STRATEGY CHECK
Golden Cross (50/200 SMA)
Trend following · Classic trend following · the best-known moving-average rule
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+322.6%Buy & hold+1,114.5%
- Trades
- 7
- Win rate
- 57.1%
- Max drawdown
- −57.0%
- Profit factor
- 3.28
- Annualized return
- +27.1%
- Time in market
- 63.8%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +322.6%, less than that.
- It held a position 63.8% of the time and sat in cash for the rest.
- Only 7 trades in 6 years. With a sample this small, a few trades decide the result.
- Along the way equity fell as much as −57.0% from its previous peak.
Rules
- Entry
- 50-day SMA crosses above the 200-day SMA
- Exit
- 50-day SMA crosses below the 200-day SMA (death cross)
- What changed when written as rules
- No stop or target in the original: -90% stop and 100R target keep them out of the way
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
Backtest it in LogiCandle →