Strategy Concept
ADX OBV Trend Breakout Strategy is a futures strategy based on technical indicators that assess trend structure, momentum, volatility, and breakout quality through the indicator combination in its name. Its core idea is to open positions only when directional signals and risk filters agree, then let Freqtrade manage exits through ROI, stop-loss, trailing-stop, and strategy exit rules. The strategy was evaluated on the 1h timeframe across SOL/USDT:USDT, DOT/USDT:USDT, XRP/USDT:USDT.
This strategy was backtested directly from the default ADX_OBV_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and ADX_OBV_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | ADX_OBV_PairOptimized |
| Base strategy | ADX_OBV_PairOptimized |
| Timerange | 20240401-20250401 |
| Backtesting from | 2024-04-01 00:00:00 |
| Backtesting to | 2025-04-01 00:00:00 |
| Timeframe | 1h |
| Detail timeframe | 5m |
| Trading mode | futures / isolated |
| Max open trades | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | SOL/USDT:USDT, DOT/USDT:USDT, XRP/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4146.046 USDT |
| Absolute profit | 3146.046 USDT |
| Total return | +314.60% |
| CAGR | +314.60% |
| Market change | +44.05% |
| Total trades | 288 |
| Trades per day | 0.79 |
| Total volume | 384051.531 USDT |
| Average stake | 667.083 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 145 / 143 |
| Long / short profit | +135.73% / +178.87% |
| Wins / draws / losses | 144 / 0 / 144 |
| Win rate | 50.00% |
| Avg profit per trade | +1.61% |
| Median profit per trade | +0.04% |
| Profit factor | 1.778 |
| Expectancy | 10.924 (0.389) |
| Sharpe | 3.123 |
| Sortino | 6.442 |
| Calmar | 153.642 |
| SQN | 3.510 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.72% |
| Absolute drawdown | 447.978 USDT |
| Drawdown duration | 1 days 03:00:00 |
| Drawdown start | 2025-03-02 16:00:00 |
| Drawdown end | 2025-03-03 19:00:00 |
| Best pair | XRP/USDT:USDT +107.76% |
| Worst pair | DOT/USDT:USDT +102.88% |
| Best day | 360.628 USDT |
| Worst day | -447.978 USDT |
| Winning / draw / losing days | 103 / 177 / 85 |
| Max consecutive wins / losses | 8 / 7 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Backtest Parameters
| Parameter | Value |
|---|
| Stoploss | -0.250 |
| Trailing stop | no |
| Trailing stop positive | 0.000 |
| Trailing stop positive offset | 0.000 |
| Trailing only offset reached | no |
| Use custom stoploss | no |
| Minimal ROI | {} |
| Use exit signal | yes |
| Exit profit only | no |
| Exit profit offset | 0.000 |
| Ignore ROI if entry signal | no |
| Protections enabled | no |
Results by Pair
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| XRP/USDT:USDT | 145 | +1.01% | 1077.614 USDT | +107.76% | 1 day, 10:37:00 | 70/0/75 | 48.28% |
| SOL/USDT:USDT | 78 | +2.16% | 1039.588 USDT | +103.96% | 2 days, 8:18:00 | 41/0/37 | 52.56% |
| DOT/USDT:USDT | 65 | +2.28% | 1028.844 USDT | +102.88% | 2 days, 18:46:00 | 33/0/32 | 50.77% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 143 | +7.08% | 7122.695 USDT | +712.27% | 2 days, 11:49:00 | 143/0/0 | 100.00% |
| force_exit | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
| stop_loss_achieved | 143 | -3.87% | -4019.097 USDT | -401.91% | 1 day, 11:37:00 | 0/0/143 | 0.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 143 | +7.08% | 7122.695 USDT | +712.27% | 2 days, 11:49:00 | 143/0/0 | 100.00% |
| OTHER / force_exit | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
| OTHER / stop_loss_achieved | 143 | -3.87% | -4019.097 USDT | -401.91% | 1 day, 11:37:00 | 0/0/143 | 0.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| SOL/USDT:USDT | 1 | +5.14% | 67.007 USDT | +6.70% | 3 days, 16:00:00 | 1/0/0 | 100.00% |
| XRP/USDT:USDT | 1 | -1.81% | -24.560 USDT | -2.46% | 15:00:00 | 0/0/1 | 0.00% |
| TOTAL | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/04/2024 | 26 | 272.039 USDT | +27.20% | 2.76 | 17/0/9 |
| 31/05/2024 | 27 | -62.640 USDT | -6.26% | 0.75 | 9/0/18 |
| 30/06/2024 | 17 | 43.486 USDT | +4.35% | 1.26 | 7/0/10 |
| 31/07/2024 | 30 | 196.623 USDT | +19.66% | 1.84 | 15/0/15 |
| 31/08/2024 | 21 | 56.167 USDT | +5.62% | 1.27 | 10/0/11 |
| 30/09/2024 | 29 | 89.139 USDT | +8.91% | 1.39 | 13/0/16 |
| 31/10/2024 | 34 | 126.151 USDT | +12.62% | 1.46 | 15/0/19 |
| 30/11/2024 | 20 | 887.588 USDT | +88.76% | 9.26 | 17/0/3 |
| 31/12/2024 | 20 | 240.256 USDT | +24.03% | 1.48 | 8/0/12 |
| 31/01/2025 | 21 | 393.586 USDT | +39.36% | 1.89 | 11/0/10 |
| 28/02/2025 | 12 | 576.715 USDT | +57.67% | 3.36 | 8/0/4 |
| 31/03/2025 | 29 | 284.488 USDT | +28.45% | 1.24 | 13/0/16 |
| 30/04/2025 | 2 | 42.448 USDT | +4.24% | 2.73 | 1/0/1 |
Interpretation Notes
The backtest shown on this page uses the default parameters from the strategy and pair-optimized settings, without additional optimization parameters. Return, drawdown, and risk-adjusted metrics should be treated as historical research results for the stated timerange and universe, not as a guarantee of live performance.
