Freqebeta
freqle.org
EI3v2_tag_cofi_green_Future_Long_3
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/31780145d9613bde
Run started · finished · took 984.7s
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+610.16%
final wallet7102 USDT
win rate94.7%
max drawdown-6.81%
market change+447.44%
vs market+162.72%
timeframe5m
profit factor1.93
expectancy ratio0.049
sharpe17.146
sortino8.037
CAGR+48.0%
calmar110.36
avg MFE+1.66%
avg MAE-3.38%
avg profit/trade0.65%
avg duration9h 50m
best trade+14.13%
worst trade-51.80%
positive months48/60
consistent (3-mo)82.8%
worst 3-mo-11.79%
trades9641
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+48%
range (5th–95th)+44% … +53%
chance of profit100.0%
worst-5% outcome+42%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 83% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 49 | +3.31 | 0.68 | 45 | 4 | 91.8 | -1.46 | 17h 50m |
| Nov 2025 | bearish trending high vol | 161 | +1.32 | 0.08 | 148 | 13 | 91.9 | -1.48 | 10h 55m |
| Oct 2025 | bearish trending low vol | 98 | +6.66 | 0.69 | 96 | 2 | 98.0 | -0.83 | 5h 39m |
| Sep 2025 | bullish choppy low vol | 23 | +3.42 | 1.49 | 23 | 0 | 100.0 | -0.23 | 2h 32m |
| Aug 2025 | bearish choppy low vol | 27 | +0.16 | 0.06 | 24 | 3 | 88.9 | -0.25 | 14h 55m |
| Jul 2025 | bullish choppy low vol | 132 | +12.48 | 0.95 | 127 | 5 | 96.2 | -0.61 | 6h 59m |
| Jun 2025 | bearish choppy low vol | 60 | -1.19 | -0.18 | 50 | 10 | 83.3 | -0.91 | 18h 02m |
| May 2025 | bullish trending low vol | 100 | +5.98 | 0.61 | 92 | 8 | 92.0 | -0.42 | 13h 42m |
| Apr 2025 | bullish choppy low vol | 90 | +1.49 | 0.16 | 81 | 9 | 90.0 | -1.08 | 14h 10m |
| Mar 2025 | bearish trending high vol | 103 | +5.70 | 0.59 | 95 | 8 | 92.2 | -0.52 | 13h 08m |
| Feb 2025 | bearish trending low vol | 168 | +8.87 | 0.51 | 159 | 9 | 94.6 | -0.82 | 9h 46m |
| Jan 2025 | bearish choppy low vol | 116 | +8.97 | 0.82 | 111 | 5 | 95.7 | -1.02 | 5h 52m |
| Dec 2024 | bullish trending low vol | 281 | +14.44 | 0.52 | 264 | 17 | 94.0 | -1.6 | 10h 45m |
| Nov 2024 | bullish trending low vol | 395 | +49.70 | 1.27 | 388 | 7 | 98.2 | -1.38 | 6h 30m |
| Oct 2024 | bullish choppy low vol | 49 | +3.65 | 0.75 | 45 | 4 | 91.8 | -2.08 | 13h 21m |
| Sep 2024 | bearish choppy low vol | 17 | +1.07 | 0.64 | 16 | 1 | 94.1 | -2.36 | 15h 17m |
| Aug 2024 | bearish choppy high vol | 72 | -9.20 | -1.27 | 58 | 14 | 80.6 | -2.35 | 23h 08m |
| Jul 2024 | bearish trending low vol | 46 | +4.72 | 1.04 | 45 | 1 | 97.8 | -1.43 | 8h 02m |
| Jun 2024 | bearish choppy low vol | 31 | -7.31 | -2.40 | 25 | 6 | 80.6 | -1.5 | 27h 24m |
| May 2024 | bullish choppy high vol | 42 | +0.98 | 0.24 | 38 | 4 | 90.5 | -0.73 | 17h 32m |
| Apr 2024 | bearish choppy high vol | 84 | +6.64 | 0.80 | 80 | 4 | 95.2 | -0.94 | 14h 27m |
| Mar 2024 | bullish trending high vol | 242 | +9.06 | 0.41 | 226 | 16 | 93.4 | -1.83 | 10h 05m |
| Feb 2024 | bullish trending low vol | 91 | +9.82 | 1.09 | 88 | 3 | 96.7 | -1.38 | 7h 28m |
| Jan 2024 | bearish choppy high vol | 181 | -1.49 | -0.10 | 160 | 21 | 88.4 | -1.88 | 15h 33m |
| Dec 2023 | bullish trending low vol | 176 | +17.93 | 1.04 | 171 | 5 | 97.2 | -0.56 | 7h 29m |
| Nov 2023 | bullish trending low vol | 142 | +16.34 | 1.17 | 138 | 4 | 97.2 | -0.18 | 9h 55m |
| Oct 2023 | bullish trending low vol | 65 | +7.98 | 1.24 | 65 | 0 | 100.0 | -0.98 | 3h 04m |
| Sep 2023 | bearish choppy low vol | 9 | -1.60 | -1.78 | 6 | 3 | 66.7 | -1.06 | 45h 09m |
| Aug 2023 | bearish choppy low vol | 33 | +1.25 | 0.36 | 30 | 3 | 90.9 | -0.92 | 12h 19m |
| Jul 2023 | bullish trending low vol | 48 | -4.13 | -0.88 | 37 | 11 | 77.1 | -0.94 | 29h 31m |
| Jun 2023 | bullish trending low vol | 99 | +12.12 | 1.23 | 97 | 2 | 98.0 | -0.9 | 7h 46m |
| May 2023 | bearish choppy low vol | 19 | +1.99 | 1.05 | 18 | 1 | 94.7 | -1.17 | 6h 59m |
| Apr 2023 | bullish trending low vol | 59 | -0.93 | -0.20 | 51 | 8 | 86.4 | -1.36 | 18h 48m |
| Mar 2023 | bullish trending high vol | 170 | +17.52 | 1.04 | 162 | 8 | 95.3 | -1.08 | 9h 22m |
| Feb 2023 | bullish trending low vol | 89 | +5.49 | 0.62 | 84 | 5 | 94.4 | -0.94 | 12h 07m |
| Jan 2023 | bullish trending low vol | 186 | +24.13 | 1.31 | 184 | 2 | 98.9 | -3.78 | 7h 13m |
| Dec 2022 | bearish trending low vol | 18 | +0.54 | 0.30 | 17 | 1 | 94.4 | -3.91 | 8h 06m |
| Nov 2022 | bearish trending high vol | 120 | -8.55 | -0.71 | 106 | 14 | 88.3 | -5.3 | 18h 06m |
| Oct 2022 | bullish choppy low vol | 57 | +3.04 | 0.53 | 50 | 7 | 87.7 | -3.38 | 22h 10m |
| Sep 2022 | bearish choppy high vol | 96 | -0.07 | -0.03 | 85 | 11 | 88.5 | -3.66 | 24h 03m |
| Aug 2022 | bullish choppy high vol | 119 | -7.25 | -0.60 | 102 | 17 | 85.7 | -2.93 | 20h 57m |
| Jul 2022 | bullish trending high vol | 206 | +16.93 | 0.82 | 197 | 9 | 95.6 | -4.85 | 10h 25m |
| Jun 2022 | bearish trending high vol | 236 | -12.52 | -0.53 | 209 | 27 | 88.6 | -5.78 | 17h 56m |
| May 2022 | bearish trending high vol | 201 | +4.62 | 0.24 | 189 | 12 | 94.0 | -2.99 | 12h 04m |
| Apr 2022 | bearish choppy high vol | 55 | +7.22 | 1.37 | 55 | 0 | 100.0 | 0.0 | 4h 25m |
| Mar 2022 | bullish choppy high vol | 127 | +10.76 | 0.87 | 122 | 5 | 96.1 | -0.74 | 6h 29m |
| Feb 2022 | bearish trending high vol | 145 | +17.75 | 1.26 | 143 | 2 | 98.6 | -2.81 | 11h 53m |
| Jan 2022 | bearish trending high vol | 160 | -8.19 | -0.55 | 146 | 14 | 91.2 | -3.99 | 15h 32m |
| Dec 2021 | bearish trending high vol | 173 | +14.46 | 0.88 | 168 | 5 | 97.1 | -0.84 | 8h 02m |
| Nov 2021 | bearish trending high vol | 103 | +4.72 | 0.45 | 95 | 8 | 92.2 | -0.82 | 12h 12m |
| Oct 2021 | bullish trending high vol | 163 | +16.99 | 1.07 | 159 | 4 | 97.5 | -1.26 | 5h 40m |
| Sep 2021 | bearish trending high vol | 262 | +6.08 | 0.29 | 243 | 19 | 92.7 | -2.54 | 12h 38m |
| Aug 2021 | bullish trending high vol | 268 | +32.39 | 1.27 | 261 | 7 | 97.4 | -0.67 | 6h 28m |
| Jul 2021 | bullish trending high vol | 212 | +17.33 | 0.84 | 200 | 12 | 94.3 | -2.09 | 11h 18m |
| Jun 2021 | bearish trending high vol | 202 | +0.57 | 0.01 | 182 | 20 | 90.1 | -3.64 | 14h 05m |
| May 2021 | bearish trending high vol | 741 | +45.70 | 0.64 | 719 | 22 | 97.0 | -6.81 | 5h 40m |
| Apr 2021 | bearish choppy high vol | 454 | +27.15 | 0.61 | 432 | 22 | 95.2 | -3.87 | 7h 57m |
| Mar 2021 | bullish choppy high vol | 343 | +29.05 | 0.87 | 330 | 13 | 96.2 | -3.52 | 7h 57m |
| Feb 2021 | bullish trending high vol | 582 | +48.97 | 0.87 | 562 | 20 | 96.6 | -2.98 | 6h 59m |
| Jan 2021 | bullish trending high vol | 845 | +105.09 | 1.27 | 832 | 13 | 98.5 | -2.66 | 4h 07m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 1127 | +57.17 | 0.52 | 1051 | 76 | 93.3 | -1.48 | 10h 37m |
| 2024 | 1531 | +82.08 | 0.55 | 1433 | 98 | 93.6 | -2.36 | 11h 17m |
| 2023 | 1095 | +98.09 | 0.90 | 1043 | 52 | 95.3 | -3.78 | 10h 12m |
| 2022 | 1540 | +24.28 | 0.16 | 1421 | 119 | 92.3 | -5.78 | 14h 35m |
| 2021 | 4348 | +348.50 | 0.83 | 4183 | 165 | 96.2 | -6.81 | 7h 21m |
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/31780145d9613bde · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.