Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.248
has minimal roi
Indicators
Bollinger_Bands
RSI
talib
Concepts
mean_reversion
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class CombinedStrategy(IStrategy): INTERFACE_VERSION = 3 # Hyperopt-derived ROI minimal_roi = { "0": 0.093, "17": 0.075, "60": 0.011, "165": 0 } # Hyperopt-derived Stoploss stoploss = -0.248 timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Bollinger Bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # Double Confirmation: # 1. Very Oversold (RSI < 18 from Hyperopt) (dataframe['rsi'] < 18) & # 2. Price below Lower Bollinger Band (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['volume'] > 0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( # Take profit if Very Overbought (RSI > 89) (dataframe['rsi'] > 89) | # OR Price spikes above Upper Bollinger Band (dataframe['close'] > dataframe['bb_upperband']) ) & (dataframe['volume'] > 0) ), 'exit_long'] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsRun finished · took 295.2s
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-49.46%
final wallet505 USDT
win rate61.7%
max drawdown-74.73%
market change+451.55%
vs market-501.01%
timeframe5m
profit factor0.93
expectancy ratio-0.027
break-even fee0.0719%
sharpe-1.702
sortino-1.394
CAGR-12.8%
calmar-0.692
avg MFE+1.50%
avg MAE-2.31%
avg profit/trade-0.06%
avg duration2h 54m
best trade+9.33%
worst trade-24.95%
win/loss streak41 / 20
positive months27/61
consistent (3-mo)39.0%
worst 3-mo-65.52%
trades8788
revision1
likely annual return-13%
range (5th–95th)-19% … -6%
chance of profit0.0%
worst-5% outcome-20%
significance (p)0.962
risk of ruin0.0%
- profit isn't statistically significant (p=0.96) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 39% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-75%)
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 | 2 | -0.44 | -2.21 | 0 | 2 | 0.0 | -74.73 | 7h 15m |
| Dec 2025 | bearish trending low vol | 133 | -6.61 | -0.50 | 58 | 75 | 43.6 | -74.51 | 3h 07m |
| Nov 2025 | bearish trending high vol | 97 | +1.79 | 0.18 | 61 | 36 | 62.9 | -72.91 | 2h 54m |
| Oct 2025 | bearish trending low vol | 142 | -60.70 | -4.27 | 77 | 65 | 54.2 | -72.1 | 2h 29m |
| Sep 2025 | bullish choppy low vol | 138 | -1.75 | -0.13 | 78 | 60 | 56.5 | -42.3 | 3h 19m |
| Aug 2025 | bullish choppy low vol | 139 | +0.30 | 0.02 | 72 | 67 | 51.8 | -41.13 | 2h 45m |
| Jul 2025 | bullish choppy low vol | 79 | +4.28 | 0.54 | 52 | 27 | 65.8 | -43.18 | 2h 37m |
| Jun 2025 | bearish choppy low vol | 134 | -2.99 | -0.22 | 62 | 72 | 46.3 | -44.4 | 3h 11m |
| May 2025 | bullish trending low vol | 116 | -0.79 | -0.07 | 64 | 52 | 55.2 | -41.67 | 3h 06m |
| Apr 2025 | bullish choppy low vol | 162 | +0.81 | 0.05 | 99 | 63 | 61.1 | -42.83 | 2h 52m |
| Mar 2025 | bearish trending high vol | 144 | -7.16 | -0.50 | 77 | 67 | 53.5 | -42.35 | 3h 26m |
| Feb 2025 | bearish trending low vol | 180 | -3.07 | -0.17 | 102 | 78 | 56.7 | -39.48 | 3h 09m |
| Jan 2025 | bearish choppy low vol | 156 | -12.21 | -0.78 | 82 | 74 | 52.6 | -36.94 | 3h 49m |
| Dec 2024 | bullish trending low vol | 152 | +5.88 | 0.39 | 106 | 46 | 69.7 | -33.76 | 2h 34m |
| Nov 2024 | bullish trending low vol | 107 | +11.37 | 1.06 | 88 | 19 | 82.2 | -39.58 | 2h 18m |
| Oct 2024 | bullish choppy low vol | 143 | -3.01 | -0.21 | 89 | 54 | 62.2 | -40.6 | 3h 05m |
| Sep 2024 | bearish choppy low vol | 126 | +4.92 | 0.39 | 82 | 44 | 65.1 | -40.34 | 2h 56m |
| Aug 2024 | bearish choppy high vol | 191 | -7.11 | -0.37 | 91 | 100 | 47.6 | -41.81 | 3h 23m |
| Jul 2024 | bearish trending low vol | 170 | -6.50 | -0.38 | 96 | 74 | 56.5 | -38.83 | 3h 07m |
| Jun 2024 | bearish choppy low vol | 180 | -10.06 | -0.56 | 91 | 89 | 50.6 | -33.63 | 3h 26m |
| May 2024 | bullish choppy high vol | 138 | +1.19 | 0.09 | 87 | 51 | 63.0 | -30.13 | 3h 11m |
| Apr 2024 | bearish choppy high vol | 182 | -21.02 | -1.15 | 89 | 93 | 48.9 | -28.79 | 3h 31m |
| Mar 2024 | bullish trending high vol | 109 | +5.19 | 0.48 | 80 | 29 | 73.4 | -21.52 | 2h 10m |
| Feb 2024 | bullish trending low vol | 107 | +3.41 | 0.32 | 74 | 33 | 69.2 | -22.9 | 2h 44m |
| Jan 2024 | bearish choppy high vol | 175 | -1.06 | -0.06 | 102 | 73 | 58.3 | -24.28 | 3h 02m |
| Dec 2023 | bullish trending low vol | 159 | +6.72 | 0.42 | 118 | 41 | 74.2 | -25.4 | 2h 53m |
| Nov 2023 | bullish trending low vol | 125 | +10.51 | 0.84 | 106 | 19 | 84.8 | -30.61 | 2h 03m |
| Oct 2023 | bullish trending low vol | 147 | +2.25 | 0.15 | 102 | 45 | 69.4 | -32.86 | 2h 41m |
| Sep 2023 | bearish choppy low vol | 135 | -0.71 | -0.05 | 80 | 55 | 59.3 | -32.52 | 3h 08m |
| Aug 2023 | bearish choppy low vol | 192 | -5.28 | -0.27 | 106 | 86 | 55.2 | -31.43 | 3h 32m |
| Jul 2023 | bullish trending low vol | 158 | -0.63 | -0.04 | 97 | 61 | 61.4 | -29.15 | 2h 59m |
| Jun 2023 | bullish trending low vol | 198 | +2.71 | 0.14 | 145 | 53 | 73.2 | -31.72 | 2h 41m |
| May 2023 | bearish choppy low vol | 189 | +2.19 | 0.12 | 123 | 66 | 65.1 | -31.23 | 2h 43m |
| Apr 2023 | bullish trending low vol | 143 | -2.08 | -0.15 | 78 | 65 | 54.5 | -31.02 | 2h 49m |
| Mar 2023 | bullish trending high vol | 127 | -6.49 | -0.51 | 76 | 51 | 59.8 | -30.5 | 3h 09m |
| Feb 2023 | bullish trending low vol | 149 | +2.03 | 0.14 | 93 | 56 | 62.4 | -28.9 | 2h 49m |
| Jan 2023 | bullish trending low vol | 119 | +5.72 | 0.48 | 86 | 33 | 72.3 | -30.55 | 2h 33m |
| Dec 2022 | bearish trending low vol | 226 | -5.76 | -0.25 | 119 | 107 | 52.7 | -30.82 | 3h 03m |
| Nov 2022 | bearish trending high vol | 193 | -0.22 | -0.01 | 117 | 76 | 60.6 | -28.13 | 2h 45m |
| Oct 2022 | bullish choppy low vol | 162 | -0.84 | -0.05 | 91 | 71 | 56.2 | -28.85 | 3h 13m |
| Sep 2022 | bearish choppy high vol | 157 | -3.61 | -0.23 | 89 | 68 | 56.7 | -27.31 | 3h 08m |
| Aug 2022 | bullish choppy high vol | 210 | -0.09 | -0.00 | 131 | 79 | 62.4 | -25.75 | 2h 50m |
| Jul 2022 | bearish trending high vol | 106 | +0.32 | 0.03 | 60 | 46 | 56.6 | -25.58 | 2h 40m |
| Jun 2022 | bearish trending high vol | 183 | -6.74 | -0.37 | 96 | 87 | 52.5 | -26.24 | 3h 07m |
| May 2022 | bearish trending high vol | 167 | +7.41 | 0.44 | 117 | 50 | 70.1 | -28.89 | 2h 28m |
| Apr 2022 | bearish choppy high vol | 170 | -10.39 | -0.61 | 90 | 80 | 52.9 | -25.76 | 3h 48m |
| Mar 2022 | bullish choppy high vol | 115 | +0.84 | 0.07 | 63 | 52 | 54.8 | -22.32 | 3h 02m |
| Feb 2022 | bearish trending high vol | 195 | -3.15 | -0.16 | 126 | 69 | 64.6 | -20.98 | 2h 50m |
| Jan 2022 | bearish trending high vol | 145 | -6.32 | -0.44 | 80 | 65 | 55.2 | -24.17 | 3h 37m |
| Dec 2021 | bearish trending high vol | 126 | -12.58 | -1.00 | 68 | 58 | 54.0 | -19.2 | 2h 57m |
| Nov 2021 | bullish trending high vol | 130 | -5.45 | -0.42 | 72 | 58 | 55.4 | -10.37 | 3h 26m |
| Oct 2021 | bullish trending high vol | 137 | +1.34 | 0.10 | 94 | 43 | 68.6 | -8.55 | 2h 23m |
| Sep 2021 | bearish trending high vol | 125 | -0.28 | -0.02 | 89 | 36 | 71.2 | -10.87 | 2h 59m |
| Aug 2021 | bullish trending high vol | 109 | +4.80 | 0.44 | 84 | 25 | 77.1 | -10.13 | 2h 24m |
| Jul 2021 | bearish trending high vol | 121 | -0.83 | -0.07 | 70 | 51 | 57.9 | -10.15 | 2h 42m |
| Jun 2021 | bearish trending high vol | 129 | -7.83 | -0.61 | 69 | 60 | 53.5 | -9.99 | 3h 26m |
| May 2021 | bearish trending high vol | 156 | +14.27 | 0.92 | 118 | 38 | 75.6 | -16.08 | 1h 49m |
| Apr 2021 | bearish choppy high vol | 101 | +10.72 | 1.06 | 83 | 18 | 82.2 | -5.35 | 1h 32m |
| Mar 2021 | bullish choppy high vol | 118 | +5.81 | 0.49 | 92 | 26 | 78.0 | -3.44 | 2h 19m |
| Feb 2021 | bullish trending high vol | 129 | +22.41 | 1.74 | 110 | 19 | 85.3 | -3.9 | 1h 32m |
| Jan 2021 | bullish trending high vol | 135 | +35.15 | 2.60 | 121 | 14 | 89.6 | -0.71 | 1h 34m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 2 | -0.44 | -2.21 | 0 | 2 | 0.0 | -74.73 | 7h 15m |
| 2025 | 1620 | -88.10 | -0.54 | 884 | 736 | 54.6 | -74.51 | 3h 05m |
| 2024 | 1780 | -16.80 | -0.09 | 1075 | 705 | 60.4 | -41.81 | 3h 01m |
| 2023 | 1841 | +16.94 | 0.09 | 1210 | 631 | 65.7 | -32.86 | 2h 51m |
| 2022 | 2029 | -28.55 | -0.14 | 1179 | 850 | 58.1 | -30.82 | 3h 02m |
| 2021 | 1516 | +67.53 | 0.45 | 1070 | 446 | 70.6 | -19.2 | 2h 25m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
no lookahead patterns · 1 thing(s) worth reviewing before trusting the numbers
| Line | Pattern | Detail | |
|---|---|---|---|
| 6 | review | missing_startup_candles | uses recursive indicators (RSI) but startup_candle_count is not set (default 0). Their value at a bar depends on all bars before it, so freqtrade trims no warmup and the backtest opens with unwarmed values that can't occur live. The longest lookback visible here is RSI(timeperiod=14) needing 8x warmup, so it needs at least that many. Set it to a few times the longest period and confirm with `freqtrade recursive-analysis` |
ran by Ron · took s
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.