Strategy Concept
CuanTrade VWAP Momentum uses VWAP and MACD momentum. It was evaluated on the 1h timeframe across DOT/USDT:USDT, BCH/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 Momentum 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 Momentum |
| 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 | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | DOT/USDT:USDT, BCH/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2440.423 USDT |
| Absolute profit | 1440.423 USDT |
| Total return | +144.04% |
| CAGR | +144.04% |
| Market change | -56.79% |
| Total trades | 146 |
| Trades per day | 0.40 |
| Total volume | 165289.780 USDT |
| Average stake | 565.053 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 66 / 80 |
| Long / short profit | +82.32% / +61.72% |
| Wins / draws / losses | 66 / 0 / 80 |
| Win rate | 45.21% |
| Avg profit per trade | +1.94% |
| Median profit per trade | -1.95% |
| Profit factor | 1.867 |
| Expectancy | 9.866 (0.475) |
| Sharpe | 1.923 |
| Sortino | 6.430 |
| Calmar | 73.071 |
| SQN | 3.030 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.32% |
| Absolute drawdown | 236.306 USDT |
| Drawdown duration | 16 days 15:00:00 |
| Drawdown start | 2025-02-14 18:00:00 |
| Drawdown end | 2025-03-03 09:00:00 |
| Best pair | DOT/USDT:USDT +80.84% |
| Worst pair | BCH/USDT:USDT +63.20% |
| Best day | 241.541 USDT |
| Worst day | -103.040 USDT |
| Winning / draw / losing days | 56 / 252 / 54 |
| Max consecutive wins / losses | 4 / 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 % |
|---|
| DOT/USDT:USDT | 79 | +1.96% | 808.391 USDT | +80.84% | 1 day, 22:14:00 | 39/0/40 | 49.37% |
| BCH/USDT:USDT | 67 | +1.91% | 632.031 USDT | +63.20% | 2 days, 8:47:00 | 27/0/40 | 40.30% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 66 | +8.48% | 3102.026 USDT | +310.20% | 2 days, 23:37:00 | 66/0/0 | 100.00% |
| stop_loss_achieved | 80 | -3.45% | -1661.603 USDT | -166.16% | 1 day, 10:08:00 | 0/0/80 | 0.00% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 66 | +8.48% | 3102.026 USDT | +310.20% | 2 days, 23:37:00 | 66/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 80 | -3.45% | -1661.603 USDT | -166.16% | 1 day, 10:08:00 | 0/0/80 | 0.00% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
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 |
|---|
| 30/04/2024 | 9 | 169.472 USDT | +16.95% | 5.87 | 6/0/3 |
| 31/05/2024 | 12 | 46.638 USDT | +4.66% | 1.55 | 5/0/7 |
| 30/06/2024 | 10 | 115.341 USDT | +11.53% | 3.29 | 5/0/5 |
| 31/07/2024 | 11 | 123.493 USDT | +12.35% | 2.67 | 6/0/5 |
| 31/08/2024 | 12 | 30.986 USDT | +3.10% | 1.26 | 5/0/7 |
| 30/09/2024 | 9 | 93.280 USDT | +9.33% | 3.07 | 5/0/4 |
| 31/10/2024 | 16 | 52.765 USDT | +5.28% | 1.43 | 6/0/10 |
| 30/11/2024 | 6 | 151.731 USDT | +15.17% | 3.32 | 4/0/2 |
| 31/12/2024 | 14 | 277.273 USDT | +27.73% | 2.37 | 7/0/7 |
| 31/01/2025 | 15 | -25.133 USDT | -2.51% | 0.92 | 5/0/10 |
| 28/02/2025 | 18 | 97.328 USDT | +9.73% | 1.33 | 5/0/13 |
| 31/03/2025 | 14 | 307.247 USDT | +30.72% | 2.30 | 7/0/7 |
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.
