Strategy Concept
TEMA ADX Momentum 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 WIF/USDT:USDT, ADA/USDT:USDT, APT/USDT:USDT.
This strategy was backtested directly from the default TemaAdxCmo_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and TemaAdxCmo_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | TemaAdxCmo_PairOptimized |
| Base strategy | TemaAdxCmo_PairOptimized |
| Timerange | 20240601-20250601 |
| Backtesting from | 2024-06-01 00:00:00 |
| Backtesting to | 2025-06-01 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 | WIF/USDT:USDT, ADA/USDT:USDT, APT/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 7206.520 USDT |
| Absolute profit | 6206.520 USDT |
| Total return | +620.65% |
| CAGR | +620.65% |
| Market change | -23.26% |
| Total trades | 186 |
| Trades per day | 0.51 |
| Total volume | 369525.241 USDT |
| Average stake | 996.025 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 93 / 93 |
| Long / short profit | +248.16% / +372.49% |
| Wins / draws / losses | 93 / 0 / 93 |
| Win rate | 50.00% |
| Avg profit per trade | +3.52% |
| Median profit per trade | -0.52% |
| Profit factor | 2.230 |
| Expectancy | 33.368 (0.615) |
| Sharpe | 2.735 |
| Sortino | 7.506 |
| Calmar | 374.302 |
| SQN | 3.821 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 8.68% |
| Absolute drawdown | 615.904 USDT |
| Drawdown duration | 12 days 18:00:00 |
| Drawdown start | 2025-05-11 03:00:00 |
| Drawdown end | 2025-05-23 21:00:00 |
| Best pair | ADA/USDT:USDT +244.98% |
| Worst pair | APT/USDT:USDT +161.64% |
| Best day | 913.473 USDT |
| Worst day | -307.604 USDT |
| Winning / draw / losing days | 68 / 226 / 65 |
| Max consecutive wins / losses | 6 / 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 % |
|---|
| ADA/USDT:USDT | 78 | +2.75% | 2449.849 USDT | +244.98% | 2 days, 4:38:00 | 35/0/43 | 44.87% |
| WIF/USDT:USDT | 58 | +4.74% | 2140.268 USDT | +214.03% | 1 day, 22:04:00 | 29/0/29 | 50.00% |
| APT/USDT:USDT | 50 | +3.30% | 1616.402 USDT | +161.64% | 2 days, 7:59:00 | 29/0/21 | 58.00% |
| TOTAL | 186 | +3.52% | 6206.520 USDT | +620.65% | 2 days, 3:29:00 | 93/0/93 | 50.00% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 92 | +12.22% | 11238.071 USDT | +1123.81% | 2 days, 15:02:00 | 92/0/0 | 100.00% |
| force_exit | 2 | -0.52% | -25.634 USDT | -2.56% | 1 day, 0:00:00 | 1/0/1 | 50.00% |
| stop_loss_achieved | 92 | -5.10% | -5005.917 USDT | -500.59% | 1 day, 16:33:00 | 0/0/92 | 0.00% |
| TOTAL | 186 | +3.52% | 6206.520 USDT | +620.65% | 2 days, 3:29:00 | 93/0/93 | 50.00% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 186 | +3.52% | 6206.520 USDT | +620.65% | 2 days, 3:29:00 | 93/0/93 | 50.00% |
| TOTAL | 186 | +3.52% | 6206.520 USDT | +620.65% | 2 days, 3:29:00 | 93/0/93 | 50.00% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 92 | +12.22% | 11238.071 USDT | +1123.81% | 2 days, 15:02:00 | 92/0/0 | 100.00% |
| OTHER / force_exit | 2 | -0.52% | -25.634 USDT | -2.56% | 1 day, 0:00:00 | 1/0/1 | 50.00% |
| OTHER / stop_loss_achieved | 92 | -5.10% | -5005.917 USDT | -500.59% | 1 day, 16:33:00 | 0/0/92 | 0.00% |
| TOTAL | 186 | +3.52% | 6206.520 USDT | +620.65% | 2 days, 3:29:00 | 93/0/93 | 50.00% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| APT/USDT:USDT | 1 | +0.67% | 15.007 USDT | +1.50% | 1 day, 1:00:00 | 1/0/0 | 100.00% |
| ADA/USDT:USDT | 1 | -1.70% | -40.642 USDT | -4.06% | 23:00:00 | 0/0/1 | 0.00% |
| TOTAL | 2 | -0.52% | -25.634 USDT | -2.56% | 1 day, 0:00:00 | 1/0/1 | 50.00% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 30/06/2024 | 12 | 267.000 USDT | +26.70% | 4.05 | 7/0/5 |
| 31/07/2024 | 24 | 20.247 USDT | +2.02% | 1.06 | 10/0/14 |
| 31/08/2024 | 24 | 456.561 USDT | +45.66% | 2.85 | 13/0/11 |
| 30/09/2024 | 16 | 90.716 USDT | +9.07% | 1.51 | 6/0/10 |
| 31/10/2024 | 13 | 208.571 USDT | +20.86% | 2.27 | 6/0/7 |
| 30/11/2024 | 16 | 764.748 USDT | +76.47% | 3.93 | 10/0/6 |
| 31/12/2024 | 15 | 377.005 USDT | +37.70% | 1.61 | 7/0/8 |
| 31/01/2025 | 14 | 780.974 USDT | +78.10% | 2.66 | 8/0/6 |
| 28/02/2025 | 11 | 818.318 USDT | +81.83% | 2.56 | 6/0/5 |
| 31/03/2025 | 7 | 338.535 USDT | +33.85% | 1.63 | 2/0/5 |
| 30/04/2025 | 12 | 539.893 USDT | +53.99% | 1.87 | 6/0/6 |
| 31/05/2025 | 20 | 1569.586 USDT | +156.96% | 2.60 | 11/0/9 |
| 30/06/2025 | 2 | -25.634 USDT | -2.56% | 0.37 | 1/0/1 |
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.
