Konsep Strategi
Ichimoku Cloud Trend Master 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 4h dan universe AVAX/USDT:USDT, ADA/USDT:USDT, DOT/USDT:USDT, SOL/USDT:USDT.
Strategi ini dibacktest langsung dari class awal Ichimoku_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan Ichimoku_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | Ichimoku_PairOptimized |
| Base strategy | Ichimoku_PairOptimized |
| Timerange | 20230101-20250101 |
| Backtesting from | 2023-01-01 00:00:00 |
| Backtesting to | 2025-01-01 00:00:00 |
| Timeframe | 4h |
| Detail timeframe | 30m |
| Trading mode | futures / isolated |
| Max open trades | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, ADA/USDT:USDT, DOT/USDT:USDT, SOL/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 14085.145 USDT |
| Absolute profit | 13085.145 USDT |
| Total return | +1308.51% |
| CAGR | +274.62% |
| Market change | +585.66% |
| Total trades | 180 |
| Trades per day | 0.25 |
| Total volume | 573118.783 USDT |
| Average stake | 1563.602 USDT |
| Backtest days | 731 |
| Metric | Value |
|---|
| Long / short trades | 84 / 96 |
| Long / short profit | +1102.41% / +206.10% |
| Wins / draws / losses | 82 / 0 / 98 |
| Win rate | 45.56% |
| Avg profit per trade | +6.45% |
| Median profit per trade | -1.20% |
| Profit factor | 2.582 |
| Expectancy | 72.695 (0.861) |
| Sharpe | 0.801 |
| Sortino | 4.050 |
| Calmar | 192.300 |
| SQN | 2.278 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 17.78% |
| Absolute drawdown | 1471.324 USDT |
| Drawdown duration | 70 days 04:00:00 |
| Drawdown start | 2024-08-28 00:00:00 |
| Drawdown end | 2024-11-06 04:00:00 |
| Best pair | ADA/USDT:USDT +532.65% |
| Worst pair | AVAX/USDT:USDT +220.08% |
| Best day | 4889.048 USDT |
| Worst day | -497.190 USDT |
| Winning / draw / losing days | 66 / 576 / 72 |
| Max consecutive wins / losses | 5 / 9 |
| Rejected entry signals | 4736 |
| 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 % |
|---|
| ADA/USDT:USDT | 61 | +5.26% | 5326.546 USDT | +532.65% | 8 days, 11:13:00 | 30/0/31 | 49.18% |
| DOT/USDT:USDT | 41 | +3.43% | 2973.310 USDT | +297.33% | 7 days, 21:40:00 | 19/0/22 | 46.34% |
| SOL/USDT:USDT | 35 | +13.12% | 2584.451 USDT | +258.45% | 16 days, 19:39:00 | 13/0/22 | 37.14% |
| AVAX/USDT:USDT | 43 | +5.61% | 2200.837 USDT | +220.08% | 12 days, 6:53:00 | 20/0/23 | 46.51% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| exit_signal | 176 | +6.62% | 12679.445 USDT | +1267.94% | 10 days, 22:31:00 | 80/0/96 | 45.45% |
| force_exit | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
| stop_loss | 1 | -25.26% | -497.190 USDT | -49.72% | 1 day, 8:00:00 | 0/0/1 | 0.00% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / exit_signal | 176 | +6.62% | 12679.445 USDT | +1267.94% | 10 days, 22:31:00 | 80/0/96 | 45.45% |
| OTHER / force_exit | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
| OTHER / stop_loss | 1 | -25.26% | -497.190 USDT | -49.72% | 1 day, 8:00:00 | 0/0/1 | 0.00% |
| TOTAL | 180 | +6.45% | 13085.145 USDT | +1308.51% | 10 days, 21:00:00 | 82/0/98 | 45.56% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| AVAX/USDT:USDT | 1 | +24.14% | 1008.500 USDT | +100.85% | 13 days, 20:00:00 | 1/0/0 | 100.00% |
| ADA/USDT:USDT | 1 | +4.62% | 200.949 USDT | +20.09% | 5 days, 16:00:00 | 1/0/0 | 100.00% |
| SOL/USDT:USDT | 1 | -7.64% | -306.560 USDT | -30.66% | 11 days, 12:00:00 | 0/0/1 | 0.00% |
| TOTAL | 3 | +7.04% | 902.889 USDT | +90.29% | 10 days, 8:00:00 | 2/0/1 | 66.67% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/01/2023 | 1 | 90.131 USDT | +9.01% | 0.00 | 1/0/0 |
| 28/02/2023 | 11 | 376.777 USDT | +37.68% | 4.12 | 4/0/7 |
| 31/03/2023 | 6 | 83.498 USDT | +8.35% | 2.08 | 4/0/2 |
| 30/04/2023 | 7 | 29.031 USDT | +2.90% | 1.27 | 4/0/3 |
| 31/05/2023 | 9 | -60.067 USDT | -6.01% | 0.64 | 3/0/6 |
| 30/06/2023 | 10 | -10.752 USDT | -1.08% | 0.94 | 3/0/7 |
| 31/07/2023 | 7 | 256.286 USDT | +25.63% | 4.38 | 5/0/2 |
| 31/08/2023 | 6 | -19.454 USDT | -1.95% | 0.74 | 3/0/3 |
| 30/09/2023 | 8 | 196.919 USDT | +19.69% | 3.94 | 4/0/4 |
| 31/10/2023 | 5 | 99.247 USDT | +9.92% | 3.36 | 3/0/2 |
| 30/11/2023 | 5 | 687.089 USDT | +68.71% | 4.86 | 2/0/3 |
| 31/12/2023 | 5 | 3303.741 USDT | +330.37% | 31.97 | 4/0/1 |
| 31/01/2024 | 10 | -624.706 USDT | -62.47% | 0.38 | 4/0/6 |
| 29/02/2024 | 6 | 90.031 USDT | +9.00% | 1.41 | 3/0/3 |
| 31/03/2024 | 4 | 331.732 USDT | +33.17% | 3.26 | 3/0/1 |
| 30/04/2024 | 8 | 1643.993 USDT | +164.40% | 5.09 | 6/0/2 |
| 31/05/2024 | 11 | -193.416 USDT | -19.34% | 0.63 | 3/0/8 |
| 30/06/2024 | 7 | 445.862 USDT | +44.59% | 2.39 | 2/0/5 |
| 31/07/2024 | 10 | -802.549 USDT | -80.25% | 0.23 | 3/0/7 |
| 31/08/2024 | 10 | 1115.374 USDT | +111.54% | 2.64 | 6/0/4 |
| 30/09/2024 | 8 | -142.041 USDT | -14.20% | 0.72 | 3/0/5 |
| 31/10/2024 | 11 | -954.979 USDT | -95.50% | 0.02 | 1/0/10 |
| 30/11/2024 | 6 | 1357.814 USDT | +135.78% | 4.96 | 3/0/3 |
| 31/12/2024 | 6 | 4882.695 USDT | +488.27% | 9.38 | 3/0/3 |
| 31/01/2025 | 3 | 902.889 USDT | +90.29% | 3.95 | 2/0/1 |
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.
