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Trader_4_1726727454_3078

Strategy League report · xaemiphor/ft · freqle.org/strategy/648757594ce059dd

Run started · finished · took 408.2s

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+198.26%
final wallet2983 USDT
win rate91.8%
max drawdown-6.57%
market change+451.55%
vs market-253.29%
timeframe5m
profit factor3.59
expectancy ratio0.212
sharpe4.492
sortino2.06
CAGR+24.4%
calmar30.477
avg MFE+4.73%
avg MAE-4.33%
avg profit/trade1.8%
avg duration0h 22m
best trade+21.62%
worst trade-25.15%
win/loss streak103 / 4
positive months37/41
consistent (3-mo)97.4%
worst 3-mo-1.66%
trades1099
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 →

Moderate Robustness verdict what's this?
likely annual return+25%
range (5th–95th)+22% … +29%
chance of profit100.0%
worst-5% outcome+21%
significance (p)0.0
risk of ruin0.0%

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

MonthRegimeTradesProfit %Avg % WinLossWin %DD %Avg dur
Nov 2025 bearish trending high vol 8 +0.70 0.88 7 1 87.5 -0.35 1h 46m
Oct 2025 bearish trending low vol 43 +0.90 0.21 39 4 90.7 -2.56 0h 04m
Apr 2025 bullish choppy low vol 1 +0.04 0.35 1 0 100.0 -0.02 0h 05m
Feb 2025 bearish trending low vol 19 +2.02 1.06 15 4 78.9 -0.04 0h 49m
Jan 2025 bearish choppy low vol 1 +0.29 2.87 1 0 100.0 0.0 0h 10m
Dec 2024 bullish trending low vol 12 +2.41 2.00 11 1 91.7 -0.02 0h 22m
Nov 2024 bullish trending low vol 5 +1.01 2.01 5 0 100.0 0.0 0h 23m
Aug 2024 bearish choppy high vol 18 +4.69 2.61 18 0 100.0 0.0 0h 06m
Jul 2024 bearish trending low vol 4 +0.72 1.79 4 0 100.0 0.0 0h 15m
Jun 2024 bearish choppy low vol 21 +5.26 2.51 21 0 100.0 -0.42 0h 02m
Apr 2024 bearish choppy high vol 23 +1.68 0.73 19 4 82.6 -0.5 0h 40m
Mar 2024 bullish trending high vol 15 +2.68 1.78 15 0 100.0 0.0 0h 15m
Feb 2024 bullish trending low vol 5 +1.37 2.74 5 0 100.0 0.0 0h 14m
Jan 2024 bearish choppy high vol 3 +0.11 0.35 3 0 100.0 0.0 0h 13m
Dec 2023 bullish trending low vol 3 +0.67 2.23 3 0 100.0 0.0 0h 15m
Nov 2023 bullish trending low vol 10 +1.78 1.78 10 0 100.0 0.0 0h 22m
Aug 2023 bearish choppy low vol 9 +1.02 1.13 9 0 100.0 0.0 0h 24m
Jul 2023 bullish trending low vol 2 +0.13 0.63 2 0 100.0 0.0 0h 28m
Jun 2023 bullish trending low vol 21 +2.36 1.12 19 2 90.5 -0.1 0h 18m
Jan 2023 bullish trending low vol 10 +1.44 1.44 10 0 100.0 0.0 0h 28m
Dec 2022 bearish trending low vol 1 +0.12 1.17 1 0 100.0 0.0 0h 20m
Nov 2022 bearish trending high vol 56 +6.51 1.16 47 9 83.9 -1.92 1h 16m
Oct 2022 bullish choppy low vol 2 +0.50 2.50 2 0 100.0 0.0 0h 20m
Sep 2022 bearish choppy high vol 2 +0.10 0.51 1 1 50.0 -0.03 1h 00m
Jul 2022 bearish trending high vol 1 +0.00 0.04 1 0 100.0 -0.06 0h 20m
Jun 2022 bearish trending high vol 7 +1.13 1.61 6 1 85.7 -0.18 0h 41m
May 2022 bearish trending high vol 46 +6.57 1.43 44 2 95.7 -1.99 0h 13m
Apr 2022 bearish choppy high vol 3 -0.41 -1.36 2 1 66.7 -0.2 1h 33m
Feb 2022 bearish trending high vol 3 +0.87 2.91 3 0 100.0 0.0 0h 12m
Jan 2022 bearish trending high vol 16 +4.88 3.05 16 0 100.0 -1.45 0h 10m
Dec 2021 bearish trending high vol 32 -2.52 -0.79 26 6 81.2 -4.0 0h 22m
Nov 2021 bullish trending high vol 4 +1.23 3.09 4 0 100.0 -0.14 0h 01m
Oct 2021 bullish trending high vol 3 -0.37 -1.24 2 1 66.7 -0.34 1h 13m
Sep 2021 bearish trending high vol 38 +6.03 1.59 32 6 84.2 -0.36 0h 33m
Aug 2021 bullish trending high vol 1 +0.23 2.30 1 0 100.0 0.0 0h 20m
Jun 2021 bearish trending high vol 11 +2.67 2.43 11 0 100.0 0.0 0h 16m
May 2021 bearish trending high vol 266 +51.14 1.92 241 25 90.6 -6.57 0h 22m
Apr 2021 bearish choppy high vol 91 +25.03 2.75 86 5 94.5 -1.36 0h 14m
Mar 2021 bullish choppy high vol 9 +1.83 2.03 9 0 100.0 0.0 0h 13m
Feb 2021 bullish trending high vol 137 +31.60 2.31 130 7 94.9 -1.92 0h 17m
Jan 2021 bullish trending high vol 137 +29.85 2.18 127 10 92.7 -3.85 0h 13m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 72 +3.95 0.55 63 9 87.5 -2.56 0h 27m
2024 106 +19.93 1.88 101 5 95.3 -0.5 0h 17m
2023 55 +7.40 1.34 53 2 96.4 -0.1 0h 22m
2022 137 +20.27 1.48 123 14 89.8 -1.99 0h 42m
2021 729 +146.72 2.01 669 60 91.8 -6.57 0h 19m

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/648757594ce059dd · Strategy League ranking at freqle.org/ranking

Past performance is not indicative of future results. Not investment advice.