Freqebeta
freqle.org
ZaratustraV9
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/428d7236aab0149c
Run started · finished · took 912.0s
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+15547.65%
final wallet156476 USDT
win rate77.5%
max drawdown-31.43%
market change+447.44%
vs market+15100.21%
timeframe5m
profit factor1.28
expectancy ratio0.062
sharpe88.986
sortino220.73
CAGR+174.6%
calmar1145.078
avg leverage8.0x
avg MFE+1.54%
avg MAE-1.66%
avg profit/trade1.74%
avg duration3h 52m
best trade+100.49%
worst trade-42.50%
positive months58/61
consistent (3-mo)100.0%
worst 3-mo+107.55%
trades89432
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+175%
range (5th–95th)+127% … +230%
chance of profit100.0%
worst-5% outcome+118%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 10 | -9.47 | -9.70 | 1 | 9 | 10.0 | -0.91 | 39h 14m |
| Dec 2025 | bearish trending low vol | 965 | -5.18 | -0.05 | 755 | 210 | 78.2 | -0.98 | 6h 58m |
| Nov 2025 | bearish trending high vol | 1332 | +122.20 | 0.93 | 1023 | 309 | 76.8 | -0.71 | 3h 43m |
| Oct 2025 | bearish trending low vol | 1618 | +622.04 | 3.85 | 1236 | 382 | 76.4 | -1.61 | 3h 59m |
| Sep 2025 | bullish choppy low vol | 703 | +95.29 | 1.36 | 557 | 146 | 79.2 | -0.75 | 9h 41m |
| Aug 2025 | bearish choppy low vol | 1111 | +188.52 | 1.70 | 919 | 192 | 82.7 | -0.33 | 5h 47m |
| Jul 2025 | bullish choppy low vol | 1195 | +133.28 | 1.12 | 966 | 229 | 80.8 | -0.62 | 5h 21m |
| Jun 2025 | bearish choppy low vol | 942 | +175.24 | 1.86 | 769 | 173 | 81.6 | -0.43 | 6h 56m |
| May 2025 | bullish trending low vol | 1294 | +163.12 | 1.26 | 1059 | 235 | 81.8 | -0.88 | 5h 01m |
| Apr 2025 | bullish choppy low vol | 1119 | +108.22 | 0.97 | 902 | 217 | 80.6 | -0.72 | 4h 56m |
| Mar 2025 | bearish trending high vol | 1555 | +265.36 | 1.71 | 1251 | 304 | 80.5 | -0.65 | 3h 48m |
| Feb 2025 | bearish trending low vol | 1821 | +688.09 | 3.79 | 1483 | 338 | 81.4 | -1.64 | 2h 44m |
| Jan 2025 | bearish choppy low vol | 1667 | +224.28 | 1.35 | 1347 | 320 | 80.8 | -0.96 | 3h 37m |
| Dec 2024 | bullish trending low vol | 2153 | +353.84 | 1.65 | 1658 | 495 | 77.0 | -0.91 | 2h 13m |
| Nov 2024 | bullish trending low vol | 2196 | +134.49 | 0.61 | 1676 | 520 | 76.3 | -1.04 | 2h 14m |
| Oct 2024 | bullish choppy low vol | 833 | +122.14 | 1.47 | 674 | 159 | 80.9 | -0.54 | 8h 32m |
| Sep 2024 | bearish choppy low vol | 820 | +31.44 | 0.39 | 656 | 164 | 80.0 | -1.01 | 8h 32m |
| Aug 2024 | bearish choppy high vol | 1560 | +403.18 | 2.59 | 1258 | 302 | 80.6 | -0.69 | 3h 49m |
| Jul 2024 | bearish trending low vol | 1375 | +330.91 | 2.41 | 1125 | 250 | 81.8 | -0.6 | 5h 11m |
| Jun 2024 | bearish choppy low vol | 860 | +332.12 | 3.87 | 688 | 172 | 80.0 | -0.71 | 7h 54m |
| May 2024 | bullish choppy high vol | 915 | +84.79 | 0.94 | 736 | 179 | 80.4 | -0.84 | 7h 17m |
| Apr 2024 | bearish choppy high vol | 1540 | +781.19 | 5.08 | 1214 | 326 | 78.8 | -1.86 | 3h 47m |
| Mar 2024 | bullish trending high vol | 1815 | +254.01 | 1.40 | 1374 | 441 | 75.7 | -1.43 | 2h 45m |
| Feb 2024 | bullish trending low vol | 912 | -14.24 | -0.15 | 692 | 220 | 75.9 | -0.81 | 7h 17m |
| Jan 2024 | bearish choppy high vol | 1430 | +195.21 | 1.37 | 1146 | 284 | 80.1 | -0.8 | 4h 35m |
| Dec 2023 | bullish trending low vol | 1416 | +120.60 | 0.85 | 1111 | 305 | 78.5 | -0.63 | 5h 08m |
| Nov 2023 | bullish trending low vol | 1356 | +197.16 | 1.46 | 1073 | 283 | 79.1 | -0.74 | 4h 37m |
| Oct 2023 | bullish trending low vol | 774 | +140.12 | 1.81 | 609 | 165 | 78.7 | -0.73 | 9h 27m |
| Sep 2023 | bearish choppy low vol | 461 | +100.30 | 2.17 | 377 | 84 | 81.8 | -0.31 | 14h 55m |
| Aug 2023 | bearish choppy low vol | 688 | +308.72 | 4.50 | 546 | 142 | 79.4 | -1.0 | 10h 52m |
| Jul 2023 | bullish trending low vol | 821 | +169.11 | 2.06 | 641 | 180 | 78.1 | -0.97 | 8h 15m |
| Jun 2023 | bullish trending low vol | 1163 | +246.77 | 2.13 | 883 | 280 | 75.9 | -1.11 | 6h 03m |
| May 2023 | bearish choppy low vol | 523 | +55.37 | 1.06 | 407 | 116 | 77.8 | -0.75 | 13h 32m |
| Apr 2023 | bullish trending low vol | 818 | +137.84 | 1.69 | 647 | 171 | 79.1 | -0.59 | 8h 18m |
| Mar 2023 | bullish trending high vol | 1387 | +268.97 | 1.94 | 1122 | 265 | 80.9 | -0.62 | 4h 45m |
| Feb 2023 | bullish trending low vol | 1153 | +201.53 | 1.75 | 919 | 234 | 79.7 | -1.1 | 5h 16m |
| Jan 2023 | bullish trending low vol | 1345 | +233.93 | 1.74 | 1024 | 321 | 76.1 | -1.2 | 5h 00m |
| Dec 2022 | bearish trending low vol | 615 | +169.99 | 2.77 | 486 | 129 | 79.0 | -0.67 | 11h 23m |
| Nov 2022 | bearish trending high vol | 1842 | +419.09 | 2.28 | 1413 | 429 | 76.7 | -1.11 | 3h 14m |
| Oct 2022 | bullish choppy low vol | 906 | +231.46 | 2.56 | 751 | 155 | 82.9 | -1.18 | 7h 42m |
| Sep 2022 | bearish choppy high vol | 1214 | +109.89 | 0.91 | 953 | 261 | 78.5 | -1.2 | 5h 04m |
| Aug 2022 | bullish choppy high vol | 1354 | +130.44 | 0.96 | 1065 | 289 | 78.7 | -1.99 | 4h 16m |
| Jul 2022 | bullish trending high vol | 1614 | +354.46 | 2.20 | 1301 | 313 | 80.6 | -0.82 | 3h 27m |
| Jun 2022 | bearish trending high vol | 2081 | +493.97 | 2.38 | 1654 | 427 | 79.5 | -1.39 | 1h 57m |
| May 2022 | bearish trending high vol | 2020 | +212.33 | 1.06 | 1513 | 507 | 74.9 | -2.97 | 1h 55m |
| Apr 2022 | bearish choppy high vol | 1390 | +427.83 | 3.10 | 1176 | 214 | 84.6 | -0.93 | 4h 20m |
| Mar 2022 | bullish choppy high vol | 1126 | +36.97 | 0.33 | 873 | 253 | 77.5 | -1.25 | 4h 58m |
| Feb 2022 | bearish trending high vol | 1618 | +258.10 | 1.60 | 1295 | 323 | 80.0 | -2.11 | 3h 13m |
| Jan 2022 | bearish trending high vol | 1969 | +413.16 | 2.12 | 1561 | 408 | 79.3 | -3.32 | 2h 26m |
| Dec 2021 | bearish trending high vol | 1928 | +479.24 | 2.50 | 1501 | 427 | 77.9 | -5.96 | 2h 39m |
| Nov 2021 | bearish trending high vol | 1585 | +243.77 | 1.55 | 1223 | 362 | 77.2 | -2.68 | 3h 19m |
| Oct 2021 | bullish trending high vol | 1356 | +26.70 | 0.20 | 1016 | 340 | 74.9 | -2.74 | 4h 02m |
| Sep 2021 | bearish trending high vol | 2077 | +485.13 | 2.35 | 1552 | 525 | 74.7 | -5.93 | 1h 59m |
| Aug 2021 | bullish trending high vol | 1707 | +14.37 | 0.09 | 1301 | 406 | 76.2 | -3.58 | 2h 53m |
| Jul 2021 | bullish trending high vol | 1454 | +153.65 | 1.06 | 1153 | 301 | 79.3 | -2.61 | 3h 08m |
| Jun 2021 | bearish trending high vol | 2331 | +455.94 | 1.96 | 1861 | 470 | 79.8 | -3.07 | 1h 33m |
| May 2021 | bearish trending high vol | 4268 | +997.35 | 2.35 | 3019 | 1249 | 70.7 | -14.37 | 0h 39m |
| Apr 2021 | bearish choppy high vol | 2759 | +435.43 | 1.59 | 1965 | 794 | 71.2 | -11.33 | 1h 10m |
| Mar 2021 | bullish choppy high vol | 1982 | +201.65 | 1.02 | 1519 | 463 | 76.6 | -9.67 | 2h 26m |
| Feb 2021 | bullish trending high vol | 3374 | +452.30 | 1.35 | 2365 | 1009 | 70.1 | -16.97 | 0h 46m |
| Jan 2021 | bullish trending high vol | 3216 | +383.94 | 1.20 | 2282 | 934 | 71.0 | -31.43 | 0h 48m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -9.47 | -9.70 | 1 | 9 | 10.0 | -0.91 | 39h 14m |
| 2025 | 15322 | +2780.46 | 1.82 | 12267 | 3055 | 80.1 | -1.64 | 4h 47m |
| 2024 | 16409 | +3009.08 | 1.84 | 12897 | 3512 | 78.6 | -1.86 | 4h 32m |
| 2023 | 11905 | +2180.42 | 1.83 | 9359 | 2546 | 78.6 | -1.2 | 6h 55m |
| 2022 | 17749 | +3257.69 | 1.84 | 14041 | 3708 | 79.1 | -3.32 | 3h 46m |
| 2021 | 28037 | +4329.47 | 1.55 | 20757 | 7280 | 74.0 | -31.43 | 1h 45m |
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/428d7236aab0149c · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.