HurstCycle3
Strategy League report · jaredrsommer/freqtradestrategies · freqle.org/strategy/2689dafc979ecb6e
Run finished · took 107.7s
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 15m 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 →
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 0% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-90%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Apr 2021 | bearish choppy high vol | 13 | -0.88 | -0.68 | 4 | 9 | 30.8 | -90.07 | 2h 02m |
| Mar 2021 | bullish choppy high vol | 295 | -12.67 | -0.43 | 117 | 178 | 39.7 | -89.79 | 1h 48m |
| Feb 2021 | bullish trending high vol | 745 | -17.44 | -0.23 | 359 | 386 | 48.2 | -77.19 | 1h 29m |
| Jan 2021 | bullish trending high vol | 1365 | -59.07 | -0.43 | 587 | 778 | 43.0 | -59.1 | 1h 27m |
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/2689dafc979ecb6e · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.