Konsep Strategi
Awesome Oscillator Momentum 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 ICP/USDT:USDT, NEAR/USDT:USDT, BTC/USDT:USDT.
Strategi ini dibacktest langsung dari class awal AoMacdRsi_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan AoMacdRsi_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | AoMacdRsi_PairOptimized |
| Base strategy | AoMacdRsi_PairOptimized |
| Timerange | 20240601-20250601 |
| Backtesting from | 2024-06-01 00:00:00 |
| Backtesting to | 2025-06-01 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 | ICP/USDT:USDT, NEAR/USDT:USDT, BTC/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3750.981 USDT |
| Absolute profit | 2750.981 USDT |
| Total return | +275.10% |
| CAGR | +275.10% |
| Market change | -23.77% |
| Total trades | 224 |
| Trades per day | 0.61 |
| Total volume | 279524.020 USDT |
| Average stake | 625.568 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 108 / 116 |
| Long / short profit | +90.64% / +184.46% |
| Wins / draws / losses | 103 / 0 / 121 |
| Win rate | 45.98% |
| Avg profit per trade | +2.00% |
| Median profit per trade | -1.65% |
| Profit factor | 1.883 |
| Expectancy | 12.281 (0.477) |
| Sharpe | 2.799 |
| Sortino | 8.814 |
| Calmar | 151.405 |
| SQN | 3.565 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 9.51% |
| Absolute drawdown | 290.446 USDT |
| Drawdown duration | 8 days 20:55:00 |
| Drawdown start | 2025-03-10 14:50:00 |
| Drawdown end | 2025-03-19 11:45:00 |
| Best pair | ICP/USDT:USDT +102.65% |
| Worst pair | BTC/USDT:USDT +70.54% |
| Best day | 381.718 USDT |
| Worst day | -121.373 USDT |
| Winning / draw / losing days | 78 / 205 / 81 |
| Max consecutive wins / losses | 7 / 9 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Parameter Hasil Backtest
| 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 |
Hasil Per Pair
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ICP/USDT:USDT | 71 | +2.36% | 1026.490 USDT | +102.65% | 3 days, 8:34:00 | 32/0/39 | 45.07% |
| NEAR/USDT:USDT | 66 | +2.47% | 1019.103 USDT | +101.91% | 3 days, 9:34:00 | 27/0/39 | 40.91% |
| BTC/USDT:USDT | 87 | +1.36% | 705.388 USDT | +70.54% | 2 days, 13:22:00 | 44/0/43 | 50.57% |
| TOTAL | 224 | +2.00% | 2750.981 USDT | +275.10% | 3 days, 1:24:00 | 103/0/121 | 45.98% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 102 | +9.21% | 5841.458 USDT | +584.15% | 4 days, 19:06:00 | 102/0/0 | 100.00% |
| force_exit | 1 | +2.21% | 23.668 USDT | +2.37% | 2 days, 8:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 121 | -4.08% | -3114.144 USDT | -311.41% | 1 day, 14:23:00 | 0/0/121 | 0.00% |
| TOTAL | 224 | +2.00% | 2750.981 USDT | +275.10% | 3 days, 1:24:00 | 103/0/121 | 45.98% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 224 | +2.00% | 2750.981 USDT | +275.10% | 3 days, 1:24:00 | 103/0/121 | 45.98% |
| TOTAL | 224 | +2.00% | 2750.981 USDT | +275.10% | 3 days, 1:24:00 | 103/0/121 | 45.98% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 102 | +9.21% | 5841.458 USDT | +584.15% | 4 days, 19:06:00 | 102/0/0 | 100.00% |
| OTHER / force_exit | 1 | +2.21% | 23.668 USDT | +2.37% | 2 days, 8:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 121 | -4.08% | -3114.144 USDT | -311.41% | 1 day, 14:23:00 | 0/0/121 | 0.00% |
| TOTAL | 224 | +2.00% | 2750.981 USDT | +275.10% | 3 days, 1:24:00 | 103/0/121 | 45.98% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| BTC/USDT:USDT | 1 | +2.21% | 23.668 USDT | +2.37% | 2 days, 8:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +2.21% | 23.668 USDT | +2.37% | 2 days, 8:00:00 | 1/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/06/2024 | 15 | 56.050 USDT | +5.61% | 1.51 | 6/0/9 |
| 31/07/2024 | 22 | 67.617 USDT | +6.76% | 1.31 | 8/0/14 |
| 31/08/2024 | 22 | 133.829 USDT | +13.38% | 1.70 | 11/0/11 |
| 30/09/2024 | 21 | 243.340 USDT | +24.33% | 3.14 | 12/0/9 |
| 31/10/2024 | 18 | 103.712 USDT | +10.37% | 1.61 | 7/0/11 |
| 30/11/2024 | 18 | 44.821 USDT | +4.48% | 1.15 | 7/0/11 |
| 31/12/2024 | 18 | 278.927 USDT | +27.89% | 1.97 | 8/0/10 |
| 31/01/2025 | 22 | 403.242 USDT | +40.32% | 2.30 | 11/0/11 |
| 28/02/2025 | 3 | 131.232 USDT | +13.12% | 4.28 | 2/0/1 |
| 31/03/2025 | 22 | 557.722 USDT | +55.77% | 2.30 | 11/0/11 |
| 30/04/2025 | 25 | 173.037 USDT | +17.30% | 1.27 | 10/0/15 |
| 31/05/2025 | 17 | 533.784 USDT | +53.38% | 2.71 | 9/0/8 |
| 30/06/2025 | 1 | 23.668 USDT | +2.37% | 0.00 | 1/0/0 |
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.
