Freqebeta
freqle.org
ZaratustraV13
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/1eb5b76e858079a0
Run started · finished · took 1062.9s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 5m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+53939.76%
final wallet540398 USDT
win rate76.1%
max drawdown-17.1%
market change+447.44%
vs market+53492.32%
timeframe5m
profit factor1.52
expectancy ratio0.124
sharpe280.453
sortino940.672
CAGR+251.8%
calmar13214.79
avg leverage10.0x
avg MFE+1.56%
avg MAE-1.37%
avg profit/trade3.59%
avg duration2h 54m
best trade+238.42%
worst trade-45.69%
win/loss streak120 / 47
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+886.31%
trades150813
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+252%
range (5th–95th)+210% … +300%
chance of profit100.0%
worst-5% outcome+202%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% of rolling 3-month windows
- comfortably beat buy-and-hold
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 10 | -9.45 | -9.47 | 0 | 10 | 0.0 | -0.04 | 16h 27m |
| Dec 2025 | bearish trending low vol | 1235 | +427.18 | 3.47 | 987 | 248 | 79.9 | -0.16 | 5h 59m |
| Nov 2025 | bearish trending high vol | 1897 | +468.58 | 2.48 | 1448 | 449 | 76.3 | -0.19 | 3h 48m |
| Oct 2025 | bearish trending low vol | 2159 | +905.75 | 4.21 | 1613 | 546 | 74.7 | -0.51 | 3h 25m |
| Sep 2025 | bullish choppy low vol | 801 | +217.72 | 2.73 | 621 | 180 | 77.5 | -0.1 | 9h 11m |
| Aug 2025 | bearish choppy low vol | 1459 | +482.50 | 3.32 | 1154 | 305 | 79.1 | -0.07 | 4h 58m |
| Jul 2025 | bullish choppy low vol | 1608 | +519.38 | 3.23 | 1283 | 325 | 79.8 | -0.08 | 4h 52m |
| Jun 2025 | bearish choppy low vol | 1115 | +418.69 | 3.77 | 891 | 224 | 79.9 | -0.08 | 6h 11m |
| May 2025 | bullish trending low vol | 1631 | +596.85 | 3.66 | 1312 | 319 | 80.4 | -0.09 | 4h 43m |
| Apr 2025 | bullish choppy low vol | 1919 | +630.77 | 3.29 | 1507 | 412 | 78.5 | -0.13 | 3h 37m |
| Mar 2025 | bearish trending high vol | 2483 | +904.41 | 3.65 | 1949 | 534 | 78.5 | -0.2 | 2h 58m |
| Feb 2025 | bearish trending low vol | 3040 | +1518.96 | 5.01 | 2439 | 601 | 80.2 | -0.18 | 2h 12m |
| Jan 2025 | bearish choppy low vol | 2412 | +792.58 | 3.29 | 1877 | 535 | 77.8 | -0.21 | 3h 06m |
| Dec 2024 | bullish trending low vol | 3687 | +1313.79 | 3.57 | 2820 | 867 | 76.5 | -0.33 | 2h 01m |
| Nov 2024 | bullish trending low vol | 3292 | +765.42 | 2.32 | 2483 | 809 | 75.4 | -0.18 | 2h 10m |
| Oct 2024 | bullish choppy low vol | 936 | +133.57 | 1.44 | 699 | 237 | 74.7 | -0.1 | 7h 57m |
| Sep 2024 | bearish choppy low vol | 929 | +287.97 | 3.11 | 740 | 189 | 79.7 | -0.13 | 7h 58m |
| Aug 2024 | bearish choppy high vol | 2129 | +795.04 | 3.75 | 1647 | 482 | 77.4 | -0.29 | 3h 23m |
| Jul 2024 | bearish trending low vol | 1617 | +796.44 | 4.93 | 1305 | 312 | 80.7 | -0.07 | 4h 47m |
| Jun 2024 | bearish choppy low vol | 982 | +497.68 | 5.08 | 713 | 269 | 72.6 | -0.22 | 7h 10m |
| May 2024 | bullish choppy high vol | 1086 | +305.05 | 2.82 | 851 | 235 | 78.4 | -0.1 | 6h 45m |
| Apr 2024 | bearish choppy high vol | 2446 | +1185.59 | 4.87 | 1875 | 571 | 76.7 | -0.35 | 3h 04m |
| Mar 2024 | bullish trending high vol | 3026 | +1097.46 | 3.64 | 2313 | 713 | 76.4 | -0.19 | 2h 20m |
| Feb 2024 | bullish trending low vol | 1016 | +300.75 | 2.97 | 779 | 237 | 76.7 | -0.1 | 7h 00m |
| Jan 2024 | bearish choppy high vol | 1690 | +664.63 | 3.94 | 1287 | 403 | 76.2 | -0.42 | 4h 22m |
| Dec 2023 | bullish trending low vol | 1661 | +644.46 | 3.89 | 1278 | 383 | 76.9 | -0.09 | 4h 40m |
| Nov 2023 | bullish trending low vol | 1729 | +554.06 | 3.21 | 1311 | 418 | 75.8 | -0.09 | 4h 01m |
| Oct 2023 | bullish trending low vol | 925 | +375.98 | 4.07 | 720 | 205 | 77.8 | -0.14 | 8h 12m |
| Sep 2023 | bearish choppy low vol | 432 | +205.45 | 4.76 | 352 | 80 | 81.5 | -0.05 | 16h 01m |
| Aug 2023 | bearish choppy low vol | 812 | +472.38 | 5.82 | 616 | 196 | 75.9 | -0.39 | 9h 40m |
| Jul 2023 | bullish trending low vol | 948 | +384.30 | 4.06 | 719 | 229 | 75.8 | -0.06 | 7h 25m |
| Jun 2023 | bullish trending low vol | 1341 | +630.36 | 4.71 | 1022 | 319 | 76.2 | -0.18 | 5h 30m |
| May 2023 | bearish choppy low vol | 578 | +114.25 | 1.98 | 425 | 153 | 73.5 | -0.18 | 12h 54m |
| Apr 2023 | bullish trending low vol | 953 | +422.94 | 4.45 | 744 | 209 | 78.1 | -0.15 | 7h 25m |
| Mar 2023 | bullish trending high vol | 1843 | +844.44 | 4.59 | 1475 | 368 | 80.0 | -0.11 | 4h 02m |
| Feb 2023 | bullish trending low vol | 1192 | +465.98 | 3.92 | 951 | 241 | 79.8 | -0.11 | 5h 38m |
| Jan 2023 | bullish trending low vol | 1561 | +524.65 | 3.36 | 1155 | 406 | 74.0 | -0.27 | 4h 54m |
| Dec 2022 | bearish trending low vol | 793 | +467.14 | 5.90 | 633 | 160 | 79.8 | -0.08 | 9h 01m |
| Nov 2022 | bearish trending high vol | 3266 | +1406.50 | 4.31 | 2462 | 804 | 75.4 | -0.28 | 2h 13m |
| Oct 2022 | bullish choppy low vol | 999 | +381.99 | 3.83 | 791 | 208 | 79.2 | -0.22 | 7h 26m |
| Sep 2022 | bearish choppy high vol | 1643 | +455.58 | 2.78 | 1265 | 378 | 77.0 | -0.34 | 4h 22m |
| Aug 2022 | bullish choppy high vol | 1685 | +481.57 | 2.86 | 1306 | 379 | 77.5 | -0.21 | 4h 23m |
| Jul 2022 | bullish trending high vol | 2451 | +858.37 | 3.51 | 1926 | 525 | 78.6 | -0.25 | 3h 02m |
| Jun 2022 | bearish trending high vol | 4907 | +2124.62 | 4.34 | 3852 | 1055 | 78.5 | -0.33 | 1h 28m |
| May 2022 | bearish trending high vol | 5585 | +1746.80 | 3.14 | 4168 | 1417 | 74.6 | -1.01 | 1h 19m |
| Apr 2022 | bearish choppy high vol | 1644 | +766.38 | 4.68 | 1331 | 313 | 81.0 | -0.17 | 4h 24m |
| Mar 2022 | bullish choppy high vol | 1757 | +480.56 | 2.75 | 1356 | 401 | 77.2 | -0.23 | 4h 13m |
| Feb 2022 | bearish trending high vol | 2683 | +1298.14 | 4.86 | 2175 | 508 | 81.1 | -0.22 | 2h 31m |
| Jan 2022 | bearish trending high vol | 3592 | +1322.23 | 3.70 | 2768 | 824 | 77.1 | -0.55 | 2h 04m |
| Dec 2021 | bearish trending high vol | 3030 | +1373.77 | 4.56 | 2352 | 678 | 77.6 | -0.99 | 2h 27m |
| Nov 2021 | bearish trending high vol | 2435 | +811.62 | 3.35 | 1854 | 581 | 76.1 | -0.55 | 2h 57m |
| Oct 2021 | bullish trending high vol | 2167 | +609.09 | 2.83 | 1634 | 533 | 75.4 | -0.31 | 3h 27m |
| Sep 2021 | bearish trending high vol | 3953 | +1511.81 | 3.84 | 2921 | 1032 | 73.9 | -1.26 | 1h 49m |
| Aug 2021 | bullish trending high vol | 3208 | +798.51 | 2.50 | 2440 | 768 | 76.1 | -0.47 | 2h 21m |
| Jul 2021 | bullish trending high vol | 2559 | +1098.07 | 4.30 | 2071 | 488 | 80.9 | -0.37 | 2h 51m |
| Jun 2021 | bearish trending high vol | 5330 | +2142.68 | 4.03 | 4201 | 1129 | 78.8 | -0.6 | 1h 20m |
| May 2021 | bearish trending high vol | 12435 | +4322.92 | 3.49 | 8965 | 3470 | 72.1 | -4.24 | 0h 35m |
| Apr 2021 | bearish choppy high vol | 6826 | +2063.24 | 3.03 | 4986 | 1840 | 73.0 | -1.89 | 1h 03m |
| Mar 2021 | bullish choppy high vol | 3238 | +824.46 | 2.56 | 2437 | 801 | 75.3 | -1.19 | 2h 17m |
| Feb 2021 | bullish trending high vol | 8073 | +2498.89 | 3.10 | 5799 | 2274 | 71.8 | -3.92 | 0h 50m |
| Jan 2021 | bullish trending high vol | 7974 | +2438.25 | 3.06 | 5773 | 2201 | 72.4 | -17.1 | 0h 55m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -9.45 | -9.47 | 0 | 10 | 0.0 | -0.04 | 16h 27m |
| 2025 | 21759 | +7883.37 | 3.63 | 17081 | 4678 | 78.5 | -0.51 | 4h 01m |
| 2024 | 22836 | +8143.39 | 3.58 | 17512 | 5324 | 76.7 | -0.42 | 3h 51m |
| 2023 | 13975 | +5639.25 | 4.04 | 10768 | 3207 | 77.1 | -0.39 | 6h 17m |
| 2022 | 31005 | +11789.88 | 3.81 | 24033 | 6972 | 77.5 | -1.01 | 2h 49m |
| 2021 | 61228 | +20493.31 | 3.36 | 45433 | 15795 | 74.2 | -17.1 | 1h 25m |
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/1eb5b76e858079a0 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.