Strategy Concept
Multi-Timeframe Fibonacci Trend 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 AVAX/USDT:USDT, DOT/USDT:USDT, DOGE/USDT:USDT.
This strategy was backtested directly from the default MultiTF_FibEMA_SAR_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and MultiTF_FibEMA_SAR_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
Backtest Parameters
| 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 |
Results by 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
