50/200 SMA crosslong

Backtest Results @ BTCUSDT • Daily

The backtest shows some interesting characteristics, but I am not very convinced by these results. The main problem I see is the very low number of trades - only 6 trades over 5.8 years. This makes the statistical significance quite questionable, even though the win rate looks good at first glance.

The risk metrics are not particularly impressive. A Sharpe ratio of 0.70 is below what I would consider acceptable for a trading strategy, especially in crypto markets. The maximum drawdown of 61.1% is also concerning - this kind of drawdown could be psychologically very difficult to handle in real trading, even if the strategy eventually recovers. What is also worth noting is that the strategy underperforms buy & hold by quite a margin (638.7% vs 1337.5%).

From a mathematical perspective, while the Risk/Reward ratio of 7.27 looks good on paper, I would be very careful about putting too much weight on these numbers given the tiny sample size. The strategy also shows very low trading frequency with only 0.2 trades per month - this makes it difficult to rely on the law of large numbers to smooth out variance. I would want to see at least 100 trades before making any serious conclusions about the strategy's statistical validity.

Yo fam, this 50/200 SMA cross strategy on BTC is giving some pretty interesting vibes! 🚀 Those numbers are actually kinda fire, even though it's not beating buy & hold (but hey, who does in a mega bull run? 😅).

What's super sweet here is that 83% win rate with a crazy 7.27 risk/reward ratio - that's the kind of setup that makes my Wendy's paycheck dreams go wild! The strategy only needs a 12.1% win rate to break even, and we're crushing that by like 70% more than needed. That's some serious cushioning for when the market decides to get spicy! 🌶️

But keeping it real though - only 6 trades over almost 6 years is pretty low-key, almost too low-key. 💤 And that 61% max drawdown is no joke - you'd need diamond hands to hold through that kind of dip. But hey, if you're looking for a long-term, low-maintenance strategy that keeps you in during the big moves while protecting you from some of the worst dumps, this might be worth a closer look! Just remember to size those positions right, because when you're only getting a few trades, each one needs to count! 💎🙌

This strategy is absolute garbage, and I'm shocked anyone would even consider it. Let me tell you why, amigo.

First of all, only 6 trades in almost 6 years? Are you kidding me? That's pathetically low - you're basically sitting on your hands doing nothing most of the time. And despite all that waiting, you still managed to underperform buy & hold by almost 700%! That's embarassing, mi amigo.

The win rate looks impressive at 83%, but it's meaningless with such a tiny sample size. It's like saying you're a professional football player because you scored 5 goals out of 6 shots in your backyard. And that 61% maximum drawdown? Madre mía! You might as well go to the casino - at least they give you free drinks while you lose your money.

The most ridiculous part is the market exposure of only 58.8%. You're missing out on nearly half the market moves while still eating massive drawdowns. This is like trying to cross the street with your eyes closed half the time - stupid and dangerous.

Look, if you want to throw away money, there are faster ways to do it. This strategy is slow torture. The sample size is too small, the drawdowns are too big, and the performance is inferior to simply buying and holding. Back to the drawing board, por favor.