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DS_EWO_RSI_5m

Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/def0e3f0291c3474

Run started · finished · took 406.1s

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+285.36%
final wallet3854 USDT
win rate90.5%
max drawdown-2.37%
market change+451.55%
vs market-166.19%
timeframe5m
profit factor11.8
expectancy ratio1.023
break-even fee2.0311%
sharpe5.93
sortino5.008
CAGR+30.9%
calmar206.819
avg MFE+5.27%
avg MAE-4.41%
avg profit/trade3.86%
avg duration0h 44m
best trade+41.75%
worst trade-29.74%
win/loss streak46 / 8
positive months43/45
consistent (3-mo)100.0%
worst 3-mo+0.20%
trades739
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+32%
range (5th–95th)+29% … +35%
chance of profit100.0%
worst-5% outcome+28%
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 5 +1.08 2.15 4 1 80.0 -0.13 1h 35m
Oct 2025 bearish trending low vol 9 +18.96 21.05 9 0 100.0 0.0 0h 19m
Aug 2025 bullish choppy low vol 6 +1.42 2.37 6 0 100.0 0.0 0h 40m
Feb 2025 bearish trending low vol 18 +1.54 0.86 9 9 50.0 -0.07 0h 18m
Dec 2024 bullish trending low vol 11 +5.55 5.04 11 0 100.0 0.0 0h 30m
Nov 2024 bullish trending low vol 5 +2.26 4.53 5 0 100.0 -0.12 0h 22m
Oct 2024 bullish choppy low vol 1 +0.20 1.95 1 0 100.0 -0.18 0h 35m
Aug 2024 bearish choppy high vol 8 +0.47 0.59 6 2 75.0 -0.24 1h 31m
Jun 2024 bearish choppy low vol 14 +4.16 2.97 13 1 92.9 -0.53 0h 25m
Apr 2024 bearish choppy high vol 18 +1.31 0.73 14 4 77.8 -0.6 1h 00m
Mar 2024 bullish trending high vol 14 +3.25 2.32 12 2 85.7 -0.0 0h 26m
Feb 2024 bullish trending low vol 10 +2.79 2.79 10 0 100.0 -0.14 0h 28m
Jan 2024 bearish choppy high vol 11 +2.25 2.05 9 2 81.8 -0.3 0h 58m
Dec 2023 bullish trending low vol 17 +5.13 3.02 17 0 100.0 0.0 0h 31m
Nov 2023 bullish trending low vol 12 +2.36 1.97 12 0 100.0 0.0 0h 38m
Aug 2023 bearish choppy low vol 17 +4.37 2.57 16 1 94.1 -0.56 1h 34m
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 23 +6.89 2.99 22 1 95.7 -0.02 0h 24m
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 -0.14 0h 33m
Mar 2023 bullish trending high vol 10 +0.32 0.32 4 6 40.0 -0.17 1h 08m
Feb 2023 bullish trending low vol 2 +0.29 1.45 1 1 50.0 -0.03 0h 58m
Jan 2023 bullish trending low vol 18 +4.05 2.25 17 1 94.4 -0.01 0h 51m
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 31 +3.41 1.10 24 7 77.4 -1.44 1h 18m
Oct 2022 bullish choppy low vol 1 +0.33 3.32 1 0 100.0 0.0 0h 45m
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 +0.85 8.47 1 0 100.0 0.0 0h 25m
Jul 2022 bearish trending high vol 2 +0.12 0.60 2 0 100.0 -0.22 0h 40m
Jun 2022 bearish trending high vol 6 -0.77 -1.28 4 2 66.7 -0.59 3h 31m
May 2022 bearish trending high vol 25 +15.34 6.14 25 0 100.0 0.0 0h 25m
Apr 2022 bearish choppy high vol 1 -0.52 -5.16 0 1 0.0 -0.17 2h 25m
Mar 2022 bullish choppy high vol 8 +2.56 3.21 8 0 100.0 0.0 0h 37m
Feb 2022 bearish trending high vol 1 +0.32 3.23 1 0 100.0 0.0 0h 15m
Jan 2022 bearish trending high vol 9 +5.51 6.11 9 0 100.0 -0.17 0h 15m
Dec 2021 bearish trending high vol 10 +0.89 0.89 7 3 70.0 -0.23 0h 54m
Nov 2021 bullish trending high vol 7 +3.43 4.90 7 0 100.0 0.0 0h 24m
Oct 2021 bullish trending high vol 11 +4.94 4.49 11 0 100.0 0.0 0h 25m
Sep 2021 bearish trending high vol 27 +7.60 2.82 25 2 92.6 -0.04 0h 37m
Jun 2021 bearish trending high vol 6 +1.05 1.74 5 1 83.3 -0.11 0h 48m
May 2021 bearish trending high vol 141 +71.93 5.11 130 11 92.2 -0.6 0h 43m
Apr 2021 bearish choppy high vol 51 +25.23 4.94 46 5 90.2 -0.49 0h 46m
Mar 2021 bullish choppy high vol 7 +3.35 4.79 7 0 100.0 0.0 0h 24m
Feb 2021 bullish trending high vol 70 +30.03 4.29 66 4 94.3 -2.37 0h 33m
Jan 2021 bullish trending high vol 79 +38.03 4.81 76 3 96.2 -2.13 0h 52m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 38 +23.00 6.05 28 10 73.7 -0.13 0h 32m
2024 92 +22.24 2.42 81 11 88.0 -0.6 0h 43m
2023 111 +25.94 2.34 101 10 91.0 -0.56 0h 47m
2022 89 +27.71 3.11 79 10 88.8 -1.44 0h 58m
2021 409 +186.48 4.56 380 29 92.9 -2.37 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/def0e3f0291c3474 · Strategy League ranking at freqle.org/ranking

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