Konsep Strategi
SMA RSI Signal 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 ICP/USDT:USDT, STX/USDT:USDT.
Strategi ini dibacktest langsung dari class awal SMAxRSI_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan SMAxRSI_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | SMAxRSI_PairOptimized |
| Base strategy | SMAxRSI_PairOptimized |
| Timerange | 20240301-20250301 |
| Backtesting from | 2024-03-01 00:00:00 |
| Backtesting to | 2025-03-01 00:00:00 |
| Timeframe | 1h |
| Detail timeframe | 5m |
| Trading mode | futures / isolated |
| Max open trades | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | ICP/USDT:USDT, STX/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3073.662 USDT |
| Absolute profit | 2073.662 USDT |
| Total return | +207.37% |
| CAGR | +207.37% |
| Market change | -61.12% |
| Total trades | 154 |
| Trades per day | 0.42 |
| Total volume | 196043.946 USDT |
| Average stake | 639.877 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 62 / 92 |
| Long / short profit | +45.69% / +161.68% |
| Wins / draws / losses | 78 / 0 / 76 |
| Win rate | 50.65% |
| Avg profit per trade | +2.33% |
| Median profit per trade | +0.68% |
| Profit factor | 2.022 |
| Expectancy | 13.465 (0.504) |
| Sharpe | 2.386 |
| Sortino | 8.133 |
| Calmar | 113.477 |
| SQN | 3.662 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 9.56% |
| Absolute drawdown | 225.054 USDT |
| Drawdown duration | 10 days 05:15:00 |
| Drawdown start | 2024-11-11 00:50:00 |
| Drawdown end | 2024-11-21 06:05:00 |
| Best pair | ICP/USDT:USDT +125.88% |
| Worst pair | STX/USDT:USDT +81.49% |
| Best day | 150.957 USDT |
| Worst day | -99.548 USDT |
| Winning / draw / losing days | 68 / 230 / 63 |
| Max consecutive wins / losses | 5 / 7 |
| 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 % |
|---|
| ICP/USDT:USDT | 55 | +3.90% | 1258.801 USDT | +125.88% | 2 days, 10:19:00 | 29/0/26 | 52.73% |
| STX/USDT:USDT | 99 | +1.46% | 814.861 USDT | +81.49% | 1 day, 0:44:00 | 49/0/50 | 49.49% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 69 | +9.12% | 3857.680 USDT | +385.77% | 1 day, 12:11:00 | 69/0/0 | 100.00% |
| holding_period_expired | 13 | +3.08% | 229.645 USDT | +22.96% | 5 days, 0:05:00 | 9/0/4 | 69.23% |
| stop_loss_achieved | 72 | -4.31% | -2013.663 USDT | -201.37% | 22:12:00 | 0/0/72 | 0.00% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 69 | +9.12% | 3857.680 USDT | +385.77% | 1 day, 12:11:00 | 69/0/0 | 100.00% |
| OTHER / holding_period_expired | 13 | +3.08% | 229.645 USDT | +22.96% | 5 days, 0:05:00 | 9/0/4 | 69.23% |
| OTHER / stop_loss_achieved | 72 | -4.31% | -2013.663 USDT | -201.37% | 22:12:00 | 0/0/72 | 0.00% |
| TOTAL | 154 | +2.33% | 2073.662 USDT | +207.37% | 1 day, 12:44:00 | 78/0/76 | 50.65% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| TOTAL | 0 | 0.00% | 0.000 USDT | 0.00% | 0:00 | 0/0/0 | 0.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/03/2024 | 13 | 113.766 USDT | +11.38% | 1.86 | 5/0/8 |
| 30/04/2024 | 14 | 297.221 USDT | +29.72% | 5.85 | 9/0/5 |
| 31/05/2024 | 13 | -17.900 USDT | -1.79% | 0.87 | 5/0/8 |
| 30/06/2024 | 12 | 184.948 USDT | +18.49% | 2.76 | 7/0/5 |
| 31/07/2024 | 13 | 216.512 USDT | +21.65% | 2.82 | 8/0/5 |
| 31/08/2024 | 14 | 106.555 USDT | +10.66% | 1.55 | 6/0/8 |
| 30/09/2024 | 9 | 322.018 USDT | +32.20% | 12.26 | 8/0/1 |
| 31/10/2024 | 15 | -105.872 USDT | -10.59% | 0.62 | 4/0/11 |
| 30/11/2024 | 12 | 138.303 USDT | +13.83% | 1.56 | 5/0/7 |
| 31/12/2024 | 13 | 348.595 USDT | +34.86% | 2.54 | 7/0/6 |
| 31/01/2025 | 14 | 266.505 USDT | +26.65% | 2.11 | 8/0/6 |
| 28/02/2025 | 12 | 203.010 USDT | +20.30% | 1.78 | 6/0/6 |
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.
