ICT_FVG_BOS_CHOCH
Strategy League report · ZTJ-Programmer/Portfolio · freqle.org/strategy/1005170b68fb84bf
Run started · finished · took 322.9s
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 →
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 0% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-90%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Sep 2021 | bearish trending high vol | 56 | -1.20 | -0.25 | 15 | 41 | 26.8 | -89.99 | 0h 53m |
| Aug 2021 | bullish trending high vol | 221 | -2.51 | -0.11 | 71 | 150 | 32.1 | -89.38 | 0h 55m |
| Jul 2021 | bullish trending high vol | 227 | -4.61 | -0.21 | 65 | 162 | 28.6 | -86.55 | 0h 55m |
| Jun 2021 | bearish trending high vol | 371 | -5.23 | -0.15 | 137 | 234 | 36.9 | -82.13 | 0h 46m |
| May 2021 | bearish trending high vol | 899 | -4.66 | -0.05 | 386 | 513 | 42.9 | -76.52 | 0h 27m |
| Apr 2021 | bearish choppy high vol | 716 | -3.63 | -0.06 | 306 | 410 | 42.7 | -72.44 | 0h 43m |
| Mar 2021 | bullish choppy high vol | 717 | -11.88 | -0.17 | 232 | 485 | 32.4 | -69.76 | 0h 51m |
| Feb 2021 | bullish trending high vol | 1186 | -16.12 | -0.14 | 483 | 703 | 40.7 | -57.18 | 0h 37m |
| Jan 2021 | bullish trending high vol | 1944 | -40.11 | -0.21 | 734 | 1210 | 37.8 | -40.5 | 0h 40m |
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/1005170b68fb84bf · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.