Konsep Strategi
SuperTrend EMA Direction 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 AVAX/USDT:USDT, GRT/USDT:USDT, ETH/USDT:USDT.
Strategi ini dibacktest langsung dari class awal SuperTrend_EMA_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan SuperTrend_EMA_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
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 % |
|---|
| 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
