Konsep Strategi
Chaikin Money Flow Trend 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 AVAX/USDT:USDT, STX/USDT:USDT, APT/USDT:USDT.
Strategi ini dibacktest langsung dari class awal CMF_EMA_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan CMF_EMA_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
Parameter Hasil Backtest
| 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 |
Hasil Per 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
