50/200 SMA crosslongResultados de Backtest @ BTCUSDT • 1 Minute
La estrategia de Cruce de Medias Móviles utiliza dos medias móviles de diferentes períodos para generar señales de compra y venta. Aproxima la idea de un mercado en tendencia usando 2 SMAs, una SMA corta y rápida (50) y otra SMA larga y lenta (200). Compra cuando una SMA corta (50) cruza hacia arriba una SMA larga (200), implicando que la dirección del mercado ha cambiado. Vende cuando una SMA corta (50) cruza hacia abajo una SMA larga (200). Estas son medias móviles bastante largas, lo que significa que esta estrategia está naturalmente destinada a capturar movimientos más grandes, y por lo tanto podría no ser adecuada para marcos de tiempo cortos. ¡Pero suposiciones como esa no significan nada, porque la hemos backtesteado! Compruébalo tú mismo.
Curva de Equidad
El backtest cubre 7 days de datos BTCUSDT • 1 Minute (Bitcoin vs Tether, Binance US), desde July 5, 2025 hasta July 13, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de 50/200 SMA cross en 7 days de velas BTCUSDT • 1 Minute. Este backtest resultó en 18 posiciones, con una tasa de ganancia promedio de 39% y una relación riesgo-recompensa de 5.43. Si asumes que la relación riesgo-recompensa de 5.43 se mantiene, necesitas una tasa de ganancia mínima de 15.6 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 18 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 5.40% vs 8.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -2.00% vs -1.90% para el activo
- Exposición: Exposición: 57.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 39.0%, vs 15.6% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 5.43
Con esa exposición en mente, puedes ver que para 57% tiempo-en-mercado, obtienes 60.67% del potencial alcista del activo, y 105.26% del potencial bajista del activo.
50/200 SMA cross: entrar en una posición cuando
All of the following: # "Papa" 1min Simple Moving Average (50, 0, close) Crosses ↗ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross: salir de una posición cuando
All of the following: # "India" 1min Simple Moving Average (50, 0, close) Crosses ↘ 1min Simple Moving Average (200, 0, close)
50/200 SMA cross @ BTCUSDT • 1 Minute (5.4%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results from this 50/200 SMA cross strategy show some interesting patterns, but I have concerns about the statistical significance since we only have 18 trades in 7 days. This is too small sample size to make reliable conclusions.
The positive aspects I see are the good risk/reward ratio of 5.43 and relatively small drawdown of 2%. Also the strategy shows decent market exposure of 57% which is quite optimal for crypto trading. But the win rate of 39% is suboptimal, even though the minimal required win rate of 15.6% gives good safety margin. The average winning trade being 1.08% while average loss is only -0.20% explains why strategy can be profitable despite low win rate.
I would recommend to test this over much longer timeframe, minimum 6 months, to get more statistical significance. Also the buy & hold beating the strategy by 3.5% in this period is not optimal. The losing streaks of up to 4 trades could be psychologically challenging for many traders. Consider adding additional confirmation signals to improve entry timing and win rate.
Mike
AutorYo fam, this 50/200 SMA cross strategy on BTC is giving me some mixed vibes! 🤔
Looking at these numbers, we're getting some seriously juicy risk/reward ratio at 5.43 and that win rate leeway is absolutely bonkers at 3884% above minimal - that's the kind of safety net I dream about while flipping burgers! 🍔 The average win (1.08%) is crushing the average loss (-0.20%), which is pretty sweet for risk management.
But here's the thing bros - that 39% win rate is kinda making me nervous, especially with those 4-trade losing streaks 😬. The strategy is underperforming buy & hold (5.4% vs 8.9%), but that's not necessarily a deal-breaker since we're only exposed to the market 57% of the time. That could actually be good for sleeping better at night and having dry powder ready for the real opportunities! 💪
Overall, I'm cautiously optimistic about this one. The numbers show it's got solid bones, but might need some tweaking to bump up that win rate. Maybe adding some filters or confirmation signals could help catch better quality trades. Still, with that crazy good risk/reward ratio, this could be worth paper trading to see how it performs in real market conditions! 🚀 Just remember, past performance doesn't guarantee future tendies! 🍗
Sarah
AutorMadre mia, what a disaster of a strategy! You're basically throwing money away with more style than necesary.
Look at these numbers - 39% win rate? That's pathetic! And you're underperforming buy & hold by 3.5% which means you would have made more money by just buying Bitcoin and going to sleep. The only thing impressive here is how consistently bad this is performing.
The risk metrics are completely broken - all those "NaN" values suggest your backtest period is too short to even be taken seriously. 7 days? Are you kidding me? This is like judging a restaurant by licking the door handle! You need at least 3 months of data to have any meaningful conclusions, preferably 6-12 months.
The only remotely positive thing I see is the risk/reward ratio of 5.43, but with such a miserable win rate and short testing period, this is probably just luck. And 18 trades is nowhere near enough to draw any statistical conclusions - this is like trying to predict the weather by looking at clouds for 5 minutes.
My advice? Throw this strategy in the garbage where it belongs and start over. And next time, use a proper testing period, por favor!
Métricas tabulares de 50/200 SMA cross sometido a backtest en BTCUSDT • 1 Minute
| Total de Operaciones | 18 | Beneficio Neto | 5.4% | Beneficio Compra y Mantén | 8.9% |
| Tasa de Ganancia | 39% | Ratio Riesgo/Recompensa | 5.43 | Máximo Drawdown | -2.0% |
| Máximo Drawdown del Activo | -1.9% | Exposición | 57.0% | Promedio de Velas en Posición | 176.7 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 2 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 2.8 | Promedio de Operaciones por Mes | 154.3 | Promedio de Operaciones por Día | 5.1 |
| Desv. Est. del Retorno | 1.1 | Desv. Est. de la Pérdida | 0.1 | Desv. Est. de la Ganancia | 1.5 |
| Expectativa | 1.5 | Beta | 0.63 |
Todos los backtests para 50/200 SMA cross
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
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 |