Strategy Concept
EMA 8-13-21 Momentum Rider Strategy is a futures strategy based on technical indicators that assess trend structure, momentum, volatility, and breakout quality through the indicator combination in its name. Its core idea is to open positions only when directional signals and risk filters agree, then let Freqtrade manage exits through ROI, stop-loss, trailing-stop, and strategy exit rules. The strategy was evaluated on the 1h timeframe across VET/USDT:USDT, DOT/USDT:USDT, NEAR/USDT:USDT.
This strategy was backtested directly from the default EMA8_13_21_MACD_Strategy_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and EMA8_13_21_MACD_Strategy_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
