Strategy Concept
CuanTrade VWAP Strength uses VWAP trend signals filtered by ADX. It was evaluated on the 1h timeframe across STX/USDT:USDT, NEAR/USDT:USDT, FIL/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 Strength 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 Strength |
| 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 | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | STX/USDT:USDT, NEAR/USDT:USDT, FIL/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4226.029 USDT |
| Absolute profit | 3226.029 USDT |
| Total return | +322.60% |
| CAGR | +322.60% |
| Market change | -51.16% |
| Total trades | 174 |
| Trades per day | 0.48 |
| Total volume | 288514.029 USDT |
| Average stake | 832.622 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 77 / 97 |
| Long / short profit | +89.80% / +232.80% |
| Wins / draws / losses | 92 / 0 / 82 |
| Win rate | 52.87% |
| Avg profit per trade | +2.74% |
| Median profit per trade | +5.22% |
| Profit factor | 1.854 |
| Expectancy | 18.540 (0.402) |
| Sharpe | 2.486 |
| Sortino | 7.854 |
| Calmar | 104.990 |
| SQN | 3.591 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 16.08% |
| Absolute drawdown | 568.290 USDT |
| Drawdown duration | 25 days 04:00:00 |
| Drawdown start | 2025-04-07 07:00:00 |
| Drawdown end | 2025-05-02 11:00:00 |
| Best pair | STX/USDT:USDT +121.77% |
| Worst pair | NEAR/USDT:USDT +93.76% |
| Best day | 381.425 USDT |
| Worst day | -160.971 USDT |
| Winning / draw / losing days | 67 / 231 / 58 |
| Max consecutive wins / losses | 12 / 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 % |
|---|
| STX/USDT:USDT | 75 | +2.52% | 1217.705 USDT | +121.77% | 2 days, 3:33:00 | 40/0/35 | 53.33% |
| FIL/USDT:USDT | 51 | +2.64% | 1070.754 USDT | +107.08% | 3 days, 0:02:00 | 27/0/24 | 52.94% |
| NEAR/USDT:USDT | 48 | +3.19% | 937.570 USDT | +93.76% | 3 days, 8:05:00 | 25/0/23 | 52.08% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 92 | +9.81% | 7003.334 USDT | +700.33% | 3 days, 13:50:00 | 92/0/0 | 100.00% |
| stop_loss_achieved | 82 | -5.19% | -3777.305 USDT | -377.73% | 1 day, 18:32:00 | 0/0/82 | 0.00% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 92 | +9.81% | 7003.334 USDT | +700.33% | 3 days, 13:50:00 | 92/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 82 | -5.19% | -3777.305 USDT | -377.73% | 1 day, 18:32:00 | 0/0/82 | 0.00% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
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 |
|---|
| 31/08/2024 | 7 | 78.248 USDT | +7.82% | 3.01 | 5/0/2 |
| 30/09/2024 | 14 | 288.727 USDT | +28.87% | 5.43 | 10/0/4 |
| 31/10/2024 | 13 | 110.173 USDT | +11.02% | 1.79 | 6/0/7 |
| 30/11/2024 | 9 | 269.648 USDT | +26.96% | 3.59 | 7/0/2 |
| 31/12/2024 | 14 | 310.945 USDT | +31.09% | 2.18 | 7/0/7 |
| 31/01/2025 | 16 | 514.652 USDT | +51.47% | 2.68 | 11/0/5 |
| 28/02/2025 | 22 | -138.085 USDT | -13.81% | 0.80 | 7/0/15 |
| 31/03/2025 | 16 | 708.173 USDT | +70.82% | 4.00 | 10/0/6 |
| 30/04/2025 | 15 | -37.737 USDT | -3.77% | 0.93 | 5/0/10 |
| 31/05/2025 | 15 | 595.068 USDT | +59.51% | 2.91 | 9/0/6 |
| 30/06/2025 | 17 | 165.319 USDT | +16.53% | 1.31 | 7/0/10 |
| 31/07/2025 | 15 | 202.807 USDT | +20.28% | 1.39 | 7/0/8 |
| 31/08/2025 | 1 | 158.090 USDT | +15.81% | 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.
