Freqebeta
freqle.org
ZaratustraV4
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/a544588fffee6195
Run started · finished · took 1123.6s
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+42650.68%
final wallet427507 USDT
win rate78.6%
max drawdown-33.11%
market change+447.44%
vs market+42203.24%
timeframe5m
profit factor1.4
expectancy ratio0.085
sharpe248.078
sortino547.392
CAGR+235.7%
calmar46570.431
avg leverage10.0x
avg MFE+1.30%
avg MAE-1.25%
avg profit/trade2.36%
avg duration2h 21m
best trade+100.86%
worst trade-45.69%
positive months60/61
consistent (3-mo)100.0%
worst 3-mo+836.56%
trades181475
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+237%
range (5th–95th)+181% … +306%
chance of profit100.0%
worst-5% outcome+167%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 100% of rolling 3-month windows
- comfortably beat buy-and-hold
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 10 | -6.80 | -6.84 | 1 | 9 | 10.0 | -0.02 | 21h 47m |
| Dec 2025 | bearish trending low vol | 1715 | +432.30 | 2.52 | 1435 | 280 | 83.7 | -0.2 | 4h 17m |
| Nov 2025 | bearish trending high vol | 2738 | +550.77 | 2.02 | 2216 | 522 | 80.9 | -0.2 | 2h 34m |
| Oct 2025 | bearish trending low vol | 2714 | +895.32 | 3.31 | 2130 | 584 | 78.5 | -0.87 | 2h 43m |
| Sep 2025 | bullish choppy low vol | 1092 | +273.77 | 2.52 | 901 | 191 | 82.5 | -0.17 | 6h 35m |
| Aug 2025 | bearish choppy low vol | 1917 | +355.45 | 1.86 | 1583 | 334 | 82.6 | -0.16 | 3h 46m |
| Jul 2025 | bullish choppy low vol | 2222 | +425.14 | 1.91 | 1824 | 398 | 82.1 | -0.13 | 3h 20m |
| Jun 2025 | bearish choppy low vol | 1462 | +384.74 | 2.64 | 1221 | 241 | 83.5 | -0.11 | 4h 55m |
| May 2025 | bullish trending low vol | 2300 | +636.69 | 2.77 | 1944 | 356 | 84.5 | -0.13 | 3h 15m |
| Apr 2025 | bullish choppy low vol | 2449 | +546.50 | 2.23 | 2018 | 431 | 82.4 | -0.29 | 2h 51m |
| Mar 2025 | bearish trending high vol | 3010 | +694.39 | 2.31 | 2457 | 553 | 81.6 | -0.27 | 2h 24m |
| Feb 2025 | bearish trending low vol | 3854 | +1460.14 | 3.80 | 3159 | 695 | 82.0 | -0.61 | 1h 42m |
| Jan 2025 | bearish choppy low vol | 3162 | +725.40 | 2.30 | 2591 | 571 | 81.9 | -0.22 | 2h 20m |
| Dec 2024 | bullish trending low vol | 4506 | +1158.44 | 2.58 | 3573 | 933 | 79.3 | -0.45 | 1h 35m |
| Nov 2024 | bullish trending low vol | 4374 | +513.15 | 1.17 | 3405 | 969 | 77.8 | -0.29 | 1h 36m |
| Oct 2024 | bullish choppy low vol | 1333 | +123.23 | 0.93 | 1051 | 282 | 78.8 | -0.18 | 5h 34m |
| Sep 2024 | bearish choppy low vol | 1293 | +200.18 | 1.55 | 1065 | 228 | 82.4 | -0.21 | 5h 39m |
| Aug 2024 | bearish choppy high vol | 2767 | +885.52 | 3.21 | 2268 | 499 | 82.0 | -0.36 | 2h 36m |
| Jul 2024 | bearish trending low vol | 2180 | +636.26 | 2.92 | 1810 | 370 | 83.0 | -0.19 | 3h 29m |
| Jun 2024 | bearish choppy low vol | 1315 | +622.05 | 4.74 | 1040 | 275 | 79.1 | -0.35 | 5h 27m |
| May 2024 | bullish choppy high vol | 1458 | +206.47 | 1.42 | 1172 | 286 | 80.4 | -0.29 | 4h 56m |
| Apr 2024 | bearish choppy high vol | 2940 | +1103.65 | 3.77 | 2338 | 602 | 79.5 | -0.69 | 2h 27m |
| Mar 2024 | bullish trending high vol | 4070 | +1035.00 | 2.55 | 3206 | 864 | 78.8 | -0.28 | 1h 44m |
| Feb 2024 | bullish trending low vol | 1437 | +252.88 | 1.76 | 1164 | 273 | 81.0 | -0.18 | 4h 51m |
| Jan 2024 | bearish choppy high vol | 2405 | +711.80 | 2.97 | 1908 | 497 | 79.3 | -0.77 | 3h 05m |
| Dec 2023 | bullish trending low vol | 2279 | +529.49 | 2.33 | 1809 | 470 | 79.4 | -0.28 | 3h 20m |
| Nov 2023 | bullish trending low vol | 2201 | +360.87 | 1.64 | 1738 | 463 | 79.0 | -0.19 | 3h 11m |
| Oct 2023 | bullish trending low vol | 1192 | +285.54 | 2.40 | 942 | 250 | 79.0 | -0.19 | 6h 19m |
| Sep 2023 | bearish choppy low vol | 620 | +198.82 | 3.21 | 521 | 99 | 84.0 | -0.1 | 11h 19m |
| Aug 2023 | bearish choppy low vol | 1041 | +557.31 | 5.36 | 839 | 202 | 80.6 | -0.45 | 7h 27m |
| Jul 2023 | bullish trending low vol | 1213 | +377.84 | 3.12 | 957 | 256 | 78.9 | -0.17 | 5h 50m |
| Jun 2023 | bullish trending low vol | 1628 | +499.81 | 3.07 | 1285 | 343 | 78.9 | -0.27 | 4h 26m |
| May 2023 | bearish choppy low vol | 825 | +166.62 | 2.03 | 653 | 172 | 79.2 | -0.25 | 9h 08m |
| Apr 2023 | bullish trending low vol | 1311 | +415.66 | 3.17 | 1063 | 248 | 81.1 | -0.26 | 5h 23m |
| Mar 2023 | bullish trending high vol | 2503 | +730.17 | 2.92 | 2047 | 456 | 81.8 | -0.27 | 2h 57m |
| Feb 2023 | bullish trending low vol | 1784 | +508.94 | 2.86 | 1454 | 330 | 81.5 | -0.18 | 3h 43m |
| Jan 2023 | bullish trending low vol | 2137 | +512.90 | 2.40 | 1647 | 490 | 77.1 | -0.38 | 3h 28m |
| Dec 2022 | bearish trending low vol | 973 | +360.22 | 3.71 | 787 | 186 | 80.9 | -0.2 | 7h 31m |
| Nov 2022 | bearish trending high vol | 3583 | +988.62 | 2.76 | 2765 | 818 | 77.2 | -0.42 | 1h 57m |
| Oct 2022 | bullish choppy low vol | 1269 | +370.78 | 2.92 | 1059 | 210 | 83.5 | -0.27 | 5h 50m |
| Sep 2022 | bearish choppy high vol | 2168 | +465.86 | 2.15 | 1743 | 425 | 80.4 | -0.63 | 3h 17m |
| Aug 2022 | bullish choppy high vol | 2313 | +381.96 | 1.65 | 1844 | 469 | 79.7 | -0.5 | 3h 10m |
| Jul 2022 | bullish trending high vol | 3318 | +793.76 | 2.40 | 2698 | 620 | 81.3 | -0.38 | 2h 11m |
| Jun 2022 | bearish trending high vol | 5502 | +1482.41 | 2.70 | 4387 | 1115 | 79.7 | -0.52 | 1h 14m |
| May 2022 | bearish trending high vol | 5544 | +1170.66 | 2.12 | 4313 | 1231 | 77.8 | -1.36 | 1h 12m |
| Apr 2022 | bearish choppy high vol | 2220 | +718.59 | 3.25 | 1855 | 365 | 83.6 | -0.49 | 3h 14m |
| Mar 2022 | bullish choppy high vol | 2374 | +264.19 | 1.11 | 1868 | 506 | 78.7 | -0.65 | 3h 06m |
| Feb 2022 | bearish trending high vol | 3250 | +1008.78 | 3.12 | 2698 | 552 | 83.0 | -0.6 | 2h 01m |
| Jan 2022 | bearish trending high vol | 4105 | +974.28 | 2.39 | 3274 | 831 | 79.8 | -1.16 | 1h 43m |
| Dec 2021 | bearish trending high vol | 3758 | +1204.66 | 3.22 | 3016 | 742 | 80.3 | -1.49 | 1h 56m |
| Nov 2021 | bearish trending high vol | 3143 | +601.42 | 1.92 | 2436 | 707 | 77.5 | -0.68 | 2h 13m |
| Oct 2021 | bullish trending high vol | 2786 | +461.35 | 1.66 | 2171 | 615 | 77.9 | -0.87 | 2h 39m |
| Sep 2021 | bearish trending high vol | 4514 | +1133.93 | 2.53 | 3422 | 1092 | 75.8 | -2.02 | 1h 29m |
| Aug 2021 | bullish trending high vol | 4146 | +558.60 | 1.35 | 3250 | 896 | 78.4 | -0.84 | 1h 46m |
| Jul 2021 | bullish trending high vol | 3438 | +762.61 | 2.22 | 2811 | 627 | 81.8 | -0.88 | 2h 05m |
| Jun 2021 | bearish trending high vol | 6175 | +1440.82 | 2.34 | 4958 | 1217 | 80.3 | -1.28 | 1h 05m |
| May 2021 | bearish trending high vol | 11025 | +2758.00 | 2.51 | 8011 | 3014 | 72.7 | -5.54 | 0h 31m |
| Apr 2021 | bearish choppy high vol | 7137 | +1057.06 | 1.48 | 5203 | 1934 | 72.9 | -4.51 | 0h 54m |
| Mar 2021 | bullish choppy high vol | 4250 | +513.36 | 1.21 | 3276 | 974 | 77.1 | -2.67 | 1h 42m |
| Feb 2021 | bullish trending high vol | 8285 | +1912.14 | 2.32 | 6063 | 2222 | 73.2 | -4.96 | 0h 43m |
| Jan 2021 | bullish trending high vol | 8742 | +1300.24 | 1.49 | 6336 | 2406 | 72.5 | -33.11 | 0h 44m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -6.80 | -6.84 | 1 | 9 | 10.0 | -0.02 | 21h 47m |
| 2025 | 28635 | +7380.61 | 2.58 | 23479 | 5156 | 82.0 | -0.87 | 3h 01m |
| 2024 | 30078 | +7448.63 | 2.48 | 24000 | 6078 | 79.8 | -0.77 | 2h 53m |
| 2023 | 18734 | +5143.97 | 2.75 | 14955 | 3779 | 79.8 | -0.45 | 4h 39m |
| 2022 | 36619 | +8980.11 | 2.46 | 29291 | 7328 | 80.0 | -1.36 | 2h 19m |
| 2021 | 67399 | +13704.19 | 2.04 | 50953 | 16446 | 75.6 | -33.11 | 1h 12m |
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/a544588fffee6195 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.