Freqebeta
freqle.org
FuturesSwingStrategy
Strategy League report · Chris6622/class-AdvancedFuturesSwingStrategy-IStrategy- · freqle.org/strategy/d521713b140b2363
Run started · finished · took 63.1s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 4h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+1296.38%
final wallet13964 USDT
win rate79.8%
max drawdown-13.25%
market change+427.60%
vs market+868.78%
timeframe4h
profit factor1.37
expectancy ratio0.074
break-even fee0.3516%
sharpe10.166
sortino11.693
CAGR+69.4%
calmar104.32
avg leverage3.0x
avg MFE+3.28%
avg MAE-3.50%
avg profit/trade1.51%
avg duration20h 14m
best trade+86.22%
worst trade-31.54%
win/loss streak48 / 12
positive months47/61
consistent (3-mo)84.7%
worst 3-mo-38.99%
trades8647
revision1
ℹ️ This strategy uses a trailing stop / custom_stoploss() — freqtrade only
re-checks these once per 4h 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+69%
range (5th–95th)+55% … +85%
chance of profit100.0%
worst-5% outcome+50%
significance (p)0.0005
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 85% 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 | 6 | -3.51 | -6.03 | 0 | 6 | 0.0 | -1.2 | 132h 00m |
| Dec 2025 | bearish trending low vol | 169 | +24.55 | 1.47 | 141 | 28 | 83.4 | -1.45 | 21h 45m |
| Nov 2025 | bearish trending high vol | 150 | +51.47 | 3.48 | 129 | 21 | 86.0 | -0.74 | 11h 22m |
| Oct 2025 | bearish trending low vol | 147 | +65.08 | 4.42 | 112 | 35 | 76.2 | -4.79 | 26h 30m |
| Sep 2025 | bullish choppy low vol | 100 | -5.00 | -0.47 | 80 | 20 | 80.0 | -3.86 | 44h 24m |
| Aug 2025 | bearish choppy low vol | 139 | -26.15 | -1.89 | 102 | 37 | 73.4 | -3.51 | 23h 08m |
| Jul 2025 | bullish choppy low vol | 149 | +51.77 | 3.52 | 134 | 15 | 89.9 | -1.25 | 20h 31m |
| Jun 2025 | bearish choppy low vol | 129 | +42.51 | 3.33 | 110 | 19 | 85.3 | -4.02 | 16h 15m |
| May 2025 | bullish trending low vol | 112 | -31.78 | -2.88 | 80 | 32 | 71.4 | -4.02 | 40h 09m |
| Apr 2025 | bullish choppy low vol | 145 | +30.15 | 2.13 | 122 | 23 | 84.1 | -1.78 | 15h 10m |
| Mar 2025 | bearish trending high vol | 130 | -3.58 | -0.26 | 102 | 28 | 78.5 | -2.09 | 26h 04m |
| Feb 2025 | bearish trending low vol | 150 | +57.59 | 3.87 | 130 | 20 | 86.7 | -0.96 | 16h 38m |
| Jan 2025 | bearish choppy low vol | 158 | +27.77 | 1.75 | 119 | 39 | 75.3 | -2.31 | 15h 55m |
| Dec 2024 | bullish trending low vol | 174 | +15.91 | 0.92 | 132 | 42 | 75.9 | -2.93 | 11h 20m |
| Nov 2024 | bullish trending low vol | 165 | +55.28 | 3.36 | 132 | 33 | 80.0 | -5.17 | 12h 47m |
| Oct 2024 | bullish choppy low vol | 117 | -11.10 | -0.95 | 91 | 26 | 77.8 | -6.11 | 31h 54m |
| Sep 2024 | bearish choppy low vol | 148 | +15.60 | 1.07 | 120 | 28 | 81.1 | -5.94 | 28h 21m |
| Aug 2024 | bearish choppy high vol | 103 | -13.03 | -1.28 | 78 | 25 | 75.7 | -6.01 | 24h 54m |
| Jul 2024 | bearish trending low vol | 128 | -41.56 | -3.25 | 89 | 39 | 69.5 | -5.12 | 34h 09m |
| Jun 2024 | bearish choppy low vol | 166 | +52.21 | 3.15 | 143 | 23 | 86.1 | -1.97 | 30h 09m |
| May 2024 | bullish choppy high vol | 136 | +13.49 | 0.97 | 112 | 24 | 82.4 | -2.27 | 26h 14m |
| Apr 2024 | bearish choppy high vol | 143 | +5.03 | 0.32 | 110 | 33 | 76.9 | -5.83 | 18h 33m |
| Mar 2024 | bullish trending high vol | 206 | +11.14 | 0.53 | 150 | 56 | 72.8 | -3.84 | 11h 55m |
| Feb 2024 | bullish trending low vol | 164 | +26.92 | 1.65 | 136 | 28 | 82.9 | -1.55 | 26h 51m |
| Jan 2024 | bearish choppy high vol | 175 | +11.63 | 0.65 | 140 | 35 | 80.0 | -4.04 | 15h 45m |
| Dec 2023 | bullish trending low vol | 188 | +54.86 | 2.94 | 157 | 31 | 83.5 | -1.08 | 18h 31m |
| Nov 2023 | bullish trending low vol | 191 | +66.92 | 3.52 | 167 | 24 | 87.4 | -1.25 | 16h 31m |
| Oct 2023 | bullish trending low vol | 126 | +32.20 | 2.57 | 107 | 19 | 84.9 | -2.12 | 35h 09m |
| Sep 2023 | bearish choppy low vol | 89 | +31.46 | 3.55 | 79 | 10 | 88.8 | -0.61 | 37h 21m |
| Aug 2023 | bearish choppy low vol | 117 | +12.82 | 1.09 | 90 | 27 | 76.9 | -1.41 | 48h 37m |
| Jul 2023 | bullish trending low vol | 119 | +35.59 | 3.00 | 97 | 22 | 81.5 | -1.46 | 31h 06m |
| Jun 2023 | bullish trending low vol | 158 | +51.72 | 3.27 | 128 | 30 | 81.0 | -3.23 | 17h 57m |
| May 2023 | bearish choppy low vol | 134 | +46.09 | 3.46 | 121 | 13 | 90.3 | -7.36 | 32h 38m |
| Apr 2023 | bullish trending low vol | 102 | -24.54 | -2.43 | 70 | 32 | 68.6 | -8.11 | 45h 27m |
| Mar 2023 | bullish trending high vol | 163 | -10.67 | -0.64 | 121 | 42 | 74.2 | -4.07 | 26h 39m |
| Feb 2023 | bullish trending low vol | 129 | +10.47 | 0.82 | 103 | 26 | 79.8 | -2.84 | 20h 24m |
| Jan 2023 | bullish trending low vol | 169 | +26.55 | 1.57 | 134 | 35 | 79.3 | -4.45 | 22h 42m |
| Dec 2022 | bearish trending low vol | 119 | +12.69 | 1.07 | 95 | 24 | 79.8 | -2.33 | 45h 55m |
| Nov 2022 | bearish trending high vol | 136 | +49.41 | 3.65 | 115 | 21 | 84.6 | -8.34 | 19h 19m |
| Oct 2022 | bullish choppy low vol | 130 | +5.11 | 0.40 | 106 | 24 | 81.5 | -8.91 | 27h 21m |
| Sep 2022 | bearish choppy high vol | 134 | +0.63 | 0.06 | 107 | 27 | 79.9 | -11.9 | 21h 31m |
| Aug 2022 | bullish choppy high vol | 124 | +15.09 | 1.23 | 100 | 24 | 80.6 | -11.76 | 16h 29m |
| Jul 2022 | bullish trending high vol | 86 | -23.25 | -2.72 | 60 | 26 | 69.8 | -13.0 | 16h 22m |
| Jun 2022 | bearish trending high vol | 133 | -3.54 | -0.26 | 101 | 32 | 75.9 | -8.82 | 13h 57m |
| May 2022 | bearish trending high vol | 107 | +40.81 | 3.86 | 82 | 25 | 76.6 | -6.04 | 9h 32m |
| Apr 2022 | bearish choppy high vol | 159 | +15.77 | 1.05 | 127 | 32 | 79.9 | -13.25 | 16h 03m |
| Mar 2022 | bullish choppy high vol | 156 | -23.70 | -1.50 | 115 | 41 | 73.7 | -10.58 | 21h 02m |
| Feb 2022 | bearish trending high vol | 147 | -9.91 | -0.71 | 100 | 47 | 68.0 | -6.3 | 13h 18m |
| Jan 2022 | bearish trending high vol | 140 | +24.70 | 1.78 | 111 | 29 | 79.3 | -5.97 | 15h 10m |
| Dec 2021 | bearish trending high vol | 161 | +18.99 | 1.22 | 134 | 27 | 83.2 | -5.25 | 12h 48m |
| Nov 2021 | bearish trending high vol | 155 | +35.91 | 2.35 | 131 | 24 | 84.5 | -2.44 | 15h 26m |
| Oct 2021 | bullish trending high vol | 129 | +21.08 | 1.67 | 107 | 22 | 82.9 | -2.82 | 18h 59m |
| Sep 2021 | bearish trending high vol | 135 | +17.41 | 1.21 | 107 | 28 | 79.3 | -4.5 | 16h 00m |
| Aug 2021 | bullish trending high vol | 174 | +30.14 | 1.69 | 142 | 32 | 81.6 | -8.12 | 14h 08m |
| Jul 2021 | bullish trending high vol | 185 | +20.86 | 1.15 | 147 | 38 | 79.5 | -7.85 | 12h 52m |
| Jun 2021 | bearish trending high vol | 146 | +29.09 | 2.02 | 112 | 34 | 76.7 | -5.84 | 4h 48m |
| May 2021 | bearish trending high vol | 183 | +59.00 | 3.24 | 142 | 41 | 77.6 | -5.79 | 4h 04m |
| Apr 2021 | bearish choppy high vol | 155 | +58.59 | 3.80 | 127 | 28 | 81.9 | -6.28 | 9h 33m |
| Mar 2021 | bullish choppy high vol | 132 | +33.83 | 2.61 | 108 | 24 | 81.8 | -7.68 | 11h 42m |
| Feb 2021 | bullish trending high vol | 165 | +72.25 | 4.45 | 129 | 36 | 78.2 | -6.31 | 5h 52m |
| Jan 2021 | bullish trending high vol | 162 | +39.55 | 2.46 | 129 | 33 | 79.6 | -9.23 | 4h 22m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 6 | -3.51 | -6.03 | 0 | 6 | 0.0 | -1.2 | 132h 00m |
| 2025 | 1678 | +284.38 | 1.71 | 1361 | 317 | 81.1 | -4.79 | 22h 09m |
| 2024 | 1825 | +141.52 | 0.77 | 1433 | 392 | 78.5 | -6.11 | 21h 48m |
| 2023 | 1685 | +333.47 | 1.99 | 1374 | 311 | 81.5 | -8.11 | 27h 33m |
| 2022 | 1571 | +103.81 | 0.67 | 1219 | 352 | 77.6 | -13.25 | 19h 35m |
| 2021 | 1882 | +436.70 | 2.34 | 1515 | 367 | 80.5 | -9.23 | 10h 39m |
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/d521713b140b2363 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.