Freqebeta
freqle.org
ZaratustraV6
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/23a6c4008ec88f9b
Run started · finished · took 844.2s
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+412.10%
final wallet5121 USDT
win rate72.8%
max drawdown-27.57%
market change+447.44%
vs market-35.34%
timeframe5m
profit factor1.12
expectancy ratio0.033
sharpe11.305
sortino7.915
CAGR+38.6%
calmar29.511
avg MFE+2.15%
avg MAE-2.77%
avg profit/trade0.11%
avg duration11h 20m
best trade+9.17%
worst trade-14.98%
positive months38/61
consistent (3-mo)83.1%
worst 3-mo-37.19%
trades38420
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+39%
range (5th–95th)+22% … +56%
chance of profit100.0%
worst-5% outcome+18%
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 10 | -4.27 | -4.37 | 0 | 10 | 0.0 | -14.35 | 290h 44m |
| Dec 2025 | bearish trending low vol | 369 | -10.11 | -0.27 | 267 | 102 | 72.4 | -14.25 | 15h 22m |
| Nov 2025 | bearish trending high vol | 568 | +3.41 | 0.06 | 403 | 165 | 71.0 | -13.55 | 11h 34m |
| Oct 2025 | bearish trending low vol | 679 | -30.49 | -0.46 | 458 | 221 | 67.5 | -12.56 | 11h 35m |
| Sep 2025 | bullish choppy low vol | 444 | +2.78 | 0.06 | 308 | 136 | 69.4 | -2.16 | 16h 46m |
| Aug 2025 | bearish choppy low vol | 565 | -1.48 | -0.03 | 410 | 155 | 72.6 | -1.58 | 12h 00m |
| Jul 2025 | bullish choppy low vol | 517 | +7.55 | 0.14 | 372 | 145 | 72.0 | -1.84 | 14h 01m |
| Jun 2025 | bearish choppy low vol | 478 | -4.14 | -0.09 | 338 | 140 | 70.7 | -2.54 | 15h 25m |
| May 2025 | bullish trending low vol | 551 | +7.56 | 0.14 | 413 | 138 | 75.0 | -1.44 | 14h 26m |
| Apr 2025 | bullish choppy low vol | 482 | +10.99 | 0.22 | 369 | 113 | 76.6 | -1.69 | 13h 04m |
| Mar 2025 | bearish trending high vol | 731 | +7.48 | 0.10 | 545 | 186 | 74.6 | -1.35 | 9h 38m |
| Feb 2025 | bearish trending low vol | 655 | +46.31 | 0.72 | 518 | 137 | 79.1 | -4.03 | 11h 24m |
| Jan 2025 | bearish choppy low vol | 625 | -7.48 | -0.11 | 465 | 160 | 74.4 | -4.1 | 12h 04m |
| Dec 2024 | bullish trending low vol | 706 | +14.34 | 0.18 | 521 | 185 | 73.8 | -3.97 | 9h 41m |
| Nov 2024 | bullish trending low vol | 830 | +9.55 | 0.11 | 605 | 225 | 72.9 | -3.05 | 8h 52m |
| Oct 2024 | bullish choppy low vol | 389 | -4.89 | -0.13 | 256 | 133 | 65.8 | -2.51 | 19h 38m |
| Sep 2024 | bearish choppy low vol | 461 | +2.93 | 0.07 | 334 | 127 | 72.5 | -2.05 | 15h 04m |
| Aug 2024 | bearish choppy high vol | 717 | +26.64 | 0.38 | 546 | 171 | 76.2 | -2.33 | 11h 10m |
| Jul 2024 | bearish trending low vol | 543 | +5.61 | 0.11 | 399 | 144 | 73.5 | -1.87 | 12h 39m |
| Jun 2024 | bearish choppy low vol | 428 | +32.84 | 0.79 | 320 | 108 | 74.8 | -3.98 | 16h 23m |
| May 2024 | bullish choppy high vol | 492 | -4.02 | -0.07 | 350 | 142 | 71.1 | -4.47 | 14h 15m |
| Apr 2024 | bearish choppy high vol | 720 | +45.62 | 0.64 | 538 | 182 | 74.7 | -6.1 | 11h 00m |
| Mar 2024 | bullish trending high vol | 658 | -2.48 | -0.03 | 470 | 188 | 71.4 | -4.31 | 10h 10m |
| Feb 2024 | bullish trending low vol | 453 | +1.99 | 0.05 | 333 | 120 | 73.5 | -2.59 | 16h 24m |
| Jan 2024 | bearish choppy high vol | 567 | +9.65 | 0.18 | 406 | 161 | 71.6 | -5.66 | 14h 42m |
| Dec 2023 | bullish trending low vol | 476 | -1.18 | -0.03 | 340 | 136 | 71.4 | -4.42 | 16h 00m |
| Nov 2023 | bullish trending low vol | 526 | -4.95 | -0.09 | 368 | 158 | 70.0 | -4.14 | 11h 52m |
| Oct 2023 | bullish trending low vol | 416 | +7.63 | 0.18 | 303 | 113 | 72.8 | -1.99 | 25h 23m |
| Sep 2023 | bearish choppy low vol | 197 | -1.38 | -0.07 | 143 | 54 | 72.6 | -1.88 | 18h 34m |
| Aug 2023 | bearish choppy low vol | 411 | +9.63 | 0.24 | 301 | 110 | 73.2 | -2.56 | 22h 00m |
| Jul 2023 | bullish trending low vol | 407 | +6.90 | 0.17 | 282 | 125 | 69.3 | -2.24 | 13h 46m |
| Jun 2023 | bullish trending low vol | 453 | +17.83 | 0.40 | 326 | 127 | 72.0 | -6.49 | 20h 58m |
| May 2023 | bearish choppy low vol | 252 | -2.14 | -0.09 | 187 | 65 | 74.2 | -5.57 | 26h 37m |
| Apr 2023 | bullish trending low vol | 466 | +7.38 | 0.17 | 325 | 141 | 69.7 | -7.52 | 13h 29m |
| Mar 2023 | bullish trending high vol | 623 | -6.18 | -0.10 | 441 | 182 | 70.8 | -8.04 | 12h 07m |
| Feb 2023 | bullish trending low vol | 411 | -1.25 | -0.03 | 280 | 131 | 68.1 | -5.92 | 15h 57m |
| Jan 2023 | bullish trending low vol | 508 | +10.70 | 0.22 | 385 | 123 | 75.8 | -8.34 | 16h 10m |
| Dec 2022 | bearish trending low vol | 333 | +11.43 | 0.35 | 246 | 87 | 73.9 | -11.49 | 19h 15m |
| Nov 2022 | bearish trending high vol | 730 | +0.17 | -0.00 | 528 | 202 | 72.3 | -13.6 | 9h 49m |
| Oct 2022 | bullish choppy low vol | 356 | -16.04 | -0.46 | 240 | 116 | 67.4 | -11.82 | 23h 34m |
| Sep 2022 | bearish choppy high vol | 465 | -5.89 | -0.13 | 341 | 124 | 73.3 | -7.78 | 13h 05m |
| Aug 2022 | bullish choppy high vol | 527 | -1.04 | -0.01 | 353 | 174 | 67.0 | -7.53 | 13h 43m |
| Jul 2022 | bullish trending high vol | 758 | +8.19 | 0.11 | 554 | 204 | 73.1 | -8.77 | 9h 33m |
| Jun 2022 | bearish trending high vol | 932 | -1.59 | -0.01 | 695 | 237 | 74.6 | -9.65 | 7h 54m |
| May 2022 | bearish trending high vol | 973 | -2.20 | -0.03 | 724 | 249 | 74.4 | -8.45 | 7h 42m |
| Apr 2022 | bearish choppy high vol | 554 | +8.94 | 0.17 | 404 | 150 | 72.9 | -5.75 | 12h 19m |
| Mar 2022 | bullish choppy high vol | 537 | -12.44 | -0.27 | 362 | 175 | 67.4 | -7.11 | 13h 24m |
| Feb 2022 | bearish trending high vol | 813 | +6.45 | 0.09 | 589 | 224 | 72.4 | -3.94 | 8h 42m |
| Jan 2022 | bearish trending high vol | 817 | +18.76 | 0.24 | 635 | 182 | 77.7 | -4.37 | 8h 41m |
| Dec 2021 | bearish trending high vol | 834 | +33.28 | 0.40 | 614 | 220 | 73.6 | -9.12 | 9h 02m |
| Nov 2021 | bearish trending high vol | 591 | +10.04 | 0.19 | 431 | 160 | 72.9 | -10.84 | 12h 02m |
| Oct 2021 | bullish trending high vol | 533 | -5.90 | -0.13 | 370 | 163 | 69.4 | -11.18 | 14h 41m |
| Sep 2021 | bearish trending high vol | 861 | +21.81 | 0.25 | 625 | 236 | 72.6 | -10.81 | 7h 49m |
| Aug 2021 | bullish trending high vol | 853 | +12.76 | 0.14 | 610 | 243 | 71.5 | -5.23 | 8h 29m |
| Jul 2021 | bullish trending high vol | 774 | +12.12 | 0.16 | 574 | 200 | 74.2 | -7.64 | 9h 36m |
| Jun 2021 | bearish trending high vol | 1076 | +8.97 | 0.08 | 803 | 273 | 74.6 | -13.89 | 6h 34m |
| May 2021 | bearish trending high vol | 1867 | +68.35 | 0.40 | 1403 | 464 | 75.1 | -27.57 | 3h 51m |
| Apr 2021 | bearish choppy high vol | 1082 | +24.39 | 0.25 | 785 | 297 | 72.6 | -23.6 | 6h 50m |
| Mar 2021 | bullish choppy high vol | 798 | -12.62 | -0.16 | 570 | 228 | 71.4 | -26.89 | 8h 52m |
| Feb 2021 | bullish trending high vol | 1272 | +11.80 | 0.10 | 937 | 335 | 73.7 | -21.77 | 5h 18m |
| Jan 2021 | bullish trending high vol | 1300 | +3.49 | 0.03 | 963 | 337 | 74.1 | -18.32 | 5h 27m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -4.27 | -4.37 | 0 | 10 | 0.0 | -14.35 | 290h 44m |
| 2025 | 6664 | +32.38 | 0.05 | 4866 | 1798 | 73.0 | -14.25 | 12h 48m |
| 2024 | 6964 | +137.78 | 0.20 | 5078 | 1886 | 72.9 | -6.1 | 12h 39m |
| 2023 | 5146 | +42.99 | 0.09 | 3681 | 1465 | 71.5 | -8.34 | 17h 01m |
| 2022 | 7795 | +14.74 | 0.02 | 5671 | 2124 | 72.8 | -13.6 | 10h 59m |
| 2021 | 11841 | +188.49 | 0.17 | 8685 | 3156 | 73.3 | -27.57 | 7h 18m |
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/23a6c4008ec88f9b · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.