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NFI5MOHO_WIP

2020 · DeFi Summer & Pre-Halving Rally report · dumpsayamrat/my-freqtrade · freqle.org/strategy/e83175bd7d2854d2

Run started · finished · took 15.2s

pairs 33 pairs timerange 20200101-20210101 mode spot timeframe 5m stake 100 USDT wallet 1000 USDT max open trades 10 fee exchange lowest tier
total profit+0.23%
final wallet1002 USDT
win rate83.3%
max drawdown-0.07%
market change+387.67%
vs market-387.44%
timeframe5m
profit factor2.13
expectancy ratio0.188
break-even fee0.4136%
sharpe0.535
sortino0.9
CAGR+0.2%
calmar17.137
avg MFE+2.35%
avg MAE-4.12%
avg profit/trade0.63%
avg duration4h 16m
best trade+4.80%
worst trade-4.66%
win/loss streak9 / 2
positive months6/11
consistent (3-mo)77.8%
worst 3-mo-0.06%
trades36
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 →

Moderate Robustness verdict what's this?
likely annual return+0%
range (5th–95th)-0% … +0%
chance of profit94.7%
worst-5% outcome-0%
significance (p)0.062
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
Dec 2020 bullish trending high vol 1 -0.02 -1.67 0 1 0.0 -0.02 6h 30m
Nov 2020 bullish trending high vol 6 +0.10 1.70 6 0 100.0 -0.05 0h 41m
Oct 2020 bullish trending low vol 2 -0.04 -1.82 1 1 50.0 -0.06 15h 50m
Sep 2020 bearish choppy high vol 1 +0.00 0.15 1 0 100.0 -0.02 2h 55m
Aug 2020 bullish trending low vol 3 -0.02 -0.53 2 1 66.7 -0.03 5h 28m
Jun 2020 bearish choppy high vol 4 +0.01 0.28 4 0 100.0 -0.01 3h 24m
May 2020 bullish trending high vol 4 +0.05 1.22 4 0 100.0 -0.05 1h 16m
Apr 2020 bullish choppy high vol 1 -0.05 -4.66 0 1 0.0 -0.07 15h 50m
Mar 2020 bearish trending high vol 11 +0.15 1.35 9 2 81.8 -0.05 4h 44m
Feb 2020 bullish trending low vol 1 +0.02 1.53 1 0 100.0 0.0 0h 10m
Jan 2020 bullish trending low vol 2 +0.01 0.71 2 0 100.0 0.0 2h 32m

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.