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WhaleStrategyV1

Strategy League report · wentixiaogege/binance_trade · freqle.org/strategy/9e6bd7ef987aa6d9

Run started · finished · took 278.7s

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-90.32%
final wallet97 USDT
win rate43.7%
max drawdown-90.44%
market change+447.44%
vs market-537.76%
timeframe5m
profit factor0.61
expectancy ratio-0.219
break-even fee-0.187%
sharpe-1.633
sortino-2.457
CAGR-37.3%
calmar-1.045
avg leverage2.35x
avg MFE+2.18%
avg MAE-2.29%
avg profit/trade-1.35%
avg duration1h 23m
best trade+16.86%
worst trade-29.39%
win/loss streak9 / 11
positive months0/4
consistent (3-mo)0.0%
worst 3-mo-79.49%
trades758
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 →

Unreliable Robustness verdict what's this?
likely annual return-100%
range (5th–95th)-100% … -99%
chance of profit0.0%
worst-5% outcome-100%
significance (p)1.0
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
Apr 2021 bearish choppy high vol 84 -10.83 -1.54 35 49 41.7 -90.44 1h 32m
Mar 2021 bullish choppy high vol 94 -8.63 -0.92 38 56 40.4 -81.92 1h 58m
Feb 2021 bullish trending high vol 285 -34.08 -1.40 127 158 44.6 -72.59 1h 16m
Jan 2021 bullish trending high vol 295 -36.78 -1.37 131 164 44.4 -37.9 1h 17m

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/9e6bd7ef987aa6d9 · Strategy League ranking at freqle.org/ranking

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