Konsep Strategi
TEMA ADX Momentum 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 WIF/USDT:USDT, ADA/USDT:USDT, APT/USDT:USDT.
Strategi ini dibacktest langsung dari class awal TemaAdxCmo_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan TemaAdxCmo_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
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 % |
|---|
| 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
