Konsep Strategi
Triple KAMA Adaptive Trend 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 SOL/USDT:USDT, BCH/USDT:USDT, ADA/USDT:USDT.
Strategi ini dibacktest langsung dari class awal TripleKamaMacd_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan TripleKamaMacd_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | TripleKamaMacd_PairOptimized |
| Base strategy | TripleKamaMacd_PairOptimized |
| Timerange | 20240501-20250501 |
| Backtesting from | 2024-05-01 00:00:00 |
| Backtesting to | 2025-05-01 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 | SOL/USDT:USDT, BCH/USDT:USDT, ADA/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3396.626 USDT |
| Absolute profit | 2396.626 USDT |
| Total return | +239.66% |
| CAGR | +239.66% |
| Market change | +20.14% |
| Total trades | 178 |
| Trades per day | 0.49 |
| Total volume | 237164.432 USDT |
| Average stake | 667.217 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 97 / 81 |
| Long / short profit | +93.65% / +146.01% |
| Wins / draws / losses | 85 / 0 / 93 |
| Win rate | 47.75% |
| Avg profit per trade | +2.25% |
| Median profit per trade | -2.22% |
| Profit factor | 1.822 |
| Expectancy | 13.464 (0.429) |
| Sharpe | 2.220 |
| Sortino | 6.090 |
| Calmar | 100.727 |
| SQN | 3.170 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 12.45% |
| Absolute drawdown | 467.167 USDT |
| Drawdown duration | 9 days 17:40:00 |
| Drawdown start | 2025-04-12 15:30:00 |
| Drawdown end | 2025-04-22 09:10:00 |
| Best pair | SOL/USDT:USDT +84.88% |
| Worst pair | ADA/USDT:USDT +77.04% |
| Best day | 379.523 USDT |
| Worst day | -147.777 USDT |
| Winning / draw / losing days | 65 / 234 / 65 |
| Max consecutive wins / losses | 7 / 10 |
| 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 % |
|---|
| SOL/USDT:USDT | 64 | +2.30% | 848.824 USDT | +84.88% | 2 days, 6:46:00 | 27/0/37 | 42.19% |
| BCH/USDT:USDT | 57 | +2.22% | 777.444 USDT | +77.74% | 2 days, 2:01:00 | 31/0/26 | 54.39% |
| ADA/USDT:USDT | 57 | +2.22% | 770.357 USDT | +77.04% | 2 days, 12:07:00 | 27/0/30 | 47.37% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 84 | +9.61% | 5302.208 USDT | +530.22% | 3 days, 1:12:00 | 84/0/0 | 100.00% |
| force_exit | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 93 | -4.39% | -2916.005 USDT | -291.60% | 1 day, 14:29:00 | 0/0/93 | 0.00% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 84 | +9.61% | 5302.208 USDT | +530.22% | 3 days, 1:12:00 | 84/0/0 | 100.00% |
| OTHER / force_exit | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 93 | -4.39% | -2916.005 USDT | -291.60% | 1 day, 14:29:00 | 0/0/93 | 0.00% |
| TOTAL | 178 | +2.25% | 2396.626 USDT | +239.66% | 2 days, 6:58:00 | 85/0/93 | 47.75% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ADA/USDT:USDT | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +0.93% | 10.423 USDT | +1.04% | 2 days, 7:00:00 | 1/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/05/2024 | 12 | 97.334 USDT | +9.73% | 2.18 | 6/0/6 |
| 30/06/2024 | 11 | 150.247 USDT | +15.02% | 3.62 | 7/0/4 |
| 31/07/2024 | 19 | 213.269 USDT | +21.33% | 2.29 | 9/0/10 |
| 31/08/2024 | 14 | -41.137 USDT | -4.11% | 0.81 | 4/0/10 |
| 30/09/2024 | 15 | 167.519 USDT | +16.75% | 2.45 | 8/0/7 |
| 31/10/2024 | 13 | 224.187 USDT | +22.42% | 3.90 | 9/0/4 |
| 30/11/2024 | 15 | 286.666 USDT | +28.67% | 2.17 | 7/0/8 |
| 31/12/2024 | 12 | -121.303 USDT | -12.13% | 0.65 | 3/0/9 |
| 31/01/2025 | 18 | 319.519 USDT | +31.95% | 2.05 | 10/0/8 |
| 28/02/2025 | 13 | 171.467 USDT | +17.15% | 1.38 | 5/0/8 |
| 31/03/2025 | 8 | 664.157 USDT | +66.42% | 8.23 | 6/0/2 |
| 30/04/2025 | 27 | 254.277 USDT | +25.43% | 1.34 | 10/0/17 |
| 31/05/2025 | 1 | 10.423 USDT | +1.04% | 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.
