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EDTMA_Long_Short_prot_CE_1h_3Lev_3mt_March
Strategy League report · vaskosmihaylov/nfi-custom-strategies · freqle.org/strategy/bbe48186ea6f27ae
Run started · finished · took 1175.2s
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+2305.25%
final wallet24052 USDT
win rate76.7%
max drawdown-23.83%
market change+442.71%
vs market+1862.54%
timeframe1h
profit factor1.72
expectancy ratio0.167
sharpe40.053
sortino46.675
CAGR+88.8%
calmar1385.935
avg leverage3.0x
avg MFE+1.80%
avg MAE-1.50%
avg profit/trade1.18%
avg duration4h 24m
best trade+24.08%
worst trade-14.55%
win/loss streak144 / 14
positive months50/61
consistent (3-mo)96.6%
worst 3-mo-6.11%
trades19638
revision1
ℹ️ This strategy uses a trailing stop — 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+89%
range (5th–95th)+74% … +105%
chance of profit100.0%
worst-5% outcome+71%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 97% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 7 | -1.30 | -1.86 | 2 | 5 | 28.6 | -1.09 | 24h 17m |
| Dec 2025 | bearish trending low vol | 255 | -15.79 | -0.63 | 179 | 76 | 70.2 | -1.12 | 6h 39m |
| Nov 2025 | bearish trending high vol | 302 | +47.82 | 1.61 | 228 | 74 | 75.5 | -1.09 | 3h 52m |
| Oct 2025 | bearish trending low vol | 463 | +33.46 | 0.72 | 350 | 113 | 75.6 | -1.44 | 3h 48m |
| Sep 2025 | bullish choppy low vol | 359 | +23.44 | 0.67 | 272 | 87 | 75.8 | -1.74 | 6h 34m |
| Aug 2025 | bearish choppy low vol | 407 | +41.98 | 1.04 | 321 | 86 | 78.9 | -0.48 | 3h 36m |
| Jul 2025 | bullish choppy low vol | 329 | +9.93 | 0.30 | 238 | 91 | 72.3 | -1.19 | 4h 13m |
| Jun 2025 | bearish choppy low vol | 390 | +71.29 | 1.84 | 309 | 81 | 79.2 | -0.67 | 4h 42m |
| May 2025 | bullish trending low vol | 473 | +72.06 | 1.53 | 396 | 77 | 83.7 | -1.28 | 4h 19m |
| Apr 2025 | bullish choppy low vol | 318 | +26.15 | 0.83 | 248 | 70 | 78.0 | -1.06 | 2h 38m |
| Mar 2025 | bearish trending high vol | 401 | +35.11 | 0.88 | 327 | 74 | 81.5 | -1.02 | 3h 59m |
| Feb 2025 | bearish trending low vol | 353 | +58.27 | 1.67 | 281 | 72 | 79.6 | -0.61 | 3h 01m |
| Jan 2025 | bearish choppy low vol | 417 | +51.63 | 1.25 | 340 | 77 | 81.5 | -1.0 | 2h 13m |
| Dec 2024 | bullish trending low vol | 464 | +187.50 | 4.07 | 407 | 57 | 87.7 | -0.56 | 1h 40m |
| Nov 2024 | bullish trending low vol | 341 | +33.83 | 1.00 | 260 | 81 | 76.2 | -0.61 | 3h 16m |
| Oct 2024 | bullish choppy low vol | 370 | +14.86 | 0.41 | 285 | 85 | 77.0 | -1.39 | 5h 10m |
| Sep 2024 | bearish choppy low vol | 284 | -14.84 | -0.53 | 200 | 84 | 70.4 | -1.59 | 5h 54m |
| Aug 2024 | bearish choppy high vol | 561 | +153.91 | 2.76 | 469 | 92 | 83.6 | -1.0 | 2h 52m |
| Jul 2024 | bearish trending low vol | 561 | +152.33 | 2.73 | 459 | 102 | 81.8 | -1.45 | 3h 14m |
| Jun 2024 | bearish choppy low vol | 419 | +38.26 | 0.91 | 318 | 101 | 75.9 | -1.01 | 5h 56m |
| May 2024 | bullish choppy high vol | 347 | +16.28 | 0.46 | 268 | 79 | 77.2 | -1.18 | 5h 51m |
| Apr 2024 | bearish choppy high vol | 530 | +271.82 | 5.16 | 443 | 87 | 83.6 | -0.94 | 3h 02m |
| Mar 2024 | bullish trending high vol | 256 | +39.98 | 1.57 | 206 | 50 | 80.5 | -1.62 | 2h 35m |
| Feb 2024 | bullish trending low vol | 183 | -13.08 | -0.71 | 113 | 70 | 61.7 | -1.89 | 8h 20m |
| Jan 2024 | bearish choppy high vol | 388 | +49.51 | 1.29 | 317 | 71 | 81.7 | -3.63 | 3h 40m |
| Dec 2023 | bullish trending low vol | 228 | -12.43 | -0.56 | 160 | 68 | 70.2 | -3.09 | 7h 38m |
| Nov 2023 | bullish trending low vol | 243 | -7.40 | -0.31 | 174 | 69 | 71.6 | -2.31 | 4h 59m |
| Oct 2023 | bullish trending low vol | 296 | +13.72 | 0.47 | 201 | 95 | 67.9 | -1.85 | 9h 43m |
| Sep 2023 | bearish choppy low vol | 368 | +42.26 | 1.15 | 289 | 79 | 78.5 | -1.97 | 9h 10m |
| Aug 2023 | bearish choppy low vol | 424 | +54.33 | 1.29 | 338 | 86 | 79.7 | -1.09 | 8h 14m |
| Jul 2023 | bullish trending low vol | 278 | +12.98 | 0.47 | 200 | 78 | 71.9 | -0.85 | 7h 27m |
| Jun 2023 | bullish trending low vol | 260 | +26.65 | 1.02 | 199 | 61 | 76.5 | -0.92 | 6h 47m |
| May 2023 | bearish choppy low vol | 315 | +30.36 | 0.97 | 248 | 67 | 78.7 | -4.29 | 8h 51m |
| Apr 2023 | bullish trending low vol | 225 | -21.13 | -0.94 | 141 | 84 | 62.7 | -4.36 | 9h 06m |
| Mar 2023 | bullish trending high vol | 379 | +32.67 | 0.86 | 289 | 90 | 76.3 | -2.12 | 5h 17m |
| Feb 2023 | bullish trending low vol | 336 | +47.53 | 1.42 | 270 | 66 | 80.4 | -2.42 | 3h 46m |
| Jan 2023 | bullish trending low vol | 164 | -12.76 | -0.78 | 97 | 67 | 59.1 | -2.99 | 7h 47m |
| Dec 2022 | bearish trending low vol | 365 | +47.47 | 1.30 | 292 | 73 | 80.0 | -1.96 | 9h 17m |
| Nov 2022 | bearish trending high vol | 327 | +28.31 | 0.86 | 240 | 87 | 73.4 | -1.85 | 4h 22m |
| Oct 2022 | bullish choppy low vol | 401 | +53.50 | 1.34 | 312 | 89 | 77.8 | -2.85 | 7h 09m |
| Sep 2022 | bearish choppy high vol | 232 | -1.64 | -0.08 | 161 | 71 | 69.4 | -2.52 | 5h 09m |
| Aug 2022 | bullish choppy high vol | 366 | +64.73 | 1.79 | 294 | 72 | 80.3 | -1.59 | 4h 02m |
| Jul 2022 | bullish trending high vol | 312 | +24.80 | 0.80 | 237 | 75 | 76.0 | -2.16 | 2h 47m |
| Jun 2022 | bearish trending high vol | 347 | +67.05 | 1.94 | 286 | 61 | 82.4 | -3.1 | 1h 45m |
| May 2022 | bearish trending high vol | 316 | +43.54 | 1.39 | 236 | 80 | 74.7 | -3.49 | 2h 39m |
| Apr 2022 | bearish choppy high vol | 409 | +32.17 | 0.80 | 320 | 89 | 78.2 | -3.26 | 4h 57m |
| Mar 2022 | bullish choppy high vol | 229 | +32.60 | 1.41 | 181 | 48 | 79.0 | -2.23 | 3h 20m |
| Feb 2022 | bearish trending high vol | 348 | +26.47 | 0.76 | 268 | 80 | 77.0 | -5.17 | 3h 03m |
| Jan 2022 | bearish trending high vol | 345 | +68.95 | 2.03 | 266 | 79 | 77.1 | -4.19 | 2h 44m |
| Dec 2021 | bearish trending high vol | 332 | +36.88 | 1.14 | 259 | 73 | 78.0 | -6.86 | 2h 18m |
| Nov 2021 | bearish trending high vol | 351 | +48.48 | 1.41 | 286 | 65 | 81.5 | -5.54 | 2h 46m |
| Oct 2021 | bullish trending high vol | 247 | +7.44 | 0.33 | 171 | 76 | 69.2 | -4.46 | 2h 47m |
| Sep 2021 | bearish trending high vol | 271 | +40.89 | 1.52 | 202 | 69 | 74.5 | -10.6 | 1h 52m |
| Aug 2021 | bullish trending high vol | 216 | -13.11 | -0.62 | 136 | 80 | 63.0 | -12.45 | 2h 34m |
| Jul 2021 | bullish trending high vol | 369 | +45.53 | 1.24 | 287 | 82 | 77.8 | -6.49 | 2h 19m |
| Jun 2021 | bearish trending high vol | 328 | +17.32 | 0.53 | 228 | 100 | 69.5 | -12.04 | 1h 31m |
| May 2021 | bearish trending high vol | 226 | +37.18 | 1.67 | 172 | 54 | 76.1 | -15.19 | 0h 38m |
| Apr 2021 | bearish choppy high vol | 126 | +0.62 | 0.05 | 71 | 55 | 56.3 | -23.83 | 1h 45m |
| Mar 2021 | bullish choppy high vol | 200 | -12.74 | -0.64 | 125 | 75 | 62.5 | -17.26 | 2h 44m |
| Feb 2021 | bullish trending high vol | 138 | +11.40 | 0.88 | 91 | 47 | 65.9 | -5.75 | 0h 58m |
| Jan 2021 | bullish trending high vol | 143 | +6.18 | 0.43 | 108 | 35 | 75.5 | -7.83 | 1h 14m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 7 | -1.30 | -1.86 | 2 | 5 | 28.6 | -1.09 | 24h 17m |
| 2025 | 4467 | +455.35 | 1.03 | 3489 | 978 | 78.1 | -1.74 | 4h 04m |
| 2024 | 4704 | +930.36 | 1.99 | 3745 | 959 | 79.6 | -3.63 | 3h 58m |
| 2023 | 3516 | +206.78 | 0.59 | 2606 | 910 | 74.1 | -4.36 | 7h 22m |
| 2022 | 3997 | +487.95 | 1.23 | 3093 | 904 | 77.4 | -5.17 | 4h 22m |
| 2021 | 2947 | +226.07 | 0.78 | 2136 | 811 | 72.5 | -23.83 | 2h 03m |
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/bbe48186ea6f27ae · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.