Konsep Strategi
EMA 8-13-21 Momentum Rider 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 VET/USDT:USDT, DOT/USDT:USDT, NEAR/USDT:USDT.
Strategi ini dibacktest langsung dari class awal EMA8_13_21_MACD_Strategy_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan EMA8_13_21_MACD_Strategy_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | EMA8_13_21_MACD_Strategy_PairOptimized |
| Base strategy | EMA8_13_21_MACD_Strategy_PairOptimized |
| Timerange | 20240101-20250101 |
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2025-01-01 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 | VET/USDT:USDT, DOT/USDT:USDT, NEAR/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 7777.536 USDT |
| Absolute profit | 6777.536 USDT |
| Total return | +677.75% |
| CAGR | +673.41% |
| Market change | +13.77% |
| Total trades | 205 |
| Trades per day | 0.56 |
| Total volume | 521269.980 USDT |
| Average stake | 1270.071 USDT |
| Backtest days | 366 |
| Metric | Value |
|---|
| Long / short trades | 113 / 92 |
| Long / short profit | +340.30% / +337.45% |
| Wins / draws / losses | 106 / 0 / 99 |
| Win rate | 51.71% |
| Avg profit per trade | +3.34% |
| Median profit per trade | +2.46% |
| Profit factor | 2.147 |
| Expectancy | 33.061 (0.554) |
| Sharpe | 3.001 |
| Sortino | 7.362 |
| Calmar | 394.241 |
| SQN | 4.005 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 8.97% |
| Absolute drawdown | 745.002 USDT |
| Drawdown duration | 7 days 16:00:00 |
| Drawdown start | 2024-12-21 06:00:00 |
| Drawdown end | 2024-12-28 22:00:00 |
| Best pair | NEAR/USDT:USDT +276.11% |
| Worst pair | VET/USDT:USDT +186.09% |
| Best day | 1013.652 USDT |
| Worst day | -364.272 USDT |
| Winning / draw / losing days | 88 / 217 / 61 |
| Max consecutive wins / losses | 5 / 7 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Parameter Hasil Backtest
| 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 |
Hasil Per Pair
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| NEAR/USDT:USDT | 63 | +4.41% | 2761.136 USDT | +276.11% | 3 days, 12:56:00 | 30/0/33 | 47.62% |
| DOT/USDT:USDT | 65 | +3.17% | 2155.518 USDT | +215.55% | 3 days, 20:54:00 | 32/0/33 | 49.23% |
| VET/USDT:USDT | 77 | +2.62% | 1860.882 USDT | +186.09% | 2 days, 13:05:00 | 44/0/33 | 57.14% |
| TOTAL | 205 | +3.34% | 6777.536 USDT | +677.75% | 3 days, 6:30:00 | 106/0/99 | 51.71% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 105 | +10.74% | 12597.593 USDT | +1259.76% | 4 days, 15:02:00 | 105/0/0 | 100.00% |
| force_exit | 2 | +1.53% | 79.122 USDT | +7.91% | 2 days, 5:30:00 | 1/0/1 | 50.00% |
| stop_loss_achieved | 98 | -4.55% | -5899.180 USDT | -589.92% | 1 day, 20:10:00 | 0/0/98 | 0.00% |
| TOTAL | 205 | +3.34% | 6777.536 USDT | +677.75% | 3 days, 6:30:00 | 106/0/99 | 51.71% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 205 | +3.34% | 6777.536 USDT | +677.75% | 3 days, 6:30:00 | 106/0/99 | 51.71% |
| TOTAL | 205 | +3.34% | 6777.536 USDT | +677.75% | 3 days, 6:30:00 | 106/0/99 | 51.71% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 105 | +10.74% | 12597.593 USDT | +1259.76% | 4 days, 15:02:00 | 105/0/0 | 100.00% |
| OTHER / force_exit | 2 | +1.53% | 79.122 USDT | +7.91% | 2 days, 5:30:00 | 1/0/1 | 50.00% |
| OTHER / stop_loss_achieved | 98 | -4.55% | -5899.180 USDT | -589.92% | 1 day, 20:10:00 | 0/0/98 | 0.00% |
| TOTAL | 205 | +3.34% | 6777.536 USDT | +677.75% | 3 days, 6:30:00 | 106/0/99 | 51.71% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOT/USDT:USDT | 1 | +3.35% | 86.589 USDT | +8.66% | 4 days, 8:00:00 | 1/0/0 | 100.00% |
| NEAR/USDT:USDT | 1 | -0.29% | -7.466 USDT | -0.75% | 3:00:00 | 0/0/1 | 0.00% |
| TOTAL | 2 | +1.53% | 79.122 USDT | +7.91% | 2 days, 5:30:00 | 1/0/1 | 50.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/01/2024 | 18 | 149.548 USDT | +14.95% | 2.02 | 8/0/10 |
| 29/02/2024 | 11 | 220.219 USDT | +22.02% | 5.13 | 7/0/4 |
| 31/03/2024 | 14 | 429.379 USDT | +42.94% | 3.69 | 9/0/5 |
| 30/04/2024 | 18 | 489.563 USDT | +48.96% | 2.17 | 8/0/10 |
| 31/05/2024 | 15 | 205.181 USDT | +20.52% | 1.78 | 6/0/9 |
| 30/06/2024 | 13 | 88.778 USDT | +8.88% | 1.27 | 6/0/7 |
| 31/07/2024 | 16 | 1138.761 USDT | +113.88% | 7.25 | 11/0/5 |
| 31/08/2024 | 16 | 442.980 USDT | +44.30% | 2.48 | 9/0/7 |
| 30/09/2024 | 22 | 1199.201 USDT | +119.92% | 2.98 | 12/0/10 |
| 31/10/2024 | 15 | -41.759 USDT | -4.18% | 0.93 | 7/0/8 |
| 30/11/2024 | 17 | 1346.850 USDT | +134.68% | 2.47 | 10/0/7 |
| 31/12/2024 | 28 | 1029.712 USDT | +102.97% | 1.52 | 12/0/16 |
| 31/01/2025 | 2 | 79.122 USDT | +7.91% | 11.60 | 1/0/1 |
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.
