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ElliotV8_original_ichiv2

Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/c50eb9b5b7e4dfeb

Run started · finished · took 412.6s

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+305.41%
final wallet4054 USDT
win rate87.1%
max drawdown-7.44%
market change+451.55%
vs market-146.14%
timeframe5m
profit factor2.05
expectancy ratio0.135
break-even fee0.3773%
sharpe11.562
sortino7.644
CAGR+32.3%
calmar77.983
avg MFE+1.81%
avg MAE-2.38%
avg profit/trade0.55%
avg duration2h 08m
best trade+99.00%
worst trade-25.15%
win/loss streak150 / 10
positive months47/59
consistent (3-mo)91.2%
worst 3-mo-2.53%
trades5507
revision1

ℹ️ This strategy uses a trailing stop — 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 →

Moderate Robustness verdict what's this?
likely annual return+32%
range (5th–95th)+29% … +37%
chance of profit100.0%
worst-5% outcome+28%
significance (p)0.0005
risk of ruin0.0%

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

MonthRegimeTradesProfit %Avg % WinLossWin %DD %Avg dur
Dec 2025 bearish trending low vol 5 -0.29 -0.58 3 2 60.0 -0.58 11h 33m
Nov 2025 bearish trending high vol 92 +4.69 0.51 80 12 87.0 -1.03 1h 34m
Oct 2025 bearish trending low vol 66 -0.65 -0.10 59 7 89.4 -1.89 1h 14m
Sep 2025 bullish choppy low vol 17 -0.49 -0.29 12 5 70.6 -0.91 1h 41m
Aug 2025 bullish choppy low vol 9 -1.39 -1.55 6 3 66.7 -0.95 10h 19m
Jul 2025 bullish choppy low vol 53 +2.35 0.44 46 7 86.8 -0.43 3h 16m
Jun 2025 bearish choppy low vol 23 +0.16 0.07 19 4 82.6 -0.69 5h 15m
May 2025 bullish trending low vol 41 +2.85 0.69 37 4 90.2 -0.96 3h 04m
Apr 2025 bullish choppy low vol 20 +2.16 1.08 20 0 100.0 -1.48 0h 28m
Mar 2025 bearish trending high vol 36 -4.26 -1.18 28 8 77.8 -1.67 5h 13m
Feb 2025 bearish trending low vol 25 +0.76 0.30 21 4 84.0 -0.32 2h 26m
Jan 2025 bearish choppy low vol 32 +2.22 0.69 27 5 84.4 -0.28 2h 30m
Dec 2024 bullish trending low vol 167 +10.18 0.61 137 30 82.0 -0.47 2h 31m
Nov 2024 bullish trending low vol 307 +17.05 0.56 268 39 87.3 -0.85 2h 04m
Oct 2024 bullish choppy low vol 5 +0.38 0.76 4 1 80.0 -0.11 3h 08m
Sep 2024 bearish choppy low vol 10 +0.41 0.41 9 1 90.0 -0.16 7h 42m
Aug 2024 bearish choppy high vol 18 +1.64 0.91 16 2 88.9 -0.03 2h 12m
Jul 2024 bearish trending low vol 9 +1.19 1.32 9 0 100.0 -0.21 1h 19m
Jun 2024 bearish choppy low vol 10 +0.24 0.24 8 2 80.0 -0.44 3h 55m
May 2024 bullish choppy high vol 16 +0.90 0.56 14 2 87.5 -0.6 2h 35m
Apr 2024 bearish choppy high vol 17 -1.89 -1.11 10 7 58.8 -0.68 5h 28m
Mar 2024 bullish trending high vol 105 +8.84 0.84 94 11 89.5 -0.34 2h 07m
Feb 2024 bullish trending low vol 60 +5.18 0.86 54 6 90.0 -0.22 4h 16m
Jan 2024 bearish choppy high vol 80 +5.84 0.73 70 10 87.5 -0.19 2h 04m
Dec 2023 bullish trending low vol 146 +7.40 0.51 124 22 84.9 -0.56 3h 14m
Nov 2023 bullish trending low vol 60 +1.72 0.29 50 10 83.3 -0.35 4h 20m
Oct 2023 bullish trending low vol 13 +1.93 1.48 12 1 92.3 -0.08 5h 27m
Sep 2023 bearish choppy low vol 12 +0.99 0.82 11 1 91.7 -0.35 5h 40m
Aug 2023 bearish choppy low vol 24 +2.27 0.95 23 1 95.8 -0.98 1h 03m
Jul 2023 bullish trending low vol 44 -0.68 -0.15 32 12 72.7 -1.2 6h 23m
Jun 2023 bullish trending low vol 50 +1.68 0.34 42 8 84.0 -0.69 4h 44m
May 2023 bearish choppy low vol 1 +0.11 1.10 1 0 100.0 0.0 0h 05m
Apr 2023 bullish trending low vol 20 +1.48 0.74 17 3 85.0 -0.07 1h 40m
Mar 2023 bullish trending high vol 45 +4.04 0.90 42 3 93.3 -0.43 2h 50m
Feb 2023 bullish trending low vol 36 -0.84 -0.23 28 8 77.8 -0.55 5h 42m
Jan 2023 bullish trending low vol 82 +7.05 0.86 68 14 82.9 -0.28 10h 02m
Nov 2022 bearish trending high vol 61 +1.33 0.22 47 14 77.0 -1.2 3h 00m
Oct 2022 bullish choppy low vol 19 -0.56 -0.29 15 4 78.9 -0.73 2h 45m
Sep 2022 bearish choppy high vol 23 -0.75 -0.33 16 7 69.6 -0.71 6h 37m
Aug 2022 bullish choppy high vol 36 +0.33 0.09 30 6 83.3 -0.68 2h 32m
Jul 2022 bearish trending high vol 111 +8.24 0.74 98 13 88.3 -2.89 2h 17m
Jun 2022 bearish trending high vol 111 -1.56 -0.14 87 24 78.4 -4.1 3h 00m
May 2022 bearish trending high vol 104 -0.70 -0.07 80 24 76.9 -2.6 3h 25m
Apr 2022 bearish choppy high vol 27 +3.01 1.12 26 1 96.3 -0.11 0h 48m
Mar 2022 bullish choppy high vol 35 +3.37 0.96 31 4 88.6 -0.12 1h 50m
Feb 2022 bearish trending high vol 58 +6.01 1.04 54 4 93.1 -0.28 1h 07m
Jan 2022 bearish trending high vol 26 +3.05 1.17 24 2 92.3 -0.4 1h 43m
Dec 2021 bearish trending high vol 57 +1.00 0.18 50 7 87.7 -0.89 3h 11m
Nov 2021 bullish trending high vol 51 +2.14 0.42 43 8 84.3 -0.67 2h 00m
Oct 2021 bullish trending high vol 57 +1.86 0.33 48 9 84.2 -0.67 3h 17m
Sep 2021 bearish trending high vol 164 +14.35 0.88 148 16 90.2 -0.53 1h 11m
Aug 2021 bullish trending high vol 175 +15.95 0.91 154 21 88.0 -0.82 1h 14m
Jul 2021 bearish trending high vol 90 +3.43 0.38 75 15 83.3 -0.96 3h 03m
Jun 2021 bearish trending high vol 126 +4.59 0.36 102 24 81.0 -1.0 2h 07m
May 2021 bearish trending high vol 601 +46.02 0.77 544 57 90.5 -2.6 1h 05m
Apr 2021 bearish choppy high vol 385 +17.75 0.46 341 44 88.6 -2.99 1h 10m
Mar 2021 bullish choppy high vol 229 +15.18 0.66 206 23 90.0 -1.25 2h 04m
Feb 2021 bullish trending high vol 536 +24.56 0.46 475 61 88.6 -2.65 1h 12m
Jan 2021 bullish trending high vol 669 +51.59 0.77 603 66 90.1 -7.44 1h 06m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 419 +8.11 0.19 358 61 85.4 -1.89 2h 46m
2024 804 +49.96 0.62 693 111 86.2 -0.85 2h 30m
2023 533 +27.15 0.51 450 83 84.4 -1.2 4h 53m
2022 611 +21.77 0.36 508 103 83.1 -4.1 2h 39m
2021 3140 +198.42 0.63 2789 351 88.8 -7.44 1h 24m

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/c50eb9b5b7e4dfeb · Strategy League ranking at freqle.org/ranking

Past performance is not indicative of future results. Not investment advice.