Strategy Concept
Aroon MACD Trend Hunter 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 NEAR/USDT:USDT, ARB/USDT:USDT, TRX/USDT:USDT.
This strategy was backtested directly from the default AroonMacd_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and AroonMacd_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | AroonMacd_PairOptimized |
| Base strategy | AroonMacd_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 | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | NEAR/USDT:USDT, ARB/USDT:USDT, TRX/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4566.270 USDT |
| Absolute profit | 3566.270 USDT |
| Total return | +356.63% |
| CAGR | +356.63% |
| Market change | +2.67% |
| Total trades | 256 |
| Trades per day | 0.70 |
| Total volume | 416345.240 USDT |
| Average stake | 812.393 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 116 / 140 |
| Long / short profit | +185.33% / +171.30% |
| Wins / draws / losses | 115 / 0 / 141 |
| Win rate | 44.92% |
| Avg profit per trade | +2.00% |
| Median profit per trade | -1.62% |
| Profit factor | 1.647 |
| Expectancy | 13.931 (0.357) |
| Sharpe | 2.692 |
| Sortino | 7.065 |
| Calmar | 164.370 |
| SQN | 3.208 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 11.36% |
| Absolute drawdown | 410.612 USDT |
| Drawdown duration | 16 days 17:00:00 |
| Drawdown start | 2025-03-04 17:00:00 |
| Drawdown end | 2025-03-21 10:00:00 |
| Best pair | NEAR/USDT:USDT +157.95% |
| Worst pair | TRX/USDT:USDT +74.80% |
| Best day | 359.076 USDT |
| Worst day | -218.253 USDT |
| Winning / draw / losing days | 92 / 187 / 87 |
| Max consecutive wins / losses | 5 / 8 |
| 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 | 83 | +2.79% | 1579.454 USDT | +157.95% | 3 days, 5:41:00 | 38/0/45 | 45.78% |
| ARB/USDT:USDT | 129 | +1.34% | 1238.785 USDT | +123.88% | 1 day, 20:04:00 | 56/0/73 | 43.41% |
| TRX/USDT:USDT | 44 | +2.48% | 748.030 USDT | +74.80% | 7 days, 20:16:00 | 21/0/23 | 47.73% |
| TOTAL | 256 | +2.00% | 3566.270 USDT | +356.63% | 3 days, 7:45:00 | 115/0/141 | 44.92% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 114 | +9.78% | 8888.075 USDT | +888.81% | 3 days, 16:59:00 | 114/0/0 | 100.00% |
| force_exit | 2 | +10.73% | 178.504 USDT | +17.85% | 105 days, 7:30:00 | 1/0/1 | 50.00% |
| stop_loss_achieved | 140 | -4.45% | -5500.309 USDT | -550.03% | 1 day, 13:16:00 | 0/0/140 | 0.00% |
| TOTAL | 256 | +2.00% | 3566.270 USDT | +356.63% | 3 days, 7:45:00 | 115/0/141 | 44.92% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 256 | +2.00% | 3566.270 USDT | +356.63% | 3 days, 7:45:00 | 115/0/141 | 44.92% |
| TOTAL | 256 | +2.00% | 3566.270 USDT | +356.63% | 3 days, 7:45:00 | 115/0/141 | 44.92% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 114 | +9.78% | 8888.075 USDT | +888.81% | 3 days, 16:59:00 | 114/0/0 | 100.00% |
| OTHER / force_exit | 2 | +10.73% | 178.504 USDT | +17.85% | 105 days, 7:30:00 | 1/0/1 | 50.00% |
| OTHER / stop_loss_achieved | 140 | -4.45% | -5500.309 USDT | -550.03% | 1 day, 13:16:00 | 0/0/140 | 0.00% |
| TOTAL | 256 | +2.00% | 3566.270 USDT | +356.63% | 3 days, 7:45:00 | 115/0/141 | 44.92% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| TRX/USDT:USDT | 1 | +22.11% | 187.689 USDT | +18.77% | 208 days, 9:00:00 | 1/0/0 | 100.00% |
| NEAR/USDT:USDT | 1 | -0.65% | -9.185 USDT | -0.92% | 2 days, 6:00:00 | 0/0/1 | 0.00% |
| TOTAL | 2 | +10.73% | 178.504 USDT | +17.85% | 105 days, 7:30:00 | 1/0/1 | 50.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/07/2024 | 32 | 219.799 USDT | +21.98% | 2.04 | 15/0/17 |
| 31/08/2024 | 26 | 462.156 USDT | +46.22% | 3.26 | 13/0/13 |
| 30/09/2024 | 19 | 172.903 USDT | +17.29% | 1.84 | 8/0/11 |
| 31/10/2024 | 28 | 133.254 USDT | +13.33% | 1.46 | 12/0/16 |
| 30/11/2024 | 28 | 261.936 USDT | +26.19% | 1.43 | 12/0/16 |
| 31/12/2024 | 18 | 596.467 USDT | +59.65% | 2.08 | 10/0/8 |
| 31/01/2025 | 14 | 92.940 USDT | +9.29% | 1.19 | 6/0/8 |
| 28/02/2025 | 6 | 289.202 USDT | +28.92% | 2.94 | 4/0/2 |
| 31/03/2025 | 21 | 282.920 USDT | +28.29% | 1.39 | 9/0/12 |
| 30/04/2025 | 25 | -249.734 USDT | -24.97% | 0.75 | 7/0/18 |
| 31/05/2025 | 17 | 439.670 USDT | +43.97% | 1.77 | 8/0/9 |
| 30/06/2025 | 20 | 686.253 USDT | +68.63% | 2.38 | 10/0/10 |
| 31/07/2025 | 2 | 178.504 USDT | +17.85% | 20.43 | 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.
