BaseFuturesStrategy
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.03
has minimal roi
trailing
startup candle count: 300
Concepts
trailing
15 related strategies (⧉ identical code, ≈ similar name)
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 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 | from freqtrade.strategy import IStrategy from pandas import DataFrame from typing import Dict, List class BaseFuturesStrategy(IStrategy): INTERFACE_VERSION = 3 '\n Base class for futures trading strategies.\n Provides common functionality for all futures strategies.\n ' # Define minimal ROI minimal_roi = {'0': 0.05} # Define stoploss stoploss = -0.03 # Use trailing stop trailing_stop = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 trailing_only_offset_is_reached = False # Order types order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False} # Timeframe for the strategy timeframe = '5m' # Stake amount in USDT stake_amount = 0.01 # Number of startup candles startup_candle_count = 300 # Unfilled timeout unfilledtimeout = {'entry': 10, 'exit': 10, 'exit_timeout_count': 0, 'unit': 'seconds'} def informative_pairs(self) -> List[tuple]: """ Define additional informative pairs. """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ This method is invoked for each candle and should implement the indicators creation logic. """ # Base implementation - to be overridden by specific strategies return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ This method is invoked for each candle and should implement the buy signal logic. """ # Base implementation - to be overridden by specific strategies return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ This method is invoked for each candle and should implement the sell signal logic. """ # Base implementation - to be overridden by specific strategies return dataframe |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
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
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.