Freqebeta
freqle.org
madrid_ribbon_1h
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/be446670aafc5d88
Run started · finished · took 350.8s
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+1057.38%
final wallet11574 USDT
win rate85.7%
max drawdown-27.74%
market change+442.71%
vs market+614.67%
timeframe1h
profit factor1.28
expectancy ratio0.039
sharpe32.04
sortino29.639
CAGR+63.1%
calmar78.909
avg MFE+2.90%
avg MAE-2.75%
avg profit/trade0.28%
avg duration10h 43m
best trade+5.22%
worst trade-12.59%
positive months45/61
consistent (3-mo)96.6%
worst 3-mo-4.46%
trades38198
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — 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+63%
range (5th–95th)+49% … +80%
chance of profit100.0%
worst-5% outcome+46%
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 | 10 | -3.12 | -3.15 | 0 | 10 | 0.0 | -0.68 | 46h 06m |
| Dec 2025 | bearish trending low vol | 441 | +2.66 | 0.06 | 360 | 81 | 81.6 | -1.17 | 16h 04m |
| Nov 2025 | bearish trending high vol | 732 | +46.88 | 0.65 | 653 | 79 | 89.2 | -0.99 | 9h 38m |
| Oct 2025 | bearish trending low vol | 633 | +30.71 | 0.49 | 540 | 93 | 85.3 | -1.22 | 10h 57m |
| Sep 2025 | bullish choppy low vol | 373 | +11.55 | 0.31 | 304 | 69 | 81.5 | -1.94 | 20h 10m |
| Aug 2025 | bearish choppy low vol | 484 | -8.59 | -0.18 | 401 | 83 | 82.9 | -2.01 | 13h 38m |
| Jul 2025 | bullish choppy low vol | 643 | +26.72 | 0.42 | 568 | 75 | 88.3 | -1.06 | 11h 45m |
| Jun 2025 | bearish choppy low vol | 406 | -3.18 | -0.09 | 331 | 75 | 81.5 | -1.44 | 16h 40m |
| May 2025 | bullish trending low vol | 544 | +13.60 | 0.25 | 458 | 86 | 84.2 | -1.33 | 13h 25m |
| Apr 2025 | bullish choppy low vol | 535 | +25.18 | 0.47 | 458 | 77 | 85.6 | -1.49 | 12h 20m |
| Mar 2025 | bearish trending high vol | 629 | -3.63 | -0.06 | 516 | 113 | 82.0 | -2.67 | 11h 04m |
| Feb 2025 | bearish trending low vol | 782 | +59.30 | 0.77 | 682 | 100 | 87.2 | -2.91 | 8h 12m |
| Jan 2025 | bearish choppy low vol | 639 | -15.30 | -0.24 | 535 | 104 | 83.7 | -2.79 | 11h 11m |
| Dec 2024 | bullish trending low vol | 923 | +42.46 | 0.48 | 805 | 118 | 87.2 | -1.64 | 7h 14m |
| Nov 2024 | bullish trending low vol | 950 | +51.19 | 0.55 | 858 | 92 | 90.3 | -1.34 | 7h 22m |
| Oct 2024 | bullish choppy low vol | 359 | -0.51 | -0.03 | 293 | 66 | 81.6 | -1.76 | 21h 09m |
| Sep 2024 | bearish choppy low vol | 422 | +13.23 | 0.33 | 365 | 57 | 86.5 | -2.55 | 17h 04m |
| Aug 2024 | bearish choppy high vol | 678 | +33.06 | 0.51 | 596 | 82 | 87.9 | -3.22 | 9h 43m |
| Jul 2024 | bearish trending low vol | 558 | +21.57 | 0.39 | 480 | 78 | 86.0 | -1.99 | 13h 11m |
| Jun 2024 | bearish choppy low vol | 449 | +23.46 | 0.53 | 384 | 65 | 85.5 | -3.0 | 15h 59m |
| May 2024 | bullish choppy high vol | 404 | -5.95 | -0.15 | 330 | 74 | 81.7 | -2.73 | 17h 20m |
| Apr 2024 | bearish choppy high vol | 658 | +38.13 | 0.60 | 562 | 96 | 85.4 | -2.61 | 10h 46m |
| Mar 2024 | bullish trending high vol | 730 | +7.19 | 0.10 | 636 | 94 | 87.1 | -4.17 | 9h 15m |
| Feb 2024 | bullish trending low vol | 423 | -6.41 | -0.13 | 350 | 73 | 82.7 | -3.64 | 16h 37m |
| Jan 2024 | bearish choppy high vol | 590 | -5.09 | -0.08 | 494 | 96 | 83.7 | -3.36 | 12h 15m |
| Dec 2023 | bullish trending low vol | 650 | +13.73 | 0.22 | 556 | 94 | 85.5 | -3.68 | 11h 44m |
| Nov 2023 | bullish trending low vol | 492 | -13.10 | -0.26 | 399 | 93 | 81.1 | -3.57 | 14h 13m |
| Oct 2023 | bullish trending low vol | 379 | +14.75 | 0.40 | 329 | 50 | 86.8 | -1.17 | 19h 26m |
| Sep 2023 | bearish choppy low vol | 261 | +6.18 | 0.24 | 199 | 62 | 76.2 | -0.87 | 25h 45m |
| Aug 2023 | bearish choppy low vol | 405 | +27.30 | 0.68 | 339 | 66 | 83.7 | -1.13 | 18h 38m |
| Jul 2023 | bullish trending low vol | 310 | -0.51 | -0.01 | 244 | 66 | 78.7 | -1.47 | 23h 42m |
| Jun 2023 | bullish trending low vol | 452 | +13.88 | 0.31 | 377 | 75 | 83.4 | -1.27 | 16h 20m |
| May 2023 | bearish choppy low vol | 394 | +22.86 | 0.59 | 323 | 71 | 82.0 | -1.96 | 18h 37m |
| Apr 2023 | bullish trending low vol | 325 | -5.23 | -0.16 | 256 | 69 | 78.8 | -2.54 | 21h 39m |
| Mar 2023 | bullish trending high vol | 431 | +16.16 | 0.38 | 371 | 60 | 86.1 | -1.94 | 15h 41m |
| Feb 2023 | bullish trending low vol | 406 | +2.35 | 0.06 | 340 | 66 | 83.7 | -1.26 | 16h 34m |
| Jan 2023 | bullish trending low vol | 566 | +32.81 | 0.59 | 503 | 63 | 88.9 | -1.46 | 12h 50m |
| Dec 2022 | bearish trending low vol | 395 | +17.55 | 0.45 | 332 | 63 | 84.1 | -1.76 | 18h 44m |
| Nov 2022 | bearish trending high vol | 803 | +34.09 | 0.43 | 694 | 109 | 86.4 | -3.4 | 8h 01m |
| Oct 2022 | bullish choppy low vol | 446 | +11.68 | 0.27 | 374 | 72 | 83.9 | -2.22 | 16h 35m |
| Sep 2022 | bearish choppy high vol | 512 | -5.31 | -0.10 | 417 | 95 | 81.4 | -2.44 | 13h 59m |
| Aug 2022 | bullish choppy high vol | 557 | +24.05 | 0.44 | 479 | 78 | 86.0 | -1.51 | 12h 07m |
| Jul 2022 | bullish trending high vol | 669 | +2.51 | 0.04 | 581 | 88 | 86.8 | -3.93 | 10h 14m |
| Jun 2022 | bearish trending high vol | 1031 | +50.30 | 0.49 | 923 | 108 | 89.5 | -5.77 | 6h 06m |
| May 2022 | bearish trending high vol | 1060 | +45.08 | 0.43 | 912 | 148 | 86.0 | -6.41 | 5h 40m |
| Apr 2022 | bearish choppy high vol | 584 | +23.79 | 0.41 | 510 | 74 | 87.3 | -1.87 | 12h 38m |
| Mar 2022 | bullish choppy high vol | 552 | +19.02 | 0.35 | 490 | 62 | 88.8 | -6.01 | 12h 28m |
| Feb 2022 | bearish trending high vol | 681 | +9.21 | 0.15 | 597 | 84 | 87.7 | -6.6 | 8h 24m |
| Jan 2022 | bearish trending high vol | 868 | +51.41 | 0.60 | 766 | 102 | 88.2 | -5.26 | 7h 45m |
| Dec 2021 | bearish trending high vol | 796 | +31.29 | 0.40 | 703 | 93 | 88.3 | -3.74 | 8h 04m |
| Nov 2021 | bearish trending high vol | 660 | +8.76 | 0.14 | 570 | 90 | 86.4 | -8.23 | 10h 42m |
| Oct 2021 | bullish trending high vol | 562 | -13.75 | -0.25 | 463 | 99 | 82.4 | -5.86 | 12h 27m |
| Sep 2021 | bearish trending high vol | 835 | +13.39 | 0.16 | 731 | 104 | 87.5 | -7.07 | 7h 47m |
| Aug 2021 | bullish trending high vol | 855 | +27.99 | 0.33 | 759 | 96 | 88.8 | -3.59 | 7h 40m |
| Jul 2021 | bullish trending high vol | 703 | +31.41 | 0.46 | 631 | 72 | 89.8 | -14.04 | 9h 31m |
| Jun 2021 | bearish trending high vol | 994 | +30.56 | 0.32 | 867 | 127 | 87.2 | -12.55 | 5h 07m |
| May 2021 | bearish trending high vol | 1656 | +86.20 | 0.54 | 1420 | 236 | 85.7 | -17.99 | 3h 21m |
| Apr 2021 | bearish choppy high vol | 1093 | +16.96 | 0.16 | 938 | 155 | 85.8 | -22.65 | 5h 36m |
| Mar 2021 | bullish choppy high vol | 697 | -27.00 | -0.41 | 571 | 126 | 81.9 | -25.12 | 9h 31m |
| Feb 2021 | bullish trending high vol | 1369 | +53.84 | 0.41 | 1207 | 162 | 88.2 | -20.2 | 4h 09m |
| Jan 2021 | bullish trending high vol | 754 | -11.96 | -0.17 | 622 | 132 | 82.5 | -27.74 | 5h 11m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 10 | -3.12 | -3.15 | 0 | 10 | 0.0 | -0.68 | 46h 06m |
| 2025 | 6841 | +185.90 | 0.27 | 5806 | 1035 | 84.9 | -2.91 | 12h 16m |
| 2024 | 7144 | +212.33 | 0.31 | 6153 | 991 | 86.1 | -4.17 | 11h 51m |
| 2023 | 5071 | +131.18 | 0.27 | 4236 | 835 | 83.5 | -3.68 | 16h 59m |
| 2022 | 8158 | +283.38 | 0.35 | 7075 | 1083 | 86.7 | -6.6 | 9h 56m |
| 2021 | 10974 | +247.69 | 0.23 | 9482 | 1492 | 86.4 | -27.74 | 6h 40m |
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/be446670aafc5d88 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.