Konsep Strategi
SMA ADX Breakout 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 4h dan universe BTC/USDT:USDT.
Strategi ini dibacktest langsung dari class awal SMA_ADX_Strategy_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan SMA_ADX_Strategy_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | SMA_ADX_Strategy_PairOptimized |
| Base strategy | SMA_ADX_Strategy_PairOptimized |
| Timerange | 20240201-20250201 |
| Backtesting from | 2024-02-01 00:00:00 |
| Backtesting to | 2025-02-01 00:00:00 |
| Timeframe | 4h |
| Detail timeframe | 15m |
| Trading mode | futures / isolated |
| Max open trades | 1 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | BTC/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 1110.886 USDT |
| Absolute profit | 110.886 USDT |
| Total return | +11.09% |
| CAGR | +11.06% |
| Market change | +143.35% |
| Total trades | 42 |
| Trades per day | 0.11 |
| Total volume | 26817.696 USDT |
| Average stake | 317.023 USDT |
| Backtest days | 366 |
| Metric | Value |
|---|
| Long / short trades | 22 / 20 |
| Long / short profit | +12.99% / -1.90% |
| Wins / draws / losses | 18 / 0 / 24 |
| Win rate | 42.86% |
| Avg profit per trade | +0.90% |
| Median profit per trade | -0.60% |
| Profit factor | 1.537 |
| Expectancy | 2.640 (0.307) |
| Sharpe | 0.318 |
| Sortino | 0.995 |
| Calmar | 18.252 |
| SQN | 0.929 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 3.17% |
| Absolute drawdown | 33.879 USDT |
| Drawdown duration | 21 days 00:00:00 |
| Drawdown start | 2024-05-23 16:00:00 |
| Drawdown end | 2024-06-13 16:00:00 |
| Best pair | BTC/USDT:USDT +11.09% |
| Worst pair | BTC/USDT:USDT +11.09% |
| Best day | 74.303 USDT |
| Worst day | -28.981 USDT |
| Winning / draw / losing days | 18 / 305 / 24 |
| Max consecutive wins / losses | 4 / 5 |
| 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 % |
|---|
| BTC/USDT:USDT | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| exit_signal | 41 | +0.92% | 111.481 USDT | +11.15% | 5 days, 23:07:00 | 18/0/23 | 43.90% |
| force_exit | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / exit_signal | 41 | +0.92% | 111.481 USDT | +11.15% | 5 days, 23:07:00 | 18/0/23 | 43.90% |
| OTHER / force_exit | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 42 | +0.90% | 110.886 USDT | +11.09% | 5 days, 19:49:00 | 18/0/24 | 42.86% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| BTC/USDT:USDT | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
| TOTAL | 1 | -0.19% | -0.594 USDT | -0.06% | 4:00:00 | 0/0/1 | 0.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 29/02/2024 | 1 | 52.539 USDT | +5.25% | 0.00 | 1/0/0 |
| 31/03/2024 | 3 | -4.757 USDT | -0.48% | 0.66 | 1/0/2 |
| 30/04/2024 | 4 | -21.957 USDT | -2.20% | 0.18 | 1/0/3 |
| 31/05/2024 | 4 | 33.860 USDT | +3.39% | 4.92 | 3/0/1 |
| 30/06/2024 | 5 | -1.892 USDT | -0.19% | 0.93 | 2/0/3 |
| 31/07/2024 | 4 | -2.503 USDT | -0.25% | 0.84 | 2/0/2 |
| 31/08/2024 | 5 | 7.386 USDT | +0.74% | 1.25 | 2/0/3 |
| 30/09/2024 | 3 | 20.834 USDT | +2.08% | 4.43 | 2/0/1 |
| 31/10/2024 | 2 | 9.987 USDT | +1.00% | 1.96 | 1/0/1 |
| 30/11/2024 | 2 | 45.321 USDT | +4.53% | 2.56 | 1/0/1 |
| 31/12/2024 | 4 | 5.141 USDT | +0.51% | 1.71 | 2/0/2 |
| 31/01/2025 | 4 | -32.480 USDT | -3.25% | 0.00 | 0/0/4 |
| 28/02/2025 | 1 | -0.594 USDT | -0.06% | 0.00 | 0/0/1 |
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.
