Strategy Concept
CuanTrade Adaptive KAMA uses triple KAMA adaptive trend signals with MACD confirmation. It was evaluated on the 1h timeframe across SOL/USDT:USDT, BCH/USDT:USDT, ADA/USDT:USDT. Positions require agreement from the strategy signals and configured risk filters; Freqtrade manages exits through the configured ROI, stop-loss, trailing-stop, and strategy exit rules.
The backtest for CuanTrade Adaptive KAMA used the strategy’s default entry, exit, leverage, and pair-filter configuration. No additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | CuanTrade Adaptive KAMA |
| Parameter source | Default strategy and settings parameters |
| 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 | SOL/USDT:USDT, BCH/USDT:USDT, ADA/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3396.626 USDT |
| Absolute profit | 2396.626 USDT |
| Total return | +239.66% |
| CAGR | +239.66% |
| Market change | +20.14% |
| Total trades | 178 |
| Trades per day | 0.49 |
| Total volume | 237164.432 USDT |
| Average stake | 667.217 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 97 / 81 |
| Long / short profit | +93.65% / +146.01% |
| Wins / draws / losses | 85 / 0 / 93 |
| Win rate | 47.75% |
| Avg profit per trade | +2.25% |
| Median profit per trade | -2.22% |
| Profit factor | 1.822 |
| Expectancy | 13.464 (0.429) |
| Sharpe | 2.220 |
| Sortino | 6.090 |
| Calmar | 100.727 |
| SQN | 3.170 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 12.45% |
| Absolute drawdown | 467.167 USDT |
| Drawdown duration | 9 days 17:40:00 |
| Drawdown start | 2025-04-12 15:30:00 |
| Drawdown end | 2025-04-22 09:10:00 |
| Best pair | SOL/USDT:USDT +84.88% |
| Worst pair | ADA/USDT:USDT +77.04% |
| Best day | 379.523 USDT |
| Worst day | -147.777 USDT |
| Winning / draw / losing days | 65 / 234 / 65 |
| Max consecutive wins / losses | 7 / 10 |
| 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 % |
|---|
| SOL/USDT:USDT | 64 | +2.30% | 848.824 USDT | +84.88% | 2 days, 6:46:00 | 27/0/37 | 42.19% |
| BCH/USDT:USDT | 57 | +2.22% | 777.444 USDT | +77.74% | 2 days, 2:01:00 | 31/0/26 | 54.39% |
| ADA/USDT:USDT | 57 | +2.22% | 770.357 USDT | +77.04% | 2 days, 12:07:00 | 27/0/30 | 47.37% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 84 | +9.61% | 5302.208 USDT | +530.22% | 3 days, 1:12:00 | 84/0/0 | 100.00% |
| force_exit | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 93 | -4.39% | -2916.005 USDT | -291.60% | 1 day, 14:29:00 | 0/0/93 | 0.00% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 84 | +9.61% | 5302.208 USDT | +530.22% | 3 days, 1:12:00 | 84/0/0 | 100.00% |
| OTHER / force_exit | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 93 | -4.39% | -2916.005 USDT | -291.60% | 1 day, 14:29:00 | 0/0/93 | 0.00% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ADA/USDT:USDT | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/05/2024 | 12 | 97.334 USDT | +9.73% | 2.18 | 6/0/6 |
| 30/06/2024 | 11 | 150.247 USDT | +15.02% | 3.62 | 7/0/4 |
| 31/07/2024 | 19 | 213.269 USDT | +21.33% | 2.29 | 9/0/10 |
| 31/08/2024 | 14 | -41.137 USDT | -4.11% | 0.81 | 4/0/10 |
| 30/09/2024 | 15 | 167.519 USDT | +16.75% | 2.45 | 8/0/7 |
| 31/10/2024 | 13 | 224.187 USDT | +22.42% | 3.90 | 9/0/4 |
| 30/11/2024 | 15 | 286.666 USDT | +28.67% | 2.17 | 7/0/8 |
| 31/12/2024 | 12 | -121.303 USDT | -12.13% | 0.65 | 3/0/9 |
| 31/01/2025 | 18 | 319.519 USDT | +31.95% | 2.05 | 10/0/8 |
| 28/02/2025 | 13 | 171.467 USDT | +17.15% | 1.38 | 5/0/8 |
| 31/03/2025 | 8 | 664.157 USDT | +66.42% | 8.23 | 6/0/2 |
| 30/04/2025 | 27 | 254.277 USDT | +25.43% | 1.34 | 10/0/17 |
| 31/05/2025 | 1 | 10.423 USDT | +1.04% | 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.
