Freqebeta
freqle.org
EI3v2_kalidem
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/3276f8ad83991073
Run started · finished · took 977.1s
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+634.95%
final wallet7350 USDT
win rate94.4%
max drawdown-7.07%
market change+451.55%
vs market+183.40%
timeframe5m
profit factor1.87
expectancy ratio0.048
sharpe16.392
sortino7.823
CAGR+49.0%
calmar93.942
avg MFE+1.80%
avg MAE-3.50%
avg profit/trade0.65%
avg duration10h 36m
best trade+57.08%
worst trade-50.04%
positive months47/60
consistent (3-mo)84.5%
worst 3-mo-17.29%
trades9837
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+49%
range (5th–95th)+45% … +54%
chance of profit100.0%
worst-5% outcome+44%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 84% 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 | 40 | -0.59 | -0.15 | 33 | 7 | 82.5 | -1.47 | 27h 16m |
| Nov 2025 | bearish trending high vol | 159 | +2.31 | 0.15 | 147 | 12 | 92.5 | -1.43 | 10h 43m |
| Oct 2025 | bearish trending low vol | 81 | +2.24 | 0.27 | 78 | 3 | 96.3 | -1.1 | 7h 44m |
| Sep 2025 | bullish choppy low vol | 25 | +3.38 | 1.35 | 25 | 0 | 100.0 | -0.26 | 2h 24m |
| Aug 2025 | bullish choppy low vol | 24 | +0.25 | 0.10 | 21 | 3 | 87.5 | -0.38 | 19h 36m |
| Jul 2025 | bullish choppy low vol | 116 | +11.36 | 0.98 | 112 | 4 | 96.6 | -0.6 | 8h 14m |
| Jun 2025 | bearish choppy low vol | 62 | -1.61 | -0.26 | 53 | 9 | 85.5 | -0.86 | 17h 41m |
| May 2025 | bullish trending low vol | 93 | +5.66 | 0.61 | 85 | 8 | 91.4 | -0.39 | 14h 35m |
| Apr 2025 | bullish choppy low vol | 82 | +2.28 | 0.28 | 75 | 7 | 91.5 | -1.14 | 14h 35m |
| Mar 2025 | bearish trending high vol | 92 | +1.07 | 0.12 | 82 | 10 | 89.1 | -0.61 | 17h 44m |
| Feb 2025 | bearish trending low vol | 160 | +6.13 | 0.38 | 149 | 11 | 93.1 | -1.02 | 12h 01m |
| Jan 2025 | bearish choppy low vol | 126 | +13.55 | 1.08 | 123 | 3 | 97.6 | -0.57 | 4h 37m |
| Dec 2024 | bullish trending low vol | 263 | +13.60 | 0.52 | 246 | 17 | 93.5 | -0.97 | 11h 39m |
| Nov 2024 | bullish trending low vol | 364 | +44.55 | 1.22 | 354 | 10 | 97.3 | -0.59 | 7h 30m |
| Oct 2024 | bullish choppy low vol | 46 | +3.88 | 0.84 | 43 | 3 | 93.5 | -1.16 | 21h 22m |
| Sep 2024 | bearish choppy low vol | 17 | +0.98 | 0.57 | 16 | 1 | 94.1 | -1.44 | 16h 43m |
| Aug 2024 | bearish choppy high vol | 77 | -6.88 | -0.89 | 64 | 13 | 83.1 | -1.56 | 22h 30m |
| Jul 2024 | bearish trending low vol | 49 | +5.45 | 1.11 | 48 | 1 | 98.0 | -0.72 | 8h 52m |
| Jun 2024 | bearish choppy low vol | 32 | -3.44 | -1.08 | 27 | 5 | 84.4 | -0.87 | 26h 14m |
| May 2024 | bullish choppy high vol | 44 | +1.74 | 0.39 | 39 | 5 | 88.6 | -0.49 | 23h 47m |
| Apr 2024 | bearish choppy high vol | 76 | +4.29 | 0.56 | 70 | 6 | 92.1 | -0.64 | 19h 17m |
| Mar 2024 | bullish trending high vol | 227 | +11.30 | 0.50 | 211 | 16 | 93.0 | -1.24 | 11h 10m |
| Feb 2024 | bullish trending low vol | 88 | +10.33 | 1.17 | 85 | 3 | 96.6 | -1.43 | 7h 47m |
| Jan 2024 | bearish choppy high vol | 186 | -0.96 | -0.05 | 165 | 21 | 88.7 | -1.91 | 14h 49m |
| Dec 2023 | bullish trending low vol | 192 | +18.14 | 0.94 | 185 | 7 | 96.4 | -0.52 | 8h 52m |
| Nov 2023 | bullish trending low vol | 159 | +18.92 | 1.19 | 155 | 4 | 97.5 | -0.17 | 9h 08m |
| Oct 2023 | bullish trending low vol | 57 | +7.56 | 1.33 | 57 | 0 | 100.0 | -1.19 | 5h 46m |
| Sep 2023 | bearish choppy low vol | 11 | -1.07 | -0.97 | 8 | 3 | 72.7 | -1.26 | 37h 19m |
| Aug 2023 | bearish choppy low vol | 33 | -1.52 | -0.46 | 29 | 4 | 87.9 | -1.28 | 17h 57m |
| Jul 2023 | bullish trending low vol | 49 | -3.45 | -0.70 | 39 | 10 | 79.6 | -0.76 | 27h 24m |
| Jun 2023 | bullish trending low vol | 95 | +11.60 | 1.22 | 93 | 2 | 97.9 | -0.83 | 6h 47m |
| May 2023 | bearish choppy low vol | 11 | +0.42 | 0.38 | 9 | 2 | 81.8 | -1.04 | 22h 10m |
| Apr 2023 | bullish trending low vol | 59 | -0.36 | -0.06 | 52 | 7 | 88.1 | -1.2 | 17h 03m |
| Mar 2023 | bullish trending high vol | 160 | +15.35 | 0.96 | 152 | 8 | 95.0 | -1.0 | 10h 15m |
| Feb 2023 | bullish trending low vol | 89 | +6.85 | 0.77 | 83 | 6 | 93.3 | -0.89 | 14h 43m |
| Jan 2023 | bullish trending low vol | 176 | +23.53 | 1.34 | 173 | 3 | 98.3 | -5.28 | 8h 12m |
| Dec 2022 | bearish trending low vol | 15 | +3.71 | 2.47 | 14 | 1 | 93.3 | -6.11 | 7h 43m |
| Nov 2022 | bearish trending high vol | 105 | -14.22 | -1.35 | 91 | 14 | 86.7 | -7.07 | 21h 05m |
| Oct 2022 | bullish choppy low vol | 60 | +2.86 | 0.48 | 53 | 7 | 88.3 | -4.4 | 20h 16m |
| Sep 2022 | bearish choppy high vol | 101 | +1.58 | 0.16 | 90 | 11 | 89.1 | -4.57 | 21h 55m |
| Aug 2022 | bullish choppy high vol | 101 | -19.11 | -1.89 | 78 | 23 | 77.2 | -4.32 | 29h 01m |
| Jul 2022 | bearish trending high vol | 210 | +20.52 | 0.98 | 201 | 9 | 95.7 | -5.55 | 12h 59m |
| Jun 2022 | bearish trending high vol | 237 | -18.70 | -0.79 | 207 | 30 | 87.3 | -6.65 | 18h 27m |
| May 2022 | bearish trending high vol | 205 | +4.40 | 0.21 | 193 | 12 | 94.1 | -3.03 | 13h 32m |
| Apr 2022 | bearish choppy high vol | 58 | +5.63 | 0.97 | 55 | 3 | 94.8 | -0.28 | 9h 15m |
| Mar 2022 | bullish choppy high vol | 125 | +9.28 | 0.74 | 118 | 7 | 94.4 | -1.02 | 9h 17m |
| Feb 2022 | bearish trending high vol | 150 | +16.75 | 1.12 | 145 | 5 | 96.7 | -3.07 | 13h 56m |
| Jan 2022 | bearish trending high vol | 173 | -9.80 | -0.57 | 157 | 16 | 90.8 | -4.56 | 17h 04m |
| Dec 2021 | bearish trending high vol | 181 | +16.20 | 0.90 | 172 | 9 | 95.0 | -0.84 | 10h 10m |
| Nov 2021 | bullish trending high vol | 123 | +5.41 | 0.44 | 113 | 10 | 91.9 | -0.98 | 13h 12m |
| Oct 2021 | bullish trending high vol | 153 | +18.10 | 1.18 | 150 | 3 | 98.0 | -1.09 | 7h 13m |
| Sep 2021 | bearish trending high vol | 298 | +12.69 | 0.43 | 280 | 18 | 94.0 | -3.06 | 11h 25m |
| Aug 2021 | bullish trending high vol | 318 | +39.69 | 1.25 | 308 | 10 | 96.9 | -0.6 | 6h 57m |
| Jul 2021 | bearish trending high vol | 225 | +14.63 | 0.65 | 209 | 16 | 92.9 | -3.65 | 13h 07m |
| Jun 2021 | bearish trending high vol | 245 | +1.95 | 0.08 | 225 | 20 | 91.8 | -5.6 | 12h 53m |
| May 2021 | bearish trending high vol | 643 | +24.36 | 0.38 | 614 | 29 | 95.5 | -6.99 | 7h 36m |
| Apr 2021 | bearish choppy high vol | 476 | +32.44 | 0.68 | 457 | 19 | 96.0 | -4.15 | 7h 19m |
| Mar 2021 | bullish choppy high vol | 408 | +39.39 | 0.97 | 393 | 15 | 96.3 | -1.41 | 7h 44m |
| Feb 2021 | bullish trending high vol | 682 | +68.76 | 1.01 | 666 | 16 | 97.7 | -1.62 | 5h 48m |
| Jan 2021 | bullish trending high vol | 925 | +131.63 | 1.42 | 914 | 11 | 98.8 | -2.37 | 4h 04m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 1060 | +46.03 | 0.43 | 983 | 77 | 92.7 | -1.47 | 11h 58m |
| 2024 | 1469 | +84.84 | 0.58 | 1368 | 101 | 93.1 | -1.91 | 12h 38m |
| 2023 | 1091 | +95.97 | 0.88 | 1035 | 56 | 94.9 | -5.28 | 11h 06m |
| 2022 | 1540 | +2.90 | 0.02 | 1402 | 138 | 91.0 | -7.07 | 16h 26m |
| 2021 | 4677 | +405.25 | 0.87 | 4501 | 176 | 96.2 | -6.99 | 7h 36m |
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/3276f8ad83991073 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.