Konsep Strategi
SuperTrend MACD RSI Confluence 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 DOT/USDT:USDT, APT/USDT:USDT.
Strategi ini dibacktest langsung dari class awal SuperTrend_MACD_RSI_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan SuperTrend_MACD_RSI_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
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 % |
|---|
| 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
