Strategy Concept
CuanTrade Channel Break uses Donchian channel breakouts with EMA, ADX, and choppiness filters. It was evaluated on the 1h timeframe across ETH/USDT:USDT, LINK/USDT:USDT, DOGE/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 Channel Break 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 Channel Break |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240601-20250601 |
| Backtesting from | 2024-06-01 00:00:00 |
| Backtesting to | 2025-06-01 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 | ETH/USDT:USDT, LINK/USDT:USDT, DOGE/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3200.737 USDT |
| Absolute profit | 2200.737 USDT |
| Total return | +220.07% |
| CAGR | +220.07% |
| Market change | -12.28% |
| Total trades | 140 |
| Trades per day | 0.38 |
| Total volume | 249446.853 USDT |
| Average stake | 532.166 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 63 / 77 |
| Long / short profit | +80.48% / +139.60% |
| Wins / draws / losses | 75 / 0 / 65 |
| Win rate | 53.57% |
| Avg profit per trade | +2.84% |
| Median profit per trade | +0.80% |
| Profit factor | 2.454 |
| Expectancy | 15.720 (0.675) |
| Sharpe | 1.959 |
| Sortino | 5.523 |
| Calmar | 95.923 |
| SQN | 3.151 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 12.01% |
| Absolute drawdown | 279.872 USDT |
| Drawdown duration | 27 days 07:20:00 |
| Drawdown start | 2025-02-25 19:55:00 |
| Drawdown end | 2025-03-25 03:15:00 |
| Best pair | ETH/USDT:USDT +108.12% |
| Worst pair | DOGE/USDT:USDT +51.98% |
| Best day | 614.619 USDT |
| Worst day | -107.558 USDT |
| Winning / draw / losing days | 41 / 270 / 46 |
| Max consecutive wins / losses | 6 / 7 |
| 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 | yes |
| 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 % |
|---|
| ETH/USDT:USDT | 53 | +3.63% | 1081.184 USDT | +108.12% | 17:48:00 | 31/0/22 | 58.49% |
| LINK/USDT:USDT | 43 | +2.66% | 599.720 USDT | +59.97% | 20:45:00 | 21/0/22 | 48.84% |
| DOGE/USDT:USDT | 44 | +2.08% | 519.833 USDT | +51.98% | 19:06:00 | 23/0/21 | 52.27% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| trailing_stop_loss | 139 | +2.82% | 2144.119 USDT | +214.41% | 18:55:00 | 74/0/65 | 53.24% |
| force_exit | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / trailing_stop_loss | 139 | +2.82% | 2144.119 USDT | +214.41% | 18:55:00 | 74/0/65 | 53.24% |
| OTHER / force_exit | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOGE/USDT:USDT | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/06/2024 | 13 | -41.427 USDT | -4.14% | 0.60 | 4/0/9 |
| 31/07/2024 | 17 | 120.035 USDT | +12.00% | 2.11 | 11/0/6 |
| 31/08/2024 | 12 | 110.651 USDT | +11.07% | 3.40 | 8/0/4 |
| 30/09/2024 | 13 | -11.799 USDT | -1.18% | 0.89 | 6/0/7 |
| 31/10/2024 | 6 | 43.566 USDT | +4.36% | 1.91 | 3/0/3 |
| 30/11/2024 | 8 | 264.609 USDT | +26.46% | 7.21 | 4/0/4 |
| 31/12/2024 | 6 | 41.829 USDT | +4.18% | 1.40 | 4/0/2 |
| 31/01/2025 | 14 | 196.058 USDT | +19.61% | 4.21 | 9/0/5 |
| 28/02/2025 | 12 | 500.921 USDT | +50.09% | 2.78 | 6/0/6 |
| 31/03/2025 | 18 | 6.383 USDT | +0.64% | 1.02 | 9/0/9 |
| 30/04/2025 | 11 | 260.177 USDT | +26.02% | 1.99 | 4/0/7 |
| 31/05/2025 | 9 | 653.116 USDT | +65.31% | 12.44 | 6/0/3 |
| 30/06/2025 | 1 | 56.618 USDT | +5.66% | 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.
