Strategy Concept
Money Flow Reversal 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 STX/USDT:USDT, DOT/USDT:USDT, ARB/USDT:USDT.
This strategy was backtested directly from the default MFI_CMF_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and MFI_CMF_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
