Konsep Strategi
ADX OBV Trend Breakout Strategy adalah strategi futures berbasis indikator teknikal yang membaca struktur tren, momentum, volatilitas, dan kualitas breakout sesuai kombinasi indikator pada namanya. Ide utamanya adalah hanya membuka posisi ketika sinyal arah dan filter risiko saling mendukung, lalu membiarkan Freqtrade mengelola exit melalui ROI, stoploss, trailing, dan aturan exit strategy. Strategi ini dievaluasi pada timeframe 1h dan universe SOL/USDT:USDT, DOT/USDT:USDT, XRP/USDT:USDT.
Strategi ini dibacktest langsung dari class awal ADX_OBV_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan ADX_OBV_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
Parameter Hasil Backtest
| 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 |
Hasil Per 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
Catatan Interpretasi
Backtest pada halaman ini memakai parameter awal yang ada di strategy dan settings pair-optimized, bukan parameter optimasi tambahan. Angka return, drawdown, dan risk-adjusted metrics tetap perlu dibaca sebagai hasil riset historis pada timerange dan universe yang sama dengan deklarasi backtest strategy, bukan jaminan performa live.
