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DS_Green_5m

Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/77dc1dd15d13b437

Run started · finished · took 298.7s

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+71.65%
final wallet1716 USDT
win rate87.9%
max drawdown-4.01%
market change+451.55%
vs market-379.90%
timeframe5m
profit factor3.38
expectancy ratio0.289
sharpe1.724
sortino1.19
CAGR+11.4%
calmar19.769
avg MFE+4.61%
avg MAE-4.53%
avg profit/trade2.02%
avg duration2h 18m
best trade+12.35%
worst trade-38.49%
positive months29/34
consistent (3-mo)90.6%
worst 3-mo-0.17%
trades355
revision1

ℹ️ This strategy uses a trailing stop / custom_stoploss() — 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+12%
range (5th–95th)+9% … +14%
chance of profit100.0%
worst-5% outcome+8%
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 10 +1.89 1.89 8 2 80.0 -0.43 2h 02m
Oct 2025 bearish trending low vol 1 +0.31 3.06 1 0 100.0 0.0 1h 50m
Sep 2025 bullish choppy low vol 1 +0.28 2.84 1 0 100.0 -0.01 1h 40m
Jun 2025 bearish choppy low vol 1 +0.13 1.29 1 0 100.0 -0.18 3h 05m
May 2025 bullish trending low vol 1 -0.43 -4.30 0 1 0.0 -0.25 7h 10m
Mar 2025 bearish trending high vol 1 +0.13 1.26 1 0 100.0 0.0 4h 00m
Feb 2025 bearish trending low vol 2 +0.30 1.49 2 0 100.0 -0.07 5h 25m
Jan 2025 bearish choppy low vol 1 +0.16 1.63 1 0 100.0 -0.15 4h 00m
Dec 2024 bullish trending low vol 7 +1.26 1.80 6 1 85.7 -0.24 3h 14m
Nov 2024 bullish trending low vol 16 +1.38 0.86 12 4 75.0 -0.7 2h 32m
Mar 2024 bullish trending high vol 3 +1.54 5.13 3 0 100.0 -0.18 1h 22m
Jan 2024 bearish choppy high vol 2 -0.52 -2.58 1 1 50.0 -0.58 4h 00m
Dec 2023 bullish trending low vol 2 -0.32 -1.60 1 1 50.0 -0.28 3h 25m
Jun 2023 bullish trending low vol 5 +1.08 2.16 5 0 100.0 -0.06 2h 15m
Feb 2023 bullish trending low vol 1 -0.48 -4.84 0 1 0.0 -0.29 7h 15m
Jan 2023 bullish trending low vol 5 +1.33 2.65 5 0 100.0 0.0 3h 07m
Nov 2022 bearish trending high vol 7 +1.53 2.18 7 0 100.0 0.0 2h 23m
Oct 2022 bullish choppy low vol 4 +0.84 2.11 4 0 100.0 0.0 2h 00m
Aug 2022 bullish choppy high vol 1 +0.29 2.94 1 0 100.0 0.0 1h 40m
Jul 2022 bearish trending high vol 6 +1.48 2.46 6 0 100.0 0.0 2h 05m
Jun 2022 bearish trending high vol 4 +1.33 3.33 4 0 100.0 -0.27 4h 34m
May 2022 bearish trending high vol 7 +0.81 1.15 5 2 71.4 -0.35 2h 38m
Mar 2022 bullish choppy high vol 1 +0.31 3.13 1 0 100.0 0.0 1h 55m
Feb 2022 bearish trending high vol 1 +0.51 5.11 1 0 100.0 0.0 0h 35m
Oct 2021 bullish trending high vol 3 +1.14 3.79 3 0 100.0 0.0 1h 43m
Sep 2021 bearish trending high vol 2 +1.08 5.44 2 0 100.0 0.0 0h 42m
Aug 2021 bullish trending high vol 3 -0.11 -0.36 2 1 66.7 -0.31 3h 22m
Jul 2021 bearish trending high vol 2 +0.37 1.84 2 0 100.0 0.0 3h 58m
Jun 2021 bearish trending high vol 1 +0.37 3.71 1 0 100.0 0.0 1h 30m
May 2021 bearish trending high vol 70 +18.21 2.61 67 3 95.7 -0.52 1h 46m
Apr 2021 bearish choppy high vol 36 +9.32 2.59 33 3 91.7 -1.14 2h 09m
Mar 2021 bullish choppy high vol 6 +1.31 2.19 5 1 83.3 -0.44 1h 59m
Feb 2021 bullish trending high vol 64 +8.23 1.29 53 11 82.8 -3.79 2h 16m
Jan 2021 bullish trending high vol 78 +16.59 2.13 67 11 85.9 -4.01 2h 24m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 18 +2.77 1.54 15 3 83.3 -0.43 2h 56m
2024 28 +3.66 1.31 22 6 78.6 -0.7 2h 41m
2023 13 +1.61 1.23 11 2 84.6 -0.29 3h 09m
2022 31 +7.10 2.29 29 2 93.5 -0.35 2h 31m
2021 265 +56.51 2.14 235 30 88.7 -4.01 2h 09m

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/77dc1dd15d13b437 · Strategy League ranking at freqle.org/ranking

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