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Strategy League report · vaskosmihaylov/nfi-custom-strategies · freqle.org/strategy/9688c1598fc0c955

Run started · finished · took 395.2s

pairs 33 pairs timerange 20210101-20260101 mode futures timeframe 5m stake 100 USDT wallet 1000 USDT max open trades 10 fee exchange lowest tier
total profit+45.21%
final wallet1452 USDT
win rate76.9%
max drawdown-16.99%
market change+447.44%
vs market-402.23%
timeframe5m
profit factor1.19
expectancy ratio0.045
sharpe0.466
sortino1.132
CAGR+7.7%
calmar2.727
avg leverage3.0x
avg MFE+2.72%
avg MAE-3.25%
avg profit/trade0.78%
avg duration0h 17m
best trade+7.15%
worst trade-19.07%
win/loss streak32 / 5
positive months29/43
consistent (3-mo)70.7%
worst 3-mo-5.59%
trades590
revision1

ℹ️ This strategy uses custom_stoploss() — 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 →

Moderate Robustness verdict what's this?
likely annual return+8%
range (5th–95th)-0% … +17%
chance of profit94.8%
worst-5% outcome-2%
significance (p)0.036
risk of ruin0.0%

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

MonthRegimeTradesProfit %Avg % WinLossWin %DD %Avg dur
Nov 2025 bearish trending high vol 16 -2.11 -1.33 11 5 68.8 -3.27 0h 13m
Oct 2025 bearish trending low vol 15 +4.73 3.16 13 2 86.7 -4.1 0h 15m
Sep 2025 bullish choppy low vol 7 +2.39 3.42 6 1 85.7 -5.21 0h 07m
Aug 2025 bearish choppy low vol 1 +0.38 3.82 1 0 100.0 -5.41 0h 25m
Apr 2025 bullish choppy low vol 3 +0.76 2.52 3 0 100.0 -6.06 0h 42m
Mar 2025 bearish trending high vol 11 -3.13 -2.81 7 4 63.6 -8.53 0h 17m
Feb 2025 bearish trending low vol 3 -1.00 -3.35 2 1 66.7 -4.63 0h 23m
Jan 2025 bearish choppy low vol 1 +0.70 7.00 1 0 100.0 -3.39 0h 10m
Dec 2024 bullish trending low vol 19 +1.68 0.88 15 4 78.9 -7.31 0h 12m
Nov 2024 bullish trending low vol 15 -5.60 -3.73 9 6 60.0 -4.99 0h 25m
Aug 2024 bearish choppy high vol 6 +1.89 3.17 5 1 83.3 -2.02 1h 39m
Apr 2024 bearish choppy high vol 6 -0.59 -0.95 4 2 66.7 -2.97 0h 48m
Mar 2024 bullish trending high vol 3 +1.67 5.64 3 0 100.0 -2.83 0h 18m
Feb 2024 bullish trending low vol 5 -4.08 -8.18 2 3 40.0 -3.22 0h 30m
Jan 2024 bearish choppy high vol 5 +3.06 6.12 5 0 100.0 0.0 0h 20m
Dec 2023 bullish trending low vol 3 +2.02 7.01 3 0 100.0 -0.51 0h 13m
Nov 2023 bullish trending low vol 1 +0.71 7.09 1 0 100.0 -0.94 0h 00m
Aug 2023 bearish choppy low vol 2 +1.19 5.94 2 0 100.0 -1.92 0h 12m
Jul 2023 bullish trending low vol 2 +1.40 7.00 2 0 100.0 -2.75 0h 18m
Jun 2023 bullish trending low vol 3 +2.10 6.99 3 0 100.0 -4.2 0h 08m
Apr 2023 bullish trending low vol 4 +2.20 5.51 4 0 100.0 -5.73 0h 19m
Mar 2023 bullish trending high vol 2 +1.40 6.99 2 0 100.0 -6.71 0h 25m
Feb 2023 bullish trending low vol 1 -1.83 -18.31 0 1 0.0 -7.19 0h 15m
Jan 2023 bullish trending low vol 7 +0.91 1.27 6 1 85.7 -7.44 0h 26m
Nov 2022 bearish trending high vol 13 -4.67 -3.59 8 5 61.5 -7.03 0h 15m
Oct 2022 bullish choppy low vol 6 -0.86 -1.43 4 2 66.7 -4.28 0h 11m
Aug 2022 bullish choppy high vol 2 +0.30 1.49 2 0 100.0 -2.82 0h 52m
Jul 2022 bullish trending high vol 8 -2.36 -2.96 5 3 62.5 -3.09 0h 19m
Jun 2022 bearish trending high vol 15 +4.23 2.85 13 2 86.7 -1.29 0h 13m
May 2022 bearish trending high vol 15 +9.23 6.19 15 0 100.0 0.0 0h 22m
Apr 2022 bearish choppy high vol 1 +0.59 5.90 1 0 100.0 0.0 0h 05m
Jan 2022 bearish trending high vol 2 +1.28 6.39 2 0 100.0 0.0 0h 20m
Dec 2021 bearish trending high vol 3 +1.39 4.78 3 0 100.0 0.0 0h 28m
Oct 2021 bullish trending high vol 6 +1.41 2.36 5 1 83.3 -1.47 0h 12m
Sep 2021 bearish trending high vol 20 +10.50 5.34 19 1 95.0 -2.29 0h 09m
Aug 2021 bullish trending high vol 10 +1.89 2.00 8 2 80.0 -5.3 0h 22m
Jul 2021 bullish trending high vol 1 -0.07 -0.74 0 1 0.0 -4.13 1h 05m
Jun 2021 bearish trending high vol 20 -2.80 -1.40 14 6 70.0 -5.94 0h 28m
May 2021 bearish trending high vol 83 +5.99 0.71 63 20 75.9 -6.33 0h 18m
Apr 2021 bearish choppy high vol 56 -0.42 -0.07 39 17 69.6 -7.72 0h 11m
Mar 2021 bullish choppy high vol 9 +5.54 6.27 9 0 100.0 0.0 0h 14m
Feb 2021 bullish trending high vol 70 +14.36 2.11 57 13 81.4 -10.7 0h 15m
Jan 2021 bullish trending high vol 109 -11.15 -1.02 77 32 70.6 -16.99 0h 12m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 57 +2.72 0.48 44 13 77.2 -8.53 0h 16m
2024 59 -1.97 -0.33 43 16 72.9 -7.31 0h 30m
2023 25 +10.10 4.06 23 2 92.0 -7.44 0h 18m
2022 62 +7.74 1.26 50 12 80.6 -7.03 0h 18m
2021 387 +26.64 0.71 294 93 76.0 -16.99 0h 15m

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/9688c1598fc0c955 · Strategy League ranking at freqle.org/ranking

Past performance is not indicative of future results. Not investment advice.