Konsep Strategi
Aroon MACD Trend Hunter 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 NEAR/USDT:USDT, ARB/USDT:USDT, TRX/USDT:USDT.
Strategi ini dibacktest langsung dari class awal AroonMacd_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan AroonMacd_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
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 % |
|---|
| 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
