Strategy Concept
CuanTrade VWAP Direction uses VWAP directional signals confirmed by DMI. It was evaluated on the 1h timeframe across AVAX/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 VWAP Direction 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 VWAP Direction |
| 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 | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, STX/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3476.483 USDT |
| Absolute profit | 2476.483 USDT |
| Total return | +247.65% |
| CAGR | +247.65% |
| Market change | -36.67% |
| Total trades | 110 |
| Trades per day | 0.30 |
| Total volume | 140953.940 USDT |
| Average stake | 644.206 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 55 / 55 |
| Long / short profit | +80.35% / +167.30% |
| Wins / draws / losses | 54 / 0 / 56 |
| Win rate | 49.09% |
| Avg profit per trade | +3.71% |
| Median profit per trade | -2.61% |
| Profit factor | 2.312 |
| Expectancy | 22.513 (0.668) |
| Sharpe | 2.052 |
| Sortino | 8.273 |
| Calmar | 117.991 |
| SQN | 3.722 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.99% |
| Absolute drawdown | 246.089 USDT |
| Drawdown duration | 29 days 07:00:00 |
| Drawdown start | 2025-02-02 12:00:00 |
| Drawdown end | 2025-03-03 19:00:00 |
| Best pair | AVAX/USDT:USDT +125.05% |
| Worst pair | STX/USDT:USDT +122.60% |
| Best day | 233.502 USDT |
| Worst day | -108.254 USDT |
| Winning / draw / losing days | 48 / 259 / 48 |
| Max consecutive wins / losses | 8 / 6 |
| 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 % |
|---|
| AVAX/USDT:USDT | 46 | +4.46% | 1250.462 USDT | +125.05% | 3 days, 9:55:00 | 26/0/20 | 56.52% |
| STX/USDT:USDT | 64 | +3.18% | 1226.021 USDT | +122.60% | 2 days, 16:37:00 | 28/0/36 | 43.75% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 53 | +12.98% | 4273.689 USDT | +427.37% | 3 days, 20:57:00 | 53/0/0 | 100.00% |
| force_exit | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 56 | -5.14% | -1888.214 USDT | -188.82% | 2 days, 3:56:00 | 0/0/56 | 0.00% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 53 | +12.98% | 4273.689 USDT | +427.37% | 3 days, 20:57:00 | 53/0/0 | 100.00% |
| OTHER / force_exit | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 56 | -5.14% | -1888.214 USDT | -188.82% | 2 days, 3:56:00 | 0/0/56 | 0.00% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| AVAX/USDT:USDT | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 4 | 35.262 USDT | +3.53% | 1.94 | 2/0/2 |
| 30/09/2024 | 10 | 201.308 USDT | +20.13% | 4.48 | 6/0/4 |
| 31/10/2024 | 12 | 29.015 USDT | +2.90% | 1.21 | 4/0/8 |
| 30/11/2024 | 6 | 99.651 USDT | +9.97% | 1.84 | 3/0/3 |
| 31/12/2024 | 9 | 298.254 USDT | +29.83% | 3.57 | 5/0/4 |
| 31/01/2025 | 8 | 568.731 USDT | +56.87% | 0.00 | 8/0/0 |
| 28/02/2025 | 14 | -87.918 USDT | -8.79% | 0.78 | 4/0/10 |
| 31/03/2025 | 15 | 198.817 USDT | +19.88% | 1.60 | 6/0/9 |
| 30/04/2025 | 7 | 141.682 USDT | +14.17% | 1.75 | 3/0/4 |
| 31/05/2025 | 8 | 136.425 USDT | +13.64% | 1.71 | 3/0/5 |
| 30/06/2025 | 9 | 594.388 USDT | +59.44% | 7.10 | 6/0/3 |
| 31/07/2025 | 7 | 169.860 USDT | +16.99% | 1.79 | 3/0/4 |
| 31/08/2025 | 1 | 91.009 USDT | +9.10% | 0.00 | 1/0/0 |
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.
