Strategy Concept
CuanTrade RSI Compass uses SMA and RSI signals. It was evaluated on the 1h timeframe across ICP/USDT:USDT, STX/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 RSI Compass 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 RSI Compass |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240301-20250301 |
| Backtesting from | 2024-03-01 00:00:00 |
| Backtesting to | 2025-03-01 00:00:00 |
| Timeframe | 1h |
| Detail timeframe | 5m |
| Trading mode | futures / isolated |
| Max open trades | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | ICP/USDT:USDT, STX/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3073.662 USDT |
| Absolute profit | 2073.662 USDT |
| Total return | +207.37% |
| CAGR | +207.37% |
| Market change | -61.12% |
| Total trades | 154 |
| Trades per day | 0.42 |
| Total volume | 196043.946 USDT |
| Average stake | 639.877 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 62 / 92 |
| Long / short profit | +45.69% / +161.68% |
| Wins / draws / losses | 78 / 0 / 76 |
| Win rate | 50.65% |
| Avg profit per trade | +2.33% |
| Median profit per trade | +0.68% |
| Profit factor | 2.022 |
| Expectancy | 13.465 (0.504) |
| Sharpe | 2.386 |
| Sortino | 8.133 |
| Calmar | 113.477 |
| SQN | 3.662 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 9.56% |
| Absolute drawdown | 225.054 USDT |
| Drawdown duration | 10 days 05:15:00 |
| Drawdown start | 2024-11-11 00:50:00 |
| Drawdown end | 2024-11-21 06:05:00 |
| Best pair | ICP/USDT:USDT +125.88% |
| Worst pair | STX/USDT:USDT +81.49% |
| Best day | 150.957 USDT |
| Worst day | -99.548 USDT |
| Winning / draw / losing days | 68 / 230 / 63 |
| Max consecutive wins / losses | 5 / 7 |
| 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 % |
|---|
| ICP/USDT:USDT | 55 | +3.90% | 1258.801 USDT | +125.88% | 2 days, 10:19:00 | 29/0/26 | 52.73% |
| STX/USDT:USDT | 99 | +1.46% | 814.861 USDT | +81.49% | 1 day, 0:44:00 | 49/0/50 | 49.49% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 69 | +9.12% | 3857.680 USDT | +385.77% | 1 day, 12:11:00 | 69/0/0 | 100.00% |
| holding_period_expired | 13 | +3.08% | 229.645 USDT | +22.96% | 5 days, 0:05:00 | 9/0/4 | 69.23% |
| stop_loss_achieved | 72 | -4.31% | -2013.663 USDT | -201.37% | 22:12:00 | 0/0/72 | 0.00% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 69 | +9.12% | 3857.680 USDT | +385.77% | 1 day, 12:11:00 | 69/0/0 | 100.00% |
| OTHER / holding_period_expired | 13 | +3.08% | 229.645 USDT | +22.96% | 5 days, 0:05:00 | 9/0/4 | 69.23% |
| OTHER / stop_loss_achieved | 72 | -4.31% | -2013.663 USDT | -201.37% | 22:12:00 | 0/0/72 | 0.00% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| TOTAL | 0 | 0.00% | 0.000 USDT | 0.00% | 0:00 | 0/0/0 | 0.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/03/2024 | 13 | 113.766 USDT | +11.38% | 1.86 | 5/0/8 |
| 30/04/2024 | 14 | 297.221 USDT | +29.72% | 5.85 | 9/0/5 |
| 31/05/2024 | 13 | -17.900 USDT | -1.79% | 0.87 | 5/0/8 |
| 30/06/2024 | 12 | 184.948 USDT | +18.49% | 2.76 | 7/0/5 |
| 31/07/2024 | 13 | 216.512 USDT | +21.65% | 2.82 | 8/0/5 |
| 31/08/2024 | 14 | 106.555 USDT | +10.66% | 1.55 | 6/0/8 |
| 30/09/2024 | 9 | 322.018 USDT | +32.20% | 12.26 | 8/0/1 |
| 31/10/2024 | 15 | -105.872 USDT | -10.59% | 0.62 | 4/0/11 |
| 30/11/2024 | 12 | 138.303 USDT | +13.83% | 1.56 | 5/0/7 |
| 31/12/2024 | 13 | 348.595 USDT | +34.86% | 2.54 | 7/0/6 |
| 31/01/2025 | 14 | 266.505 USDT | +26.65% | 2.11 | 8/0/6 |
| 28/02/2025 | 12 | 203.010 USDT | +20.30% | 1.78 | 6/0/6 |
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.
