Strategy Concept
VWAP ADX 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 STX/USDT:USDT, NEAR/USDT:USDT, FIL/USDT:USDT.
This strategy was backtested directly from the default VWAP_ADX_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and VWAP_ADX_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and Setup
| Item | Value |
|---|
| Strategy tested | VWAP_ADX_PairOptimized |
| Base strategy | VWAP_ADX_PairOptimized |
| Timerange | 20240801-20250801 |
| Backtesting from | 2024-08-01 00:00:00 |
| Backtesting to | 2025-08-01 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 | STX/USDT:USDT, NEAR/USDT:USDT, FIL/USDT:USDT |
Backtest Summary
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 4226.029 USDT |
| Absolute profit | 3226.029 USDT |
| Total return | +322.60% |
| CAGR | +322.60% |
| Market change | -51.16% |
| Total trades | 174 |
| Trades per day | 0.48 |
| Total volume | 288514.029 USDT |
| Average stake | 832.622 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 77 / 97 |
| Long / short profit | +89.80% / +232.80% |
| Wins / draws / losses | 92 / 0 / 82 |
| Win rate | 52.87% |
| Avg profit per trade | +2.74% |
| Median profit per trade | +5.22% |
| Profit factor | 1.854 |
| Expectancy | 18.540 (0.402) |
| Sharpe | 2.486 |
| Sortino | 7.854 |
| Calmar | 104.990 |
| SQN | 3.591 |
Risk and Drawdown
| Metric | Value |
|---|
| Max account underwater | 16.08% |
| Absolute drawdown | 568.290 USDT |
| Drawdown duration | 25 days 04:00:00 |
| Drawdown start | 2025-04-07 07:00:00 |
| Drawdown end | 2025-05-02 11:00:00 |
| Best pair | STX/USDT:USDT +121.77% |
| Worst pair | NEAR/USDT:USDT +93.76% |
| Best day | 381.425 USDT |
| Worst day | -160.971 USDT |
| Winning / draw / losing days | 67 / 231 / 58 |
| Max consecutive wins / losses | 12 / 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 % |
|---|
| STX/USDT:USDT | 75 | +2.52% | 1217.705 USDT | +121.77% | 2 days, 3:33:00 | 40/0/35 | 53.33% |
| FIL/USDT:USDT | 51 | +2.64% | 1070.754 USDT | +107.08% | 3 days, 0:02:00 | 27/0/24 | 52.94% |
| NEAR/USDT:USDT | 48 | +3.19% | 937.570 USDT | +93.76% | 3 days, 8:05:00 | 25/0/23 | 52.08% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 92 | +9.81% | 7003.334 USDT | +700.33% | 3 days, 13:50:00 | 92/0/0 | 100.00% |
| stop_loss_achieved | 82 | -5.19% | -3777.305 USDT | -377.73% | 1 day, 18:32:00 | 0/0/82 | 0.00% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Entry Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
Results by Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 92 | +9.81% | 7003.334 USDT | +700.33% | 3 days, 13:50:00 | 92/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 82 | -5.19% | -3777.305 USDT | -377.73% | 1 day, 18:32:00 | 0/0/82 | 0.00% |
| TOTAL | 174 | +2.74% | 3226.029 USDT | +322.60% | 2 days, 17:26:00 | 92/0/82 | 52.87% |
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% |
Monthly Breakdown
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 7 | 78.248 USDT | +7.82% | 3.01 | 5/0/2 |
| 30/09/2024 | 14 | 288.727 USDT | +28.87% | 5.43 | 10/0/4 |
| 31/10/2024 | 13 | 110.173 USDT | +11.02% | 1.79 | 6/0/7 |
| 30/11/2024 | 9 | 269.648 USDT | +26.96% | 3.59 | 7/0/2 |
| 31/12/2024 | 14 | 310.945 USDT | +31.09% | 2.18 | 7/0/7 |
| 31/01/2025 | 16 | 514.652 USDT | +51.47% | 2.68 | 11/0/5 |
| 28/02/2025 | 22 | -138.085 USDT | -13.81% | 0.80 | 7/0/15 |
| 31/03/2025 | 16 | 708.173 USDT | +70.82% | 4.00 | 10/0/6 |
| 30/04/2025 | 15 | -37.737 USDT | -3.77% | 0.93 | 5/0/10 |
| 31/05/2025 | 15 | 595.068 USDT | +59.51% | 2.91 | 9/0/6 |
| 30/06/2025 | 17 | 165.319 USDT | +16.53% | 1.31 | 7/0/10 |
| 31/07/2025 | 15 | 202.807 USDT | +20.28% | 1.39 | 7/0/8 |
| 31/08/2025 | 1 | 158.090 USDT | +15.81% | 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.
