Freqebeta
freqle.org
CombinedBinHClucAndMADV9
Strategy League report · vaskosmihaylov/nfi-custom-strategies · freqle.org/strategy/4010ce51f27756a7
Run started · finished · took 395.7s
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+225.35%
final wallet3254 USDT
win rate81.3%
max drawdown-8.06%
market change+447.44%
vs market-222.09%
timeframe5m
profit factor1.47
expectancy ratio0.088
sharpe9.51
sortino6.655
CAGR+26.6%
calmar43.717
avg MFE+1.79%
avg MAE-2.31%
avg profit/trade0.31%
avg duration2h 16m
best trade+2.89%
worst trade-51.13%
win/loss streak83 / 10
positive months42/61
consistent (3-mo)79.7%
worst 3-mo-8.80%
trades7441
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — 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+27%
range (5th–95th)+22% … +31%
chance of profit100.0%
worst-5% outcome+21%
significance (p)0.0
risk of ruin0.0%
- did not beat simply holding the market
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 80% of rolling 3-month windows
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 | 1 | -0.05 | -0.53 | 0 | 1 | 0.0 | -1.57 | 6h 00m |
| Dec 2025 | bearish trending low vol | 116 | -0.95 | -0.08 | 90 | 26 | 77.6 | -2.46 | 4h 57m |
| Nov 2025 | bearish trending high vol | 78 | +5.26 | 0.69 | 70 | 8 | 89.7 | -2.86 | 1h 16m |
| Oct 2025 | bearish trending low vol | 141 | +0.11 | -0.02 | 115 | 26 | 81.6 | -4.88 | 1h 57m |
| Sep 2025 | bullish choppy low vol | 89 | +2.17 | 0.23 | 76 | 13 | 85.4 | -3.81 | 4h 22m |
| Aug 2025 | bearish choppy low vol | 79 | +2.03 | 0.27 | 66 | 13 | 83.5 | -4.2 | 3h 25m |
| Jul 2025 | bullish choppy low vol | 127 | +1.22 | 0.10 | 104 | 23 | 81.9 | -4.64 | 4h 34m |
| Jun 2025 | bearish choppy low vol | 81 | +0.45 | 0.05 | 58 | 23 | 71.6 | -4.65 | 3h 00m |
| May 2025 | bullish trending low vol | 151 | -3.83 | -0.26 | 108 | 43 | 71.5 | -5.39 | 2h 36m |
| Apr 2025 | bullish choppy low vol | 138 | -1.01 | -0.07 | 106 | 32 | 76.8 | -4.22 | 2h 43m |
| Mar 2025 | bearish trending high vol | 97 | -1.70 | -0.17 | 70 | 27 | 72.2 | -3.37 | 2h 32m |
| Feb 2025 | bearish trending low vol | 102 | +5.51 | 0.53 | 86 | 16 | 84.3 | -4.6 | 1h 13m |
| Jan 2025 | bearish choppy low vol | 170 | -3.32 | -0.19 | 121 | 49 | 71.2 | -4.48 | 2h 23m |
| Dec 2024 | bullish trending low vol | 77 | +0.59 | 0.10 | 54 | 23 | 70.1 | -3.79 | 1h 39m |
| Nov 2024 | bullish trending low vol | 200 | -2.28 | -0.12 | 150 | 50 | 75.0 | -3.84 | 1h 45m |
| Oct 2024 | bullish choppy low vol | 74 | +0.55 | 0.08 | 60 | 14 | 81.1 | -3.36 | 6h 25m |
| Sep 2024 | bearish choppy low vol | 67 | -0.96 | -0.16 | 51 | 16 | 76.1 | -3.02 | 5h 56m |
| Aug 2024 | bearish choppy high vol | 161 | -7.37 | -0.46 | 115 | 46 | 71.4 | -3.29 | 2h 51m |
| Jul 2024 | bearish trending low vol | 118 | -0.47 | -0.04 | 91 | 27 | 77.1 | -0.79 | 4h 15m |
| Jun 2024 | bearish choppy low vol | 83 | +4.48 | 0.54 | 74 | 9 | 89.2 | -1.66 | 3h 21m |
| May 2024 | bullish choppy high vol | 84 | -0.19 | -0.02 | 66 | 18 | 78.6 | -2.06 | 5h 17m |
| Apr 2024 | bearish choppy high vol | 170 | -2.63 | -0.15 | 124 | 46 | 72.9 | -2.57 | 2h 18m |
| Mar 2024 | bullish trending high vol | 95 | +6.44 | 0.68 | 83 | 12 | 87.4 | -0.35 | 1h 12m |
| Feb 2024 | bullish trending low vol | 93 | +3.27 | 0.36 | 84 | 9 | 90.3 | -0.34 | 3h 45m |
| Jan 2024 | bearish choppy high vol | 124 | +10.61 | 0.89 | 106 | 18 | 85.5 | -0.38 | 2h 34m |
| Dec 2023 | bullish trending low vol | 128 | +7.25 | 0.59 | 112 | 16 | 87.5 | -0.3 | 1h 50m |
| Nov 2023 | bullish trending low vol | 62 | +1.90 | 0.31 | 50 | 12 | 80.6 | -0.3 | 2h 26m |
| Oct 2023 | bullish trending low vol | 89 | +0.81 | 0.09 | 71 | 18 | 79.8 | -0.8 | 5h 42m |
| Sep 2023 | bearish choppy low vol | 80 | +2.08 | 0.26 | 70 | 10 | 87.5 | -1.21 | 4h 13m |
| Aug 2023 | bearish choppy low vol | 103 | +5.78 | 0.54 | 86 | 17 | 83.5 | -3.3 | 2h 46m |
| Jul 2023 | bullish trending low vol | 110 | -6.31 | -0.58 | 87 | 23 | 79.1 | -4.08 | 3h 21m |
| Jun 2023 | bullish trending low vol | 205 | +6.90 | 0.33 | 166 | 39 | 81.0 | -1.32 | 2h 13m |
| May 2023 | bearish choppy low vol | 57 | +0.82 | 0.13 | 46 | 11 | 80.7 | -0.41 | 10h 31m |
| Apr 2023 | bullish trending low vol | 87 | +0.55 | 0.05 | 67 | 20 | 77.0 | -0.57 | 3h 00m |
| Mar 2023 | bullish trending high vol | 106 | +2.45 | 0.23 | 86 | 20 | 81.1 | -0.58 | 1h 23m |
| Feb 2023 | bullish trending low vol | 95 | +1.40 | 0.15 | 76 | 19 | 80.0 | -0.6 | 3h 31m |
| Jan 2023 | bullish trending low vol | 193 | +1.72 | 0.08 | 159 | 34 | 82.4 | -1.19 | 2h 37m |
| Dec 2022 | bearish trending low vol | 120 | +1.63 | 0.13 | 95 | 25 | 79.2 | -2.8 | 4h 09m |
| Nov 2022 | bearish trending high vol | 157 | +6.31 | 0.40 | 125 | 32 | 79.6 | -3.48 | 1h 01m |
| Oct 2022 | bullish choppy low vol | 110 | -0.81 | -0.07 | 90 | 20 | 81.8 | -3.97 | 3h 30m |
| Sep 2022 | bearish choppy high vol | 106 | -5.08 | -0.48 | 74 | 32 | 69.8 | -3.23 | 2h 05m |
| Aug 2022 | bullish choppy high vol | 103 | -2.16 | -0.21 | 80 | 23 | 77.7 | -1.62 | 3h 01m |
| Jul 2022 | bullish trending high vol | 116 | +1.16 | 0.10 | 92 | 24 | 79.3 | -1.36 | 1h 40m |
| Jun 2022 | bearish trending high vol | 123 | +4.54 | 0.37 | 97 | 26 | 78.9 | -1.15 | 1h 04m |
| May 2022 | bearish trending high vol | 194 | +18.92 | 0.99 | 168 | 26 | 86.6 | -0.81 | 0h 52m |
| Apr 2022 | bearish choppy high vol | 79 | +2.98 | 0.38 | 70 | 9 | 88.6 | -0.38 | 2h 21m |
| Mar 2022 | bullish choppy high vol | 83 | -0.05 | -0.01 | 64 | 19 | 77.1 | -0.99 | 3h 11m |
| Feb 2022 | bearish trending high vol | 102 | +5.59 | 0.55 | 88 | 14 | 86.3 | -1.22 | 1h 47m |
| Jan 2022 | bearish trending high vol | 146 | +4.28 | 0.28 | 116 | 30 | 79.5 | -3.23 | 1h 11m |
| Dec 2021 | bearish trending high vol | 103 | -7.00 | -0.73 | 71 | 32 | 68.9 | -3.24 | 1h 56m |
| Nov 2021 | bearish trending high vol | 91 | +2.55 | 0.28 | 74 | 17 | 81.3 | -0.49 | 1h 23m |
| Oct 2021 | bullish trending high vol | 107 | +8.64 | 0.86 | 97 | 10 | 90.7 | -1.96 | 1h 04m |
| Sep 2021 | bearish trending high vol | 115 | +7.64 | 0.65 | 91 | 24 | 79.1 | -1.88 | 1h 14m |
| Aug 2021 | bullish trending high vol | 86 | +4.72 | 0.57 | 77 | 9 | 89.5 | -3.36 | 1h 08m |
| Jul 2021 | bullish trending high vol | 92 | +0.73 | 0.05 | 75 | 17 | 81.5 | -3.88 | 1h 59m |
| Jun 2021 | bearish trending high vol | 131 | -3.29 | -0.25 | 101 | 30 | 77.1 | -3.69 | 1h 00m |
| May 2021 | bearish trending high vol | 431 | +51.74 | 1.23 | 384 | 47 | 89.1 | -2.25 | 0h 26m |
| Apr 2021 | bearish choppy high vol | 196 | +20.72 | 1.08 | 174 | 22 | 88.8 | -2.15 | 0h 32m |
| Mar 2021 | bullish choppy high vol | 84 | +5.39 | 0.66 | 67 | 17 | 79.8 | -0.36 | 1h 08m |
| Feb 2021 | bullish trending high vol | 250 | +34.48 | 1.38 | 224 | 26 | 89.6 | -2.66 | 0h 29m |
| Jan 2021 | bullish trending high vol | 285 | +18.47 | 0.66 | 248 | 37 | 87.0 | -8.06 | 0h 32m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 1 | -0.05 | -0.53 | 0 | 1 | 0.0 | -1.57 | 6h 00m |
| 2025 | 1369 | +5.94 | 0.04 | 1070 | 299 | 78.2 | -5.39 | 2h 54m |
| 2024 | 1346 | +12.04 | 0.09 | 1058 | 288 | 78.6 | -3.84 | 3h 07m |
| 2023 | 1315 | +25.35 | 0.19 | 1076 | 239 | 81.8 | -4.08 | 3h 11m |
| 2022 | 1439 | +37.31 | 0.26 | 1159 | 280 | 80.5 | -3.97 | 2h 00m |
| 2021 | 1971 | +144.79 | 0.74 | 1683 | 288 | 85.4 | -8.06 | 0h 50m |
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/4010ce51f27756a7 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.