Strategy Concept
CuanTrade Flow Reversal uses MFI and CMF flow reversal signals. It was evaluated on the 1h timeframe across STX/USDT:USDT, DOT/USDT:USDT, ARB/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 Flow Reversal 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 Flow Reversal |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240801-20250801 |
| Backtesting from | 2024-08-01 00:00:00 |
| Backtesting to | 2025-08-01 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 | STX/USDT:USDT, DOT/USDT:USDT, ARB/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 5078.010 USDT |
| Absolute profit | 4078.010 USDT |
| Total return | +407.80% |
| CAGR | +407.80% |
| Market change | -44.00% |
| Total trades | 246 |
| Trades per day | 0.67 |
| Total volume | 429317.391 USDT |
| Average stake | 875.627 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 103 / 143 |
| Long / short profit | +116.59% / +291.21% |
| Wins / draws / losses | 114 / 0 / 132 |
| Win rate | 46.34% |
| Avg profit per trade | +2.21% |
| Median profit per trade | -2.40% |
| Profit factor | 1.824 |
| Expectancy | 16.577 (0.442) |
| Sharpe | 2.997 |
| Sortino | 9.275 |
| Calmar | 124.616 |
| SQN | 3.643 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 17.13% |
| Absolute drawdown | 674.973 USDT |
| Drawdown duration | 24 days 00:10:00 |
| Drawdown start | 2025-02-07 06:45:00 |
| Drawdown end | 2025-03-03 06:55:00 |
| Best pair | STX/USDT:USDT +153.39% |
| Worst pair | ARB/USDT:USDT +112.35% |
| Best day | 473.652 USDT |
| Worst day | -157.768 USDT |
| Winning / draw / losing days | 83 / 195 / 88 |
| Max consecutive wins / losses | 6 / 10 |
| 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 | 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 % |
|---|
| STX/USDT:USDT | 115 | +1.82% | 1533.883 USDT | +153.39% | 1 day, 10:46:00 | 50/0/65 | 43.48% |
| DOT/USDT:USDT | 46 | +3.74% | 1420.603 USDT | +142.06% | 5 days, 13:03:00 | 23/0/23 | 50.00% |
| ARB/USDT:USDT | 85 | +1.90% | 1123.525 USDT | +112.35% | 1 day, 13:18:00 | 41/0/44 | 48.24% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 112 | +9.57% | 8772.773 USDT | +877.28% | 3 days, 8:03:00 | 112/0/0 | 100.00% |
| force_exit | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
| stop_loss_achieved | 132 | -4.13% | -4951.878 USDT | -495.19% | 1 day, 6:51:00 | 0/0/132 | 0.00% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 112 | +9.57% | 8772.773 USDT | +877.28% | 3 days, 8:03:00 | 112/0/0 | 100.00% |
| OTHER / force_exit | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 132 | -4.13% | -4951.878 USDT | -495.19% | 1 day, 6:51:00 | 0/0/132 | 0.00% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOT/USDT:USDT | 1 | +11.25% | 178.798 USDT | +17.88% | 8 days, 7:00:00 | 1/0/0 | 100.00% |
| ARB/USDT:USDT | 1 | +5.20% | 78.316 USDT | +7.83% | 2 days, 4:00:00 | 1/0/0 | 100.00% |
| TOTAL | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 30 | 19.143 USDT | +1.91% | 1.07 | 12/0/18 |
| 30/09/2024 | 25 | 107.402 USDT | +10.74% | 1.63 | 10/0/15 |
| 31/10/2024 | 19 | 202.778 USDT | +20.28% | 2.97 | 11/0/8 |
| 30/11/2024 | 27 | 547.094 USDT | +54.71% | 2.84 | 16/0/11 |
| 31/12/2024 | 21 | 865.528 USDT | +86.55% | 2.65 | 13/0/8 |
| 31/01/2025 | 18 | 737.094 USDT | +73.71% | 3.14 | 10/0/8 |
| 28/02/2025 | 20 | -21.385 USDT | -2.14% | 0.97 | 6/0/14 |
| 31/03/2025 | 15 | 96.387 USDT | +9.64% | 1.25 | 5/0/10 |
| 30/04/2025 | 15 | 550.831 USDT | +55.08% | 2.91 | 9/0/6 |
| 31/05/2025 | 18 | 175.639 USDT | +17.56% | 1.29 | 7/0/11 |
| 30/06/2025 | 18 | 607.171 USDT | +60.72% | 2.14 | 8/0/10 |
| 31/07/2025 | 18 | -66.787 USDT | -6.68% | 0.91 | 5/0/13 |
| 31/08/2025 | 2 | 257.115 USDT | +25.71% | 0.00 | 2/0/0 |
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.
