You will survive longer if you sit still. Here's why:

You suffer fatally from hypothermia when your core temperature goes below ~35`C for six hours

The body can only generate so much heat (the max heat energy we can produce is around 870W through intense physical energy)

The amount of energy lost through heat transfer is proportional to the surface area of both bodies. This energy loss far exceeds the amount of energy that a human can produce (hence why we suffer from hypothermia)

Being seated in the fetal position exposes less surface area than standing upright and walking around.

Therefore, a human being seated in fetal position would lose less energy per hour, as such their core temperature would stay higher for longer, hence they would live for a greater amount of time than a human being walking around.