Konsep Strategi
Williams RSI MACD Reversal 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 ICP/USDT:USDT, ARB/USDT:USDT.
Strategi ini dibacktest langsung dari class awal WILLR_RSI_MACD_PairOptimized. Parameter entry, exit, leverage, dan filter pair diambil dari strategy dan WILLR_RSI_MACD_PairOptimized_Settings.json; tidak ada parameter optimasi tambahan yang dimuat untuk run ini.
Universe Dan Setup
| Item | Value |
|---|
| Strategy tested | WILLR_RSI_MACD_PairOptimized |
| Base strategy | WILLR_RSI_MACD_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 | ICP/USDT:USDT, ARB/USDT:USDT |
Ringkasan Backtest
| Metric | Value |
|---|
| Starting balance | 1000.000 USDT |
| Final balance | 3017.616 USDT |
| Absolute profit | 2017.616 USDT |
| Total return | +201.76% |
| CAGR | +201.76% |
| Market change | -41.20% |
| Total trades | 264 |
| Trades per day | 0.72 |
| Total volume | 307317.040 USDT |
| Average stake | 581.759 USDT |
| Backtest days | 365 |
| Metric | Value |
|---|
| Long / short trades | 122 / 142 |
| Long / short profit | +98.67% / +103.09% |
| Wins / draws / losses | 143 / 0 / 121 |
| Win rate | 54.17% |
| Avg profit per trade | +1.34% |
| Median profit per trade | +3.32% |
| Profit factor | 1.673 |
| Expectancy | 7.642 (0.308) |
| Sharpe | 3.197 |
| Sortino | 9.433 |
| Calmar | 145.896 |
| SQN | 3.752 |
Risiko Dan Drawdown
| Metric | Value |
|---|
| Max account underwater | 7.24% |
| Absolute drawdown | 185.541 USDT |
| Drawdown duration | 23 days 08:00:00 |
| Drawdown start | 2025-05-17 02:00:00 |
| Drawdown end | 2025-06-09 10:00:00 |
| Best pair | ICP/USDT:USDT +102.34% |
| Worst pair | ARB/USDT:USDT +99.42% |
| Best day | 185.049 USDT |
| Worst day | -99.178 USDT |
| Winning / draw / losing days | 101 / 186 / 78 |
| 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 % |
|---|
| ICP/USDT:USDT | 120 | +1.61% | 1023.414 USDT | +102.34% | 1 day, 23:00:00 | 66/0/54 | 55.00% |
| ARB/USDT:USDT | 144 | +1.12% | 994.202 USDT | +99.42% | 23:54:00 | 77/0/67 | 53.47% |
| TOTAL | 264 | +1.34% | 2017.616 USDT | +201.76% | 1 day, 10:24:00 | 143/0/121 | 54.17% |
Hasil Exit Reason
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| take_profit_achieved | 141 | +6.13% | 4931.899 USDT | +493.19% | 1 day, 19:28:00 | 141/0/0 | 100.00% |
| force_exit | 2 | +4.28% | 83.446 USDT | +8.34% | 1 day, 9:30:00 | 2/0/0 | 100.00% |
| stop_loss_achieved | 121 | -4.29% | -2997.729 USDT | -299.77% | 23:51:00 | 0/0/121 | 0.00% |
| TOTAL | 264 | +1.34% | 2017.616 USDT | +201.76% | 1 day, 10:24:00 | 143/0/121 | 54.17% |
Hasil Enter Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER | 264 | +1.34% | 2017.616 USDT | +201.76% | 1 day, 10:24:00 | 143/0/121 | 54.17% |
| TOTAL | 264 | +1.34% | 2017.616 USDT | +201.76% | 1 day, 10:24:00 | 143/0/121 | 54.17% |
Hasil Mixed Tag
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| OTHER / take_profit_achieved | 141 | +6.13% | 4931.899 USDT | +493.19% | 1 day, 19:28:00 | 141/0/0 | 100.00% |
| OTHER / force_exit | 2 | +4.28% | 83.446 USDT | +8.34% | 1 day, 9:30:00 | 2/0/0 | 100.00% |
| OTHER / stop_loss_achieved | 121 | -4.29% | -2997.729 USDT | -299.77% | 23:51:00 | 0/0/121 | 0.00% |
| TOTAL | 264 | +1.34% | 2017.616 USDT | +201.76% | 1 day, 10:24:00 | 143/0/121 | 54.17% |
Left Open Trades
| Item | Trades | Avg Profit | Profit | Profit % | Avg Duration | W/D/L | Win % |
|---|
| ARB/USDT:USDT | 1 | +5.75% | 56.343 USDT | +5.63% | 2 days, 9:00:00 | 1/0/0 | 100.00% |
| ICP/USDT:USDT | 1 | +2.81% | 27.103 USDT | +2.71% | 10:00:00 | 1/0/0 | 100.00% |
| TOTAL | 2 | +4.28% | 83.446 USDT | +8.34% | 1 day, 9:30:00 | 2/0/0 | 100.00% |
Breakdown Bulanan
| Month | Trades | Profit | Profit % | Profit Factor | W/D/L |
|---|
| 31/08/2024 | 15 | 47.859 USDT | +4.79% | 1.44 | 7/0/8 |
| 30/09/2024 | 23 | 64.329 USDT | +6.43% | 1.47 | 13/0/10 |
| 31/10/2024 | 27 | 129.866 USDT | +12.99% | 1.94 | 15/0/12 |
| 30/11/2024 | 19 | 139.715 USDT | +13.97% | 1.70 | 10/0/9 |
| 31/12/2024 | 22 | -19.382 USDT | -1.94% | 0.94 | 9/0/13 |
| 31/01/2025 | 19 | 354.122 USDT | +35.41% | 3.36 | 13/0/6 |
| 28/02/2025 | 19 | 101.702 USDT | +10.17% | 1.43 | 9/0/10 |
| 31/03/2025 | 26 | 187.107 USDT | +18.71% | 1.58 | 14/0/12 |
| 30/04/2025 | 26 | 424.993 USDT | +42.50% | 2.76 | 18/0/8 |
| 31/05/2025 | 24 | 29.349 USDT | +2.93% | 1.06 | 10/0/14 |
| 30/06/2025 | 21 | 139.701 USDT | +13.97% | 1.43 | 10/0/11 |
| 31/07/2025 | 21 | 334.809 USDT | +33.48% | 2.01 | 13/0/8 |
| 31/08/2025 | 2 | 83.446 USDT | +8.34% | 0.00 | 2/0/0 |
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.
