Konsep Strategi
VWAP DMI Directional 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 AVAX/USDT:USDT, STX/USDT:USDT.
Strategi ini dibacktest langsung dari class awal VWAP_DMI_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan VWAP_DMI_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | VWAP_DMI_PairOptimized |
| Base strategy | VWAP_DMI_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 | 2 active, setting 3 |
| Stake amount | unlimited |
| Stake currency | USDT |
| Pairlist | AVAX/USDT:USDT, STX/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3476.483 USDT |
| Absolute profit | 2476.483 USDT |
| Total return | +247.65% |
| CAGR | +247.65% |
| Market change | -36.67% |
| Total trades | 110 |
| Trades per day | 0.30 |
| Total volume | 140953.940 USDT |
| Average stake | 644.206 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 55 / 55 |
| Long / short profit | +80.35% / +167.30% |
| Wins / draws / losses | 54 / 0 / 56 |
| Win rate | 49.09% |
| Avg profit per trade | +3.71% |
| Median profit per trade | -2.61% |
| Profit factor | 2.312 |
| Expectancy | 22.513 (0.668) |
| Sharpe | 2.052 |
| Sortino | 8.273 |
| Calmar | 117.991 |
| SQN | 3.722 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.99% |
| Absolute drawdown | 246.089 USDT |
| Drawdown duration | 29 days 07:00:00 |
| Drawdown start | 2025-02-02 12:00:00 |
| Drawdown end | 2025-03-03 19:00:00 |
| Best pair | AVAX/USDT:USDT +125.05% |
| Worst pair | STX/USDT:USDT +122.60% |
| Best day | 233.502 USDT |
| Worst day | -108.254 USDT |
| Winning / draw / losing days | 48 / 259 / 48 |
| Max consecutive wins / losses | 8 / 6 |
| 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 % |
|---|
| AVAX/USDT:USDT | 46 | +4.46% | 1250.462 USDT | +125.05% | 3 days, 9:55:00 | 26/0/20 | 56.52% |
| STX/USDT:USDT | 64 | +3.18% | 1226.021 USDT | +122.60% | 2 days, 16:37:00 | 28/0/36 | 43.75% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 53 | +12.98% | 4273.689 USDT | +427.37% | 3 days, 20:57:00 | 53/0/0 | 100.00% |
| force_exit | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| stop_loss_achieved | 56 | -5.14% | -1888.214 USDT | -188.82% | 2 days, 3:56:00 | 0/0/56 | 0.00% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 53 | +12.98% | 4273.689 USDT | +427.37% | 3 days, 20:57:00 | 53/0/0 | 100.00% |
| OTHER / force_exit | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 56 | -5.14% | -1888.214 USDT | -188.82% | 2 days, 3:56:00 | 0/0/56 | 0.00% |
| TOTAL | 110 | +3.71% | 2476.483 USDT | +247.65% | 2 days, 23:51:00 | 54/0/56 | 49.09% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| AVAX/USDT:USDT | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
| TOTAL | 1 | +8.61% | 91.009 USDT | +9.10% | 2 days, 21:00:00 | 1/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 4 | 35.262 USDT | +3.53% | 1.94 | 2/0/2 |
| 30/09/2024 | 10 | 201.308 USDT | +20.13% | 4.48 | 6/0/4 |
| 31/10/2024 | 12 | 29.015 USDT | +2.90% | 1.21 | 4/0/8 |
| 30/11/2024 | 6 | 99.651 USDT | +9.97% | 1.84 | 3/0/3 |
| 31/12/2024 | 9 | 298.254 USDT | +29.83% | 3.57 | 5/0/4 |
| 31/01/2025 | 8 | 568.731 USDT | +56.87% | 0.00 | 8/0/0 |
| 28/02/2025 | 14 | -87.918 USDT | -8.79% | 0.78 | 4/0/10 |
| 31/03/2025 | 15 | 198.817 USDT | +19.88% | 1.60 | 6/0/9 |
| 30/04/2025 | 7 | 141.682 USDT | +14.17% | 1.75 | 3/0/4 |
| 31/05/2025 | 8 | 136.425 USDT | +13.64% | 1.71 | 3/0/5 |
| 30/06/2025 | 9 | 594.388 USDT | +59.44% | 7.10 | 6/0/3 |
| 31/07/2025 | 7 | 169.860 USDT | +16.99% | 1.79 | 3/0/4 |
| 31/08/2025 | 1 | 91.009 USDT | +9.10% | 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.
