Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.005
has minimal roi
process only new candles
startup candle count: 2
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 | from __future__ import annotations from freqtrade.strategy import IStrategy from pandas import DataFrame class ContractStopsOnly(IStrategy): """Small deterministic reference strategy whose normal exit is stoploss.""" INTERFACE_VERSION = 3 timeframe = "5m" startup_candle_count = 2 can_short = False minimal_roi = {"0": 100.0} stoploss = -0.005 trailing_stop = False use_exit_signal = False process_only_new_candles = True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["previous_green"] = ( dataframe["close"].shift(1) > dataframe["open"].shift(1) ).fillna(False) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["volume"] > 0) & dataframe["previous_green"] & (dataframe["close"] < dataframe["open"]), "enter_long", ] = 1 dataframe.loc[dataframe["enter_long"] == 1, "enter_tag"] = "contract_stop" return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["exit_long"] = 0 return dataframe |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsRun finished · took 503.2s
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+1886.85%
final wallet19868 USDT
win rate0.2%
max drawdown-19.01%
market change+451.55%
vs market+1435.30%
timeframe5m
profit factor4.92
expectancy ratio3.914
break-even fee1.4183%
sharpe1.172
sortino5520.179
CAGR+81.8%
calmar110.861
avg MFE+6.45%
avg MAE-1.38%
avg profit/trade2.64%
avg duration60h 28m
best trade+10000.00%
worst trade-0.70%
win/loss streak10 / 5262
positive months3/28
consistent (3-mo)23.1%
worst 3-mo-155.75%
trades7148
revision1
likely annual return+62%
range (5th–95th)-7% … +408%
chance of profit85.0%
worst-5% outcome-8%
significance (p)0.1794
risk of ruin0.0%
- profit isn't statistically significant (p=0.18) — hard to tell apart from luck
- profitable in only 23% of rolling 3-month windows
- 85% of resampled runs stayed profitable
- 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 | +366.17 | 365.87 | 10 | 0 | 100.0 | -11.41 | 24893h 48m |
| Dec 2025 | bearish trending low vol | 137 | -9.33 | -0.68 | 0 | 137 | 0.0 | -17.81 | 6h 29m |
| Nov 2025 | bearish trending high vol | 244 | -16.61 | -0.68 | 0 | 244 | 0.0 | -17.33 | 7h 01m |
| Oct 2025 | bearish trending low vol | 48 | -3.27 | -0.68 | 0 | 48 | 0.0 | -16.49 | 491h 46m |
| Jun 2025 | bearish choppy low vol | 5 | -0.34 | -0.67 | 0 | 5 | 0.0 | -16.33 | 358h 29m |
| Apr 2025 | bullish choppy low vol | 11 | -0.75 | -0.68 | 0 | 11 | 0.0 | -16.31 | 1255h 14m |
| Sep 2023 | bearish choppy low vol | 57 | -3.87 | -0.68 | 0 | 57 | 0.0 | -16.27 | 12h 58m |
| Aug 2023 | bearish choppy low vol | 60 | -4.04 | -0.67 | 0 | 60 | 0.0 | -16.07 | 60h 37m |
| Jun 2023 | bullish trending low vol | 163 | -11.05 | -0.68 | 0 | 163 | 0.0 | -15.87 | 49h 01m |
| May 2023 | bearish choppy low vol | 21 | -1.42 | -0.68 | 0 | 21 | 0.0 | -15.31 | 166h 30m |
| Mar 2023 | bullish trending high vol | 2 | -0.14 | -0.70 | 0 | 2 | 0.0 | -15.24 | 857h 20m |
| Jan 2023 | bullish trending low vol | 19 | -1.25 | -0.66 | 0 | 19 | 0.0 | -15.23 | 17h 14m |
| Dec 2022 | bearish trending low vol | 224 | -15.07 | -0.67 | 0 | 224 | 0.0 | -15.17 | 21h 37m |
| Nov 2022 | bearish trending high vol | 891 | -59.29 | -0.66 | 0 | 891 | 0.0 | -14.4 | 14h 59m |
| Oct 2022 | bullish choppy low vol | 125 | -8.33 | -0.67 | 0 | 125 | 0.0 | -11.4 | 34h 11m |
| Sep 2022 | bearish choppy high vol | 97 | -6.39 | -0.66 | 0 | 97 | 0.0 | -10.97 | 36h 09m |
| Jul 2022 | bearish trending high vol | 80 | -5.31 | -0.66 | 0 | 80 | 0.0 | -10.65 | 14h 40m |
| Jun 2022 | bearish trending high vol | 1036 | -67.47 | -0.65 | 0 | 1036 | 0.0 | -10.38 | 8h 07m |
| May 2022 | bearish trending high vol | 1245 | -82.97 | -0.67 | 0 | 1245 | 0.0 | -6.96 | 23h 05m |
| Apr 2022 | bearish choppy high vol | 4 | -0.27 | -0.69 | 0 | 4 | 0.0 | -2.75 | 1874h 19m |
| Feb 2022 | bearish trending high vol | 143 | -9.65 | -0.67 | 0 | 143 | 0.0 | -2.74 | 86h 21m |
| Jan 2022 | bearish trending high vol | 479 | -32.55 | -0.68 | 0 | 479 | 0.0 | -2.25 | 25h 57m |
| Dec 2021 | bearish trending high vol | 92 | -6.27 | -0.68 | 0 | 92 | 0.0 | -0.6 | 47h 12m |
| Sep 2021 | bearish trending high vol | 80 | +995.51 | 124.31 | 1 | 79 | 1.2 | -0.28 | 80h 28m |
| Jul 2021 | bearish trending high vol | 41 | -2.84 | -0.69 | 0 | 41 | 0.0 | -10.27 | 16h 17m |
| Jun 2021 | bearish trending high vol | 351 | -24.33 | -0.69 | 0 | 351 | 0.0 | -10.01 | 19h 53m |
| May 2021 | bearish trending high vol | 1208 | +917.04 | 7.58 | 1 | 1207 | 0.1 | -7.76 | 5h 52m |
| Jan 2021 | bullish trending high vol | 275 | -19.07 | -0.69 | 0 | 275 | 0.0 | -19.01 | 5h 28m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | +366.17 | 365.87 | 10 | 0 | 100.0 | -11.41 | 24893h 48m |
| 2025 | 445 | -30.30 | -0.68 | 0 | 445 | 0.0 | -17.81 | 93h 57m |
| 2023 | 322 | -21.77 | -0.68 | 0 | 322 | 0.0 | -16.27 | 55h 36m |
| 2022 | 4324 | -287.30 | -0.66 | 0 | 4324 | 0.0 | -15.17 | 22h 20m |
| 2021 | 2047 | +1860.04 | 9.08 | 2 | 2045 | 0.1 | -19.01 | 13h 12m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
no lookahead-bias patterns detected
ran by Ron · took s
Lookahead analysis
Freqtrade logsno lookahead bias detected
20 signal(s) analysed · 0 biased entries · 0 biased exits
ran by Ron · took 61.8s