Strategy Concept
SuperTrend EMA Direction 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 AVAX/USDT:USDT, GRT/USDT:USDT, ETH/USDT:USDT.
This strategy was backtested directly from the default SuperTrend_EMA_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and SuperTrend_EMA_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | SuperTrend_EMA_PairOptimized |
| Base strategy | SuperTrend_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 | 3 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, GRT/USDT:USDT, ETH/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 5385.972 USDT |
| Absolute profit | 4385.972 USDT |
| Total return | +438.60% |
| CAGR | +438.60% |
| Market change | -47.12% |
| Total trades | 118 |
| Trades per day | 0.32 |
| Total volume | 383215.106 USDT |
| Average stake | 918.267 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 38 / 80 |
| Long / short profit | +169.94% / +268.66% |
| Wins / draws / losses | 65 / 0 / 53 |
| Win rate | 55.08% |
| Avg profit per trade | +4.92% |
| Median profit per trade | +2.25% |
| Profit factor | 2.516 |
| Expectancy | 37.169 (0.681) |
| Sharpe | 1.722 |
| Sortino | 4.247 |
| Calmar | 216.192 |
| SQN | 3.016 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.62% |
| Absolute drawdown | 507.827 USDT |
| Drawdown duration | 2 days 05:00:00 |
| Drawdown start | 2025-01-18 04:00:00 |
| Drawdown end | 2025-01-20 09:00:00 |
| Best pair | GRT/USDT:USDT +179.06% |
| Worst pair | AVAX/USDT:USDT +124.34% |
| Best day | 935.534 USDT |
| Worst day | -487.938 USDT |
| Winning / draw / losing days | 54 / 260 / 43 |
| Max consecutive wins / losses | 8 / 5 |
| 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 % |
|---|
| GRT/USDT:USDT | 49 | +5.34% | 1790.634 USDT | +179.06% | 1 day, 4:45:00 | 25/0/24 | 51.02% |
| ETH/USDT:USDT | 37 | +4.17% | 1351.935 USDT | +135.19% | 1 day, 23:26:00 | 20/0/17 | 54.05% |
| AVAX/USDT:USDT | 32 | +5.16% | 1243.402 USDT | +124.34% | 3 days, 13:06:00 | 20/0/12 | 62.50% |
| TOTAL | 118 | +4.92% | 4385.972 USDT | +438.60% | 2 days, 1:53:00 | 65/0/53 | 55.08% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| exit_signal | 117 | +4.69% | 3870.805 USDT | +387.08% | 2 days, 1:25:00 | 64/0/53 | 54.70% |
| force_exit | 1 | +32.57% | 515.167 USDT | +51.52% | 4 days, 10:00:00 | 1/0/0 | 100.00% |
| TOTAL | 118 | +4.92% | 4385.972 USDT | +438.60% | 2 days, 1:53:00 | 65/0/53 | 55.08% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 118 | +4.92% | 4385.972 USDT | +438.60% | 2 days, 1:53:00 | 65/0/53 | 55.08% |
| TOTAL | 118 | +4.92% | 4385.972 USDT | +438.60% | 2 days, 1:53:00 | 65/0/53 | 55.08% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / exit_signal | 117 | +4.69% | 3870.805 USDT | +387.08% | 2 days, 1:25:00 | 64/0/53 | 54.70% |
| OTHER / force_exit | 1 | +32.57% | 515.167 USDT | +51.52% | 4 days, 10:00:00 | 1/0/0 | 100.00% |
| TOTAL | 118 | +4.92% | 4385.972 USDT | +438.60% | 2 days, 1:53:00 | 65/0/53 | 55.08% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ETH/USDT:USDT | 1 | +32.57% | 515.167 USDT | +51.52% | 4 days, 10:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +32.57% | 515.167 USDT | +51.52% | 4 days, 10:00:00 | 1/0/0 | 100.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/03/2024 | 5 | 292.704 USDT | +29.27% | 6.19 | 4/0/1 |
| 30/04/2024 | 8 | 300.195 USDT | +30.02% | 4.86 | 5/0/3 |
| 31/05/2024 | 12 | 18.927 USDT | +1.89% | 1.17 | 7/0/5 |
| 30/06/2024 | 14 | 52.402 USDT | +5.24% | 1.39 | 6/0/8 |
| 31/07/2024 | 10 | 224.444 USDT | +22.44% | 3.07 | 5/0/5 |
| 31/08/2024 | 11 | 1025.989 USDT | +102.60% | 20.97 | 9/0/2 |
| 30/09/2024 | 10 | 326.721 USDT | +32.67% | 2.62 | 6/0/4 |
| 31/10/2024 | 9 | 272.254 USDT | +27.23% | 3.19 | 5/0/4 |
| 30/11/2024 | 11 | 786.064 USDT | +78.61% | 3.31 | 7/0/4 |
| 31/12/2024 | 9 | 364.568 USDT | +36.46% | 1.86 | 3/0/6 |
| 31/01/2025 | 10 | -389.800 USDT | -38.98% | 0.54 | 3/0/7 |
| 28/02/2025 | 8 | 596.339 USDT | +59.63% | 2.44 | 4/0/4 |
| 31/03/2025 | 1 | 515.167 USDT | +51.52% | 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.
