MyStrategy
♡
Basics
mode: spot
timeframe: 5m
interface version: 3
Settings
stoploss: -0.1
has minimal roi
trailing
Indicators
EMA
MACD
RSI
talib
Concepts
trailing
15 related strategies (⧉ identical code, ≈ similar name)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | from freqtrade.strategy import IStrategy from pandas import DataFrame import talib class MyStrategy(IStrategy): INTERFACE_VERSION = 3 timeframe = '5m' minimal_roi = {'60': 0.1, '30': 0.05, '0': 0.02} stoploss = -0.1 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema_fast'] = talib.EMA(dataframe['close'], timeperiod=12) dataframe['ema_slow'] = talib.EMA(dataframe['close'], timeperiod=26) macd, macdsignal, macdhist = talib.MACD(dataframe['close'], fastperiod=12, slowperiod=26, signalperiod=9) dataframe['macd'] = macd dataframe['macdsignal'] = macdsignal dataframe['rsi'] = talib.RSI(dataframe['close'], timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['ema_fast'] > dataframe['ema_slow']) & (dataframe['macd'] > dataframe['macdsignal']) & (dataframe['rsi'] < 30), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['ema_fast'] < dataframe['ema_slow']) & (dataframe['macd'] < dataframe['macdsignal']) & (dataframe['rsi'] > 70), 'exit_long'] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
The fixed-params backtest (33 pairs · 20210101-20260101) — the only run that feeds the Strategy League ranking.
Backtests — over a market period
Backtest this strategy over a chosen crypto-cycle period. These don't affect the League ranking, and need that period's candle data downloaded.
Log in or sign up to run backtests.
| Period | Range | Total % | Win % | Max DD | Trades | |
|---|---|---|---|---|---|---|
| 2020 · DeFi Summer & Pre-Halving Rally | 20200101-20210101 | not run | ||||
| 2021 · Institutional Bull Market | 20210101-20220101 | not run | ||||
| 2022 · Post-Bull Crash & Macro Tightening | 20220101-20230101 | not run | ||||
| 2023–2024 · Recovery & ETF Anticipation | 20230101-20250101 | not run | ||||
| 2025–2026 · Current Cycle | 20250101-20260101 | not run | ||||
Walk forward
Out-of-sample backtest on recent data · 33 pairs · 20260101-20260701.
Backtest trust check
Static source analysis — instant, does not run the strategy. Flags future-data leaks, backtest-realism problems, and indicators worth a second look.
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.