Freqebeta
freqle.org
FreqtradeFuturesStrategy
Strategy League report · prochazka66/OKXtransbot · freqle.org/strategy/b0a41d3de7edc77d
Run started · finished · took 211.5s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 1h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+3307.48%
final wallet34075 USDT
win rate49.9%
max drawdown-14.76%
market change+442.71%
vs market+2864.77%
timeframe1h
profit factor1.31
expectancy ratio0.156
break-even fee0.1705%
sharpe4.972
sortino12.191
CAGR+102.5%
calmar298.543
avg leverage10.0x
avg MFE+3.78%
avg MAE-3.40%
avg profit/trade1.97%
avg duration23h 31m
best trade+158.56%
worst trade-99.68%
win/loss streak18 / 15
DCA orders1 max / 0.79 avg
max stake exposure166.67 USDT (1.67x base)
positive months46/60
consistent (3-mo)84.5%
worst 3-mo-202.12%
trades4042
revision1
ℹ️ This strategy uses custom_stoploss() — freqtrade only
re-checks these once per 1h 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 →
likely annual return+103%
range (5th–95th)+68% … +146%
chance of profit100.0%
worst-5% outcome+61%
significance (p)0.0005
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 84% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 61 | +93.88 | 6.37 | 35 | 26 | 57.4 | -2.85 | 22h 20m |
| Nov 2025 | bearish trending high vol | 67 | -31.33 | -6.71 | 28 | 39 | 41.8 | -3.43 | 21h 52m |
| Oct 2025 | bearish trending low vol | 65 | -19.63 | -4.84 | 28 | 37 | 43.1 | -2.5 | 19h 01m |
| Sep 2025 | bullish choppy low vol | 72 | +52.92 | 2.73 | 37 | 35 | 51.4 | -1.35 | 23h 52m |
| Aug 2025 | bearish choppy low vol | 68 | +51.10 | 1.92 | 37 | 31 | 54.4 | -1.01 | 19h 57m |
| Jul 2025 | bullish choppy low vol | 87 | +321.29 | 21.78 | 69 | 18 | 79.3 | -1.73 | 24h 35m |
| Jun 2025 | bearish choppy low vol | 32 | +65.12 | 10.50 | 21 | 11 | 65.6 | -1.19 | 19h 17m |
| May 2025 | bullish trending low vol | 96 | +86.01 | 2.44 | 49 | 47 | 51.0 | -5.67 | 20h 36m |
| Apr 2025 | bullish choppy low vol | 72 | +80.08 | 2.74 | 38 | 34 | 52.8 | -6.83 | 22h 27m |
| Mar 2025 | bearish trending high vol | 76 | +49.58 | 1.34 | 37 | 39 | 48.7 | -10.06 | 22h 47m |
| Feb 2025 | bearish trending low vol | 72 | -105.78 | -11.98 | 27 | 45 | 37.5 | -10.2 | 23h 30m |
| Jan 2025 | bearish choppy low vol | 65 | -37.50 | -6.29 | 26 | 39 | 40.0 | -5.1 | 25h 06m |
| Dec 2024 | bullish trending low vol | 68 | -58.84 | -7.01 | 25 | 43 | 36.8 | -3.5 | 27h 24m |
| Nov 2024 | bullish trending low vol | 69 | +200.24 | 12.80 | 41 | 28 | 59.4 | -7.6 | 26h 06m |
| Oct 2024 | bullish choppy low vol | 94 | +25.81 | -0.79 | 52 | 42 | 55.3 | -10.06 | 21h 18m |
| Sep 2024 | bearish choppy low vol | 88 | +57.85 | 1.80 | 43 | 45 | 48.9 | -11.59 | 26h 46m |
| Aug 2024 | bearish choppy high vol | 53 | -200.40 | -28.73 | 10 | 43 | 18.9 | -10.36 | 19h 49m |
| Jul 2024 | bearish trending low vol | 78 | +13.28 | -2.41 | 38 | 40 | 48.7 | -4.56 | 23h 28m |
| Jun 2024 | bearish choppy low vol | 54 | +24.08 | 1.54 | 30 | 24 | 55.6 | -5.74 | 24h 27m |
| May 2024 | bullish choppy high vol | 60 | +30.72 | 1.31 | 29 | 31 | 48.3 | -5.5 | 27h 08m |
| Apr 2024 | bearish choppy high vol | 66 | -43.06 | -7.83 | 22 | 44 | 33.3 | -6.49 | 24h 17m |
| Mar 2024 | bullish trending high vol | 91 | -77.39 | -9.45 | 32 | 59 | 35.2 | -5.74 | 22h 07m |
| Feb 2024 | bullish trending low vol | 88 | +60.27 | 2.72 | 46 | 42 | 52.3 | -2.24 | 25h 12m |
| Jan 2024 | bearish choppy high vol | 73 | -52.80 | -7.80 | 31 | 42 | 42.5 | -3.8 | 22h 21m |
| Dec 2023 | bullish trending low vol | 113 | +198.37 | 6.84 | 58 | 55 | 51.3 | -1.75 | 25h 13m |
| Nov 2023 | bullish trending low vol | 96 | +289.46 | 16.24 | 62 | 34 | 64.6 | -2.24 | 23h 33m |
| Oct 2023 | bullish trending low vol | 60 | +86.82 | 6.76 | 36 | 24 | 60.0 | -1.41 | 25h 55m |
| Sep 2023 | bearish choppy low vol | 75 | +27.39 | -0.64 | 33 | 42 | 44.0 | -1.04 | 24h 07m |
| Aug 2023 | bearish choppy low vol | 58 | +42.09 | 3.39 | 27 | 31 | 46.6 | -2.1 | 27h 39m |
| Jul 2023 | bullish trending low vol | 85 | +45.25 | 0.18 | 40 | 45 | 47.1 | -5.41 | 26h 45m |
| Jun 2023 | bullish trending low vol | 79 | -34.45 | -6.24 | 33 | 46 | 41.8 | -3.98 | 23h 14m |
| May 2023 | bearish choppy low vol | 62 | +52.86 | 4.08 | 36 | 26 | 58.1 | -3.16 | 27h 29m |
| Apr 2023 | bullish trending low vol | 76 | -1.26 | -2.99 | 32 | 44 | 42.1 | -3.59 | 27h 24m |
| Mar 2023 | bullish trending high vol | 88 | +20.60 | -2.09 | 42 | 46 | 47.7 | -4.87 | 21h 27m |
| Feb 2023 | bullish trending low vol | 69 | +49.89 | -0.18 | 30 | 39 | 43.5 | -4.75 | 21h 44m |
| Jan 2023 | bullish trending low vol | 78 | +52.87 | 1.14 | 40 | 38 | 51.3 | -3.62 | 27h 39m |
| Dec 2022 | bearish trending low vol | 72 | +46.52 | 2.61 | 38 | 34 | 52.8 | -2.04 | 26h 38m |
| Nov 2022 | bearish trending high vol | 60 | +101.06 | 6.05 | 34 | 26 | 56.7 | -3.3 | 23h 01m |
| Oct 2022 | bullish choppy low vol | 73 | +16.35 | -0.15 | 32 | 41 | 43.8 | -4.5 | 27h 21m |
| Sep 2022 | bearish choppy high vol | 59 | +66.53 | 2.47 | 31 | 28 | 52.5 | -2.92 | 22h 16m |
| Aug 2022 | bullish choppy high vol | 73 | +130.62 | 7.85 | 42 | 31 | 57.5 | -1.6 | 21h 25m |
| Jul 2022 | bullish trending high vol | 74 | +112.24 | 6.42 | 36 | 38 | 48.6 | -7.32 | 20h 07m |
| Jun 2022 | bearish trending high vol | 29 | +15.88 | -1.85 | 12 | 17 | 41.4 | -3.81 | 26h 02m |
| May 2022 | bearish trending high vol | 29 | -26.92 | -10.67 | 11 | 18 | 37.9 | -4.8 | 20h 46m |
| Apr 2022 | bearish choppy high vol | 45 | -21.93 | -5.58 | 19 | 26 | 42.2 | -5.55 | 25h 59m |
| Mar 2022 | bullish choppy high vol | 58 | +94.84 | 8.45 | 35 | 23 | 60.3 | -3.55 | 25h 49m |
| Feb 2022 | bearish trending high vol | 61 | +38.20 | 1.36 | 31 | 30 | 50.8 | -4.71 | 18h 57m |
| Jan 2022 | bearish trending high vol | 42 | +1.68 | -2.46 | 20 | 22 | 47.6 | -3.47 | 24h 11m |
| Dec 2021 | bearish trending high vol | 58 | +157.83 | 15.07 | 38 | 20 | 65.5 | -1.79 | 17h 30m |
| Nov 2021 | bearish trending high vol | 56 | +105.64 | 8.14 | 32 | 24 | 57.1 | -2.69 | 22h 30m |
| Oct 2021 | bullish trending high vol | 83 | +98.32 | 4.33 | 42 | 41 | 50.6 | -3.49 | 24h 14m |
| Sep 2021 | bearish trending high vol | 47 | +171.12 | 17.45 | 28 | 19 | 59.6 | -7.76 | 20h 38m |
| Aug 2021 | bullish trending high vol | 79 | +148.24 | 8.52 | 43 | 36 | 54.4 | -9.84 | 26h 17m |
| Jul 2021 | bullish trending high vol | 50 | +38.99 | 2.34 | 26 | 24 | 52.0 | -12.84 | 25h 11m |
| Jun 2021 | bearish trending high vol | 25 | -49.40 | -18.30 | 9 | 16 | 36.0 | -8.49 | 16h 41m |
| May 2021 | bearish trending high vol | 62 | +70.74 | -0.43 | 26 | 36 | 41.9 | -12.06 | 16h 52m |
| Apr 2021 | bearish choppy high vol | 77 | +212.82 | 11.02 | 43 | 34 | 55.8 | -7.1 | 20h 05m |
| Mar 2021 | bullish choppy high vol | 59 | +70.18 | 5.47 | 27 | 32 | 45.8 | -14.76 | 26h 00m |
| Feb 2021 | bullish trending high vol | 54 | +111.10 | 9.28 | 29 | 25 | 53.7 | -14.17 | 25h 18m |
| Jan 2021 | bullish trending high vol | 63 | +181.44 | 13.96 | 34 | 29 | 54.0 | -14.76 | 20h 28m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 833 | +605.74 | 1.73 | 432 | 401 | 51.9 | -10.2 | 22h 16m |
| 2024 | 882 | -20.24 | -3.13 | 399 | 483 | 45.2 | -11.59 | 24h 10m |
| 2023 | 939 | +829.89 | 2.48 | 469 | 470 | 49.9 | -5.41 | 25h 03m |
| 2022 | 675 | +575.07 | 2.35 | 341 | 334 | 50.5 | -7.32 | 23h 29m |
| 2021 | 713 | +1317.02 | 7.53 | 377 | 336 | 52.9 | -14.76 | 22h 09m |
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/b0a41d3de7edc77d · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.