Freqebeta
freqle.org
SOL_EMA_Ribbon
Strategy League report · Giuseppescaffid1/freqtrade-bot · freqle.org/strategy/71abe5b42676e252
Run started · finished · took 338.6s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit-31.72%
final wallet683 USDT
win rate74.4%
max drawdown-46.44%
market change+452.71%
vs market-484.43%
timeframe15m
profit factor0.96
expectancy ratio-0.009
break-even fee0.0881%
sharpe-0.549
sortino-0.472
CAGR-7.3%
calmar-0.715
avg leverage3.0x
avg MFE+1.29%
avg MAE-1.75%
avg profit/trade-0.07%
avg duration6h 15m
best trade+15.01%
worst trade-15.32%
win/loss streak34 / 8
positive months27/61
consistent (3-mo)42.4%
worst 3-mo-22.01%
trades4522
revision1
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 15m 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-7%
range (5th–95th)-19% … +5%
chance of profit16.7%
worst-5% outcome-22%
significance (p)0.7806
risk of ruin0.0%
- profit isn't statistically significant (p=0.78) — hard to tell apart from luck
- only 17% of resampled runs were profitable
- did not beat simply holding the market
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 | -0.47 | -4.73 | 0 | 1 | 0.0 | -46.37 | 4h 00m |
| Dec 2025 | bearish trending low vol | 84 | -2.26 | -0.29 | 60 | 24 | 71.4 | -46.44 | 7h 53m |
| Nov 2025 | bearish trending high vol | 54 | -5.48 | -1.02 | 39 | 15 | 72.2 | -46.06 | 6h 00m |
| Oct 2025 | bearish trending low vol | 85 | -14.27 | -1.68 | 53 | 32 | 62.4 | -41.78 | 6h 34m |
| Sep 2025 | bullish choppy low vol | 69 | -1.87 | -0.25 | 53 | 16 | 76.8 | -30.22 | 12h 54m |
| Aug 2025 | bearish choppy low vol | 77 | +6.85 | 0.86 | 59 | 18 | 76.6 | -32.34 | 6h 08m |
| Jul 2025 | bullish choppy low vol | 87 | -0.39 | -0.04 | 65 | 22 | 74.7 | -36.3 | 7h 09m |
| Jun 2025 | bearish choppy low vol | 79 | +3.98 | 0.51 | 62 | 17 | 78.5 | -38.59 | 8h 41m |
| May 2025 | bullish trending low vol | 115 | -8.03 | -0.69 | 88 | 27 | 76.5 | -36.9 | 7h 12m |
| Apr 2025 | bullish choppy low vol | 85 | -10.93 | -1.29 | 57 | 28 | 67.1 | -29.82 | 6h 26m |
| Mar 2025 | bearish trending high vol | 76 | +5.49 | 0.74 | 62 | 14 | 81.6 | -26.09 | 5h 09m |
| Feb 2025 | bearish trending low vol | 70 | +3.26 | 0.43 | 56 | 14 | 80.0 | -27.54 | 4h 45m |
| Jan 2025 | bearish choppy low vol | 81 | -4.14 | -0.63 | 58 | 23 | 71.6 | -28.43 | 5h 17m |
| Dec 2024 | bullish trending low vol | 86 | -3.87 | -0.45 | 64 | 22 | 74.4 | -24.87 | 5h 37m |
| Nov 2024 | bullish trending low vol | 87 | +3.75 | 0.44 | 68 | 19 | 78.2 | -26.55 | 3h 52m |
| Oct 2024 | bullish choppy low vol | 81 | +6.18 | 0.76 | 63 | 18 | 77.8 | -30.7 | 7h 04m |
| Sep 2024 | bearish choppy low vol | 93 | -5.99 | -0.64 | 71 | 22 | 76.3 | -30.11 | 7h 42m |
| Aug 2024 | bearish choppy high vol | 65 | -0.34 | -0.05 | 45 | 20 | 69.2 | -25.57 | 5h 56m |
| Jul 2024 | bearish trending low vol | 75 | +0.40 | 0.00 | 60 | 15 | 80.0 | -25.24 | 6h 13m |
| Jun 2024 | bearish choppy low vol | 86 | -2.48 | -0.29 | 68 | 18 | 79.1 | -27.07 | 5h 33m |
| May 2024 | bullish choppy high vol | 68 | +1.31 | 0.20 | 53 | 15 | 77.9 | -23.24 | 8h 48m |
| Apr 2024 | bearish choppy high vol | 84 | +5.39 | 0.64 | 68 | 16 | 81.0 | -28.72 | 5h 00m |
| Mar 2024 | bullish trending high vol | 80 | -2.77 | -0.33 | 59 | 21 | 73.8 | -33.8 | 5h 22m |
| Feb 2024 | bullish trending low vol | 63 | -7.25 | -1.14 | 45 | 18 | 71.4 | -25.42 | 8h 33m |
| Jan 2024 | bearish choppy high vol | 74 | -4.59 | -0.62 | 48 | 26 | 64.9 | -24.72 | 6h 41m |
| Dec 2023 | bullish trending low vol | 96 | -6.07 | -0.62 | 71 | 25 | 74.0 | -19.3 | 5h 26m |
| Nov 2023 | bullish trending low vol | 73 | +8.96 | 1.23 | 61 | 12 | 83.6 | -18.38 | 4h 55m |
| Oct 2023 | bullish trending low vol | 86 | +0.34 | 0.04 | 58 | 28 | 67.4 | -18.54 | 9h 02m |
| Sep 2023 | bearish choppy low vol | 91 | -5.10 | -0.56 | 62 | 29 | 68.1 | -19.89 | 8h 40m |
| Aug 2023 | bearish choppy low vol | 81 | +3.01 | 0.37 | 58 | 23 | 71.6 | -16.73 | 9h 30m |
| Jul 2023 | bullish trending low vol | 78 | -0.91 | -0.12 | 56 | 22 | 71.8 | -18.27 | 7h 35m |
| Jun 2023 | bullish trending low vol | 84 | -8.05 | -0.96 | 60 | 24 | 71.4 | -16.84 | 8h 58m |
| May 2023 | bearish choppy low vol | 77 | +1.04 | 0.14 | 58 | 19 | 75.3 | -12.98 | 9h 28m |
| Apr 2023 | bullish trending low vol | 85 | -8.25 | -0.97 | 54 | 31 | 63.5 | -10.94 | 8h 54m |
| Mar 2023 | bullish trending high vol | 84 | +2.06 | 0.25 | 66 | 18 | 78.6 | -8.16 | 6h 09m |
| Feb 2023 | bullish trending low vol | 88 | +7.11 | 0.79 | 70 | 18 | 79.5 | -11.1 | 6h 51m |
| Jan 2023 | bullish trending low vol | 67 | -0.66 | -0.10 | 51 | 16 | 76.1 | -13.89 | 6h 50m |
| Dec 2022 | bearish trending low vol | 70 | +2.47 | 0.35 | 49 | 21 | 70.0 | -13.78 | 7h 20m |
| Nov 2022 | bearish trending high vol | 95 | +8.53 | 0.91 | 79 | 16 | 83.2 | -21.72 | 4h 39m |
| Oct 2022 | bullish choppy low vol | 76 | +3.54 | 0.47 | 51 | 25 | 67.1 | -22.88 | 6h 02m |
| Sep 2022 | bearish choppy high vol | 70 | -7.35 | -1.05 | 45 | 25 | 64.3 | -22.41 | 7h 16m |
| Aug 2022 | bullish choppy high vol | 86 | -9.06 | -1.06 | 60 | 26 | 69.8 | -17.16 | 6h 21m |
| Jul 2022 | bullish trending high vol | 75 | -2.60 | -0.36 | 58 | 17 | 77.3 | -13.97 | 5h 03m |
| Jun 2022 | bearish trending high vol | 69 | +3.28 | 0.47 | 50 | 19 | 72.5 | -15.07 | 5h 45m |
| May 2022 | bearish trending high vol | 70 | -3.27 | -0.47 | 54 | 16 | 77.1 | -14.78 | 3h 20m |
| Apr 2022 | bearish choppy high vol | 74 | +4.45 | 0.62 | 59 | 15 | 79.7 | -10.7 | 4h 56m |
| Mar 2022 | bullish choppy high vol | 53 | +1.27 | 0.23 | 41 | 12 | 77.4 | -12.09 | 7h 14m |
| Feb 2022 | bearish trending high vol | 60 | -2.83 | -0.45 | 42 | 18 | 70.0 | -12.01 | 5h 00m |
| Jan 2022 | bearish trending high vol | 60 | -1.69 | -0.27 | 43 | 17 | 71.7 | -14.42 | 6h 48m |
| Dec 2021 | bearish trending high vol | 78 | -2.46 | -0.31 | 56 | 22 | 71.8 | -8.7 | 5h 09m |
| Nov 2021 | bearish trending high vol | 57 | -6.03 | -1.04 | 42 | 15 | 73.7 | -7.19 | 6h 39m |
| Oct 2021 | bullish trending high vol | 82 | +13.75 | 1.69 | 70 | 12 | 85.4 | -11.79 | 3h 42m |
| Sep 2021 | bearish trending high vol | 61 | +3.28 | 0.61 | 47 | 14 | 77.0 | -17.73 | 4h 38m |
| Aug 2021 | bullish trending high vol | 63 | +4.32 | 0.71 | 50 | 13 | 79.4 | -20.18 | 4h 07m |
| Jul 2021 | bullish trending high vol | 49 | -5.02 | -1.05 | 34 | 15 | 69.4 | -18.16 | 5h 24m |
| Jun 2021 | bearish trending high vol | 49 | +3.33 | 0.70 | 40 | 9 | 81.6 | -18.61 | 3h 40m |
| May 2021 | bearish trending high vol | 78 | -5.04 | -0.69 | 55 | 23 | 70.5 | -18.48 | 2h 12m |
| Apr 2021 | bearish choppy high vol | 53 | -10.28 | -1.96 | 32 | 21 | 60.4 | -14.12 | 3h 44m |
| Mar 2021 | bullish choppy high vol | 60 | -1.53 | -0.26 | 46 | 14 | 76.7 | -4.72 | 4h 50m |
| Feb 2021 | bullish trending high vol | 62 | +14.83 | 2.40 | 53 | 9 | 85.5 | -1.33 | 2h 23m |
| Jan 2021 | bullish trending high vol | 77 | +7.41 | 0.98 | 60 | 17 | 77.9 | -5.28 | 2h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 1 | -0.47 | -4.73 | 0 | 1 | 0.0 | -46.37 | 4h 00m |
| 2025 | 962 | -27.79 | -0.30 | 712 | 250 | 74.0 | -46.44 | 7h 00m |
| 2024 | 942 | -10.26 | -0.11 | 712 | 230 | 75.6 | -33.8 | 6h 17m |
| 2023 | 990 | -6.52 | -0.07 | 725 | 265 | 73.2 | -19.89 | 7h 42m |
| 2022 | 858 | -3.26 | -0.04 | 631 | 227 | 73.5 | -22.88 | 5h 45m |
| 2021 | 769 | +16.56 | 0.22 | 585 | 184 | 76.1 | -20.18 | 3h 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/71abe5b42676e252 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.