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DS_Green_5m

Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/e31be1247c26dd0a

Run started · finished · took 323.3s

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+45.40%
final wallet1454 USDT
win rate59.2%
max drawdown-13.29%
market change+451.55%
vs market-406.15%
timeframe5m
profit factor1.51
expectancy ratio0.208
sharpe1.36
sortino1.083
CAGR+7.8%
calmar3.575
avg MFE+2.29%
avg MAE-3.07%
avg profit/trade0.4%
avg duration1h 08m
best trade+18.90%
worst trade-39.70%
positive months37/47
consistent (3-mo)86.7%
worst 3-mo-6.76%
trades1145
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+8%
range (5th–95th)+4% … +12%
chance of profit100.0%
worst-5% outcome+3%
significance (p)0.0
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 21 +1.47 0.70 16 5 76.2 -1.17 1h 11m
Oct 2025 bearish trending low vol 2 +0.40 1.98 2 0 100.0 0.0 0h 40m
Sep 2025 bullish choppy low vol 4 +0.93 2.32 4 0 100.0 0.0 2h 09m
Jul 2025 bullish choppy low vol 2 +0.31 1.54 2 0 100.0 0.0 1h 18m
Jun 2025 bearish choppy low vol 2 +0.18 0.91 1 1 50.0 -0.02 0h 02m
Apr 2025 bullish choppy low vol 1 +0.15 1.47 1 0 100.0 0.0 0h 20m
Mar 2025 bearish trending high vol 1 +0.23 2.30 1 0 100.0 0.0 0h 10m
Feb 2025 bearish trending low vol 5 +1.25 2.49 5 0 100.0 0.0 1h 10m
Jan 2025 bearish choppy low vol 3 +0.24 0.79 2 1 66.7 -0.02 2h 17m
Dec 2024 bullish trending low vol 21 +1.41 0.67 14 7 66.7 -0.51 1h 11m
Nov 2024 bullish trending low vol 45 +3.38 0.75 32 13 71.1 -0.67 1h 49m
Jun 2024 bearish choppy low vol 1 -0.03 -0.30 0 1 0.0 -0.02 0h 00m
Apr 2024 bearish choppy high vol 5 +0.01 0.02 1 4 20.0 -0.09 0h 15m
Mar 2024 bullish trending high vol 10 +0.50 0.50 6 4 60.0 -0.52 0h 55m
Feb 2024 bullish trending low vol 5 +0.05 0.10 3 2 60.0 -0.32 3h 56m
Jan 2024 bearish choppy high vol 5 -0.04 -0.08 3 2 60.0 -0.39 2h 41m
Dec 2023 bullish trending low vol 10 +1.01 1.01 6 4 60.0 -0.51 0h 11m
Nov 2023 bullish trending low vol 10 -0.53 -0.53 5 5 50.0 -0.77 2h 23m
Oct 2023 bullish trending low vol 2 +0.10 0.50 1 1 50.0 -0.11 0h 48m
Jul 2023 bullish trending low vol 1 +0.15 1.53 1 0 100.0 -0.08 1h 00m
Jun 2023 bullish trending low vol 8 +1.12 1.41 6 2 75.0 -1.05 1h 06m
Apr 2023 bullish trending low vol 1 -0.03 -0.30 0 1 0.0 -1.03 0h 00m
Mar 2023 bullish trending high vol 8 +1.11 1.38 7 1 87.5 -1.74 2h 17m
Feb 2023 bullish trending low vol 1 -0.48 -4.84 0 1 0.0 -1.83 7h 15m
Jan 2023 bullish trending low vol 18 +0.97 0.54 8 10 44.4 -2.11 1h 06m
Nov 2022 bearish trending high vol 40 +3.81 0.95 24 16 60.0 -5.51 0h 58m
Oct 2022 bullish choppy low vol 6 +0.55 0.91 4 2 66.7 -5.45 0h 45m
Sep 2022 bearish choppy high vol 2 -0.46 -2.32 1 1 50.0 -5.43 3h 32m
Aug 2022 bullish choppy high vol 3 +0.46 1.52 2 1 66.7 -5.29 0h 10m
Jul 2022 bearish trending high vol 16 +1.52 0.95 12 4 75.0 -6.44 1h 29m
Jun 2022 bearish trending high vol 13 +1.41 1.08 11 2 84.6 -7.8 1h 37m
May 2022 bearish trending high vol 82 -2.41 -0.29 47 35 57.3 -9.01 1h 51m
Mar 2022 bullish choppy high vol 7 +0.42 0.59 3 4 42.9 -6.02 0h 16m
Feb 2022 bearish trending high vol 3 +0.67 2.25 3 0 100.0 -6.52 0h 33m
Jan 2022 bearish trending high vol 1 -0.03 -0.31 0 1 0.0 -6.62 0h 00m
Dec 2021 bearish trending high vol 3 +0.60 2.00 3 0 100.0 -6.89 0h 28m
Nov 2021 bullish trending high vol 3 +0.47 1.56 3 0 100.0 -7.27 0h 47m
Oct 2021 bullish trending high vol 5 +0.50 1.00 3 2 60.0 -7.66 0h 43m
Sep 2021 bearish trending high vol 19 +2.04 1.08 12 7 63.2 -9.18 0h 24m
Aug 2021 bullish trending high vol 13 +0.26 0.20 7 6 53.8 -9.35 0h 49m
Jul 2021 bearish trending high vol 9 +0.90 1.00 7 2 77.8 -10.17 2h 03m
Jun 2021 bearish trending high vol 14 -1.87 -1.34 9 5 64.3 -10.14 2h 15m
May 2021 bearish trending high vol 213 -5.79 -0.27 127 86 59.6 -13.29 1h 37m
Apr 2021 bearish choppy high vol 100 +5.68 0.57 60 40 60.0 -1.21 0h 46m
Mar 2021 bullish choppy high vol 25 +1.63 0.65 15 10 60.0 -0.37 0h 52m
Feb 2021 bullish trending high vol 172 +13.33 0.77 98 74 57.0 -6.36 0h 55m
Jan 2021 bullish trending high vol 204 +7.90 0.39 100 104 49.0 -6.42 0h 24m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 41 +5.16 1.25 34 7 82.9 -1.17 1h 14m
2024 92 +5.28 0.57 59 33 64.1 -0.67 1h 38m
2023 59 +3.42 0.58 34 25 57.6 -2.11 1h 24m
2022 173 +5.94 0.34 107 66 61.8 -9.01 1h 27m
2021 780 +25.65 0.33 444 336 56.9 -13.29 0h 58m

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/e31be1247c26dd0a · Strategy League ranking at freqle.org/ranking

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