Trend following
SMA(50,200)金叉
TRADING LOGIC
How it trades
This long-only strategy buys when SMA(50) crosses above SMA(200) and exits when SMA(50) crosses back below. Trades execute at the next bar's open and use no separate stop-loss.
A fixed 50/200 SMA golden-cross long-only strategy with no stop loss.
NVDA · 15m · 2024
Net return673%
Net returnUS$672,863
Buy and hold1280%
Excess return-607%
Max drawdown-43%
Profit factor1.57
Win rate42%
Sharpe0.71
CAGR117%
Trades48
Strategy versus market
Jan. 2, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
CommissionUS$0.0035 per share, per side · US$0.35 minimum per order
SlippageUS$0.005 per share, per side
Estimated round-trip costUS$130.66 per completed trade
Total costs in this backtestUS$6,271.78
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.