Strategy Concept
Smoothed RSI Momentum 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 DOT/USDT:USDT, STX/USDT:USDT.
This strategy was backtested directly from the default SmoothedRsiEma_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and SmoothedRsiEma_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
Backtest Parameters
| 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 |
Results by 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
