Freqebeta
freqle.org
CombinedBinHAndClucV8XHO
Strategy League report · davidzr/freqtrade-strategies · freqle.org/strategy/9872ca18458e2672
Run started · finished · took 346.7s
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+153.44%
final wallet2534 USDT
win rate82.4%
max drawdown-2.81%
market change+451.55%
vs market-298.11%
timeframe5m
profit factor2.31
expectancy ratio0.23
break-even fee0.4379%
sharpe7.515
sortino6.556
CAGR+20.4%
calmar101.861
avg MFE+2.19%
avg MAE-2.21%
avg profit/trade0.68%
avg duration1h 58m
best trade+11.42%
worst trade-24.32%
win/loss streak69 / 6
positive months43/60
consistent (3-mo)91.4%
worst 3-mo-2.10%
trades2271
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() / custom_exit() — 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+20%
range (5th–95th)+18% … +23%
chance of profit100.0%
worst-5% outcome+18%
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 91% 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 | 18 | +0.01 | 0.00 | 10 | 8 | 55.6 | -1.03 | 4h 00m |
| Nov 2025 | bearish trending high vol | 28 | -0.65 | -0.23 | 22 | 6 | 78.6 | -1.03 | 1h 54m |
| Oct 2025 | bearish trending low vol | 18 | +1.04 | 0.58 | 13 | 5 | 72.2 | -0.57 | 3h 19m |
| Sep 2025 | bullish choppy low vol | 17 | +0.58 | 0.34 | 9 | 8 | 52.9 | -1.14 | 5h 45m |
| Aug 2025 | bullish choppy low vol | 16 | -0.42 | -0.26 | 11 | 5 | 68.8 | -0.92 | 4h 33m |
| Jul 2025 | bullish choppy low vol | 31 | +1.21 | 0.39 | 23 | 8 | 74.2 | -0.71 | 3h 24m |
| Jun 2025 | bearish choppy low vol | 11 | -0.27 | -0.25 | 6 | 5 | 54.5 | -0.33 | 3h 21m |
| May 2025 | bullish trending low vol | 37 | +3.23 | 0.87 | 33 | 4 | 89.2 | -0.67 | 2h 23m |
| Apr 2025 | bullish choppy low vol | 7 | +0.40 | 0.57 | 5 | 2 | 71.4 | -0.91 | 3h 02m |
| Mar 2025 | bearish trending high vol | 16 | -1.41 | -0.88 | 8 | 8 | 50.0 | -0.86 | 3h 06m |
| Feb 2025 | bearish trending low vol | 11 | -0.23 | -0.21 | 9 | 2 | 81.8 | -0.3 | 3h 26m |
| Jan 2025 | bearish choppy low vol | 25 | +1.82 | 0.73 | 20 | 5 | 80.0 | -0.44 | 2h 29m |
| Dec 2024 | bullish trending low vol | 49 | +3.27 | 0.67 | 40 | 9 | 81.6 | -0.64 | 1h 44m |
| Nov 2024 | bullish trending low vol | 128 | +5.94 | 0.46 | 104 | 24 | 81.2 | -1.44 | 1h 50m |
| Oct 2024 | bullish choppy low vol | 6 | -0.05 | -0.09 | 4 | 2 | 66.7 | -0.35 | 2h 22m |
| Sep 2024 | bearish choppy low vol | 6 | +0.51 | 0.85 | 5 | 1 | 83.3 | -0.44 | 3h 08m |
| Aug 2024 | bearish choppy high vol | 10 | +1.01 | 1.01 | 9 | 1 | 90.0 | -0.82 | 5h 19m |
| Jul 2024 | bearish trending low vol | 10 | +0.44 | 0.44 | 8 | 2 | 80.0 | -1.08 | 4h 42m |
| Jun 2024 | bearish choppy low vol | 10 | +0.14 | 0.14 | 8 | 2 | 80.0 | -1.14 | 7h 11m |
| May 2024 | bullish choppy high vol | 24 | +0.11 | 0.05 | 16 | 8 | 66.7 | -1.58 | 4h 16m |
| Apr 2024 | bearish choppy high vol | 10 | -2.35 | -2.35 | 6 | 4 | 60.0 | -1.2 | 4h 46m |
| Mar 2024 | bullish trending high vol | 38 | +3.12 | 0.82 | 33 | 5 | 86.8 | -0.37 | 1h 50m |
| Feb 2024 | bullish trending low vol | 33 | +2.55 | 0.77 | 30 | 3 | 90.9 | -0.11 | 4h 20m |
| Jan 2024 | bearish choppy high vol | 26 | +1.33 | 0.51 | 21 | 5 | 80.8 | -0.13 | 2h 41m |
| Dec 2023 | bullish trending low vol | 72 | +6.28 | 0.87 | 61 | 11 | 84.7 | -0.39 | 1h 41m |
| Nov 2023 | bullish trending low vol | 34 | +2.64 | 0.78 | 30 | 4 | 88.2 | -0.6 | 1h 35m |
| Oct 2023 | bullish trending low vol | 20 | -0.07 | -0.03 | 13 | 7 | 65.0 | -0.29 | 4h 33m |
| Sep 2023 | bearish choppy low vol | 12 | +0.14 | 0.11 | 7 | 5 | 58.3 | -0.1 | 8h 20m |
| Aug 2023 | bearish choppy low vol | 3 | -0.01 | -0.02 | 2 | 1 | 66.7 | -0.06 | 2h 30m |
| Jul 2023 | bullish trending low vol | 33 | +1.06 | 0.32 | 26 | 7 | 78.8 | -0.24 | 2h 50m |
| Jun 2023 | bullish trending low vol | 31 | +2.61 | 0.84 | 26 | 5 | 83.9 | -0.91 | 2h 11m |
| May 2023 | bearish choppy low vol | 7 | +0.12 | 0.17 | 4 | 3 | 57.1 | -0.52 | 5h 41m |
| Apr 2023 | bullish trending low vol | 16 | -0.92 | -0.57 | 9 | 7 | 56.2 | -0.65 | 3h 00m |
| Mar 2023 | bullish trending high vol | 23 | +1.00 | 0.43 | 17 | 6 | 73.9 | -0.31 | 3h 02m |
| Feb 2023 | bullish trending low vol | 25 | +0.55 | 0.22 | 18 | 7 | 72.0 | -0.34 | 2h 53m |
| Jan 2023 | bullish trending low vol | 64 | +3.30 | 0.52 | 45 | 19 | 70.3 | -0.74 | 2h 49m |
| Dec 2022 | bearish trending low vol | 5 | +0.02 | 0.03 | 4 | 1 | 80.0 | -0.31 | 6h 44m |
| Nov 2022 | bearish trending high vol | 13 | -0.22 | -0.17 | 9 | 4 | 69.2 | -0.36 | 2h 50m |
| Oct 2022 | bullish choppy low vol | 20 | +1.75 | 0.87 | 19 | 1 | 95.0 | -0.62 | 3h 34m |
| Sep 2022 | bearish choppy high vol | 21 | -1.32 | -0.63 | 13 | 8 | 61.9 | -0.66 | 3h 36m |
| Aug 2022 | bullish choppy high vol | 15 | +1.17 | 0.78 | 13 | 2 | 86.7 | -0.12 | 2h 09m |
| Jul 2022 | bearish trending high vol | 40 | +3.04 | 0.76 | 34 | 6 | 85.0 | -0.97 | 2h 05m |
| Jun 2022 | bearish trending high vol | 20 | +0.26 | 0.13 | 13 | 7 | 65.0 | -1.37 | 2h 32m |
| May 2022 | bearish trending high vol | 9 | -0.63 | -0.70 | 6 | 3 | 66.7 | -0.95 | 2h 13m |
| Apr 2022 | bearish choppy high vol | 6 | -0.83 | -1.38 | 4 | 2 | 66.7 | -0.55 | 3h 08m |
| Mar 2022 | bullish choppy high vol | 21 | +1.25 | 0.60 | 17 | 4 | 81.0 | -0.28 | 2h 37m |
| Feb 2022 | bearish trending high vol | 28 | +2.87 | 1.03 | 23 | 5 | 82.1 | -1.14 | 1h 36m |
| Jan 2022 | bearish trending high vol | 11 | -0.15 | -0.13 | 8 | 3 | 72.7 | -1.2 | 1h 49m |
| Dec 2021 | bearish trending high vol | 13 | -0.56 | -0.44 | 10 | 3 | 76.9 | -1.24 | 1h 58m |
| Nov 2021 | bullish trending high vol | 23 | -0.18 | -0.08 | 14 | 9 | 60.9 | -0.86 | 2h 06m |
| Oct 2021 | bullish trending high vol | 30 | +2.46 | 0.82 | 26 | 4 | 86.7 | -0.69 | 2h 02m |
| Sep 2021 | bearish trending high vol | 54 | +4.36 | 0.81 | 46 | 8 | 85.2 | -0.74 | 1h 03m |
| Aug 2021 | bullish trending high vol | 68 | +6.21 | 0.91 | 61 | 7 | 89.7 | -0.41 | 1h 22m |
| Jul 2021 | bearish trending high vol | 55 | +3.20 | 0.58 | 46 | 9 | 83.6 | -0.78 | 2h 02m |
| Jun 2021 | bearish trending high vol | 26 | +1.78 | 0.68 | 23 | 3 | 88.5 | -0.48 | 1h 43m |
| May 2021 | bearish trending high vol | 117 | +10.98 | 0.94 | 103 | 14 | 88.0 | -0.83 | 0h 53m |
| Apr 2021 | bearish choppy high vol | 160 | +21.37 | 1.34 | 147 | 13 | 91.9 | -1.39 | 0h 42m |
| Mar 2021 | bullish choppy high vol | 64 | +4.22 | 0.66 | 52 | 12 | 81.2 | -0.93 | 1h 23m |
| Feb 2021 | bullish trending high vol | 211 | +20.84 | 0.99 | 180 | 31 | 85.3 | -1.45 | 1h 01m |
| Jan 2021 | bullish trending high vol | 316 | +33.53 | 1.06 | 290 | 26 | 91.8 | -2.81 | 0h 56m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 235 | +5.31 | 0.23 | 169 | 66 | 71.9 | -1.14 | 3h 13m |
| 2024 | 350 | +16.02 | 0.46 | 284 | 66 | 81.1 | -1.58 | 2h 44m |
| 2023 | 340 | +16.70 | 0.49 | 258 | 82 | 75.9 | -0.91 | 2h 47m |
| 2022 | 209 | +7.21 | 0.35 | 163 | 46 | 78.0 | -1.37 | 2h 36m |
| 2021 | 1137 | +108.21 | 0.95 | 998 | 139 | 87.8 | -2.81 | 1h 06m |
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/9872ca18458e2672 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.