SMAOffsetProtectOptV1_3
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/57200f6a1dcb21fc
Run started · finished · took 275.4s
ℹ️ This strategy uses a trailing stop — 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 →
- did not beat simply holding the market
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 83% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Nov 2025 | bearish trending high vol | 26 | +0.20 | 0.08 | 19 | 7 | 73.1 | -0.57 | 1h 30m |
| Oct 2025 | bearish trending low vol | 47 | +5.24 | 1.11 | 46 | 1 | 97.9 | -0.33 | 0h 24m |
| Sep 2025 | bullish choppy low vol | 5 | -0.18 | -0.36 | 3 | 2 | 60.0 | -0.23 | 2h 36m |
| Jul 2025 | bullish choppy low vol | 3 | +0.39 | 1.30 | 3 | 0 | 100.0 | -0.14 | 1h 35m |
| Jun 2025 | bearish choppy low vol | 2 | -0.15 | -0.74 | 1 | 1 | 50.0 | -0.21 | 3h 55m |
| May 2025 | bullish trending low vol | 2 | +0.26 | 1.29 | 2 | 0 | 100.0 | -0.2 | 0h 00m |
| Apr 2025 | bullish choppy low vol | 1 | -0.46 | -4.60 | 0 | 1 | 0.0 | -0.27 | 4h 40m |
| Mar 2025 | bearish trending high vol | 4 | +0.21 | 0.54 | 3 | 1 | 75.0 | -0.09 | 1h 34m |
| Dec 2024 | bullish trending low vol | 27 | +1.39 | 0.52 | 21 | 6 | 77.8 | -0.21 | 1h 21m |
| Nov 2024 | bullish trending low vol | 71 | +5.67 | 0.80 | 62 | 9 | 87.3 | -0.85 | 1h 01m |
| Aug 2024 | bearish choppy high vol | 1 | +0.13 | 1.29 | 1 | 0 | 100.0 | -0.92 | 1h 15m |
| May 2024 | bullish choppy high vol | 1 | +0.13 | 1.30 | 1 | 0 | 100.0 | -0.99 | 0h 10m |
| Apr 2024 | bearish choppy high vol | 3 | -1.68 | -5.59 | 2 | 1 | 66.7 | -1.06 | 2h 20m |
| Mar 2024 | bullish trending high vol | 9 | +0.26 | 0.28 | 7 | 2 | 77.8 | -0.36 | 1h 27m |
| Feb 2024 | bullish trending low vol | 4 | +0.33 | 0.83 | 4 | 0 | 100.0 | -0.29 | 0h 46m |
| Jan 2024 | bearish choppy high vol | 6 | -0.41 | -0.68 | 4 | 2 | 66.7 | -0.58 | 2h 12m |
| Dec 2023 | bullish trending low vol | 16 | +1.62 | 1.02 | 15 | 1 | 93.8 | -0.96 | 0h 37m |
| Nov 2023 | bullish trending low vol | 5 | +0.47 | 0.93 | 5 | 0 | 100.0 | -1.28 | 0h 55m |
| Aug 2023 | bearish choppy low vol | 7 | -1.82 | -2.60 | 6 | 1 | 85.7 | -1.37 | 1h 48m |
| Jul 2023 | bullish trending low vol | 9 | +0.83 | 0.92 | 9 | 0 | 100.0 | 0.0 | 1h 21m |
| Jun 2023 | bullish trending low vol | 12 | +0.47 | 0.39 | 10 | 2 | 83.3 | -0.4 | 1h 45m |
| Apr 2023 | bullish trending low vol | 3 | +0.22 | 0.74 | 3 | 0 | 100.0 | 0.0 | 1h 03m |
| Mar 2023 | bullish trending high vol | 5 | +0.65 | 1.30 | 5 | 0 | 100.0 | -0.11 | 0h 27m |
| Feb 2023 | bullish trending low vol | 2 | -0.20 | -1.02 | 1 | 1 | 50.0 | -0.18 | 2h 50m |
| Jan 2023 | bullish trending low vol | 22 | +1.55 | 0.71 | 18 | 4 | 81.8 | -0.24 | 1h 20m |
| Nov 2022 | bearish trending high vol | 20 | +1.75 | 0.88 | 19 | 1 | 95.0 | -0.27 | 0h 33m |
| Oct 2022 | bullish choppy low vol | 13 | +1.35 | 1.04 | 12 | 1 | 92.3 | -0.63 | 0h 42m |
| Sep 2022 | bearish choppy high vol | 1 | -0.63 | -6.27 | 0 | 1 | 0.0 | -0.71 | 7h 35m |
| Aug 2022 | bullish choppy high vol | 7 | -0.62 | -0.88 | 6 | 1 | 85.7 | -0.65 | 2h 01m |
| Jul 2022 | bearish trending high vol | 14 | +1.23 | 0.88 | 12 | 2 | 85.7 | -0.18 | 0h 57m |
| Jun 2022 | bearish trending high vol | 20 | +0.34 | 0.17 | 18 | 2 | 90.0 | -0.72 | 1h 17m |
| May 2022 | bearish trending high vol | 21 | +1.50 | 0.71 | 18 | 3 | 85.7 | -0.28 | 0h 56m |
| Apr 2022 | bearish choppy high vol | 3 | -0.09 | -0.29 | 2 | 1 | 66.7 | -0.14 | 2h 15m |
| Mar 2022 | bullish choppy high vol | 1 | +0.13 | 1.30 | 1 | 0 | 100.0 | 0.0 | 2h 15m |
| Feb 2022 | bearish trending high vol | 19 | +2.36 | 1.24 | 19 | 0 | 100.0 | -0.37 | 0h 25m |
| Jan 2022 | bearish trending high vol | 1 | +0.13 | 1.30 | 1 | 0 | 100.0 | -0.45 | 1h 30m |
| Dec 2021 | bearish trending high vol | 6 | -0.21 | -0.35 | 4 | 2 | 66.7 | -0.67 | 1h 31m |
| Nov 2021 | bullish trending high vol | 4 | +0.52 | 1.30 | 4 | 0 | 100.0 | -0.62 | 0h 14m |
| Oct 2021 | bullish trending high vol | 8 | -0.80 | -1.00 | 6 | 2 | 75.0 | -0.79 | 2h 16m |
| Sep 2021 | bearish trending high vol | 19 | +1.49 | 0.78 | 16 | 3 | 84.2 | -0.24 | 1h 00m |
| Aug 2021 | bullish trending high vol | 21 | +2.32 | 1.10 | 20 | 1 | 95.2 | -0.02 | 0h 36m |
| Jul 2021 | bearish trending high vol | 8 | +0.91 | 1.14 | 7 | 1 | 87.5 | -0.5 | 0h 56m |
| Jun 2021 | bearish trending high vol | 20 | +0.30 | 0.15 | 16 | 4 | 80.0 | -0.57 | 1h 47m |
| May 2021 | bearish trending high vol | 217 | +24.22 | 1.12 | 207 | 10 | 95.4 | -0.47 | 0h 23m |
| Apr 2021 | bearish choppy high vol | 98 | +8.77 | 0.89 | 90 | 8 | 91.8 | -0.5 | 0h 41m |
| Mar 2021 | bullish choppy high vol | 35 | +3.21 | 0.92 | 32 | 3 | 91.4 | -0.28 | 0h 30m |
| Feb 2021 | bullish trending high vol | 151 | +13.61 | 0.90 | 137 | 14 | 90.7 | -0.84 | 0h 31m |
| Jan 2021 | bullish trending high vol | 232 | +16.87 | 0.73 | 211 | 21 | 90.9 | -4.74 | 0h 39m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 90 | +5.51 | 0.61 | 77 | 13 | 85.6 | -0.57 | 1h 03m |
| 2024 | 122 | +5.82 | 0.48 | 102 | 20 | 83.6 | -1.06 | 1h 12m |
| 2023 | 81 | +3.79 | 0.47 | 72 | 9 | 88.9 | -1.37 | 1h 15m |
| 2022 | 120 | +7.45 | 0.62 | 108 | 12 | 90.0 | -0.72 | 0h 59m |
| 2021 | 819 | +71.21 | 0.87 | 750 | 69 | 91.6 | -4.74 | 0h 37m |
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/57200f6a1dcb21fc · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.