WhaleFollowStrategy
Strategy League report · aicoincom/coinos-skills · freqle.org/strategy/372ff58ee3918778
Run finished · took 156.3s
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 →
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 26% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-91%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jun 2023 | bullish trending low vol | 3 | -4.80 | -15.99 | 0 | 3 | 0.0 | -91.47 | 321h 45m |
| Apr 2023 | bullish trending low vol | 24 | -1.53 | -0.64 | 19 | 5 | 79.2 | -87.75 | 39h 26m |
| Mar 2023 | bullish trending high vol | 21 | -1.27 | -0.72 | 16 | 5 | 76.2 | -86.18 | 19h 05m |
| Feb 2023 | bullish trending low vol | 26 | -6.47 | -2.54 | 14 | 12 | 53.8 | -84.78 | 34h 21m |
| Jan 2023 | bullish trending low vol | 101 | +1.73 | 0.17 | 72 | 29 | 71.3 | -81.64 | 12h 01m |
| Dec 2022 | bearish trending low vol | 52 | -1.51 | -0.29 | 33 | 19 | 63.5 | -81.12 | 32h 24m |
| Nov 2022 | bearish trending high vol | 57 | +5.28 | 0.97 | 39 | 18 | 68.4 | -83.93 | 12h 36m |
| Oct 2022 | bullish choppy low vol | 41 | -3.33 | -0.81 | 20 | 21 | 48.8 | -85.05 | 30h 31m |
| Sep 2022 | bearish choppy high vol | 34 | +0.92 | 0.27 | 23 | 11 | 67.6 | -81.63 | 28h 01m |
| Aug 2022 | bullish choppy high vol | 27 | -0.87 | -0.32 | 16 | 11 | 59.3 | -82.39 | 48h 40m |
| Jul 2022 | bullish trending high vol | 33 | -1.25 | -0.41 | 18 | 15 | 54.5 | -81.04 | 37h 37m |
| Jun 2022 | bearish trending high vol | 63 | -4.61 | -0.75 | 42 | 21 | 66.7 | -82.2 | 21h 56m |
| May 2022 | bearish trending high vol | 68 | +0.21 | 0.07 | 44 | 24 | 64.7 | -77.44 | 19h 23m |
| Apr 2022 | bearish choppy high vol | 43 | -3.54 | -0.81 | 26 | 17 | 60.5 | -76.45 | 36h 14m |
| Mar 2022 | bullish choppy high vol | 93 | +2.53 | 0.29 | 70 | 23 | 75.3 | -74.84 | 15h 56m |
| Feb 2022 | bearish trending high vol | 116 | -3.78 | -0.33 | 81 | 35 | 69.8 | -75.32 | 13h 29m |
| Jan 2022 | bearish trending high vol | 109 | -6.24 | -0.57 | 69 | 40 | 63.3 | -76.63 | 15h 58m |
| Dec 2021 | bearish trending high vol | 100 | -6.81 | -0.66 | 66 | 34 | 66.0 | -68.98 | 27h 24m |
| Nov 2021 | bearish trending high vol | 131 | -7.75 | -0.66 | 90 | 41 | 68.7 | -60.67 | 18h 20m |
| Oct 2021 | bullish trending high vol | 160 | -0.66 | -0.00 | 112 | 48 | 70.0 | -56.26 | 21h 22m |
| Sep 2021 | bearish trending high vol | 213 | +14.70 | 0.70 | 161 | 52 | 75.6 | -65.9 | 10h 17m |
| Aug 2021 | bullish trending high vol | 130 | -11.64 | -0.90 | 82 | 48 | 63.1 | -67.63 | 16h 44m |
| Jul 2021 | bullish trending high vol | 182 | -2.41 | -0.13 | 126 | 56 | 69.2 | -55.92 | 14h 26m |
| Jun 2021 | bearish trending high vol | 165 | -12.63 | -0.76 | 115 | 50 | 69.7 | -59.77 | 17h 42m |
| May 2021 | bearish trending high vol | 344 | -35.13 | -1.04 | 234 | 110 | 68.0 | -48.82 | 10h 55m |
| Apr 2021 | bearish choppy high vol | 330 | -1.79 | -0.10 | 230 | 100 | 69.7 | -15.24 | 13h 56m |
| Mar 2021 | bullish choppy high vol | 342 | -6.63 | -0.20 | 242 | 100 | 70.8 | -10.46 | 13h 41m |
| Feb 2021 | bullish trending high vol | 331 | +7.87 | 0.25 | 227 | 104 | 68.6 | -9.98 | 10h 18m |
| Jan 2021 | bullish trending high vol | 361 | +1.10 | 0.04 | 271 | 90 | 75.1 | -19.99 | 8h 06m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2023 | 175 | -12.34 | -0.73 | 121 | 54 | 69.1 | -91.47 | 25h 15m |
| 2022 | 736 | -16.19 | -0.21 | 481 | 255 | 65.4 | -85.05 | 22h 01m |
| 2021 | 2789 | -61.78 | -0.23 | 1956 | 833 | 70.1 | -68.98 | 13h 34m |
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/372ff58ee3918778 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.