Freqebeta
freqle.org
SMAOffsetV2
Strategy League report · TheoBrigitte/freqtrade · freqle.org/strategy/57d865adb1555274
Run finished · took 294.0s
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+247.46%
final wallet3475 USDT
win rate68.5%
max drawdown-6.31%
market change+451.55%
vs market-204.09%
timeframe5m
profit factor2.0
expectancy ratio0.315
sharpe6.153
sortino6.74
CAGR+28.3%
calmar82.917
avg MFE+3.51%
avg MAE-3.55%
avg profit/trade1.02%
avg duration2h 05m
best trade+45.45%
worst trade-20.16%
positive months41/59
consistent (3-mo)80.7%
worst 3-mo-7.53%
trades2429
revision1
ℹ️ This strategy uses 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+29%
range (5th–95th)+24% … +33%
chance of profit100.0%
worst-5% outcome+23%
significance (p)0.0
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 | 12 | -1.58 | -1.32 | 2 | 10 | 16.7 | -1.23 | 1h 13m |
| Nov 2025 | bearish trending high vol | 38 | +2.96 | 0.78 | 25 | 13 | 65.8 | -0.84 | 1h 57m |
| Oct 2025 | bearish trending low vol | 30 | -2.19 | -0.73 | 17 | 13 | 56.7 | -3.12 | 1h 42m |
| Sep 2025 | bullish choppy low vol | 4 | -0.07 | -0.17 | 2 | 2 | 50.0 | -0.09 | 4h 25m |
| Aug 2025 | bullish choppy low vol | 14 | +2.86 | 2.04 | 14 | 0 | 100.0 | -0.04 | 1h 05m |
| Jul 2025 | bullish choppy low vol | 4 | +0.88 | 2.20 | 3 | 1 | 75.0 | -0.24 | 3h 49m |
| Jun 2025 | bearish choppy low vol | 5 | +0.46 | 0.92 | 3 | 2 | 60.0 | -0.5 | 1h 52m |
| May 2025 | bullish trending low vol | 20 | +2.52 | 1.26 | 17 | 3 | 85.0 | -1.14 | 1h 59m |
| Apr 2025 | bullish choppy low vol | 6 | -0.26 | -0.42 | 4 | 2 | 66.7 | -1.31 | 1h 50m |
| Mar 2025 | bearish trending high vol | 19 | -2.45 | -1.29 | 9 | 10 | 47.4 | -1.51 | 3h 53m |
| Feb 2025 | bearish trending low vol | 23 | -0.48 | -0.21 | 10 | 13 | 43.5 | -0.62 | 2h 07m |
| Jan 2025 | bearish choppy low vol | 30 | +0.40 | 0.13 | 14 | 16 | 46.7 | -0.9 | 1h 54m |
| Dec 2024 | bullish trending low vol | 47 | +1.42 | 0.30 | 32 | 15 | 68.1 | -0.56 | 1h 56m |
| Nov 2024 | bullish trending low vol | 88 | +12.47 | 1.42 | 63 | 25 | 71.6 | -0.65 | 2h 43m |
| Oct 2024 | bullish choppy low vol | 14 | +2.57 | 1.84 | 12 | 2 | 85.7 | -0.08 | 1h 07m |
| Sep 2024 | bearish choppy low vol | 3 | +1.03 | 3.42 | 3 | 0 | 100.0 | 0.0 | 1h 02m |
| Aug 2024 | bearish choppy high vol | 7 | +0.51 | 0.73 | 5 | 2 | 71.4 | -0.07 | 2h 17m |
| Jul 2024 | bearish trending low vol | 7 | +1.42 | 2.03 | 6 | 1 | 85.7 | -0.16 | 4h 09m |
| Jun 2024 | bearish choppy low vol | 14 | +4.97 | 3.55 | 14 | 0 | 100.0 | -1.47 | 1h 32m |
| Apr 2024 | bearish choppy high vol | 22 | -0.63 | -0.29 | 15 | 7 | 68.2 | -1.78 | 1h 48m |
| Mar 2024 | bullish trending high vol | 51 | -0.05 | -0.01 | 29 | 22 | 56.9 | -1.58 | 1h 47m |
| Feb 2024 | bullish trending low vol | 18 | +5.06 | 2.81 | 16 | 2 | 88.9 | -0.06 | 4h 43m |
| Jan 2024 | bearish choppy high vol | 30 | +1.99 | 0.66 | 20 | 10 | 66.7 | -0.67 | 1h 40m |
| Dec 2023 | bullish trending low vol | 52 | +13.48 | 2.59 | 41 | 11 | 78.8 | -0.16 | 2h 01m |
| Nov 2023 | bullish trending low vol | 31 | +2.08 | 0.67 | 20 | 11 | 64.5 | -0.33 | 2h 54m |
| Oct 2023 | bullish trending low vol | 10 | +2.87 | 2.87 | 9 | 1 | 90.0 | -0.0 | 9h 16m |
| Sep 2023 | bearish choppy low vol | 4 | +0.27 | 0.68 | 3 | 1 | 75.0 | -0.05 | 2h 29m |
| Aug 2023 | bearish choppy low vol | 12 | +1.68 | 1.40 | 10 | 2 | 83.3 | -0.43 | 1h 37m |
| Jul 2023 | bullish trending low vol | 18 | +1.78 | 0.99 | 12 | 6 | 66.7 | -0.33 | 4h 01m |
| Jun 2023 | bullish trending low vol | 28 | +1.52 | 0.54 | 16 | 12 | 57.1 | -0.26 | 1h 56m |
| May 2023 | bearish choppy low vol | 10 | +2.92 | 2.92 | 10 | 0 | 100.0 | -0.19 | 1h 22m |
| Apr 2023 | bullish trending low vol | 24 | +0.63 | 0.26 | 13 | 11 | 54.2 | -0.48 | 1h 43m |
| Mar 2023 | bullish trending high vol | 29 | -1.29 | -0.44 | 14 | 15 | 48.3 | -0.76 | 1h 29m |
| Feb 2023 | bullish trending low vol | 18 | +2.51 | 1.40 | 12 | 6 | 66.7 | -0.11 | 2h 31m |
| Jan 2023 | bullish trending low vol | 51 | +7.73 | 1.52 | 40 | 11 | 78.4 | -2.66 | 3h 09m |
| Dec 2022 | bearish trending low vol | 2 | +0.32 | 1.58 | 2 | 0 | 100.0 | -2.9 | 1h 05m |
| Nov 2022 | bearish trending high vol | 44 | -1.53 | -0.35 | 21 | 23 | 47.7 | -3.27 | 1h 55m |
| Oct 2022 | bullish choppy low vol | 7 | +0.78 | 1.12 | 5 | 2 | 71.4 | -2.77 | 2h 14m |
| Sep 2022 | bearish choppy high vol | 25 | -6.78 | -2.71 | 3 | 22 | 12.0 | -2.74 | 2h 54m |
| Aug 2022 | bullish choppy high vol | 13 | -0.29 | -0.23 | 6 | 7 | 46.2 | -0.37 | 2h 08m |
| Jul 2022 | bearish trending high vol | 29 | +3.65 | 1.26 | 22 | 7 | 75.9 | -1.31 | 1h 41m |
| Jun 2022 | bearish trending high vol | 35 | +0.09 | 0.03 | 18 | 17 | 51.4 | -1.92 | 1h 59m |
| May 2022 | bearish trending high vol | 51 | -1.86 | -0.37 | 24 | 27 | 47.1 | -1.97 | 2h 10m |
| Apr 2022 | bearish choppy high vol | 4 | -0.71 | -1.77 | 2 | 2 | 50.0 | -0.67 | 2h 48m |
| Mar 2022 | bullish choppy high vol | 22 | +4.68 | 2.13 | 18 | 4 | 81.8 | -2.23 | 2h 19m |
| Feb 2022 | bearish trending high vol | 27 | +3.86 | 1.43 | 19 | 8 | 70.4 | -3.51 | 1h 15m |
| Jan 2022 | bearish trending high vol | 29 | -1.87 | -0.65 | 10 | 19 | 34.5 | -3.47 | 1h 42m |
| Dec 2021 | bearish trending high vol | 11 | -0.81 | -0.75 | 8 | 3 | 72.7 | -3.7 | 1h 54m |
| Nov 2021 | bullish trending high vol | 28 | -3.95 | -1.41 | 10 | 18 | 35.7 | -2.57 | 2h 13m |
| Oct 2021 | bullish trending high vol | 23 | +1.47 | 0.64 | 17 | 6 | 73.9 | -1.58 | 2h 49m |
| Sep 2021 | bearish trending high vol | 87 | +10.99 | 1.27 | 58 | 29 | 66.7 | -1.74 | 2h 12m |
| Aug 2021 | bullish trending high vol | 57 | +10.58 | 1.86 | 49 | 8 | 86.0 | -2.27 | 2h 01m |
| Jul 2021 | bearish trending high vol | 34 | -4.88 | -1.44 | 14 | 20 | 41.2 | -2.32 | 3h 38m |
| Jun 2021 | bearish trending high vol | 47 | +1.73 | 0.37 | 28 | 19 | 59.6 | -0.89 | 1h 50m |
| May 2021 | bearish trending high vol | 235 | +18.14 | 0.77 | 151 | 84 | 64.3 | -2.03 | 1h 58m |
| Apr 2021 | bearish choppy high vol | 186 | +33.11 | 1.78 | 141 | 45 | 75.8 | -0.88 | 1h 37m |
| Mar 2021 | bullish choppy high vol | 79 | +12.20 | 1.55 | 62 | 17 | 78.5 | -0.4 | 2h 47m |
| Feb 2021 | bullish trending high vol | 250 | +37.02 | 1.48 | 196 | 54 | 78.4 | -2.68 | 1h 53m |
| Jan 2021 | bullish trending high vol | 311 | +61.50 | 1.98 | 245 | 66 | 78.8 | -6.31 | 1h 36m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 205 | +3.05 | 0.15 | 120 | 85 | 58.5 | -3.12 | 2h 05m |
| 2024 | 301 | +30.76 | 1.02 | 215 | 86 | 71.4 | -1.78 | 2h 16m |
| 2023 | 287 | +36.18 | 1.26 | 200 | 87 | 69.7 | -2.66 | 2h 36m |
| 2022 | 288 | +0.34 | 0.01 | 150 | 138 | 52.1 | -3.51 | 2h 00m |
| 2021 | 1348 | +177.10 | 1.31 | 979 | 369 | 72.6 | -6.31 | 1h 56m |
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/57d865adb1555274 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.