Konsep Strategi
Multi-Timeframe Fibonacci Trend 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 AVAX/USDT:USDT, DOT/USDT:USDT, DOGE/USDT:USDT.
Strategi ini dibacktest langsung dari class awal MultiTF_FibEMA_SAR_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan MultiTF_FibEMA_SAR_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | MultiTF_FibEMA_SAR_PairOptimized |
| Base strategy | MultiTF_FibEMA_SAR_PairOptimized |
| Timerange | 20240101-20250101 |
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2025-01-01 00:00:00 |
| Timeframe | 1h |
| Detail timeframe | 1m |
| Trading mode | futures / isolated |
| Max open trades | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, DOT/USDT:USDT, DOGE/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4061.122 USDT |
| Absolute profit | 3061.122 USDT |
| Total return | +306.11% |
| CAGR | +304.56% |
| Market change | +77.17% |
| Total trades | 252 |
| Trades per day | 0.69 |
| Total volume | 428628.235 USDT |
| Average stake | 849.466 USDT |
| Backtest days | 366 |
| Metric | Value |
|---|
| Long / short trades | 126 / 126 |
| Long / short profit | +161.03% / +145.08% |
| Wins / draws / losses | 128 / 0 / 124 |
| Win rate | 50.79% |
| Avg profit per trade | +1.83% |
| Median profit per trade | +2.23% |
| Profit factor | 1.660 |
| Expectancy | 12.147 (0.325) |
| Sharpe | 2.611 |
| Sortino | 6.401 |
| Calmar | 135.568 |
| SQN | 3.145 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 11.79% |
| Absolute drawdown | 531.970 USDT |
| Drawdown duration | 11 days 06:00:00 |
| Drawdown start | 2024-12-20 09:00:00 |
| Drawdown end | 2024-12-31 15:00:00 |
| Best pair | AVAX/USDT:USDT +107.37% |
| Worst pair | DOGE/USDT:USDT +98.57% |
| Best day | 416.635 USDT |
| Worst day | -295.727 USDT |
| Winning / draw / losing days | 94 / 185 / 86 |
| Max consecutive wins / losses | 8 / 9 |
| Rejected entry signals | 0 |
| 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 % |
|---|
| AVAX/USDT:USDT | 108 | +1.30% | 1073.745 USDT | +107.37% | 1 day, 5:15:00 | 58/0/50 | 53.70% |
| DOT/USDT:USDT | 81 | +1.63% | 1001.634 USDT | +100.16% | 2 days, 7:26:00 | 39/0/42 | 48.15% |
| DOGE/USDT:USDT | 63 | +3.00% | 985.743 USDT | +98.57% | 2 days, 20:56:00 | 31/0/32 | 49.21% |
| TOTAL | 252 | +1.83% | 3061.122 USDT | +306.11% | 1 day, 23:35:00 | 128/0/124 | 50.79% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 126 | +7.64% | 7616.040 USDT | +761.60% | 2 days, 12:14:00 | 126/0/0 | 100.00% |
| force_exit | 2 | +2.98% | 79.735 USDT | +7.97% | 4 days, 8:00:00 | 2/0/0 | 100.00% |
| stop_loss_achieved | 124 | -4.10% | -4634.653 USDT | -463.47% | 1 day, 9:50:00 | 0/0/124 | 0.00% |
| TOTAL | 252 | +1.83% | 3061.122 USDT | +306.11% | 1 day, 23:35:00 | 128/0/124 | 50.79% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 252 | +1.83% | 3061.122 USDT | +306.11% | 1 day, 23:35:00 | 128/0/124 | 50.79% |
| TOTAL | 252 | +1.83% | 3061.122 USDT | +306.11% | 1 day, 23:35:00 | 128/0/124 | 50.79% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 126 | +7.64% | 7616.040 USDT | +761.60% | 2 days, 12:14:00 | 126/0/0 | 100.00% |
| OTHER / force_exit | 2 | +2.98% | 79.735 USDT | +7.97% | 4 days, 8:00:00 | 2/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 124 | -4.10% | -4634.653 USDT | -463.47% | 1 day, 9:50:00 | 0/0/124 | 0.00% |
| TOTAL | 252 | +1.83% | 3061.122 USDT | +306.11% | 1 day, 23:35:00 | 128/0/124 | 50.79% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOT/USDT:USDT | 1 | +3.35% | 45.260 USDT | +4.53% | 4 days, 8:00:00 | 1/0/0 | 100.00% |
| AVAX/USDT:USDT | 1 | +2.61% | 34.475 USDT | +3.45% | 4 days, 8:00:00 | 1/0/0 | 100.00% |
| TOTAL | 2 | +2.98% | 79.735 USDT | +7.97% | 4 days, 8:00:00 | 2/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/01/2024 | 23 | 165.440 USDT | +16.54% | 2.29 | 13/0/10 |
| 29/02/2024 | 19 | 179.986 USDT | +18.00% | 2.66 | 10/0/9 |
| 31/03/2024 | 20 | 398.982 USDT | +39.90% | 2.57 | 12/0/8 |
| 30/04/2024 | 20 | 415.317 USDT | +41.53% | 2.73 | 12/0/8 |
| 31/05/2024 | 22 | 191.307 USDT | +19.13% | 1.64 | 11/0/11 |
| 30/06/2024 | 15 | 90.267 USDT | +9.03% | 1.46 | 8/0/7 |
| 31/07/2024 | 22 | 201.959 USDT | +20.20% | 1.46 | 10/0/12 |
| 31/08/2024 | 24 | 728.637 USDT | +72.86% | 3.24 | 16/0/8 |
| 30/09/2024 | 22 | -198.605 USDT | -19.86% | 0.67 | 6/0/16 |
| 31/10/2024 | 14 | 256.499 USDT | +25.65% | 2.11 | 7/0/7 |
| 30/11/2024 | 21 | 469.689 USDT | +46.97% | 1.71 | 12/0/9 |
| 31/12/2024 | 28 | 81.909 USDT | +8.19% | 1.07 | 9/0/19 |
| 31/01/2025 | 2 | 79.735 USDT | +7.97% | 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.
