Freqebeta
freqle.org
madrid_ribbon
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/47d182c464298782
Run started · finished · took 539.9s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+954.29%
final wallet10543 USDT
win rate74.3%
max drawdown-24.63%
market change+452.71%
vs market+501.58%
timeframe15m
profit factor1.18
expectancy ratio0.046
break-even fee0.184%
sharpe33.403
sortino28.289
CAGR+60.1%
calmar40.541
avg MFE+2.16%
avg MAE-2.34%
avg profit/trade0.17%
avg duration7h 21m
best trade+5.08%
worst trade-11.62%
win/loss streak157 / 25
positive months50/61
consistent (3-mo)93.2%
worst 3-mo-11.77%
trades58177
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — 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 →
likely annual return+60%
range (5th–95th)+46% … +76%
chance of profit100.0%
worst-5% outcome+43%
significance (p)0.0005
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 93% 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 | -0.40 | -0.40 | 1 | 9 | 10.0 | -0.54 | 6h 06m |
| Dec 2025 | bearish trending low vol | 687 | +2.85 | 0.04 | 467 | 220 | 68.0 | -0.8 | 10h 52m |
| Nov 2025 | bearish trending high vol | 980 | +32.00 | 0.33 | 737 | 243 | 75.2 | -2.72 | 7h 14m |
| Oct 2025 | bearish trending low vol | 1013 | +21.87 | 0.21 | 744 | 269 | 73.4 | -3.09 | 7h 07m |
| Sep 2025 | bullish choppy low vol | 654 | +17.77 | 0.27 | 435 | 219 | 66.5 | -2.06 | 10h 49m |
| Aug 2025 | bearish choppy low vol | 785 | -9.22 | -0.12 | 568 | 217 | 72.4 | -1.94 | 9h 20m |
| Jul 2025 | bullish choppy low vol | 905 | +20.67 | 0.23 | 688 | 217 | 76.0 | -2.49 | 8h 12m |
| Jun 2025 | bearish choppy low vol | 641 | -12.00 | -0.19 | 411 | 230 | 64.1 | -2.2 | 11h 23m |
| May 2025 | bullish trending low vol | 824 | +7.29 | 0.09 | 603 | 221 | 73.2 | -1.5 | 8h 48m |
| Apr 2025 | bullish choppy low vol | 895 | +5.81 | 0.07 | 622 | 273 | 69.5 | -1.76 | 7h 45m |
| Mar 2025 | bearish trending high vol | 986 | -2.98 | -0.03 | 725 | 261 | 73.5 | -2.04 | 7h 31m |
| Feb 2025 | bearish trending low vol | 1004 | +51.57 | 0.52 | 779 | 225 | 77.6 | -2.07 | 6h 27m |
| Jan 2025 | bearish choppy low vol | 1047 | +8.23 | 0.08 | 802 | 245 | 76.6 | -2.11 | 6h 53m |
| Dec 2024 | bullish trending low vol | 1200 | +36.25 | 0.30 | 918 | 282 | 76.5 | -2.2 | 5h 59m |
| Nov 2024 | bullish trending low vol | 1181 | +25.51 | 0.22 | 925 | 256 | 78.3 | -1.65 | 6h 08m |
| Oct 2024 | bullish choppy low vol | 683 | +3.02 | 0.05 | 475 | 208 | 69.5 | -1.03 | 10h 52m |
| Sep 2024 | bearish choppy low vol | 677 | +11.18 | 0.17 | 475 | 202 | 70.2 | -0.53 | 10h 31m |
| Aug 2024 | bearish choppy high vol | 942 | +52.39 | 0.57 | 741 | 201 | 78.7 | -1.31 | 7h 32m |
| Jul 2024 | bearish trending low vol | 874 | +21.82 | 0.26 | 662 | 212 | 75.7 | -2.85 | 8h 23m |
| Jun 2024 | bearish choppy low vol | 722 | +13.03 | 0.19 | 502 | 220 | 69.5 | -2.73 | 9h 51m |
| May 2024 | bullish choppy high vol | 699 | -7.25 | -0.10 | 456 | 243 | 65.2 | -2.73 | 10h 33m |
| Apr 2024 | bearish choppy high vol | 1051 | +49.89 | 0.48 | 809 | 242 | 77.0 | -3.86 | 6h 51m |
| Mar 2024 | bullish trending high vol | 1053 | -5.18 | -0.07 | 769 | 284 | 73.0 | -5.47 | 6h 52m |
| Feb 2024 | bullish trending low vol | 719 | -2.72 | -0.03 | 480 | 239 | 66.8 | -2.81 | 9h 33m |
| Jan 2024 | bearish choppy high vol | 875 | +4.56 | 0.06 | 630 | 245 | 72.0 | -3.93 | 8h 26m |
| Dec 2023 | bullish trending low vol | 901 | -1.98 | -0.02 | 645 | 256 | 71.6 | -3.95 | 8h 19m |
| Nov 2023 | bullish trending low vol | 866 | -14.35 | -0.17 | 591 | 275 | 68.2 | -2.93 | 8h 16m |
| Oct 2023 | bullish trending low vol | 670 | +21.48 | 0.33 | 469 | 201 | 70.0 | -1.11 | 11h 05m |
| Sep 2023 | bearish choppy low vol | 559 | +3.45 | 0.06 | 322 | 237 | 57.6 | -1.95 | 12h 51m |
| Aug 2023 | bearish choppy low vol | 631 | +14.72 | 0.24 | 419 | 212 | 66.4 | -1.71 | 11h 52m |
| Jul 2023 | bullish trending low vol | 683 | +7.57 | 0.11 | 435 | 248 | 63.7 | -1.42 | 10h 41m |
| Jun 2023 | bullish trending low vol | 749 | +5.71 | 0.08 | 511 | 238 | 68.2 | -1.33 | 9h 38m |
| May 2023 | bearish choppy low vol | 522 | +4.98 | 0.10 | 331 | 191 | 63.4 | -0.71 | 13h 55m |
| Apr 2023 | bullish trending low vol | 646 | +9.34 | 0.15 | 421 | 225 | 65.2 | -2.91 | 10h 55m |
| Mar 2023 | bullish trending high vol | 844 | +10.37 | 0.13 | 607 | 237 | 71.9 | -2.09 | 8h 41m |
| Feb 2023 | bullish trending low vol | 731 | +9.20 | 0.12 | 520 | 211 | 71.1 | -1.31 | 9h 06m |
| Jan 2023 | bullish trending low vol | 890 | +29.75 | 0.34 | 639 | 251 | 71.8 | -1.09 | 8h 22m |
| Dec 2022 | bearish trending low vol | 629 | +13.94 | 0.22 | 411 | 218 | 65.3 | -2.25 | 11h 33m |
| Nov 2022 | bearish trending high vol | 1027 | +26.39 | 0.26 | 784 | 243 | 76.3 | -3.01 | 6h 42m |
| Oct 2022 | bullish choppy low vol | 696 | +6.06 | 0.09 | 489 | 207 | 70.3 | -2.16 | 10h 36m |
| Sep 2022 | bearish choppy high vol | 811 | -3.10 | -0.04 | 572 | 239 | 70.5 | -3.12 | 8h 44m |
| Aug 2022 | bullish choppy high vol | 831 | +16.87 | 0.21 | 597 | 234 | 71.8 | -1.34 | 8h 46m |
| Jul 2022 | bullish trending high vol | 1068 | +23.31 | 0.22 | 826 | 242 | 77.3 | -2.52 | 6h 46m |
| Jun 2022 | bearish trending high vol | 1425 | +35.22 | 0.26 | 1141 | 284 | 80.1 | -8.11 | 4h 48m |
| May 2022 | bearish trending high vol | 1434 | +39.15 | 0.29 | 1129 | 305 | 78.7 | -8.53 | 4h 49m |
| Apr 2022 | bearish choppy high vol | 897 | +19.48 | 0.22 | 669 | 228 | 74.6 | -2.68 | 7h 51m |
| Mar 2022 | bullish choppy high vol | 885 | +12.94 | 0.16 | 639 | 246 | 72.2 | -3.24 | 8h 10m |
| Feb 2022 | bearish trending high vol | 936 | +9.66 | 0.11 | 728 | 208 | 77.8 | -3.69 | 6h 51m |
| Jan 2022 | bearish trending high vol | 1217 | +38.78 | 0.33 | 948 | 269 | 77.9 | -6.89 | 5h 54m |
| Dec 2021 | bearish trending high vol | 1083 | +12.60 | 0.12 | 823 | 260 | 76.0 | -8.22 | 6h 41m |
| Nov 2021 | bearish trending high vol | 986 | +9.47 | 0.09 | 730 | 256 | 74.0 | -5.59 | 7h 13m |
| Oct 2021 | bullish trending high vol | 907 | -2.45 | -0.02 | 638 | 269 | 70.3 | -4.74 | 8h 15m |
| Sep 2021 | bearish trending high vol | 1281 | +16.02 | 0.12 | 1013 | 268 | 79.1 | -5.41 | 5h 20m |
| Aug 2021 | bullish trending high vol | 1188 | +3.05 | 0.02 | 907 | 281 | 76.3 | -6.92 | 6h 07m |
| Jul 2021 | bullish trending high vol | 1047 | +5.11 | 0.05 | 800 | 247 | 76.4 | -11.48 | 6h 52m |
| Jun 2021 | bearish trending high vol | 1437 | +38.57 | 0.27 | 1182 | 255 | 82.3 | -6.87 | 4h 38m |
| May 2021 | bearish trending high vol | 2375 | +85.89 | 0.37 | 1918 | 457 | 80.8 | -24.63 | 2h 48m |
| Apr 2021 | bearish choppy high vol | 1614 | +36.09 | 0.24 | 1280 | 334 | 79.3 | -10.24 | 4h 15m |
| Mar 2021 | bullish choppy high vol | 1194 | +5.84 | 0.05 | 899 | 295 | 75.3 | -12.85 | 6h 05m |
| Feb 2021 | bullish trending high vol | 1749 | +52.81 | 0.32 | 1414 | 335 | 80.8 | -15.7 | 3h 38m |
| Jan 2021 | bullish trending high vol | 1661 | +6.38 | 0.05 | 1326 | 335 | 79.8 | -18.61 | 3h 53m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -0.40 | -0.40 | 1 | 9 | 10.0 | -0.54 | 6h 06m |
| 2025 | 10421 | +143.86 | 0.14 | 7581 | 2840 | 72.7 | -3.09 | 8h 16m |
| 2024 | 10676 | +202.50 | 0.19 | 7842 | 2834 | 73.5 | -5.47 | 8h 06m |
| 2023 | 8692 | +100.24 | 0.12 | 5910 | 2782 | 68.0 | -3.95 | 10h 01m |
| 2022 | 11856 | +238.70 | 0.21 | 8933 | 2923 | 75.3 | -8.53 | 7h 09m |
| 2021 | 16522 | +269.38 | 0.17 | 12930 | 3592 | 78.3 | -24.63 | 5h 03m |
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/47d182c464298782 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.