Freqebeta
freqle.org
Elliotv8
Strategy League report · Foxel05/freqtrade-stuff · freqle.org/strategy/0b43ab1218e34faf
Run started · finished · took 282.1s
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+222.00%
final wallet3220 USDT
win rate77.1%
max drawdown-2.88%
market change+451.55%
vs market-229.55%
timeframe5m
profit factor3.17
expectancy ratio0.497
break-even fee0.6127%
sharpe8.379
sortino7.969
CAGR+26.3%
calmar80.669
avg MFE+2.64%
avg MAE-2.63%
avg profit/trade1.03%
avg duration0h 42m
best trade+21.55%
worst trade-32.14%
win/loss streak52 / 7
positive months48/56
consistent (3-mo)94.4%
worst 3-mo-1.24%
trades2166
revision1
ℹ️ This strategy uses a trailing stop — 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 →
likely annual return+27%
range (5th–95th)+24% … +30%
chance of profit100.0%
worst-5% outcome+23%
significance (p)0.0005
risk of ruin0.0%
- did not beat simply holding the market
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 94% of rolling 3-month windows
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 2025 | bearish trending high vol | 49 | +3.01 | 0.61 | 38 | 11 | 77.6 | -0.4 | 0h 51m |
| Oct 2025 | bearish trending low vol | 29 | +10.27 | 3.54 | 25 | 4 | 86.2 | -0.13 | 0h 37m |
| Sep 2025 | bullish choppy low vol | 12 | -0.13 | -0.11 | 5 | 7 | 41.7 | -0.1 | 1h 20m |
| Aug 2025 | bullish choppy low vol | 1 | +0.07 | 0.75 | 1 | 0 | 100.0 | 0.0 | 0h 35m |
| Jul 2025 | bullish choppy low vol | 9 | +0.53 | 0.59 | 6 | 3 | 66.7 | -0.11 | 0h 50m |
| Jun 2025 | bearish choppy low vol | 4 | -0.08 | -0.20 | 2 | 2 | 50.0 | -0.2 | 0h 58m |
| May 2025 | bullish trending low vol | 7 | +1.20 | 1.71 | 6 | 1 | 85.7 | -0.41 | 0h 29m |
| Apr 2025 | bullish choppy low vol | 3 | +0.01 | 0.02 | 2 | 1 | 66.7 | -0.57 | 1h 02m |
| Mar 2025 | bearish trending high vol | 6 | +0.11 | 0.19 | 4 | 2 | 66.7 | -0.52 | 1h 20m |
| Feb 2025 | bearish trending low vol | 2 | -0.29 | -1.44 | 1 | 1 | 50.0 | -0.53 | 1h 45m |
| Jan 2025 | bearish choppy low vol | 9 | +0.16 | 0.18 | 6 | 3 | 66.7 | -0.56 | 1h 09m |
| Dec 2024 | bullish trending low vol | 45 | +1.01 | 0.22 | 27 | 18 | 60.0 | -0.54 | 1h 03m |
| Nov 2024 | bullish trending low vol | 126 | +7.94 | 0.63 | 84 | 42 | 66.7 | -0.5 | 0h 49m |
| Oct 2024 | bullish choppy low vol | 1 | -0.01 | -0.06 | 0 | 1 | 0.0 | -0.23 | 1h 05m |
| Jul 2024 | bearish trending low vol | 6 | +1.19 | 1.99 | 6 | 0 | 100.0 | -0.54 | 0h 11m |
| Jun 2024 | bearish choppy low vol | 3 | +0.39 | 1.29 | 2 | 1 | 66.7 | -0.7 | 1h 27m |
| May 2024 | bullish choppy high vol | 1 | +0.16 | 1.57 | 1 | 0 | 100.0 | -0.76 | 0h 40m |
| Apr 2024 | bearish choppy high vol | 3 | -1.79 | -5.97 | 2 | 1 | 66.7 | -0.81 | 1h 52m |
| Mar 2024 | bullish trending high vol | 23 | +2.96 | 1.29 | 20 | 3 | 87.0 | -0.21 | 0h 40m |
| Feb 2024 | bullish trending low vol | 12 | +1.63 | 1.36 | 10 | 2 | 83.3 | -0.08 | 0h 39m |
| Jan 2024 | bearish choppy high vol | 23 | +2.03 | 0.88 | 17 | 6 | 73.9 | -0.15 | 0h 47m |
| Dec 2023 | bullish trending low vol | 39 | +2.78 | 0.71 | 30 | 9 | 76.9 | -0.25 | 0h 45m |
| Nov 2023 | bullish trending low vol | 16 | +0.44 | 0.27 | 9 | 7 | 56.2 | -0.12 | 0h 47m |
| Oct 2023 | bullish trending low vol | 6 | +0.48 | 0.79 | 3 | 3 | 50.0 | -0.05 | 0h 42m |
| Sep 2023 | bearish choppy low vol | 2 | +0.22 | 1.11 | 2 | 0 | 100.0 | 0.0 | 1h 08m |
| Aug 2023 | bearish choppy low vol | 7 | +0.74 | 1.05 | 6 | 1 | 85.7 | -0.02 | 0h 34m |
| Jul 2023 | bullish trending low vol | 17 | +1.45 | 0.85 | 12 | 5 | 70.6 | -0.19 | 0h 54m |
| Jun 2023 | bullish trending low vol | 22 | +1.85 | 0.84 | 14 | 8 | 63.6 | -0.25 | 0h 57m |
| May 2023 | bearish choppy low vol | 1 | +0.20 | 2.01 | 1 | 0 | 100.0 | 0.0 | 0h 25m |
| Apr 2023 | bullish trending low vol | 4 | +0.08 | 0.20 | 2 | 2 | 50.0 | -0.05 | 1h 25m |
| Mar 2023 | bullish trending high vol | 15 | +2.45 | 1.63 | 15 | 0 | 100.0 | -0.06 | 0h 31m |
| Feb 2023 | bullish trending low vol | 7 | -0.09 | -0.12 | 5 | 2 | 71.4 | -0.21 | 1h 10m |
| Jan 2023 | bullish trending low vol | 40 | +0.84 | 0.21 | 25 | 15 | 62.5 | -0.4 | 1h 04m |
| Nov 2022 | bearish trending high vol | 33 | +1.03 | 0.31 | 21 | 12 | 63.6 | -0.72 | 1h 07m |
| Oct 2022 | bullish choppy low vol | 14 | +1.19 | 0.85 | 10 | 4 | 71.4 | -0.04 | 0h 34m |
| Sep 2022 | bearish choppy high vol | 6 | +0.13 | 0.22 | 4 | 2 | 66.7 | -0.09 | 0h 58m |
| Aug 2022 | bullish choppy high vol | 11 | +1.99 | 1.81 | 9 | 2 | 81.8 | -0.09 | 0h 32m |
| Jul 2022 | bearish trending high vol | 29 | +2.43 | 0.84 | 21 | 8 | 72.4 | -0.26 | 0h 48m |
| Jun 2022 | bearish trending high vol | 30 | +1.77 | 0.59 | 20 | 10 | 66.7 | -0.51 | 1h 01m |
| May 2022 | bearish trending high vol | 34 | +2.05 | 0.60 | 23 | 11 | 67.6 | -0.41 | 1h 03m |
| Apr 2022 | bearish choppy high vol | 6 | -0.59 | -0.98 | 4 | 2 | 66.7 | -0.28 | 1h 42m |
| Mar 2022 | bullish choppy high vol | 10 | +1.31 | 1.31 | 9 | 1 | 90.0 | -0.02 | 0h 28m |
| Feb 2022 | bearish trending high vol | 17 | +3.52 | 2.07 | 14 | 3 | 82.4 | -0.11 | 0h 35m |
| Jan 2022 | bearish trending high vol | 5 | +0.67 | 1.33 | 5 | 0 | 100.0 | -0.01 | 0h 32m |
| Dec 2021 | bearish trending high vol | 15 | +1.33 | 0.89 | 10 | 5 | 66.7 | -0.09 | 0h 45m |
| Nov 2021 | bullish trending high vol | 12 | +0.98 | 0.82 | 10 | 2 | 83.3 | -0.18 | 0h 54m |
| Oct 2021 | bullish trending high vol | 20 | +2.05 | 1.03 | 16 | 4 | 80.0 | -0.37 | 0h 40m |
| Sep 2021 | bearish trending high vol | 59 | +6.69 | 1.14 | 48 | 11 | 81.4 | -0.37 | 0h 36m |
| Aug 2021 | bullish trending high vol | 40 | +2.10 | 0.53 | 30 | 10 | 75.0 | -0.48 | 0h 54m |
| Jul 2021 | bearish trending high vol | 28 | -0.31 | -0.11 | 17 | 11 | 60.7 | -0.71 | 1h 16m |
| Jun 2021 | bearish trending high vol | 33 | +3.42 | 1.04 | 27 | 6 | 81.8 | -0.18 | 0h 45m |
| May 2021 | bearish trending high vol | 307 | +51.53 | 1.68 | 249 | 58 | 81.1 | -0.79 | 0h 35m |
| Apr 2021 | bearish choppy high vol | 192 | +23.56 | 1.23 | 154 | 38 | 80.2 | -0.54 | 0h 31m |
| Mar 2021 | bullish choppy high vol | 73 | +8.41 | 1.15 | 58 | 15 | 79.5 | -0.47 | 0h 37m |
| Feb 2021 | bullish trending high vol | 277 | +23.64 | 0.85 | 227 | 50 | 81.9 | -2.88 | 0h 39m |
| Jan 2021 | bullish trending high vol | 365 | +41.30 | 1.13 | 294 | 71 | 80.5 | -2.39 | 0h 34m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 131 | +14.86 | 1.13 | 96 | 35 | 73.3 | -0.57 | 0h 53m |
| 2024 | 243 | +15.51 | 0.64 | 169 | 74 | 69.5 | -0.81 | 0h 50m |
| 2023 | 176 | +11.44 | 0.65 | 124 | 52 | 70.5 | -0.4 | 0h 52m |
| 2022 | 195 | +15.50 | 0.79 | 140 | 55 | 71.8 | -0.72 | 0h 53m |
| 2021 | 1421 | +164.70 | 1.16 | 1140 | 281 | 80.2 | -2.88 | 0h 37m |
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/0b43ab1218e34faf · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.