HurstCycle3
Strategy League report · jaredrsommer/freqtradestrategies · freqle.org/strategy/bc150774614a7058
Run finished · took 36.8s
ℹ️ This strategy uses a trailing stop — freqtrade only
re-checks these once per 4h 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 →
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 0% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-90%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Mar 2021 | bullish choppy high vol | 189 | -19.45 | -1.03 | 59 | 130 | 31.2 | -90.29 | 2h 06m |
| Feb 2021 | bullish trending high vol | 460 | -33.24 | -0.72 | 147 | 313 | 32.0 | -71.85 | 1h 10m |
| Jan 2021 | bullish trending high vol | 489 | -37.25 | -0.76 | 165 | 324 | 33.7 | -40.52 | 1h 21m |
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/bc150774614a7058 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.