Freqebeta
freqle.org
CombinedBinHAndClucV8
Strategy League report · davidzr/freqtrade-strategies · freqle.org/strategy/2aa7111040807364
Run started · finished · took 352.7s
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+160.03%
final wallet2600 USDT
win rate77.6%
max drawdown-3.44%
market change+451.55%
vs market-291.52%
timeframe5m
profit factor1.87
expectancy ratio0.194
break-even fee0.4185%
sharpe5.811
sortino5.687
CAGR+21.1%
calmar86.715
avg MFE+2.62%
avg MAE-2.40%
avg profit/trade0.64%
avg duration2h 39m
best trade+23.60%
worst trade-34.15%
win/loss streak44 / 10
positive months49/60
consistent (3-mo)89.7%
worst 3-mo-2.43%
trades2513
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() / custom_exit() — 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+21%
range (5th–95th)+18% … +25%
chance of profit100.0%
worst-5% outcome+17%
significance (p)0.0005
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 90% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 18 | +0.93 | 0.51 | 12 | 6 | 66.7 | -0.79 | 4h 24m |
| Nov 2025 | bearish trending high vol | 38 | +1.81 | 0.48 | 28 | 10 | 73.7 | -0.84 | 2h 05m |
| Oct 2025 | bearish trending low vol | 19 | +0.53 | 0.28 | 12 | 7 | 63.2 | -0.89 | 3h 36m |
| Sep 2025 | bullish choppy low vol | 15 | -0.16 | -0.11 | 8 | 7 | 53.3 | -1.01 | 5h 43m |
| Aug 2025 | bullish choppy low vol | 17 | +0.21 | 0.13 | 13 | 4 | 76.5 | -0.81 | 4h 50m |
| Jul 2025 | bullish choppy low vol | 34 | +1.79 | 0.53 | 23 | 11 | 67.6 | -0.84 | 4h 42m |
| Jun 2025 | bearish choppy low vol | 15 | -0.67 | -0.45 | 8 | 7 | 53.3 | -0.99 | 3h 53m |
| May 2025 | bullish trending low vol | 31 | +1.38 | 0.44 | 24 | 7 | 77.4 | -0.63 | 3h 01m |
| Apr 2025 | bullish choppy low vol | 9 | +0.32 | 0.36 | 7 | 2 | 77.8 | -0.63 | 2h 39m |
| Mar 2025 | bearish trending high vol | 20 | +1.15 | 0.57 | 15 | 5 | 75.0 | -1.1 | 3h 03m |
| Feb 2025 | bearish trending low vol | 9 | -0.18 | -0.20 | 7 | 2 | 77.8 | -0.81 | 2h 49m |
| Jan 2025 | bearish choppy low vol | 37 | +2.17 | 0.59 | 29 | 8 | 78.4 | -1.16 | 2h 41m |
| Dec 2024 | bullish trending low vol | 67 | +3.70 | 0.55 | 49 | 18 | 73.1 | -1.53 | 2h 26m |
| Nov 2024 | bullish trending low vol | 139 | +4.74 | 0.34 | 99 | 40 | 71.2 | -1.93 | 3h 07m |
| Oct 2024 | bullish choppy low vol | 7 | +0.38 | 0.54 | 5 | 2 | 71.4 | -0.33 | 2h 15m |
| Sep 2024 | bearish choppy low vol | 5 | +0.41 | 0.82 | 4 | 1 | 80.0 | -0.5 | 5h 36m |
| Aug 2024 | bearish choppy high vol | 9 | +1.65 | 1.83 | 9 | 0 | 100.0 | -1.17 | 4h 33m |
| Jul 2024 | bearish trending low vol | 10 | +0.04 | 0.04 | 7 | 3 | 70.0 | -1.27 | 5h 40m |
| Jun 2024 | bearish choppy low vol | 10 | +0.23 | 0.23 | 7 | 3 | 70.0 | -1.36 | 7h 03m |
| May 2024 | bullish choppy high vol | 24 | -0.64 | -0.26 | 13 | 11 | 54.2 | -1.73 | 6h 07m |
| Apr 2024 | bearish choppy high vol | 10 | -2.02 | -2.01 | 5 | 5 | 50.0 | -1.1 | 3h 36m |
| Mar 2024 | bullish trending high vol | 48 | +1.79 | 0.37 | 37 | 11 | 77.1 | -1.11 | 2h 46m |
| Feb 2024 | bullish trending low vol | 37 | +4.48 | 1.21 | 33 | 4 | 89.2 | -0.35 | 4h 28m |
| Jan 2024 | bearish choppy high vol | 24 | +1.37 | 0.57 | 17 | 7 | 70.8 | -0.25 | 3h 13m |
| Dec 2023 | bullish trending low vol | 80 | +3.34 | 0.42 | 58 | 22 | 72.5 | -0.58 | 2h 41m |
| Nov 2023 | bullish trending low vol | 38 | +1.73 | 0.45 | 32 | 6 | 84.2 | -0.81 | 2h 16m |
| Oct 2023 | bullish trending low vol | 18 | +0.18 | 0.10 | 12 | 6 | 66.7 | -0.51 | 3h 51m |
| Sep 2023 | bearish choppy low vol | 11 | -0.54 | -0.49 | 6 | 5 | 54.5 | -0.32 | 9h 35m |
| Aug 2023 | bearish choppy low vol | 4 | +0.17 | 0.42 | 3 | 1 | 75.0 | -0.05 | 2h 35m |
| Jul 2023 | bullish trending low vol | 28 | +2.09 | 0.75 | 22 | 6 | 78.6 | -0.28 | 3h 09m |
| Jun 2023 | bullish trending low vol | 36 | +2.54 | 0.70 | 27 | 9 | 75.0 | -0.84 | 2h 53m |
| May 2023 | bearish choppy low vol | 6 | +0.17 | 0.28 | 4 | 2 | 66.7 | -0.33 | 4h 45m |
| Apr 2023 | bullish trending low vol | 15 | -0.16 | -0.11 | 9 | 6 | 60.0 | -0.36 | 3h 37m |
| Mar 2023 | bullish trending high vol | 33 | +1.56 | 0.47 | 25 | 8 | 75.8 | -0.35 | 2h 51m |
| Feb 2023 | bullish trending low vol | 24 | +0.38 | 0.16 | 16 | 8 | 66.7 | -0.45 | 4h 00m |
| Jan 2023 | bullish trending low vol | 63 | +2.92 | 0.46 | 39 | 24 | 61.9 | -0.78 | 3h 27m |
| Dec 2022 | bearish trending low vol | 6 | -0.17 | -0.29 | 4 | 2 | 66.7 | -0.38 | 6h 41m |
| Nov 2022 | bearish trending high vol | 14 | +0.02 | 0.01 | 9 | 5 | 64.3 | -0.38 | 4h 43m |
| Oct 2022 | bullish choppy low vol | 19 | +4.04 | 2.12 | 18 | 1 | 94.7 | -1.15 | 4h 40m |
| Sep 2022 | bearish choppy high vol | 24 | -2.01 | -0.84 | 15 | 9 | 62.5 | -1.29 | 3h 45m |
| Aug 2022 | bullish choppy high vol | 14 | +1.67 | 1.19 | 11 | 3 | 78.6 | -0.68 | 4h 00m |
| Jul 2022 | bearish trending high vol | 52 | +1.02 | 0.20 | 37 | 15 | 71.2 | -0.96 | 3h 23m |
| Jun 2022 | bearish trending high vol | 31 | +1.93 | 0.62 | 23 | 8 | 74.2 | -1.26 | 3h 01m |
| May 2022 | bearish trending high vol | 10 | -0.96 | -0.95 | 6 | 4 | 60.0 | -1.12 | 3h 08m |
| Apr 2022 | bearish choppy high vol | 7 | -1.13 | -1.61 | 3 | 4 | 42.9 | -0.63 | 3h 12m |
| Mar 2022 | bullish choppy high vol | 27 | +1.49 | 0.55 | 20 | 7 | 74.1 | -0.46 | 3h 10m |
| Feb 2022 | bearish trending high vol | 22 | +0.36 | 0.16 | 15 | 7 | 68.2 | -0.51 | 2h 47m |
| Jan 2022 | bearish trending high vol | 9 | +1.14 | 1.27 | 7 | 2 | 77.8 | -0.06 | 2h 46m |
| Dec 2021 | bearish trending high vol | 11 | +2.79 | 2.53 | 10 | 1 | 90.9 | -0.7 | 2h 04m |
| Nov 2021 | bullish trending high vol | 26 | +1.40 | 0.54 | 20 | 6 | 76.9 | -0.75 | 1h 58m |
| Oct 2021 | bullish trending high vol | 40 | +2.29 | 0.57 | 29 | 11 | 72.5 | -0.88 | 2h 56m |
| Sep 2021 | bearish trending high vol | 58 | +5.79 | 1.00 | 49 | 9 | 84.5 | -0.71 | 1h 35m |
| Aug 2021 | bullish trending high vol | 86 | +2.37 | 0.28 | 57 | 29 | 66.3 | -1.59 | 3h 00m |
| Jul 2021 | bearish trending high vol | 61 | +0.80 | 0.13 | 42 | 19 | 68.9 | -1.59 | 3h 45m |
| Jun 2021 | bearish trending high vol | 30 | +0.33 | 0.11 | 21 | 9 | 70.0 | -0.68 | 2h 37m |
| May 2021 | bearish trending high vol | 130 | +15.81 | 1.22 | 115 | 15 | 88.5 | -0.73 | 1h 28m |
| Apr 2021 | bearish choppy high vol | 183 | +26.22 | 1.43 | 168 | 15 | 91.8 | -0.62 | 1h 23m |
| Mar 2021 | bullish choppy high vol | 77 | +2.96 | 0.39 | 58 | 19 | 75.3 | -1.86 | 2h 04m |
| Feb 2021 | bullish trending high vol | 232 | +20.37 | 0.88 | 201 | 31 | 86.6 | -2.7 | 1h 38m |
| Jan 2021 | bullish trending high vol | 336 | +31.72 | 0.94 | 288 | 48 | 85.7 | -3.44 | 1h 35m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 262 | +9.28 | 0.35 | 186 | 76 | 71.0 | -1.16 | 3h 30m |
| 2024 | 390 | +16.13 | 0.41 | 285 | 105 | 73.1 | -1.93 | 3h 30m |
| 2023 | 356 | +14.38 | 0.40 | 253 | 103 | 71.1 | -0.84 | 3h 17m |
| 2022 | 235 | +7.40 | 0.31 | 168 | 67 | 71.5 | -1.29 | 3h 33m |
| 2021 | 1270 | +112.85 | 0.89 | 1058 | 212 | 83.3 | -3.44 | 1h 52m |
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/2aa7111040807364 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.