Freqebeta
freqle.org
NotAnotherSMAOffsetStrategyHOv3
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/dc44d24d6f776771
Run started · finished · took 283.3s
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+304.66%
final wallet4047 USDT
win rate80.4%
max drawdown-7.6%
market change+451.55%
vs market-146.89%
timeframe5m
profit factor2.16
expectancy ratio0.226
break-even fee0.621%
sharpe7.212
sortino6.157
CAGR+32.2%
calmar91.303
avg MFE+3.85%
avg MAE-3.92%
avg profit/trade1.04%
avg duration3h 38m
best trade+129.07%
worst trade-51.83%
win/loss streak66 / 10
positive months44/60
consistent (3-mo)89.7%
worst 3-mo-3.19%
trades2924
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 →
likely annual return+33%
range (5th–95th)+29% … +37%
chance of profit100.0%
worst-5% outcome+27%
significance (p)0.0005
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 90% 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 |
|---|---|---|---|---|---|---|---|---|---|
| Dec 2025 | bearish trending low vol | 1 | -0.05 | -0.48 | 0 | 1 | 0.0 | -0.43 | 13h 15m |
| Nov 2025 | bearish trending high vol | 64 | +6.91 | 1.08 | 52 | 12 | 81.2 | -0.66 | 3h 08m |
| Oct 2025 | bearish trending low vol | 75 | +14.05 | 1.87 | 65 | 10 | 86.7 | -3.49 | 1h 37m |
| Sep 2025 | bullish choppy low vol | 11 | +0.21 | 0.19 | 8 | 3 | 72.7 | -0.7 | 2h 12m |
| Aug 2025 | bullish choppy low vol | 4 | -0.11 | -0.27 | 3 | 1 | 75.0 | -0.7 | 19h 22m |
| Jul 2025 | bullish choppy low vol | 18 | +2.43 | 1.35 | 14 | 4 | 77.8 | -1.13 | 7h 56m |
| Jun 2025 | bearish choppy low vol | 13 | -1.56 | -1.20 | 9 | 4 | 69.2 | -1.34 | 14h 45m |
| May 2025 | bullish trending low vol | 12 | +2.55 | 2.13 | 11 | 1 | 91.7 | -1.38 | 8h 11m |
| Apr 2025 | bullish choppy low vol | 4 | -0.01 | -0.01 | 3 | 1 | 75.0 | -1.56 | 2h 11m |
| Mar 2025 | bearish trending high vol | 13 | -1.01 | -0.78 | 8 | 5 | 61.5 | -1.43 | 10h 23m |
| Feb 2025 | bearish trending low vol | 6 | +0.29 | 0.49 | 5 | 1 | 83.3 | -1.19 | 7h 07m |
| Jan 2025 | bearish choppy low vol | 12 | -2.15 | -1.79 | 7 | 5 | 58.3 | -1.25 | 10h 37m |
| Dec 2024 | bullish trending low vol | 72 | +4.59 | 0.64 | 55 | 17 | 76.4 | -0.84 | 2h 50m |
| Nov 2024 | bullish trending low vol | 144 | +13.48 | 0.94 | 111 | 33 | 77.1 | -0.57 | 4h 00m |
| Oct 2024 | bullish choppy low vol | 3 | -0.17 | -0.58 | 2 | 1 | 66.7 | -0.24 | 30h 47m |
| Sep 2024 | bearish choppy low vol | 2 | -0.13 | -0.65 | 1 | 1 | 50.0 | -0.11 | 30h 02m |
| Aug 2024 | bearish choppy high vol | 5 | +0.13 | 0.26 | 3 | 2 | 60.0 | -0.15 | 2h 55m |
| Jul 2024 | bearish trending low vol | 2 | +0.46 | 2.30 | 2 | 0 | 100.0 | 0.0 | 2h 45m |
| Jun 2024 | bearish choppy low vol | 54 | +8.91 | 1.65 | 53 | 1 | 98.1 | -1.14 | 2h 58m |
| May 2024 | bullish choppy high vol | 4 | +0.54 | 1.34 | 3 | 1 | 75.0 | -1.31 | 9h 09m |
| Apr 2024 | bearish choppy high vol | 8 | -4.46 | -5.57 | 5 | 3 | 62.5 | -1.34 | 5h 48m |
| Mar 2024 | bullish trending high vol | 37 | +4.76 | 1.29 | 30 | 7 | 81.1 | -0.24 | 4h 42m |
| Feb 2024 | bullish trending low vol | 29 | +4.88 | 1.68 | 24 | 5 | 82.8 | -0.38 | 2h 37m |
| Jan 2024 | bearish choppy high vol | 52 | +6.13 | 1.18 | 43 | 9 | 82.7 | -0.45 | 6h 56m |
| Dec 2023 | bullish trending low vol | 73 | +5.36 | 0.73 | 58 | 15 | 79.5 | -0.67 | 7h 25m |
| Nov 2023 | bullish trending low vol | 36 | +4.20 | 1.17 | 30 | 6 | 83.3 | -0.28 | 5h 31m |
| Oct 2023 | bullish trending low vol | 4 | +0.84 | 2.10 | 3 | 1 | 75.0 | -0.04 | 6h 30m |
| Sep 2023 | bearish choppy low vol | 2 | +0.50 | 2.48 | 2 | 0 | 100.0 | -0.0 | 2h 10m |
| Aug 2023 | bearish choppy low vol | 43 | +4.16 | 0.97 | 39 | 4 | 90.7 | -1.04 | 1h 28m |
| Jul 2023 | bullish trending low vol | 26 | -1.02 | -0.39 | 15 | 11 | 57.7 | -0.72 | 15h 22m |
| Jun 2023 | bullish trending low vol | 47 | +8.62 | 1.83 | 41 | 6 | 87.2 | -0.88 | 3h 26m |
| May 2023 | bearish choppy low vol | 2 | +0.40 | 1.98 | 2 | 0 | 100.0 | -1.11 | 1h 52m |
| Apr 2023 | bullish trending low vol | 7 | +1.43 | 2.04 | 6 | 1 | 85.7 | -1.67 | 3h 03m |
| Mar 2023 | bullish trending high vol | 16 | -5.02 | -3.14 | 8 | 8 | 50.0 | -1.61 | 35h 47m |
| Feb 2023 | bullish trending low vol | 8 | +1.41 | 1.76 | 7 | 1 | 87.5 | -0.06 | 2h 36m |
| Jan 2023 | bullish trending low vol | 48 | +6.62 | 1.38 | 37 | 11 | 77.1 | -0.31 | 5h 49m |
| Dec 2022 | bearish trending low vol | 4 | +0.72 | 1.79 | 4 | 0 | 100.0 | 0.0 | 0h 00m |
| Nov 2022 | bearish trending high vol | 50 | +7.91 | 1.58 | 43 | 7 | 86.0 | -1.07 | 4h 13m |
| Oct 2022 | bullish choppy low vol | 8 | -0.86 | -1.07 | 5 | 3 | 62.5 | -0.68 | 4h 41m |
| Sep 2022 | bearish choppy high vol | 10 | -0.75 | -0.75 | 5 | 5 | 50.0 | -0.45 | 11h 12m |
| Aug 2022 | bullish choppy high vol | 15 | -0.15 | -0.10 | 11 | 4 | 73.3 | -0.79 | 4h 34m |
| Jul 2022 | bearish trending high vol | 42 | +4.69 | 1.12 | 32 | 10 | 76.2 | -1.79 | 8h 01m |
| Jun 2022 | bearish trending high vol | 41 | -1.32 | -0.32 | 25 | 16 | 61.0 | -2.07 | 4h 06m |
| May 2022 | bearish trending high vol | 54 | +4.70 | 0.87 | 42 | 12 | 77.8 | -1.3 | 3h 24m |
| Apr 2022 | bearish choppy high vol | 9 | +1.05 | 1.16 | 6 | 3 | 66.7 | -0.12 | 3h 05m |
| Mar 2022 | bullish choppy high vol | 15 | +2.86 | 1.91 | 13 | 2 | 86.7 | -0.09 | 2h 26m |
| Feb 2022 | bearish trending high vol | 26 | +5.38 | 2.07 | 21 | 5 | 80.8 | -0.64 | 1h 09m |
| Jan 2022 | bearish trending high vol | 7 | +1.77 | 2.53 | 6 | 1 | 85.7 | -1.05 | 6h 37m |
| Dec 2021 | bearish trending high vol | 17 | -0.49 | -0.30 | 12 | 5 | 70.6 | -1.61 | 4h 44m |
| Nov 2021 | bullish trending high vol | 18 | +1.24 | 0.69 | 15 | 3 | 83.3 | -1.46 | 6h 07m |
| Oct 2021 | bullish trending high vol | 45 | +3.58 | 0.79 | 39 | 6 | 86.7 | -1.4 | 5h 18m |
| Sep 2021 | bearish trending high vol | 81 | +13.81 | 1.71 | 68 | 13 | 84.0 | -0.58 | 1h 49m |
| Aug 2021 | bullish trending high vol | 66 | +8.87 | 1.34 | 53 | 13 | 80.3 | -0.85 | 2h 59m |
| Jul 2021 | bearish trending high vol | 38 | +1.30 | 0.34 | 26 | 12 | 68.4 | -0.98 | 8h 26m |
| Jun 2021 | bearish trending high vol | 38 | +1.17 | 0.31 | 22 | 16 | 57.9 | -0.88 | 5h 22m |
| May 2021 | bearish trending high vol | 372 | +55.72 | 1.50 | 319 | 53 | 85.8 | -1.39 | 1h 38m |
| Apr 2021 | bearish choppy high vol | 200 | +16.07 | 0.80 | 151 | 49 | 75.5 | -2.0 | 2h 00m |
| Mar 2021 | bullish choppy high vol | 95 | +10.99 | 1.16 | 81 | 14 | 85.3 | -2.95 | 3h 45m |
| Feb 2021 | bullish trending high vol | 309 | +28.66 | 0.93 | 251 | 58 | 81.2 | -3.8 | 2h 28m |
| Jan 2021 | bullish trending high vol | 407 | +49.59 | 1.22 | 337 | 70 | 82.8 | -7.6 | 1h 38m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 233 | +21.55 | 0.92 | 185 | 48 | 79.4 | -3.49 | 5h 05m |
| 2024 | 412 | +39.12 | 0.95 | 332 | 80 | 80.6 | -1.34 | 4h 23m |
| 2023 | 312 | +27.50 | 0.88 | 248 | 64 | 79.5 | -1.67 | 7h 21m |
| 2022 | 281 | +26.00 | 0.93 | 213 | 68 | 75.8 | -2.07 | 4h 29m |
| 2021 | 1686 | +190.51 | 1.13 | 1374 | 312 | 81.5 | -7.6 | 2h 25m |
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/dc44d24d6f776771 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.