Strategy Concept
CuanTrade Keltner Surge uses Keltner channel breakouts with ADX and choppiness filters. It was evaluated on the 1h timeframe across DOGE/USDT:USDT, FIL/USDT:USDT, LINK/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 Keltner Surge 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 Keltner Surge |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240701-20250701 |
| Backtesting from | 2024-07-01 00:00:00 |
| Backtesting to | 2025-07-01 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 | DOGE/USDT:USDT, FIL/USDT:USDT, LINK/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2929.841 USDT |
| Absolute profit | 1929.841 USDT |
| Total return | +192.98% |
| CAGR | +192.98% |
| Market change | -7.55% |
| Total trades | 187 |
| Trades per day | 0.51 |
| Total volume | 237957.673 USDT |
| Average stake | 634.138 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 91 / 96 |
| Long / short profit | +128.76% / +64.23% |
| Wins / draws / losses | 98 / 0 / 89 |
| Win rate | 52.41% |
| Avg profit per trade | +1.86% |
| Median profit per trade | +4.41% |
| Profit factor | 1.716 |
| Expectancy | 10.320 (0.341) |
| Sharpe | 2.281 |
| Sortino | 5.113 |
| Calmar | 72.565 |
| SQN | 3.179 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 13.92% |
| Absolute drawdown | 361.210 USDT |
| Drawdown duration | 33 days 19:05:00 |
| Drawdown start | 2025-03-10 18:55:00 |
| Drawdown end | 2025-04-13 14:00:00 |
| Best pair | DOGE/USDT:USDT +75.64% |
| Worst pair | FIL/USDT:USDT +55.09% |
| Best day | 178.161 USDT |
| Worst day | -214.761 USDT |
| Winning / draw / losing days | 70 / 225 / 69 |
| Max consecutive wins / losses | 8 / 8 |
| 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 % |
|---|
| DOGE/USDT:USDT | 60 | +2.24% | 756.394 USDT | +75.64% | 23:32:00 | 32/0/28 | 53.33% |
| LINK/USDT:USDT | 63 | +1.87% | 622.567 USDT | +62.26% | 2 days, 2:40:00 | 34/0/29 | 53.97% |
| FIL/USDT:USDT | 64 | +1.51% | 550.880 USDT | +55.09% | 1 day, 18:53:00 | 32/0/32 | 50.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 98 | +7.68% | 4626.562 USDT | +462.66% | 1 day, 22:26:00 | 98/0/0 | 100.00% |
| force_exit | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| stop_loss_achieved | 88 | -4.57% | -2687.631 USDT | -268.76% | 1 day, 7:41:00 | 0/0/88 | 0.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 98 | +7.68% | 4626.562 USDT | +462.66% | 1 day, 22:26:00 | 98/0/0 | 100.00% |
| OTHER / force_exit | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| OTHER / stop_loss_achieved | 88 | -4.57% | -2687.631 USDT | -268.76% | 1 day, 7:41:00 | 0/0/88 | 0.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| FIL/USDT:USDT | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| TOTAL | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/07/2024 | 20 | 110.298 USDT | +11.03% | 1.79 | 11/0/9 |
| 31/08/2024 | 12 | 302.754 USDT | +30.28% | 11.05 | 10/0/2 |
| 30/09/2024 | 19 | 93.252 USDT | +9.33% | 1.64 | 9/0/10 |
| 31/10/2024 | 17 | -117.271 USDT | -11.73% | 0.49 | 4/0/13 |
| 30/11/2024 | 19 | 652.117 USDT | +65.21% | 6.16 | 14/0/5 |
| 31/12/2024 | 12 | -57.615 USDT | -5.76% | 0.83 | 4/0/8 |
| 31/01/2025 | 13 | 303.395 USDT | +30.34% | 2.61 | 9/0/4 |
| 28/02/2025 | 8 | 82.541 USDT | +8.25% | 1.39 | 5/0/3 |
| 31/03/2025 | 14 | 147.146 USDT | +14.71% | 1.45 | 7/0/7 |
| 30/04/2025 | 13 | -153.333 USDT | -15.33% | 0.54 | 4/0/9 |
| 31/05/2025 | 15 | 272.131 USDT | +27.21% | 2.24 | 9/0/6 |
| 30/06/2025 | 24 | 303.515 USDT | +30.35% | 1.77 | 12/0/12 |
| 31/07/2025 | 1 | -9.090 USDT | -0.91% | 0.00 | 0/0/1 |
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.
