Strategy Concept
Keltner Volatility Breakout 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 DOGE/USDT:USDT, FIL/USDT:USDT, LINK/USDT:USDT.
This strategy was backtested directly from the default KeltnerAdxChop_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and KeltnerAdxChop_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
Backtest Parameters
| 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 |
Results by 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
