Freqebeta
freqle.org
PrivateMACross
Strategy League report · PacktPublishing/Zero-to-Hero-in-Cryptocurrency-Trading · freqle.org/strategy/c5c145360062e97d
Run finished · took 13.0s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 1d
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+517.90%
final wallet6179 USDT
win rate31.9%
max drawdown-12.19%
market change+403.38%
vs market+114.52%
timeframe1d
profit factor2.26
expectancy ratio0.857
sharpe0.728
sortino7.373
CAGR+43.9%
calmar52.736
avg MFE+31.57%
avg MAE-13.36%
avg profit/trade8.33%
avg duration406h 43m
best trade+1050.00%
worst trade-42.03%
positive months21/61
consistent (3-mo)47.5%
worst 3-mo-36.09%
trades621
revision1
likely annual return+41%
range (5th–95th)+15% … +96%
chance of profit100.0%
worst-5% outcome+11%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- 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 | 5 | -0.89 | -1.77 | 2 | 3 | 40.0 | -10.27 | 100h 48m |
| Dec 2025 | bearish trending low vol | 15 | -10.18 | -6.78 | 1 | 14 | 6.7 | -10.15 | 217h 36m |
| Nov 2025 | bearish trending high vol | 22 | -18.44 | -8.38 | 1 | 21 | 4.5 | -8.67 | 136h 22m |
| Oct 2025 | bearish trending low vol | 11 | -4.05 | -3.69 | 3 | 8 | 27.3 | -6.99 | 318h 33m |
| Sep 2025 | bullish choppy low vol | 12 | -5.51 | -4.59 | 3 | 9 | 25.0 | -5.4 | 330h 00m |
| Aug 2025 | bullish choppy low vol | 15 | +14.33 | 9.56 | 10 | 5 | 66.7 | -6.55 | 665h 36m |
| Jul 2025 | bullish choppy low vol | 2 | -0.70 | -3.48 | 1 | 1 | 50.0 | -6.71 | 528h 00m |
| Jun 2025 | bearish choppy low vol | 12 | -5.41 | -4.50 | 2 | 10 | 16.7 | -6.58 | 396h 00m |
| May 2025 | bullish trending low vol | 9 | +10.24 | 11.37 | 8 | 1 | 88.9 | -7.25 | 733h 20m |
| Apr 2025 | bullish choppy low vol | 10 | -11.22 | -11.22 | 1 | 9 | 10.0 | -7.35 | 252h 00m |
| Mar 2025 | bearish trending high vol | 10 | -8.65 | -8.64 | 0 | 10 | 0.0 | -5.66 | 158h 24m |
| Feb 2025 | bearish trending low vol | 14 | -15.92 | -11.37 | 1 | 13 | 7.1 | -4.4 | 183h 26m |
| Jan 2025 | bearish choppy low vol | 14 | -8.34 | -5.96 | 1 | 13 | 7.1 | -2.09 | 317h 09m |
| Dec 2024 | bullish trending low vol | 10 | +73.21 | 73.18 | 9 | 1 | 90.0 | -3.68 | 962h 24m |
| Nov 2024 | bullish trending low vol | 5 | -3.25 | -6.51 | 0 | 5 | 0.0 | -4.46 | 384h 00m |
| Oct 2024 | bullish choppy low vol | 13 | +8.27 | 6.36 | 8 | 5 | 61.5 | -5.28 | 502h 09m |
| Sep 2024 | bearish choppy low vol | 9 | -7.04 | -7.82 | 1 | 8 | 11.1 | -5.43 | 365h 20m |
| Aug 2024 | bearish choppy high vol | 10 | -6.43 | -6.43 | 3 | 7 | 30.0 | -4.14 | 343h 12m |
| Jul 2024 | bearish trending low vol | 10 | -6.42 | -6.42 | 2 | 8 | 20.0 | -3.2 | 216h 00m |
| Jun 2024 | bearish choppy low vol | 14 | -3.27 | -2.34 | 5 | 9 | 35.7 | -2.12 | 361h 43m |
| May 2024 | bullish choppy high vol | 16 | -3.63 | -2.27 | 3 | 13 | 18.8 | -1.61 | 189h 00m |
| Apr 2024 | bearish choppy high vol | 14 | -2.54 | -1.83 | 4 | 10 | 28.6 | -1.04 | 315h 26m |
| Mar 2024 | bullish trending high vol | 9 | +19.18 | 21.30 | 6 | 3 | 66.7 | -0.54 | 762h 40m |
| Feb 2024 | bullish trending low vol | 6 | +12.81 | 21.35 | 4 | 2 | 66.7 | -0.47 | 660h 00m |
| Jan 2024 | bearish choppy high vol | 18 | +70.25 | 39.00 | 7 | 11 | 38.9 | -5.38 | 620h 00m |
| Dec 2023 | bullish trending low vol | 6 | -0.59 | -0.99 | 3 | 3 | 50.0 | -7.7 | 356h 00m |
| Nov 2023 | bullish trending low vol | 8 | +15.73 | 19.64 | 6 | 2 | 75.0 | -10.12 | 693h 00m |
| Oct 2023 | bullish trending low vol | 12 | -0.86 | -0.71 | 3 | 9 | 25.0 | -10.5 | 448h 00m |
| Sep 2023 | bearish choppy low vol | 8 | -2.76 | -3.45 | 1 | 7 | 12.5 | -9.84 | 129h 00m |
| Aug 2023 | bearish choppy low vol | 12 | -2.69 | -2.24 | 2 | 10 | 16.7 | -9.36 | 378h 00m |
| Jul 2023 | bullish trending low vol | 14 | +2.00 | 1.43 | 6 | 8 | 42.9 | -9.58 | 337h 43m |
| Jun 2023 | bullish trending low vol | 10 | -8.15 | -8.14 | 2 | 8 | 20.0 | -9.36 | 403h 12m |
| May 2023 | bearish choppy low vol | 5 | +4.29 | 8.57 | 2 | 3 | 40.0 | -7.83 | 297h 36m |
| Apr 2023 | bullish trending low vol | 12 | -1.96 | -1.63 | 4 | 8 | 33.3 | -8.57 | 486h 00m |
| Mar 2023 | bullish trending high vol | 12 | -15.81 | -13.17 | 1 | 11 | 8.3 | -8.23 | 258h 00m |
| Feb 2023 | bullish trending low vol | 12 | +38.53 | 32.08 | 10 | 2 | 83.3 | -11.73 | 800h 00m |
| Jan 2023 | bullish trending low vol | 1 | -0.04 | -0.38 | 0 | 1 | 0.0 | -12.19 | 744h 00m |
| Dec 2022 | bearish trending low vol | 10 | -6.50 | -6.49 | 0 | 10 | 0.0 | -12.18 | 302h 24m |
| Nov 2022 | bearish trending high vol | 10 | -12.28 | -12.27 | 3 | 7 | 30.0 | -11.28 | 472h 48m |
| Oct 2022 | bullish choppy low vol | 12 | -4.95 | -4.12 | 0 | 12 | 0.0 | -8.91 | 226h 00m |
| Sep 2022 | bearish choppy high vol | 10 | -9.43 | -9.43 | 1 | 9 | 10.0 | -8.33 | 309h 36m |
| Aug 2022 | bullish choppy high vol | 12 | +16.83 | 14.02 | 9 | 3 | 75.0 | -8.98 | 832h 00m |
| Jul 2022 | bearish trending high vol | 8 | -3.16 | -3.94 | 2 | 6 | 25.0 | -9.54 | 219h 00m |
| Jun 2022 | bearish trending high vol | 12 | -15.21 | -12.67 | 1 | 11 | 8.3 | -8.79 | 208h 00m |
| May 2022 | bearish trending high vol | 3 | -1.85 | -6.15 | 1 | 2 | 33.3 | -6.32 | 296h 00m |
| Apr 2022 | bearish choppy high vol | 10 | +8.07 | 8.07 | 8 | 2 | 80.0 | -7.32 | 609h 36m |
| Mar 2022 | bullish choppy high vol | 8 | -5.03 | -6.29 | 0 | 8 | 0.0 | -7.22 | 99h 00m |
| Feb 2022 | bearish trending high vol | 10 | -13.51 | -13.51 | 0 | 10 | 0.0 | -6.34 | 309h 36m |
| Jan 2022 | bearish trending high vol | 13 | -15.35 | -11.80 | 1 | 12 | 7.7 | -3.99 | 339h 42m |
| Dec 2021 | bearish trending high vol | 4 | -7.23 | -18.09 | 0 | 4 | 0.0 | -1.31 | 192h 00m |
| Nov 2021 | bullish trending high vol | 14 | +5.12 | 3.67 | 7 | 7 | 50.0 | -0.49 | 606h 51m |
| Oct 2021 | bullish trending high vol | 5 | +2.11 | 4.22 | 3 | 2 | 60.0 | -0.23 | 422h 24m |
| Sep 2021 | bearish trending high vol | 13 | +12.27 | 9.42 | 5 | 8 | 38.5 | -1.78 | 557h 32m |
| Aug 2021 | bullish trending high vol | 5 | +15.14 | 30.30 | 5 | 0 | 100.0 | -5.1 | 744h 00m |
| Jul 2021 | bearish trending high vol | 12 | -14.96 | -12.47 | 0 | 12 | 0.0 | -5.31 | 192h 00m |
| Jun 2021 | bearish trending high vol | 11 | -8.13 | -7.40 | 1 | 10 | 9.1 | -2.68 | 150h 33m |
| May 2021 | bearish trending high vol | 14 | +135.28 | 96.61 | 7 | 7 | 50.0 | -1.64 | 588h 00m |
| Apr 2021 | bearish choppy high vol | 7 | +40.41 | 57.75 | 5 | 2 | 71.4 | -0.59 | 541h 43m |
| Mar 2021 | bullish choppy high vol | 12 | +104.88 | 87.34 | 7 | 5 | 58.3 | -1.04 | 542h 00m |
| Feb 2021 | bullish trending high vol | 7 | +183.10 | 261.43 | 6 | 1 | 85.7 | -0.22 | 918h 51m |
| Jan 2021 | bullish trending high vol | 2 | -1.85 | -9.23 | 0 | 2 | 0.0 | -0.21 | 456h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 5 | -0.89 | -1.77 | 2 | 3 | 40.0 | -10.27 | 100h 48m |
| 2025 | 146 | -63.85 | -4.37 | 32 | 114 | 21.9 | -10.15 | 323h 31m |
| 2024 | 134 | +151.14 | 11.27 | 52 | 82 | 38.8 | -5.43 | 458h 30m |
| 2023 | 112 | +27.69 | 2.47 | 40 | 72 | 35.7 | -12.19 | 429h 51m |
| 2022 | 118 | -62.37 | -5.28 | 26 | 92 | 22.0 | -12.18 | 365h 05m |
| 2021 | 106 | +466.14 | 43.96 | 46 | 60 | 43.4 | -5.31 | 492h 14m |
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/c5c145360062e97d · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.