Freqebeta
freqle.org
chikou_breakout_strong_s
Strategy League report · cyberjunky/willemstijn_user_data · freqle.org/strategy/b6573f8f1ddebba5
Run finished · took 16.9s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 1d
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+685.28%
final wallet7853 USDT
win rate58.0%
max drawdown-1.15%
market change+403.38%
vs market+281.90%
timeframe1d
profit factor11.23
expectancy ratio4.296
sharpe1.089
sortino17.804
CAGR+51.0%
calmar703.991
avg MFE+58.35%
avg MAE-8.03%
avg profit/trade25.47%
avg duration627h 50m
best trade+524.78%
worst trade-17.83%
positive months34/48
consistent (3-mo)87.0%
worst 3-mo-4.49%
trades269
revision1
likely annual return+53%
range (5th–95th)+36% … +79%
chance of profit100.0%
worst-5% outcome+32%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 87% 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 | 1 | -0.07 | -0.71 | 0 | 1 | 0.0 | -0.01 | 552h 00m |
| Oct 2025 | bearish trending low vol | 2 | +6.83 | 34.29 | 2 | 0 | 100.0 | 0.0 | 1392h 00m |
| Sep 2025 | bullish choppy low vol | 11 | +12.92 | 11.74 | 6 | 5 | 54.5 | -0.38 | 584h 44m |
| Aug 2025 | bullish choppy low vol | 17 | +11.97 | 7.03 | 8 | 9 | 47.1 | -0.38 | 540h 42m |
| Jul 2025 | bullish choppy low vol | 3 | +2.21 | 7.35 | 1 | 2 | 33.3 | -0.24 | 464h 00m |
| Jun 2025 | bearish choppy low vol | 9 | +3.51 | 3.90 | 5 | 4 | 55.6 | -0.14 | 717h 20m |
| May 2025 | bullish trending low vol | 5 | +2.54 | 5.07 | 3 | 2 | 60.0 | -0.27 | 499h 12m |
| Apr 2025 | bullish choppy low vol | 1 | -0.40 | -3.95 | 0 | 1 | 0.0 | -0.05 | 72h 00m |
| Feb 2025 | bearish trending low vol | 1 | +1.50 | 15.00 | 1 | 0 | 100.0 | 0.0 | 1080h 00m |
| Jan 2025 | bearish choppy low vol | 5 | +1.54 | 3.08 | 2 | 3 | 40.0 | -0.08 | 312h 00m |
| Dec 2024 | bullish trending low vol | 12 | +113.22 | 94.34 | 10 | 2 | 83.3 | -0.16 | 1304h 00m |
| Nov 2024 | bullish trending low vol | 4 | -2.00 | -4.99 | 0 | 4 | 0.0 | -0.87 | 456h 00m |
| Oct 2024 | bullish choppy low vol | 10 | +1.81 | 1.81 | 3 | 7 | 30.0 | -0.56 | 350h 24m |
| Sep 2024 | bearish choppy low vol | 9 | -4.25 | -4.73 | 1 | 8 | 11.1 | -1.02 | 336h 00m |
| Aug 2024 | bearish choppy high vol | 2 | -0.66 | -3.32 | 1 | 1 | 50.0 | -0.18 | 768h 00m |
| Jun 2024 | bearish choppy low vol | 2 | +0.42 | 2.09 | 2 | 0 | 100.0 | -0.09 | 540h 00m |
| May 2024 | bullish choppy high vol | 5 | -0.87 | -1.74 | 2 | 3 | 40.0 | -0.23 | 331h 12m |
| Apr 2024 | bearish choppy high vol | 5 | +25.24 | 50.45 | 5 | 0 | 100.0 | 0.0 | 1267h 12m |
| Mar 2024 | bullish trending high vol | 8 | +16.89 | 21.11 | 7 | 1 | 87.5 | -0.11 | 858h 00m |
| Feb 2024 | bullish trending low vol | 5 | +7.96 | 15.92 | 2 | 3 | 40.0 | -0.99 | 422h 24m |
| Jan 2024 | bearish choppy high vol | 15 | +106.71 | 71.09 | 8 | 7 | 53.3 | -0.61 | 798h 24m |
| Dec 2023 | bullish trending low vol | 4 | +13.98 | 34.96 | 4 | 0 | 100.0 | 0.0 | 1368h 00m |
| Nov 2023 | bullish trending low vol | 3 | +10.44 | 34.75 | 2 | 1 | 66.7 | -0.31 | 1240h 00m |
| Oct 2023 | bullish trending low vol | 5 | -3.44 | -6.87 | 0 | 5 | 0.0 | -0.75 | 206h 24m |
| Aug 2023 | bearish choppy low vol | 6 | +4.52 | 7.53 | 6 | 0 | 100.0 | 0.0 | 532h 00m |
| Jul 2023 | bullish trending low vol | 6 | +18.84 | 31.38 | 6 | 0 | 100.0 | 0.0 | 532h 00m |
| Jun 2023 | bullish trending low vol | 4 | +0.29 | 0.74 | 1 | 3 | 25.0 | -0.31 | 516h 00m |
| Apr 2023 | bullish trending low vol | 8 | +11.11 | 13.88 | 6 | 2 | 75.0 | -1.12 | 720h 00m |
| Mar 2023 | bullish trending high vol | 6 | -3.89 | -6.48 | 0 | 6 | 0.0 | -0.91 | 220h 00m |
| Feb 2023 | bullish trending low vol | 16 | +30.62 | 19.12 | 12 | 4 | 75.0 | -0.7 | 495h 00m |
| Dec 2022 | bearish trending low vol | 3 | -1.88 | -6.27 | 1 | 2 | 33.3 | -0.83 | 288h 00m |
| Nov 2022 | bearish trending high vol | 2 | -1.08 | -5.42 | 0 | 2 | 0.0 | -0.36 | 108h 00m |
| Oct 2022 | bullish choppy low vol | 3 | +1.31 | 4.36 | 1 | 2 | 33.3 | -0.17 | 400h 00m |
| Sep 2022 | bearish choppy high vol | 1 | +2.96 | 29.58 | 1 | 0 | 100.0 | 0.0 | 1344h 00m |
| Aug 2022 | bullish choppy high vol | 5 | +6.11 | 12.24 | 4 | 1 | 80.0 | -0.31 | 571h 12m |
| May 2022 | bearish trending high vol | 1 | -0.00 | -0.05 | 0 | 1 | 0.0 | -0.08 | 144h 00m |
| Apr 2022 | bearish choppy high vol | 5 | +1.80 | 3.63 | 3 | 2 | 60.0 | -0.35 | 403h 12m |
| Mar 2022 | bullish choppy high vol | 3 | -1.49 | -4.98 | 0 | 3 | 0.0 | -0.54 | 56h 00m |
| Jan 2022 | bearish trending high vol | 1 | +1.77 | 17.86 | 1 | 0 | 100.0 | -0.16 | 648h 00m |
| Dec 2021 | bearish trending high vol | 3 | -2.37 | -7.95 | 0 | 3 | 0.0 | -0.61 | 104h 00m |
| Nov 2021 | bullish trending high vol | 8 | +26.82 | 33.54 | 8 | 0 | 100.0 | 0.0 | 888h 00m |
| Oct 2021 | bullish trending high vol | 7 | +29.44 | 42.02 | 3 | 4 | 42.9 | -1.03 | 610h 17m |
| Sep 2021 | bearish trending high vol | 12 | +36.18 | 30.14 | 9 | 3 | 75.0 | -0.5 | 642h 00m |
| Aug 2021 | bullish trending high vol | 2 | -0.61 | -3.03 | 1 | 1 | 50.0 | -0.21 | 504h 00m |
| May 2021 | bearish trending high vol | 6 | +116.27 | 193.75 | 6 | 0 | 100.0 | 0.0 | 1264h 00m |
| Apr 2021 | bearish choppy high vol | 9 | +72.80 | 80.88 | 7 | 2 | 77.8 | -0.7 | 656h 00m |
| Mar 2021 | bullish choppy high vol | 7 | +7.70 | 11.01 | 4 | 3 | 57.1 | -1.15 | 586h 17m |
| Feb 2021 | bullish trending high vol | 1 | +0.06 | 0.64 | 1 | 0 | 100.0 | 0.0 | 192h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 55 | +42.55 | 7.74 | 28 | 27 | 50.9 | -0.38 | 582h 07m |
| 2024 | 77 | +264.47 | 34.33 | 41 | 36 | 53.2 | -1.02 | 721h 34m |
| 2023 | 58 | +82.47 | 14.21 | 37 | 21 | 63.8 | -1.12 | 580h 33m |
| 2022 | 24 | +9.50 | 3.97 | 11 | 13 | 45.8 | -0.83 | 394h 00m |
| 2021 | 55 | +286.29 | 52.04 | 39 | 16 | 70.9 | -1.15 | 694h 15m |
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/b6573f8f1ddebba5 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.