Freqebeta
freqle.org
QWQ
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/504562fbe5588ff0
Run started · finished · took 18.2s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 1d
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit-90.03%
final wallet100 USDT
win rate46.1%
max drawdown-90.01%
market change+399.34%
vs market-489.37%
timeframe1d
profit factor0.75
expectancy ratio-0.137
sharpe-3.137
sortino-43.974
CAGR-36.9%
calmar-1.046
avg MFE+4.89%
avg MAE-4.18%
avg profit/trade-0.43%
avg duration9h 20m
best trade+4.14%
worst trade-5.09%
positive months16/59
consistent (3-mo)15.8%
worst 3-mo-15.98%
trades2166
revision1
likely annual return-38%
range (5th–95th)-47% … -27%
chance of profit0.0%
worst-5% outcome-50%
significance (p)1.0
risk of ruin0.0%
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 16% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-90%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Nov 2025 | bearish trending high vol | 19 | -4.02 | -2.13 | 3 | 16 | 15.8 | -90.01 | 5h 03m |
| Oct 2025 | bearish trending low vol | 24 | -0.47 | -0.19 | 12 | 12 | 50.0 | -85.98 | 12h 00m |
| Sep 2025 | bullish choppy low vol | 29 | +2.11 | 0.70 | 21 | 8 | 72.4 | -87.79 | 14h 54m |
| Aug 2025 | bearish choppy low vol | 44 | -3.63 | -0.84 | 16 | 28 | 36.4 | -88.23 | 6h 33m |
| Jul 2025 | bullish choppy low vol | 26 | +0.73 | 0.27 | 14 | 12 | 53.8 | -86.58 | 9h 14m |
| Jun 2025 | bearish choppy low vol | 16 | -1.72 | -1.12 | 7 | 9 | 43.8 | -84.83 | 18h 00m |
| May 2025 | bullish trending low vol | 46 | +0.82 | 0.17 | 23 | 23 | 50.0 | -85.07 | 5h 44m |
| Apr 2025 | bullish choppy low vol | 25 | -1.40 | -0.57 | 11 | 14 | 44.0 | -84.15 | 9h 36m |
| Mar 2025 | bearish trending high vol | 30 | -0.51 | -0.17 | 14 | 16 | 46.7 | -82.52 | 8h 00m |
| Feb 2025 | bearish trending low vol | 39 | -2.00 | -0.52 | 15 | 24 | 38.5 | -82.01 | 3h 42m |
| Jan 2025 | bearish choppy low vol | 66 | -7.31 | -1.13 | 22 | 44 | 33.3 | -79.91 | 5h 27m |
| Dec 2024 | bullish trending low vol | 32 | -2.30 | -0.71 | 12 | 20 | 37.5 | -72.98 | 5h 15m |
| Nov 2024 | bullish trending low vol | 33 | +5.28 | 1.63 | 24 | 9 | 72.7 | -75.47 | 5h 49m |
| Oct 2024 | bullish choppy low vol | 38 | -3.39 | -0.93 | 15 | 23 | 39.5 | -75.61 | 16h 25m |
| Sep 2024 | bearish choppy low vol | 36 | +0.24 | 0.01 | 20 | 16 | 55.6 | -72.96 | 12h 40m |
| Aug 2024 | bearish choppy high vol | 43 | +7.86 | 1.85 | 36 | 7 | 83.7 | -80.12 | 8h 22m |
| Jul 2024 | bearish trending low vol | 56 | -2.86 | -0.55 | 25 | 31 | 44.6 | -80.46 | 8h 09m |
| Jun 2024 | bearish choppy low vol | 26 | -2.26 | -0.84 | 12 | 14 | 46.2 | -78.26 | 24h 55m |
| May 2024 | bullish choppy high vol | 40 | -3.69 | -0.96 | 18 | 22 | 45.0 | -75.16 | 13h 48m |
| Apr 2024 | bearish choppy high vol | 43 | -0.81 | -0.20 | 21 | 22 | 48.8 | -73.96 | 9h 29m |
| Mar 2024 | bullish trending high vol | 45 | +3.89 | 0.86 | 26 | 19 | 57.8 | -74.46 | 1h 36m |
| Feb 2024 | bullish trending low vol | 31 | -2.76 | -0.92 | 14 | 17 | 45.2 | -74.55 | 16h 15m |
| Jan 2024 | bearish choppy high vol | 51 | -1.87 | -0.40 | 24 | 27 | 47.1 | -71.79 | 8h 56m |
| Dec 2023 | bullish trending low vol | 46 | -5.98 | -1.32 | 15 | 31 | 32.6 | -69.91 | 12h 00m |
| Nov 2023 | bullish trending low vol | 25 | -2.14 | -0.85 | 10 | 15 | 40.0 | -64.61 | 6h 43m |
| Oct 2023 | bullish trending low vol | 57 | +2.56 | 0.46 | 38 | 19 | 66.7 | -65.02 | 17h 16m |
| Sep 2023 | bearish choppy low vol | 32 | -1.49 | -0.46 | 18 | 14 | 56.2 | -64.43 | 34h 30m |
| Aug 2023 | bearish choppy low vol | 27 | +1.18 | 0.44 | 18 | 9 | 66.7 | -64.5 | 20h 27m |
| Jul 2023 | bullish trending low vol | 52 | -7.98 | -1.56 | 18 | 34 | 34.6 | -64.02 | 16h 09m |
| Jun 2023 | bullish trending low vol | 47 | +0.98 | 0.21 | 28 | 19 | 59.6 | -58.0 | 14h 49m |
| May 2023 | bearish choppy low vol | 23 | -1.98 | -0.93 | 10 | 13 | 43.5 | -57.0 | 17h 44m |
| Apr 2023 | bullish trending low vol | 40 | +0.49 | 0.11 | 24 | 16 | 60.0 | -57.38 | 13h 48m |
| Mar 2023 | bullish trending high vol | 49 | +0.31 | 0.06 | 25 | 24 | 51.0 | -57.23 | 7h 50m |
| Feb 2023 | bullish trending low vol | 49 | +4.70 | 0.96 | 36 | 13 | 73.5 | -61.38 | 12h 15m |
| Jan 2023 | bullish trending low vol | 24 | -0.72 | -0.29 | 14 | 10 | 58.3 | -60.83 | 16h 00m |
| Dec 2022 | bearish trending low vol | 40 | -0.88 | -0.22 | 24 | 16 | 60.0 | -61.33 | 18h 00m |
| Nov 2022 | bearish trending high vol | 38 | -5.72 | -1.52 | 10 | 28 | 26.3 | -58.92 | 3h 47m |
| Oct 2022 | bullish choppy low vol | 45 | +3.99 | 0.92 | 34 | 11 | 75.6 | -58.34 | 18h 40m |
| Sep 2022 | bearish choppy high vol | 46 | -3.98 | -0.89 | 19 | 27 | 41.3 | -57.19 | 11h 29m |
| Aug 2022 | bullish choppy high vol | 29 | -2.79 | -1.01 | 9 | 20 | 31.0 | -53.2 | 3h 19m |
| Jul 2022 | bullish trending high vol | 59 | -0.95 | -0.17 | 28 | 31 | 47.5 | -54.42 | 5h 42m |
| Jun 2022 | bearish trending high vol | 31 | -1.14 | -0.35 | 12 | 19 | 38.7 | -51.61 | 1h 33m |
| May 2022 | bearish trending high vol | 11 | -1.95 | -1.80 | 2 | 9 | 18.2 | -48.3 | 2h 11m |
| Apr 2022 | bearish choppy high vol | 24 | +2.99 | 1.29 | 18 | 6 | 75.0 | -49.56 | 13h 00m |
| Mar 2022 | bullish choppy high vol | 51 | -5.67 | -1.15 | 17 | 34 | 33.3 | -49.73 | 8h 56m |
| Feb 2022 | bearish trending high vol | 48 | -5.17 | -1.11 | 16 | 32 | 33.3 | -43.67 | 4h 30m |
| Jan 2022 | bearish trending high vol | 33 | -0.50 | -0.17 | 14 | 19 | 42.4 | -40.23 | 1h 27m |
| Dec 2021 | bearish trending high vol | 34 | -4.31 | -1.25 | 11 | 23 | 32.4 | -37.99 | 7h 46m |
| Nov 2021 | bearish trending high vol | 36 | -3.60 | -0.98 | 12 | 24 | 33.3 | -33.77 | 2h 40m |
| Oct 2021 | bullish trending high vol | 45 | -5.87 | -1.23 | 14 | 31 | 31.1 | -30.37 | 5h 52m |
| Sep 2021 | bearish trending high vol | 47 | -4.28 | -0.98 | 17 | 30 | 36.2 | -24.58 | 4h 36m |
| Aug 2021 | bullish trending high vol | 12 | -1.45 | -1.22 | 4 | 8 | 33.3 | -19.89 | 8h 00m |
| Jul 2021 | bullish trending high vol | 59 | +2.77 | 0.47 | 33 | 26 | 55.9 | -22.09 | 3h 40m |
| Jun 2021 | bearish trending high vol | 26 | -1.38 | -0.48 | 10 | 16 | 38.5 | -22.78 | 1h 51m |
| May 2021 | bearish trending high vol | 42 | -8.43 | -2.10 | 6 | 36 | 14.3 | -19.84 | 0h 00m |
| Apr 2021 | bearish choppy high vol | 30 | -1.00 | -0.25 | 13 | 17 | 43.3 | -12.07 | 1h 36m |
| Mar 2021 | bullish choppy high vol | 36 | -6.55 | -1.90 | 7 | 29 | 19.4 | -10.39 | 4h 40m |
| Feb 2021 | bullish trending high vol | 18 | -1.33 | -0.76 | 6 | 12 | 33.3 | -4.46 | 0h 00m |
| Jan 2021 | bullish trending high vol | 17 | -2.71 | -1.61 | 4 | 13 | 23.5 | -2.89 | 2h 49m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 364 | -17.40 | -0.49 | 158 | 206 | 43.4 | -90.01 | 7h 55m |
| 2024 | 474 | -2.67 | -0.07 | 247 | 227 | 52.1 | -80.46 | 10h 20m |
| 2023 | 471 | -10.07 | -0.22 | 254 | 217 | 53.9 | -69.91 | 15h 20m |
| 2022 | 455 | -21.77 | -0.49 | 203 | 252 | 44.6 | -61.33 | 8h 17m |
| 2021 | 402 | -38.14 | -0.95 | 137 | 265 | 34.1 | -37.99 | 3h 39m |
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/504562fbe5588ff0 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.