Freqebeta
freqle.org
CombinedBinHClucAndMADV3
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/bbde93c34e295a8c
Run started · finished · took 292.7s
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+264.96%
final wallet3650 USDT
win rate75.7%
max drawdown-6.44%
market change+451.55%
vs market-186.59%
timeframe5m
profit factor1.89
expectancy ratio0.217
break-even fee0.4495%
sharpe9.712
sortino8.073
CAGR+29.5%
calmar43.047
avg MFE+2.58%
avg MAE-3.48%
avg profit/trade0.7%
avg duration1h 27m
best trade+15.70%
worst trade-30.94%
win/loss streak46 / 11
positive months46/59
consistent (3-mo)80.7%
worst 3-mo-13.49%
trades3792
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+30%
range (5th–95th)+27% … +33%
chance of profit100.0%
worst-5% outcome+26%
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 81% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 15 | -2.68 | -1.78 | 5 | 10 | 33.3 | -2.99 | 2h 53m |
| Nov 2025 | bearish trending high vol | 43 | +3.66 | 0.85 | 35 | 8 | 81.4 | -3.22 | 1h 38m |
| Oct 2025 | bearish trending low vol | 35 | -12.02 | -3.43 | 20 | 15 | 57.1 | -3.94 | 1h 21m |
| Sep 2025 | bullish choppy low vol | 8 | +1.42 | 1.77 | 8 | 0 | 100.0 | -0.06 | 1h 44m |
| Aug 2025 | bullish choppy low vol | 10 | +1.22 | 1.22 | 8 | 2 | 80.0 | -0.09 | 1h 48m |
| Jul 2025 | bullish choppy low vol | 16 | +2.72 | 1.70 | 14 | 2 | 87.5 | -0.13 | 1h 11m |
| Jun 2025 | bearish choppy low vol | 20 | -0.43 | -0.21 | 10 | 10 | 50.0 | -0.55 | 2h 32m |
| May 2025 | bullish trending low vol | 21 | +1.97 | 0.94 | 13 | 8 | 61.9 | -0.09 | 1h 27m |
| Apr 2025 | bullish choppy low vol | 19 | +1.67 | 0.88 | 14 | 5 | 73.7 | -0.18 | 1h 15m |
| Mar 2025 | bearish trending high vol | 43 | +3.02 | 0.70 | 35 | 8 | 81.4 | -1.35 | 1h 28m |
| Feb 2025 | bearish trending low vol | 76 | +0.24 | 0.03 | 51 | 25 | 67.1 | -2.11 | 1h 26m |
| Jan 2025 | bearish choppy low vol | 55 | +4.33 | 0.79 | 44 | 11 | 80.0 | -1.05 | 1h 09m |
| Dec 2024 | bullish trending low vol | 101 | +5.47 | 0.54 | 73 | 28 | 72.3 | -1.43 | 1h 24m |
| Nov 2024 | bullish trending low vol | 78 | +6.48 | 0.83 | 58 | 20 | 74.4 | -0.72 | 1h 29m |
| Oct 2024 | bullish choppy low vol | 24 | +0.30 | 0.13 | 13 | 11 | 54.2 | -0.9 | 2h 08m |
| Sep 2024 | bearish choppy low vol | 5 | +1.06 | 2.11 | 5 | 0 | 100.0 | -1.11 | 0h 14m |
| Aug 2024 | bearish choppy high vol | 39 | +4.35 | 1.12 | 34 | 5 | 87.2 | -2.67 | 0h 44m |
| Jul 2024 | bearish trending low vol | 27 | +1.13 | 0.42 | 22 | 5 | 81.5 | -3.2 | 1h 09m |
| Jun 2024 | bearish choppy low vol | 33 | +2.80 | 0.85 | 30 | 3 | 90.9 | -3.47 | 2h 10m |
| Apr 2024 | bearish choppy high vol | 55 | -8.59 | -1.56 | 31 | 24 | 56.4 | -3.53 | 2h 02m |
| Mar 2024 | bullish trending high vol | 41 | +3.41 | 0.83 | 31 | 10 | 75.6 | -0.2 | 1h 09m |
| Feb 2024 | bullish trending low vol | 19 | +1.96 | 1.03 | 15 | 4 | 78.9 | -0.58 | 1h 11m |
| Jan 2024 | bearish choppy high vol | 33 | -1.76 | -0.53 | 17 | 16 | 51.5 | -1.18 | 2h 07m |
| Dec 2023 | bullish trending low vol | 42 | +7.42 | 1.77 | 39 | 3 | 92.9 | -0.1 | 1h 20m |
| Nov 2023 | bullish trending low vol | 28 | +2.65 | 0.94 | 22 | 6 | 78.6 | -0.2 | 1h 41m |
| Oct 2023 | bullish trending low vol | 16 | +2.36 | 1.47 | 14 | 2 | 87.5 | -0.06 | 1h 55m |
| Sep 2023 | bearish choppy low vol | 3 | +0.32 | 1.07 | 2 | 1 | 66.7 | -0.03 | 4h 35m |
| Aug 2023 | bearish choppy low vol | 25 | +5.23 | 2.09 | 21 | 4 | 84.0 | -0.18 | 1h 19m |
| Jul 2023 | bullish trending low vol | 22 | +2.94 | 1.34 | 19 | 3 | 86.4 | -0.12 | 6h 11m |
| Jun 2023 | bullish trending low vol | 49 | +7.06 | 1.44 | 39 | 10 | 79.6 | -2.09 | 1h 37m |
| May 2023 | bearish choppy low vol | 18 | +2.44 | 1.36 | 15 | 3 | 83.3 | -2.92 | 2h 19m |
| Apr 2023 | bullish trending low vol | 30 | -0.38 | -0.13 | 16 | 14 | 53.3 | -2.9 | 2h 56m |
| Mar 2023 | bullish trending high vol | 48 | -0.56 | -0.12 | 28 | 20 | 58.3 | -3.59 | 3h 30m |
| Feb 2023 | bullish trending low vol | 33 | +1.58 | 0.48 | 23 | 10 | 69.7 | -3.28 | 2h 47m |
| Jan 2023 | bullish trending low vol | 42 | +3.28 | 0.78 | 31 | 11 | 73.8 | -4.01 | 2h 52m |
| Dec 2022 | bearish trending low vol | 23 | +3.46 | 1.50 | 17 | 6 | 73.9 | -5.09 | 2h 05m |
| Nov 2022 | bearish trending high vol | 115 | -5.91 | -0.51 | 68 | 47 | 59.1 | -6.44 | 1h 58m |
| Oct 2022 | bullish choppy low vol | 17 | +0.74 | 0.43 | 12 | 5 | 70.6 | -3.66 | 2h 37m |
| Sep 2022 | bearish choppy high vol | 33 | -8.32 | -2.52 | 8 | 25 | 24.2 | -3.56 | 4h 21m |
| Aug 2022 | bullish choppy high vol | 36 | -2.89 | -0.80 | 12 | 24 | 33.3 | -1.03 | 3h 41m |
| Jul 2022 | bearish trending high vol | 40 | +3.89 | 0.97 | 31 | 9 | 77.5 | -0.14 | 1h 32m |
| Jun 2022 | bearish trending high vol | 90 | +6.69 | 0.74 | 63 | 27 | 70.0 | -0.59 | 1h 22m |
| May 2022 | bearish trending high vol | 160 | +19.61 | 1.23 | 134 | 26 | 83.8 | -0.83 | 0h 50m |
| Apr 2022 | bearish choppy high vol | 39 | +3.40 | 0.87 | 30 | 9 | 76.9 | -1.53 | 3h 39m |
| Mar 2022 | bullish choppy high vol | 14 | +1.50 | 1.07 | 10 | 4 | 71.4 | -2.13 | 2h 50m |
| Feb 2022 | bearish trending high vol | 49 | -2.97 | -0.60 | 30 | 19 | 61.2 | -2.29 | 2h 23m |
| Jan 2022 | bearish trending high vol | 58 | +4.63 | 0.80 | 43 | 15 | 74.1 | -1.38 | 1h 09m |
| Dec 2021 | bearish trending high vol | 39 | -1.77 | -0.45 | 25 | 14 | 64.1 | -2.2 | 1h 21m |
| Nov 2021 | bullish trending high vol | 45 | +1.14 | 0.25 | 32 | 13 | 71.1 | -0.98 | 1h 54m |
| Oct 2021 | bullish trending high vol | 32 | +6.45 | 2.02 | 28 | 4 | 87.5 | -1.56 | 1h 09m |
| Sep 2021 | bearish trending high vol | 134 | +6.79 | 0.51 | 98 | 36 | 73.1 | -2.12 | 1h 13m |
| Aug 2021 | bullish trending high vol | 52 | +7.61 | 1.46 | 46 | 6 | 88.5 | -1.06 | 1h 20m |
| Jul 2021 | bearish trending high vol | 45 | -1.20 | -0.27 | 25 | 20 | 55.6 | -1.06 | 3h 14m |
| Jun 2021 | bearish trending high vol | 127 | +3.79 | 0.30 | 85 | 42 | 66.9 | -1.43 | 1h 39m |
| May 2021 | bearish trending high vol | 406 | +25.50 | 0.63 | 308 | 98 | 75.9 | -4.96 | 0h 59m |
| Apr 2021 | bearish choppy high vol | 264 | +34.27 | 1.30 | 224 | 40 | 84.8 | -1.61 | 0h 46m |
| Mar 2021 | bullish choppy high vol | 106 | +14.46 | 1.36 | 89 | 17 | 84.0 | -0.31 | 1h 26m |
| Feb 2021 | bullish trending high vol | 334 | +43.63 | 1.31 | 288 | 46 | 86.2 | -2.14 | 0h 45m |
| Jan 2021 | bullish trending high vol | 362 | +44.41 | 1.23 | 309 | 53 | 85.4 | -3.81 | 0h 49m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 361 | +5.12 | 0.14 | 257 | 104 | 71.2 | -3.94 | 1h 32m |
| 2024 | 455 | +16.61 | 0.37 | 329 | 126 | 72.3 | -3.53 | 1h 31m |
| 2023 | 356 | +34.34 | 0.96 | 269 | 87 | 75.6 | -4.01 | 2h 33m |
| 2022 | 674 | +23.83 | 0.36 | 458 | 216 | 68.0 | -6.44 | 1h 54m |
| 2021 | 1946 | +185.08 | 0.95 | 1557 | 389 | 80.0 | -4.96 | 1h 04m |
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/bbde93c34e295a8c · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.