Freqebeta
freqle.org
DS_SOS_5m
Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/500d64841b8af7e9
Run started · finished · took 412.9s
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+355.67%
final wallet4557 USDT
win rate98.0%
max drawdown-6.7%
market change+451.55%
vs market-95.88%
timeframe5m
profit factor2.27
expectancy ratio0.025
break-even fee0.4334%
sharpe9.386
sortino8.942
CAGR+35.4%
calmar55.545
avg MFE+2.07%
avg MAE-2.81%
avg profit/trade0.67%
avg duration6h 55m
best trade+17.11%
worst trade-51.83%
win/loss streak459 / 9
positive months45/61
consistent (3-mo)88.1%
worst 3-mo-30.78%
trades5334
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+36%
range (5th–95th)+31% … +40%
chance of profit100.0%
worst-5% outcome+30%
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 88% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 1 | -1.85 | -18.52 | 0 | 1 | 0.0 | -6.13 | 686h 25m |
| Dec 2025 | bearish trending low vol | 12 | -1.13 | -0.94 | 11 | 1 | 91.7 | -6.04 | 34h 08m |
| Nov 2025 | bearish trending high vol | 78 | +4.94 | 0.63 | 76 | 2 | 97.4 | -6.7 | 12h 07m |
| Oct 2025 | bearish trending low vol | 56 | -30.64 | -5.47 | 45 | 11 | 80.4 | -6.54 | 3h 23m |
| Sep 2025 | bullish choppy low vol | 16 | +1.93 | 1.21 | 16 | 0 | 100.0 | -0.44 | 2h 36m |
| Aug 2025 | bullish choppy low vol | 6 | -2.07 | -3.45 | 5 | 1 | 83.3 | -0.52 | 95h 32m |
| Jul 2025 | bullish choppy low vol | 30 | +3.47 | 1.16 | 30 | 0 | 100.0 | -0.25 | 22h 16m |
| Jun 2025 | bearish choppy low vol | 10 | -1.31 | -1.32 | 9 | 1 | 90.0 | -0.52 | 69h 42m |
| May 2025 | bullish trending low vol | 42 | +4.32 | 1.03 | 42 | 0 | 100.0 | -0.74 | 2h 28m |
| Apr 2025 | bullish choppy low vol | 15 | -0.87 | -0.58 | 14 | 1 | 93.3 | -0.93 | 40h 42m |
| Mar 2025 | bearish trending high vol | 22 | -0.23 | -0.10 | 21 | 1 | 95.5 | -0.64 | 46h 43m |
| Feb 2025 | bearish trending low vol | 53 | -0.97 | -0.18 | 50 | 3 | 94.3 | -1.05 | 22h 31m |
| Jan 2025 | bearish choppy low vol | 43 | +6.28 | 1.46 | 43 | 0 | 100.0 | -0.14 | 2h 32m |
| Dec 2024 | bullish trending low vol | 143 | +13.22 | 0.92 | 142 | 1 | 99.3 | -0.73 | 3h 42m |
| Nov 2024 | bullish trending low vol | 279 | +32.95 | 1.18 | 279 | 0 | 100.0 | -0.68 | 3h 27m |
| Oct 2024 | bullish choppy low vol | 4 | +0.35 | 0.88 | 4 | 0 | 100.0 | -0.76 | 1h 35m |
| Sep 2024 | bearish choppy low vol | 4 | +0.50 | 1.26 | 4 | 0 | 100.0 | -0.85 | 90h 00m |
| Aug 2024 | bearish choppy high vol | 25 | +3.63 | 1.45 | 25 | 0 | 100.0 | -1.7 | 0h 24m |
| Jul 2024 | bearish trending low vol | 13 | +1.61 | 1.24 | 13 | 0 | 100.0 | -2.08 | 0h 32m |
| Jun 2024 | bearish choppy low vol | 55 | +1.62 | 0.30 | 54 | 1 | 98.2 | -2.47 | 5h 20m |
| May 2024 | bullish choppy high vol | 6 | +0.71 | 1.18 | 6 | 0 | 100.0 | -2.63 | 29h 42m |
| Apr 2024 | bearish choppy high vol | 42 | -1.22 | -0.29 | 40 | 2 | 95.2 | -2.75 | 10h 10m |
| Mar 2024 | bullish trending high vol | 66 | -4.33 | -0.66 | 61 | 5 | 92.4 | -2.76 | 22h 24m |
| Feb 2024 | bullish trending low vol | 41 | +5.20 | 1.27 | 41 | 0 | 100.0 | -0.51 | 0h 48m |
| Jan 2024 | bearish choppy high vol | 81 | +8.01 | 0.99 | 80 | 1 | 98.8 | -0.59 | 7h 42m |
| Dec 2023 | bullish trending low vol | 108 | +12.05 | 1.12 | 108 | 0 | 100.0 | 0.0 | 3h 28m |
| Nov 2023 | bullish trending low vol | 53 | +5.85 | 1.10 | 53 | 0 | 100.0 | -0.4 | 5h 16m |
| Oct 2023 | bullish trending low vol | 15 | +1.81 | 1.21 | 15 | 0 | 100.0 | -0.88 | 37h 03m |
| Sep 2023 | bearish choppy low vol | 8 | +0.96 | 1.20 | 8 | 0 | 100.0 | -1.1 | 0h 28m |
| Aug 2023 | bearish choppy low vol | 41 | -2.37 | -0.58 | 39 | 2 | 95.1 | -1.41 | 5h 45m |
| Jul 2023 | bullish trending low vol | 31 | +4.37 | 1.41 | 31 | 0 | 100.0 | 0.0 | 8h 26m |
| Jun 2023 | bullish trending low vol | 64 | +9.70 | 1.51 | 64 | 0 | 100.0 | 0.0 | 1h 10m |
| May 2023 | bearish choppy low vol | 9 | +0.98 | 1.09 | 9 | 0 | 100.0 | 0.0 | 1h 05m |
| Apr 2023 | bullish trending low vol | 12 | +1.62 | 1.35 | 12 | 0 | 100.0 | 0.0 | 8h 23m |
| Mar 2023 | bullish trending high vol | 51 | +6.19 | 1.21 | 51 | 0 | 100.0 | 0.0 | 6h 00m |
| Feb 2023 | bullish trending low vol | 27 | +3.02 | 1.12 | 27 | 0 | 100.0 | 0.0 | 4h 59m |
| Jan 2023 | bullish trending low vol | 65 | +8.18 | 1.26 | 65 | 0 | 100.0 | -0.64 | 6h 23m |
| Dec 2022 | bearish trending low vol | 9 | -1.90 | -2.11 | 8 | 1 | 88.9 | -0.7 | 44h 46m |
| Nov 2022 | bearish trending high vol | 109 | +0.33 | 0.03 | 104 | 5 | 95.4 | -1.99 | 15h 57m |
| Oct 2022 | bullish choppy low vol | 22 | -0.24 | -0.11 | 21 | 1 | 95.5 | -0.7 | 49h 06m |
| Sep 2022 | bearish choppy high vol | 12 | +2.05 | 1.71 | 12 | 0 | 100.0 | 0.0 | 19h 00m |
| Aug 2022 | bullish choppy high vol | 34 | +1.58 | 0.47 | 33 | 1 | 97.1 | -0.7 | 3h 07m |
| Jul 2022 | bearish trending high vol | 74 | +10.04 | 1.36 | 74 | 0 | 100.0 | -0.54 | 9h 04m |
| Jun 2022 | bearish trending high vol | 123 | +3.73 | 0.30 | 118 | 5 | 95.9 | -2.76 | 16h 19m |
| May 2022 | bearish trending high vol | 137 | +17.52 | 1.28 | 137 | 0 | 100.0 | -0.61 | 6h 28m |
| Apr 2022 | bearish choppy high vol | 28 | +0.64 | 0.23 | 27 | 1 | 96.4 | -0.76 | 11h 19m |
| Mar 2022 | bullish choppy high vol | 31 | +3.53 | 1.14 | 31 | 0 | 100.0 | 0.0 | 1h 07m |
| Feb 2022 | bearish trending high vol | 40 | +4.23 | 1.06 | 40 | 0 | 100.0 | -0.13 | 6h 45m |
| Jan 2022 | bearish trending high vol | 30 | +1.86 | 0.62 | 29 | 1 | 96.7 | -0.79 | 16h 04m |
| Dec 2021 | bearish trending high vol | 64 | +4.84 | 0.76 | 63 | 1 | 98.4 | -1.62 | 3h 48m |
| Nov 2021 | bullish trending high vol | 59 | -1.45 | -0.24 | 56 | 3 | 94.9 | -1.76 | 22h 36m |
| Oct 2021 | bullish trending high vol | 62 | +6.66 | 1.07 | 62 | 0 | 100.0 | -1.76 | 4h 24m |
| Sep 2021 | bearish trending high vol | 143 | -1.57 | -0.11 | 136 | 7 | 95.1 | -2.38 | 4h 01m |
| Aug 2021 | bullish trending high vol | 108 | +14.33 | 1.33 | 108 | 0 | 100.0 | -0.21 | 6h 02m |
| Jul 2021 | bearish trending high vol | 71 | +7.06 | 0.99 | 70 | 1 | 98.6 | -2.58 | 15h 48m |
| Jun 2021 | bearish trending high vol | 112 | -2.44 | -0.22 | 106 | 6 | 94.6 | -4.89 | 11h 15m |
| May 2021 | bearish trending high vol | 716 | +48.46 | 0.68 | 704 | 12 | 98.3 | -5.81 | 1h 49m |
| Apr 2021 | bearish choppy high vol | 403 | +28.80 | 0.71 | 395 | 8 | 98.0 | -3.58 | 3h 05m |
| Mar 2021 | bullish choppy high vol | 148 | +12.55 | 0.85 | 146 | 2 | 98.6 | -2.27 | 13h 27m |
| Feb 2021 | bullish trending high vol | 547 | +33.09 | 0.61 | 535 | 12 | 97.8 | -5.8 | 3h 17m |
| Jan 2021 | bullish trending high vol | 625 | +65.48 | 1.05 | 619 | 6 | 99.0 | -5.02 | 3h 08m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 1 | -1.85 | -18.52 | 0 | 1 | 0.0 | -6.13 | 686h 25m |
| 2025 | 383 | -16.28 | -0.42 | 362 | 21 | 94.5 | -6.7 | 17h 09m |
| 2024 | 759 | +62.25 | 0.82 | 749 | 10 | 98.7 | -2.76 | 6h 28m |
| 2023 | 484 | +52.36 | 1.08 | 482 | 2 | 99.6 | -1.41 | 5h 41m |
| 2022 | 649 | +43.37 | 0.67 | 634 | 15 | 97.7 | -2.76 | 12h 40m |
| 2021 | 3058 | +215.81 | 0.71 | 3000 | 58 | 98.1 | -5.81 | 4h 30m |
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/500d64841b8af7e9 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.