Freqebeta
freqle.org
CombinedBinHClucAndMADV5
Strategy League report · davidzr/freqtrade-strategies · freqle.org/strategy/4feebb5238d71c32
Run started · finished · took 305.2s
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+209.55%
final wallet3096 USDT
win rate81.7%
max drawdown-4.08%
market change+451.55%
vs market-242.00%
timeframe5m
profit factor2.18
expectancy ratio0.215
break-even fee0.3707%
sharpe8.974
sortino5.075
CAGR+25.3%
calmar65.863
avg MFE+2.90%
avg MAE-2.46%
avg profit/trade0.54%
avg duration1h 57m
best trade+2.18%
worst trade-98.98%
win/loss streak100 / 9
positive months41/60
consistent (3-mo)81.0%
worst 3-mo-3.27%
trades3871
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+25%
range (5th–95th)+23% … +28%
chance of profit100.0%
worst-5% outcome+22%
significance (p)0.0005
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 81% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 39 | +0.18 | 0.05 | 27 | 12 | 69.2 | -0.59 | 6h 08m |
| Nov 2025 | bearish trending high vol | 34 | +1.45 | 0.43 | 27 | 7 | 79.4 | -1.05 | 1h 53m |
| Oct 2025 | bearish trending low vol | 97 | -0.44 | -0.05 | 84 | 13 | 86.6 | -3.53 | 1h 12m |
| Sep 2025 | bullish choppy low vol | 31 | -0.34 | -0.11 | 20 | 11 | 64.5 | -0.63 | 5h 02m |
| Aug 2025 | bullish choppy low vol | 45 | +0.62 | 0.14 | 34 | 11 | 75.6 | -0.74 | 2h 42m |
| Jul 2025 | bullish choppy low vol | 82 | +1.15 | 0.14 | 66 | 16 | 80.5 | -1.02 | 3h 00m |
| Jun 2025 | bearish choppy low vol | 28 | -0.32 | -0.11 | 19 | 9 | 67.9 | -1.09 | 3h 05m |
| May 2025 | bullish trending low vol | 73 | +0.40 | 0.05 | 53 | 20 | 72.6 | -1.14 | 2h 25m |
| Apr 2025 | bullish choppy low vol | 42 | +0.01 | 0.00 | 33 | 9 | 78.6 | -1.51 | 3h 54m |
| Mar 2025 | bearish trending high vol | 40 | -2.20 | -0.55 | 23 | 17 | 57.5 | -1.07 | 3h 02m |
| Feb 2025 | bearish trending low vol | 36 | +1.71 | 0.47 | 28 | 8 | 77.8 | -0.94 | 2h 25m |
| Jan 2025 | bearish choppy low vol | 58 | -0.46 | -0.08 | 42 | 16 | 72.4 | -1.01 | 2h 13m |
| Dec 2024 | bullish trending low vol | 55 | +3.89 | 0.71 | 43 | 12 | 78.2 | -1.2 | 1h 17m |
| Nov 2024 | bullish trending low vol | 145 | -0.55 | -0.04 | 102 | 43 | 70.3 | -1.36 | 1h 49m |
| Oct 2024 | bullish choppy low vol | 33 | -0.10 | -0.03 | 23 | 10 | 69.7 | -0.76 | 5h 00m |
| Sep 2024 | bearish choppy low vol | 32 | -0.73 | -0.23 | 22 | 10 | 68.8 | -0.54 | 3h 23m |
| Aug 2024 | bearish choppy high vol | 52 | +1.79 | 0.34 | 41 | 11 | 78.8 | -0.8 | 2h 44m |
| Jul 2024 | bearish trending low vol | 43 | +0.58 | 0.13 | 31 | 12 | 72.1 | -1.04 | 4h 32m |
| Jun 2024 | bearish choppy low vol | 31 | +0.22 | 0.07 | 25 | 6 | 80.6 | -1.16 | 3h 34m |
| May 2024 | bullish choppy high vol | 49 | -0.56 | -0.12 | 38 | 11 | 77.6 | -1.71 | 2h 39m |
| Apr 2024 | bearish choppy high vol | 69 | +2.04 | 0.30 | 50 | 19 | 72.5 | -1.01 | 2h 33m |
| Mar 2024 | bullish trending high vol | 50 | +2.48 | 0.50 | 45 | 5 | 90.0 | -0.37 | 1h 18m |
| Feb 2024 | bullish trending low vol | 69 | +4.12 | 0.60 | 58 | 11 | 84.1 | -0.2 | 3h 15m |
| Jan 2024 | bearish choppy high vol | 64 | +5.68 | 0.89 | 54 | 10 | 84.4 | -0.19 | 1h 42m |
| Dec 2023 | bullish trending low vol | 82 | +4.25 | 0.52 | 70 | 12 | 85.4 | -0.21 | 2h 14m |
| Nov 2023 | bullish trending low vol | 49 | +2.68 | 0.55 | 40 | 9 | 81.6 | -0.27 | 3h 02m |
| Oct 2023 | bullish trending low vol | 44 | +0.91 | 0.21 | 32 | 12 | 72.7 | -0.29 | 4h 45m |
| Sep 2023 | bearish choppy low vol | 37 | +0.81 | 0.22 | 31 | 6 | 83.8 | -0.33 | 5h 41m |
| Aug 2023 | bearish choppy low vol | 20 | +0.59 | 0.30 | 14 | 6 | 70.0 | -0.39 | 4h 46m |
| Jul 2023 | bullish trending low vol | 55 | -0.58 | -0.10 | 37 | 18 | 67.3 | -0.59 | 2h 36m |
| Jun 2023 | bullish trending low vol | 90 | +6.90 | 0.77 | 75 | 15 | 83.3 | -1.08 | 1h 19m |
| May 2023 | bearish choppy low vol | 19 | -0.57 | -0.30 | 10 | 9 | 52.6 | -0.96 | 6h 14m |
| Apr 2023 | bullish trending low vol | 42 | -0.32 | -0.08 | 28 | 14 | 66.7 | -0.72 | 3h 13m |
| Mar 2023 | bullish trending high vol | 27 | -0.03 | -0.01 | 19 | 8 | 70.4 | -1.0 | 2h 08m |
| Feb 2023 | bullish trending low vol | 47 | -1.02 | -0.22 | 30 | 17 | 63.8 | -0.74 | 3h 47m |
| Jan 2023 | bullish trending low vol | 150 | +3.74 | 0.25 | 120 | 30 | 80.0 | -0.65 | 3h 06m |
| Dec 2022 | bearish trending low vol | 18 | +0.23 | 0.13 | 13 | 5 | 72.2 | -0.39 | 2h 54m |
| Nov 2022 | bearish trending high vol | 55 | +4.87 | 0.88 | 47 | 8 | 85.5 | -2.09 | 1h 30m |
| Oct 2022 | bullish choppy low vol | 38 | +1.07 | 0.28 | 30 | 8 | 78.9 | -2.07 | 2h 35m |
| Sep 2022 | bearish choppy high vol | 40 | -4.10 | -1.03 | 23 | 17 | 57.5 | -2.03 | 2h 48m |
| Aug 2022 | bullish choppy high vol | 34 | -0.24 | -0.07 | 25 | 9 | 73.5 | -0.38 | 2h 44m |
| Jul 2022 | bearish trending high vol | 54 | +2.61 | 0.48 | 46 | 8 | 85.2 | -0.24 | 1h 36m |
| Jun 2022 | bearish trending high vol | 26 | +0.60 | 0.23 | 20 | 6 | 76.9 | -0.54 | 1h 40m |
| May 2022 | bearish trending high vol | 82 | +13.85 | 1.69 | 77 | 5 | 93.9 | -0.88 | 0h 32m |
| Apr 2022 | bearish choppy high vol | 14 | +0.18 | 0.13 | 10 | 4 | 71.4 | -0.94 | 2h 24m |
| Mar 2022 | bullish choppy high vol | 54 | +1.82 | 0.34 | 45 | 9 | 83.3 | -1.56 | 2h 33m |
| Feb 2022 | bearish trending high vol | 50 | +0.11 | 0.02 | 39 | 11 | 78.0 | -1.88 | 1h 57m |
| Jan 2022 | bearish trending high vol | 25 | +1.07 | 0.43 | 21 | 4 | 84.0 | -2.25 | 1h 16m |
| Dec 2021 | bearish trending high vol | 55 | -2.87 | -0.52 | 35 | 20 | 63.6 | -2.02 | 1h 36m |
| Nov 2021 | bullish trending high vol | 31 | -0.41 | -0.13 | 26 | 5 | 83.9 | -0.9 | 1h 29m |
| Oct 2021 | bullish trending high vol | 70 | +5.48 | 0.78 | 63 | 7 | 90.0 | -0.34 | 1h 06m |
| Sep 2021 | bearish trending high vol | 60 | +5.61 | 0.93 | 53 | 7 | 88.3 | -0.38 | 0h 48m |
| Aug 2021 | bullish trending high vol | 76 | +5.80 | 0.76 | 72 | 4 | 94.7 | -1.01 | 0h 57m |
| Jul 2021 | bearish trending high vol | 63 | -2.24 | -0.36 | 43 | 20 | 68.3 | -1.12 | 2h 22m |
| Jun 2021 | bearish trending high vol | 42 | +3.07 | 0.73 | 36 | 6 | 85.7 | -0.29 | 1h 00m |
| May 2021 | bearish trending high vol | 300 | +49.54 | 1.65 | 286 | 14 | 95.3 | -1.12 | 0h 17m |
| Apr 2021 | bearish choppy high vol | 177 | +24.54 | 1.39 | 165 | 12 | 93.2 | -0.59 | 0h 33m |
| Mar 2021 | bullish choppy high vol | 55 | +0.77 | 0.14 | 41 | 14 | 74.5 | -1.36 | 1h 31m |
| Feb 2021 | bullish trending high vol | 247 | +32.89 | 1.33 | 231 | 16 | 93.5 | -1.36 | 0h 30m |
| Jan 2021 | bullish trending high vol | 246 | +27.35 | 1.11 | 223 | 23 | 90.7 | -4.08 | 0h 40m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 605 | +1.76 | 0.03 | 456 | 149 | 75.4 | -3.53 | 2h 49m |
| 2024 | 692 | +18.86 | 0.27 | 532 | 160 | 76.9 | -1.71 | 2h 32m |
| 2023 | 662 | +17.36 | 0.26 | 506 | 156 | 76.4 | -1.08 | 3h 07m |
| 2022 | 490 | +22.07 | 0.45 | 396 | 94 | 80.8 | -2.25 | 1h 52m |
| 2021 | 1422 | +149.53 | 1.05 | 1274 | 148 | 89.6 | -4.08 | 0h 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/4feebb5238d71c32 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.