MoneyFlowStrategy
Strategy League report · mlsys-io/PortfolioBench · freqle.org/strategy/224e7f4f684bde02
Run finished · took 300.4s
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 13% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-92%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| May 2022 | bearish trending high vol | 67 | -4.43 | -0.66 | 30 | 37 | 44.8 | -91.54 | 3h 39m |
| Apr 2022 | bearish choppy high vol | 92 | -3.36 | -0.36 | 52 | 40 | 56.5 | -87.74 | 5h 15m |
| Mar 2022 | bullish choppy high vol | 113 | -1.47 | -0.13 | 64 | 49 | 56.6 | -85.71 | 4h 46m |
| Feb 2022 | bearish trending high vol | 156 | -2.39 | -0.15 | 88 | 68 | 56.4 | -84.08 | 3h 50m |
| Jan 2022 | bearish trending high vol | 173 | -4.30 | -0.25 | 99 | 74 | 57.2 | -84.04 | 4h 35m |
| Dec 2021 | bearish trending high vol | 223 | -8.59 | -0.39 | 123 | 100 | 55.2 | -77.88 | 4h 31m |
| Nov 2021 | bullish trending high vol | 272 | -3.36 | -0.12 | 163 | 109 | 59.9 | -71.13 | 5h 20m |
| Oct 2021 | bullish trending high vol | 304 | -5.55 | -0.18 | 167 | 137 | 54.9 | -68.65 | 5h 48m |
| Sep 2021 | bearish trending high vol | 360 | -2.15 | -0.06 | 210 | 150 | 58.3 | -63.56 | 4h 38m |
| Aug 2021 | bullish trending high vol | 412 | -10.45 | -0.25 | 239 | 173 | 58.0 | -61.74 | 4h 29m |
| Jul 2021 | bearish trending high vol | 416 | -8.44 | -0.20 | 237 | 179 | 57.0 | -56.14 | 4h 46m |
| Jun 2021 | bearish trending high vol | 445 | -20.95 | -0.47 | 238 | 207 | 53.5 | -49.53 | 4h 28m |
| May 2021 | bearish trending high vol | 607 | -19.90 | -0.33 | 317 | 290 | 52.2 | -30.77 | 3h 50m |
| Apr 2021 | bearish choppy high vol | 713 | +15.73 | 0.22 | 444 | 269 | 62.3 | -20.45 | 4h 08m |
| Mar 2021 | bullish choppy high vol | 669 | +11.01 | 0.16 | 418 | 251 | 62.5 | -30.1 | 4h 43m |
| Feb 2021 | bullish trending high vol | 697 | -13.05 | -0.19 | 395 | 302 | 56.7 | -30.61 | 3h 24m |
| Jan 2021 | bullish trending high vol | 822 | -8.48 | -0.10 | 465 | 357 | 56.6 | -22.47 | 3h 20m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2022 | 601 | -15.95 | -0.26 | 333 | 268 | 55.4 | -91.54 | 4h 25m |
| 2021 | 5940 | -74.18 | -0.12 | 3416 | 2524 | 57.5 | -77.88 | 4h 15m |
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/224e7f4f684bde02 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.