Konsep Strategi
Smoothed RSI Momentum 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 DOT/USDT:USDT, STX/USDT:USDT.
Strategi ini dibacktest langsung dari class awal SmoothedRsiEma_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan SmoothedRsiEma_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | SmoothedRsiEma_PairOptimized |
| Base strategy | SmoothedRsiEma_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 | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | DOT/USDT:USDT, STX/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2935.741 USDT |
| Absolute profit | 1935.741 USDT |
| Total return | +193.57% |
| CAGR | +193.57% |
| Market change | -45.80% |
| Total trades | 140 |
| Trades per day | 0.38 |
| Total volume | 184939.181 USDT |
| Average stake | 662.590 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 60 / 80 |
| Long / short profit | +61.58% / +132.00% |
| Wins / draws / losses | 71 / 0 / 69 |
| Win rate | 50.71% |
| Avg profit per trade | +2.49% |
| Median profit per trade | +0.47% |
| Profit factor | 1.831 |
| Expectancy | 13.827 (0.410) |
| Sharpe | 1.873 |
| Sortino | 5.763 |
| Calmar | 66.156 |
| SQN | 3.013 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 15.32% |
| Absolute drawdown | 372.635 USDT |
| Drawdown duration | 20 days 16:55:00 |
| Drawdown start | 2025-02-10 22:05:00 |
| Drawdown end | 2025-03-03 15:00:00 |
| Best pair | STX/USDT:USDT +101.66% |
| Worst pair | DOT/USDT:USDT +91.91% |
| Best day | 213.964 USDT |
| Worst day | -107.815 USDT |
| Winning / draw / losing days | 63 / 245 / 55 |
| Max consecutive wins / losses | 6 / 7 |
| Rejected entry signals | 0 |
| Entry / exit timeouts | 0 / 0 |
Parameter Hasil Backtest
| Parameter | Value |
|---|
| Stoploss | -0.200 |
| 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 % |
|---|
| STX/USDT:USDT | 85 | +2.20% | 1016.637 USDT | +101.66% | 2 days, 11:20:00 | 41/0/44 | 48.24% |
| DOT/USDT:USDT | 55 | +2.93% | 919.104 USDT | +91.91% | 2 days, 15:58:00 | 30/0/25 | 54.55% |
| TOTAL | 140 | +2.49% | 1935.741 USDT | +193.57% | 2 days, 13:09:00 | 71/0/69 | 50.71% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 52 | +11.56% | 3740.375 USDT | +374.04% | 1 day, 23:44:00 | 52/0/0 | 100.00% |
| holding_period_expired | 25 | +3.03% | 457.726 USDT | +45.77% | 5 days, 8:43:00 | 18/0/7 | 72.00% |
| force_exit | 1 | +2.28% | 21.223 USDT | +2.12% | 1 day, 11:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 62 | -5.34% | -2283.583 USDT | -228.36% | 1 day, 21:35:00 | 0/0/62 | 0.00% |
| TOTAL | 140 | +2.49% | 1935.741 USDT | +193.57% | 2 days, 13:09:00 | 71/0/69 | 50.71% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 140 | +2.49% | 1935.741 USDT | +193.57% | 2 days, 13:09:00 | 71/0/69 | 50.71% |
| TOTAL | 140 | +2.49% | 1935.741 USDT | +193.57% | 2 days, 13:09:00 | 71/0/69 | 50.71% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 52 | +11.56% | 3740.375 USDT | +374.04% | 1 day, 23:44:00 | 52/0/0 | 100.00% |
| OTHER / holding_period_expired | 25 | +3.03% | 457.726 USDT | +45.77% | 5 days, 8:43:00 | 18/0/7 | 72.00% |
| OTHER / force_exit | 1 | +2.28% | 21.223 USDT | +2.12% | 1 day, 11:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 62 | -5.34% | -2283.583 USDT | -228.36% | 1 day, 21:35:00 | 0/0/62 | 0.00% |
| TOTAL | 140 | +2.49% | 1935.741 USDT | +193.57% | 2 days, 13:09:00 | 71/0/69 | 50.71% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| DOT/USDT:USDT | 1 | +2.28% | 21.223 USDT | +2.12% | 1 day, 11:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +2.28% | 21.223 USDT | +2.12% | 1 day, 11:00:00 | 1/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 9 | 106.020 USDT | +10.60% | 2.71 | 5/0/4 |
| 30/09/2024 | 9 | 64.072 USDT | +6.41% | 1.78 | 4/0/5 |
| 31/10/2024 | 11 | 54.698 USDT | +5.47% | 1.59 | 6/0/5 |
| 30/11/2024 | 9 | 289.222 USDT | +28.92% | 5.43 | 6/0/3 |
| 31/12/2024 | 12 | 409.068 USDT | +40.91% | 3.57 | 8/0/4 |
| 31/01/2025 | 12 | 282.320 USDT | +28.23% | 2.70 | 8/0/4 |
| 28/02/2025 | 13 | 37.433 USDT | +3.74% | 1.11 | 5/0/8 |
| 31/03/2025 | 12 | 36.674 USDT | +3.67% | 1.11 | 4/0/8 |
| 30/04/2025 | 12 | 75.536 USDT | +7.55% | 1.36 | 6/0/6 |
| 31/05/2025 | 12 | 239.115 USDT | +23.91% | 2.03 | 5/0/7 |
| 30/06/2025 | 13 | 167.825 USDT | +16.78% | 1.55 | 6/0/7 |
| 31/07/2025 | 15 | 152.534 USDT | +15.25% | 1.54 | 7/0/8 |
| 31/08/2025 | 1 | 21.223 USDT | +2.12% | 0.00 | 1/0/0 |
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.
