Konsep Strategi
VWAP ADX 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 STX/USDT:USDT, NEAR/USDT:USDT, FIL/USDT:USDT.
Strategi ini dibacktest langsung dari class awal VWAP_ADX_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan VWAP_ADX_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan 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 |
Ringkasan Backtest
| 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 |
Risiko Dan 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 |
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 % |
|---|
| 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% |
Hasil 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% |
Hasil Enter 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% |
Hasil 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% |
Breakdown Bulanan
| 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 |
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.
