Konsep Strategi
Donchian Breakout Filter Strategy adalah strategi futures berbasis indikator teknikal yang membaca struktur tren, momentum, volatilitas, dan kualitas breakout sesuai kombinasi indikator pada namanya. Ide utamanya adalah hanya membuka posisi ketika sinyal arah dan filter risiko saling mendukung, lalu membiarkan Freqtrade mengelola exit melalui ROI, stoploss, trailing, dan aturan exit strategy. Strategi ini dievaluasi pada timeframe 1h dan universe ETH/USDT:USDT, LINK/USDT:USDT, DOGE/USDT:USDT.
Strategi ini dibacktest langsung dari class awal Donchian_EMA_ADX_CHOP_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan Donchian_EMA_ADX_CHOP_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | Donchian_EMA_ADX_CHOP_PairOptimized |
| Base strategy | Donchian_EMA_ADX_CHOP_PairOptimized |
| Timerange | 20240601-20250601 |
| Backtesting from | 2024-06-01 00:00:00 |
| Backtesting to | 2025-06-01 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 | ETH/USDT:USDT, LINK/USDT:USDT, DOGE/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3200.737 USDT |
| Absolute profit | 2200.737 USDT |
| Total return | +220.07% |
| CAGR | +220.07% |
| Market change | -12.28% |
| Total trades | 140 |
| Trades per day | 0.38 |
| Total volume | 249446.853 USDT |
| Average stake | 532.166 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 63 / 77 |
| Long / short profit | +80.48% / +139.60% |
| Wins / draws / losses | 75 / 0 / 65 |
| Win rate | 53.57% |
| Avg profit per trade | +2.84% |
| Median profit per trade | +0.80% |
| Profit factor | 2.454 |
| Expectancy | 15.720 (0.675) |
| Sharpe | 1.959 |
| Sortino | 5.523 |
| Calmar | 95.923 |
| SQN | 3.151 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 12.01% |
| Absolute drawdown | 279.872 USDT |
| Drawdown duration | 27 days 07:20:00 |
| Drawdown start | 2025-02-25 19:55:00 |
| Drawdown end | 2025-03-25 03:15:00 |
| Best pair | ETH/USDT:USDT +108.12% |
| Worst pair | DOGE/USDT:USDT +51.98% |
| Best day | 614.619 USDT |
| Worst day | -107.558 USDT |
| Winning / draw / losing days | 41 / 270 / 46 |
| Max consecutive wins / losses | 6 / 7 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Parameter Hasil Backtest
| Parameter | Value |
|---|
| Stoploss | -0.200 |
| Trailing stop | no |
| Trailing stop positive | 0.000 |
| Trailing stop positive offset | 0.000 |
| Trailing only offset reached | no |
| Use custom stoploss | yes |
| Minimal ROI | {} |
| Use exit signal | yes |
| Exit profit only | no |
| Exit profit offset | 0.000 |
| Ignore ROI if entry signal | no |
| Protections enabled | no |
Hasil Per Pair
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ETH/USDT:USDT | 53 | +3.63% | 1081.184 USDT | +108.12% | 17:48:00 | 31/0/22 | 58.49% |
| LINK/USDT:USDT | 43 | +2.66% | 599.720 USDT | +59.97% | 20:45:00 | 21/0/22 | 48.84% |
| DOGE/USDT:USDT | 44 | +2.08% | 519.833 USDT | +51.98% | 19:06:00 | 23/0/21 | 52.27% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| trailing_stop_loss | 139 | +2.82% | 2144.119 USDT | +214.41% | 18:55:00 | 74/0/65 | 53.24% |
| force_exit | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / trailing_stop_loss | 139 | +2.82% | 2144.119 USDT | +214.41% | 18:55:00 | 74/0/65 | 53.24% |
| OTHER / force_exit | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 140 | +2.84% | 2200.737 USDT | +220.07% | 19:07:00 | 75/0/65 | 53.57% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOGE/USDT:USDT | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +5.46% | 56.618 USDT | +5.66% | 1 day, 23:00:00 | 1/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/06/2024 | 13 | -41.427 USDT | -4.14% | 0.60 | 4/0/9 |
| 31/07/2024 | 17 | 120.035 USDT | +12.00% | 2.11 | 11/0/6 |
| 31/08/2024 | 12 | 110.651 USDT | +11.07% | 3.40 | 8/0/4 |
| 30/09/2024 | 13 | -11.799 USDT | -1.18% | 0.89 | 6/0/7 |
| 31/10/2024 | 6 | 43.566 USDT | +4.36% | 1.91 | 3/0/3 |
| 30/11/2024 | 8 | 264.609 USDT | +26.46% | 7.21 | 4/0/4 |
| 31/12/2024 | 6 | 41.829 USDT | +4.18% | 1.40 | 4/0/2 |
| 31/01/2025 | 14 | 196.058 USDT | +19.61% | 4.21 | 9/0/5 |
| 28/02/2025 | 12 | 500.921 USDT | +50.09% | 2.78 | 6/0/6 |
| 31/03/2025 | 18 | 6.383 USDT | +0.64% | 1.02 | 9/0/9 |
| 30/04/2025 | 11 | 260.177 USDT | +26.02% | 1.99 | 4/0/7 |
| 31/05/2025 | 9 | 653.116 USDT | +65.31% | 12.44 | 6/0/3 |
| 30/06/2025 | 1 | 56.618 USDT | +5.66% | 0.00 | 1/0/0 |
Catatan Interpretasi
Backtest pada halaman ini memakai parameter awal yang ada di strategy dan settings pair-optimized, bukan parameter optimasi tambahan. Angka return, drawdown, dan risk-adjusted metrics tetap perlu dibaca sebagai hasil riset historis pada timerange dan universe yang sama dengan deklarasi backtest strategy, bukan jaminan performa live.
