ZaratustraV27
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/7956d798bc50a8ac
Run started · finished · took 978.3s
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 →
- profit isn't statistically significant (p=0.51) — hard to tell apart from luck
- only 26% of resampled runs were profitable
- did not beat simply holding the market
- very deep drawdown (-100%)
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 2023 | bullish trending low vol | 100 | -237.57 | -8.24 | 76 | 24 | 76.0 | -100.0 | 20h 02m |
| Dec 2022 | bearish trending low vol | 1088 | -1647.43 | 4.99 | 992 | 96 | 91.2 | -99.79 | 5h 46m |
| Nov 2022 | bearish trending high vol | 3245 | +590.29 | 5.60 | 2785 | 460 | 85.8 | -99.32 | 2h 09m |
| Oct 2022 | bullish choppy low vol | 1819 | -22327.68 | 4.62 | 1643 | 176 | 90.3 | -99.09 | 4h 00m |
| Sep 2022 | bearish choppy high vol | 2590 | +182.04 | 4.68 | 2324 | 266 | 89.7 | -90.42 | 2h 42m |
| Aug 2022 | bullish choppy high vol | 2574 | -2386.38 | 5.45 | 2369 | 205 | 92.0 | -89.98 | 2h 50m |
| Jul 2022 | bullish trending high vol | 3521 | -12319.98 | 5.07 | 3157 | 364 | 89.7 | -87.73 | 2h 04m |
| Jun 2022 | bearish trending high vol | 5197 | -20704.21 | 5.68 | 4325 | 872 | 83.2 | -63.14 | 1h 22m |
| May 2022 | bearish trending high vol | 5338 | +30513.61 | 5.26 | 4493 | 845 | 84.2 | -58.39 | 1h 21m |
| Apr 2022 | bearish choppy high vol | 2545 | -27091.49 | 5.02 | 2327 | 218 | 91.4 | -71.1 | 2h 45m |
| Mar 2022 | bullish choppy high vol | 2750 | +50577.86 | 4.77 | 2446 | 304 | 88.9 | -84.22 | 2h 38m |
| Feb 2022 | bearish trending high vol | 3602 | +1115.76 | 5.87 | 3186 | 416 | 88.5 | -97.2 | 1h 51m |
| Jan 2022 | bearish trending high vol | 3900 | +2958.31 | 5.62 | 3390 | 510 | 86.9 | -99.68 | 1h 45m |
| Dec 2021 | bearish trending high vol | 3353 | +668.48 | 5.08 | 2943 | 410 | 87.8 | -99.64 | 2h 05m |
| Nov 2021 | bearish trending high vol | 2951 | -19083.63 | 4.33 | 2573 | 378 | 87.2 | -99.73 | 2h 21m |
| Oct 2021 | bullish trending high vol | 2738 | -927.66 | 4.47 | 2436 | 302 | 89.0 | -69.3 | 2h 36m |
| Sep 2021 | bearish trending high vol | 4350 | +17449.47 | 5.84 | 3708 | 642 | 85.2 | -91.31 | 1h 37m |
| Aug 2021 | bullish trending high vol | 3926 | +532.95 | 4.56 | 3408 | 518 | 86.8 | -98.02 | 1h 47m |
| Jul 2021 | bullish trending high vol | 3144 | -15130.00 | 4.89 | 2820 | 324 | 89.7 | -96.04 | 2h 12m |
| Jun 2021 | bearish trending high vol | 5421 | -6332.94 | 5.53 | 4588 | 833 | 84.6 | -83.27 | 1h 18m |
| May 2021 | bearish trending high vol | 9236 | +14081.67 | 4.67 | 7207 | 2029 | 78.0 | -12.31 | 0h 46m |
| Apr 2021 | bearish choppy high vol | 5878 | +8411.01 | 4.78 | 4633 | 1245 | 78.8 | -90.92 | 1h 11m |
| Mar 2021 | bullish choppy high vol | 3823 | -2444.62 | 4.79 | 3287 | 536 | 86.0 | -95.88 | 1h 52m |
| Feb 2021 | bullish trending high vol | 6368 | +1194.48 | 5.01 | 5095 | 1273 | 80.0 | -79.69 | 1h 03m |
| Jan 2021 | bullish trending high vol | 6632 | +2258.58 | 4.21 | 5203 | 1429 | 78.5 | -73.39 | 1h 04m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2023 | 100 | -237.57 | -8.24 | 76 | 24 | 76.0 | -100.0 | 20h 02m |
| 2022 | 38169 | -539.30 | 5.31 | 33437 | 4732 | 87.6 | -99.79 | 2h 12m |
| 2021 | 57820 | +677.79 | 4.84 | 47901 | 9919 | 82.8 | -99.73 | 1h 27m |
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/7956d798bc50a8ac · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.