← back to strategy
freqle.org

MACDSMA200hyperopt2

Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/9add5934a142ecc1

Run started · finished · took 31.7s

pairs 33 pairs timerange 20210101-20260101 mode futures timeframe 1d stake 100 USDT wallet 1000 USDT max open trades 10 fee exchange lowest tier
total profit+755.99%
final wallet8560 USDT
win rate89.9%
max drawdown-36.36%
market change+399.34%
vs market+356.65%
timeframe1d
profit factor1.86
expectancy ratio0.087
sharpe8.809
sortino8.066
CAGR+53.6%
calmar21.459
avg MFE+8.55%
avg MAE-7.03%
avg profit/trade1.8%
avg duration80h 49m
best trade+109.26%
worst trade-36.55%
positive months43/56
consistent (3-mo)94.4%
worst 3-mo-7.50%
trades4272
revision1

ℹ️ This strategy uses a trailing stop — freqtrade only re-checks these once per 1d 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 →

Robust Robustness verdict what's this?
likely annual return+61%
range (5th–95th)+46% … +76%
chance of profit100.0%
worst-5% outcome+43%
significance (p)0.0
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
Jan 2026 bullish trending low vol 8 -3.24 -4.12 1 7 12.5 -0.38 603h 00m
Dec 2025 bearish trending low vol 67 +24.55 3.70 66 1 98.5 -0.02 72h 43m
Nov 2025 bearish trending high vol 162 +45.00 2.80 159 3 98.1 -1.23 36h 44m
Oct 2025 bearish trending low vol 69 +8.68 1.12 56 13 81.2 -2.05 85h 34m
Sep 2025 bullish choppy low vol 45 -2.31 -0.39 31 14 68.9 -0.86 183h 28m
Aug 2025 bearish choppy low vol 52 +0.41 0.13 41 11 78.8 -0.76 132h 55m
Jul 2025 bullish choppy low vol 111 +23.90 2.19 102 9 91.9 -1.97 59h 41m
Jun 2025 bearish choppy low vol 108 +21.55 2.03 100 8 92.6 -3.66 72h 40m
May 2025 bullish trending low vol 45 -5.14 -1.12 37 8 82.2 -3.42 123h 12m
Apr 2025 bullish choppy low vol 105 +19.14 1.87 97 8 92.4 -2.51 75h 26m
Mar 2025 bearish trending high vol 90 +19.38 2.16 84 6 93.3 -0.92 38h 24m
Feb 2025 bearish trending low vol 113 +32.50 2.96 108 5 95.6 -3.32 50h 20m
Jan 2025 bearish choppy low vol 57 +3.27 0.58 45 12 78.9 -4.75 110h 44m
Dec 2024 bullish trending low vol 115 +26.09 2.35 105 10 91.3 -3.91 52h 23m
Nov 2024 bullish trending low vol 197 +52.54 2.74 186 11 94.4 -2.24 44h 57m
Oct 2024 bullish choppy low vol 28 +2.67 1.02 21 7 75.0 -2.57 162h 51m
Sep 2024 bearish choppy low vol 77 +6.98 0.91 65 12 84.4 -3.76 110h 20m
Aug 2024 bearish choppy high vol 89 -1.01 -0.28 77 12 86.5 -3.71 60h 08m
Jul 2024 bearish trending low vol 81 +16.97 2.04 74 7 91.4 -1.92 74h 58m
Jun 2024 bearish choppy low vol 125 +40.79 3.31 118 7 94.4 -2.44 75h 04m
May 2024 bullish choppy high vol 31 +8.61 2.81 27 4 87.1 -3.82 135h 29m
Apr 2024 bearish choppy high vol 58 -19.80 -3.59 45 13 77.6 -5.11 117h 31m
Mar 2024 bullish trending high vol 97 +30.98 3.32 93 4 95.9 -0.84 49h 14m
Feb 2024 bullish trending low vol 102 +35.57 3.59 97 5 95.1 -1.17 73h 11m
Jan 2024 bearish choppy high vol 39 -4.06 -1.10 28 11 71.8 -1.76 228h 55m
Dec 2023 bullish trending low vol 87 +33.90 4.00 83 4 95.4 -0.25 76h 41m
Nov 2023 bullish trending low vol 93 +38.29 4.20 92 1 98.9 -0.7 55h 45m
Oct 2023 bullish trending low vol 60 +4.63 0.85 48 12 80.0 -2.39 172h 00m
Sep 2023 bearish choppy low vol 24 +5.75 2.46 22 2 91.7 -1.67 209h 00m
Aug 2023 bearish choppy low vol 74 +4.45 0.65 66 8 89.2 -3.13 93h 24m
Jul 2023 bullish trending low vol 39 +8.51 2.14 28 11 71.8 -3.03 177h 51m
Jun 2023 bullish trending low vol 89 +16.28 1.84 80 9 89.9 -3.19 93h 02m
May 2023 bearish choppy low vol 52 +7.02 1.36 45 7 86.5 -2.77 123h 42m
Apr 2023 bullish trending low vol 37 -3.76 -1.05 27 10 73.0 -3.58 208h 52m
Mar 2023 bullish trending high vol 84 +4.21 0.53 71 13 84.5 -2.26 80h 00m
Feb 2023 bullish trending low vol 24 +7.34 3.13 22 2 91.7 -0.47 205h 00m
Jan 2023 bullish trending low vol 76 +5.46 0.73 64 12 84.2 -4.25 112h 06m
Dec 2022 bearish trending low vol 42 +19.04 4.57 41 1 97.6 -4.46 164h 00m
Nov 2022 bearish trending high vol 67 -5.62 -0.84 54 13 80.6 -6.51 77h 01m
Oct 2022 bullish choppy low vol 45 +5.63 1.25 37 8 82.2 -5.72 212h 16m
Sep 2022 bearish choppy high vol 29 +0.10 0.13 24 5 82.8 -5.41 132h 25m
Aug 2022 bullish choppy high vol 32 +3.02 0.94 27 5 84.4 -7.65 103h 30m
Jul 2022 bullish trending high vol 9 -10.62 -11.88 4 5 44.4 -5.47 421h 20m
Jun 2022 bearish trending high vol 120 +28.72 2.46 116 4 96.7 -2.97 38h 24m
May 2022 bearish trending high vol 145 +73.46 5.22 144 1 99.3 -0.5 27h 58m
Apr 2022 bearish choppy high vol 111 +19.80 1.88 103 8 92.8 -10.59 39h 47m
Mar 2022 bullish choppy high vol 50 -12.46 -2.63 37 13 74.0 -8.61 141h 07m
Feb 2022 bearish trending high vol 72 +13.31 1.66 66 6 91.7 -6.53 65h 40m
Jan 2022 bearish trending high vol 154 +49.84 3.39 149 5 96.8 -3.54 49h 52m
Dec 2021 bearish trending high vol 120 +28.28 2.40 114 6 95.0 -9.81 38h 12m
Nov 2021 bearish trending high vol 82 +22.47 2.78 74 8 90.2 -24.96 84h 18m
Oct 2021 bullish trending high vol 52 -0.65 -0.12 43 9 82.7 -36.36 127h 23m
Sep 2021 bearish trending high vol 124 -23.93 -1.98 104 20 83.9 -28.86 65h 25m
Aug 2021 bullish trending high vol 85 +25.52 3.11 80 5 94.1 -23.11 42h 21m
Jul 2021 bullish trending high vol 47 -7.29 -1.62 40 7 85.1 -15.86 110h 49m
Jun 2021 bearish trending high vol 76 +11.28 1.55 73 3 96.1 -5.66 5h 22m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2026 8 -3.24 -4.12 1 7 12.5 -0.38 603h 00m
2025 1024 +190.93 1.89 926 98 90.4 -4.75 73h 31m
2024 1039 +196.33 1.91 936 103 90.1 -5.11 77h 53m
2023 739 +132.08 1.83 648 91 87.7 -4.25 113h 11m
2022 876 +184.22 2.16 802 74 91.6 -10.59 74h 18m
2021 586 +55.68 0.97 528 58 90.1 -36.36 60h 30m

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/9add5934a142ecc1 · Strategy League ranking at freqle.org/ranking

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