Strategy Concept
StochRSI EMA Timing 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 NEAR/USDT:USDT, ARB/USDT:USDT.
This strategy was backtested directly from the default STOCHRSI_EMA_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and STOCHRSI_EMA_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
