Konsep Strategi
Money Flow Reversal 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 STX/USDT:USDT, DOT/USDT:USDT, ARB/USDT:USDT.
Strategi ini dibacktest langsung dari class awal MFI_CMF_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan MFI_CMF_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | MFI_CMF_PairOptimized |
| Base strategy | MFI_CMF_PairOptimized |
| Timerange | 20240801-20250801 |
| Backtesting from | 2024-08-01 00:00:00 |
| Backtesting to | 2025-08-01 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 | STX/USDT:USDT, DOT/USDT:USDT, ARB/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 5078.010 USDT |
| Absolute profit | 4078.010 USDT |
| Total return | +407.80% |
| CAGR | +407.80% |
| Market change | -44.00% |
| Total trades | 246 |
| Trades per day | 0.67 |
| Total volume | 429317.391 USDT |
| Average stake | 875.627 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 103 / 143 |
| Long / short profit | +116.59% / +291.21% |
| Wins / draws / losses | 114 / 0 / 132 |
| Win rate | 46.34% |
| Avg profit per trade | +2.21% |
| Median profit per trade | -2.40% |
| Profit factor | 1.824 |
| Expectancy | 16.577 (0.442) |
| Sharpe | 2.997 |
| Sortino | 9.275 |
| Calmar | 124.616 |
| SQN | 3.643 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 17.13% |
| Absolute drawdown | 674.973 USDT |
| Drawdown duration | 24 days 00:10:00 |
| Drawdown start | 2025-02-07 06:45:00 |
| Drawdown end | 2025-03-03 06:55:00 |
| Best pair | STX/USDT:USDT +153.39% |
| Worst pair | ARB/USDT:USDT +112.35% |
| Best day | 473.652 USDT |
| Worst day | -157.768 USDT |
| Winning / draw / losing days | 83 / 195 / 88 |
| Max consecutive wins / losses | 6 / 10 |
| 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 % |
|---|
| STX/USDT:USDT | 115 | +1.82% | 1533.883 USDT | +153.39% | 1 day, 10:46:00 | 50/0/65 | 43.48% |
| DOT/USDT:USDT | 46 | +3.74% | 1420.603 USDT | +142.06% | 5 days, 13:03:00 | 23/0/23 | 50.00% |
| ARB/USDT:USDT | 85 | +1.90% | 1123.525 USDT | +112.35% | 1 day, 13:18:00 | 41/0/44 | 48.24% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 112 | +9.57% | 8772.773 USDT | +877.28% | 3 days, 8:03:00 | 112/0/0 | 100.00% |
| force_exit | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
| stop_loss_achieved | 132 | -4.13% | -4951.878 USDT | -495.19% | 1 day, 6:51:00 | 0/0/132 | 0.00% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 112 | +9.57% | 8772.773 USDT | +877.28% | 3 days, 8:03:00 | 112/0/0 | 100.00% |
| OTHER / force_exit | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 132 | -4.13% | -4951.878 USDT | -495.19% | 1 day, 6:51:00 | 0/0/132 | 0.00% |
| TOTAL | 246 | +2.21% | 4078.010 USDT | +407.80% | 2 days, 6:01:00 | 114/0/132 | 46.34% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOT/USDT:USDT | 1 | +11.25% | 178.798 USDT | +17.88% | 8 days, 7:00:00 | 1/0/0 | 100.00% |
| ARB/USDT:USDT | 1 | +5.20% | 78.316 USDT | +7.83% | 2 days, 4:00:00 | 1/0/0 | 100.00% |
| TOTAL | 2 | +8.22% | 257.115 USDT | +25.71% | 5 days, 5:30:00 | 2/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 30 | 19.143 USDT | +1.91% | 1.07 | 12/0/18 |
| 30/09/2024 | 25 | 107.402 USDT | +10.74% | 1.63 | 10/0/15 |
| 31/10/2024 | 19 | 202.778 USDT | +20.28% | 2.97 | 11/0/8 |
| 30/11/2024 | 27 | 547.094 USDT | +54.71% | 2.84 | 16/0/11 |
| 31/12/2024 | 21 | 865.528 USDT | +86.55% | 2.65 | 13/0/8 |
| 31/01/2025 | 18 | 737.094 USDT | +73.71% | 3.14 | 10/0/8 |
| 28/02/2025 | 20 | -21.385 USDT | -2.14% | 0.97 | 6/0/14 |
| 31/03/2025 | 15 | 96.387 USDT | +9.64% | 1.25 | 5/0/10 |
| 30/04/2025 | 15 | 550.831 USDT | +55.08% | 2.91 | 9/0/6 |
| 31/05/2025 | 18 | 175.639 USDT | +17.56% | 1.29 | 7/0/11 |
| 30/06/2025 | 18 | 607.171 USDT | +60.72% | 2.14 | 8/0/10 |
| 31/07/2025 | 18 | -66.787 USDT | -6.68% | 0.91 | 5/0/13 |
| 31/08/2025 | 2 | 257.115 USDT | +25.71% | 0.00 | 2/0/0 |
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.
