 33 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: 6.60% vs -10.30% for the asset
- Max Drawdown: Max Drawdown: -11.20% vs -21.40% for the asset
- Exposure: Exposure: 47.30% time in the market
- Win Rate: Win Rate: 39.0%, vs 32.7% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 2.06
With that exposure in mind, you can tell that for 47% time-in-market, you get -64.08% of the asset upside potential, and 52.34% 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 @ TSLA • 1 Minute (6.6%) backtest results explained by Alex C, Mike, Sarah
Alex C
AuthorThe 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
AuthorYo 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
AuthorMadre mía, 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.
Tabular metrics of 50/200 SMA cross backtested on TSLA • 1 Minute
| Total Trades | 33 | Net Profit | 6.6% | Buy & Hold Profit | -10.3% |
| Win Rate | 39% | Reward/Risk Ratio | 2.06 | Max Drawdown | -11.2% |
| Asset Max Drawdown | -21.4% | Exposure | 47.3% | Avg Candles in Position | 142.2 |
| Sharpe Ratio | Sortino Ratio | Realized Volatility | — | ||
| Max Winning Streak | 3 | Avg Winning Streak | 1.4 | Max Losing Streak | 6 |
| Avg Losing Streak | 2.2 | Avg Trades per Month | 52.1 | Avg Trades per Day | 1.7 |
| Return Std Dev | 2.8 | Loss Std Dev | 1.8 | Win Std Dev | 2.9 |
| Expectancy | 0.2 | Beta | 0.47 |
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 |