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Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/afdaf17d105a0032

Run started · finished · took 281.8s

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-2.84%
final wallet972 USDT
win rate39.8%
max drawdown-3.67%
market change+451.55%
vs market-454.39%
timeframe5m
profit factor0.62
expectancy ratio-0.229
sharpe-0.167
sortino-0.222
CAGR-0.6%
calmar-0.773
avg MFE+1.28%
avg MAE-1.25%
avg profit/trade-0.29%
avg duration0h 13m
best trade+5.00%
worst trade-6.19%
positive months14/32
consistent (3-mo)30.0%
worst 3-mo-2.75%
trades98
revision1

ℹ️ This strategy uses a trailing stop / 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-1%
range (5th–95th)-1% … +0%
chance of profit5.8%
worst-5% outcome-1%
significance (p)0.945
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
Dec 2025 bearish trending low vol 10 +0.10 0.10 7 3 70.0 -2.79 0h 12m
Nov 2025 bearish trending high vol 1 -0.08 -0.76 0 1 0.0 -2.77 0h 15m
Sep 2025 bullish choppy low vol 3 -0.09 -0.30 1 2 33.3 -2.75 0h 13m
Nov 2024 bullish trending low vol 3 +0.30 0.99 3 0 100.0 -2.75 0h 08m
Sep 2024 bearish choppy low vol 1 -0.08 -0.79 0 1 0.0 -2.9 0h 15m
Aug 2024 bearish choppy high vol 5 -0.29 -0.57 1 4 20.0 -2.82 0h 15m
Jun 2024 bearish choppy low vol 1 -0.07 -0.70 0 1 0.0 -2.53 0h 15m
Apr 2024 bearish choppy high vol 1 +0.25 2.50 1 0 100.0 -2.46 0h 10m
Mar 2024 bullish trending high vol 1 +0.16 1.63 1 0 100.0 -2.71 0h 10m
Feb 2024 bullish trending low vol 2 +0.06 0.28 1 1 50.0 -3.02 0h 18m
Nov 2023 bullish trending low vol 3 -0.25 -0.84 0 3 0.0 -2.93 0h 15m
Jul 2023 bullish trending low vol 2 +0.10 0.51 2 0 100.0 -2.7 0h 05m
Mar 2023 bullish trending high vol 8 -0.27 -0.34 2 6 25.0 -2.84 0h 13m
Feb 2023 bullish trending low vol 2 +0.08 0.42 1 1 50.0 -2.51 0h 12m
Jan 2023 bullish trending low vol 1 +0.05 0.51 1 0 100.0 -2.59 0h 20m
Dec 2022 bearish trending low vol 1 -0.05 -0.47 0 1 0.0 -2.64 0h 20m
Nov 2022 bearish trending high vol 3 +0.15 0.51 2 1 66.7 -2.85 0h 20m
Oct 2022 bullish choppy low vol 1 +0.50 5.00 1 0 100.0 -2.75 0h 00m
Jul 2022 bearish trending high vol 1 +0.05 0.48 1 0 100.0 -3.25 0h 15m
May 2022 bearish trending high vol 7 +0.01 0.01 4 3 57.1 -3.67 0h 08m
Mar 2022 bullish choppy high vol 2 -0.21 -1.07 0 2 0.0 -3.3 0h 15m
Feb 2022 bearish trending high vol 4 -0.01 -0.03 2 2 50.0 -3.09 0h 10m
Nov 2021 bullish trending high vol 1 +0.06 0.58 1 0 100.0 -3.08 0h 05m
Oct 2021 bullish trending high vol 3 -0.06 -0.22 1 2 33.3 -3.14 0h 13m
Sep 2021 bearish trending high vol 2 -0.22 -1.12 0 2 0.0 -3.07 0h 15m
Jul 2021 bearish trending high vol 1 -0.15 -1.46 0 1 0.0 -2.85 0h 15m
Jun 2021 bearish trending high vol 1 +0.07 0.71 1 0 100.0 -2.7 0h 20m
May 2021 bearish trending high vol 1 -0.10 -0.96 0 1 0.0 -2.77 0h 20m
Apr 2021 bearish choppy high vol 2 -0.10 -0.52 1 1 50.0 -2.68 0h 15m
Mar 2021 bullish choppy high vol 1 -0.03 -0.27 0 1 0.0 -2.57 0h 15m
Feb 2021 bullish trending high vol 5 -0.46 -0.92 1 4 20.0 -2.55 0h 13m
Jan 2021 bullish trending high vol 18 -2.26 -1.26 3 15 16.7 -2.33 0h 12m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 14 -0.07 -0.05 8 6 57.1 -2.79 0h 12m
2024 14 +0.33 0.24 7 7 50.0 -3.02 0h 13m
2023 16 -0.29 -0.18 6 10 37.5 -2.93 0h 13m
2022 19 +0.44 0.23 10 9 52.6 -3.67 0h 12m
2021 35 -3.25 -0.93 8 27 22.9 -3.14 0h 13m

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/afdaf17d105a0032 · Strategy League ranking at freqle.org/ranking

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