Freqebeta
freqle.org
BasicFuturesStrategy
Strategy League report · markelayan/hhec-dois-bull-manager · freqle.org/strategy/7cf3555e8fd9cd96
Run started · finished · took 36.8s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 1h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit-22.07%
final wallet779 USDT
win rate46.9%
max drawdown-24.21%
market change+442.71%
vs market-464.78%
timeframe1h
profit factor0.62
expectancy ratio-0.204
break-even fee-0.0414%
sharpe-1.644
sortino-2.978
CAGR-4.9%
calmar-0.954
avg MFE+1.32%
avg MAE-1.79%
avg profit/trade-0.28%
avg duration0h 59m
best trade+5.01%
worst trade-2.12%
win/loss streak11 / 21
positive months21/59
consistent (3-mo)22.8%
worst 3-mo-4.71%
trades789
revision1
likely annual return-5%
range (5th–95th)-6% … -3%
chance of profit0.0%
worst-5% outcome-7%
significance (p)1.0
risk of ruin0.0%
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 23% of rolling 3-month windows
- 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 12 | +0.06 | 0.05 | 7 | 5 | 58.3 | -22.71 | 1h 30m |
| Nov 2025 | bearish trending high vol | 12 | +0.88 | 0.74 | 9 | 3 | 75.0 | -23.76 | 1h 05m |
| Oct 2025 | bearish trending low vol | 32 | -1.30 | -0.41 | 17 | 15 | 53.1 | -24.21 | 0h 56m |
| Sep 2025 | bullish choppy low vol | 11 | +0.60 | 0.56 | 9 | 2 | 81.8 | -22.71 | 1h 16m |
| Aug 2025 | bearish choppy low vol | 17 | -0.81 | -0.49 | 6 | 11 | 35.3 | -23.05 | 0h 53m |
| Jul 2025 | bullish choppy low vol | 14 | +0.23 | 0.16 | 10 | 4 | 71.4 | -22.06 | 1h 13m |
| Jun 2025 | bearish choppy low vol | 16 | -0.21 | -0.11 | 7 | 9 | 43.8 | -22.59 | 0h 49m |
| May 2025 | bullish trending low vol | 17 | +0.44 | 0.28 | 10 | 7 | 58.8 | -22.37 | 1h 07m |
| Apr 2025 | bullish choppy low vol | 7 | +0.15 | 0.21 | 4 | 3 | 57.1 | -22.57 | 1h 26m |
| Mar 2025 | bearish trending high vol | 24 | -1.37 | -0.57 | 9 | 15 | 37.5 | -22.59 | 1h 42m |
| Feb 2025 | bearish trending low vol | 4 | -0.19 | -0.48 | 2 | 2 | 50.0 | -21.24 | 1h 00m |
| Jan 2025 | bearish choppy low vol | 23 | +0.36 | 0.21 | 15 | 8 | 65.2 | -21.82 | 0h 57m |
| Dec 2024 | bullish trending low vol | 14 | -0.67 | -0.43 | 5 | 9 | 35.7 | -21.36 | 0h 51m |
| Nov 2024 | bullish trending low vol | 14 | -1.06 | -0.77 | 4 | 10 | 28.6 | -21.18 | 0h 56m |
| Oct 2024 | bullish choppy low vol | 18 | +0.46 | 0.26 | 12 | 6 | 66.7 | -19.96 | 1h 10m |
| Sep 2024 | bearish choppy low vol | 10 | -0.11 | -0.15 | 5 | 5 | 50.0 | -20.24 | 1h 18m |
| Aug 2024 | bearish choppy high vol | 31 | -1.35 | -0.46 | 12 | 19 | 38.7 | -20.32 | 1h 02m |
| Jul 2024 | bearish trending low vol | 24 | -1.79 | -0.75 | 8 | 16 | 33.3 | -19.0 | 0h 45m |
| Jun 2024 | bearish choppy low vol | 15 | -0.47 | -0.32 | 6 | 9 | 40.0 | -16.93 | 1h 20m |
| May 2024 | bullish choppy high vol | 24 | -0.03 | 0.01 | 14 | 10 | 58.3 | -17.7 | 1h 08m |
| Apr 2024 | bearish choppy high vol | 37 | -3.24 | -0.90 | 12 | 25 | 32.4 | -17.13 | 0h 32m |
| Mar 2024 | bullish trending high vol | 5 | -0.51 | -1.02 | 1 | 4 | 20.0 | -13.13 | 1h 00m |
| Feb 2024 | bullish trending low vol | 9 | -0.02 | -0.13 | 4 | 5 | 44.4 | -12.79 | 1h 13m |
| Jan 2024 | bearish choppy high vol | 10 | -1.21 | -1.22 | 1 | 9 | 10.0 | -12.6 | 0h 42m |
| Dec 2023 | bullish trending low vol | 6 | +0.26 | 0.43 | 3 | 3 | 50.0 | -11.75 | 1h 00m |
| Nov 2023 | bullish trending low vol | 5 | +0.34 | 0.69 | 3 | 2 | 60.0 | -12.09 | 1h 12m |
| Oct 2023 | bullish trending low vol | 8 | -0.14 | -0.17 | 2 | 6 | 25.0 | -12.14 | 1h 08m |
| Sep 2023 | bearish choppy low vol | 17 | -0.82 | -0.48 | 6 | 11 | 35.3 | -12.07 | 1h 35m |
| Aug 2023 | bearish choppy low vol | 19 | -0.52 | -0.28 | 11 | 8 | 57.9 | -11.68 | 0h 47m |
| Jul 2023 | bullish trending low vol | 12 | +0.40 | 0.34 | 9 | 3 | 75.0 | -11.13 | 1h 05m |
| Jun 2023 | bullish trending low vol | 24 | +0.16 | 0.08 | 15 | 9 | 62.5 | -11.38 | 0h 55m |
| May 2023 | bearish choppy low vol | 7 | -0.33 | -0.49 | 4 | 3 | 57.1 | -11.11 | 1h 43m |
| Apr 2023 | bullish trending low vol | 12 | -0.84 | -0.71 | 4 | 8 | 33.3 | -10.74 | 0h 50m |
| Mar 2023 | bullish trending high vol | 22 | -2.79 | -1.29 | 4 | 18 | 18.2 | -10.04 | 0h 35m |
| Feb 2023 | bullish trending low vol | 27 | -1.08 | -0.39 | 13 | 14 | 48.1 | -7.14 | 1h 09m |
| Jan 2023 | bullish trending low vol | 8 | -0.39 | -0.48 | 4 | 4 | 50.0 | -6.06 | 1h 15m |
| Dec 2022 | bearish trending low vol | 19 | -1.01 | -0.54 | 7 | 12 | 36.8 | -5.68 | 1h 16m |
| Nov 2022 | bearish trending high vol | 21 | -1.19 | -0.57 | 7 | 14 | 33.3 | -4.89 | 0h 34m |
| Oct 2022 | bullish choppy low vol | 5 | -0.22 | -0.44 | 2 | 3 | 40.0 | -3.49 | 0h 48m |
| Sep 2022 | bearish choppy high vol | 8 | +0.10 | 0.10 | 4 | 4 | 50.0 | -3.54 | 1h 00m |
| Aug 2022 | bullish choppy high vol | 21 | +0.33 | 0.17 | 14 | 7 | 66.7 | -4.2 | 1h 11m |
| Jul 2022 | bullish trending high vol | 27 | -1.81 | -0.68 | 12 | 15 | 44.4 | -3.69 | 0h 40m |
| Jun 2022 | bearish trending high vol | 12 | +0.70 | 0.56 | 7 | 5 | 58.3 | -2.96 | 0h 45m |
| May 2022 | bearish trending high vol | 11 | -0.02 | 0.05 | 6 | 5 | 54.5 | -2.82 | 0h 55m |
| Apr 2022 | bearish choppy high vol | 4 | +0.01 | 0.00 | 3 | 1 | 75.0 | -2.57 | 1h 45m |
| Mar 2022 | bullish choppy high vol | 8 | -0.07 | -0.11 | 3 | 5 | 37.5 | -2.92 | 1h 00m |
| Feb 2022 | bearish trending high vol | 11 | -0.00 | 0.02 | 6 | 5 | 54.5 | -2.91 | 0h 55m |
| Jan 2022 | bearish trending high vol | 7 | -1.07 | -1.59 | 1 | 6 | 14.3 | -2.52 | 0h 26m |
| Dec 2021 | bearish trending high vol | 15 | -0.43 | -0.30 | 7 | 8 | 46.7 | -1.61 | 0h 40m |
| Nov 2021 | bearish trending high vol | 9 | +0.49 | 0.58 | 6 | 3 | 66.7 | -1.53 | 1h 00m |
| Oct 2021 | bullish trending high vol | 11 | -0.51 | -0.58 | 4 | 7 | 36.4 | -1.52 | 0h 55m |
| Sep 2021 | bearish trending high vol | 7 | -0.24 | -0.33 | 3 | 4 | 42.9 | -1.31 | 0h 26m |
| Aug 2021 | bullish trending high vol | 4 | -0.39 | -0.99 | 1 | 3 | 25.0 | -0.78 | 0h 45m |
| Jul 2021 | bullish trending high vol | 6 | +0.04 | 0.01 | 3 | 3 | 50.0 | -0.47 | 1h 10m |
| Jun 2021 | bearish trending high vol | 3 | -0.22 | -0.74 | 0 | 3 | 0.0 | -0.43 | 0h 40m |
| Apr 2021 | bearish choppy high vol | 4 | +0.30 | 0.77 | 3 | 1 | 75.0 | -0.21 | 0h 45m |
| Mar 2021 | bullish choppy high vol | 5 | +0.09 | 0.18 | 3 | 2 | 60.0 | -0.32 | 0h 36m |
| Feb 2021 | bullish trending high vol | 3 | +0.05 | 0.15 | 1 | 2 | 33.3 | -0.05 | 1h 00m |
| Jan 2021 | bullish trending high vol | 1 | -0.09 | -0.95 | 0 | 1 | 0.0 | 0.0 | 1h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 189 | -1.16 | -0.05 | 105 | 84 | 55.6 | -24.21 | 1h 08m |
| 2024 | 211 | -10.00 | -0.48 | 84 | 127 | 39.8 | -21.36 | 0h 57m |
| 2023 | 167 | -5.75 | -0.34 | 78 | 89 | 46.7 | -12.14 | 1h 02m |
| 2022 | 154 | -4.25 | -0.28 | 72 | 82 | 46.8 | -5.68 | 0h 54m |
| 2021 | 68 | -0.91 | -0.16 | 31 | 37 | 45.6 | -1.61 | 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/7cf3555e8fd9cd96 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.