Freqebeta
freqle.org
BinClucMad
Strategy League report · davidzr/freqtrade-strategies · freqle.org/strategy/bc2a49ff7274a9c7
Run started · finished · took 393.1s
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+280.35%
final wallet3804 USDT
win rate72.1%
max drawdown-6.19%
market change+451.55%
vs market-171.20%
timeframe5m
profit factor1.69
expectancy ratio0.194
break-even fee0.3685%
sharpe10.017
sortino8.186
CAGR+30.6%
calmar47.368
avg MFE+2.38%
avg MAE-2.60%
avg profit/trade0.54%
avg duration3h 58m
best trade+3.88%
worst trade-98.98%
win/loss streak89 / 12
positive months41/61
consistent (3-mo)72.9%
worst 3-mo-15.50%
trades5222
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+31%
range (5th–95th)+27% … +34%
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 73% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 3 | -0.06 | -0.21 | 1 | 2 | 33.3 | -1.52 | 6h 40m |
| Dec 2025 | bearish trending low vol | 84 | -1.75 | -0.21 | 47 | 37 | 56.0 | -1.62 | 6h 14m |
| Nov 2025 | bearish trending high vol | 47 | +4.07 | 0.86 | 38 | 9 | 80.9 | -2.12 | 2h 43m |
| Oct 2025 | bearish trending low vol | 98 | -1.28 | -0.13 | 70 | 28 | 71.4 | -4.09 | 3h 01m |
| Sep 2025 | bullish choppy low vol | 57 | +0.25 | 0.04 | 34 | 23 | 59.6 | -2.08 | 5h 45m |
| Aug 2025 | bullish choppy low vol | 61 | -0.05 | -0.01 | 36 | 25 | 59.0 | -1.98 | 5h 14m |
| Jul 2025 | bullish choppy low vol | 93 | +2.69 | 0.29 | 67 | 26 | 72.0 | -2.49 | 5h 21m |
| Jun 2025 | bearish choppy low vol | 60 | +1.97 | 0.33 | 41 | 19 | 68.3 | -3.0 | 4h 09m |
| May 2025 | bullish trending low vol | 84 | +1.53 | 0.18 | 55 | 29 | 65.5 | -3.5 | 4h 39m |
| Apr 2025 | bullish choppy low vol | 67 | -3.51 | -0.52 | 39 | 28 | 58.2 | -3.89 | 5h 52m |
| Mar 2025 | bearish trending high vol | 67 | -1.66 | -0.25 | 40 | 27 | 59.7 | -2.66 | 5h 30m |
| Feb 2025 | bearish trending low vol | 70 | -1.02 | -0.15 | 40 | 30 | 57.1 | -2.32 | 5h 13m |
| Jan 2025 | bearish choppy low vol | 102 | -3.22 | -0.32 | 62 | 40 | 60.8 | -1.82 | 5h 06m |
| Dec 2024 | bullish trending low vol | 51 | +2.40 | 0.47 | 34 | 17 | 66.7 | -1.95 | 2h 20m |
| Nov 2024 | bullish trending low vol | 150 | +1.31 | 0.09 | 102 | 48 | 68.0 | -2.57 | 3h 27m |
| Oct 2024 | bullish choppy low vol | 61 | +0.51 | 0.08 | 38 | 23 | 62.3 | -2.49 | 4h 55m |
| Sep 2024 | bearish choppy low vol | 45 | -0.30 | -0.07 | 22 | 23 | 48.9 | -2.07 | 7h 11m |
| Aug 2024 | bearish choppy high vol | 98 | -1.11 | -0.11 | 58 | 40 | 59.2 | -2.19 | 6h 58m |
| Jul 2024 | bearish trending low vol | 74 | -5.22 | -0.70 | 39 | 35 | 52.7 | -1.71 | 6h 05m |
| Jun 2024 | bearish choppy low vol | 73 | +4.50 | 0.62 | 58 | 15 | 79.5 | -1.42 | 4h 12m |
| May 2024 | bullish choppy high vol | 58 | -1.21 | -0.21 | 34 | 24 | 58.6 | -1.8 | 6h 23m |
| Apr 2024 | bearish choppy high vol | 94 | -0.87 | -0.09 | 65 | 29 | 69.1 | -1.76 | 4h 12m |
| Mar 2024 | bullish trending high vol | 75 | +7.62 | 1.02 | 61 | 14 | 81.3 | -0.36 | 2h 26m |
| Feb 2024 | bullish trending low vol | 74 | +5.05 | 0.68 | 57 | 17 | 77.0 | -0.23 | 5h 12m |
| Jan 2024 | bearish choppy high vol | 87 | +7.04 | 0.81 | 62 | 25 | 71.3 | -1.24 | 2h 58m |
| Dec 2023 | bullish trending low vol | 101 | +2.09 | 0.21 | 69 | 32 | 68.3 | -0.76 | 3h 56m |
| Nov 2023 | bullish trending low vol | 59 | +1.97 | 0.33 | 42 | 17 | 71.2 | -0.43 | 3h 33m |
| Oct 2023 | bullish trending low vol | 63 | +2.09 | 0.33 | 47 | 16 | 74.6 | -0.32 | 7h 35m |
| Sep 2023 | bearish choppy low vol | 69 | +0.94 | 0.14 | 43 | 26 | 62.3 | -0.44 | 8h 31m |
| Aug 2023 | bearish choppy low vol | 65 | +5.04 | 0.78 | 44 | 21 | 67.7 | -0.36 | 5h 46m |
| Jul 2023 | bullish trending low vol | 77 | +0.03 | 0.00 | 49 | 28 | 63.6 | -0.6 | 5h 39m |
| Jun 2023 | bullish trending low vol | 127 | +8.18 | 0.64 | 92 | 35 | 72.4 | -0.89 | 4h 04m |
| May 2023 | bearish choppy low vol | 43 | -0.46 | -0.11 | 21 | 22 | 48.8 | -0.38 | 8h 31m |
| Apr 2023 | bullish trending low vol | 74 | +0.41 | 0.06 | 51 | 23 | 68.9 | -0.76 | 5h 20m |
| Mar 2023 | bullish trending high vol | 70 | +2.76 | 0.39 | 54 | 16 | 77.1 | -0.75 | 4h 00m |
| Feb 2023 | bullish trending low vol | 73 | -0.07 | -0.01 | 46 | 27 | 63.0 | -0.44 | 5h 44m |
| Jan 2023 | bullish trending low vol | 151 | +6.59 | 0.44 | 115 | 36 | 76.2 | -1.01 | 4h 27m |
| Dec 2022 | bearish trending low vol | 90 | +1.33 | 0.15 | 57 | 33 | 63.3 | -0.65 | 7h 52m |
| Nov 2022 | bearish trending high vol | 85 | +10.40 | 1.22 | 68 | 17 | 80.0 | -3.15 | 3h 14m |
| Oct 2022 | bullish choppy low vol | 65 | +1.31 | 0.20 | 44 | 21 | 67.7 | -3.04 | 6h 00m |
| Sep 2022 | bearish choppy high vol | 68 | -5.10 | -0.75 | 35 | 33 | 51.5 | -3.01 | 5h 01m |
| Aug 2022 | bullish choppy high vol | 71 | -2.20 | -0.31 | 39 | 32 | 54.9 | -1.44 | 5h 47m |
| Jul 2022 | bearish trending high vol | 71 | +5.29 | 0.74 | 56 | 15 | 78.9 | -0.38 | 3h 10m |
| Jun 2022 | bearish trending high vol | 63 | +3.46 | 0.55 | 48 | 15 | 76.2 | -0.82 | 3h 42m |
| May 2022 | bearish trending high vol | 105 | +19.83 | 1.89 | 89 | 16 | 84.8 | -4.44 | 1h 51m |
| Apr 2022 | bearish choppy high vol | 60 | +1.93 | 0.32 | 38 | 22 | 63.3 | -5.14 | 6h 14m |
| Mar 2022 | bullish choppy high vol | 65 | +1.36 | 0.21 | 42 | 23 | 64.6 | -5.5 | 4h 24m |
| Feb 2022 | bearish trending high vol | 65 | +1.36 | 0.21 | 45 | 20 | 69.2 | -6.19 | 3h 29m |
| Jan 2022 | bearish trending high vol | 72 | -4.54 | -0.63 | 42 | 30 | 58.3 | -5.88 | 5h 11m |
| Dec 2021 | bearish trending high vol | 54 | -10.87 | -2.01 | 28 | 26 | 51.9 | -4.45 | 5h 23m |
| Nov 2021 | bullish trending high vol | 64 | -0.09 | -0.01 | 46 | 18 | 71.9 | -1.39 | 5h 51m |
| Oct 2021 | bullish trending high vol | 91 | +10.16 | 1.12 | 77 | 14 | 84.6 | -1.03 | 3h 42m |
| Sep 2021 | bearish trending high vol | 84 | +16.67 | 1.99 | 77 | 7 | 91.7 | -0.35 | 1h 28m |
| Aug 2021 | bullish trending high vol | 83 | +4.06 | 0.49 | 61 | 22 | 73.5 | -1.14 | 2h 01m |
| Jul 2021 | bearish trending high vol | 84 | +0.67 | 0.08 | 63 | 21 | 75.0 | -1.27 | 3h 47m |
| Jun 2021 | bearish trending high vol | 71 | +5.56 | 0.78 | 55 | 16 | 77.5 | -0.6 | 2h 17m |
| May 2021 | bearish trending high vol | 286 | +71.82 | 2.51 | 272 | 14 | 95.1 | -0.48 | 0h 43m |
| Apr 2021 | bearish choppy high vol | 163 | +25.71 | 1.58 | 141 | 22 | 86.5 | -1.07 | 1h 17m |
| Mar 2021 | bullish choppy high vol | 69 | +4.38 | 0.63 | 53 | 16 | 76.8 | -0.74 | 2h 24m |
| Feb 2021 | bullish trending high vol | 250 | +42.08 | 1.68 | 218 | 32 | 87.2 | -1.6 | 1h 01m |
| Jan 2021 | bullish trending high vol | 238 | +28.50 | 1.20 | 196 | 42 | 82.4 | -4.5 | 1h 03m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 3 | -0.06 | -0.21 | 1 | 2 | 33.3 | -1.52 | 6h 40m |
| 2025 | 890 | -1.98 | -0.02 | 569 | 321 | 63.9 | -4.09 | 4h 55m |
| 2024 | 940 | +19.72 | 0.21 | 630 | 310 | 67.0 | -2.57 | 4h 34m |
| 2023 | 972 | +29.57 | 0.30 | 673 | 299 | 69.2 | -1.01 | 5h 17m |
| 2022 | 880 | +34.43 | 0.39 | 603 | 277 | 68.5 | -6.19 | 4h 35m |
| 2021 | 1537 | +198.65 | 1.29 | 1287 | 250 | 83.7 | -4.5 | 1h 51m |
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/bc2a49ff7274a9c7 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.