Strategy Concept
Chaikin Money Flow 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, STX/USDT:USDT, APT/USDT:USDT.
This strategy was backtested directly from the default CMF_EMA_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and CMF_EMA_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | CMF_EMA_PairOptimized |
| Base strategy | CMF_EMA_PairOptimized |
| Timerange | 20240501-20250501 |
| Backtesting from | 2024-05-01 00:00:00 |
| Backtesting to | 2025-05-01 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 | AVAX/USDT:USDT, STX/USDT:USDT, APT/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4405.034 USDT |
| Absolute profit | 3405.034 USDT |
| Total return | +340.50% |
| CAGR | +340.50% |
| Market change | -44.18% |
| Total trades | 321 |
| Trades per day | 0.88 |
| Total volume | 454864.353 USDT |
| Average stake | 708.806 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 133 / 188 |
| Long / short profit | +147.98% / +192.53% |
| Wins / draws / losses | 143 / 0 / 178 |
| Win rate | 44.55% |
| Avg profit per trade | +1.60% |
| Median profit per trade | -2.52% |
| Profit factor | 1.561 |
| Expectancy | 10.608 (0.311) |
| Sharpe | 2.875 |
| Sortino | 6.541 |
| Calmar | 95.758 |
| SQN | 3.061 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 18.61% |
| Absolute drawdown | 726.759 USDT |
| Drawdown duration | 11 days 20:00:00 |
| Drawdown start | 2025-03-10 09:00:00 |
| Drawdown end | 2025-03-22 05:00:00 |
| Best pair | AVAX/USDT:USDT +130.33% |
| Worst pair | APT/USDT:USDT +84.04% |
| Best day | 450.372 USDT |
| Worst day | -240.267 USDT |
| Winning / draw / losing days | 100 / 165 / 99 |
| Max consecutive wins / losses | 9 / 13 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Backtest Parameters
| Parameter | Value |
|---|
| Stoploss | -0.250 |
| 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 % |
|---|
| AVAX/USDT:USDT | 72 | +2.78% | 1303.292 USDT | +130.33% | 3 days, 19:28:00 | 33/0/39 | 45.83% |
| STX/USDT:USDT | 142 | +1.23% | 1261.362 USDT | +126.14% | 1 day, 6:58:00 | 65/0/77 | 45.77% |
| APT/USDT:USDT | 107 | +1.30% | 840.380 USDT | +84.04% | 1 day, 23:40:00 | 45/0/62 | 42.06% |
| TOTAL | 321 | +1.60% | 3405.034 USDT | +340.50% | 2 days, 2:06:00 | 143/0/178 | 44.55% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 141 | +9.44% | 9421.613 USDT | +942.16% | 3 days, 0:14:00 | 141/0/0 | 100.00% |
| force_exit | 3 | +1.04% | 44.753 USDT | +4.48% | 2 days, 23:40:00 | 2/0/1 | 66.67% |
| stop_loss_achieved | 177 | -4.64% | -6061.332 USDT | -606.13% | 1 day, 8:06:00 | 0/0/177 | 0.00% |
| TOTAL | 321 | +1.60% | 3405.034 USDT | +340.50% | 2 days, 2:06:00 | 143/0/178 | 44.55% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 321 | +1.60% | 3405.034 USDT | +340.50% | 2 days, 2:06:00 | 143/0/178 | 44.55% |
| TOTAL | 321 | +1.60% | 3405.034 USDT | +340.50% | 2 days, 2:06:00 | 143/0/178 | 44.55% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 141 | +9.44% | 9421.613 USDT | +942.16% | 3 days, 0:14:00 | 141/0/0 | 100.00% |
| OTHER / force_exit | 3 | +1.04% | 44.753 USDT | +4.48% | 2 days, 23:40:00 | 2/0/1 | 66.67% |
| OTHER / stop_loss_achieved | 177 | -4.64% | -6061.332 USDT | -606.13% | 1 day, 8:06:00 | 0/0/177 | 0.00% |
| TOTAL | 321 | +1.60% | 3405.034 USDT | +340.50% | 2 days, 2:06:00 | 143/0/178 | 44.55% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| AVAX/USDT:USDT | 1 | +2.37% | 34.056 USDT | +3.41% | 2 days, 8:00:00 | 1/0/0 | 100.00% |
| APT/USDT:USDT | 1 | +1.40% | 20.218 USDT | +2.02% | 6 days, 13:00:00 | 1/0/0 | 100.00% |
| STX/USDT:USDT | 1 | -0.66% | -9.521 USDT | -0.95% | 2:00:00 | 0/0/1 | 0.00% |
| TOTAL | 3 | +1.04% | 44.753 USDT | +4.48% | 2 days, 23:40:00 | 2/0/1 | 66.67% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/05/2024 | 25 | 20.931 USDT | +2.09% | 1.10 | 9/0/16 |
| 30/06/2024 | 20 | 113.749 USDT | +11.37% | 1.64 | 9/0/11 |
| 31/07/2024 | 34 | 165.005 USDT | +16.50% | 1.55 | 16/0/18 |
| 31/08/2024 | 29 | -2.152 USDT | -0.22% | 1.00 | 12/0/17 |
| 30/09/2024 | 31 | 197.333 USDT | +19.73% | 1.69 | 13/0/18 |
| 31/10/2024 | 26 | 57.374 USDT | +5.74% | 1.19 | 8/0/18 |
| 30/11/2024 | 27 | 758.234 USDT | +75.82% | 2.86 | 17/0/10 |
| 31/12/2024 | 20 | 728.086 USDT | +72.81% | 2.61 | 11/0/9 |
| 31/01/2025 | 25 | 126.550 USDT | +12.66% | 1.15 | 10/0/15 |
| 28/02/2025 | 21 | -50.064 USDT | -5.01% | 0.94 | 8/0/13 |
| 31/03/2025 | 37 | 301.903 USDT | +30.19% | 1.27 | 15/0/22 |
| 30/04/2025 | 23 | 943.331 USDT | +94.33% | 2.56 | 13/0/10 |
| 31/05/2025 | 3 | 44.753 USDT | +4.48% | 5.70 | 2/0/1 |
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.
