Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.5
has minimal roi
Indicators
ADX
EMA
RSI
SMA
talib
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 | from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from typing import Dict, List from functools import reduce from pandas import DataFrame, DatetimeIndex, merge # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class BinHV27(IStrategy): INTERFACE_VERSION = 3 """ strategy sponsored by user BinH from slack """ minimal_roi = { "0": 1 } stoploss = -0.50 timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = numpy.nan_to_num(ta.RSI(dataframe, timeperiod=5)) rsiframe = DataFrame(dataframe['rsi']).rename(columns={'rsi': 'close'}) dataframe['emarsi'] = numpy.nan_to_num(ta.EMA(rsiframe, timeperiod=5)) dataframe['adx'] = numpy.nan_to_num(ta.ADX(dataframe)) dataframe['minusdi'] = numpy.nan_to_num(ta.MINUS_DI(dataframe)) minusdiframe = DataFrame(dataframe['minusdi']).rename(columns={'minusdi': 'close'}) dataframe['minusdiema'] = numpy.nan_to_num(ta.EMA(minusdiframe, timeperiod=25)) dataframe['plusdi'] = numpy.nan_to_num(ta.PLUS_DI(dataframe)) plusdiframe = DataFrame(dataframe['plusdi']).rename(columns={'plusdi': 'close'}) dataframe['plusdiema'] = numpy.nan_to_num(ta.EMA(plusdiframe, timeperiod=5)) dataframe['lowsma'] = numpy.nan_to_num(ta.EMA(dataframe, timeperiod=60)) dataframe['highsma'] = numpy.nan_to_num(ta.EMA(dataframe, timeperiod=120)) dataframe['fastsma'] = numpy.nan_to_num(ta.SMA(dataframe, timeperiod=120)) dataframe['slowsma'] = numpy.nan_to_num(ta.SMA(dataframe, timeperiod=240)) dataframe['bigup'] = dataframe['fastsma'].gt(dataframe['slowsma']) & ((dataframe['fastsma'] - dataframe['slowsma']) > dataframe['close'] / 300) dataframe['bigdown'] = ~dataframe['bigup'] dataframe['trend'] = dataframe['fastsma'] - dataframe['slowsma'] dataframe['preparechangetrend'] = dataframe['trend'].gt(dataframe['trend'].shift()) dataframe['preparechangetrendconfirm'] = dataframe['preparechangetrend'] & dataframe['trend'].shift().gt(dataframe['trend'].shift(2)) dataframe['continueup'] = dataframe['slowsma'].gt(dataframe['slowsma'].shift()) & dataframe['slowsma'].shift().gt(dataframe['slowsma'].shift(2)) dataframe['delta'] = dataframe['fastsma'] - dataframe['fastsma'].shift() dataframe['slowingdown'] = dataframe['delta'].lt(dataframe['delta'].shift()) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ dataframe['slowsma'].gt(0) & dataframe['close'].lt(dataframe['highsma']) & dataframe['close'].lt(dataframe['lowsma']) & dataframe['minusdi'].gt(dataframe['minusdiema']) & dataframe['rsi'].ge(dataframe['rsi'].shift()) & ( ( ~dataframe['preparechangetrend'] & ~dataframe['continueup'] & dataframe['adx'].gt(25) & dataframe['bigdown'] & dataframe['emarsi'].le(20) ) | ( ~dataframe['preparechangetrend'] & dataframe['continueup'] & dataframe['adx'].gt(30) & dataframe['bigdown'] & dataframe['emarsi'].le(20) ) | ( ~dataframe['continueup'] & dataframe['adx'].gt(35) & dataframe['bigup'] & dataframe['emarsi'].le(20) ) | ( dataframe['continueup'] & dataframe['adx'].gt(30) & dataframe['bigup'] & dataframe['emarsi'].le(25) ) ), 'buy'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( ~dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & (dataframe['close'].gt(dataframe['lowsma']) | dataframe['close'].gt(dataframe['highsma'])) & dataframe['highsma'].gt(0) & dataframe['bigdown'] ) | ( ~dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & dataframe['close'].gt(dataframe['highsma']) & dataframe['highsma'].gt(0) & (dataframe['emarsi'].ge(75) | dataframe['close'].gt(dataframe['slowsma'])) & dataframe['bigdown'] ) | ( ~dataframe['preparechangetrendconfirm'] & dataframe['close'].gt(dataframe['highsma']) & dataframe['highsma'].gt(0) & dataframe['adx'].gt(30) & dataframe['emarsi'].ge(80) & dataframe['bigup'] ) | ( dataframe['preparechangetrendconfirm'] & ~dataframe['continueup'] & dataframe['slowingdown'] & dataframe['emarsi'].ge(75) & dataframe['slowsma'].gt(0) ) | ( dataframe['preparechangetrendconfirm'] & dataframe['minusdi'].lt(dataframe['plusdi']) & dataframe['close'].gt(dataframe['lowsma']) & dataframe['slowsma'].gt(0) ) ), 'sell'] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsRun finished · took 355.3s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 5m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit-90.10%
final wallet99 USDT
win rate58.5%
max drawdown-95.54%
market change+451.55%
vs market-541.65%
timeframe5m
profit factor0.93
expectancy ratio-0.028
sharpe-3.619
sortino-3.779
CAGR-37.0%
calmar-0.987
avg MFE+1.44%
avg MAE-2.20%
avg profit/trade-0.05%
avg duration4h 50m
best trade+60.68%
worst trade-50.10%
win/loss streak32 / 19
positive months23/60
consistent (3-mo)29.3%
worst 3-mo-62.47%
trades16903
revision1
likely annual return-38%
range (5th–95th)-49% … -24%
chance of profit0.0%
worst-5% outcome-52%
significance (p)0.9975
risk of ruin0.0%
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 29% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-96%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 24 | -1.27 | -0.53 | 14 | 10 | 58.3 | -95.54 | 5h 36m |
| Nov 2025 | bearish trending high vol | 70 | -0.89 | -0.13 | 38 | 32 | 54.3 | -95.13 | 4h 31m |
| Oct 2025 | bearish trending low vol | 58 | -4.16 | -0.72 | 27 | 31 | 46.6 | -94.94 | 6h 03m |
| Sep 2025 | bullish choppy low vol | 71 | -2.37 | -0.33 | 39 | 32 | 54.9 | -92.71 | 4h 54m |
| Aug 2025 | bullish choppy low vol | 71 | -0.55 | -0.08 | 40 | 31 | 56.3 | -91.68 | 4h 37m |
| Jul 2025 | bullish choppy low vol | 81 | +1.72 | 0.21 | 55 | 26 | 67.9 | -92.18 | 4h 05m |
| Jun 2025 | bearish choppy low vol | 78 | -3.74 | -0.48 | 44 | 34 | 56.4 | -92.26 | 5h 22m |
| May 2025 | bullish trending low vol | 132 | -3.07 | -0.23 | 65 | 67 | 49.2 | -90.48 | 4h 31m |
| Apr 2025 | bullish choppy low vol | 130 | -3.11 | -0.24 | 69 | 61 | 53.1 | -89.25 | 4h 50m |
| Mar 2025 | bearish trending high vol | 136 | -2.32 | -0.17 | 69 | 67 | 50.7 | -87.91 | 5h 01m |
| Feb 2025 | bearish trending low vol | 138 | -7.00 | -0.51 | 77 | 61 | 55.8 | -87.21 | 4h 37m |
| Jan 2025 | bearish choppy low vol | 159 | -1.91 | -0.12 | 96 | 63 | 60.4 | -83.77 | 5h 11m |
| Dec 2024 | bullish trending low vol | 202 | +2.76 | 0.14 | 124 | 78 | 61.4 | -84.12 | 4h 28m |
| Nov 2024 | bullish trending low vol | 162 | +4.73 | 0.29 | 98 | 64 | 60.5 | -86.32 | 4h 36m |
| Oct 2024 | bullish choppy low vol | 178 | -4.20 | -0.24 | 92 | 86 | 51.7 | -86.15 | 4h 58m |
| Sep 2024 | bearish choppy low vol | 185 | +1.12 | 0.06 | 105 | 80 | 56.8 | -85.48 | 4h 48m |
| Aug 2024 | bearish choppy high vol | 179 | -7.35 | -0.41 | 97 | 82 | 54.2 | -84.84 | 5h 03m |
| Jul 2024 | bearish trending low vol | 249 | -8.56 | -0.34 | 133 | 116 | 53.4 | -81.54 | 4h 49m |
| Jun 2024 | bearish choppy low vol | 278 | -7.21 | -0.26 | 141 | 137 | 50.7 | -78.29 | 4h 34m |
| May 2024 | bullish choppy high vol | 283 | -2.24 | -0.08 | 158 | 125 | 55.8 | -74.38 | 4h 34m |
| Apr 2024 | bearish choppy high vol | 274 | -18.65 | -0.68 | 134 | 140 | 48.9 | -73.86 | 5h 28m |
| Mar 2024 | bullish trending high vol | 328 | +2.22 | 0.07 | 192 | 136 | 58.5 | -68.23 | 4h 43m |
| Feb 2024 | bullish trending low vol | 325 | -1.31 | -0.04 | 196 | 129 | 60.3 | -66.87 | 4h 53m |
| Jan 2024 | bearish choppy high vol | 352 | -4.03 | -0.11 | 193 | 159 | 54.8 | -65.69 | 5h 00m |
| Dec 2023 | bullish trending low vol | 327 | +2.23 | 0.07 | 183 | 144 | 56.0 | -65.83 | 5h 21m |
| Nov 2023 | bullish trending low vol | 304 | +8.14 | 0.27 | 198 | 106 | 65.1 | -68.04 | 4h 43m |
| Oct 2023 | bullish trending low vol | 332 | +1.92 | 0.06 | 195 | 137 | 58.7 | -70.59 | 4h 36m |
| Sep 2023 | bearish choppy low vol | 286 | -5.65 | -0.20 | 144 | 142 | 50.3 | -69.12 | 4h 47m |
| Aug 2023 | bearish choppy low vol | 424 | -15.95 | -0.38 | 197 | 227 | 46.5 | -66.41 | 4h 35m |
| Jul 2023 | bullish trending low vol | 413 | -4.01 | -0.10 | 235 | 178 | 56.9 | -59.26 | 4h 35m |
| Jun 2023 | bullish trending low vol | 388 | -13.91 | -0.36 | 214 | 174 | 55.2 | -59.88 | 5h 01m |
| May 2023 | bearish choppy low vol | 368 | -2.14 | -0.06 | 206 | 162 | 56.0 | -53.24 | 4h 54m |
| Apr 2023 | bullish trending low vol | 348 | +6.62 | 0.19 | 223 | 125 | 64.1 | -53.53 | 4h 26m |
| Mar 2023 | bullish trending high vol | 322 | +4.69 | 0.15 | 204 | 118 | 63.4 | -58.34 | 4h 52m |
| Feb 2023 | bullish trending low vol | 315 | +3.66 | 0.12 | 200 | 115 | 63.5 | -57.84 | 4h 59m |
| Jan 2023 | bullish trending low vol | 316 | +8.52 | 0.27 | 196 | 120 | 62.0 | -60.92 | 5h 12m |
| Dec 2022 | bearish trending low vol | 375 | -9.60 | -0.26 | 173 | 202 | 46.1 | -61.22 | 4h 32m |
| Nov 2022 | bearish trending high vol | 351 | +6.90 | 0.20 | 238 | 113 | 67.8 | -60.09 | 4h 50m |
| Oct 2022 | bullish choppy low vol | 367 | -2.41 | -0.07 | 222 | 145 | 60.5 | -62.28 | 4h 40m |
| Sep 2022 | bearish choppy high vol | 345 | -9.69 | -0.28 | 202 | 143 | 58.6 | -58.84 | 5h 18m |
| Aug 2022 | bullish choppy high vol | 383 | -4.92 | -0.13 | 228 | 155 | 59.5 | -54.21 | 5h 01m |
| Jul 2022 | bearish trending high vol | 322 | +7.28 | 0.23 | 201 | 121 | 62.4 | -55.2 | 4h 42m |
| Jun 2022 | bearish trending high vol | 398 | -15.96 | -0.40 | 223 | 175 | 56.0 | -57.5 | 5h 09m |
| May 2022 | bearish trending high vol | 393 | -4.56 | -0.12 | 230 | 163 | 58.5 | -51.43 | 4h 31m |
| Apr 2022 | bearish choppy high vol | 392 | -19.05 | -0.49 | 207 | 185 | 52.8 | -46.42 | 5h 06m |
| Mar 2022 | bullish choppy high vol | 371 | +10.31 | 0.28 | 249 | 122 | 67.1 | -44.81 | 4h 31m |
| Feb 2022 | bearish trending high vol | 309 | -16.10 | -0.52 | 163 | 146 | 52.8 | -42.01 | 5h 08m |
| Jan 2022 | bearish trending high vol | 354 | -21.87 | -0.62 | 193 | 161 | 54.5 | -37.5 | 5h 00m |
| Dec 2021 | bearish trending high vol | 380 | -24.50 | -0.65 | 204 | 176 | 53.7 | -24.93 | 5h 18m |
| Nov 2021 | bullish trending high vol | 335 | -8.46 | -0.25 | 202 | 133 | 60.3 | -15.77 | 5h 05m |
| Oct 2021 | bullish trending high vol | 340 | +0.89 | 0.03 | 212 | 128 | 62.4 | -10.58 | 4h 42m |
| Sep 2021 | bearish trending high vol | 357 | +14.10 | 0.40 | 247 | 110 | 69.2 | -17.45 | 4h 04m |
| Aug 2021 | bullish trending high vol | 354 | +9.68 | 0.27 | 212 | 142 | 59.9 | -21.63 | 4h 52m |
| Jul 2021 | bearish trending high vol | 354 | -6.55 | -0.19 | 219 | 135 | 61.9 | -22.38 | 5h 00m |
| Jun 2021 | bearish trending high vol | 387 | -16.25 | -0.42 | 220 | 167 | 56.8 | -19.66 | 4h 54m |
| May 2021 | bearish trending high vol | 353 | +4.97 | 0.14 | 221 | 132 | 62.6 | -11.18 | 5h 00m |
| Apr 2021 | bearish choppy high vol | 321 | +6.12 | 0.19 | 205 | 116 | 63.9 | -6.76 | 4h 46m |
| Mar 2021 | bullish choppy high vol | 374 | +9.12 | 0.24 | 242 | 132 | 64.7 | -6.09 | 4h 27m |
| Feb 2021 | bullish trending high vol | 327 | +17.04 | 0.52 | 215 | 112 | 65.7 | -3.39 | 4h 40m |
| Jan 2021 | bullish trending high vol | 375 | +60.66 | 1.62 | 263 | 112 | 70.1 | -2.18 | 4h 49m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 1148 | -28.67 | -0.25 | 633 | 515 | 55.1 | -95.54 | 4h 52m |
| 2024 | 2995 | -42.72 | -0.14 | 1663 | 1332 | 55.5 | -86.32 | 4h 50m |
| 2023 | 4143 | -5.88 | -0.01 | 2395 | 1748 | 57.8 | -70.59 | 4h 49m |
| 2022 | 4360 | -79.67 | -0.18 | 2529 | 1831 | 58.0 | -62.28 | 4h 52m |
| 2021 | 4257 | +66.82 | 0.16 | 2662 | 1595 | 62.5 | -24.93 | 4h 48m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
no lookahead patterns, but 2 backtest-realism warning(s) — results may not reflect real trading · 1 to review
| Line | Pattern | Detail | |
|---|---|---|---|
| 59 | realism | dead_v2_signal | writes the freqtrade v2 column 'buy' from a v3 populate_* method -- v3 reads enter_*/exit_* only, so this signal is dead code and never trades |
| 96 | realism | dead_v2_signal | writes the freqtrade v2 column 'sell' from a v3 populate_* method -- v3 reads enter_*/exit_* only, so this signal is dead code and never trades |
| 19 | review | missing_startup_candles | uses recursive indicators (ADX, EMA, MINUS_DI, PLUS_DI) but startup_candle_count is not set (default 0). Their value at a bar depends on all bars before it, so freqtrade trims no warmup and the backtest opens with unwarmed values that can't occur live. The longest lookback visible here is SMA(timeperiod=240), so it needs at least that many. Set it to a few times the longest period and confirm with `freqtrade recursive-analysis` |
ran by Ron · took s
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.