Freqebeta
freqle.org
HPStrategyV6
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/c847de21df000a5d
Run started · finished · took 855.1s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 15m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+173.49%
final wallet2735 USDT
win rate98.1%
max drawdown-3.23%
market change+457.08%
vs market-283.59%
timeframe15m
profit factor14.23
expectancy ratio0.253
sharpe12.001
sortino2.188
CAGR+22.3%
calmar56.263
avg MFE+4.27%
avg MAE-3.55%
avg profit/trade1.81%
avg duration57h 54m
best trade+29.47%
worst trade-37.06%
positive months59/60
consistent (3-mo)98.3%
worst 3-mo-4.77%
trades3815
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — freqtrade only
re-checks these once per 15m 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+22%
range (5th–95th)+21% … +24%
chance of profit100.0%
worst-5% outcome+20%
significance (p)0.0
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 98% 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 | 6 | -9.12 | -12.96 | 0 | 6 | 0.0 | -3.23 | 916h 30m |
| Dec 2025 | bearish trending low vol | 22 | +0.64 | 1.31 | 21 | 1 | 95.5 | -0.0 | 63h 13m |
| Nov 2025 | bearish trending high vol | 60 | +3.71 | 1.55 | 58 | 2 | 96.7 | -0.0 | 49h 31m |
| Oct 2025 | bearish trending low vol | 62 | +3.09 | 1.74 | 61 | 1 | 98.4 | -0.0 | 81h 40m |
| Sep 2025 | bullish choppy low vol | 26 | +1.15 | 1.43 | 24 | 2 | 92.3 | -0.0 | 108h 48m |
| Aug 2025 | bullish choppy low vol | 33 | +1.66 | 1.93 | 32 | 1 | 97.0 | -0.0 | 94h 33m |
| Jul 2025 | bullish choppy low vol | 66 | +2.90 | 1.94 | 64 | 2 | 97.0 | -0.0 | 64h 47m |
| Jun 2025 | bearish choppy low vol | 22 | +2.74 | 2.45 | 22 | 0 | 100.0 | 0.0 | 169h 34m |
| May 2025 | bullish trending low vol | 54 | +2.65 | 1.84 | 54 | 0 | 100.0 | 0.0 | 57h 59m |
| Apr 2025 | bullish choppy low vol | 75 | +3.90 | 1.95 | 71 | 4 | 94.7 | -0.0 | 49h 11m |
| Mar 2025 | bearish trending high vol | 74 | +4.98 | 2.04 | 74 | 0 | 100.0 | 0.0 | 62h 25m |
| Feb 2025 | bearish trending low vol | 46 | +2.16 | 1.75 | 45 | 1 | 97.8 | -0.0 | 55h 16m |
| Jan 2025 | bearish choppy low vol | 74 | +3.10 | 1.81 | 71 | 3 | 95.9 | -0.0 | 49h 35m |
| Dec 2024 | bullish trending low vol | 106 | +5.74 | 1.73 | 105 | 1 | 99.1 | -0.0 | 26h 13m |
| Nov 2024 | bullish trending low vol | 123 | +5.02 | 1.94 | 122 | 1 | 99.2 | -0.0 | 36h 31m |
| Oct 2024 | bullish choppy low vol | 39 | +1.62 | 2.02 | 39 | 0 | 100.0 | 0.0 | 74h 04m |
| Sep 2024 | bearish choppy low vol | 69 | +3.25 | 1.93 | 69 | 0 | 100.0 | 0.0 | 106h 43m |
| Aug 2024 | bearish choppy high vol | 31 | +2.67 | 2.07 | 31 | 0 | 100.0 | 0.0 | 116h 49m |
| Jul 2024 | bearish trending low vol | 43 | +3.13 | 1.91 | 42 | 1 | 97.7 | -0.01 | 156h 05m |
| Jun 2024 | bearish choppy low vol | 9 | +0.78 | 1.54 | 9 | 0 | 100.0 | 0.0 | 107h 15m |
| May 2024 | bullish choppy high vol | 20 | +1.37 | 1.41 | 20 | 0 | 100.0 | 0.0 | 216h 16m |
| Apr 2024 | bearish choppy high vol | 11 | +1.79 | 1.99 | 11 | 0 | 100.0 | 0.0 | 172h 22m |
| Mar 2024 | bullish trending high vol | 82 | +2.93 | 1.60 | 82 | 0 | 100.0 | 0.0 | 29h 13m |
| Feb 2024 | bullish trending low vol | 60 | +2.49 | 2.12 | 59 | 1 | 98.3 | -0.0 | 338h 45m |
| Jan 2024 | bearish choppy high vol | 27 | +1.65 | 1.76 | 24 | 3 | 88.9 | -0.0 | 159h 21m |
| Dec 2023 | bullish trending low vol | 63 | +2.11 | 1.66 | 62 | 1 | 98.4 | -0.0 | 47h 23m |
| Nov 2023 | bullish trending low vol | 55 | +2.58 | 2.28 | 54 | 1 | 98.2 | -0.0 | 34h 03m |
| Oct 2023 | bullish trending low vol | 39 | +2.88 | 1.94 | 39 | 0 | 100.0 | 0.0 | 188h 12m |
| Sep 2023 | bearish choppy low vol | 7 | +0.45 | 3.17 | 7 | 0 | 100.0 | 0.0 | 356h 51m |
| Aug 2023 | bearish choppy low vol | 13 | +1.26 | 2.64 | 13 | 0 | 100.0 | 0.0 | 176h 47m |
| Jul 2023 | bullish trending low vol | 20 | +2.23 | 3.87 | 20 | 0 | 100.0 | 0.0 | 208h 04m |
| Jun 2023 | bullish trending low vol | 12 | +1.51 | 1.85 | 11 | 1 | 91.7 | -0.01 | 502h 26m |
| Apr 2023 | bullish trending low vol | 29 | +0.86 | 1.26 | 26 | 3 | 89.7 | -0.0 | 90h 01m |
| Mar 2023 | bullish trending high vol | 37 | +3.52 | 2.24 | 36 | 1 | 97.3 | -0.0 | 128h 19m |
| Feb 2023 | bullish trending low vol | 35 | +1.36 | 1.66 | 33 | 2 | 94.3 | -0.0 | 41h 24m |
| Jan 2023 | bullish trending low vol | 76 | +4.64 | 2.11 | 75 | 1 | 98.7 | -0.0 | 81h 21m |
| Dec 2022 | bearish trending low vol | 6 | +0.23 | 2.14 | 6 | 0 | 100.0 | 0.0 | 48h 32m |
| Nov 2022 | bearish trending high vol | 53 | +5.11 | 2.33 | 53 | 0 | 100.0 | 0.0 | 109h 23m |
| Oct 2022 | bullish choppy low vol | 20 | +1.07 | 2.13 | 20 | 0 | 100.0 | 0.0 | 101h 43m |
| Sep 2022 | bearish choppy high vol | 41 | +0.37 | 1.52 | 40 | 1 | 97.6 | -0.73 | 83h 39m |
| Aug 2022 | bullish choppy high vol | 68 | +3.10 | 2.11 | 67 | 1 | 98.5 | -0.0 | 18h 35m |
| Jul 2022 | bearish trending high vol | 66 | +2.82 | 1.89 | 66 | 0 | 100.0 | -0.06 | 63h 31m |
| Jun 2022 | bearish trending high vol | 32 | +1.98 | 2.23 | 32 | 0 | 100.0 | -1.14 | 58h 17m |
| May 2022 | bearish trending high vol | 69 | +1.25 | 1.79 | 65 | 4 | 94.2 | -1.3 | 63h 04m |
| Apr 2022 | bearish choppy high vol | 32 | +1.91 | 1.75 | 31 | 1 | 96.9 | -0.0 | 70h 32m |
| Mar 2022 | bullish choppy high vol | 79 | +2.79 | 1.67 | 78 | 1 | 98.7 | -0.0 | 45h 33m |
| Feb 2022 | bearish trending high vol | 64 | +4.84 | 1.64 | 62 | 2 | 96.9 | -0.01 | 87h 51m |
| Jan 2022 | bearish trending high vol | 38 | +1.93 | 1.30 | 37 | 1 | 97.4 | -0.0 | 41h 30m |
| Dec 2021 | bearish trending high vol | 89 | +3.10 | 1.58 | 86 | 3 | 96.6 | -0.0 | 39h 25m |
| Nov 2021 | bullish trending high vol | 74 | +2.42 | 1.47 | 70 | 4 | 94.6 | -0.01 | 47h 14m |
| Oct 2021 | bullish trending high vol | 122 | +6.03 | 1.76 | 121 | 1 | 99.2 | -0.0 | 39h 32m |
| Sep 2021 | bearish trending high vol | 116 | +4.32 | 1.42 | 115 | 1 | 99.1 | -0.01 | 36h 31m |
| Aug 2021 | bullish trending high vol | 126 | +4.02 | 1.40 | 126 | 0 | 100.0 | 0.0 | 26h 03m |
| Jul 2021 | bearish trending high vol | 58 | +1.79 | 1.44 | 57 | 1 | 98.3 | -0.0 | 34h 15m |
| Jun 2021 | bearish trending high vol | 64 | +4.61 | 1.70 | 62 | 2 | 96.9 | -0.01 | 34h 19m |
| May 2021 | bearish trending high vol | 220 | +11.24 | 2.12 | 218 | 2 | 99.1 | -0.0 | 9h 09m |
| Apr 2021 | bearish choppy high vol | 168 | +7.07 | 1.98 | 165 | 3 | 98.2 | -0.0 | 14h 28m |
| Mar 2021 | bullish choppy high vol | 134 | +4.35 | 1.61 | 132 | 2 | 98.5 | -0.01 | 22h 46m |
| Feb 2021 | bullish trending high vol | 221 | +8.00 | 1.72 | 219 | 2 | 99.1 | -0.0 | 5h 14m |
| Jan 2021 | bullish trending high vol | 229 | +9.73 | 2.03 | 228 | 1 | 99.6 | -0.0 | 7h 12m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 6 | -9.12 | -12.96 | 0 | 6 | 0.0 | -3.23 | 916h 30m |
| 2025 | 614 | +32.68 | 1.83 | 597 | 17 | 97.2 | 0.0 | 66h 49m |
| 2024 | 620 | +32.44 | 1.86 | 613 | 7 | 98.9 | -0.01 | 100h 06m |
| 2023 | 386 | +23.40 | 2.07 | 376 | 10 | 97.4 | -0.01 | 109h 16m |
| 2022 | 568 | +27.40 | 1.84 | 557 | 11 | 98.1 | -1.3 | 63h 52m |
| 2021 | 1621 | +66.68 | 1.76 | 1599 | 22 | 98.6 | -0.01 | 20h 52m |
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/c847de21df000a5d · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.