Freqebeta
freqle.org
ElliotV7
Strategy League report · Foxel05/freqtrade-stuff · freqle.org/strategy/b9b01bdce4dd0626
Run started · finished · took 275.2s
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+135.81%
final wallet2358 USDT
win rate73.2%
max drawdown-3.86%
market change+451.55%
vs market-315.74%
timeframe5m
profit factor2.25
expectancy ratio0.334
break-even fee0.4571%
sharpe5.786
sortino4.812
CAGR+18.7%
calmar36.834
avg MFE+2.36%
avg MAE-2.80%
avg profit/trade0.71%
avg duration0h 45m
best trade+5.10%
worst trade-32.14%
win/loss streak49 / 8
positive months43/56
consistent (3-mo)92.6%
worst 3-mo-2.02%
trades1902
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 →
likely annual return+19%
range (5th–95th)+16% … +22%
chance of profit100.0%
worst-5% outcome+15%
significance (p)0.0005
risk of ruin0.0%
- did not beat simply holding the market
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 93% of rolling 3-month windows
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 |
|---|---|---|---|---|---|---|---|---|---|
| Nov 2025 | bearish trending high vol | 49 | +2.45 | 0.50 | 37 | 12 | 75.5 | -0.45 | 0h 51m |
| Oct 2025 | bearish trending low vol | 16 | +1.65 | 1.03 | 12 | 4 | 75.0 | -0.21 | 0h 45m |
| Sep 2025 | bullish choppy low vol | 12 | -0.14 | -0.12 | 6 | 6 | 50.0 | -0.18 | 1h 06m |
| Aug 2025 | bullish choppy low vol | 1 | +0.07 | 0.75 | 1 | 0 | 100.0 | 0.0 | 0h 35m |
| Jul 2025 | bullish choppy low vol | 9 | +0.57 | 0.63 | 6 | 3 | 66.7 | -0.02 | 0h 51m |
| Jun 2025 | bearish choppy low vol | 4 | -0.04 | -0.10 | 2 | 2 | 50.0 | -0.15 | 1h 01m |
| May 2025 | bullish trending low vol | 7 | +1.14 | 1.62 | 6 | 1 | 85.7 | -0.33 | 0h 32m |
| Apr 2025 | bullish choppy low vol | 3 | -0.02 | -0.05 | 2 | 1 | 66.7 | -0.53 | 1h 02m |
| Mar 2025 | bearish trending high vol | 7 | +0.54 | 0.78 | 5 | 2 | 71.4 | -0.54 | 0h 56m |
| Feb 2025 | bearish trending low vol | 2 | -0.43 | -2.17 | 1 | 1 | 50.0 | -0.66 | 1h 35m |
| Jan 2025 | bearish choppy low vol | 9 | +0.01 | 0.02 | 6 | 3 | 66.7 | -0.56 | 1h 08m |
| Dec 2024 | bullish trending low vol | 44 | +1.01 | 0.23 | 24 | 20 | 54.5 | -0.56 | 0h 55m |
| Nov 2024 | bullish trending low vol | 113 | +5.78 | 0.51 | 74 | 39 | 65.5 | -0.55 | 0h 48m |
| Oct 2024 | bullish choppy low vol | 1 | -0.01 | -0.06 | 0 | 1 | 0.0 | -0.37 | 1h 05m |
| Jul 2024 | bearish trending low vol | 6 | +1.06 | 1.77 | 6 | 0 | 100.0 | -0.7 | 0h 19m |
| Jun 2024 | bearish choppy low vol | 2 | +0.37 | 1.84 | 2 | 0 | 100.0 | -0.93 | 0h 25m |
| May 2024 | bullish choppy high vol | 1 | +0.16 | 1.57 | 1 | 0 | 100.0 | -1.01 | 0h 40m |
| Apr 2024 | bearish choppy high vol | 3 | -1.85 | -6.16 | 2 | 1 | 66.7 | -1.08 | 1h 53m |
| Mar 2024 | bullish trending high vol | 22 | +1.96 | 0.89 | 19 | 3 | 86.4 | -0.25 | 0h 43m |
| Feb 2024 | bullish trending low vol | 12 | +1.90 | 1.59 | 10 | 2 | 83.3 | -0.1 | 0h 44m |
| Jan 2024 | bearish choppy high vol | 21 | +1.41 | 0.67 | 15 | 6 | 71.4 | -0.31 | 0h 45m |
| Dec 2023 | bullish trending low vol | 37 | +2.62 | 0.71 | 26 | 11 | 70.3 | -0.37 | 0h 49m |
| Nov 2023 | bullish trending low vol | 16 | +0.45 | 0.28 | 9 | 7 | 56.2 | -0.16 | 0h 48m |
| Oct 2023 | bullish trending low vol | 6 | +0.37 | 0.61 | 3 | 3 | 50.0 | -0.27 | 0h 46m |
| Sep 2023 | bearish choppy low vol | 2 | +0.15 | 0.75 | 2 | 0 | 100.0 | -0.27 | 1h 05m |
| Aug 2023 | bearish choppy low vol | 8 | -0.45 | -0.56 | 6 | 2 | 75.0 | -0.49 | 1h 10m |
| Jul 2023 | bullish trending low vol | 17 | +1.09 | 0.64 | 13 | 4 | 76.5 | -0.26 | 0h 52m |
| Jun 2023 | bullish trending low vol | 22 | +0.86 | 0.39 | 14 | 8 | 63.6 | -0.34 | 0h 53m |
| May 2023 | bearish choppy low vol | 1 | +0.18 | 1.80 | 1 | 0 | 100.0 | -0.05 | 0h 25m |
| Apr 2023 | bullish trending low vol | 4 | -0.17 | -0.43 | 1 | 3 | 25.0 | -0.13 | 1h 08m |
| Mar 2023 | bullish trending high vol | 14 | +2.03 | 1.45 | 14 | 0 | 100.0 | -0.8 | 0h 31m |
| Feb 2023 | bullish trending low vol | 7 | -0.08 | -0.11 | 5 | 2 | 71.4 | -0.98 | 1h 14m |
| Jan 2023 | bullish trending low vol | 40 | +0.19 | 0.05 | 24 | 16 | 60.0 | -1.13 | 0h 58m |
| Nov 2022 | bearish trending high vol | 19 | -2.13 | -1.12 | 8 | 11 | 42.1 | -1.0 | 1h 26m |
| Oct 2022 | bullish choppy low vol | 13 | +0.91 | 0.70 | 10 | 3 | 76.9 | -0.05 | 0h 38m |
| Sep 2022 | bearish choppy high vol | 6 | +0.07 | 0.12 | 4 | 2 | 66.7 | -0.14 | 0h 58m |
| Aug 2022 | bullish choppy high vol | 11 | +1.15 | 1.05 | 9 | 2 | 81.8 | -0.37 | 0h 40m |
| Jul 2022 | bearish trending high vol | 27 | +1.26 | 0.47 | 18 | 9 | 66.7 | -0.51 | 0h 47m |
| Jun 2022 | bearish trending high vol | 24 | +1.10 | 0.46 | 16 | 8 | 66.7 | -0.77 | 0h 54m |
| May 2022 | bearish trending high vol | 26 | +0.79 | 0.30 | 16 | 10 | 61.5 | -0.61 | 1h 01m |
| Apr 2022 | bearish choppy high vol | 6 | -0.59 | -0.98 | 4 | 2 | 66.7 | -0.37 | 1h 42m |
| Mar 2022 | bullish choppy high vol | 9 | +1.26 | 1.40 | 8 | 1 | 88.9 | -0.03 | 0h 28m |
| Feb 2022 | bearish trending high vol | 15 | +1.96 | 1.31 | 11 | 4 | 73.3 | -0.16 | 0h 42m |
| Jan 2022 | bearish trending high vol | 5 | +0.57 | 1.15 | 5 | 0 | 100.0 | -0.09 | 0h 35m |
| Dec 2021 | bearish trending high vol | 13 | +0.42 | 0.33 | 8 | 5 | 61.5 | -0.19 | 0h 52m |
| Nov 2021 | bullish trending high vol | 12 | -0.04 | -0.03 | 8 | 4 | 66.7 | -0.32 | 1h 01m |
| Oct 2021 | bullish trending high vol | 19 | +1.64 | 0.86 | 15 | 4 | 78.9 | -0.52 | 0h 41m |
| Sep 2021 | bearish trending high vol | 53 | +5.37 | 1.02 | 42 | 11 | 79.2 | -0.51 | 0h 40m |
| Aug 2021 | bullish trending high vol | 38 | +1.46 | 0.38 | 27 | 11 | 71.1 | -0.56 | 0h 55m |
| Jul 2021 | bearish trending high vol | 27 | -0.06 | -0.02 | 18 | 9 | 66.7 | -0.81 | 1h 06m |
| Jun 2021 | bearish trending high vol | 29 | +3.27 | 1.13 | 26 | 3 | 89.7 | -0.19 | 0h 40m |
| May 2021 | bearish trending high vol | 222 | +18.20 | 0.82 | 164 | 58 | 73.9 | -1.02 | 0h 42m |
| Apr 2021 | bearish choppy high vol | 172 | +19.11 | 1.11 | 130 | 42 | 75.6 | -0.6 | 0h 35m |
| Mar 2021 | bullish choppy high vol | 66 | +7.26 | 1.10 | 50 | 16 | 75.8 | -0.52 | 0h 39m |
| Feb 2021 | bullish trending high vol | 243 | +17.17 | 0.71 | 187 | 56 | 77.0 | -2.85 | 0h 41m |
| Jan 2021 | bullish trending high vol | 329 | +30.81 | 0.94 | 254 | 75 | 77.2 | -3.86 | 0h 39m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 119 | +5.80 | 0.49 | 84 | 35 | 70.6 | -0.66 | 0h 53m |
| 2024 | 225 | +11.79 | 0.52 | 153 | 72 | 68.0 | -1.08 | 0h 48m |
| 2023 | 174 | +7.24 | 0.42 | 118 | 56 | 67.8 | -1.13 | 0h 53m |
| 2022 | 161 | +6.35 | 0.40 | 109 | 52 | 67.7 | -1.0 | 0h 54m |
| 2021 | 1223 | +104.61 | 0.86 | 929 | 294 | 76.0 | -3.86 | 0h 41m |
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/b9b01bdce4dd0626 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.