Freqebeta
freqle.org
NFI5MOHO_WIP
Strategy League report · dumpsayamrat/my-freqtrade · freqle.org/strategy/e83175bd7d2854d2
Run started · finished · took 394.3s
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+392.93%
final wallet4929 USDT
win rate90.1%
max drawdown-4.2%
market change+451.55%
vs market-58.62%
timeframe5m
profit factor4.03
expectancy ratio0.299
break-even fee0.8223%
sharpe10.897
sortino6.981
CAGR+37.6%
calmar218.65
avg MFE+3.70%
avg MAE-3.65%
avg profit/trade1.44%
avg duration2h 55m
best trade+55.15%
worst trade-55.73%
win/loss streak94 / 9
positive months47/60
consistent (3-mo)91.4%
worst 3-mo-4.86%
trades2720
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+38%
range (5th–95th)+34% … +41%
chance of profit100.0%
worst-5% outcome+33%
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 91% 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 | 16 | -0.63 | -0.40 | 10 | 6 | 62.5 | -0.24 | 8h 18m |
| Nov 2025 | bearish trending high vol | 44 | +7.60 | 1.72 | 41 | 3 | 93.2 | -0.35 | 2h 51m |
| Oct 2025 | bearish trending low vol | 81 | +61.20 | 7.55 | 78 | 3 | 96.3 | -0.93 | 1h 11m |
| Sep 2025 | bullish choppy low vol | 11 | -1.55 | -1.41 | 8 | 3 | 72.7 | -1.05 | 7h 24m |
| Aug 2025 | bullish choppy low vol | 13 | -0.79 | -0.61 | 8 | 5 | 61.5 | -0.56 | 6h 23m |
| Jul 2025 | bullish choppy low vol | 12 | +1.04 | 0.87 | 12 | 0 | 100.0 | -0.59 | 3h 02m |
| Jun 2025 | bearish choppy low vol | 17 | -0.70 | -0.41 | 12 | 5 | 70.6 | -0.64 | 8h 08m |
| May 2025 | bullish trending low vol | 16 | +0.90 | 0.56 | 15 | 1 | 93.8 | -0.71 | 2h 08m |
| Apr 2025 | bullish choppy low vol | 11 | +0.53 | 0.48 | 10 | 1 | 90.9 | -0.95 | 2h 05m |
| Mar 2025 | bearish trending high vol | 23 | -1.62 | -0.71 | 14 | 9 | 60.9 | -0.78 | 10h 03m |
| Feb 2025 | bearish trending low vol | 24 | +4.31 | 1.79 | 22 | 2 | 91.7 | -0.51 | 2h 04m |
| Jan 2025 | bearish choppy low vol | 30 | -1.56 | -0.52 | 17 | 13 | 56.7 | -0.73 | 8h 42m |
| Dec 2024 | bullish trending low vol | 53 | +8.28 | 1.56 | 52 | 1 | 98.1 | -0.14 | 2h 21m |
| Nov 2024 | bullish trending low vol | 108 | +14.62 | 1.35 | 101 | 7 | 93.5 | -0.18 | 2h 08m |
| Oct 2024 | bullish choppy low vol | 13 | +0.10 | 0.08 | 10 | 3 | 76.9 | -0.22 | 4h 33m |
| Sep 2024 | bearish choppy low vol | 11 | +0.84 | 0.77 | 11 | 0 | 100.0 | 0.0 | 2h 23m |
| Aug 2024 | bearish choppy high vol | 24 | +3.73 | 1.55 | 24 | 0 | 100.0 | -0.2 | 2h 17m |
| Jul 2024 | bearish trending low vol | 17 | +0.53 | 0.31 | 11 | 6 | 64.7 | -0.34 | 4h 52m |
| Jun 2024 | bearish choppy low vol | 17 | +1.69 | 0.99 | 13 | 4 | 76.5 | -0.72 | 2h 46m |
| May 2024 | bullish choppy high vol | 8 | +0.00 | 0.00 | 5 | 3 | 62.5 | -0.85 | 3h 04m |
| Apr 2024 | bearish choppy high vol | 30 | +1.77 | 0.59 | 25 | 5 | 83.3 | -0.81 | 5h 10m |
| Mar 2024 | bullish trending high vol | 31 | +4.41 | 1.42 | 29 | 2 | 93.5 | -0.28 | 2h 46m |
| Feb 2024 | bullish trending low vol | 26 | +2.91 | 1.12 | 24 | 2 | 92.3 | -0.11 | 3h 25m |
| Jan 2024 | bearish choppy high vol | 36 | +6.34 | 1.76 | 34 | 2 | 94.4 | -0.18 | 1h 36m |
| Dec 2023 | bullish trending low vol | 39 | +4.29 | 1.10 | 35 | 4 | 89.7 | -0.18 | 2h 51m |
| Nov 2023 | bullish trending low vol | 34 | +2.28 | 0.67 | 30 | 4 | 88.2 | -0.24 | 3h 29m |
| Oct 2023 | bullish trending low vol | 18 | +1.66 | 0.92 | 16 | 2 | 88.9 | -0.52 | 2h 08m |
| Sep 2023 | bearish choppy low vol | 10 | -0.01 | -0.01 | 7 | 3 | 70.0 | -0.64 | 7h 06m |
| Aug 2023 | bearish choppy low vol | 12 | -1.63 | -1.36 | 11 | 1 | 91.7 | -0.74 | 5h 54m |
| Jul 2023 | bullish trending low vol | 29 | +1.93 | 0.67 | 26 | 3 | 89.7 | -0.15 | 2h 49m |
| Jun 2023 | bullish trending low vol | 38 | +2.71 | 0.71 | 33 | 5 | 86.8 | -0.26 | 3h 48m |
| May 2023 | bearish choppy low vol | 11 | +0.28 | 0.25 | 10 | 1 | 90.9 | -0.17 | 3h 14m |
| Apr 2023 | bullish trending low vol | 23 | +0.42 | 0.18 | 19 | 4 | 82.6 | -0.2 | 5h 34m |
| Mar 2023 | bullish trending high vol | 24 | +2.73 | 1.14 | 22 | 2 | 91.7 | -0.12 | 2h 49m |
| Feb 2023 | bullish trending low vol | 23 | +1.08 | 0.47 | 20 | 3 | 87.0 | -0.19 | 2h 42m |
| Jan 2023 | bullish trending low vol | 49 | +5.10 | 1.04 | 45 | 4 | 91.8 | -0.19 | 3h 41m |
| Dec 2022 | bearish trending low vol | 26 | +0.19 | 0.07 | 21 | 5 | 80.8 | -0.22 | 4h 47m |
| Nov 2022 | bearish trending high vol | 55 | +4.62 | 0.84 | 51 | 4 | 92.7 | -1.42 | 2h 40m |
| Oct 2022 | bullish choppy low vol | 9 | +1.14 | 1.27 | 9 | 0 | 100.0 | -1.72 | 3h 18m |
| Sep 2022 | bearish choppy high vol | 30 | -4.74 | -1.58 | 14 | 16 | 46.7 | -1.88 | 11h 12m |
| Aug 2022 | bullish choppy high vol | 24 | -1.26 | -0.52 | 20 | 4 | 83.3 | -0.59 | 7h 07m |
| Jul 2022 | bearish trending high vol | 38 | +3.19 | 0.84 | 33 | 5 | 86.8 | -0.18 | 4h 17m |
| Jun 2022 | bearish trending high vol | 28 | +3.75 | 1.34 | 25 | 3 | 89.3 | -0.45 | 2h 34m |
| May 2022 | bearish trending high vol | 94 | +24.09 | 2.56 | 85 | 9 | 90.4 | -0.49 | 1h 52m |
| Apr 2022 | bearish choppy high vol | 22 | -0.38 | -0.17 | 16 | 6 | 72.7 | -0.34 | 5h 36m |
| Mar 2022 | bullish choppy high vol | 12 | +0.80 | 0.67 | 10 | 2 | 83.3 | -0.42 | 3h 08m |
| Feb 2022 | bearish trending high vol | 21 | +1.41 | 0.67 | 19 | 2 | 90.5 | -0.71 | 4h 13m |
| Jan 2022 | bearish trending high vol | 22 | +5.27 | 2.40 | 22 | 0 | 100.0 | -0.61 | 1h 12m |
| Dec 2021 | bearish trending high vol | 27 | +3.40 | 1.26 | 24 | 3 | 88.9 | -1.75 | 2h 28m |
| Nov 2021 | bullish trending high vol | 23 | -2.84 | -1.24 | 16 | 7 | 69.6 | -1.8 | 8h 45m |
| Oct 2021 | bullish trending high vol | 28 | +0.34 | 0.12 | 23 | 5 | 82.1 | -1.0 | 4h 34m |
| Sep 2021 | bearish trending high vol | 65 | +5.61 | 0.87 | 56 | 9 | 86.2 | -1.41 | 4h 18m |
| Aug 2021 | bullish trending high vol | 29 | +3.75 | 1.30 | 27 | 2 | 93.1 | -0.51 | 1h 57m |
| Jul 2021 | bearish trending high vol | 30 | +0.19 | 0.06 | 24 | 6 | 80.0 | -0.67 | 4h 22m |
| Jun 2021 | bearish trending high vol | 54 | +7.66 | 1.42 | 53 | 1 | 98.1 | -0.06 | 1h 15m |
| May 2021 | bearish trending high vol | 311 | +61.35 | 1.97 | 299 | 12 | 96.1 | -0.41 | 1h 35m |
| Apr 2021 | bearish choppy high vol | 192 | +37.68 | 1.96 | 184 | 8 | 95.8 | -0.8 | 1h 45m |
| Mar 2021 | bullish choppy high vol | 55 | +7.88 | 1.43 | 51 | 4 | 92.7 | -0.61 | 2h 14m |
| Feb 2021 | bullish trending high vol | 258 | +44.17 | 1.71 | 240 | 18 | 93.0 | -4.2 | 2h 09m |
| Jan 2021 | bullish trending high vol | 285 | +50.91 | 1.79 | 270 | 15 | 94.7 | -3.59 | 2h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 298 | +68.73 | 2.30 | 247 | 51 | 82.9 | -1.05 | 4h 20m |
| 2024 | 374 | +45.22 | 1.21 | 339 | 35 | 90.6 | -0.85 | 2h 46m |
| 2023 | 310 | +20.84 | 0.67 | 274 | 36 | 88.4 | -0.74 | 3h 35m |
| 2022 | 381 | +38.08 | 1.00 | 325 | 56 | 85.3 | -1.88 | 3h 55m |
| 2021 | 1357 | +220.10 | 1.62 | 1267 | 90 | 93.4 | -4.2 | 2h 13m |
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/e83175bd7d2854d2 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.