Konsep Strategi
WMA MACD Trend Rider 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 NEAR/USDT:USDT, AVAX/USDT:USDT, ICP/USDT:USDT.
Strategi ini dibacktest langsung dari class awal MultiWmaMacd_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan MultiWmaMacd_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | MultiWmaMacd_PairOptimized |
| Base strategy | MultiWmaMacd_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 | NEAR/USDT:USDT, AVAX/USDT:USDT, ICP/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4422.448 USDT |
| Absolute profit | 3422.448 USDT |
| Total return | +342.24% |
| CAGR | +342.24% |
| Market change | -35.31% |
| Total trades | 212 |
| Trades per day | 0.58 |
| Total volume | 344642.502 USDT |
| Average stake | 815.114 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 99 / 113 |
| Long / short profit | +111.90% / +230.35% |
| Wins / draws / losses | 87 / 0 / 125 |
| Win rate | 41.04% |
| Avg profit per trade | +2.39% |
| Median profit per trade | -3.47% |
| Profit factor | 1.682 |
| Expectancy | 16.144 (0.402) |
| Sharpe | 2.326 |
| Sortino | 8.186 |
| Calmar | 184.115 |
| SQN | 3.045 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 9.73% |
| Absolute drawdown | 448.499 USDT |
| Drawdown duration | 7 days 06:55:00 |
| Drawdown start | 2025-07-24 07:05:00 |
| Drawdown end | 2025-07-31 14:00:00 |
| Best pair | NEAR/USDT:USDT +132.93% |
| Worst pair | AVAX/USDT:USDT +96.85% |
| Best day | 371.598 USDT |
| Worst day | -218.782 USDT |
| Winning / draw / losing days | 67 / 209 / 89 |
| Max consecutive wins / losses | 6 / 8 |
| 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 % |
|---|
| NEAR/USDT:USDT | 75 | +2.45% | 1329.275 USDT | +132.93% | 3 days, 2:09:00 | 33/0/42 | 44.00% |
| ICP/USDT:USDT | 65 | +2.47% | 1124.720 USDT | +112.47% | 2 days, 11:07:00 | 28/0/37 | 43.08% |
| AVAX/USDT:USDT | 72 | +2.25% | 968.453 USDT | +96.85% | 3 days, 11:35:00 | 26/0/46 | 36.11% |
| TOTAL | 212 | +2.39% | 3422.448 USDT | +342.24% | 3 days, 0:45:00 | 87/0/125 | 41.04% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 84 | +13.01% | 8176.851 USDT | +817.69% | 4 days, 16:35:00 | 84/0/0 | 100.00% |
| force_exit | 3 | +6.30% | 261.371 USDT | +26.14% | 2 days, 5:40:00 | 3/0/0 | 100.00% |
| stop_loss_achieved | 125 | -4.84% | -5015.774 USDT | -501.58% | 1 day, 22:26:00 | 0/0/125 | 0.00% |
| TOTAL | 212 | +2.39% | 3422.448 USDT | +342.24% | 3 days, 0:45:00 | 87/0/125 | 41.04% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 212 | +2.39% | 3422.448 USDT | +342.24% | 3 days, 0:45:00 | 87/0/125 | 41.04% |
| TOTAL | 212 | +2.39% | 3422.448 USDT | +342.24% | 3 days, 0:45:00 | 87/0/125 | 41.04% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 84 | +13.01% | 8176.851 USDT | +817.69% | 4 days, 16:35:00 | 84/0/0 | 100.00% |
| OTHER / force_exit | 3 | +6.30% | 261.371 USDT | +26.14% | 2 days, 5:40:00 | 3/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 125 | -4.84% | -5015.774 USDT | -501.58% | 1 day, 22:26:00 | 0/0/125 | 0.00% |
| TOTAL | 212 | +2.39% | 3422.448 USDT | +342.24% | 3 days, 0:45:00 | 87/0/125 | 41.04% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| NEAR/USDT:USDT | 1 | +9.97% | 141.910 USDT | +14.19% | 3 days, 7:00:00 | 1/0/0 | 100.00% |
| ICP/USDT:USDT | 1 | +6.60% | 87.952 USDT | +8.80% | 3 days, 5:00:00 | 1/0/0 | 100.00% |
| AVAX/USDT:USDT | 1 | +2.32% | 31.509 USDT | +3.15% | 5:00:00 | 1/0/0 | 100.00% |
| TOTAL | 3 | +6.30% | 261.371 USDT | +26.14% | 2 days, 5:40:00 | 3/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 19 | 287.047 USDT | +28.70% | 2.80 | 9/0/10 |
| 30/09/2024 | 16 | 136.566 USDT | +13.66% | 1.82 | 7/0/9 |
| 31/10/2024 | 14 | -7.033 USDT | -0.70% | 0.96 | 3/0/11 |
| 30/11/2024 | 18 | 33.703 USDT | +3.37% | 1.10 | 7/0/11 |
| 31/12/2024 | 19 | 415.983 USDT | +41.60% | 1.99 | 9/0/10 |
| 31/01/2025 | 18 | 225.724 USDT | +22.57% | 1.73 | 7/0/11 |
| 28/02/2025 | 7 | 143.300 USDT | +14.33% | 2.02 | 3/0/4 |
| 31/03/2025 | 18 | 812.414 USDT | +81.24% | 3.17 | 10/0/8 |
| 30/04/2025 | 15 | 369.993 USDT | +37.00% | 1.76 | 6/0/9 |
| 31/05/2025 | 26 | 497.766 USDT | +49.78% | 1.60 | 10/0/16 |
| 30/06/2025 | 21 | 261.866 USDT | +26.19% | 1.39 | 7/0/14 |
| 31/07/2025 | 18 | -16.250 USDT | -1.63% | 0.98 | 6/0/12 |
| 31/08/2025 | 3 | 261.371 USDT | +26.14% | 0.00 | 3/0/0 |
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.
