Strategy Concept
CuanTrade Strength Break uses SMA trend breakouts filtered by ADX. It was evaluated on the 4h timeframe across BTC/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 Strength 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 Strength Break |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240201-20250201 |
| Backtesting from | 2024-02-01 00:00:00 |
| Backtesting to | 2025-02-01 00:00:00 |
| Timeframe | 4h |
| Detail timeframe | 15m |
| Trading mode | futures / isolated |
| Max open trades | 1 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | BTC/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 1110.886 USDT |
| Absolute profit | 110.886 USDT |
| Total return | +11.09% |
| CAGR | +11.06% |
| Market change | +143.35% |
| Total trades | 42 |
| Trades per day | 0.11 |
| Total volume | 26817.696 USDT |
| Average stake | 317.023 USDT |
| Backtest days | 366 |
| Metric | Value |
|---|
| Long / short trades | 22 / 20 |
| Long / short profit | +12.99% / -1.90% |
| Wins / draws / losses | 18 / 0 / 24 |
| Win rate | 42.86% |
| Avg profit per trade | +0.90% |
| Median profit per trade | -0.60% |
| Profit factor | 1.537 |
| Expectancy | 2.640 (0.307) |
| Sharpe | 0.318 |
| Sortino | 0.995 |
| Calmar | 18.252 |
| SQN | 0.929 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 3.17% |
| Absolute drawdown | 33.879 USDT |
| Drawdown duration | 21 days 00:00:00 |
| Drawdown start | 2024-05-23 16:00:00 |
| Drawdown end | 2024-06-13 16:00:00 |
| Best pair | BTC/USDT:USDT +11.09% |
| Worst pair | BTC/USDT:USDT +11.09% |
| Best day | 74.303 USDT |
| Worst day | -28.981 USDT |
| Winning / draw / losing days | 18 / 305 / 24 |
| Max consecutive wins / losses | 4 / 5 |
| 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 % |
|---|
| BTC/USDT:USDT | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| exit_signal | 41 | +0.92% | 111.481 USDT | +11.15% | 5 days, 23:07:00 | 18/0/23 | 43.90% |
| force_exit | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / exit_signal | 41 | +0.92% | 111.481 USDT | +11.15% | 5 days, 23:07:00 | 18/0/23 | 43.90% |
| OTHER / force_exit | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| BTC/USDT:USDT | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 29/02/2024 | 1 | 52.539 USDT | +5.25% | 0.00 | 1/0/0 |
| 31/03/2024 | 3 | -4.757 USDT | -0.48% | 0.66 | 1/0/2 |
| 30/04/2024 | 4 | -21.957 USDT | -2.20% | 0.18 | 1/0/3 |
| 31/05/2024 | 4 | 33.860 USDT | +3.39% | 4.92 | 3/0/1 |
| 30/06/2024 | 5 | -1.892 USDT | -0.19% | 0.93 | 2/0/3 |
| 31/07/2024 | 4 | -2.503 USDT | -0.25% | 0.84 | 2/0/2 |
| 31/08/2024 | 5 | 7.386 USDT | +0.74% | 1.25 | 2/0/3 |
| 30/09/2024 | 3 | 20.834 USDT | +2.08% | 4.43 | 2/0/1 |
| 31/10/2024 | 2 | 9.987 USDT | +1.00% | 1.96 | 1/0/1 |
| 30/11/2024 | 2 | 45.321 USDT | +4.53% | 2.56 | 1/0/1 |
| 31/12/2024 | 4 | 5.141 USDT | +0.51% | 1.71 | 2/0/2 |
| 31/01/2025 | 4 | -32.480 USDT | -3.25% | 0.00 | 0/0/4 |
| 28/02/2025 | 1 | -0.594 USDT | -0.06% | 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.
