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DS_BNC_EV1E_5m

Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/d8038a9c2901a501

Run started · finished · took 414.0s

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+309.21%
final wallet4092 USDT
win rate88.5%
max drawdown-1.47%
market change+451.55%
vs market-142.34%
timeframe5m
profit factor10.36
expectancy ratio1.074
break-even fee1.824%
sharpe7.578
sortino7.418
CAGR+32.5%
calmar219.556
avg MFE+5.05%
avg MAE-5.09%
avg profit/trade3.45%
avg duration0h 43m
best trade+33.38%
worst trade-20.86%
win/loss streak48 / 6
positive months45/48
consistent (3-mo)100.0%
worst 3-mo+0.36%
trades897
revision1

ℹ️ This strategy uses a trailing stop / custom_stoploss() — 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+34%
range (5th–95th)+31% … +37%
chance of profit100.0%
worst-5% outcome+30%
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
Nov 2025 bearish trending high vol 6 +0.37 0.62 5 1 83.3 -1.11 1h 03m
Oct 2025 bearish trending low vol 17 +10.08 5.93 13 4 76.5 -1.18 2h 05m
Aug 2025 bullish choppy low vol 6 +1.42 2.37 6 0 100.0 0.0 0h 40m
Apr 2025 bullish choppy low vol 1 +0.27 2.74 1 0 100.0 0.0 0h 35m
Feb 2025 bearish trending low vol 17 +2.08 1.23 9 8 52.9 -0.04 0h 39m
Dec 2024 bullish trending low vol 12 +6.25 5.20 12 0 100.0 0.0 0h 30m
Nov 2024 bullish trending low vol 6 +2.50 4.17 6 0 100.0 0.0 0h 22m
Oct 2024 bullish choppy low vol 1 +0.20 1.95 1 0 100.0 0.0 0h 35m
Aug 2024 bearish choppy high vol 19 +5.31 2.79 17 2 89.5 -0.09 0h 28m
Jul 2024 bearish trending low vol 2 +0.66 3.30 2 0 100.0 0.0 0h 48m
Jun 2024 bearish choppy low vol 15 +4.13 2.75 13 2 86.7 -0.36 0h 23m
Apr 2024 bearish choppy high vol 19 +1.96 1.03 12 7 63.2 -0.35 1h 01m
Mar 2024 bullish trending high vol 13 +2.54 1.95 11 2 84.6 -0.0 0h 26m
Feb 2024 bullish trending low vol 10 +2.75 2.75 10 0 100.0 -0.13 0h 28m
Jan 2024 bearish choppy high vol 14 +3.72 2.66 12 2 85.7 -0.26 0h 41m
Dec 2023 bullish trending low vol 17 +5.11 3.00 17 0 100.0 0.0 0h 30m
Nov 2023 bullish trending low vol 12 +2.32 1.93 12 0 100.0 0.0 0h 38m
Aug 2023 bearish choppy low vol 19 +1.93 1.01 15 4 78.9 -0.38 1h 10m
Jul 2023 bullish trending low vol 2 +0.56 2.80 2 0 100.0 0.0 0h 32m
Jun 2023 bullish trending low vol 29 +7.42 2.56 28 1 96.6 -0.02 0h 20m
May 2023 bearish choppy low vol 1 +0.32 3.18 1 0 100.0 0.0 0h 25m
Apr 2023 bullish trending low vol 9 +1.65 1.84 9 0 100.0 -0.16 0h 33m
Mar 2023 bullish trending high vol 10 +0.16 0.16 4 6 40.0 -0.19 1h 05m
Feb 2023 bullish trending low vol 2 +0.24 1.22 1 1 50.0 -0.04 0h 58m
Jan 2023 bullish trending low vol 19 +4.48 2.36 18 1 94.7 -0.01 0h 49m
Dec 2022 bearish trending low vol 2 +0.26 1.31 2 0 100.0 0.0 0h 22m
Nov 2022 bearish trending high vol 44 +5.51 1.25 36 8 81.8 -1.47 1h 10m
Oct 2022 bullish choppy low vol 1 +0.41 4.12 1 0 100.0 0.0 0h 20m
Sep 2022 bearish choppy high vol 2 +0.30 1.48 2 0 100.0 0.0 0h 52m
Aug 2022 bullish choppy high vol 1 -0.06 -0.63 0 1 0.0 -0.02 0h 00m
Jul 2022 bearish trending high vol 2 +0.12 0.60 2 0 100.0 0.0 0h 40m
Jun 2022 bearish trending high vol 9 +2.76 3.06 8 1 88.9 -0.03 0h 56m
May 2022 bearish trending high vol 29 +18.50 6.38 29 0 100.0 -0.08 0h 31m
Apr 2022 bearish choppy high vol 2 -0.46 -2.31 1 1 50.0 -0.2 1h 12m
Mar 2022 bullish choppy high vol 8 +2.53 3.17 8 0 100.0 0.0 0h 34m
Feb 2022 bearish trending high vol 2 +1.30 6.49 2 0 100.0 0.0 0h 48m
Jan 2022 bearish trending high vol 15 +8.42 5.61 15 0 100.0 -0.84 0h 16m
Dec 2021 bearish trending high vol 11 -2.55 -2.32 5 6 45.5 -1.06 2h 37m
Nov 2021 bullish trending high vol 11 +4.49 4.09 10 1 90.9 -0.01 0h 16m
Oct 2021 bullish trending high vol 11 +2.77 2.52 8 3 72.7 -0.06 0h 16m
Sep 2021 bearish trending high vol 30 +7.03 2.35 26 4 86.7 -0.31 0h 43m
Aug 2021 bullish trending high vol 1 +0.23 2.29 1 0 100.0 -0.06 0h 20m
Jun 2021 bearish trending high vol 10 +2.80 2.80 8 2 80.0 -0.14 0h 42m
May 2021 bearish trending high vol 170 +70.89 4.17 157 13 92.4 -1.16 0h 45m
Apr 2021 bearish choppy high vol 55 +24.05 4.37 50 5 90.9 -0.43 0h 47m
Mar 2021 bullish choppy high vol 9 +3.13 3.48 9 0 100.0 0.0 0h 22m
Feb 2021 bullish trending high vol 91 +37.82 4.16 82 9 90.1 -1.37 0h 33m
Jan 2021 bullish trending high vol 103 +50.53 4.91 95 8 92.2 -0.38 0h 38m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 47 +14.22 3.03 34 13 72.3 -1.18 1h 13m
2024 111 +30.02 2.70 96 15 86.5 -0.36 0h 35m
2023 120 +24.19 2.02 107 13 89.2 -0.38 0h 41m
2022 117 +39.59 3.38 106 11 90.6 -1.47 0h 47m
2021 502 +201.19 4.01 451 51 89.8 -1.37 0h 42m

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/d8038a9c2901a501 · Strategy League ranking at freqle.org/ranking

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