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DS_EA_5m

Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/3afefeb77275f257

Run started · finished · took 408.0s

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+1.44%
final wallet1014 USDT
win rate36.0%
max drawdown-4.2%
market change+451.55%
vs market-450.11%
timeframe5m
profit factor1.05
expectancy ratio0.03
break-even fee0.1143%
sharpe0.067
sortino0.075
CAGR+0.3%
calmar0.359
avg MFE+2.21%
avg MAE-2.08%
avg profit/trade0.03%
avg duration0h 10m
best trade+14.66%
worst trade-18.16%
win/loss streak6 / 12
positive months25/41
consistent (3-mo)66.7%
worst 3-mo-1.98%
trades503
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 →

Fragile Robustness verdict what's this?
likely annual return+0%
range (5th–95th)-1% … +2%
chance of profit62.0%
worst-5% outcome-2%
significance (p)0.3983
risk of ruin0.0%

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

MonthRegimeTradesProfit %Avg % WinLossWin %DD %Avg dur
Nov 2025 bearish trending high vol 12 +0.51 0.42 7 5 58.3 -1.66 0h 10m
Oct 2025 bearish trending low vol 4 +0.23 0.58 2 2 50.0 -1.49 0h 08m
Sep 2025 bullish choppy low vol 2 +0.26 1.28 2 0 100.0 -1.5 0h 20m
Jun 2025 bearish choppy low vol 2 +0.09 0.43 1 1 50.0 -1.79 0h 05m
Apr 2025 bullish choppy low vol 2 +0.19 0.93 2 0 100.0 -1.83 0h 18m
Mar 2025 bearish trending high vol 1 +0.12 1.17 1 0 100.0 -1.95 0h 05m
Feb 2025 bearish trending low vol 1 -0.24 -2.43 0 1 0.0 -2.06 0h 45m
Dec 2024 bullish trending low vol 16 +0.16 0.10 5 11 31.2 -2.45 0h 17m
Nov 2024 bullish trending low vol 23 +0.93 0.40 11 12 47.8 -2.86 0h 16m
Apr 2024 bearish choppy high vol 1 -1.22 -12.18 0 1 0.0 -2.88 0h 55m
Mar 2024 bullish trending high vol 4 -0.34 -0.84 1 3 25.0 -1.69 0h 08m
Feb 2024 bullish trending low vol 2 +0.28 1.42 2 0 100.0 -1.51 0h 05m
Jan 2024 bearish choppy high vol 3 -0.27 -0.91 1 2 33.3 -1.78 0h 17m
Dec 2023 bullish trending low vol 3 -0.11 -0.36 0 3 0.0 -1.37 0h 08m
Aug 2023 bearish choppy low vol 7 +1.22 1.74 2 5 28.6 -2.51 0h 14m
Jul 2023 bullish trending low vol 4 -0.06 -0.15 1 3 25.0 -2.49 0h 15m
Jun 2023 bullish trending low vol 3 +0.07 0.22 2 1 66.7 -2.52 0h 08m
Apr 2023 bullish trending low vol 2 +0.09 0.45 2 0 100.0 -2.53 0h 32m
Mar 2023 bullish trending high vol 1 +0.11 1.09 1 0 100.0 -2.55 0h 25m
Feb 2023 bullish trending low vol 3 +0.06 0.19 1 2 33.3 -2.77 0h 03m
Jan 2023 bullish trending low vol 13 -0.24 -0.18 1 12 7.7 -2.74 0h 04m
Nov 2022 bearish trending high vol 11 +0.01 0.01 4 7 36.4 -2.76 0h 10m
Oct 2022 bullish choppy low vol 2 -0.19 -0.97 0 2 0.0 -2.49 0h 30m
Aug 2022 bullish choppy high vol 1 +0.11 1.14 1 0 100.0 -2.31 0h 05m
Jul 2022 bearish trending high vol 1 +0.14 1.36 1 0 100.0 -2.42 0h 10m
Jun 2022 bearish trending high vol 7 -0.18 -0.26 2 5 28.6 -2.59 0h 26m
May 2022 bearish trending high vol 6 +0.22 0.36 3 3 50.0 -2.56 0h 10m
Mar 2022 bullish choppy high vol 1 +0.22 2.18 1 0 100.0 -2.59 0h 05m
Feb 2022 bearish trending high vol 7 +0.41 0.58 3 4 42.9 -3.14 0h 03m
Dec 2021 bearish trending high vol 1 -0.10 -0.97 0 1 0.0 -3.2 1h 00m
Nov 2021 bullish trending high vol 1 -0.03 -0.30 0 1 0.0 -3.1 0h 00m
Oct 2021 bullish trending high vol 4 -0.09 -0.23 1 3 25.0 -3.21 0h 14m
Sep 2021 bearish trending high vol 7 +0.14 0.20 2 5 28.6 -3.17 0h 01m
Aug 2021 bullish trending high vol 1 +0.13 1.25 1 0 100.0 -3.12 0h 05m
Jul 2021 bearish trending high vol 3 +0.15 0.49 2 1 66.7 -3.35 0h 22m
Jun 2021 bearish trending high vol 1 +0.07 0.67 1 0 100.0 -3.38 0h 35m
May 2021 bearish trending high vol 95 -1.75 -0.18 26 69 27.4 -3.74 0h 10m
Apr 2021 bearish choppy high vol 58 +2.36 0.41 24 34 41.4 -3.96 0h 10m
Mar 2021 bullish choppy high vol 12 -0.77 -0.64 5 7 41.7 -4.2 0h 12m
Feb 2021 bullish trending high vol 59 -0.31 -0.05 21 38 35.6 -3.44 0h 09m
Jan 2021 bullish trending high vol 116 -0.90 -0.08 38 78 32.8 -3.92 0h 06m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 24 +1.16 0.47 15 9 62.5 -2.06 0h 12m
2024 49 -0.46 -0.09 20 29 40.8 -2.88 0h 16m
2023 36 +1.14 0.32 10 26 27.8 -2.77 0h 10m
2022 36 +0.74 0.20 15 21 41.7 -3.14 0h 13m
2021 358 -1.10 -0.03 121 237 33.8 -4.2 0h 09m

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/3afefeb77275f257 · Strategy League ranking at freqle.org/ranking

Past performance is not indicative of future results. Not investment advice.