Strategy Concept
CuanTrade Volume Break uses ADX trend strength with OBV volume confirmation. It was evaluated on the 1h timeframe across SOL/USDT:USDT, DOT/USDT:USDT, XRP/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 Volume 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 Volume Break |
| Parameter source | Default strategy and settings parameters |
| Timerange | 20240401-20250401 |
| Backtesting from | 2024-04-01 00:00:00 |
| Backtesting to | 2025-04-01 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 | SOL/USDT:USDT, DOT/USDT:USDT, XRP/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4146.046 USDT |
| Absolute profit | 3146.046 USDT |
| Total return | +314.60% |
| CAGR | +314.60% |
| Market change | +44.05% |
| Total trades | 288 |
| Trades per day | 0.79 |
| Total volume | 384051.531 USDT |
| Average stake | 667.083 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 145 / 143 |
| Long / short profit | +135.73% / +178.87% |
| Wins / draws / losses | 144 / 0 / 144 |
| Win rate | 50.00% |
| Avg profit per trade | +1.61% |
| Median profit per trade | +0.04% |
| Profit factor | 1.778 |
| Expectancy | 10.924 (0.389) |
| Sharpe | 3.123 |
| Sortino | 6.442 |
| Calmar | 153.642 |
| SQN | 3.510 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.72% |
| Absolute drawdown | 447.978 USDT |
| Drawdown duration | 1 days 03:00:00 |
| Drawdown start | 2025-03-02 16:00:00 |
| Drawdown end | 2025-03-03 19:00:00 |
| Best pair | XRP/USDT:USDT +107.76% |
| Worst pair | DOT/USDT:USDT +102.88% |
| Best day | 360.628 USDT |
| Worst day | -447.978 USDT |
| Winning / draw / losing days | 103 / 177 / 85 |
| Max consecutive wins / losses | 8 / 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 % |
|---|
| XRP/USDT:USDT | 145 | +1.01% | 1077.614 USDT | +107.76% | 1 day, 10:37:00 | 70/0/75 | 48.28% |
| SOL/USDT:USDT | 78 | +2.16% | 1039.588 USDT | +103.96% | 2 days, 8:18:00 | 41/0/37 | 52.56% |
| DOT/USDT:USDT | 65 | +2.28% | 1028.844 USDT | +102.88% | 2 days, 18:46:00 | 33/0/32 | 50.77% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 143 | +7.08% | 7122.695 USDT | +712.27% | 2 days, 11:49:00 | 143/0/0 | 100.00% |
| force_exit | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
| stop_loss_achieved | 143 | -3.87% | -4019.097 USDT | -401.91% | 1 day, 11:37:00 | 0/0/143 | 0.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 143 | +7.08% | 7122.695 USDT | +712.27% | 2 days, 11:49:00 | 143/0/0 | 100.00% |
| OTHER / force_exit | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
| OTHER / stop_loss_achieved | 143 | -3.87% | -4019.097 USDT | -401.91% | 1 day, 11:37:00 | 0/0/143 | 0.00% |
| TOTAL | 288 | +1.61% | 3146.046 USDT | +314.60% | 1 day, 23:45:00 | 144/0/144 | 50.00% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| SOL/USDT:USDT | 1 | +5.14% | 67.007 USDT | +6.70% | 3 days, 16:00:00 | 1/0/0 | 100.00% |
| XRP/USDT:USDT | 1 | -1.81% | -24.560 USDT | -2.46% | 15:00:00 | 0/0/1 | 0.00% |
| TOTAL | 2 | +1.66% | 42.448 USDT | +4.24% | 2 days, 3:30:00 | 1/0/1 | 50.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/04/2024 | 26 | 272.039 USDT | +27.20% | 2.76 | 17/0/9 |
| 31/05/2024 | 27 | -62.640 USDT | -6.26% | 0.75 | 9/0/18 |
| 30/06/2024 | 17 | 43.486 USDT | +4.35% | 1.26 | 7/0/10 |
| 31/07/2024 | 30 | 196.623 USDT | +19.66% | 1.84 | 15/0/15 |
| 31/08/2024 | 21 | 56.167 USDT | +5.62% | 1.27 | 10/0/11 |
| 30/09/2024 | 29 | 89.139 USDT | +8.91% | 1.39 | 13/0/16 |
| 31/10/2024 | 34 | 126.151 USDT | +12.62% | 1.46 | 15/0/19 |
| 30/11/2024 | 20 | 887.588 USDT | +88.76% | 9.26 | 17/0/3 |
| 31/12/2024 | 20 | 240.256 USDT | +24.03% | 1.48 | 8/0/12 |
| 31/01/2025 | 21 | 393.586 USDT | +39.36% | 1.89 | 11/0/10 |
| 28/02/2025 | 12 | 576.715 USDT | +57.67% | 3.36 | 8/0/4 |
| 31/03/2025 | 29 | 284.488 USDT | +28.45% | 1.24 | 13/0/16 |
| 30/04/2025 | 2 | 42.448 USDT | +4.24% | 2.73 | 1/0/1 |
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.
