50/200 SMA crosslongBacktest Results @ NVDA • 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 12.6 months of NVDA • 10 Minutes (NVIDIA Corporation) data, from June 28, 2024 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 12.6 months of NVDA • 10 Minutes candles. This backtest resulted in 36 positions, with the average win rate of 44% and reward-risk ratio of 1.45. If you assume that 1.45 reward-to-risk ratio holds, you need a minimum win rate of 40.8 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: 5.00% vs 32.90% for the asset
- Max Drawdown: Max Drawdown: -33.40% vs -42.80% for the asset
- Exposure: Exposure: 56.70% time in the market
- Win Rate: Win Rate: 44.0%, vs 40.8% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.45
With that exposure in mind, you can tell that for 57% time-in-market, you get 15.20% of the asset upside potential, and 78.04% 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 @ NVDA • 10 Minutes (5.0%) backtest results explained by Mike, Sarah
Mike
AuthorYo fam, let me break down this NVDA backtest for you! 🚀
This is a classic 50/200 SMA cross strategy on the 10-minute timeframe, and honestly, the numbers are giving me mixed vibes. The win rate is sitting at 44% with a solid 1.45 risk/reward ratio - that's actually not bad at all! The win rate leeway is crazy good at 4359% above what we need, which means the strategy has some serious breathing room. 💪
But here's where it gets kinda sus - we're only making 5% net profit while NVDA itself went up almost 33% in the same period. That's like working at Wendy's and watching your buddy with a simple buy-and-hold strategy flex on you. The max drawdown of -33.4% is pretty scary too, ngl. With only 36 trades over the year, we're not exactly day trading here - more like swing trading with extra steps. 📊
Overall, I'd say this strategy needs some tweaking before I'd YOLO my paycheck into it. Maybe add some filters for volatile periods or combine it with RSI or something. The bones are good but it needs more meat! Still better than losing money behind the dumpster at Wendy's though lmao 🍔
Sarah
AuthorMadre de Dios, this strategy is a complete disaster! I cannot believe someone would even consider trading this garbage. Let me tell you why this is terrible:
First of all, you are massively underperforming the market - only 5% profit when buy & hold gave 32.9%? That's embarassing! You would have done better putting your money under your pillow. The strategy is clearly not adding any value, it's destroying it.
The risk metrics are horrible too. A Sharpe ratio of 0.35 is pathetic, and that Sortino of 0.06 makes me want to cry. And madre mia, a 33.4% drawdown? Are you trying to give yourself a heart attack? This is not trading, this is gambling with poor odds.
The only slightly positive thing I see is the Risk/Reward ratio of 1.45 and the win rate being above the minimal required - but honestly, who cares when the overall performance is so terrible? This is like saying "well at least the Titanic had nice curtains."
My professional advice? Delete this strategy and never look at it again. It's not worth the electricity your computer uses to run these calculations. If you want to lose money, there are much more entertaining ways to do it.
Tabular metrics of 50/200 SMA cross backtested on NVDA • 10 Minutes
| Total Trades | 36 | Net Profit | 5.0% | Buy & Hold Profit | 32.9% |
| Win Rate | 44% | Reward/Risk Ratio | 1.45 | Max Drawdown | -33.4% |
| Asset Max Drawdown | -42.8% | Exposure | 56.7% | Avg Candles in Position | 156.4 |
| Sharpe Ratio | 0.35 | Sortino Ratio | 0.06 | Realized Volatility | 35.74% |
| Max Winning Streak | 4 | Avg Winning Streak | 1.8 | Max Losing Streak | 4 |
| Avg Losing Streak | 2.5 | Avg Trades per Month | 5.7 | Avg Trades per Day | 0.2 |
| Return Std Dev | 6.4 | Loss Std Dev | 2.9 | Win Std Dev | 6.0 |
| Expectancy | 0.1 | Beta | 0.4 |
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 |