Freqebeta
freqle.org
ZaratustraV3
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/2f2c813fec5c7cb3
Run started · finished · took 857.8s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+44579.54%
final wallet446795 USDT
win rate75.9%
max drawdown-31.73%
market change+452.71%
vs market+44126.83%
timeframe15m
profit factor1.4
expectancy ratio0.097
sharpe265.166
sortino430.583
CAGR+238.6%
calmar8513.015
avg leverage10.0x
avg MFE+1.46%
avg MAE-1.34%
avg profit/trade2.42%
avg duration2h 18m
best trade+32.05%
worst trade-45.69%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+727.74%
trades184548
revision1
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 →
likely annual return+239%
range (5th–95th)+187% … +301%
chance of profit100.0%
worst-5% outcome+176%
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 | -10.72 | -10.77 | 0 | 10 | 0.0 | -0.03 | 10h 58m |
| Dec 2025 | bearish trending low vol | 1858 | +427.28 | 2.30 | 1470 | 388 | 79.1 | -0.15 | 3h 59m |
| Nov 2025 | bearish trending high vol | 3021 | +797.87 | 2.65 | 2382 | 639 | 78.8 | -0.35 | 2h 18m |
| Oct 2025 | bearish trending low vol | 2768 | +494.98 | 1.80 | 2135 | 633 | 77.1 | -0.57 | 2h 36m |
| Sep 2025 | bullish choppy low vol | 1396 | +318.07 | 2.28 | 1142 | 254 | 81.8 | -0.08 | 5h 09m |
| Aug 2025 | bearish choppy low vol | 2167 | +393.81 | 1.82 | 1750 | 417 | 80.8 | -0.18 | 3h 20m |
| Jul 2025 | bullish choppy low vol | 2443 | +545.46 | 2.24 | 1945 | 498 | 79.6 | -0.15 | 3h 03m |
| Jun 2025 | bearish choppy low vol | 1703 | +530.77 | 3.12 | 1398 | 305 | 82.1 | -0.14 | 4h 13m |
| May 2025 | bullish trending low vol | 2676 | +631.28 | 2.36 | 2167 | 509 | 81.0 | -0.24 | 2h 44m |
| Apr 2025 | bullish choppy low vol | 2407 | +511.94 | 2.13 | 1882 | 525 | 78.2 | -0.22 | 2h 57m |
| Mar 2025 | bearish trending high vol | 3030 | +575.21 | 1.90 | 2346 | 684 | 77.4 | -0.3 | 2h 24m |
| Feb 2025 | bearish trending low vol | 3624 | +1425.79 | 3.95 | 2883 | 741 | 79.6 | -0.27 | 1h 47m |
| Jan 2025 | bearish choppy low vol | 3236 | +716.72 | 2.22 | 2526 | 710 | 78.1 | -0.3 | 2h 14m |
| Dec 2024 | bullish trending low vol | 4426 | +1227.87 | 2.78 | 3319 | 1107 | 75.0 | -0.33 | 1h 37m |
| Nov 2024 | bullish trending low vol | 4259 | +956.61 | 2.25 | 3185 | 1074 | 74.8 | -0.32 | 1h 39m |
| Oct 2024 | bullish choppy low vol | 1555 | +325.97 | 2.10 | 1236 | 319 | 79.5 | -0.18 | 4h 46m |
| Sep 2024 | bearish choppy low vol | 1617 | +285.54 | 1.77 | 1320 | 297 | 81.6 | -0.1 | 4h 30m |
| Aug 2024 | bearish choppy high vol | 2732 | +507.01 | 1.86 | 2082 | 650 | 76.2 | -0.35 | 2h 37m |
| Jul 2024 | bearish trending low vol | 2355 | +766.20 | 3.26 | 1937 | 418 | 82.3 | -0.12 | 3h 08m |
| Jun 2024 | bearish choppy low vol | 1577 | +368.90 | 2.34 | 1235 | 342 | 78.3 | -0.35 | 4h 36m |
| May 2024 | bullish choppy high vol | 1739 | +301.35 | 1.74 | 1376 | 363 | 79.1 | -0.22 | 4h 10m |
| Apr 2024 | bearish choppy high vol | 3200 | +784.31 | 2.46 | 2438 | 762 | 76.2 | -0.92 | 2h 15m |
| Mar 2024 | bullish trending high vol | 3851 | +770.35 | 2.01 | 2857 | 994 | 74.2 | -0.28 | 1h 49m |
| Feb 2024 | bullish trending low vol | 1627 | +172.64 | 1.06 | 1252 | 375 | 77.0 | -0.36 | 4h 19m |
| Jan 2024 | bearish choppy high vol | 2443 | +544.17 | 2.23 | 1899 | 544 | 77.7 | -0.35 | 2h 58m |
| Dec 2023 | bullish trending low vol | 2441 | +469.55 | 1.93 | 1912 | 529 | 78.3 | -0.17 | 3h 06m |
| Nov 2023 | bullish trending low vol | 2420 | +523.58 | 2.17 | 1862 | 558 | 76.9 | -0.19 | 2h 56m |
| Oct 2023 | bullish trending low vol | 1403 | +316.77 | 2.26 | 1076 | 327 | 76.7 | -0.31 | 5h 18m |
| Sep 2023 | bearish choppy low vol | 878 | +202.53 | 2.31 | 688 | 190 | 78.4 | -0.12 | 8h 03m |
| Aug 2023 | bearish choppy low vol | 1271 | +208.44 | 1.64 | 955 | 316 | 75.1 | -0.4 | 6h 00m |
| Jul 2023 | bullish trending low vol | 1512 | +458.95 | 3.04 | 1176 | 336 | 77.8 | -0.35 | 4h 47m |
| Jun 2023 | bullish trending low vol | 1927 | +571.84 | 2.97 | 1480 | 447 | 76.8 | -0.34 | 3h 43m |
| May 2023 | bearish choppy low vol | 1092 | +244.71 | 2.24 | 849 | 243 | 77.7 | -0.18 | 6h 43m |
| Apr 2023 | bullish trending low vol | 1491 | +387.92 | 2.61 | 1171 | 320 | 78.5 | -0.23 | 4h 49m |
| Mar 2023 | bullish trending high vol | 2433 | +753.96 | 3.10 | 1911 | 522 | 78.5 | -0.18 | 3h 01m |
| Feb 2023 | bullish trending low vol | 1843 | +550.59 | 2.99 | 1469 | 374 | 79.7 | -0.14 | 3h 36m |
| Jan 2023 | bullish trending low vol | 2310 | +413.44 | 1.79 | 1744 | 566 | 75.5 | -0.79 | 3h 15m |
| Dec 2022 | bearish trending low vol | 1182 | +251.09 | 2.13 | 914 | 268 | 77.3 | -0.13 | 6h 06m |
| Nov 2022 | bearish trending high vol | 3502 | +526.34 | 1.51 | 2515 | 987 | 71.8 | -0.68 | 1h 59m |
| Oct 2022 | bullish choppy low vol | 1563 | +339.62 | 2.17 | 1251 | 312 | 80.0 | -0.2 | 4h 43m |
| Sep 2022 | bearish choppy high vol | 2420 | +392.55 | 1.62 | 1904 | 516 | 78.7 | -0.32 | 2h 56m |
| Aug 2022 | bullish choppy high vol | 2482 | +549.97 | 2.22 | 1987 | 495 | 80.1 | -0.34 | 2h 56m |
| Jul 2022 | bullish trending high vol | 3330 | +791.33 | 2.38 | 2640 | 690 | 79.3 | -0.38 | 2h 10m |
| Jun 2022 | bearish trending high vol | 5095 | +1529.63 | 3.01 | 3826 | 1269 | 75.1 | -0.47 | 1h 18m |
| May 2022 | bearish trending high vol | 5367 | +1563.34 | 2.92 | 3935 | 1432 | 73.3 | -1.25 | 1h 15m |
| Apr 2022 | bearish choppy high vol | 2397 | +799.07 | 3.36 | 1969 | 428 | 82.1 | -0.3 | 2h 58m |
| Mar 2022 | bullish choppy high vol | 2467 | +321.02 | 1.30 | 1927 | 540 | 78.1 | -0.49 | 2h 58m |
| Feb 2022 | bearish trending high vol | 3309 | +1140.64 | 3.46 | 2642 | 667 | 79.8 | -0.58 | 1h 57m |
| Jan 2022 | bearish trending high vol | 4111 | +1423.77 | 3.48 | 3165 | 946 | 77.0 | -0.96 | 1h 42m |
| Dec 2021 | bearish trending high vol | 3792 | +1079.63 | 2.87 | 2975 | 817 | 78.5 | -1.13 | 1h 53m |
| Nov 2021 | bearish trending high vol | 3195 | +850.12 | 2.67 | 2472 | 723 | 77.4 | -0.62 | 2h 13m |
| Oct 2021 | bullish trending high vol | 2935 | +506.43 | 1.73 | 2286 | 649 | 77.9 | -0.64 | 2h 30m |
| Sep 2021 | bearish trending high vol | 4475 | +1143.74 | 2.57 | 3348 | 1127 | 74.8 | -1.58 | 1h 31m |
| Aug 2021 | bullish trending high vol | 4083 | +739.16 | 1.82 | 3102 | 981 | 76.0 | -0.79 | 1h 46m |
| Jul 2021 | bullish trending high vol | 3322 | +794.48 | 2.40 | 2669 | 653 | 80.3 | -0.72 | 2h 08m |
| Jun 2021 | bearish trending high vol | 5614 | +1715.30 | 3.06 | 4292 | 1322 | 76.5 | -1.48 | 1h 09m |
| May 2021 | bearish trending high vol | 10314 | +2553.56 | 2.48 | 6926 | 3388 | 67.2 | -5.48 | 0h 36m |
| Apr 2021 | bearish choppy high vol | 6908 | +1910.73 | 2.77 | 4871 | 2037 | 70.5 | -1.9 | 0h 58m |
| Mar 2021 | bullish choppy high vol | 4159 | +612.79 | 1.48 | 3102 | 1057 | 74.6 | -2.07 | 1h 44m |
| Feb 2021 | bullish trending high vol | 7723 | +1986.46 | 2.58 | 5349 | 2374 | 69.3 | -6.34 | 0h 47m |
| Jan 2021 | bullish trending high vol | 8062 | +1587.13 | 1.97 | 5509 | 2553 | 68.3 | -31.73 | 0h 49m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -10.72 | -10.77 | 0 | 10 | 0.0 | -0.03 | 10h 58m |
| 2025 | 30329 | +7369.18 | 2.44 | 24026 | 6303 | 79.2 | -0.57 | 2h 50m |
| 2024 | 31381 | +7010.92 | 2.24 | 24136 | 7245 | 76.9 | -0.92 | 2h 45m |
| 2023 | 21021 | +5102.28 | 2.43 | 16293 | 4728 | 77.5 | -0.79 | 4h 09m |
| 2022 | 37225 | +9628.37 | 2.59 | 28675 | 8550 | 77.0 | -1.25 | 2h 16m |
| 2021 | 64582 | +15479.53 | 2.40 | 46901 | 17681 | 72.6 | -31.73 | 1h 16m |
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/2f2c813fec5c7cb3 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.