Freqebeta
freqle.org
NotAnotherSMAOffsetStrategyLite
Strategy League report · DerSalvador/freqtrade-helm-chart · freqle.org/strategy/e434c4d708921545
Run started · finished · took 281.9s
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+184.23%
final wallet2842 USDT
win rate71.2%
max drawdown-8.21%
market change+451.55%
vs market-267.32%
timeframe5m
profit factor1.56
expectancy ratio0.161
break-even fee0.3011%
sharpe7.609
sortino6.448
CAGR+23.2%
calmar23.475
avg MFE+2.12%
avg MAE-2.42%
avg profit/trade0.4%
avg duration0h 46m
best trade+2.57%
worst trade-10.18%
win/loss streak46 / 13
positive months43/59
consistent (3-mo)80.7%
worst 3-mo-18.92%
trades4582
revision1
ℹ️ This strategy uses 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 →
likely annual return+23%
range (5th–95th)+20% … +27%
chance of profit100.0%
worst-5% outcome+19%
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 81% 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 | 33 | -0.80 | -0.24 | 20 | 13 | 60.6 | -2.11 | 1h 11m |
| Nov 2025 | bearish trending high vol | 72 | -1.73 | -0.24 | 48 | 24 | 66.7 | -1.83 | 0h 55m |
| Oct 2025 | bearish trending low vol | 50 | +5.12 | 1.02 | 40 | 10 | 80.0 | -0.41 | 0h 39m |
| Sep 2025 | bullish choppy low vol | 14 | -0.19 | -0.13 | 8 | 6 | 57.1 | -0.47 | 1h 06m |
| Aug 2025 | bullish choppy low vol | 10 | +0.89 | 0.89 | 9 | 1 | 90.0 | -0.67 | 0h 42m |
| Jul 2025 | bullish choppy low vol | 15 | +0.82 | 0.55 | 11 | 4 | 73.3 | -0.95 | 0h 52m |
| Jun 2025 | bearish choppy low vol | 15 | -1.25 | -0.83 | 4 | 11 | 26.7 | -1.07 | 1h 29m |
| May 2025 | bullish trending low vol | 42 | +1.03 | 0.25 | 23 | 19 | 54.8 | -0.56 | 0h 57m |
| Apr 2025 | bullish choppy low vol | 16 | +0.12 | 0.07 | 11 | 5 | 68.8 | -0.73 | 1h 08m |
| Mar 2025 | bearish trending high vol | 30 | -0.01 | -0.00 | 19 | 11 | 63.3 | -0.5 | 0h 55m |
| Feb 2025 | bearish trending low vol | 43 | +1.22 | 0.28 | 28 | 15 | 65.1 | -1.23 | 0h 58m |
| Jan 2025 | bearish choppy low vol | 57 | +0.15 | 0.03 | 41 | 16 | 71.9 | -1.73 | 0h 58m |
| Dec 2024 | bullish trending low vol | 99 | -0.45 | -0.04 | 60 | 39 | 60.6 | -1.44 | 0h 48m |
| Nov 2024 | bullish trending low vol | 203 | +13.07 | 0.64 | 148 | 55 | 72.9 | -1.18 | 0h 43m |
| Oct 2024 | bullish choppy low vol | 10 | +1.31 | 1.31 | 8 | 2 | 80.0 | -0.11 | 0h 36m |
| Aug 2024 | bearish choppy high vol | 19 | +0.76 | 0.40 | 10 | 9 | 52.6 | -0.31 | 0h 53m |
| Jul 2024 | bearish trending low vol | 11 | +1.86 | 1.69 | 11 | 0 | 100.0 | 0.0 | 0h 19m |
| Jun 2024 | bearish choppy low vol | 15 | +2.27 | 1.51 | 14 | 1 | 93.3 | -0.81 | 0h 41m |
| May 2024 | bullish choppy high vol | 4 | +0.22 | 0.56 | 3 | 1 | 75.0 | -0.97 | 0h 56m |
| Apr 2024 | bearish choppy high vol | 49 | +1.55 | 0.32 | 33 | 16 | 67.3 | -1.04 | 0h 48m |
| Mar 2024 | bullish trending high vol | 87 | +2.46 | 0.28 | 65 | 22 | 74.7 | -1.5 | 0h 45m |
| Feb 2024 | bullish trending low vol | 36 | +2.07 | 0.57 | 25 | 11 | 69.4 | -0.34 | 0h 51m |
| Jan 2024 | bearish choppy high vol | 59 | +0.29 | 0.05 | 44 | 15 | 74.6 | -1.6 | 0h 46m |
| Dec 2023 | bullish trending low vol | 97 | +9.48 | 0.98 | 80 | 17 | 82.5 | -2.36 | 0h 47m |
| Nov 2023 | bullish trending low vol | 57 | +1.97 | 0.34 | 39 | 18 | 68.4 | -3.66 | 0h 51m |
| Oct 2023 | bullish trending low vol | 23 | +2.32 | 1.01 | 18 | 5 | 78.3 | -4.1 | 0h 46m |
| Sep 2023 | bearish choppy low vol | 5 | +0.15 | 0.31 | 3 | 2 | 60.0 | -4.15 | 1h 15m |
| Aug 2023 | bearish choppy low vol | 20 | +0.65 | 0.32 | 16 | 4 | 80.0 | -4.44 | 0h 34m |
| Jul 2023 | bullish trending low vol | 37 | -0.96 | -0.26 | 21 | 16 | 56.8 | -4.47 | 1h 11m |
| Jun 2023 | bullish trending low vol | 47 | +2.01 | 0.43 | 32 | 15 | 68.1 | -4.88 | 0h 51m |
| May 2023 | bearish choppy low vol | 14 | +1.60 | 1.14 | 12 | 2 | 85.7 | -5.43 | 0h 48m |
| Apr 2023 | bullish trending low vol | 23 | -2.01 | -0.87 | 5 | 18 | 21.7 | -5.46 | 1h 24m |
| Mar 2023 | bullish trending high vol | 54 | +3.07 | 0.57 | 42 | 12 | 77.8 | -6.64 | 0h 49m |
| Feb 2023 | bullish trending low vol | 26 | +1.69 | 0.65 | 19 | 7 | 73.1 | -6.59 | 0h 52m |
| Jan 2023 | bullish trending low vol | 83 | +3.81 | 0.46 | 61 | 22 | 73.5 | -8.21 | 0h 53m |
| Dec 2022 | bearish trending low vol | 1 | +0.02 | 0.18 | 1 | 0 | 100.0 | -8.09 | 1h 05m |
| Nov 2022 | bearish trending high vol | 90 | -12.35 | -1.37 | 43 | 47 | 47.8 | -8.09 | 1h 04m |
| Oct 2022 | bullish choppy low vol | 26 | +1.90 | 0.73 | 20 | 6 | 76.9 | -3.89 | 0h 45m |
| Sep 2022 | bearish choppy high vol | 40 | -8.47 | -2.12 | 15 | 25 | 37.5 | -4.13 | 1h 44m |
| Aug 2022 | bullish choppy high vol | 32 | -0.17 | -0.05 | 17 | 15 | 53.1 | -0.52 | 1h 04m |
| Jul 2022 | bearish trending high vol | 64 | +0.63 | 0.10 | 39 | 25 | 60.9 | -0.43 | 0h 59m |
| Jun 2022 | bearish trending high vol | 104 | +6.05 | 0.58 | 73 | 31 | 70.2 | -2.42 | 0h 52m |
| May 2022 | bearish trending high vol | 101 | +1.02 | 0.10 | 67 | 34 | 66.3 | -2.62 | 0h 55m |
| Apr 2022 | bearish choppy high vol | 9 | -0.82 | -0.91 | 5 | 4 | 55.6 | -2.16 | 1h 16m |
| Mar 2022 | bullish choppy high vol | 45 | +5.09 | 1.13 | 37 | 8 | 82.2 | -3.84 | 0h 43m |
| Feb 2022 | bearish trending high vol | 51 | +2.02 | 0.40 | 30 | 21 | 58.8 | -4.89 | 0h 54m |
| Jan 2022 | bearish trending high vol | 50 | -3.41 | -0.68 | 31 | 19 | 62.0 | -4.74 | 1h 19m |
| Dec 2021 | bearish trending high vol | 47 | +1.16 | 0.25 | 28 | 19 | 59.6 | -3.92 | 0h 58m |
| Nov 2021 | bullish trending high vol | 39 | -4.32 | -1.11 | 20 | 19 | 51.3 | -3.93 | 1h 04m |
| Oct 2021 | bullish trending high vol | 43 | +1.80 | 0.42 | 32 | 11 | 74.4 | -3.01 | 0h 48m |
| Sep 2021 | bearish trending high vol | 122 | -0.75 | -0.06 | 84 | 38 | 68.9 | -2.86 | 0h 48m |
| Aug 2021 | bullish trending high vol | 99 | +5.45 | 0.55 | 71 | 28 | 71.7 | -1.82 | 0h 52m |
| Jul 2021 | bearish trending high vol | 64 | -3.44 | -0.54 | 28 | 36 | 43.8 | -2.0 | 1h 16m |
| Jun 2021 | bearish trending high vol | 82 | +2.78 | 0.34 | 58 | 24 | 70.7 | -0.75 | 0h 56m |
| May 2021 | bearish trending high vol | 492 | +32.30 | 0.66 | 373 | 119 | 75.8 | -2.36 | 0h 38m |
| Apr 2021 | bearish choppy high vol | 323 | +29.45 | 0.91 | 253 | 70 | 78.3 | -1.0 | 0h 35m |
| Mar 2021 | bullish choppy high vol | 141 | +10.29 | 0.73 | 104 | 37 | 73.8 | -0.84 | 0h 43m |
| Feb 2021 | bullish trending high vol | 451 | +28.35 | 0.63 | 348 | 103 | 77.2 | -3.2 | 0h 36m |
| Jan 2021 | bullish trending high vol | 591 | +35.09 | 0.59 | 454 | 137 | 76.8 | -4.86 | 0h 35m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 397 | +5.37 | 0.14 | 262 | 135 | 66.0 | -2.11 | 0h 57m |
| 2024 | 592 | +25.41 | 0.43 | 421 | 171 | 71.1 | -1.6 | 0h 45m |
| 2023 | 486 | +23.78 | 0.49 | 348 | 138 | 71.6 | -8.21 | 0h 53m |
| 2022 | 613 | -8.49 | -0.14 | 378 | 235 | 61.7 | -8.09 | 1h 01m |
| 2021 | 2494 | +138.16 | 0.55 | 1853 | 641 | 74.3 | -4.86 | 0h 40m |
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/e434c4d708921545 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.