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BACKTESTING · 200-DAY MA FILTER

200-Day Moving-Average Filter Backtest in Crypto: Fees, Slippage and Break-Even Costs

A 200-day moving-average filter keeps a strategy long only above the line. On crypto it often cuts drawdowns, at the cost of whipsaws near the average.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

A 200-day MA filter is usually an add-on: trade only when price is above the 200-day moving average. It tends to reduce exposure during prolonged downtrends but whipsaws when price oscillates around the line, causing repeated entries and exits with costs. Compute break-even cost for the filtered system, count filter flips per year, and consider a buffer (e.g. 2% above/below) or a closing-basis rule to reduce whipsaws. Remember the 200-day MA needs 200 days of history before it exists.

Break-even cost

ItemValue (illustrative)
Trades36
Gross avg per trade+2.40%
Fees (2 × 0.05%)−0.10%
Slippage (2 × 0.05%)−0.10%
Net avg per trade+2.20%
Break-even round-trip cost2.40%
200-Day Ma Filter: edge vs cost per trade (%)200-Day Ma Filter: edge vs cost per trade (%): Gross edge 2.40 %; Fees 0.10 %; Fees + slippage 0.20 %.200-DAY MA FILTER: EDGE VS COST PER TRADE (%)Gross edge2.40 %Fees0.10 %Fees + slippage0.20 %
Edge per trade versus cost per trade. Original ChartsPod editorial graphic.

Whipsaw buffer

RuleFlips per year (illustrative)Cost drag
Close crosses MA14Higher
±2% buffer6Lower
Weekly close basis4Lowest, slowest
Whipsaws near the MA (illustrative)Whipsaws near the MA (illustrative): WEEK 1: Close above: enter; WEEK 2: Close below: exit; WEEK 3: Above again: enter; RESULT: Three round trips, no trend.WEEK 1Close above: enterWEEK 2Close below: exitWEEK 3Above again: enterRESULTThree round trips, no trend
Buffers trade fewer false flips for later signals. Original ChartsPod editorial graphic.

Conclusion

Related: Moving-Average Pullback Backtest in Crypto: Fees, Slippage and Break-Even Costs, How to Compare a Crypto Strategy With Buy and Hold Fairly.

Backtest the 200-day ma filter rule with costs in ChartsPod.

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Remember the 200-day MA needs 200 days of history before it exists.

See 200-Day Moving-Average Filter Backtest in Crypto on live data in the free ChartsPod terminal.

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Questions readers ask

What does a 200-day MA filter do?

Keeps exposure only above the long-term average.

Why does it whipsaw?

Price oscillates around the line.

How do I reduce whipsaws?

Buffers or weekly-close rules; test them.

Sources and methodology

Backtest cost logic follows TradingView's Pine Script strategy documentation; indicator definitions are standard. All performance numbers are illustrative examples of the method, not results of real tests.

  1. TradingView Pine Script: Strategies — simulated fills and assumptions.
  2. TradingView Pine Script: Repainting — live vs historical calculation.
  3. ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.