Freqebeta
freqle.org
ZaratustraV14
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/70d3d46f7950e439
Run started · finished · took 1215.5s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 5m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+36243.89%
final wallet363439 USDT
win rate60.4%
max drawdown-14.89%
market change+447.44%
vs market+35796.45%
timeframe5m
profit factor1.25
expectancy ratio0.098
sharpe236.489
sortino2166.763
CAGR+224.9%
calmar9925.655
avg leverage10.0x
avg MFE+1.29%
avg MAE-1.11%
avg profit/trade1.64%
avg duration1h 56m
best trade+268.52%
worst trade-32.06%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+524.49%
trades221691
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+225%
range (5th–95th)+191% … +265%
chance of profit100.0%
worst-5% outcome+183%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% of rolling 3-month windows
- comfortably beat buy-and-hold
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 | 10 | -3.68 | -3.68 | 2 | 8 | 20.0 | -0.08 | 15h 52m |
| Dec 2025 | bearish trending low vol | 1748 | +381.25 | 2.18 | 1137 | 611 | 65.0 | -0.3 | 4h 12m |
| Nov 2025 | bearish trending high vol | 3001 | +307.02 | 1.02 | 1803 | 1198 | 60.1 | -0.36 | 2h 19m |
| Oct 2025 | bearish trending low vol | 2776 | +483.22 | 1.76 | 1689 | 1087 | 60.8 | -0.35 | 2h 39m |
| Sep 2025 | bullish choppy low vol | 1226 | +40.58 | 0.33 | 721 | 505 | 58.8 | -0.28 | 5h 50m |
| Aug 2025 | bearish choppy low vol | 2148 | +233.96 | 1.09 | 1333 | 815 | 62.1 | -0.21 | 3h 23m |
| Jul 2025 | bullish choppy low vol | 2309 | +249.95 | 1.08 | 1431 | 878 | 62.0 | -0.16 | 3h 15m |
| Jun 2025 | bearish choppy low vol | 1708 | +246.81 | 1.45 | 1066 | 642 | 62.4 | -0.16 | 4h 07m |
| May 2025 | bullish trending low vol | 2415 | +396.17 | 1.64 | 1537 | 878 | 63.6 | -0.24 | 3h 00m |
| Apr 2025 | bullish choppy low vol | 2863 | +469.78 | 1.64 | 1805 | 1058 | 63.0 | -0.34 | 2h 29m |
| Mar 2025 | bearish trending high vol | 3285 | +564.65 | 1.72 | 2047 | 1238 | 62.3 | -0.3 | 2h 12m |
| Feb 2025 | bearish trending low vol | 4073 | +781.98 | 1.93 | 2531 | 1542 | 62.1 | -0.27 | 1h 35m |
| Jan 2025 | bearish choppy low vol | 3724 | +567.35 | 1.53 | 2320 | 1404 | 62.3 | -0.3 | 1h 58m |
| Dec 2024 | bullish trending low vol | 5547 | +890.81 | 1.61 | 3398 | 2149 | 61.3 | -0.43 | 1h 18m |
| Nov 2024 | bullish trending low vol | 4757 | +496.53 | 1.04 | 2871 | 1886 | 60.4 | -0.42 | 1h 28m |
| Oct 2024 | bullish choppy low vol | 1539 | +130.97 | 0.85 | 939 | 600 | 61.0 | -0.18 | 4h 49m |
| Sep 2024 | bearish choppy low vol | 1482 | +311.79 | 2.11 | 969 | 513 | 65.4 | -0.11 | 4h 52m |
| Aug 2024 | bearish choppy high vol | 3165 | +675.30 | 2.14 | 1994 | 1171 | 63.0 | -0.33 | 2h 16m |
| Jul 2024 | bearish trending low vol | 2332 | +356.71 | 1.54 | 1448 | 884 | 62.1 | -0.22 | 3h 10m |
| Jun 2024 | bearish choppy low vol | 1511 | +357.15 | 2.37 | 909 | 602 | 60.2 | -0.43 | 4h 44m |
| May 2024 | bullish choppy high vol | 1732 | +165.17 | 0.95 | 1061 | 671 | 61.3 | -0.3 | 4h 14m |
| Apr 2024 | bearish choppy high vol | 3597 | +940.20 | 2.62 | 2233 | 1364 | 62.1 | -0.34 | 1h 59m |
| Mar 2024 | bullish trending high vol | 4891 | +608.50 | 1.25 | 2904 | 1987 | 59.4 | -0.34 | 1h 28m |
| Feb 2024 | bullish trending low vol | 1754 | +202.85 | 1.16 | 1055 | 699 | 60.1 | -0.2 | 3h 58m |
| Jan 2024 | bearish choppy high vol | 2790 | +561.21 | 2.02 | 1704 | 1086 | 61.1 | -0.35 | 2h 38m |
| Dec 2023 | bullish trending low vol | 2798 | +612.12 | 2.19 | 1752 | 1046 | 62.6 | -0.13 | 2h 44m |
| Nov 2023 | bullish trending low vol | 2727 | +575.20 | 2.11 | 1691 | 1036 | 62.0 | -0.16 | 2h 33m |
| Oct 2023 | bullish trending low vol | 1507 | +320.18 | 2.13 | 940 | 567 | 62.4 | -0.21 | 5h 00m |
| Sep 2023 | bearish choppy low vol | 821 | +76.25 | 0.93 | 490 | 331 | 59.7 | -0.26 | 8h 28m |
| Aug 2023 | bearish choppy low vol | 1165 | +526.16 | 4.52 | 746 | 419 | 64.0 | -0.2 | 6h 38m |
| Jul 2023 | bullish trending low vol | 1592 | +358.69 | 2.26 | 974 | 618 | 61.2 | -0.19 | 4h 25m |
| Jun 2023 | bullish trending low vol | 1956 | +719.99 | 3.68 | 1231 | 725 | 62.9 | -0.25 | 3h 41m |
| May 2023 | bearish choppy low vol | 935 | +164.09 | 1.76 | 574 | 361 | 61.4 | -0.2 | 7h 49m |
| Apr 2023 | bullish trending low vol | 1438 | +292.58 | 2.04 | 895 | 543 | 62.2 | -0.22 | 5h 00m |
| Mar 2023 | bullish trending high vol | 2631 | +495.60 | 1.89 | 1642 | 989 | 62.4 | -0.38 | 2h 45m |
| Feb 2023 | bullish trending low vol | 1905 | +366.99 | 1.93 | 1196 | 709 | 62.8 | -0.28 | 3h 28m |
| Jan 2023 | bullish trending low vol | 2495 | +405.06 | 1.63 | 1469 | 1026 | 58.9 | -0.55 | 2h 58m |
| Dec 2022 | bearish trending low vol | 1116 | +300.77 | 2.70 | 693 | 423 | 62.1 | -0.14 | 6h 31m |
| Nov 2022 | bearish trending high vol | 4466 | +767.29 | 1.72 | 2610 | 1856 | 58.4 | -0.56 | 1h 34m |
| Oct 2022 | bullish choppy low vol | 1501 | +375.83 | 2.51 | 978 | 523 | 65.2 | -0.22 | 4h 53m |
| Sep 2022 | bearish choppy high vol | 2661 | +361.59 | 1.36 | 1633 | 1028 | 61.4 | -0.54 | 2h 40m |
| Aug 2022 | bullish choppy high vol | 2861 | +589.83 | 2.06 | 1820 | 1041 | 63.6 | -0.31 | 2h 34m |
| Jul 2022 | bullish trending high vol | 4004 | +601.26 | 1.50 | 2447 | 1557 | 61.1 | -0.44 | 1h 49m |
| Jun 2022 | bearish trending high vol | 6669 | +1206.69 | 1.81 | 4028 | 2641 | 60.4 | -0.65 | 1h 01m |
| May 2022 | bearish trending high vol | 7217 | +1056.44 | 1.47 | 4286 | 2931 | 59.4 | -0.72 | 0h 57m |
| Apr 2022 | bearish choppy high vol | 2569 | +660.99 | 2.59 | 1680 | 889 | 65.4 | -0.66 | 2h 47m |
| Mar 2022 | bullish choppy high vol | 2917 | +348.88 | 1.21 | 1779 | 1138 | 61.0 | -0.71 | 2h 31m |
| Feb 2022 | bearish trending high vol | 3975 | +914.80 | 2.32 | 2557 | 1418 | 64.3 | -0.48 | 1h 40m |
| Jan 2022 | bearish trending high vol | 5023 | +1168.84 | 2.34 | 3178 | 1845 | 63.3 | -0.56 | 1h 25m |
| Dec 2021 | bearish trending high vol | 4489 | +854.72 | 1.92 | 2733 | 1756 | 60.9 | -1.63 | 1h 38m |
| Nov 2021 | bearish trending high vol | 3823 | +720.10 | 1.89 | 2365 | 1458 | 61.9 | -1.19 | 1h 51m |
| Oct 2021 | bullish trending high vol | 3488 | +552.24 | 1.59 | 2129 | 1359 | 61.0 | -1.01 | 2h 07m |
| Sep 2021 | bearish trending high vol | 6309 | +1067.46 | 1.70 | 3657 | 2652 | 58.0 | -2.02 | 1h 07m |
| Aug 2021 | bullish trending high vol | 4956 | +529.54 | 1.08 | 2979 | 1977 | 60.1 | -0.76 | 1h 28m |
| Jul 2021 | bullish trending high vol | 3982 | +669.68 | 1.69 | 2490 | 1492 | 62.5 | -0.98 | 1h 50m |
| Jun 2021 | bearish trending high vol | 7352 | +945.83 | 1.29 | 4429 | 2923 | 60.2 | -1.41 | 0h 55m |
| May 2021 | bearish trending high vol | 16436 | +2345.92 | 1.43 | 9258 | 7178 | 56.3 | -3.83 | 0h 24m |
| Apr 2021 | bearish choppy high vol | 9474 | +1080.76 | 1.14 | 5459 | 4015 | 57.6 | -4.37 | 0h 43m |
| Mar 2021 | bullish choppy high vol | 5323 | +612.21 | 1.16 | 3183 | 2140 | 59.8 | -2.59 | 1h 22m |
| Feb 2021 | bullish trending high vol | 11942 | +1657.51 | 1.39 | 6799 | 5143 | 56.9 | -6.68 | 0h 31m |
| Jan 2021 | bullish trending high vol | 10785 | +1525.55 | 1.42 | 6207 | 4578 | 57.6 | -14.89 | 0h 36m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -3.68 | -3.68 | 2 | 8 | 20.0 | -0.08 | 15h 52m |
| 2025 | 31276 | +4722.72 | 1.51 | 19420 | 11856 | 62.1 | -0.36 | 2h 45m |
| 2024 | 35097 | +5697.19 | 1.63 | 21485 | 13612 | 61.2 | -0.43 | 2h 28m |
| 2023 | 21970 | +4912.91 | 2.24 | 13600 | 8370 | 61.9 | -0.55 | 3h 57m |
| 2022 | 44979 | +8353.21 | 1.86 | 27689 | 17290 | 61.6 | -0.72 | 1h 54m |
| 2021 | 88359 | +12561.52 | 1.43 | 51688 | 36671 | 58.5 | -14.89 | 0h 57m |
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/70d3d46f7950e439 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.