50/200 SMA crosslongResultados de Backtest @ TSLA • 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 38 days de datos TSLA • 1 Minute (Tesla, Inc.), desde June 3, 2025 hasta July 11, 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 38 days de velas TSLA • 1 Minute. Este backtest resultó en 33 posiciones, con una tasa de ganancia promedio de 39% y una relación riesgo-recompensa de 2.06. Si asumes que la relación riesgo-recompensa de 2.06 se mantiene, necesitas una tasa de ganancia mínima de 32.7 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 33 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 6.60% vs -10.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -11.20% vs -21.40% para el activo
- Exposición: Exposición: 47.30% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 39.0%, vs 32.7% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 2.06
Con esa exposición en mente, puedes ver que para 47% tiempo-en-mercado, obtienes -64.08% del potencial alcista del activo, y 52.34% 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 @ TSLA • 1 Minute (6.6%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest shows some promising aspects, but also raises some concerns that we need to look at carefully.
The strategy shows a positive net profit of 6.6% against a negative buy & hold of -10.3%, which is actually quite gut. The Risk/Reward ratio of 2.06 combined with the actual win rate of 39% gives us a mathematical edge - this is shown by the win rate leeway being significantly above zero. However, the maximum drawdown of -11.2% is quite high relative to the total profit, which could make the strategy difficult to trade psychologically.
What worries me most is the relatively small sample size of only 33 trades. For a 1-minute timeframe strategy, this is not enough data to make statistically significant conclusions. I would want to see at least 200-300 trades before making any real judgements. Also, the maximum losing streak of 6 trades in a row could be problematic for risk management - one would need very strict position sizing to handle such drawdowns. The high market exposure of 47.3% suggests this is more of a trend-following approach, which makes sense for a SMA crossover system.
Mike
AutorYo fam, this TSLA strategy is actually looking kinda fire! 🔥 Let me break it down for my trading homies.
The 50/200 SMA cross is beating the market by a solid margin - we're up 6.6% while TSLA itself dropped 10.3%! That's some serious alpha right there. The win rate might look a bit low at 39%, but check this out - when we win, we win BIG (2.32% average) compared to our losses (-1.13%). That's that risk/reward ratio we love to see! 📈
What really gets me hyped is that juicy 38.67% win rate leeway - means we've got tons of room for error and the strategy can still be profitable. The market exposure at 47.3% is pretty sweet too, keeps us safe when things get choppy. Sure, that 6-trade losing streak looks scary, but remember we're playing the long game here bros! 💎🙌
I've been slinging Wendy's burgers saving up for trades like this. With 1.7 trades per day, the commissions won't eat us alive, and that -11.2% max drawdown is way better than TSLA's -21.4%. This could be the ticket to trading full-time! Just gotta stay disciplined and not YOLO the whole account on one trade. To the moon! 🚀
Sarah
AutorMadre mía, this is one of those classic examples of amateur hour trading that makes me want to pull my hairs out!
The 50/200 SMA cross is possibly the most basic, overused strategy I've ever seen. It's like trying to win Formula 1 with a bicycle. And on TESLA with 1-minute timeframe? Seriously? That's just asking to get destroyed by noise and whipsaws!
Look at those numbers - 61% of trades are losers! You're basically flipping a coin and paying comisions for the privilege. The only thing saving this mediocre performance is the risk/reward ratio of 2.06, which honestly surprises me it's even that good. But having 6 losses in a row? That's a recipe for blowing up your account if you're not careful with position sizing.
The 6.6% profit looks nice compared to buy & hold's -10.3%, but let's be real - with 33 trades in 38 days, the transaction costs would eat most of that profit in real trading. And don't even get me started on that 11.2% drawdown - that's absolutely brutal for such a short timeframe!
Look, if you want to actually make money instead of donating it to your broker, either move to a higher timeframe or develop a more sophisticated strategy. This is basically gambling with extra steps.
Métricas tabulares de 50/200 SMA cross sometido a backtest en TSLA • 1 Minute
| Total de Operaciones | 33 | Beneficio Neto | 6.6% | Beneficio Compra y Mantén | -10.3% |
| Tasa de Ganancia | 39% | Ratio Riesgo/Recompensa | 2.06 | Máximo Drawdown | -11.2% |
| Máximo Drawdown del Activo | -21.4% | Exposición | 47.3% | Promedio de Velas en Posición | 142.2 |
| Ratio de Sharpe | Ratio de Sortino | Volatilidad Realizada | — | ||
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 6 |
| Racha Promedio de Pérdida | 2.2 | Promedio de Operaciones por Mes | 52.1 | Promedio de Operaciones por Día | 1.7 |
| Desv. Est. del Retorno | 2.8 | Desv. Est. de la Pérdida | 1.8 | Desv. Est. de la Ganancia | 2.9 |
| Expectativa | 0.2 | Beta | 0.47 |
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 |