Freqebeta
freqle.org
ichiV1
Strategy League report · aawujie/freqtrade · freqle.org/strategy/6dfae8029ffae3c6
Run started · finished · took 1244.3s
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+5320.88%
final wallet54209 USDT
win rate69.5%
max drawdown-2.86%
market change+451.55%
vs market+4869.33%
timeframe5m
profit factor4.7
expectancy ratio1.13
break-even fee0.6749%
sharpe270.629
sortino409.43
CAGR+122.1%
calmar1947.406
avg MFE+2.96%
avg MAE-0.86%
avg profit/trade1.15%
avg duration0h 52m
best trade+7.10%
worst trade-27.64%
win/loss streak68 / 12
positive months60/60
consistent (3-mo)100.0%
worst 3-mo+74.18%
trades46282
revision1
likely annual return+122%
range (5th–95th)+117% … +128%
chance of profit100.0%
worst-5% outcome+116%
significance (p)0.0005
risk of ruin0.0%
- freqtrade's lookahead-analysis confirmed this strategy uses future candles — the backtest numbers can't be trusted
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 | 291 | +29.41 | 1.01 | 213 | 78 | 73.2 | -0.02 | 1h 04m |
| Nov 2025 | bearish trending high vol | 725 | +88.27 | 1.22 | 518 | 207 | 71.4 | -0.03 | 0h 52m |
| Oct 2025 | bearish trending low vol | 443 | +53.72 | 1.21 | 325 | 118 | 73.4 | -0.03 | 0h 57m |
| Sep 2025 | bullish choppy low vol | 191 | +19.87 | 1.04 | 126 | 65 | 66.0 | -0.01 | 0h 55m |
| Aug 2025 | bullish choppy low vol | 348 | +29.81 | 0.86 | 242 | 106 | 69.5 | -0.02 | 0h 58m |
| Jul 2025 | bullish choppy low vol | 531 | +56.69 | 1.07 | 380 | 151 | 71.6 | -0.03 | 0h 57m |
| Jun 2025 | bearish choppy low vol | 326 | +39.25 | 1.20 | 249 | 77 | 76.4 | -0.02 | 0h 59m |
| May 2025 | bullish trending low vol | 357 | +25.36 | 0.71 | 230 | 127 | 64.4 | -0.04 | 1h 02m |
| Apr 2025 | bullish choppy low vol | 474 | +42.04 | 0.89 | 334 | 140 | 70.5 | -0.06 | 1h 01m |
| Mar 2025 | bearish trending high vol | 541 | +52.46 | 0.97 | 369 | 172 | 68.2 | -0.04 | 0h 55m |
| Feb 2025 | bearish trending low vol | 547 | +42.58 | 0.78 | 369 | 178 | 67.5 | -0.04 | 1h 03m |
| Jan 2025 | bearish choppy low vol | 649 | +68.70 | 1.06 | 465 | 184 | 71.6 | -0.03 | 0h 56m |
| Dec 2024 | bullish trending low vol | 1354 | +151.49 | 1.12 | 945 | 409 | 69.8 | -0.03 | 0h 52m |
| Nov 2024 | bullish trending low vol | 1687 | +204.92 | 1.21 | 1154 | 533 | 68.4 | -0.05 | 0h 48m |
| Oct 2024 | bullish choppy low vol | 270 | +19.77 | 0.73 | 179 | 91 | 66.3 | -0.02 | 1h 04m |
| Sep 2024 | bearish choppy low vol | 351 | +34.29 | 0.98 | 253 | 98 | 72.1 | -0.01 | 1h 01m |
| Aug 2024 | bearish choppy high vol | 530 | +55.08 | 1.04 | 395 | 135 | 74.5 | -0.03 | 0h 56m |
| Jul 2024 | bearish trending low vol | 304 | +24.16 | 0.79 | 212 | 92 | 69.7 | -0.02 | 1h 05m |
| Jun 2024 | bearish choppy low vol | 247 | +21.00 | 0.85 | 179 | 68 | 72.5 | -0.02 | 1h 02m |
| May 2024 | bullish choppy high vol | 352 | +32.73 | 0.93 | 239 | 113 | 67.9 | -0.02 | 1h 03m |
| Apr 2024 | bearish choppy high vol | 482 | +51.94 | 1.08 | 337 | 145 | 69.9 | -0.02 | 0h 56m |
| Mar 2024 | bullish trending high vol | 1089 | +121.57 | 1.12 | 761 | 328 | 69.9 | -0.06 | 0h 53m |
| Feb 2024 | bullish trending low vol | 546 | +64.71 | 1.18 | 391 | 155 | 71.6 | -0.05 | 0h 55m |
| Jan 2024 | bearish choppy high vol | 735 | +79.18 | 1.08 | 504 | 231 | 68.6 | -0.04 | 0h 53m |
| Dec 2023 | bullish trending low vol | 1088 | +118.46 | 1.09 | 759 | 329 | 69.8 | -0.04 | 0h 53m |
| Nov 2023 | bullish trending low vol | 710 | +72.86 | 1.03 | 480 | 230 | 67.6 | -0.04 | 0h 56m |
| Oct 2023 | bullish trending low vol | 300 | +24.57 | 0.82 | 194 | 106 | 64.7 | -0.03 | 1h 05m |
| Sep 2023 | bearish choppy low vol | 196 | +16.70 | 0.85 | 124 | 72 | 63.3 | -0.02 | 1h 06m |
| Aug 2023 | bearish choppy low vol | 234 | +32.91 | 1.41 | 168 | 66 | 71.8 | -0.02 | 0h 52m |
| Jul 2023 | bullish trending low vol | 471 | +69.51 | 1.48 | 342 | 129 | 72.6 | -0.05 | 0h 51m |
| Jun 2023 | bullish trending low vol | 466 | +66.36 | 1.42 | 350 | 116 | 75.1 | -0.03 | 0h 53m |
| May 2023 | bearish choppy low vol | 155 | +15.58 | 1.00 | 118 | 37 | 76.1 | -0.01 | 1h 02m |
| Apr 2023 | bullish trending low vol | 317 | +34.53 | 1.09 | 220 | 97 | 69.4 | -0.02 | 0h 59m |
| Mar 2023 | bullish trending high vol | 565 | +61.37 | 1.09 | 383 | 182 | 67.8 | -0.03 | 0h 54m |
| Feb 2023 | bullish trending low vol | 570 | +59.70 | 1.05 | 386 | 184 | 67.7 | -0.04 | 0h 56m |
| Jan 2023 | bullish trending low vol | 866 | +119.80 | 1.38 | 620 | 246 | 71.6 | -0.04 | 0h 50m |
| Dec 2022 | bearish trending low vol | 139 | +11.67 | 0.84 | 93 | 46 | 66.9 | -0.02 | 1h 16m |
| Nov 2022 | bearish trending high vol | 818 | +94.64 | 1.16 | 547 | 271 | 66.9 | -0.11 | 0h 51m |
| Oct 2022 | bullish choppy low vol | 358 | +41.27 | 1.15 | 262 | 96 | 73.2 | -0.04 | 0h 59m |
| Sep 2022 | bearish choppy high vol | 538 | +51.78 | 0.96 | 356 | 182 | 66.2 | -0.03 | 0h 58m |
| Aug 2022 | bullish choppy high vol | 615 | +55.18 | 0.90 | 389 | 226 | 63.3 | -0.05 | 0h 58m |
| Jul 2022 | bearish trending high vol | 1031 | +124.81 | 1.21 | 721 | 310 | 69.9 | -0.05 | 0h 52m |
| Jun 2022 | bearish trending high vol | 1184 | +150.06 | 1.27 | 810 | 374 | 68.4 | -0.06 | 0h 49m |
| May 2022 | bearish trending high vol | 1123 | +110.41 | 0.98 | 744 | 379 | 66.3 | -0.14 | 0h 52m |
| Apr 2022 | bearish choppy high vol | 369 | +34.50 | 0.94 | 247 | 122 | 66.9 | -0.04 | 0h 56m |
| Mar 2022 | bullish choppy high vol | 616 | +62.39 | 1.01 | 413 | 203 | 67.0 | -0.03 | 0h 56m |
| Feb 2022 | bearish trending high vol | 677 | +77.05 | 1.14 | 470 | 207 | 69.4 | -0.06 | 0h 57m |
| Jan 2022 | bearish trending high vol | 756 | +61.25 | 0.81 | 505 | 251 | 66.8 | -0.08 | 0h 58m |
| Dec 2021 | bearish trending high vol | 795 | +73.69 | 0.93 | 528 | 267 | 66.4 | -0.13 | 0h 56m |
| Nov 2021 | bullish trending high vol | 715 | +66.27 | 0.93 | 487 | 228 | 68.1 | -0.06 | 0h 57m |
| Oct 2021 | bullish trending high vol | 838 | +95.10 | 1.14 | 575 | 263 | 68.6 | -0.04 | 0h 55m |
| Sep 2021 | bearish trending high vol | 1332 | +159.73 | 1.20 | 922 | 410 | 69.2 | -0.12 | 0h 49m |
| Aug 2021 | bullish trending high vol | 1193 | +148.65 | 1.25 | 857 | 336 | 71.8 | -0.07 | 0h 50m |
| Jul 2021 | bearish trending high vol | 894 | +84.42 | 0.94 | 611 | 283 | 68.3 | -0.12 | 0h 58m |
| Jun 2021 | bearish trending high vol | 1164 | +122.41 | 1.05 | 801 | 363 | 68.8 | -0.1 | 0h 54m |
| May 2021 | bearish trending high vol | 2500 | +325.34 | 1.30 | 1773 | 727 | 70.9 | -0.25 | 0h 43m |
| Apr 2021 | bearish choppy high vol | 2121 | +277.78 | 1.31 | 1500 | 621 | 70.7 | -0.23 | 0h 45m |
| Mar 2021 | bullish choppy high vol | 1383 | +161.07 | 1.17 | 943 | 440 | 68.2 | -0.26 | 0h 49m |
| Feb 2021 | bullish trending high vol | 2587 | +353.50 | 1.37 | 1816 | 771 | 70.2 | -0.39 | 0h 44m |
| Jan 2021 | bullish trending high vol | 3228 | +476.58 | 1.48 | 2286 | 942 | 70.8 | -2.86 | 0h 43m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 5423 | +548.16 | 1.01 | 3820 | 1603 | 70.4 | -0.06 | 0h 58m |
| 2024 | 7947 | +860.84 | 1.08 | 5549 | 2398 | 69.8 | -0.06 | 0h 54m |
| 2023 | 5938 | +692.35 | 1.17 | 4144 | 1794 | 69.8 | -0.05 | 0h 55m |
| 2022 | 8224 | +875.01 | 1.06 | 5557 | 2667 | 67.6 | -0.14 | 0h 54m |
| 2021 | 18750 | +2344.54 | 1.25 | 13099 | 5651 | 69.9 | -2.86 | 0h 48m |
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/6dfae8029ffae3c6 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.