50/200 SMA crosslongBacktest Results @ WMT • 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 WMT • 10 Minutes (Walmart Inc.) 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 WMT • 10 Minutes candles. This backtest resulted in 29 positions, with the average win rate of 62% and reward-risk ratio of 1.83. If you assume that 1.83 reward-to-risk ratio holds, you need a minimum win rate of 35.3 to be profitable. So you're looking good so far. However, 29 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: 37.40% vs 40.10% for the asset
- Max Drawdown: Max Drawdown: -10.30% vs -23.80% for the asset
- Exposure: Exposure: 59.60% time in the market
- Win Rate: Win Rate: 62.0%, vs 35.3% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 1.83
With that exposure in mind, you can tell that for 60% time-in-market, you get 93.27% of the asset upside potential, and 43.28% 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 @ WMT • 10 Minutes (37.4%) backtest results explained by Mike
Mike
AuthorYo fam, this WMT backtest is looking pretty juicy! 🚀 The strategy's giving us some serious potential with that 62% win rate and a solid 1.83 risk/reward ratio. That's the kind of setup that makes my Wendy's paycheck look like pocket change! 💪
The thing that really gets me hyped is that win rate leeway - we're crushing the minimal required win rate by over 6000%! That's like finding an extra bag of tendies in your order, but way better. The max drawdown of -10.3% is pretty chill compared to the asset's -23.8%, so we're not taking crazy risks here. Plus, that market exposure of 59.6% means we're not married to our positions - we can still grab shifts at Wendy's while this bad boy does its thing! 🍔
One thing to keep it real though - the strategy slightly underperformed buy & hold (37.4% vs 40.1%), but we're taking way less risk, and that Sharpe ratio of 1.99 is telling us we're getting good returns for the risk we're taking. The average of 4.6 trades per month means commission costs won't eat into our gains too much. This could be a solid strategy to HODL onto! 🎯 Not financial advice though, just a burger-flipping trader's opinion! 😎
Tabular metrics of 50/200 SMA cross backtested on WMT • 10 Minutes
| Total Trades | 29 | Net Profit | 37.4% | Buy & Hold Profit | 40.1% |
| Win Rate | 62% | Reward/Risk Ratio | 1.83 | Max Drawdown | -10.3% |
| Asset Max Drawdown | -23.8% | Exposure | 59.6% | Avg Candles in Position | 204.4 |
| Sharpe Ratio | 1.99 | Sortino Ratio | 1.03 | Realized Volatility | 15.36% |
| Max Winning Streak | 5 | Avg Winning Streak | 3.0 | Max Losing Streak | 4 |
| Avg Losing Streak | 1.8 | Avg Trades per Month | 4.6 | Avg Trades per Day | 0.2 |
| Return Std Dev | 3.7 | Loss Std Dev | 0.7 | Win Std Dev | 3.9 |
| Expectancy | 0.8 | Beta | 0.5 |
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 |