Konsep Strategi
VWAP MACD Momentum 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 DOT/USDT:USDT, BCH/USDT:USDT.
Strategi ini dibacktest langsung dari class awal VWAP_MACD_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan VWAP_MACD_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | VWAP_MACD_PairOptimized |
| Base strategy | VWAP_MACD_PairOptimized |
| Timerange | 20240401-20250401 |
| Backtesting from | 2024-04-01 00:00:00 |
| Backtesting to | 2025-04-01 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 | DOT/USDT:USDT, BCH/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 2440.423 USDT |
| Absolute profit | 1440.423 USDT |
| Total return | +144.04% |
| CAGR | +144.04% |
| Market change | -56.79% |
| Total trades | 146 |
| Trades per day | 0.40 |
| Total volume | 165289.780 USDT |
| Average stake | 565.053 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 66 / 80 |
| Long / short profit | +82.32% / +61.72% |
| Wins / draws / losses | 66 / 0 / 80 |
| Win rate | 45.21% |
| Avg profit per trade | +1.94% |
| Median profit per trade | -1.95% |
| Profit factor | 1.867 |
| Expectancy | 9.866 (0.475) |
| Sharpe | 1.923 |
| Sortino | 6.430 |
| Calmar | 73.071 |
| SQN | 3.030 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 10.32% |
| Absolute drawdown | 236.306 USDT |
| Drawdown duration | 16 days 15:00:00 |
| Drawdown start | 2025-02-14 18:00:00 |
| Drawdown end | 2025-03-03 09:00:00 |
| Best pair | DOT/USDT:USDT +80.84% |
| Worst pair | BCH/USDT:USDT +63.20% |
| Best day | 241.541 USDT |
| Worst day | -103.040 USDT |
| Winning / draw / losing days | 56 / 252 / 54 |
| Max consecutive wins / losses | 4 / 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 % |
|---|
| DOT/USDT:USDT | 79 | +1.96% | 808.391 USDT | +80.84% | 1 day, 22:14:00 | 39/0/40 | 49.37% |
| BCH/USDT:USDT | 67 | +1.91% | 632.031 USDT | +63.20% | 2 days, 8:47:00 | 27/0/40 | 40.30% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 66 | +8.48% | 3102.026 USDT | +310.20% | 2 days, 23:37:00 | 66/0/0 | 100.00% |
| stop_loss_achieved | 80 | -3.45% | -1661.603 USDT | -166.16% | 1 day, 10:08:00 | 0/0/80 | 0.00% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 66 | +8.48% | 3102.026 USDT | +310.20% | 2 days, 23:37:00 | 66/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 80 | -3.45% | -1661.603 USDT | -166.16% | 1 day, 10:08:00 | 0/0/80 | 0.00% |
| TOTAL | 146 | +1.94% | 1440.423 USDT | +144.04% | 2 days, 3:05:00 | 66/0/80 | 45.21% |
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 |
|---|
| 30/04/2024 | 9 | 169.472 USDT | +16.95% | 5.87 | 6/0/3 |
| 31/05/2024 | 12 | 46.638 USDT | +4.66% | 1.55 | 5/0/7 |
| 30/06/2024 | 10 | 115.341 USDT | +11.53% | 3.29 | 5/0/5 |
| 31/07/2024 | 11 | 123.493 USDT | +12.35% | 2.67 | 6/0/5 |
| 31/08/2024 | 12 | 30.986 USDT | +3.10% | 1.26 | 5/0/7 |
| 30/09/2024 | 9 | 93.280 USDT | +9.33% | 3.07 | 5/0/4 |
| 31/10/2024 | 16 | 52.765 USDT | +5.28% | 1.43 | 6/0/10 |
| 30/11/2024 | 6 | 151.731 USDT | +15.17% | 3.32 | 4/0/2 |
| 31/12/2024 | 14 | 277.273 USDT | +27.73% | 2.37 | 7/0/7 |
| 31/01/2025 | 15 | -25.133 USDT | -2.51% | 0.92 | 5/0/10 |
| 28/02/2025 | 18 | 97.328 USDT | +9.73% | 1.33 | 5/0/13 |
| 31/03/2025 | 14 | 307.247 USDT | +30.72% | 2.30 | 7/0/7 |
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.
