How it works
The playground tests a moving average crossover on synthetic prices: 520 bars generated from a random walk with drift and volatility settings for a DAX-like, a crypto-like and a range-bound EUR/USD-like market. It is not real DAX, crypto or EUR/USD history.
Rule: when the fast simple moving average (SMA) is above the slow SMA at a bar’s close, the strategy is long from that close; when it falls back below, it exits to cash. Long only, full position, no fees and no slippage. The test starts once the slow SMA has data, and buy & hold is measured from the same bar.
How to read it: strategy return and buy & hold are total returns over the test period. Trades is the number of round trips (a trade still open at the end is closed at the last price), and the win rate is the share of trades that exited above their entry. Max drawdown is the largest drop of the equity curve from a previous high.
Limits: trying many slider settings on one series is curve fitting. A setting that looks good here can fail on the next series, which you can check with “New price series”. Real backtests need real data, costs, out-of-sample tests and walk-forward analysis. To see how much luck alone can move results, try the Monte Carlo simulator.