Strategy Concept
WMA MACD Trend Rider 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 NEAR/USDT:USDT, AVAX/USDT:USDT, ICP/USDT:USDT.
This strategy was backtested directly from the default MultiWmaMacd_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and MultiWmaMacd_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
