Strategy Concept
SuperTrend MACD RSI Confluence 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, APT/USDT:USDT.
This strategy was backtested directly from the default SuperTrend_MACD_RSI_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and SuperTrend_MACD_RSI_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | SuperTrend_MACD_RSI_PairOptimized |
| Base strategy | SuperTrend_MACD_RSI_PairOptimized |
| Timerange | 20240401-20250401 |
| Backtesting from | 2024-04-01 00:00:00 |
| Backtesting to | 2025-04-01 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, APT/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2497.771 USDT |
| Absolute profit | 1497.771 USDT |
| Total return | +149.78% |
| CAGR | +149.78% |
| Market change | -63.27% |
| Total trades | 125 |
| Trades per day | 0.34 |
| Total volume | 133945.234 USDT |
| Average stake | 537.595 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 62 / 63 |
| Long / short profit | +46.99% / +102.78% |
| Wins / draws / losses | 73 / 0 / 52 |
| Win rate | 58.40% |
| Avg profit per trade | +2.34% |
| Median profit per trade | +4.40% |
| Profit factor | 1.972 |
| Expectancy | 11.982 (0.404) |
| Sharpe | 1.892 |
| Sortino | 4.071 |
| Calmar | 76.019 |
| SQN | 3.220 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.31% |
| Absolute drawdown | 172.665 USDT |
| Drawdown duration | 19 days 16:00:00 |
| Drawdown start | 2024-09-30 23:00:00 |
| Drawdown end | 2024-10-20 15:00:00 |
| Best pair | DOT/USDT:USDT +78.89% |
| Worst pair | APT/USDT:USDT +70.88% |
| Best day | 128.383 USDT |
| Worst day | -76.306 USDT |
| Winning / draw / losing days | 67 / 251 / 45 |
| Max consecutive wins / losses | 11 / 7 |
| 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 % |
|---|
| DOT/USDT:USDT | 65 | +2.43% | 788.932 USDT | +78.89% | 3 days, 0:56:00 | 39/0/26 | 60.00% |
| APT/USDT:USDT | 60 | +2.24% | 708.839 USDT | +70.88% | 1 day, 22:41:00 | 34/0/26 | 56.67% |
| TOTAL | 125 | +2.34% | 1497.771 USDT | +149.78% | 2 days, 12:20:00 | 73/0/52 | 58.40% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 73 | +7.72% | 3038.529 USDT | +303.85% | 2 days, 15:26:00 | 73/0/0 | 100.00% |
| stop_loss_achieved | 52 | -5.21% | -1540.758 USDT | -154.08% | 2 days, 7:59:00 | 0/0/52 | 0.00% |
| TOTAL | 125 | +2.34% | 1497.771 USDT | +149.78% | 2 days, 12:20:00 | 73/0/52 | 58.40% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 125 | +2.34% | 1497.771 USDT | +149.78% | 2 days, 12:20:00 | 73/0/52 | 58.40% |
| TOTAL | 125 | +2.34% | 1497.771 USDT | +149.78% | 2 days, 12:20:00 | 73/0/52 | 58.40% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 73 | +7.72% | 3038.529 USDT | +303.85% | 2 days, 15:26:00 | 73/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 52 | -5.21% | -1540.758 USDT | -154.08% | 2 days, 7:59:00 | 0/0/52 | 0.00% |
| TOTAL | 125 | +2.34% | 1497.771 USDT | +149.78% | 2 days, 12:20:00 | 73/0/52 | 58.40% |
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 |
|---|
| 30/04/2024 | 12 | 177.407 USDT | +17.74% | 4.90 | 9/0/3 |
| 31/05/2024 | 11 | 82.601 USDT | +8.26% | 1.83 | 6/0/5 |
| 30/06/2024 | 9 | -29.803 USDT | -2.98% | 0.78 | 2/0/7 |
| 31/07/2024 | 11 | 195.028 USDT | +19.50% | 6.42 | 7/0/4 |
| 31/08/2024 | 10 | 65.852 USDT | +6.59% | 1.68 | 6/0/4 |
| 30/09/2024 | 13 | 183.195 USDT | +18.32% | 3.18 | 9/0/4 |
| 31/10/2024 | 12 | -63.979 USDT | -6.40% | 0.68 | 4/0/8 |
| 30/11/2024 | 9 | 37.479 USDT | +3.75% | 1.24 | 5/0/4 |
| 31/12/2024 | 10 | 221.652 USDT | +22.17% | 2.23 | 6/0/4 |
| 31/01/2025 | 9 | 526.018 USDT | +52.60% | 0.00 | 9/0/0 |
| 28/02/2025 | 9 | 74.517 USDT | +7.45% | 1.30 | 5/0/4 |
| 31/03/2025 | 10 | 27.804 USDT | +2.78% | 1.11 | 5/0/5 |
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.
