BreakoutTrendStrategy
Strategy League report · wentixiaogege/binance_trade · freqle.org/strategy/043deb9e75ed6282
Run started · finished · took 785.3s
ℹ️ This strategy uses custom_stoploss() — freqtrade only
re-checks these once per 5m candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m. Freqle doesn't do this for every check here: multiplying every
League/sweep backtest by a finer detail timeframe is more compute than the sandbox can sustain
across every indexed strategy. why this matters →
- profit isn't statistically significant (p=0.98) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 19% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-94%)
Resampling the trade sequence 2,000× shows the spread of results this edge could plausibly produce — separating a dependable strategy from one that got lucky once.
Loading charts…
Monthly breakdown
| Month | Regime | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|---|
| Nov 2022 | bearish trending high vol | 9 | -1.42 | -1.49 | 5 | 4 | 55.6 | -93.64 | 19h 08m |
| Oct 2022 | bullish choppy low vol | 34 | -1.60 | -0.44 | 19 | 15 | 55.9 | -93.27 | 21h 15m |
| Sep 2022 | bearish choppy high vol | 52 | +0.01 | 0.06 | 35 | 17 | 67.3 | -92.12 | 14h 05m |
| Aug 2022 | bullish choppy high vol | 48 | -3.81 | -0.74 | 30 | 18 | 62.5 | -92.36 | 13h 19m |
| Jul 2022 | bearish trending high vol | 63 | +0.19 | 0.01 | 45 | 18 | 71.4 | -90.74 | 10h 53m |
| Jun 2022 | bearish trending high vol | 77 | -5.92 | -0.79 | 41 | 36 | 53.2 | -89.6 | 9h 42m |
| May 2022 | bearish trending high vol | 133 | -9.40 | -0.60 | 77 | 56 | 57.9 | -86.37 | 9h 57m |
| Apr 2022 | bearish choppy high vol | 146 | -17.83 | -1.16 | 87 | 59 | 59.6 | -79.73 | 15h 36m |
| Mar 2022 | bullish choppy high vol | 183 | +3.12 | 0.15 | 128 | 55 | 69.9 | -73.91 | 13h 13m |
| Feb 2022 | bearish trending high vol | 214 | +1.12 | 0.04 | 150 | 64 | 70.1 | -74.9 | 10h 59m |
| Jan 2022 | bearish trending high vol | 230 | -10.50 | -0.44 | 142 | 88 | 61.7 | -71.72 | 11h 50m |
| Dec 2021 | bearish trending high vol | 296 | -15.80 | -0.51 | 186 | 110 | 62.8 | -68.62 | 11h 03m |
| Nov 2021 | bullish trending high vol | 396 | -12.96 | -0.29 | 253 | 143 | 63.9 | -56.5 | 12h 25m |
| Oct 2021 | bullish trending high vol | 393 | +6.83 | 0.16 | 269 | 124 | 68.4 | -50.6 | 12h 27m |
| Sep 2021 | bearish trending high vol | 500 | -13.99 | -0.26 | 326 | 174 | 65.2 | -51.77 | 9h 24m |
| Aug 2021 | bullish trending high vol | 482 | +15.63 | 0.33 | 348 | 134 | 72.2 | -53.73 | 10h 15m |
| Jul 2021 | bearish trending high vol | 370 | +6.79 | 0.11 | 254 | 116 | 68.6 | -64.04 | 10h 30m |
| Jun 2021 | bearish trending high vol | 470 | -29.24 | -0.60 | 287 | 183 | 61.1 | -59.32 | 8h 34m |
| May 2021 | bearish trending high vol | 852 | -47.70 | -0.53 | 522 | 330 | 61.3 | -43.25 | 5h 47m |
| Apr 2021 | bearish choppy high vol | 808 | +28.72 | 0.34 | 547 | 261 | 67.7 | -21.12 | 7h 14m |
| Mar 2021 | bullish choppy high vol | 662 | +5.64 | 0.09 | 432 | 230 | 65.3 | -29.34 | 9h 40m |
| Feb 2021 | bullish trending high vol | 863 | +6.30 | 0.02 | 555 | 308 | 64.3 | -27.42 | 6h 05m |
| Jan 2021 | bullish trending high vol | 927 | +5.86 | 0.09 | 583 | 344 | 62.9 | -22.54 | 5h 49m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2022 | 1189 | -46.04 | -0.37 | 759 | 430 | 63.8 | -93.64 | 12h 26m |
| 2021 | 7019 | -43.92 | -0.06 | 4562 | 2457 | 65.0 | -68.62 | 8h 20m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Report generated . Produced by Freqle — every figure here comes from freqtrade running in a sandboxed container on one fixed, shared config, so two strategies can actually be compared. Nothing is self-reported.
See this strategy live, re-run it, or compare it against every other on the same config at freqle.org/strategy/043deb9e75ed6282 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.