Freqebeta
freqle.org
DS_Green_5m
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/13607e28ae673bbe
Run started · finished · took 692.7s
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+239.75%
final wallet3398 USDT
win rate75.8%
max drawdown-20.86%
market change+451.55%
vs market-211.80%
timeframe5m
profit factor1.23
expectancy ratio0.055
sharpe6.167
sortino6.859
CAGR+27.7%
calmar12.024
avg MFE+2.70%
avg MAE-3.68%
avg profit/trade0.32%
avg duration5h 18m
best trade+24.96%
worst trade-39.70%
positive months36/60
consistent (3-mo)70.7%
worst 3-mo-22.64%
trades7443
revision1
ℹ️ This strategy uses a trailing stop / 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 →
likely annual return+28%
range (5th–95th)+22% … +35%
chance of profit100.0%
worst-5% outcome+20%
significance (p)0.0
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 71% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 29 | -4.12 | -1.42 | 14 | 15 | 48.3 | -1.55 | 18h 08m |
| Nov 2025 | bearish trending high vol | 108 | +7.64 | 0.71 | 81 | 27 | 75.0 | -1.86 | 4h 58m |
| Oct 2025 | bearish trending low vol | 56 | +9.69 | 1.73 | 48 | 8 | 85.7 | -0.4 | 5h 00m |
| Sep 2025 | bullish choppy low vol | 11 | +1.72 | 1.56 | 10 | 1 | 90.9 | -0.56 | 3h 23m |
| Aug 2025 | bullish choppy low vol | 12 | +0.01 | 0.01 | 9 | 3 | 75.0 | -0.67 | 9h 48m |
| Jul 2025 | bullish choppy low vol | 55 | +2.67 | 0.48 | 41 | 14 | 74.5 | -1.38 | 4h 42m |
| Jun 2025 | bearish choppy low vol | 29 | -0.62 | -0.21 | 19 | 10 | 65.5 | -1.79 | 5h 13m |
| May 2025 | bullish trending low vol | 57 | +2.84 | 0.50 | 41 | 16 | 71.9 | -2.01 | 8h 33m |
| Apr 2025 | bullish choppy low vol | 58 | +6.41 | 1.10 | 48 | 10 | 82.8 | -4.58 | 6h 43m |
| Mar 2025 | bearish trending high vol | 77 | -2.79 | -0.36 | 52 | 25 | 67.5 | -5.49 | 4h 15m |
| Feb 2025 | bearish trending low vol | 114 | -5.64 | -0.49 | 76 | 38 | 66.7 | -3.99 | 6h 02m |
| Jan 2025 | bearish choppy low vol | 72 | +4.39 | 0.61 | 55 | 17 | 76.4 | -2.61 | 5h 21m |
| Dec 2024 | bullish trending low vol | 207 | -0.90 | -0.04 | 155 | 52 | 74.9 | -3.29 | 4h 25m |
| Nov 2024 | bullish trending low vol | 265 | +17.47 | 0.66 | 206 | 59 | 77.7 | -3.75 | 5h 14m |
| Oct 2024 | bullish choppy low vol | 28 | +2.12 | 0.76 | 21 | 7 | 75.0 | -3.91 | 12h 13m |
| Sep 2024 | bearish choppy low vol | 3 | +0.69 | 2.30 | 3 | 0 | 100.0 | -3.44 | 4h 20m |
| Aug 2024 | bearish choppy high vol | 65 | -1.88 | -0.29 | 42 | 23 | 64.6 | -5.01 | 10h 40m |
| Jul 2024 | bearish trending low vol | 29 | +2.94 | 1.01 | 22 | 7 | 75.9 | -4.35 | 12h 34m |
| Jun 2024 | bearish choppy low vol | 16 | -4.10 | -2.56 | 7 | 9 | 43.8 | -3.87 | 9h 23m |
| May 2024 | bullish choppy high vol | 17 | -2.65 | -1.56 | 7 | 10 | 41.2 | -2.57 | 10h 01m |
| Apr 2024 | bearish choppy high vol | 84 | -1.72 | -0.20 | 59 | 25 | 70.2 | -3.91 | 5h 55m |
| Mar 2024 | bullish trending high vol | 173 | +3.48 | 0.20 | 129 | 44 | 74.6 | -3.54 | 5h 23m |
| Feb 2024 | bullish trending low vol | 51 | +7.19 | 1.41 | 42 | 9 | 82.4 | -3.39 | 10h 22m |
| Jan 2024 | bearish choppy high vol | 112 | -8.94 | -0.80 | 68 | 44 | 60.7 | -3.94 | 7h 17m |
| Dec 2023 | bullish trending low vol | 107 | +4.61 | 0.43 | 82 | 25 | 76.6 | -0.96 | 6h 18m |
| Nov 2023 | bullish trending low vol | 98 | +5.97 | 0.61 | 75 | 23 | 76.5 | -1.55 | 4h 56m |
| Oct 2023 | bullish trending low vol | 37 | +5.31 | 1.43 | 29 | 8 | 78.4 | -2.09 | 25h 47m |
| Sep 2023 | bearish choppy low vol | 6 | -1.09 | -1.82 | 2 | 4 | 33.3 | -1.58 | 5h 48m |
| Aug 2023 | bearish choppy low vol | 25 | -0.09 | -0.04 | 17 | 8 | 68.0 | -1.69 | 12h 23m |
| Jul 2023 | bullish trending low vol | 32 | -1.05 | -0.33 | 20 | 12 | 62.5 | -1.45 | 15h 26m |
| Jun 2023 | bullish trending low vol | 61 | +9.12 | 1.49 | 53 | 8 | 86.9 | -4.27 | 11h 12m |
| May 2023 | bearish choppy low vol | 7 | +2.04 | 2.92 | 7 | 0 | 100.0 | -4.43 | 4h 56m |
| Apr 2023 | bullish trending low vol | 36 | +2.69 | 0.75 | 29 | 7 | 80.6 | -5.68 | 11h 25m |
| Mar 2023 | bullish trending high vol | 106 | +5.93 | 0.56 | 82 | 24 | 77.4 | -8.29 | 7h 46m |
| Feb 2023 | bullish trending low vol | 53 | +3.62 | 0.68 | 41 | 12 | 77.4 | -8.76 | 10h 06m |
| Jan 2023 | bullish trending low vol | 108 | +14.99 | 1.39 | 90 | 18 | 83.3 | -13.69 | 9h 23m |
| Dec 2022 | bearish trending low vol | 6 | -0.59 | -0.98 | 3 | 3 | 50.0 | -14.05 | 21h 22m |
| Nov 2022 | bearish trending high vol | 140 | -14.31 | -1.02 | 88 | 52 | 62.9 | -15.27 | 6h 49m |
| Oct 2022 | bullish choppy low vol | 36 | +3.90 | 1.08 | 29 | 7 | 80.6 | -10.42 | 5h 37m |
| Sep 2022 | bearish choppy high vol | 81 | -0.33 | -0.04 | 54 | 27 | 66.7 | -11.44 | 10h 03m |
| Aug 2022 | bullish choppy high vol | 105 | -5.57 | -0.53 | 64 | 41 | 61.0 | -10.29 | 6h 16m |
| Jul 2022 | bearish trending high vol | 117 | -0.76 | -0.06 | 81 | 36 | 69.2 | -8.86 | 5h 27m |
| Jun 2022 | bearish trending high vol | 215 | -16.31 | -0.76 | 136 | 79 | 63.3 | -7.9 | 5h 30m |
| May 2022 | bearish trending high vol | 261 | -1.07 | -0.04 | 199 | 62 | 76.2 | -7.89 | 4h 06m |
| Apr 2022 | bearish choppy high vol | 27 | +1.10 | 0.41 | 20 | 7 | 74.1 | -0.95 | 10h 43m |
| Mar 2022 | bullish choppy high vol | 64 | +7.41 | 1.16 | 52 | 12 | 81.2 | -2.97 | 7h 48m |
| Feb 2022 | bearish trending high vol | 99 | +5.18 | 0.52 | 77 | 22 | 77.8 | -6.0 | 6h 25m |
| Jan 2022 | bearish trending high vol | 145 | -13.12 | -0.91 | 87 | 58 | 60.0 | -5.74 | 5h 07m |
| Dec 2021 | bearish trending high vol | 134 | +16.53 | 1.24 | 110 | 24 | 82.1 | -2.25 | 6h 11m |
| Nov 2021 | bullish trending high vol | 67 | +1.91 | 0.29 | 49 | 18 | 73.1 | -3.39 | 5h 10m |
| Oct 2021 | bullish trending high vol | 93 | +10.02 | 1.08 | 78 | 15 | 83.9 | -6.58 | 6h 46m |
| Sep 2021 | bearish trending high vol | 232 | +4.67 | 0.20 | 166 | 66 | 71.6 | -8.57 | 3h 52m |
| Aug 2021 | bullish trending high vol | 179 | +15.44 | 0.86 | 148 | 31 | 82.7 | -13.86 | 4h 08m |
| Jul 2021 | bearish trending high vol | 154 | -5.87 | -0.38 | 104 | 50 | 67.5 | -15.79 | 7h 08m |
| Jun 2021 | bearish trending high vol | 273 | -3.80 | -0.14 | 203 | 70 | 74.4 | -15.12 | 3h 49m |
| May 2021 | bearish trending high vol | 717 | -3.98 | -0.05 | 560 | 157 | 78.1 | -20.86 | 3h 17m |
| Apr 2021 | bearish choppy high vol | 404 | +25.10 | 0.62 | 327 | 77 | 80.9 | -3.43 | 2h 59m |
| Mar 2021 | bullish choppy high vol | 238 | +29.88 | 1.26 | 203 | 35 | 85.3 | -3.89 | 4h 49m |
| Feb 2021 | bullish trending high vol | 570 | +34.61 | 0.61 | 453 | 117 | 79.5 | -5.16 | 3h 19m |
| Jan 2021 | bullish trending high vol | 682 | +61.77 | 0.91 | 571 | 111 | 83.7 | -15.78 | 2h 52m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 678 | +22.20 | 0.33 | 494 | 184 | 72.9 | -5.49 | 6h 10m |
| 2024 | 1050 | +13.70 | 0.13 | 761 | 289 | 72.5 | -5.01 | 6h 29m |
| 2023 | 676 | +52.05 | 0.77 | 527 | 149 | 78.0 | -13.69 | 9h 33m |
| 2022 | 1296 | -34.47 | -0.27 | 890 | 406 | 68.7 | -15.27 | 6h 02m |
| 2021 | 3743 | +186.28 | 0.50 | 2972 | 771 | 79.4 | -20.86 | 3h 47m |
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/13607e28ae673bbe · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.