Strategy Concept
Triple KAMA Adaptive Trend 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 SOL/USDT:USDT, BCH/USDT:USDT, ADA/USDT:USDT.
This strategy was backtested directly from the default TripleKamaMacd_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and TripleKamaMacd_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
