Freqebeta
freqle.org
NotAnotherSMAOffsetStrategyHO
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/9204ef6da9a07895
Run started · finished · took 277.3s
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+394.50%
final wallet4945 USDT
win rate83.2%
max drawdown-7.0%
market change+451.55%
vs market-57.05%
timeframe5m
profit factor3.06
expectancy ratio0.346
break-even fee0.9689%
sharpe7.619
sortino5.415
CAGR+37.6%
calmar72.675
avg MFE+4.93%
avg MAE-4.55%
avg profit/trade1.74%
avg duration1h 01m
best trade+28.94%
worst trade-49.93%
win/loss streak68 / 11
positive months50/57
consistent (3-mo)96.4%
worst 3-mo-2.53%
trades2270
revision1
ℹ️ This strategy uses a trailing stop — 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 →
likely annual return+38%
range (5th–95th)+34% … +42%
chance of profit100.0%
worst-5% outcome+33%
significance (p)0.0005
risk of ruin0.0%
- did not beat simply holding the market
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 96% of rolling 3-month windows
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 | 2 | +0.13 | 0.64 | 1 | 1 | 50.0 | -0.06 | 2h 42m |
| Nov 2025 | bearish trending high vol | 39 | +7.69 | 1.97 | 35 | 4 | 89.7 | -0.16 | 0h 56m |
| Oct 2025 | bearish trending low vol | 91 | +49.69 | 5.45 | 80 | 11 | 87.9 | -5.12 | 0h 13m |
| Sep 2025 | bullish choppy low vol | 13 | +3.07 | 2.36 | 13 | 0 | 100.0 | -0.34 | 1h 13m |
| Aug 2025 | bullish choppy low vol | 8 | +2.40 | 3.00 | 8 | 0 | 100.0 | -0.88 | 0h 32m |
| Jun 2025 | bearish choppy low vol | 1 | -0.00 | -0.00 | 0 | 1 | 0.0 | -0.95 | 2h 20m |
| May 2025 | bullish trending low vol | 2 | +0.51 | 2.55 | 2 | 0 | 100.0 | -1.01 | 1h 00m |
| Apr 2025 | bullish choppy low vol | 3 | +0.18 | 0.62 | 2 | 1 | 66.7 | -1.22 | 1h 37m |
| Mar 2025 | bearish trending high vol | 7 | -0.24 | -0.34 | 4 | 3 | 57.1 | -1.3 | 2h 26m |
| Feb 2025 | bearish trending low vol | 21 | -2.47 | -1.17 | 10 | 11 | 47.6 | -1.22 | 1h 41m |
| Jan 2025 | bearish choppy low vol | 9 | +0.51 | 0.57 | 5 | 4 | 55.6 | -0.34 | 1h 38m |
| Dec 2024 | bullish trending low vol | 44 | +6.48 | 1.47 | 30 | 14 | 68.2 | -0.27 | 1h 26m |
| Nov 2024 | bullish trending low vol | 40 | +5.70 | 1.43 | 33 | 7 | 82.5 | -0.14 | 1h 14m |
| Oct 2024 | bullish choppy low vol | 12 | +3.14 | 2.62 | 12 | 0 | 100.0 | -0.07 | 1h 18m |
| Sep 2024 | bearish choppy low vol | 1 | +0.28 | 2.79 | 1 | 0 | 100.0 | -0.15 | 0h 30m |
| Aug 2024 | bearish choppy high vol | 28 | +3.42 | 1.22 | 20 | 8 | 71.4 | -0.44 | 1h 37m |
| Jul 2024 | bearish trending low vol | 9 | +0.63 | 0.70 | 7 | 2 | 77.8 | -0.13 | 2h 11m |
| Jun 2024 | bearish choppy low vol | 37 | +6.94 | 1.88 | 35 | 2 | 94.6 | -1.55 | 0h 35m |
| Apr 2024 | bearish choppy high vol | 31 | -6.37 | -2.05 | 16 | 15 | 51.6 | -1.67 | 2h 42m |
| Mar 2024 | bullish trending high vol | 19 | +4.46 | 2.35 | 18 | 1 | 94.7 | -0.03 | 1h 02m |
| Feb 2024 | bullish trending low vol | 15 | +3.58 | 2.38 | 15 | 0 | 100.0 | -0.53 | 1h 04m |
| Jan 2024 | bearish choppy high vol | 22 | +0.71 | 0.32 | 13 | 9 | 59.1 | -0.67 | 1h 36m |
| Dec 2023 | bullish trending low vol | 37 | +8.57 | 2.32 | 36 | 1 | 97.3 | -0.04 | 0h 49m |
| Nov 2023 | bullish trending low vol | 15 | +1.66 | 1.10 | 12 | 3 | 80.0 | -0.03 | 2h 01m |
| Oct 2023 | bullish trending low vol | 2 | +0.53 | 2.65 | 2 | 0 | 100.0 | 0.0 | 0h 18m |
| Aug 2023 | bearish choppy low vol | 48 | +10.15 | 2.11 | 47 | 1 | 97.9 | -0.58 | 0h 30m |
| Jul 2023 | bullish trending low vol | 7 | +0.50 | 0.72 | 5 | 2 | 71.4 | -0.2 | 2h 22m |
| Jun 2023 | bullish trending low vol | 59 | +11.80 | 2.00 | 49 | 10 | 83.1 | -0.15 | 1h 09m |
| May 2023 | bearish choppy low vol | 7 | +1.54 | 2.19 | 7 | 0 | 100.0 | 0.0 | 1h 24m |
| Apr 2023 | bullish trending low vol | 22 | +4.43 | 2.01 | 22 | 0 | 100.0 | 0.0 | 1h 31m |
| Mar 2023 | bullish trending high vol | 20 | +1.22 | 0.61 | 14 | 6 | 70.0 | -0.05 | 2h 24m |
| Feb 2023 | bullish trending low vol | 6 | +0.34 | 0.56 | 4 | 2 | 66.7 | -0.13 | 2h 03m |
| Jan 2023 | bullish trending low vol | 37 | +7.57 | 2.05 | 34 | 3 | 91.9 | -0.09 | 1h 20m |
| Dec 2022 | bearish trending low vol | 18 | +2.81 | 1.56 | 16 | 2 | 88.9 | -0.14 | 1h 04m |
| Nov 2022 | bearish trending high vol | 71 | +6.39 | 0.90 | 48 | 23 | 67.6 | -1.27 | 1h 35m |
| Oct 2022 | bullish choppy low vol | 7 | +1.38 | 1.96 | 7 | 0 | 100.0 | -0.22 | 1h 04m |
| Sep 2022 | bearish choppy high vol | 12 | -0.14 | -0.12 | 6 | 6 | 50.0 | -0.39 | 2h 57m |
| Aug 2022 | bullish choppy high vol | 7 | -0.09 | -0.13 | 2 | 5 | 28.6 | -0.19 | 2h 31m |
| Jul 2022 | bearish trending high vol | 12 | +1.75 | 1.46 | 9 | 3 | 75.0 | -0.13 | 1h 14m |
| Jun 2022 | bearish trending high vol | 20 | +4.00 | 2.00 | 16 | 4 | 80.0 | -0.84 | 1h 14m |
| May 2022 | bearish trending high vol | 84 | +7.54 | 0.90 | 62 | 22 | 73.8 | -1.16 | 1h 23m |
| Apr 2022 | bearish choppy high vol | 9 | +2.46 | 2.73 | 7 | 2 | 77.8 | -0.06 | 0h 50m |
| Mar 2022 | bullish choppy high vol | 13 | +3.51 | 2.70 | 13 | 0 | 100.0 | -0.11 | 0h 30m |
| Feb 2022 | bearish trending high vol | 14 | +1.34 | 0.96 | 10 | 4 | 71.4 | -0.17 | 1h 25m |
| Jan 2022 | bearish trending high vol | 28 | +8.75 | 3.13 | 28 | 0 | 100.0 | -0.78 | 0h 33m |
| Dec 2021 | bearish trending high vol | 19 | -1.59 | -0.84 | 11 | 8 | 57.9 | -1.01 | 1h 39m |
| Nov 2021 | bullish trending high vol | 45 | +7.79 | 1.73 | 39 | 6 | 86.7 | -0.25 | 0h 57m |
| Oct 2021 | bullish trending high vol | 21 | +2.29 | 1.09 | 15 | 6 | 71.4 | -1.01 | 1h 29m |
| Sep 2021 | bearish trending high vol | 59 | +4.74 | 0.80 | 42 | 17 | 71.2 | -1.35 | 1h 23m |
| Aug 2021 | bullish trending high vol | 8 | +1.41 | 1.77 | 7 | 1 | 87.5 | -0.12 | 1h 12m |
| Jul 2021 | bearish trending high vol | 6 | +0.26 | 0.43 | 4 | 2 | 66.7 | -0.22 | 2h 07m |
| Jun 2021 | bearish trending high vol | 36 | +5.63 | 1.56 | 30 | 6 | 83.3 | -0.26 | 1h 07m |
| May 2021 | bearish trending high vol | 363 | +54.25 | 1.50 | 309 | 54 | 85.1 | -7.0 | 0h 51m |
| Apr 2021 | bearish choppy high vol | 176 | +39.98 | 2.27 | 152 | 24 | 86.4 | -0.75 | 0h 46m |
| Mar 2021 | bullish choppy high vol | 42 | +9.38 | 2.24 | 40 | 2 | 95.2 | -0.25 | 0h 45m |
| Feb 2021 | bullish trending high vol | 220 | +46.35 | 2.11 | 197 | 23 | 89.5 | -3.25 | 0h 38m |
| Jan 2021 | bullish trending high vol | 266 | +45.53 | 1.71 | 227 | 39 | 85.3 | -4.47 | 0h 44m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 196 | +61.47 | 3.13 | 160 | 36 | 81.6 | -5.12 | 0h 48m |
| 2024 | 258 | +28.97 | 1.12 | 200 | 58 | 77.5 | -1.67 | 1h 26m |
| 2023 | 260 | +48.31 | 1.86 | 232 | 28 | 89.2 | -0.58 | 1h 14m |
| 2022 | 295 | +39.70 | 1.35 | 224 | 71 | 75.9 | -1.27 | 1h 21m |
| 2021 | 1261 | +216.02 | 1.71 | 1073 | 188 | 85.1 | -7.0 | 0h 50m |
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/9204ef6da9a07895 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.