Freqebeta
freqle.org
ZaratustraV16
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/2e345d2e012aa0f2
Run started · finished · took 1327.1s
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+44494.63%
final wallet445946 USDT
win rate59.2%
max drawdown-21.3%
market change+447.44%
vs market+44047.19%
timeframe5m
profit factor1.27
expectancy ratio0.111
sharpe294.811
sortino2810.443
CAGR+238.5%
calmar7035.628
avg leverage10.0x
avg MFE+1.30%
avg MAE-1.08%
avg profit/trade1.74%
avg duration1h 42m
best trade+238.24%
worst trade-31.05%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+743.76%
trades255949
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+240%
range (5th–95th)+192% … +296%
chance of profit100.0%
worst-5% outcome+181%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% of rolling 3-month windows
- comfortably beat buy-and-hold
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 | -5.77 | -5.77 | 2 | 8 | 20.0 | -0.02 | 11h 54m |
| Dec 2025 | bearish trending low vol | 2027 | +561.18 | 2.77 | 1334 | 693 | 65.8 | -0.22 | 3h 40m |
| Nov 2025 | bearish trending high vol | 3709 | +188.35 | 0.51 | 2116 | 1593 | 57.1 | -0.4 | 1h 55m |
| Oct 2025 | bearish trending low vol | 3547 | +866.70 | 2.45 | 2120 | 1427 | 59.8 | -0.58 | 2h 05m |
| Sep 2025 | bullish choppy low vol | 1424 | +133.97 | 0.95 | 845 | 579 | 59.3 | -0.14 | 5h 05m |
| Aug 2025 | bearish choppy low vol | 2432 | +381.76 | 1.58 | 1511 | 921 | 62.1 | -0.13 | 3h 01m |
| Jul 2025 | bullish choppy low vol | 2660 | +569.58 | 2.15 | 1706 | 954 | 64.1 | -0.11 | 2h 51m |
| Jun 2025 | bearish choppy low vol | 1893 | +339.32 | 1.80 | 1190 | 703 | 62.9 | -0.22 | 3h 46m |
| May 2025 | bullish trending low vol | 2780 | +522.94 | 1.89 | 1755 | 1025 | 63.1 | -0.3 | 2h 40m |
| Apr 2025 | bullish choppy low vol | 3149 | +629.05 | 2.00 | 1975 | 1174 | 62.7 | -0.29 | 2h 17m |
| Mar 2025 | bearish trending high vol | 4032 | +675.27 | 1.68 | 2446 | 1586 | 60.7 | -0.37 | 1h 50m |
| Feb 2025 | bearish trending low vol | 4904 | +1112.54 | 2.28 | 3036 | 1868 | 61.9 | -0.36 | 1h 21m |
| Jan 2025 | bearish choppy low vol | 4226 | +731.60 | 1.74 | 2588 | 1638 | 61.2 | -0.27 | 1h 46m |
| Dec 2024 | bullish trending low vol | 6589 | +1024.77 | 1.56 | 3869 | 2720 | 58.7 | -0.7 | 1h 08m |
| Nov 2024 | bullish trending low vol | 6002 | +528.00 | 0.88 | 3477 | 2525 | 57.9 | -0.36 | 1h 11m |
| Oct 2024 | bullish choppy low vol | 1684 | +221.92 | 1.32 | 1026 | 658 | 60.9 | -0.18 | 4h 25m |
| Sep 2024 | bearish choppy low vol | 1506 | +315.98 | 2.11 | 974 | 532 | 64.7 | -0.13 | 4h 52m |
| Aug 2024 | bearish choppy high vol | 3550 | +794.90 | 2.25 | 2182 | 1368 | 61.5 | -0.28 | 2h 03m |
| Jul 2024 | bearish trending low vol | 2554 | +688.72 | 2.71 | 1650 | 904 | 64.6 | -0.23 | 2h 56m |
| Jun 2024 | bearish choppy low vol | 1609 | +482.66 | 3.01 | 944 | 665 | 58.7 | -0.28 | 4h 27m |
| May 2024 | bullish choppy high vol | 1924 | +274.92 | 1.43 | 1182 | 742 | 61.4 | -0.22 | 3h 51m |
| Apr 2024 | bearish choppy high vol | 3980 | +1110.71 | 2.80 | 2467 | 1513 | 62.0 | -0.34 | 1h 50m |
| Mar 2024 | bullish trending high vol | 5375 | +816.96 | 1.52 | 3194 | 2181 | 59.4 | -0.33 | 1h 21m |
| Feb 2024 | bullish trending low vol | 1854 | +351.33 | 1.90 | 1131 | 723 | 61.0 | -0.15 | 3h 47m |
| Jan 2024 | bearish choppy high vol | 2886 | +679.53 | 2.36 | 1742 | 1144 | 60.4 | -0.63 | 2h 33m |
| Dec 2023 | bullish trending low vol | 2754 | +609.17 | 2.22 | 1676 | 1078 | 60.9 | -0.14 | 2h 48m |
| Nov 2023 | bullish trending low vol | 2854 | +686.90 | 2.41 | 1762 | 1092 | 61.7 | -0.21 | 2h 27m |
| Oct 2023 | bullish trending low vol | 1607 | +329.61 | 2.05 | 971 | 636 | 60.4 | -0.27 | 4h 44m |
| Sep 2023 | bearish choppy low vol | 838 | +146.26 | 1.75 | 518 | 320 | 61.8 | -0.17 | 8h 23m |
| Aug 2023 | bearish choppy low vol | 1290 | +649.58 | 5.04 | 831 | 459 | 64.4 | -0.22 | 6h 01m |
| Jul 2023 | bullish trending low vol | 1610 | +400.90 | 2.49 | 988 | 622 | 61.4 | -0.19 | 4h 23m |
| Jun 2023 | bullish trending low vol | 2211 | +681.44 | 3.09 | 1342 | 869 | 60.7 | -0.36 | 3h 18m |
| May 2023 | bearish choppy low vol | 1066 | +241.78 | 2.27 | 668 | 398 | 62.7 | -0.19 | 6h 55m |
| Apr 2023 | bullish trending low vol | 1600 | +475.49 | 2.98 | 1009 | 591 | 63.1 | -0.18 | 4h 31m |
| Mar 2023 | bullish trending high vol | 3160 | +817.58 | 2.59 | 1997 | 1163 | 63.2 | -0.3 | 2h 21m |
| Feb 2023 | bullish trending low vol | 2064 | +525.09 | 2.55 | 1317 | 747 | 63.8 | -0.3 | 3h 15m |
| Jan 2023 | bullish trending low vol | 2735 | +462.15 | 1.69 | 1570 | 1165 | 57.4 | -0.42 | 2h 45m |
| Dec 2022 | bearish trending low vol | 1305 | +482.17 | 3.70 | 836 | 469 | 64.1 | -0.12 | 5h 37m |
| Nov 2022 | bearish trending high vol | 5606 | +1030.38 | 1.84 | 3206 | 2400 | 57.2 | -0.77 | 1h 17m |
| Oct 2022 | bullish choppy low vol | 1627 | +467.80 | 2.88 | 1059 | 568 | 65.1 | -0.25 | 4h 34m |
| Sep 2022 | bearish choppy high vol | 2792 | +619.58 | 2.22 | 1749 | 1043 | 62.6 | -0.34 | 2h 34m |
| Aug 2022 | bullish choppy high vol | 2971 | +784.00 | 2.64 | 1919 | 1052 | 64.6 | -0.23 | 2h 30m |
| Jul 2022 | bullish trending high vol | 4162 | +897.91 | 2.16 | 2618 | 1544 | 62.9 | -0.32 | 1h 47m |
| Jun 2022 | bearish trending high vol | 8165 | +1643.02 | 2.02 | 4932 | 3233 | 60.4 | -0.71 | 0h 52m |
| May 2022 | bearish trending high vol | 9224 | +1171.69 | 1.27 | 5287 | 3937 | 57.3 | -1.11 | 0h 47m |
| Apr 2022 | bearish choppy high vol | 2694 | +663.45 | 2.47 | 1720 | 974 | 63.8 | -0.51 | 2h 40m |
| Mar 2022 | bullish choppy high vol | 3078 | +573.34 | 1.88 | 1910 | 1168 | 62.1 | -0.48 | 2h 24m |
| Feb 2022 | bearish trending high vol | 4411 | +1165.69 | 2.66 | 2817 | 1594 | 63.9 | -0.4 | 1h 31m |
| Jan 2022 | bearish trending high vol | 5740 | +1182.73 | 2.07 | 3490 | 2250 | 60.8 | -0.88 | 1h 17m |
| Dec 2021 | bearish trending high vol | 5002 | +1133.04 | 2.28 | 3045 | 1957 | 60.9 | -1.53 | 1h 29m |
| Nov 2021 | bearish trending high vol | 3963 | +863.36 | 2.19 | 2434 | 1529 | 61.4 | -0.95 | 1h 48m |
| Oct 2021 | bullish trending high vol | 3779 | +738.43 | 1.96 | 2288 | 1491 | 60.5 | -0.6 | 1h 58m |
| Sep 2021 | bearish trending high vol | 6809 | +1323.40 | 1.95 | 3889 | 2920 | 57.1 | -2.26 | 1h 02m |
| Aug 2021 | bullish trending high vol | 5686 | +742.86 | 1.31 | 3395 | 2291 | 59.7 | -1.03 | 1h 18m |
| Jul 2021 | bullish trending high vol | 4350 | +988.94 | 2.28 | 2767 | 1583 | 63.6 | -0.63 | 1h 42m |
| Jun 2021 | bearish trending high vol | 9064 | +1508.68 | 1.67 | 5431 | 3633 | 59.9 | -2.11 | 0h 47m |
| May 2021 | bearish trending high vol | 19890 | +1571.32 | 0.79 | 10527 | 9363 | 52.9 | -6.61 | 0h 21m |
| Apr 2021 | bearish choppy high vol | 11779 | +1265.20 | 1.08 | 6532 | 5247 | 55.5 | -4.52 | 0h 36m |
| Mar 2021 | bullish choppy high vol | 5723 | +767.32 | 1.35 | 3399 | 2324 | 59.4 | -2.06 | 1h 18m |
| Feb 2021 | bullish trending high vol | 13819 | +1486.41 | 1.08 | 7518 | 6301 | 54.4 | -9.26 | 0h 28m |
| Jan 2021 | bullish trending high vol | 14215 | +1401.06 | 0.99 | 7724 | 6491 | 54.3 | -21.3 | 0h 30m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -5.77 | -5.77 | 2 | 8 | 20.0 | -0.02 | 11h 54m |
| 2025 | 36783 | +6712.26 | 1.83 | 22622 | 14161 | 61.5 | -0.58 | 2h 22m |
| 2024 | 39513 | +7290.40 | 1.85 | 23838 | 15675 | 60.3 | -0.7 | 2h 13m |
| 2023 | 23789 | +6025.95 | 2.54 | 14649 | 9140 | 61.6 | -0.42 | 3h 41m |
| 2022 | 51775 | +10681.76 | 2.07 | 31543 | 20232 | 60.9 | -1.11 | 1h 41m |
| 2021 | 104079 | +13790.02 | 1.33 | 58949 | 45130 | 56.6 | -21.3 | 0h 50m |
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/2e345d2e012aa0f2 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.