Freqebeta
freqle.org
RSI_BB_MACD_Nov_2023_1h_2_Dec
Strategy League report · syuraj/freq-test · freqle.org/strategy/80c0f6c89f398cc5
Run finished · took 464.5s
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+17610.41%
final wallet177104 USDT
win rate79.5%
max drawdown-23.3%
market change+442.71%
vs market+17167.70%
timeframe1h
profit factor1.7
expectancy ratio0.143
sharpe168.519
sortino140.019
CAGR+181.4%
calmar7786.676
avg leverage5.0x
avg MFE+1.73%
avg MAE-1.70%
avg profit/trade2.01%
avg duration3h 54m
best trade+19.09%
worst trade-39.77%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+314.05%
trades88076
revision1
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 1h candle by default, not against the price movement within it.
For a more accurate read, re-run this backtest locally with --timeframe-detail 1m
(or 5m — freqtrade's own docs use 5m detail for an hourly strategy as a lighter
alternative). 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+182%
range (5th–95th)+151% … +215%
chance of profit100.0%
worst-5% outcome+144%
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 | -3.62 | -3.63 | 1 | 9 | 10.0 | -0.02 | 10h 54m |
| Dec 2025 | bearish trending low vol | 1214 | +291.57 | 2.41 | 1018 | 196 | 83.9 | -0.29 | 5h 47m |
| Nov 2025 | bearish trending high vol | 1700 | +479.03 | 2.84 | 1402 | 298 | 82.5 | -0.28 | 3h 16m |
| Oct 2025 | bearish trending low vol | 1216 | +212.74 | 1.75 | 996 | 220 | 81.9 | -0.22 | 4h 52m |
| Sep 2025 | bullish choppy low vol | 819 | +76.96 | 0.94 | 672 | 147 | 82.1 | -0.32 | 7h 37m |
| Aug 2025 | bearish choppy low vol | 1296 | +142.12 | 1.10 | 1026 | 270 | 79.2 | -0.39 | 4h 33m |
| Jul 2025 | bullish choppy low vol | 1375 | +174.79 | 1.27 | 1095 | 280 | 79.6 | -0.39 | 4h 23m |
| Jun 2025 | bearish choppy low vol | 934 | +124.49 | 1.34 | 774 | 160 | 82.9 | -0.28 | 6h 17m |
| May 2025 | bullish trending low vol | 1259 | +231.72 | 1.84 | 1058 | 201 | 84.0 | -0.29 | 4h 44m |
| Apr 2025 | bullish choppy low vol | 1348 | +241.04 | 1.79 | 1086 | 262 | 80.6 | -0.54 | 4h 41m |
| Mar 2025 | bearish trending high vol | 1538 | +276.63 | 1.81 | 1282 | 256 | 83.4 | -0.58 | 3h 51m |
| Feb 2025 | bearish trending low vol | 1546 | +574.10 | 3.73 | 1323 | 223 | 85.6 | -0.27 | 3h 26m |
| Jan 2025 | bearish choppy low vol | 1602 | +410.68 | 2.58 | 1312 | 290 | 81.9 | -0.47 | 3h 49m |
| Dec 2024 | bullish trending low vol | 2258 | +651.35 | 2.90 | 1834 | 424 | 81.2 | -0.47 | 2h 39m |
| Nov 2024 | bullish trending low vol | 2230 | +344.41 | 1.55 | 1672 | 558 | 75.0 | -0.55 | 2h 23m |
| Oct 2024 | bullish choppy low vol | 1002 | +144.51 | 1.44 | 814 | 188 | 81.2 | -0.17 | 6h 32m |
| Sep 2024 | bearish choppy low vol | 1145 | +129.00 | 1.13 | 963 | 182 | 84.1 | -0.4 | 5h 56m |
| Aug 2024 | bearish choppy high vol | 1223 | +224.63 | 1.84 | 973 | 250 | 79.6 | -0.46 | 4h 30m |
| Jul 2024 | bearish trending low vol | 1290 | +205.71 | 1.60 | 1060 | 230 | 82.2 | -0.47 | 5h 00m |
| Jun 2024 | bearish choppy low vol | 915 | +207.50 | 2.28 | 756 | 159 | 82.6 | -0.09 | 5h 54m |
| May 2024 | bullish choppy high vol | 1212 | +160.48 | 1.33 | 1001 | 211 | 82.6 | -0.38 | 5h 25m |
| Apr 2024 | bearish choppy high vol | 1539 | +481.00 | 3.15 | 1271 | 268 | 82.6 | -0.27 | 3h 46m |
| Mar 2024 | bullish trending high vol | 2037 | +511.70 | 2.53 | 1599 | 438 | 78.5 | -0.49 | 2h 48m |
| Feb 2024 | bullish trending low vol | 1120 | +120.05 | 1.08 | 846 | 274 | 75.5 | -0.4 | 5h 51m |
| Jan 2024 | bearish choppy high vol | 1572 | +427.03 | 2.73 | 1264 | 308 | 80.4 | -0.42 | 3h 49m |
| Dec 2023 | bullish trending low vol | 1626 | +290.25 | 1.79 | 1292 | 334 | 79.5 | -0.36 | 4h 18m |
| Nov 2023 | bullish trending low vol | 1398 | +220.58 | 1.58 | 1096 | 302 | 78.4 | -0.38 | 4h 27m |
| Oct 2023 | bullish trending low vol | 799 | +109.43 | 1.37 | 644 | 155 | 80.6 | -0.61 | 8h 23m |
| Sep 2023 | bearish choppy low vol | 566 | +62.07 | 1.10 | 459 | 107 | 81.1 | -0.23 | 10h 52m |
| Aug 2023 | bearish choppy low vol | 759 | +142.55 | 1.88 | 642 | 117 | 84.6 | -0.43 | 8h 48m |
| Jul 2023 | bullish trending low vol | 1019 | +152.11 | 1.50 | 813 | 206 | 79.8 | -0.49 | 6h 15m |
| Jun 2023 | bullish trending low vol | 948 | +145.82 | 1.54 | 751 | 197 | 79.2 | -0.5 | 6h 16m |
| May 2023 | bearish choppy low vol | 768 | +196.42 | 2.56 | 659 | 109 | 85.8 | -0.27 | 8h 00m |
| Apr 2023 | bullish trending low vol | 860 | +125.73 | 1.46 | 691 | 169 | 80.3 | -0.39 | 7h 30m |
| Mar 2023 | bullish trending high vol | 1379 | +239.52 | 1.74 | 1093 | 286 | 79.3 | -0.66 | 3h 59m |
| Feb 2023 | bullish trending low vol | 1095 | +250.65 | 2.30 | 874 | 221 | 79.8 | -0.49 | 4h 44m |
| Jan 2023 | bullish trending low vol | 1115 | +66.50 | 0.60 | 819 | 296 | 73.5 | -1.08 | 5h 52m |
| Dec 2022 | bearish trending low vol | 736 | +204.25 | 2.78 | 626 | 110 | 85.1 | -0.28 | 8h 19m |
| Nov 2022 | bearish trending high vol | 1432 | +367.14 | 2.57 | 1153 | 279 | 80.5 | -0.56 | 3h 50m |
| Oct 2022 | bullish choppy low vol | 957 | +200.31 | 2.10 | 815 | 142 | 85.2 | -0.31 | 6h 51m |
| Sep 2022 | bearish choppy high vol | 1390 | +221.77 | 1.60 | 1089 | 301 | 78.3 | -0.71 | 4h 14m |
| Aug 2022 | bullish choppy high vol | 1382 | +309.53 | 2.24 | 1143 | 239 | 82.7 | -0.32 | 3h 55m |
| Jul 2022 | bullish trending high vol | 1445 | +115.11 | 0.80 | 1126 | 319 | 77.9 | -1.09 | 3h 43m |
| Jun 2022 | bearish trending high vol | 2184 | +591.67 | 2.72 | 1726 | 458 | 79.0 | -1.07 | 2h 09m |
| May 2022 | bearish trending high vol | 1847 | +405.39 | 2.21 | 1398 | 449 | 75.7 | -0.93 | 2h 29m |
| Apr 2022 | bearish choppy high vol | 1346 | +369.35 | 2.77 | 1146 | 200 | 85.1 | -0.71 | 3h 42m |
| Mar 2022 | bullish choppy high vol | 1273 | +129.14 | 1.03 | 998 | 275 | 78.4 | -1.25 | 4h 47m |
| Feb 2022 | bearish trending high vol | 1295 | +198.69 | 1.54 | 1012 | 283 | 78.1 | -1.12 | 3h 14m |
| Jan 2022 | bearish trending high vol | 1424 | +319.77 | 2.27 | 1153 | 271 | 81.0 | -0.73 | 3h 34m |
| Dec 2021 | bearish trending high vol | 1547 | +276.76 | 1.80 | 1218 | 329 | 78.7 | -0.89 | 3h 24m |
| Nov 2021 | bearish trending high vol | 1362 | +215.25 | 1.61 | 1071 | 291 | 78.6 | -0.76 | 3h 48m |
| Oct 2021 | bullish trending high vol | 1574 | +170.10 | 1.09 | 1227 | 347 | 78.0 | -1.07 | 3h 47m |
| Sep 2021 | bearish trending high vol | 1876 | +441.77 | 2.37 | 1478 | 398 | 78.8 | -1.11 | 2h 24m |
| Aug 2021 | bullish trending high vol | 2024 | +277.44 | 1.38 | 1553 | 471 | 76.7 | -2.32 | 2h 36m |
| Jul 2021 | bullish trending high vol | 1616 | +229.73 | 1.43 | 1271 | 345 | 78.7 | -1.96 | 3h 15m |
| Jun 2021 | bearish trending high vol | 2128 | +463.35 | 2.19 | 1664 | 464 | 78.2 | -2.34 | 2h 04m |
| May 2021 | bearish trending high vol | 3127 | +1121.78 | 3.61 | 2373 | 754 | 75.9 | -2.46 | 1h 14m |
| Apr 2021 | bearish choppy high vol | 2907 | +653.92 | 2.26 | 2204 | 703 | 75.8 | -1.98 | 1h 42m |
| Mar 2021 | bullish choppy high vol | 1918 | +266.72 | 1.40 | 1467 | 451 | 76.5 | -2.93 | 2h 51m |
| Feb 2021 | bullish trending high vol | 2525 | +641.40 | 2.56 | 1913 | 612 | 75.8 | -7.77 | 1h 37m |
| Jan 2021 | bullish trending high vol | 3029 | +578.84 | 1.92 | 2265 | 764 | 74.8 | -23.3 | 1h 33m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -3.62 | -3.63 | 1 | 9 | 10.0 | -0.02 | 10h 54m |
| 2025 | 15847 | +3235.87 | 2.05 | 13044 | 2803 | 82.3 | -0.58 | 4h 33m |
| 2024 | 17543 | +3607.37 | 2.07 | 14053 | 3490 | 80.1 | -0.55 | 4h 08m |
| 2023 | 12332 | +2001.63 | 1.63 | 9833 | 2499 | 79.7 | -1.08 | 6h 04m |
| 2022 | 16711 | +3432.12 | 2.06 | 13385 | 3326 | 80.1 | -1.25 | 3h 51m |
| 2021 | 25633 | +5337.06 | 2.10 | 19704 | 5929 | 76.9 | -23.3 | 2h 18m |
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/80c0f6c89f398cc5 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.