Strategy Concept
SMA ADX Breakout 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 4h timeframe across BTC/USDT:USDT.
This strategy was backtested directly from the default SMA_ADX_Strategy_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and SMA_ADX_Strategy_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
