Freqebeta
freqle.org
TrendFollowStrategy
Strategy League report · NicolaeRotaru/Tradingbot · freqle.org/strategy/6b58905aa86ab42c
Run started · finished · took 917.5s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 1h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+174.26%
final wallet2743 USDT
win rate26.0%
max drawdown-35.56%
market change+447.62%
vs market-273.36%
timeframe1h
profit factor1.18
expectancy ratio0.136
break-even fee0.357%
sharpe1.474
sortino5.002
CAGR+22.3%
calmar5.127
avg MFE+9.49%
avg MAE-4.42%
avg profit/trade0.51%
avg duration67h 13m
best trade+182.01%
worst trade-35.13%
win/loss streak17 / 46
positive months23/61
consistent (3-mo)39.0%
worst 3-mo-39.62%
trades3385
revision1
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 1h candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m
(or 5m — freqtrade's own docs use 5m detail for an hourly strategy as a lighter
alternative). 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+22%
range (5th–95th)+10% … +38%
chance of profit99.9%
worst-5% outcome+7%
significance (p)0.007
risk of ruin0.0%
- profitable in only 39% of rolling 3-month windows
- did not beat simply holding the market
- statistically significant edge (p=0.01)
- 100% of resampled runs stayed profitable
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 1 | +0.11 | 1.05 | 1 | 0 | 100.0 | -17.89 | 56h 00m |
| Dec 2025 | bearish trending low vol | 60 | -16.34 | -2.72 | 3 | 57 | 5.0 | -17.95 | 37h 24m |
| Nov 2025 | bearish trending high vol | 39 | -3.80 | -0.97 | 7 | 32 | 17.9 | -13.03 | 53h 20m |
| Oct 2025 | bearish trending low vol | 67 | -13.70 | -2.04 | 12 | 55 | 17.9 | -12.07 | 46h 37m |
| Sep 2025 | bullish choppy low vol | 69 | +6.19 | 0.90 | 15 | 54 | 21.7 | -10.43 | 52h 53m |
| Aug 2025 | bullish choppy low vol | 43 | -3.23 | -0.75 | 13 | 30 | 30.2 | -9.65 | 79h 29m |
| Jul 2025 | bullish choppy low vol | 66 | +28.44 | 4.31 | 23 | 43 | 34.8 | -17.79 | 96h 10m |
| Jun 2025 | bearish choppy low vol | 49 | -5.85 | -1.19 | 9 | 40 | 18.4 | -17.19 | 42h 11m |
| May 2025 | bullish trending low vol | 79 | -2.48 | -0.31 | 16 | 63 | 20.3 | -15.44 | 61h 43m |
| Apr 2025 | bullish choppy low vol | 48 | +7.53 | 1.57 | 16 | 32 | 33.3 | -18.34 | 89h 29m |
| Mar 2025 | bearish trending high vol | 63 | -19.34 | -3.07 | 10 | 53 | 15.9 | -16.95 | 44h 33m |
| Feb 2025 | bearish trending low vol | 47 | -14.39 | -3.06 | 4 | 43 | 8.5 | -11.16 | 38h 50m |
| Jan 2025 | bearish choppy low vol | 54 | -5.89 | -1.09 | 12 | 42 | 22.2 | -6.86 | 60h 36m |
| Dec 2024 | bullish trending low vol | 51 | +14.42 | 2.82 | 17 | 34 | 33.3 | -5.09 | 89h 29m |
| Nov 2024 | bullish trending low vol | 40 | +65.13 | 16.28 | 24 | 16 | 60.0 | -21.98 | 129h 48m |
| Oct 2024 | bullish choppy low vol | 82 | -5.63 | -0.69 | 18 | 64 | 22.0 | -21.47 | 59h 17m |
| Sep 2024 | bearish choppy low vol | 54 | -1.08 | -0.20 | 17 | 37 | 31.5 | -21.09 | 76h 04m |
| Aug 2024 | bearish choppy high vol | 50 | -1.02 | -0.21 | 13 | 37 | 26.0 | -20.81 | 67h 20m |
| Jul 2024 | bearish trending low vol | 68 | -0.50 | -0.07 | 20 | 48 | 29.4 | -20.32 | 79h 03m |
| Jun 2024 | bearish choppy low vol | 49 | -10.67 | -2.17 | 4 | 45 | 8.2 | -18.74 | 31h 38m |
| May 2024 | bullish choppy high vol | 76 | -0.72 | -0.10 | 22 | 54 | 28.9 | -17.17 | 66h 17m |
| Apr 2024 | bearish choppy high vol | 65 | -11.41 | -1.75 | 9 | 56 | 13.8 | -14.98 | 46h 15m |
| Mar 2024 | bullish trending high vol | 51 | -1.00 | -0.19 | 17 | 34 | 33.3 | -11.2 | 120h 02m |
| Feb 2024 | bullish trending low vol | 32 | +14.56 | 4.55 | 14 | 18 | 43.8 | -15.89 | 123h 15m |
| Jan 2024 | bearish choppy high vol | 60 | -13.48 | -2.25 | 9 | 51 | 15.0 | -15.68 | 50h 20m |
| Dec 2023 | bullish trending low vol | 69 | +15.88 | 2.30 | 31 | 38 | 44.9 | -16.58 | 92h 42m |
| Nov 2023 | bullish trending low vol | 83 | +28.84 | 3.47 | 29 | 54 | 34.9 | -26.03 | 93h 36m |
| Oct 2023 | bullish trending low vol | 54 | +2.86 | 0.53 | 15 | 39 | 27.8 | -26.97 | 68h 51m |
| Sep 2023 | bearish choppy low vol | 44 | -2.44 | -0.55 | 14 | 30 | 31.8 | -27.0 | 62h 52m |
| Aug 2023 | bearish choppy low vol | 67 | -13.15 | -1.96 | 4 | 63 | 6.0 | -26.16 | 34h 53m |
| Jul 2023 | bullish trending low vol | 79 | +10.94 | 1.38 | 23 | 56 | 29.1 | -25.24 | 84h 02m |
| Jun 2023 | bullish trending low vol | 47 | -0.59 | -0.12 | 14 | 33 | 29.8 | -26.56 | 68h 26m |
| May 2023 | bearish choppy low vol | 59 | -7.96 | -1.35 | 7 | 52 | 11.9 | -25.53 | 47h 29m |
| Apr 2023 | bullish trending low vol | 78 | +0.24 | 0.03 | 16 | 62 | 20.5 | -24.21 | 60h 40m |
| Mar 2023 | bullish trending high vol | 38 | -5.10 | -1.34 | 9 | 29 | 23.7 | -23.13 | 64h 49m |
| Feb 2023 | bullish trending low vol | 66 | +1.61 | 0.24 | 20 | 46 | 30.3 | -22.0 | 61h 38m |
| Jan 2023 | bullish trending low vol | 55 | +41.55 | 7.55 | 24 | 31 | 43.6 | -35.56 | 121h 04m |
| Dec 2022 | bearish trending low vol | 60 | -9.35 | -1.56 | 9 | 51 | 15.0 | -35.26 | 47h 35m |
| Nov 2022 | bearish trending high vol | 59 | -6.49 | -1.10 | 17 | 42 | 28.8 | -32.17 | 68h 08m |
| Oct 2022 | bullish choppy low vol | 60 | +7.16 | 1.19 | 14 | 46 | 23.3 | -34.56 | 47h 50m |
| Sep 2022 | bearish choppy high vol | 63 | -16.58 | -2.63 | 9 | 54 | 14.3 | -32.4 | 44h 23m |
| Aug 2022 | bullish choppy high vol | 60 | -11.92 | -1.99 | 11 | 49 | 18.3 | -26.91 | 59h 34m |
| Jul 2022 | bearish trending high vol | 52 | +9.69 | 1.86 | 21 | 31 | 40.4 | -26.95 | 82h 44m |
| Jun 2022 | bearish trending high vol | 51 | -12.52 | -2.45 | 9 | 42 | 17.6 | -26.76 | 47h 31m |
| May 2022 | bearish trending high vol | 25 | -11.43 | -4.57 | 2 | 23 | 8.0 | -22.08 | 28h 41m |
| Apr 2022 | bearish choppy high vol | 55 | -3.96 | -0.72 | 10 | 45 | 18.2 | -18.25 | 67h 09m |
| Mar 2022 | bullish choppy high vol | 28 | +3.39 | 1.21 | 7 | 21 | 25.0 | -20.74 | 95h 58m |
| Feb 2022 | bearish trending high vol | 57 | -14.06 | -2.47 | 8 | 49 | 14.0 | -18.06 | 49h 16m |
| Jan 2022 | bearish trending high vol | 49 | -6.74 | -1.37 | 10 | 39 | 20.4 | -13.41 | 44h 13m |
| Dec 2021 | bearish trending high vol | 51 | -10.24 | -2.01 | 13 | 38 | 25.5 | -11.51 | 51h 09m |
| Nov 2021 | bullish trending high vol | 53 | -11.27 | -2.13 | 6 | 47 | 11.3 | -7.8 | 49h 40m |
| Oct 2021 | bullish trending high vol | 74 | +4.79 | 0.65 | 24 | 50 | 32.4 | -6.54 | 85h 54m |
| Sep 2021 | bearish trending high vol | 46 | -6.19 | -1.35 | 10 | 36 | 21.7 | -5.65 | 60h 48m |
| Aug 2021 | bullish trending high vol | 55 | +64.58 | 11.74 | 29 | 26 | 52.7 | -16.17 | 139h 52m |
| Jul 2021 | bearish trending high vol | 48 | -15.59 | -3.25 | 3 | 45 | 6.2 | -16.92 | 39h 05m |
| Jun 2021 | bearish trending high vol | 41 | -10.75 | -2.62 | 7 | 34 | 17.1 | -11.21 | 37h 32m |
| May 2021 | bearish trending high vol | 60 | +16.91 | 2.82 | 19 | 41 | 31.7 | -7.27 | 67h 12m |
| Apr 2021 | bearish choppy high vol | 48 | +59.58 | 12.41 | 27 | 21 | 56.2 | -5.52 | 110h 24m |
| Mar 2021 | bullish choppy high vol | 60 | -0.83 | -0.14 | 18 | 42 | 30.0 | -9.95 | 66h 39m |
| Feb 2021 | bullish trending high vol | 50 | +61.76 | 12.34 | 32 | 18 | 64.0 | -10.99 | 108h 41m |
| Jan 2021 | bullish trending high vol | 78 | +15.80 | 2.02 | 34 | 44 | 43.6 | -12.97 | 58h 58m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 1 | +0.11 | 1.05 | 1 | 0 | 100.0 | -17.89 | 56h 00m |
| 2025 | 684 | -42.86 | -0.62 | 140 | 544 | 20.5 | -18.34 | 58h 29m |
| 2024 | 678 | +48.60 | 0.72 | 184 | 494 | 27.1 | -21.98 | 73h 58m |
| 2023 | 739 | +72.68 | 0.98 | 206 | 533 | 27.9 | -35.56 | 72h 29m |
| 2022 | 619 | -72.81 | -1.18 | 127 | 492 | 20.5 | -35.26 | 56h 24m |
| 2021 | 664 | +168.55 | 2.54 | 222 | 442 | 33.4 | -16.92 | 73h 36m |
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/6b58905aa86ab42c · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.