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Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/09e4266554640a99
Run started · finished · took 761.2s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+31944.88%
final wallet320449 USDT
win rate64.6%
max drawdown-23.49%
market change+452.71%
vs market+31492.17%
timeframe15m
profit factor1.28
expectancy ratio0.099
sharpe187.447
sortino1052.303
CAGR+216.9%
calmar14312.868
avg leverage10.0x
avg MFE+1.41%
avg MAE-1.31%
avg profit/trade2.01%
avg duration2h 35m
best trade+61.86%
worst trade-27.53%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+783.48%
trades159391
revision1
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 15m 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 →
likely annual return+217%
range (5th–95th)+176% … +266%
chance of profit100.0%
worst-5% outcome+167%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% of rolling 3-month windows
- comfortably beat buy-and-hold
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 10 | -4.75 | -4.77 | 2 | 8 | 20.0 | -0.05 | 18h 15m |
| Dec 2025 | bearish trending low vol | 1521 | +460.32 | 3.03 | 1065 | 456 | 70.0 | -0.24 | 4h 38m |
| Nov 2025 | bearish trending high vol | 2659 | +645.72 | 2.43 | 1790 | 869 | 67.3 | -0.29 | 2h 35m |
| Oct 2025 | bearish trending low vol | 2186 | +429.58 | 1.97 | 1462 | 724 | 66.9 | -0.37 | 3h 16m |
| Sep 2025 | bullish choppy low vol | 1108 | +197.81 | 1.79 | 764 | 344 | 69.0 | -0.12 | 6h 20m |
| Aug 2025 | bearish choppy low vol | 1859 | +407.25 | 2.20 | 1286 | 573 | 69.2 | -0.12 | 3h 49m |
| Jul 2025 | bullish choppy low vol | 2133 | +310.39 | 1.46 | 1416 | 717 | 66.4 | -0.24 | 3h 26m |
| Jun 2025 | bearish choppy low vol | 1369 | +134.01 | 0.98 | 884 | 485 | 64.6 | -0.24 | 5h 04m |
| May 2025 | bullish trending low vol | 2075 | +570.19 | 2.75 | 1456 | 619 | 70.2 | -0.15 | 3h 26m |
| Apr 2025 | bullish choppy low vol | 2265 | +611.92 | 2.70 | 1559 | 706 | 68.8 | -0.22 | 3h 02m |
| Mar 2025 | bearish trending high vol | 2740 | +497.86 | 1.81 | 1800 | 940 | 65.7 | -0.61 | 2h 35m |
| Feb 2025 | bearish trending low vol | 3029 | +721.73 | 2.39 | 2027 | 1002 | 66.9 | -0.37 | 2h 03m |
| Jan 2025 | bearish choppy low vol | 2818 | +605.90 | 2.16 | 1894 | 924 | 67.2 | -0.4 | 2h 29m |
| Dec 2024 | bullish trending low vol | 3997 | +372.37 | 0.94 | 2479 | 1518 | 62.0 | -0.51 | 1h 41m |
| Nov 2024 | bullish trending low vol | 4044 | +721.64 | 1.79 | 2582 | 1462 | 63.8 | -0.33 | 1h 41m |
| Oct 2024 | bullish choppy low vol | 1291 | +64.73 | 0.50 | 843 | 448 | 65.3 | -0.31 | 5h 41m |
| Sep 2024 | bearish choppy low vol | 1299 | +368.91 | 2.84 | 937 | 362 | 72.1 | -0.25 | 5h 33m |
| Aug 2024 | bearish choppy high vol | 2307 | +579.86 | 2.52 | 1538 | 769 | 66.7 | -0.22 | 2h 59m |
| Jul 2024 | bearish trending low vol | 1893 | +512.97 | 2.71 | 1301 | 592 | 68.7 | -0.16 | 3h 51m |
| Jun 2024 | bearish choppy low vol | 1188 | +257.93 | 2.18 | 808 | 380 | 68.0 | -0.36 | 5h 58m |
| May 2024 | bullish choppy high vol | 1465 | +136.14 | 0.93 | 950 | 515 | 64.8 | -0.24 | 4h 53m |
| Apr 2024 | bearish choppy high vol | 2542 | +637.40 | 2.52 | 1717 | 825 | 67.5 | -0.31 | 2h 42m |
| Mar 2024 | bullish trending high vol | 3462 | +494.88 | 1.43 | 2174 | 1288 | 62.8 | -0.61 | 1h 58m |
| Feb 2024 | bullish trending low vol | 1514 | +151.11 | 1.00 | 974 | 540 | 64.3 | -0.25 | 4h 34m |
| Jan 2024 | bearish choppy high vol | 2194 | +652.41 | 2.98 | 1479 | 715 | 67.4 | -0.33 | 3h 16m |
| Dec 2023 | bullish trending low vol | 2252 | +445.84 | 1.98 | 1482 | 770 | 65.8 | -0.22 | 3h 20m |
| Nov 2023 | bullish trending low vol | 2297 | +454.63 | 1.98 | 1529 | 768 | 66.6 | -0.38 | 3h 02m |
| Oct 2023 | bullish trending low vol | 1137 | +293.27 | 2.58 | 746 | 391 | 65.6 | -0.42 | 6h 25m |
| Sep 2023 | bearish choppy low vol | 720 | +198.44 | 2.76 | 505 | 215 | 70.1 | -0.15 | 9h 43m |
| Aug 2023 | bearish choppy low vol | 874 | +426.49 | 4.89 | 605 | 269 | 69.2 | -0.14 | 8h 48m |
| Jul 2023 | bullish trending low vol | 1219 | +158.55 | 1.30 | 766 | 453 | 62.8 | -0.22 | 5h 46m |
| Jun 2023 | bullish trending low vol | 1487 | +491.89 | 3.31 | 1012 | 475 | 68.1 | -0.26 | 4h 45m |
| May 2023 | bearish choppy low vol | 795 | +175.05 | 2.20 | 532 | 263 | 66.9 | -0.22 | 9h 15m |
| Apr 2023 | bullish trending low vol | 1192 | +231.92 | 1.95 | 794 | 398 | 66.6 | -0.26 | 5h 55m |
| Mar 2023 | bullish trending high vol | 2120 | +529.12 | 2.50 | 1396 | 724 | 65.8 | -0.33 | 3h 22m |
| Feb 2023 | bullish trending low vol | 1660 | +385.37 | 2.33 | 1107 | 553 | 66.7 | -0.44 | 3h 55m |
| Jan 2023 | bullish trending low vol | 2023 | +633.54 | 3.14 | 1358 | 665 | 67.1 | -0.37 | 3h 38m |
| Dec 2022 | bearish trending low vol | 978 | +227.07 | 2.33 | 646 | 332 | 66.1 | -0.2 | 7h 16m |
| Nov 2022 | bearish trending high vol | 3159 | +398.80 | 1.26 | 1909 | 1250 | 60.4 | -0.79 | 2h 08m |
| Oct 2022 | bullish choppy low vol | 1268 | +253.63 | 2.00 | 838 | 430 | 66.1 | -0.32 | 5h 45m |
| Sep 2022 | bearish choppy high vol | 2016 | +321.05 | 1.59 | 1311 | 705 | 65.0 | -0.6 | 3h 25m |
| Aug 2022 | bullish choppy high vol | 2187 | +471.45 | 2.16 | 1454 | 733 | 66.5 | -0.32 | 3h 14m |
| Jul 2022 | bullish trending high vol | 3060 | +763.73 | 2.50 | 2064 | 996 | 67.5 | -0.36 | 2h 15m |
| Jun 2022 | bearish trending high vol | 4629 | +1155.15 | 2.50 | 3000 | 1629 | 64.8 | -0.69 | 1h 21m |
| May 2022 | bearish trending high vol | 4776 | +985.26 | 2.07 | 3042 | 1734 | 63.7 | -1.44 | 1h 20m |
| Apr 2022 | bearish choppy high vol | 2064 | +597.32 | 2.91 | 1442 | 622 | 69.9 | -0.55 | 3h 22m |
| Mar 2022 | bullish choppy high vol | 2307 | +350.32 | 1.53 | 1508 | 799 | 65.4 | -0.48 | 3h 05m |
| Feb 2022 | bearish trending high vol | 2803 | +595.21 | 2.13 | 1846 | 957 | 65.9 | -0.61 | 2h 12m |
| Jan 2022 | bearish trending high vol | 3335 | +844.11 | 2.54 | 2238 | 1097 | 67.1 | -0.77 | 2h 01m |
| Dec 2021 | bearish trending high vol | 3222 | +689.12 | 2.16 | 2147 | 1075 | 66.6 | -1.16 | 2h 08m |
| Nov 2021 | bearish trending high vol | 2657 | +605.48 | 2.29 | 1742 | 915 | 65.6 | -1.15 | 2h 32m |
| Oct 2021 | bullish trending high vol | 2589 | +464.29 | 1.80 | 1688 | 901 | 65.2 | -1.12 | 2h 44m |
| Sep 2021 | bearish trending high vol | 3859 | +546.41 | 1.41 | 2373 | 1486 | 61.5 | -2.35 | 1h 38m |
| Aug 2021 | bullish trending high vol | 3736 | +628.64 | 1.69 | 2431 | 1305 | 65.1 | -0.99 | 1h 49m |
| Jul 2021 | bullish trending high vol | 2983 | +363.36 | 1.22 | 1922 | 1061 | 64.4 | -1.64 | 2h 17m |
| Jun 2021 | bearish trending high vol | 4925 | +679.19 | 1.38 | 3107 | 1818 | 63.1 | -1.97 | 1h 14m |
| May 2021 | bearish trending high vol | 8208 | +1922.52 | 2.35 | 4934 | 3274 | 60.1 | -3.21 | 0h 39m |
| Apr 2021 | bearish choppy high vol | 6171 | +971.10 | 1.58 | 3665 | 2506 | 59.4 | -2.84 | 1h 00m |
| Mar 2021 | bullish choppy high vol | 3843 | +329.78 | 0.86 | 2391 | 1452 | 62.2 | -3.4 | 1h 47m |
| Feb 2021 | bullish trending high vol | 6753 | +1493.49 | 2.22 | 4113 | 2640 | 60.9 | -3.98 | 0h 48m |
| Jan 2021 | bullish trending high vol | 7119 | +1325.98 | 1.87 | 4213 | 2906 | 59.2 | -23.49 | 0h 51m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -4.75 | -4.77 | 2 | 8 | 20.0 | -0.05 | 18h 15m |
| 2025 | 25762 | +5592.68 | 2.17 | 17403 | 8359 | 67.6 | -0.61 | 3h 15m |
| 2024 | 27196 | +4950.35 | 1.83 | 17782 | 9414 | 65.4 | -0.61 | 3h 06m |
| 2023 | 17776 | +4424.11 | 2.49 | 11832 | 5944 | 66.6 | -0.44 | 4h 50m |
| 2022 | 32582 | +6963.10 | 2.14 | 21298 | 11284 | 65.4 | -1.44 | 2h 30m |
| 2021 | 56065 | +10019.36 | 1.79 | 34726 | 21339 | 61.9 | -23.49 | 1h 22m |
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/09e4266554640a99 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.