50/200 SMA crosslongBacktest Results @ BTCUSDT • 10 Minutes
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 70 days of BTCUSDT • 10 Minutes (Bitcoin vs Tether, Binance US) data, from May 3, 2025 to July 13, 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 70 days of BTCUSDT • 10 Minutes candles. This backtest resulted in 27 positions, with the average win rate of 41% and reward-risk ratio of 3.15. If you assume that 3.15 reward-to-risk ratio holds, you need a minimum win rate of 24.1 to be profitable. So you're looking good so far. However, 27 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: 18.20% vs 22.40% for the asset
- Max Drawdown: Max Drawdown: -8.60% vs -12.10% for the asset
- Exposure: Exposure: 56.70% time in the market
- Win Rate: Win Rate: 41.0%, vs 24.1% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 3.15
With that exposure in mind, you can tell that for 57% time-in-market, you get 81.25% of the asset upside potential, and 71.07% of the asset downside potential.
50/200 SMA cross: enter a position when
All of the following: # "Papa" 10min Simple Moving Average (50, 0, close) Crosses ↗ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross: exit a position when
All of the following: # "India" 10min Simple Moving Average (50, 0, close) Crosses ↘ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross @ BTCUSDT • 10 Minutes (18.2%) backtest results explained by Sarah
Sarah
AuthorMadre mía, this strategy is like a teenager trying to drive a Ferrari - impressive numbers but dangerous as hell!
The win rate of 41% with a 3.15 risk/reward ratio looks decent on paper, but that 7-trade losing streak? Dios mío, that's enough to make most traders jump off a bridge! And let's not ignore the elephant in the room - you're underperforming buy & hold by 4.2%. Why bother with all this complexity when you could just buy and hold like a normal person?
The market exposure of 56.7% suggests you're missing nearly half the moves, which explains the underperformance. And that drawdown of 8.6% for just 70 days of testing? That's like playing Russian roulette with your account! The volatility metrics show this strategy is all over the place - it's more erratic than my ex-novio.
Look, if you want to lose money in a more sophisticated way, this strategy will help you achieve that. But if you're actually trying to make money, you need something more robust than these basic moving average crosses. They worked great in 1960, but this is crypto in 2025 - wake up!
Tabular metrics of 50/200 SMA cross backtested on BTCUSDT • 10 Minutes
| Total Trades | 27 | Net Profit | 18.2% | Buy & Hold Profit | 22.4% |
| Win Rate | 41% | Reward/Risk Ratio | 3.15 | Max Drawdown | -8.6% |
| Asset Max Drawdown | -12.1% | Exposure | 56.7% | Avg Candles in Position | 206.4 |
| Sharpe Ratio | 1.00 | Sortino Ratio | 0.55 | Realized Volatility | 23.22% |
| Max Winning Streak | 3 | Avg Winning Streak | 1.6 | Max Losing Streak | 7 |
| Avg Losing Streak | 2.7 | Avg Trades per Month | 23.1 | Avg Trades per Day | 0.8 |
| Return Std Dev | 2.9 | Loss Std Dev | 0.8 | Win Std Dev | 3.3 |
| Expectancy | 0.7 | Beta | 0.57 |
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 |