Strategy Concept
Alligator Momentum Trend 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 AVAX/USDT:USDT, NEAR/USDT:USDT.
This strategy was backtested directly from the default AlligatorAdxCmo_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and AlligatorAdxCmo_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | AlligatorAdxCmo_PairOptimized |
| Base strategy | AlligatorAdxCmo_PairOptimized |
| Timerange | 20240701-20250701 |
| Backtesting from | 2024-07-01 00:00:00 |
| Backtesting to | 2025-07-01 00:00:00 |
| Timeframe | 1h |
| Detail timeframe | 5m |
| Trading mode | futures / isolated |
| Max open trades | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, NEAR/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2319.740 USDT |
| Absolute profit | 1319.740 USDT |
| Total return | +131.97% |
| CAGR | +131.97% |
| Market change | -49.47% |
| Total trades | 155 |
| Trades per day | 0.42 |
| Total volume | 163966.335 USDT |
| Average stake | 529.517 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 78 / 77 |
| Long / short profit | +52.15% / +79.82% |
| Wins / draws / losses | 89 / 0 / 66 |
| Win rate | 57.42% |
| Avg profit per trade | +1.76% |
| Median profit per trade | +4.82% |
| Profit factor | 1.743 |
| Expectancy | 8.514 (0.316) |
| Sharpe | 2.083 |
| Sortino | 6.293 |
| Calmar | 95.274 |
| SQN | 3.187 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 7.25% |
| Absolute drawdown | 139.829 USDT |
| Drawdown duration | 7 days 23:40:00 |
| Drawdown start | 2025-03-09 18:20:00 |
| Drawdown end | 2025-03-17 18:00:00 |
| Best pair | NEAR/USDT:USDT +66.66% |
| Worst pair | AVAX/USDT:USDT +65.32% |
| Best day | 96.690 USDT |
| Worst day | -88.598 USDT |
| Winning / draw / losing days | 76 / 239 / 49 |
| Max consecutive wins / losses | 6 / 5 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Backtest Parameters
| Parameter | Value |
|---|
| Stoploss | -0.200 |
| 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 % |
|---|
| NEAR/USDT:USDT | 98 | +1.42% | 666.572 USDT | +66.66% | 1 day, 5:15:00 | 56/0/42 | 57.14% |
| AVAX/USDT:USDT | 57 | +2.34% | 653.168 USDT | +65.32% | 1 day, 15:07:00 | 33/0/24 | 57.89% |
| TOTAL | 155 | +1.76% | 1319.740 USDT | +131.97% | 1 day, 8:53:00 | 89/0/66 | 57.42% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 89 | +6.75% | 3097.075 USDT | +309.71% | 1 day, 13:07:00 | 89/0/0 | 100.00% |
| stop_loss_achieved | 66 | -4.96% | -1777.335 USDT | -177.73% | 1 day, 3:10:00 | 0/0/66 | 0.00% |
| TOTAL | 155 | +1.76% | 1319.740 USDT | +131.97% | 1 day, 8:53:00 | 89/0/66 | 57.42% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 155 | +1.76% | 1319.740 USDT | +131.97% | 1 day, 8:53:00 | 89/0/66 | 57.42% |
| TOTAL | 155 | +1.76% | 1319.740 USDT | +131.97% | 1 day, 8:53:00 | 89/0/66 | 57.42% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 89 | +6.75% | 3097.075 USDT | +309.71% | 1 day, 13:07:00 | 89/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 66 | -4.96% | -1777.335 USDT | -177.73% | 1 day, 3:10:00 | 0/0/66 | 0.00% |
| TOTAL | 155 | +1.76% | 1319.740 USDT | +131.97% | 1 day, 8:53:00 | 89/0/66 | 57.42% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| TOTAL | 0 | 0.00% | 0.000 USDT | 0.00% | 0:00 | 0/0/0 | 0.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/07/2024 | 12 | 169.309 USDT | +16.93% | 7.27 | 10/0/2 |
| 31/08/2024 | 19 | 96.478 USDT | +9.65% | 1.54 | 10/0/9 |
| 30/09/2024 | 17 | 135.677 USDT | +13.57% | 1.97 | 10/0/7 |
| 31/10/2024 | 12 | -77.232 USDT | -7.72% | 0.54 | 4/0/8 |
| 30/11/2024 | 11 | 146.198 USDT | +14.62% | 2.44 | 7/0/4 |
| 31/12/2024 | 9 | 134.714 USDT | +13.47% | 2.03 | 6/0/3 |
| 31/01/2025 | 13 | 108.624 USDT | +10.86% | 1.62 | 8/0/5 |
| 28/02/2025 | 7 | 67.655 USDT | +6.77% | 1.71 | 4/0/3 |
| 31/03/2025 | 11 | 124.716 USDT | +12.47% | 1.71 | 7/0/4 |
| 30/04/2025 | 8 | 152.376 USDT | +15.24% | 3.00 | 5/0/3 |
| 31/05/2025 | 16 | 109.924 USDT | +10.99% | 1.45 | 8/0/8 |
| 30/06/2025 | 20 | 151.300 USDT | +15.13% | 1.57 | 10/0/10 |
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.
