SMA 20 50 Crossover

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

62/ 100
Total Score
6of 52
Overall Rank
6of 28
In Trend
16,408
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 1d (82 / 100) and lowest on XRPUSDT · 1d (36 / 100).

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 62 / 100
Real Data 66 / 100
Resampled Data 58 / 100
Overall Rank Top 12% 6 of 52
Rank In Trend Top 22% 6 of 28
By Metric
Beats Hold Real 66 · Resampled 70 68 / 100
Risk Adjusted Real 58 · Resampled 47 53 / 100
Profitability Real 88 · Resampled 66 77 / 100
Win Rate Real 45 · Resampled 44 44 / 100
Fee Efficiency Real 65 · Resampled 65 65 / 100

Where It Works

How It Trades

  1. Compute two simple moving averages of the close: a fast one over 20 bars and a slow one over 50.
  2. Buy when the fast SMA crosses above the slow one.
  3. Sell when it crosses back below. Every close in the window counts the same here, and the oldest leaves the average entirely once it ages past the span, so this turns later than the weighted and exponential versions of the same pair, and serves as the baseline they are measured against.

Example Strategy

Pine Script

Paste it into TradingView’s Pine Editor to run these rules on any chart.

//@version=6
// SMA 20 50 Crossover — sort.finance. Fills at the signal bar's close, 0.02% fee a side,
// whole account per trade, as the backtest. History and indicator warm-up
// differ from the site's, so expect close to the same trades, not identical.
strategy("SMA 20 50 Crossover", overlay=true,
     initial_capital=100, default_qty_type=strategy.percent_of_equity,
     default_qty_value=100, commission_type=strategy.commission.percent,
     commission_value=0.02, process_orders_on_close=true, pyramiding=0)

// The bar the current position opened on, and the bar the last one closed on.
var int entryBar = na
var int exitBar = -1

// ── Signals ──────────────────────────────────────────────────────────────
fast = ta.sma(close, 20)
slow = ta.sma(close, 50)
above = fast > slow
enterNow = above and not above[1]
exitNow = not above and above[1]

// ── Orders ───────────────────────────────────────────────────────────────
// Open on the first bar the entry holds while flat; close on the first
// later bar the exit holds; never reopen on the bar a position closed.
inTrade = strategy.position_size != 0
if inTrade and bar_index > entryBar and exitNow
    strategy.close("Long")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Long", strategy.long)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(fast, "SMA 20", color=#4d8dff)
plot(slow, "SMA 50", color=#e0a03a)
Show

Total Score

66 58 / 100

Score = 0.25 Sbeats_hold + 0.35 Srisk + 0.20 Sprofit + 0.10 Swin + 0.10 Sfee

One 0–100 number per symbol × timeframe cell. Every strategy is run on every cell, on both real and resampled price history, and the total beside its name is this number averaged over all of them.

Beats Hold

25% of the total

66 70 / 100

Sbeats_hold = clamp0100(50 + 25 log2EnetEhold)

Compares final net equity to what simply holding the asset would have returned over the same window. 50 is break-even; every doubling versus buy-and-hold adds 25 points.

Read From Net Equity · Price Change %

Net Equity

The account after fees, trade by trade.

Price Change %

What holding the asset made over the same stretch: the hold the account is measured against.

Risk Adjusted

35% of the total

58 47 / 100

Srisk = clamp0100(55 · Sharpe + 5)

A linear read on the rolling annualized Sharpe ratio at the last trade: 0 Sharpe scores 5, roughly 1.7 Sharpe maxes out the scale.

Read From Rolling Sharpe

Rolling Sharpe

The account's annualized Sharpe ratio at each trade's close.

Profitability

20% of the total

88 66 / 100

Sprofit = clamp0100(20 log2EnetE0)

How many times the starting cash multiplied, on a log scale: each doubling of capital is worth 20 points.

Read From Net Equity · Cumulative P&L %

Net Equity

The account after fees, against the cash it started with.

Cumulative P&L %

Not in the formula: every trade's return added up rather than compounded.

Win Rate

10% of the total

45 44 / 100

Swin = clamp0100(2.5 (W% − 20))

The share of trades that closed profitable, rescaled so a 20% win rate scores 0 and a 60% win rate maxes out the scale.

Read From Win Rate % · Trades

Win Rate %

The share of trades so far that closed in profit.

Trades

How many trades that share is taken over.

Fee Efficiency

10% of the total

65 65 / 100

Sfee = clamp0100(Enet/Egross − 0.40.6 × 100)

The share of the fee-free (gross) result that survives after fees: 60% survival scores 0, keeping the full gross result scores 100.

Read From Equity, Net And Gross · Cumulative Fees

Equity, Net And Gross

The account with the fees taken and, fainter, without them.

Cumulative Fees

Not in the formula: what the exchange took, which is the gap between net and gross above.