Freqebeta
freqle.org
NASOSv7LongShort
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/1af376305479af1d
Run started · finished · took 320.5s
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+325.42%
final wallet4254 USDT
win rate93.4%
max drawdown-8.62%
market change+451.55%
vs market-126.13%
timeframe5m
profit factor1.84
expectancy ratio0.055
sharpe7.698
sortino17.545
CAGR+33.6%
calmar86.124
avg MFE+2.39%
avg MAE-3.50%
avg profit/trade0.85%
avg duration6h 23m
best trade+17.11%
worst trade-44.80%
positive months43/60
consistent (3-mo)82.8%
worst 3-mo-9.61%
trades3820
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+34%
range (5th–95th)+29% … +39%
chance of profit100.0%
worst-5% outcome+28%
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 83% 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 | 4 | -0.88 | -2.21 | 3 | 1 | 75.0 | -2.5 | 96h 42m |
| Nov 2025 | bearish trending high vol | 82 | +7.08 | 0.86 | 76 | 6 | 92.7 | -3.95 | 5h 58m |
| Oct 2025 | bearish trending low vol | 24 | -7.85 | -3.27 | 18 | 6 | 75.0 | -3.88 | 4h 19m |
| Sep 2025 | bullish choppy low vol | 16 | -0.58 | -0.37 | 14 | 2 | 87.5 | -2.6 | 56h 18m |
| Aug 2025 | bullish choppy low vol | 3 | -1.18 | -3.95 | 2 | 1 | 66.7 | -2.02 | 13h 42m |
| Jul 2025 | bullish choppy low vol | 27 | +3.13 | 1.16 | 26 | 1 | 96.3 | -2.35 | 19h 39m |
| Jun 2025 | bearish choppy low vol | 8 | +0.92 | 1.14 | 7 | 1 | 87.5 | -2.56 | 14h 18m |
| May 2025 | bullish trending low vol | 36 | +1.22 | 0.34 | 33 | 3 | 91.7 | -2.85 | 7h 25m |
| Apr 2025 | bullish choppy low vol | 7 | -1.99 | -2.85 | 5 | 2 | 71.4 | -3.03 | 12h 39m |
| Mar 2025 | bearish trending high vol | 15 | -4.12 | -2.74 | 11 | 4 | 73.3 | -2.47 | 22h 55m |
| Feb 2025 | bearish trending low vol | 11 | -1.48 | -1.34 | 9 | 2 | 81.8 | -1.48 | 11h 58m |
| Jan 2025 | bearish choppy low vol | 20 | +1.09 | 0.55 | 18 | 2 | 90.0 | -1.35 | 10h 14m |
| Dec 2024 | bullish trending low vol | 97 | +6.21 | 0.64 | 90 | 7 | 92.8 | -1.39 | 7h 39m |
| Nov 2024 | bullish trending low vol | 205 | +30.06 | 1.47 | 199 | 6 | 97.1 | -1.02 | 8h 10m |
| Oct 2024 | bullish choppy low vol | 2 | +0.35 | 1.73 | 2 | 0 | 100.0 | -1.12 | 26h 20m |
| Sep 2024 | bearish choppy low vol | 2 | +0.50 | 2.51 | 2 | 0 | 100.0 | -1.23 | 24h 10m |
| Aug 2024 | bearish choppy high vol | 5 | +1.07 | 2.14 | 5 | 0 | 100.0 | -1.51 | 1h 49m |
| Jul 2024 | bearish trending low vol | 8 | +1.34 | 1.68 | 8 | 0 | 100.0 | -1.85 | 2h 09m |
| Jun 2024 | bearish choppy low vol | 6 | -1.03 | -1.72 | 5 | 1 | 83.3 | -2.1 | 17h 05m |
| May 2024 | bullish choppy high vol | 6 | +1.24 | 2.07 | 6 | 0 | 100.0 | -1.9 | 8h 20m |
| Apr 2024 | bearish choppy high vol | 15 | -0.36 | -0.24 | 13 | 2 | 86.7 | -2.24 | 7h 46m |
| Mar 2024 | bullish trending high vol | 50 | -4.63 | -0.93 | 42 | 8 | 84.0 | -1.94 | 8h 14m |
| Feb 2024 | bullish trending low vol | 32 | +7.47 | 2.33 | 32 | 0 | 100.0 | -0.82 | 7h 04m |
| Jan 2024 | bearish choppy high vol | 49 | -2.78 | -0.57 | 42 | 7 | 85.7 | -1.33 | 20h 51m |
| Dec 2023 | bullish trending low vol | 80 | +11.43 | 1.43 | 78 | 2 | 97.5 | -0.69 | 7h 26m |
| Nov 2023 | bullish trending low vol | 39 | +2.17 | 0.55 | 36 | 3 | 92.3 | -0.81 | 7h 03m |
| Oct 2023 | bullish trending low vol | 10 | +0.24 | 0.24 | 9 | 1 | 90.0 | -0.4 | 27h 30m |
| Sep 2023 | bearish choppy low vol | 8 | +1.46 | 1.82 | 8 | 0 | 100.0 | -0.31 | 1h 02m |
| Aug 2023 | bearish choppy low vol | 21 | -0.31 | -0.15 | 18 | 3 | 85.7 | -0.76 | 13h 30m |
| Jul 2023 | bullish trending low vol | 26 | +5.22 | 2.01 | 26 | 0 | 100.0 | 0.0 | 16h 27m |
| Jun 2023 | bullish trending low vol | 37 | +6.79 | 1.83 | 36 | 1 | 97.3 | -0.41 | 5h 16m |
| May 2023 | bearish choppy low vol | 2 | +0.39 | 1.96 | 2 | 0 | 100.0 | 0.0 | 2h 55m |
| Apr 2023 | bullish trending low vol | 10 | +1.90 | 1.90 | 10 | 0 | 100.0 | -0.21 | 1h 50m |
| Mar 2023 | bullish trending high vol | 27 | +1.74 | 0.64 | 25 | 2 | 92.6 | -0.48 | 9h 15m |
| Feb 2023 | bullish trending low vol | 23 | +2.46 | 1.07 | 22 | 1 | 95.7 | -0.42 | 9h 46m |
| Jan 2023 | bullish trending low vol | 63 | +10.80 | 1.71 | 61 | 2 | 96.8 | -1.7 | 18h 04m |
| Dec 2022 | bearish trending low vol | 1 | -1.51 | -15.13 | 0 | 1 | 0.0 | -1.75 | 51h 30m |
| Nov 2022 | bearish trending high vol | 42 | +0.85 | 0.20 | 37 | 5 | 88.1 | -2.48 | 8h 18m |
| Oct 2022 | bullish choppy low vol | 16 | +1.45 | 0.90 | 15 | 1 | 93.8 | -2.35 | 9h 55m |
| Sep 2022 | bearish choppy high vol | 13 | -4.01 | -3.09 | 9 | 4 | 69.2 | -2.02 | 49h 56m |
| Aug 2022 | bullish choppy high vol | 25 | -1.76 | -0.70 | 21 | 4 | 84.0 | -1.23 | 11h 32m |
| Jul 2022 | bearish trending high vol | 53 | +8.82 | 1.66 | 51 | 2 | 96.2 | -0.43 | 5h 31m |
| Jun 2022 | bearish trending high vol | 72 | +4.07 | 0.56 | 65 | 7 | 90.3 | -2.67 | 7h 07m |
| May 2022 | bearish trending high vol | 57 | +3.70 | 0.65 | 52 | 5 | 91.2 | -1.69 | 15h 33m |
| Apr 2022 | bearish choppy high vol | 15 | -1.99 | -1.33 | 12 | 3 | 80.0 | -1.05 | 7h 43m |
| Mar 2022 | bullish choppy high vol | 18 | +3.89 | 2.16 | 18 | 0 | 100.0 | 0.0 | 4h 39m |
| Feb 2022 | bearish trending high vol | 35 | +5.23 | 1.49 | 33 | 2 | 94.3 | -0.46 | 3h 44m |
| Jan 2022 | bearish trending high vol | 15 | +3.47 | 2.32 | 15 | 0 | 100.0 | -0.72 | 3h 44m |
| Dec 2021 | bearish trending high vol | 29 | +3.03 | 1.05 | 27 | 2 | 93.1 | -1.69 | 7h 20m |
| Nov 2021 | bullish trending high vol | 30 | -2.53 | -0.84 | 25 | 5 | 83.3 | -1.9 | 25h 44m |
| Oct 2021 | bullish trending high vol | 34 | +1.17 | 0.34 | 31 | 3 | 91.2 | -1.17 | 5h 44m |
| Sep 2021 | bearish trending high vol | 111 | +7.28 | 0.66 | 102 | 9 | 91.9 | -1.86 | 6h 03m |
| Aug 2021 | bullish trending high vol | 86 | +14.98 | 1.74 | 84 | 2 | 97.7 | -0.48 | 4h 49m |
| Jul 2021 | bearish trending high vol | 61 | +4.62 | 0.76 | 57 | 4 | 93.4 | -1.71 | 17h 06m |
| Jun 2021 | bearish trending high vol | 69 | +2.97 | 0.43 | 63 | 6 | 91.3 | -2.13 | 7h 58m |
| May 2021 | bearish trending high vol | 449 | +41.81 | 0.93 | 422 | 27 | 94.0 | -3.05 | 2h 17m |
| Apr 2021 | bearish choppy high vol | 314 | +22.80 | 0.73 | 292 | 22 | 93.0 | -3.58 | 2h 23m |
| Mar 2021 | bullish choppy high vol | 134 | +11.11 | 0.83 | 125 | 9 | 93.3 | -2.71 | 4h 08m |
| Feb 2021 | bullish trending high vol | 468 | +42.47 | 0.91 | 441 | 27 | 94.2 | -2.89 | 3h 18m |
| Jan 2021 | bullish trending high vol | 597 | +74.41 | 1.25 | 571 | 26 | 95.6 | -8.62 | 2h 13m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 253 | -4.64 | -0.18 | 222 | 31 | 87.7 | -3.95 | 14h 14m |
| 2024 | 477 | +39.44 | 0.83 | 446 | 31 | 93.5 | -2.24 | 9h 23m |
| 2023 | 346 | +44.29 | 1.28 | 331 | 15 | 95.7 | -1.7 | 10h 41m |
| 2022 | 362 | +22.21 | 0.61 | 328 | 34 | 90.6 | -2.67 | 9h 52m |
| 2021 | 2382 | +224.12 | 0.94 | 2240 | 142 | 94.0 | -8.62 | 3h 48m |
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/1af376305479af1d · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.