Freqebeta
freqle.org
YorganStrategy
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/5cd70b274880621b
Run started · finished · took 283.9s
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+316.63%
final wallet4166 USDT
win rate77.6%
max drawdown-9.54%
market change+451.55%
vs market-134.92%
timeframe5m
profit factor1.88
expectancy ratio0.197
break-even fee0.6529%
sharpe5.993
sortino7.125
CAGR+33.0%
calmar114.841
avg MFE+4.14%
avg MAE-3.91%
avg profit/trade1.11%
avg duration3h 13m
best trade+129.47%
worst trade-38.31%
win/loss streak46 / 10
positive months45/60
consistent (3-mo)84.5%
worst 3-mo-2.37%
trades2863
revision1
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 →
likely annual return+34%
range (5th–95th)+28% … +40%
chance of profit100.0%
worst-5% outcome+27%
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 84% 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 | 1 | -0.05 | -0.48 | 0 | 1 | 0.0 | -0.47 | 13h 15m |
| Nov 2025 | bearish trending high vol | 69 | +8.19 | 1.19 | 56 | 13 | 81.2 | -0.73 | 2h 32m |
| Oct 2025 | bearish trending low vol | 69 | +41.62 | 6.02 | 57 | 12 | 82.6 | -2.88 | 1h 58m |
| Sep 2025 | bullish choppy low vol | 10 | +0.25 | 0.25 | 7 | 3 | 70.0 | -0.4 | 2h 06m |
| Aug 2025 | bullish choppy low vol | 4 | -0.02 | -0.04 | 3 | 1 | 75.0 | -0.55 | 3h 29m |
| Jul 2025 | bullish choppy low vol | 18 | +2.13 | 1.18 | 14 | 4 | 77.8 | -0.68 | 9h 00m |
| Jun 2025 | bearish choppy low vol | 12 | +1.18 | 0.98 | 9 | 3 | 75.0 | -1.05 | 10h 04m |
| May 2025 | bullish trending low vol | 12 | +0.95 | 0.79 | 9 | 3 | 75.0 | -1.25 | 11h 02m |
| Apr 2025 | bullish choppy low vol | 5 | +0.04 | 0.08 | 4 | 1 | 80.0 | -1.57 | 3h 05m |
| Mar 2025 | bearish trending high vol | 13 | -1.01 | -0.77 | 8 | 5 | 61.5 | -1.35 | 7h 48m |
| Feb 2025 | bearish trending low vol | 6 | +0.60 | 1.01 | 5 | 1 | 83.3 | -1.12 | 5h 07m |
| Jan 2025 | bearish choppy low vol | 12 | -1.96 | -1.63 | 7 | 5 | 58.3 | -1.24 | 9h 18m |
| Dec 2024 | bullish trending low vol | 66 | +1.26 | 0.19 | 46 | 20 | 69.7 | -0.95 | 2h 59m |
| Nov 2024 | bullish trending low vol | 136 | +7.65 | 0.56 | 100 | 36 | 73.5 | -1.38 | 4h 16m |
| Oct 2024 | bullish choppy low vol | 3 | -0.12 | -0.39 | 2 | 1 | 66.7 | -0.39 | 30h 58m |
| Sep 2024 | bearish choppy low vol | 2 | -0.11 | -0.56 | 1 | 1 | 50.0 | -0.25 | 30h 02m |
| Aug 2024 | bearish choppy high vol | 5 | -0.79 | -1.59 | 2 | 3 | 40.0 | -0.39 | 7h 37m |
| Jul 2024 | bearish trending low vol | 2 | +0.52 | 2.62 | 2 | 0 | 100.0 | 0.0 | 7h 18m |
| Jun 2024 | bearish choppy low vol | 40 | +9.08 | 2.27 | 39 | 1 | 97.5 | -0.9 | 2h 16m |
| May 2024 | bullish choppy high vol | 4 | +0.69 | 1.71 | 3 | 1 | 75.0 | -0.76 | 21h 31m |
| Apr 2024 | bearish choppy high vol | 9 | -2.56 | -2.85 | 5 | 4 | 55.6 | -0.8 | 2h 19m |
| Mar 2024 | bullish trending high vol | 35 | +5.18 | 1.48 | 28 | 7 | 80.0 | -0.5 | 4h 26m |
| Feb 2024 | bullish trending low vol | 29 | +5.40 | 1.86 | 23 | 6 | 79.3 | -0.42 | 3h 39m |
| Jan 2024 | bearish choppy high vol | 51 | +7.84 | 1.54 | 42 | 9 | 82.4 | -0.7 | 4h 24m |
| Dec 2023 | bullish trending low vol | 75 | +3.28 | 0.44 | 57 | 18 | 76.0 | -1.0 | 6h 20m |
| Nov 2023 | bullish trending low vol | 31 | +4.27 | 1.38 | 25 | 6 | 80.6 | -0.31 | 7h 32m |
| Oct 2023 | bullish trending low vol | 4 | +0.88 | 2.19 | 3 | 1 | 75.0 | -0.04 | 7h 11m |
| Sep 2023 | bearish choppy low vol | 2 | +0.59 | 2.97 | 2 | 0 | 100.0 | 0.0 | 2h 32m |
| Aug 2023 | bearish choppy low vol | 44 | +7.26 | 1.65 | 39 | 5 | 88.6 | -1.09 | 1h 03m |
| Jul 2023 | bullish trending low vol | 26 | -2.46 | -0.95 | 14 | 12 | 53.8 | -1.2 | 6h 33m |
| Jun 2023 | bullish trending low vol | 46 | +10.73 | 2.33 | 40 | 6 | 87.0 | -0.41 | 3h 26m |
| May 2023 | bearish choppy low vol | 2 | +0.54 | 2.70 | 2 | 0 | 100.0 | -0.55 | 3h 00m |
| Apr 2023 | bullish trending low vol | 7 | +1.82 | 2.59 | 6 | 1 | 85.7 | -1.29 | 3h 06m |
| Mar 2023 | bullish trending high vol | 14 | -2.56 | -1.83 | 7 | 7 | 50.0 | -1.23 | 10h 10m |
| Feb 2023 | bullish trending low vol | 9 | +0.71 | 0.79 | 7 | 2 | 77.8 | -0.39 | 11h 02m |
| Jan 2023 | bullish trending low vol | 47 | +7.67 | 1.63 | 35 | 12 | 74.5 | -0.31 | 6h 28m |
| Dec 2022 | bearish trending low vol | 4 | +0.99 | 2.46 | 4 | 0 | 100.0 | 0.0 | 0h 00m |
| Nov 2022 | bearish trending high vol | 48 | +4.20 | 0.87 | 38 | 10 | 79.2 | -1.84 | 6h 03m |
| Oct 2022 | bullish choppy low vol | 10 | -0.82 | -0.82 | 6 | 4 | 60.0 | -1.09 | 3h 24m |
| Sep 2022 | bearish choppy high vol | 10 | -0.65 | -0.65 | 5 | 5 | 50.0 | -0.86 | 11h 09m |
| Aug 2022 | bullish choppy high vol | 14 | -0.40 | -0.29 | 9 | 5 | 64.3 | -1.16 | 4h 42m |
| Jul 2022 | bearish trending high vol | 41 | +3.64 | 0.89 | 31 | 10 | 75.6 | -2.08 | 4h 19m |
| Jun 2022 | bearish trending high vol | 39 | -1.25 | -0.32 | 22 | 17 | 56.4 | -2.18 | 4h 03m |
| May 2022 | bearish trending high vol | 53 | +3.12 | 0.59 | 39 | 14 | 73.6 | -1.46 | 3h 04m |
| Apr 2022 | bearish choppy high vol | 9 | +1.17 | 1.30 | 6 | 3 | 66.7 | -0.12 | 3h 06m |
| Mar 2022 | bullish choppy high vol | 15 | +3.38 | 2.26 | 13 | 2 | 86.7 | -0.1 | 2h 48m |
| Feb 2022 | bearish trending high vol | 23 | +4.90 | 2.13 | 18 | 5 | 78.3 | -0.18 | 1h 22m |
| Jan 2022 | bearish trending high vol | 6 | +1.30 | 2.17 | 5 | 1 | 83.3 | -0.07 | 7h 48m |
| Dec 2021 | bearish trending high vol | 18 | +0.90 | 0.50 | 13 | 5 | 72.2 | -0.84 | 3h 14m |
| Nov 2021 | bullish trending high vol | 18 | +2.39 | 1.33 | 15 | 3 | 83.3 | -1.41 | 2h 11m |
| Oct 2021 | bullish trending high vol | 45 | +5.33 | 1.18 | 38 | 7 | 84.4 | -1.35 | 4h 03m |
| Sep 2021 | bearish trending high vol | 78 | +11.84 | 1.52 | 62 | 16 | 79.5 | -0.78 | 2h 13m |
| Aug 2021 | bullish trending high vol | 63 | +9.55 | 1.52 | 50 | 13 | 79.4 | -1.64 | 3h 28m |
| Jul 2021 | bearish trending high vol | 38 | -0.07 | -0.02 | 25 | 13 | 65.8 | -1.77 | 6h 55m |
| Jun 2021 | bearish trending high vol | 38 | +0.38 | 0.10 | 21 | 17 | 55.3 | -1.7 | 5h 29m |
| May 2021 | bearish trending high vol | 361 | +54.01 | 1.50 | 299 | 62 | 82.8 | -2.6 | 1h 37m |
| Apr 2021 | bearish choppy high vol | 190 | +8.86 | 0.47 | 138 | 52 | 72.6 | -2.53 | 2h 02m |
| Mar 2021 | bullish choppy high vol | 95 | +14.53 | 1.53 | 80 | 15 | 84.2 | -2.12 | 2h 52m |
| Feb 2021 | bullish trending high vol | 311 | +24.31 | 0.78 | 242 | 69 | 77.8 | -3.58 | 2h 02m |
| Jan 2021 | bullish trending high vol | 416 | +46.34 | 1.11 | 335 | 81 | 80.5 | -9.54 | 1h 34m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 231 | +51.92 | 2.25 | 179 | 52 | 77.5 | -2.88 | 4h 28m |
| 2024 | 382 | +34.04 | 0.89 | 293 | 89 | 76.7 | -1.38 | 4h 22m |
| 2023 | 307 | +32.73 | 1.07 | 237 | 70 | 77.2 | -1.29 | 5h 30m |
| 2022 | 272 | +19.58 | 0.72 | 196 | 76 | 72.1 | -2.18 | 4h 13m |
| 2021 | 1671 | +178.37 | 1.07 | 1318 | 353 | 78.9 | -9.54 | 2h 12m |
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/5cd70b274880621b · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.