Basics
mode: spot
timeframe: 5m
Settings
stoploss: -0.08
has minimal roi
Indicators
Bollinger_Bands
RSI
talib
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class BollingerMR(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.015} stoploss = -0.08 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: bb = ta.BBANDS(dataframe["close"], timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) if isinstance(bb, (list, tuple)) and len(bb) == 3: upper, middle, lower = bb[0], bb[1], bb[2] else: upper, middle, lower = bb["upperband"], bb["middleband"], bb["lowerband"] dataframe["bb_upper"] = upper dataframe["bb_middle"] = middle dataframe["bb_lower"] = lower dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] < dataframe["bb_lower"]) & (dataframe["rsi"] < 40), "enter_long" ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] > dataframe["bb_middle"]) | (dataframe["rsi"] > 60), "exit_long" ] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsRun finished · took 391.8s
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-90.41%
final wallet96 USDT
win rate64.4%
max drawdown-91.88%
market change+451.55%
vs market-541.96%
timeframe5m
profit factor0.88
expectancy ratio-0.044
sharpe-4.975
sortino-4.117
CAGR-37.4%
calmar-1.03
avg MFE+1.34%
avg MAE-1.76%
avg profit/trade-0.08%
avg duration0h 59m
best trade+1.55%
worst trade-8.18%
win/loss streak55 / 16
positive months2/9
consistent (3-mo)0.0%
worst 3-mo-81.24%
trades11806
revision1
likely annual return-97%
range (5th–95th)-99% … -89%
chance of profit0.0%
worst-5% outcome-99%
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 0% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-92%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Sep 2021 | bearish trending high vol | 95 | -2.34 | -0.25 | 60 | 35 | 63.2 | -91.88 | 1h 01m |
| Aug 2021 | bullish trending high vol | 339 | -3.07 | -0.09 | 201 | 138 | 59.3 | -90.29 | 1h 08m |
| Jul 2021 | bearish trending high vol | 323 | -4.38 | -0.14 | 191 | 132 | 59.1 | -87.94 | 1h 12m |
| Jun 2021 | bearish trending high vol | 351 | +1.32 | 0.04 | 227 | 124 | 64.7 | -88.97 | 1h 02m |
| May 2021 | bearish trending high vol | 1396 | -42.69 | -0.31 | 929 | 467 | 66.5 | -90.01 | 0h 49m |
| Apr 2021 | bearish choppy high vol | 1854 | -16.38 | -0.09 | 1181 | 673 | 63.7 | -55.96 | 1h 00m |
| Mar 2021 | bullish choppy high vol | 2174 | -22.17 | -0.10 | 1309 | 865 | 60.2 | -36.22 | 1h 06m |
| Feb 2021 | bullish trending high vol | 2547 | -4.92 | -0.02 | 1694 | 853 | 66.5 | -27.95 | 0h 55m |
| Jan 2021 | bullish trending high vol | 2727 | +4.21 | 0.02 | 1813 | 914 | 66.5 | -14.85 | 0h 58m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
no lookahead patterns · 1 thing(s) worth reviewing before trusting the numbers
| Line | Pattern | Detail | |
|---|---|---|---|
| 5 | review | missing_startup_candles | uses recursive indicators (RSI) but startup_candle_count is not set (default 0). Their value at a bar depends on all bars before it, so freqtrade trims no warmup and the backtest opens with unwarmed values that can't occur live. The longest lookback visible here is BBANDS(timeperiod=20), so it needs at least that many. Set it to a few times the longest period and confirm with `freqtrade recursive-analysis` |
ran by Ron · took s
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.