Strategy Concept
Williams RSI MACD Reversal 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 ICP/USDT:USDT, ARB/USDT:USDT.
This strategy was backtested directly from the default WILLR_RSI_MACD_PairOptimized class. Entry, exit, leverage, and pair-filter parameters were taken from the strategy and WILLR_RSI_MACD_PairOptimized_Settings.json; no additional optimization parameters were loaded for this run.
Universe and 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 |
Backtest Summary
| 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 |
Risk and 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 |
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 % |
|---|
| 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% |
Results by 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% |
Results by Entry 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% |
Results by 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% |
Monthly Breakdown
| 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 |
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.
