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ZaratustraV13

2020 · DeFi Summer & Pre-Halving Rally report · remiotore/ccxt-freqtrade · freqle.org/strategy/1eb5b76e858079a0

Run started · finished · took 39.9s

pairs 33 pairs timerange 20200101-20210101 mode futures timeframe 5m stake 100 USDT wallet 1000 USDT max open trades 10 fee exchange lowest tier
total profit+78.74%
final wallet1787 USDT
win rate73.3%
max drawdown-3.96%
market change+388.40%
vs market-309.66%
timeframe5m
profit factor1.28
expectancy ratio0.074
break-even fee0.2086%
sharpe19.976
sortino75.804
CAGR+78.5%
calmar103.728
avg leverage10.0x
avg MFE+1.47%
avg MAE-1.53%
avg profit/trade2.17%
avg duration4h 43m
best trade+105.81%
worst trade-41.53%
win/loss streak26 / 9
positive months12/13
consistent (3-mo)100.0%
worst 3-mo+8.63%
trades3634
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 →

Moderate Robustness verdict what's this?
likely annual return+77%
range (5th–95th)+53% … +108%
chance of profit100.0%
worst-5% outcome+48%
significance (p)0.0005
risk of ruin0.0%

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

MonthRegimeTradesProfit %Avg % WinLossWin %DD %Avg dur
Jan 2021 bullish trending high vol 2 -0.16 -8.13 0 2 0.0 -0.74 6h 52m
Dec 2020 bullish trending high vol 372 +6.74 1.83 280 92 75.3 -0.93 3h 53m
Nov 2020 bullish trending high vol 365 +5.50 1.51 272 93 74.5 -1.95 3h 53m
Oct 2020 bullish trending low vol 143 +2.55 1.78 109 34 76.2 -1.17 11h 01m
Sep 2020 bearish choppy high vol 301 +7.49 2.49 224 77 74.4 -1.06 4h 25m
Aug 2020 bullish trending low vol 236 +3.83 1.62 170 66 72.0 -1.24 6h 07m
Jul 2020 bullish choppy low vol 134 +2.25 1.68 100 34 74.6 -1.41 11h 28m
Jun 2020 bearish choppy high vol 127 +2.55 2.01 95 32 74.8 -0.66 10h 39m
May 2020 bullish trending high vol 277 +7.69 2.78 210 67 75.8 -1.46 5h 16m
Apr 2020 bullish choppy high vol 301 +11.01 3.67 227 74 75.4 -1.63 4h 50m
Mar 2020 bearish trending high vol 891 +18.19 2.05 606 285 68.0 -3.96 1h 30m
Feb 2020 bullish trending low vol 290 +7.06 2.44 222 68 76.6 -1.42 4h 38m
Jan 2020 bullish trending low vol 195 +4.03 2.07 147 48 75.4 -2.22 7h 29m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2021 2 -0.16 -8.13 0 2 0.0 -0.74 6h 52m
2020 3632 +78.89 2.18 2662 970 73.3 -3.96 4h 43m

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.