Freqebeta
freqle.org
picasso_slope_is_dope_adx_1h_2Lev_dec15_np_Jan20
Strategy League report · syuraj/freq-test · freqle.org/strategy/4d2a4a5b27320f59
Run finished · took 184.5s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 1h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+2223.67%
final wallet23237 USDT
win rate70.1%
max drawdown-20.21%
market change+442.71%
vs market+1780.96%
timeframe1h
profit factor1.42
expectancy ratio0.127
sharpe43.179
sortino48.128
CAGR+87.5%
calmar444.459
avg leverage2.0x
avg MFE+2.26%
avg MAE-1.99%
avg profit/trade0.66%
avg duration3h 17m
best trade+28.53%
worst trade-29.99%
positive months50/61
consistent (3-mo)96.6%
worst 3-mo-22.33%
trades33877
revision1
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 1h candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m
(or 5m — freqtrade's own docs use 5m detail for an hourly strategy as a lighter
alternative). 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+87%
range (5th–95th)+73% … +102%
chance of profit100.0%
worst-5% outcome+70%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 97% 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 | 9 | -0.60 | -0.67 | 2 | 7 | 22.2 | -0.94 | 5h 53m |
| Dec 2025 | bearish trending low vol | 478 | -7.50 | -0.16 | 271 | 207 | 56.7 | -1.06 | 4h 10m |
| Nov 2025 | bearish trending high vol | 501 | +51.60 | 1.04 | 355 | 146 | 70.9 | -0.6 | 2h 51m |
| Oct 2025 | bearish trending low vol | 626 | +102.44 | 1.65 | 450 | 176 | 71.9 | -1.0 | 2h 53m |
| Sep 2025 | bullish choppy low vol | 482 | +15.59 | 0.33 | 305 | 177 | 63.3 | -2.01 | 4h 08m |
| Aug 2025 | bearish choppy low vol | 612 | -8.53 | -0.15 | 394 | 218 | 64.4 | -1.88 | 3h 52m |
| Jul 2025 | bullish choppy low vol | 599 | +48.20 | 0.80 | 450 | 149 | 75.1 | -0.91 | 3h 40m |
| Jun 2025 | bearish choppy low vol | 577 | +40.70 | 0.71 | 405 | 172 | 70.2 | -0.59 | 3h 21m |
| May 2025 | bullish trending low vol | 778 | +83.99 | 1.09 | 599 | 179 | 77.0 | -1.23 | 2h 59m |
| Apr 2025 | bullish choppy low vol | 478 | +11.75 | 0.24 | 318 | 160 | 66.5 | -1.27 | 3h 24m |
| Mar 2025 | bearish trending high vol | 680 | +41.10 | 0.61 | 495 | 185 | 72.8 | -0.73 | 3h 02m |
| Feb 2025 | bearish trending low vol | 534 | +69.15 | 1.31 | 408 | 126 | 76.4 | -1.04 | 2h 25m |
| Jan 2025 | bearish choppy low vol | 708 | +35.44 | 0.50 | 532 | 176 | 75.1 | -2.34 | 2h 54m |
| Dec 2024 | bullish trending low vol | 713 | +100.00 | 1.41 | 543 | 170 | 76.2 | -2.22 | 1h 58m |
| Nov 2024 | bullish trending low vol | 910 | +110.10 | 1.21 | 726 | 184 | 79.8 | -0.99 | 2h 34m |
| Oct 2024 | bullish choppy low vol | 556 | +4.23 | 0.08 | 343 | 213 | 61.7 | -1.26 | 4h 14m |
| Sep 2024 | bearish choppy low vol | 500 | -3.89 | -0.08 | 306 | 194 | 61.2 | -1.27 | 4h 56m |
| Aug 2024 | bearish choppy high vol | 749 | +104.50 | 1.41 | 581 | 168 | 77.6 | -0.62 | 3h 07m |
| Jul 2024 | bearish trending low vol | 654 | +54.11 | 0.83 | 482 | 172 | 73.7 | -0.75 | 3h 02m |
| Jun 2024 | bearish choppy low vol | 455 | +8.94 | 0.20 | 258 | 197 | 56.7 | -1.58 | 4h 07m |
| May 2024 | bullish choppy high vol | 484 | -7.46 | -0.16 | 273 | 211 | 56.4 | -1.27 | 4h 56m |
| Apr 2024 | bearish choppy high vol | 579 | +115.54 | 2.01 | 399 | 180 | 68.9 | -1.81 | 2h 55m |
| Mar 2024 | bullish trending high vol | 446 | +17.26 | 0.40 | 330 | 116 | 74.0 | -1.01 | 2h 51m |
| Feb 2024 | bullish trending low vol | 474 | +16.16 | 0.35 | 326 | 148 | 68.8 | -1.61 | 4h 14m |
| Jan 2024 | bearish choppy high vol | 604 | +21.26 | 0.35 | 406 | 198 | 67.2 | -1.22 | 3h 12m |
| Dec 2023 | bullish trending low vol | 678 | +39.68 | 0.60 | 492 | 186 | 72.6 | -2.6 | 3h 18m |
| Nov 2023 | bullish trending low vol | 448 | -24.14 | -0.53 | 277 | 171 | 61.8 | -2.89 | 4h 00m |
| Oct 2023 | bullish trending low vol | 553 | +16.80 | 0.31 | 324 | 229 | 58.6 | -0.83 | 5h 43m |
| Sep 2023 | bearish choppy low vol | 442 | +20.42 | 0.46 | 275 | 167 | 62.2 | -0.93 | 4h 53m |
| Aug 2023 | bearish choppy low vol | 540 | +28.28 | 0.53 | 318 | 222 | 58.9 | -1.22 | 4h 11m |
| Jul 2023 | bullish trending low vol | 436 | -2.82 | -0.06 | 265 | 171 | 60.8 | -0.97 | 4h 31m |
| Jun 2023 | bullish trending low vol | 567 | +86.72 | 1.53 | 388 | 179 | 68.4 | -1.55 | 3h 06m |
| May 2023 | bearish choppy low vol | 424 | +18.99 | 0.45 | 246 | 178 | 58.0 | -3.16 | 4h 41m |
| Apr 2023 | bullish trending low vol | 423 | -14.91 | -0.35 | 219 | 204 | 51.8 | -3.31 | 4h 28m |
| Mar 2023 | bullish trending high vol | 536 | -12.30 | -0.23 | 337 | 199 | 62.9 | -2.11 | 4h 02m |
| Feb 2023 | bullish trending low vol | 518 | +4.88 | 0.09 | 337 | 181 | 65.1 | -1.32 | 3h 41m |
| Jan 2023 | bullish trending low vol | 578 | +62.49 | 1.08 | 425 | 153 | 73.5 | -1.19 | 4h 03m |
| Dec 2022 | bearish trending low vol | 487 | +19.42 | 0.40 | 271 | 216 | 55.6 | -1.84 | 4h 33m |
| Nov 2022 | bearish trending high vol | 609 | +64.74 | 1.07 | 435 | 174 | 71.4 | -1.82 | 3h 05m |
| Oct 2022 | bullish choppy low vol | 499 | +41.28 | 0.83 | 320 | 179 | 64.1 | -2.01 | 4h 06m |
| Sep 2022 | bearish choppy high vol | 359 | -7.02 | -0.20 | 212 | 147 | 59.1 | -2.93 | 4h 12m |
| Aug 2022 | bullish choppy high vol | 483 | +13.42 | 0.29 | 318 | 165 | 65.8 | -1.53 | 3h 25m |
| Jul 2022 | bullish trending high vol | 760 | +66.94 | 0.89 | 565 | 195 | 74.3 | -1.62 | 3h 13m |
| Jun 2022 | bearish trending high vol | 728 | +23.61 | 0.33 | 532 | 196 | 73.1 | -3.17 | 2h 26m |
| May 2022 | bearish trending high vol | 626 | +22.10 | 0.36 | 480 | 146 | 76.7 | -5.23 | 1h 59m |
| Apr 2022 | bearish choppy high vol | 534 | +20.03 | 0.38 | 359 | 175 | 67.2 | -1.75 | 3h 12m |
| Mar 2022 | bullish choppy high vol | 479 | +21.87 | 0.46 | 339 | 140 | 70.8 | -2.45 | 3h 51m |
| Feb 2022 | bearish trending high vol | 574 | +46.89 | 0.82 | 430 | 144 | 74.9 | -1.44 | 3h 19m |
| Jan 2022 | bearish trending high vol | 518 | +44.90 | 0.88 | 388 | 130 | 74.9 | -2.0 | 2h 30m |
| Dec 2021 | bearish trending high vol | 590 | +89.35 | 1.56 | 441 | 149 | 74.7 | -1.98 | 2h 31m |
| Nov 2021 | bearish trending high vol | 496 | +27.01 | 0.57 | 362 | 134 | 73.0 | -4.73 | 2h 51m |
| Oct 2021 | bullish trending high vol | 536 | +4.33 | 0.08 | 380 | 156 | 70.9 | -3.87 | 3h 34m |
| Sep 2021 | bearish trending high vol | 542 | +43.38 | 0.79 | 400 | 142 | 73.8 | -3.52 | 2h 44m |
| Aug 2021 | bullish trending high vol | 431 | -1.01 | -0.01 | 298 | 133 | 69.1 | -4.13 | 3h 14m |
| Jul 2021 | bullish trending high vol | 580 | +11.62 | 0.19 | 402 | 178 | 69.3 | -3.69 | 3h 07m |
| Jun 2021 | bearish trending high vol | 698 | +53.99 | 0.78 | 548 | 150 | 78.5 | -4.18 | 1h 56m |
| May 2021 | bearish trending high vol | 650 | +102.50 | 1.60 | 539 | 111 | 82.9 | -4.22 | 1h 19m |
| Apr 2021 | bearish choppy high vol | 495 | +77.67 | 1.59 | 393 | 102 | 79.4 | -6.29 | 2h 28m |
| Mar 2021 | bullish choppy high vol | 474 | +0.35 | -0.00 | 322 | 152 | 67.9 | -7.03 | 3h 05m |
| Feb 2021 | bullish trending high vol | 700 | +110.41 | 1.61 | 579 | 121 | 82.7 | -10.09 | 1h 50m |
| Jan 2021 | bullish trending high vol | 700 | +77.74 | 1.12 | 572 | 128 | 81.7 | -20.21 | 1h 42m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 9 | -0.60 | -0.67 | 2 | 7 | 22.2 | -0.94 | 5h 53m |
| 2025 | 7053 | +483.93 | 0.69 | 4982 | 2071 | 70.6 | -2.34 | 3h 16m |
| 2024 | 7124 | +540.75 | 0.76 | 4973 | 2151 | 69.8 | -2.22 | 3h 22m |
| 2023 | 6143 | +224.09 | 0.37 | 3903 | 2240 | 63.5 | -3.31 | 4h 10m |
| 2022 | 6656 | +378.18 | 0.57 | 4649 | 2007 | 69.8 | -5.23 | 3h 14m |
| 2021 | 6892 | +597.34 | 0.88 | 5236 | 1656 | 76.0 | -20.21 | 2h 27m |
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/4d2a4a5b27320f59 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.