Freqebeta
freqle.org
NASOSv4
Strategy League report · TheoBrigitte/freqtrade · freqle.org/strategy/4ddafa74db8ffc4a
Run finished · took 307.5s
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+478.68%
final wallet5787 USDT
win rate94.0%
max drawdown-7.89%
market change+451.55%
vs market+27.13%
timeframe5m
profit factor2.07
expectancy ratio0.064
sharpe8.868
sortino14.217
CAGR+42.0%
calmar78.415
avg MFE+3.33%
avg MAE-3.53%
avg profit/trade1.01%
avg duration5h 12m
best trade+150.00%
worst trade-47.93%
positive months49/60
consistent (3-mo)91.4%
worst 3-mo-4.89%
trades4740
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+42%
range (5th–95th)+37% … +48%
chance of profit100.0%
worst-5% outcome+35%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 91% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 4 | -0.88 | -2.21 | 3 | 1 | 75.0 | -0.62 | 96h 42m |
| Nov 2025 | bearish trending high vol | 86 | +7.60 | 0.88 | 80 | 6 | 93.0 | -0.74 | 5h 41m |
| Oct 2025 | bearish trending low vol | 108 | +37.77 | 3.49 | 92 | 16 | 85.2 | -6.41 | 1h 06m |
| Sep 2025 | bullish choppy low vol | 18 | -0.21 | -0.12 | 16 | 2 | 88.9 | -1.38 | 50h 03m |
| Aug 2025 | bullish choppy low vol | 4 | -1.06 | -2.64 | 3 | 1 | 75.0 | -0.91 | 10h 16m |
| Jul 2025 | bullish choppy low vol | 27 | +3.13 | 1.16 | 26 | 1 | 96.3 | -1.2 | 19h 39m |
| Jun 2025 | bearish choppy low vol | 8 | +0.92 | 1.14 | 7 | 1 | 87.5 | -1.37 | 14h 18m |
| May 2025 | bullish trending low vol | 36 | +1.22 | 0.34 | 33 | 3 | 91.7 | -1.6 | 7h 25m |
| Apr 2025 | bullish choppy low vol | 7 | -1.99 | -2.85 | 5 | 2 | 71.4 | -1.75 | 12h 39m |
| Mar 2025 | bearish trending high vol | 15 | -4.12 | -2.74 | 11 | 4 | 73.3 | -1.29 | 22h 55m |
| Feb 2025 | bearish trending low vol | 27 | +1.99 | 0.74 | 25 | 2 | 92.6 | -0.49 | 5h 07m |
| Jan 2025 | bearish choppy low vol | 20 | +1.09 | 0.55 | 18 | 2 | 90.0 | -0.47 | 10h 14m |
| Dec 2024 | bullish trending low vol | 124 | +10.02 | 0.81 | 117 | 7 | 94.4 | -0.94 | 5h 59m |
| Nov 2024 | bullish trending low vol | 205 | +30.06 | 1.47 | 199 | 6 | 97.1 | -0.5 | 8h 10m |
| Oct 2024 | bullish choppy low vol | 3 | +0.57 | 1.89 | 3 | 0 | 100.0 | 0.0 | 17h 35m |
| Sep 2024 | bearish choppy low vol | 2 | +0.50 | 2.51 | 2 | 0 | 100.0 | 0.0 | 24h 10m |
| Aug 2024 | bearish choppy high vol | 13 | +1.82 | 1.40 | 12 | 1 | 92.3 | -0.31 | 4h 02m |
| Jul 2024 | bearish trending low vol | 8 | +1.34 | 1.68 | 8 | 0 | 100.0 | 0.0 | 2h 09m |
| Jun 2024 | bearish choppy low vol | 70 | +5.83 | 0.83 | 68 | 2 | 97.1 | -1.36 | 1h 30m |
| May 2024 | bullish choppy high vol | 6 | +1.24 | 2.07 | 6 | 0 | 100.0 | -1.2 | 8h 20m |
| Apr 2024 | bearish choppy high vol | 42 | +0.33 | 0.08 | 38 | 4 | 90.5 | -1.63 | 4h 22m |
| Mar 2024 | bullish trending high vol | 58 | -3.59 | -0.62 | 50 | 8 | 86.2 | -1.37 | 7h 06m |
| Feb 2024 | bullish trending low vol | 36 | +8.41 | 2.34 | 36 | 0 | 100.0 | -0.67 | 6h 18m |
| Jan 2024 | bearish choppy high vol | 80 | +3.93 | 0.49 | 73 | 7 | 91.2 | -0.88 | 12h 47m |
| Dec 2023 | bullish trending low vol | 95 | +13.45 | 1.42 | 93 | 2 | 97.9 | -0.57 | 6h 16m |
| Nov 2023 | bullish trending low vol | 50 | +3.71 | 0.74 | 47 | 3 | 94.0 | -0.67 | 5h 30m |
| Oct 2023 | bullish trending low vol | 10 | +0.24 | 0.24 | 9 | 1 | 90.0 | -0.33 | 27h 30m |
| Sep 2023 | bearish choppy low vol | 8 | +1.46 | 1.82 | 8 | 0 | 100.0 | 0.0 | 1h 02m |
| Aug 2023 | bearish choppy low vol | 52 | +3.70 | 0.71 | 49 | 3 | 94.2 | -0.63 | 5h 27m |
| Jul 2023 | bullish trending low vol | 26 | +5.22 | 2.01 | 26 | 0 | 100.0 | 0.0 | 16h 27m |
| Jun 2023 | bullish trending low vol | 80 | +15.44 | 1.93 | 79 | 1 | 98.8 | -0.34 | 2h 28m |
| May 2023 | bearish choppy low vol | 4 | +0.71 | 1.76 | 4 | 0 | 100.0 | 0.0 | 1h 29m |
| Apr 2023 | bullish trending low vol | 10 | +1.90 | 1.90 | 10 | 0 | 100.0 | -0.13 | 1h 50m |
| Mar 2023 | bullish trending high vol | 28 | +2.01 | 0.72 | 26 | 2 | 92.9 | -0.35 | 8h 58m |
| Feb 2023 | bullish trending low vol | 23 | +2.46 | 1.07 | 22 | 1 | 95.7 | -0.36 | 9h 46m |
| Jan 2023 | bullish trending low vol | 65 | +11.06 | 1.70 | 63 | 2 | 96.9 | -0.63 | 17h 31m |
| Dec 2022 | bearish trending low vol | 8 | -2.15 | -2.68 | 6 | 2 | 75.0 | -0.73 | 6h 28m |
| Nov 2022 | bearish trending high vol | 81 | +7.63 | 0.94 | 75 | 6 | 92.6 | -1.92 | 4h 21m |
| Oct 2022 | bullish choppy low vol | 16 | +1.45 | 0.90 | 15 | 1 | 93.8 | -2.0 | 9h 55m |
| Sep 2022 | bearish choppy high vol | 14 | -3.88 | -2.77 | 10 | 4 | 71.4 | -1.72 | 46h 22m |
| Aug 2022 | bullish choppy high vol | 26 | -1.64 | -0.63 | 22 | 4 | 84.6 | -1.1 | 11h 05m |
| Jul 2022 | bearish trending high vol | 53 | +8.82 | 1.66 | 51 | 2 | 96.2 | -0.37 | 5h 31m |
| Jun 2022 | bearish trending high vol | 74 | +4.33 | 0.58 | 67 | 7 | 90.5 | -2.19 | 6h 55m |
| May 2022 | bearish trending high vol | 113 | +14.40 | 1.27 | 108 | 5 | 95.6 | -1.45 | 7h 56m |
| Apr 2022 | bearish choppy high vol | 21 | -0.66 | -0.32 | 18 | 3 | 85.7 | -0.92 | 5h 31m |
| Mar 2022 | bullish choppy high vol | 20 | +4.15 | 2.08 | 20 | 0 | 100.0 | 0.0 | 4h 11m |
| Feb 2022 | bearish trending high vol | 35 | +5.23 | 1.49 | 33 | 2 | 94.3 | -0.4 | 3h 44m |
| Jan 2022 | bearish trending high vol | 17 | +3.73 | 2.20 | 17 | 0 | 100.0 | 0.0 | 3h 17m |
| Dec 2021 | bearish trending high vol | 51 | +6.77 | 1.33 | 49 | 2 | 96.1 | -1.05 | 4h 12m |
| Nov 2021 | bullish trending high vol | 48 | -0.20 | -0.04 | 43 | 5 | 89.6 | -1.23 | 16h 05m |
| Oct 2021 | bullish trending high vol | 62 | +4.82 | 0.78 | 59 | 3 | 95.2 | -0.98 | 3h 09m |
| Sep 2021 | bearish trending high vol | 136 | +10.96 | 0.81 | 127 | 9 | 93.4 | -1.02 | 4h 56m |
| Aug 2021 | bullish trending high vol | 86 | +14.98 | 1.74 | 84 | 2 | 97.7 | -0.44 | 4h 49m |
| Jul 2021 | bearish trending high vol | 61 | +4.62 | 0.76 | 57 | 4 | 93.4 | -1.37 | 17h 06m |
| Jun 2021 | bearish trending high vol | 73 | +3.54 | 0.49 | 67 | 6 | 91.8 | -1.91 | 7h 33m |
| May 2021 | bearish trending high vol | 668 | +57.44 | 0.86 | 628 | 40 | 94.0 | -7.03 | 1h 35m |
| Apr 2021 | bearish choppy high vol | 345 | +25.90 | 0.75 | 321 | 24 | 93.0 | -2.72 | 2h 11m |
| Mar 2021 | bullish choppy high vol | 140 | +11.89 | 0.85 | 131 | 9 | 93.6 | -2.59 | 3h 57m |
| Feb 2021 | bullish trending high vol | 510 | +51.18 | 1.00 | 483 | 27 | 94.7 | -2.74 | 3h 03m |
| Jan 2021 | bullish trending high vol | 624 | +78.07 | 1.25 | 597 | 27 | 95.7 | -7.89 | 2h 08m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 360 | +45.46 | 1.26 | 319 | 41 | 88.6 | -6.41 | 10h 04m |
| 2024 | 647 | +60.46 | 0.94 | 612 | 35 | 94.6 | -1.63 | 7h 05m |
| 2023 | 451 | +61.36 | 1.36 | 436 | 15 | 96.7 | -0.67 | 8h 12m |
| 2022 | 478 | +41.41 | 0.86 | 442 | 36 | 92.5 | -2.19 | 7h 30m |
| 2021 | 2804 | +269.97 | 0.96 | 2646 | 158 | 94.4 | -7.89 | 3h 15m |
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/4ddafa74db8ffc4a · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.