Konsep Strategi
StochRSI EMA Timing 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 NEAR/USDT:USDT, ARB/USDT:USDT.
Strategi ini dibacktest langsung dari class awal STOCHRSI_EMA_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan STOCHRSI_EMA_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | STOCHRSI_EMA_PairOptimized |
| Base strategy | STOCHRSI_EMA_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 | NEAR/USDT:USDT, ARB/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2696.234 USDT |
| Absolute profit | 1696.234 USDT |
| Total return | +169.62% |
| CAGR | +169.62% |
| Market change | -50.80% |
| Total trades | 135 |
| Trades per day | 0.37 |
| Total volume | 154630.635 USDT |
| Average stake | 572.517 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 58 / 77 |
| Long / short profit | +81.31% / +88.32% |
| Wins / draws / losses | 66 / 0 / 69 |
| Win rate | 48.89% |
| Avg profit per trade | +2.38% |
| Median profit per trade | -2.44% |
| Profit factor | 1.918 |
| Expectancy | 12.565 (0.469) |
| Sharpe | 1.906 |
| Sortino | 7.127 |
| Calmar | 88.434 |
| SQN | 3.122 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.04% |
| Absolute drawdown | 237.454 USDT |
| Drawdown duration | 9 days 09:00:00 |
| Drawdown start | 2024-12-06 16:00:00 |
| Drawdown end | 2024-12-16 01:00:00 |
| Best pair | NEAR/USDT:USDT +90.90% |
| Worst pair | ARB/USDT:USDT +78.72% |
| Best day | 255.716 USDT |
| Worst day | -68.544 USDT |
| Winning / draw / losing days | 54 / 235 / 64 |
| Max consecutive wins / losses | 8 / 6 |
| 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 % |
|---|
| NEAR/USDT:USDT | 62 | +2.98% | 909.007 USDT | +90.90% | 1 day, 18:55:00 | 31/0/31 | 50.00% |
| ARB/USDT:USDT | 73 | +1.88% | 787.227 USDT | +78.72% | 2 days, 4:18:00 | 35/0/38 | 47.95% |
| TOTAL | 135 | +2.38% | 1696.234 USDT | +169.62% | 2 days, 0:00:00 | 66/0/69 | 48.89% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 66 | +9.63% | 3544.189 USDT | +354.42% | 1 day, 20:55:00 | 66/0/0 | 100.00% |
| stop_loss_achieved | 69 | -4.55% | -1847.955 USDT | -184.80% | 2 days, 2:56:00 | 0/0/69 | 0.00% |
| TOTAL | 135 | +2.38% | 1696.234 USDT | +169.62% | 2 days, 0:00:00 | 66/0/69 | 48.89% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 135 | +2.38% | 1696.234 USDT | +169.62% | 2 days, 0:00:00 | 66/0/69 | 48.89% |
| TOTAL | 135 | +2.38% | 1696.234 USDT | +169.62% | 2 days, 0:00:00 | 66/0/69 | 48.89% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 66 | +9.63% | 3544.189 USDT | +354.42% | 1 day, 20:55:00 | 66/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 69 | -4.55% | -1847.955 USDT | -184.80% | 2 days, 2:56:00 | 0/0/69 | 0.00% |
| TOTAL | 135 | +2.38% | 1696.234 USDT | +169.62% | 2 days, 0:00:00 | 66/0/69 | 48.89% |
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 | 10 | 133.716 USDT | +13.37% | 2.48 | 4/0/6 |
| 30/04/2024 | 14 | 284.413 USDT | +28.44% | 3.67 | 9/0/5 |
| 31/05/2024 | 10 | -106.768 USDT | -10.68% | 0.30 | 2/0/8 |
| 30/06/2024 | 11 | 117.992 USDT | +11.80% | 2.13 | 5/0/6 |
| 31/07/2024 | 14 | 55.848 USDT | +5.58% | 1.34 | 7/0/7 |
| 31/08/2024 | 13 | 287.946 USDT | +28.79% | 4.34 | 9/0/4 |
| 30/09/2024 | 8 | 105.052 USDT | +10.51% | 1.85 | 4/0/4 |
| 31/10/2024 | 12 | -46.152 USDT | -4.62% | 0.78 | 4/0/8 |
| 30/11/2024 | 11 | 345.698 USDT | +34.57% | 3.78 | 7/0/4 |
| 31/12/2024 | 13 | 158.237 USDT | +15.82% | 1.47 | 5/0/8 |
| 31/01/2025 | 12 | 214.438 USDT | +21.44% | 2.13 | 7/0/5 |
| 28/02/2025 | 7 | 145.813 USDT | +14.58% | 1.88 | 3/0/4 |
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.
