Konsep Strategi
Keltner Volatility Breakout 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 DOGE/USDT:USDT, FIL/USDT:USDT, LINK/USDT:USDT.
Strategi ini dibacktest langsung dari class awal KeltnerAdxChop_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan KeltnerAdxChop_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | KeltnerAdxChop_PairOptimized |
| Base strategy | KeltnerAdxChop_PairOptimized |
| Timerange | 20240701-20250701 |
| Backtesting from | 2024-07-01 00:00:00 |
| Backtesting to | 2025-07-01 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 | DOGE/USDT:USDT, FIL/USDT:USDT, LINK/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2929.841 USDT |
| Absolute profit | 1929.841 USDT |
| Total return | +192.98% |
| CAGR | +192.98% |
| Market change | -7.55% |
| Total trades | 187 |
| Trades per day | 0.51 |
| Total volume | 237957.673 USDT |
| Average stake | 634.138 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 91 / 96 |
| Long / short profit | +128.76% / +64.23% |
| Wins / draws / losses | 98 / 0 / 89 |
| Win rate | 52.41% |
| Avg profit per trade | +1.86% |
| Median profit per trade | +4.41% |
| Profit factor | 1.716 |
| Expectancy | 10.320 (0.341) |
| Sharpe | 2.281 |
| Sortino | 5.113 |
| Calmar | 72.565 |
| SQN | 3.179 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 13.92% |
| Absolute drawdown | 361.210 USDT |
| Drawdown duration | 33 days 19:05:00 |
| Drawdown start | 2025-03-10 18:55:00 |
| Drawdown end | 2025-04-13 14:00:00 |
| Best pair | DOGE/USDT:USDT +75.64% |
| Worst pair | FIL/USDT:USDT +55.09% |
| Best day | 178.161 USDT |
| Worst day | -214.761 USDT |
| Winning / draw / losing days | 70 / 225 / 69 |
| Max consecutive wins / losses | 8 / 8 |
| 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 | 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 % |
|---|
| DOGE/USDT:USDT | 60 | +2.24% | 756.394 USDT | +75.64% | 23:32:00 | 32/0/28 | 53.33% |
| LINK/USDT:USDT | 63 | +1.87% | 622.567 USDT | +62.26% | 2 days, 2:40:00 | 34/0/29 | 53.97% |
| FIL/USDT:USDT | 64 | +1.51% | 550.880 USDT | +55.09% | 1 day, 18:53:00 | 32/0/32 | 50.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 98 | +7.68% | 4626.562 USDT | +462.66% | 1 day, 22:26:00 | 98/0/0 | 100.00% |
| force_exit | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| stop_loss_achieved | 88 | -4.57% | -2687.631 USDT | -268.76% | 1 day, 7:41:00 | 0/0/88 | 0.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 98 | +7.68% | 4626.562 USDT | +462.66% | 1 day, 22:26:00 | 98/0/0 | 100.00% |
| OTHER / force_exit | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| OTHER / stop_loss_achieved | 88 | -4.57% | -2687.631 USDT | -268.76% | 1 day, 7:41:00 | 0/0/88 | 0.00% |
| TOTAL | 187 | +1.86% | 1929.841 USDT | +192.98% | 1 day, 15:18:00 | 98/0/89 | 52.41% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| FIL/USDT:USDT | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
| TOTAL | 1 | -0.94% | -9.090 USDT | -0.91% | 10:00:00 | 0/0/1 | 0.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/07/2024 | 20 | 110.298 USDT | +11.03% | 1.79 | 11/0/9 |
| 31/08/2024 | 12 | 302.754 USDT | +30.28% | 11.05 | 10/0/2 |
| 30/09/2024 | 19 | 93.252 USDT | +9.33% | 1.64 | 9/0/10 |
| 31/10/2024 | 17 | -117.271 USDT | -11.73% | 0.49 | 4/0/13 |
| 30/11/2024 | 19 | 652.117 USDT | +65.21% | 6.16 | 14/0/5 |
| 31/12/2024 | 12 | -57.615 USDT | -5.76% | 0.83 | 4/0/8 |
| 31/01/2025 | 13 | 303.395 USDT | +30.34% | 2.61 | 9/0/4 |
| 28/02/2025 | 8 | 82.541 USDT | +8.25% | 1.39 | 5/0/3 |
| 31/03/2025 | 14 | 147.146 USDT | +14.71% | 1.45 | 7/0/7 |
| 30/04/2025 | 13 | -153.333 USDT | -15.33% | 0.54 | 4/0/9 |
| 31/05/2025 | 15 | 272.131 USDT | +27.21% | 2.24 | 9/0/6 |
| 30/06/2025 | 24 | 303.515 USDT | +30.35% | 1.77 | 12/0/12 |
| 31/07/2025 | 1 | -9.090 USDT | -0.91% | 0.00 | 0/0/1 |
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.
