Strategy Concept
Awesome Oscillator Momentum 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 ICP/USDT:USDT, NEAR/USDT:USDT, BTC/USDT:USDT.
This strategy was backtested directly from the default AoMacdRsi_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and AoMacdRsi_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
