Basics
mode: spot
timeframe: 1h
Settings
stoploss: -0.12
has minimal roi
Indicators
ATR
SMA
talib
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 | from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class AtrBreakout(IStrategy): timeframe = "1h" minimal_roi = {"0": 0.05} stoploss = -0.12 atr_mult = 1.5 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["atr"] = ta.ATR(dataframe, timeperiod=14) dataframe["sma"] = ta.SMA(dataframe, timeperiod=50) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] > dataframe["sma"] + dataframe["atr"] * self.atr_mult), "enter_long" ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["close"] < dataframe["sma"]), "exit_long" ] = 1 return dataframe |
Strategy League — fixed backtest that feeds the ranking
Export report Freqtrade logsRun finished · took 69.2s
pairs 33 pairs
timerange 20210101-20260101
mode spot
timeframe 1h
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+101.87%
final wallet2019 USDT
win rate43.9%
max drawdown-39.51%
market change+447.62%
vs market-345.75%
timeframe1h
profit factor1.03
expectancy ratio0.018
sharpe2.324
sortino3.851
CAGR+15.1%
calmar2.698
avg MFE+3.93%
avg MAE-3.39%
avg profit/trade0.06%
avg duration15h 55m
best trade+5.12%
worst trade-12.18%
win/loss streak40 / 38
positive months26/61
consistent (3-mo)45.8%
worst 3-mo-51.27%
trades16378
revision1
likely annual return+15%
range (5th–95th)+5% … +26%
chance of profit99.4%
worst-5% outcome+3%
significance (p)0.0425
risk of ruin0.0%
- did not beat simply holding the market
- 99% of resampled runs stayed profitable
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 |
|---|---|---|---|---|---|---|---|---|---|
| Jan 2026 | bullish trending low vol | 2 | -0.12 | -0.61 | 0 | 2 | 0.0 | -28.14 | 23h 00m |
| Dec 2025 | bearish trending low vol | 237 | -23.71 | -1.00 | 51 | 186 | 21.5 | -28.1 | 15h 52m |
| Nov 2025 | bearish trending high vol | 273 | -1.39 | -0.05 | 108 | 165 | 39.6 | -20.42 | 13h 03m |
| Oct 2025 | bearish trending low vol | 198 | -7.35 | -0.37 | 68 | 130 | 34.3 | -19.29 | 19h 00m |
| Sep 2025 | bullish choppy low vol | 217 | -0.26 | -0.01 | 71 | 146 | 32.7 | -18.95 | 19h 44m |
| Aug 2025 | bullish choppy low vol | 200 | -3.48 | -0.17 | 73 | 127 | 36.5 | -16.46 | 19h 41m |
| Jul 2025 | bullish choppy low vol | 252 | +21.68 | 0.86 | 121 | 131 | 48.0 | -23.66 | 19h 33m |
| Jun 2025 | bearish choppy low vol | 212 | -1.25 | -0.06 | 72 | 140 | 34.0 | -25.19 | 17h 38m |
| May 2025 | bullish trending low vol | 250 | +1.90 | 0.08 | 92 | 158 | 36.8 | -24.49 | 15h 31m |
| Apr 2025 | bullish choppy low vol | 246 | -9.94 | -0.40 | 83 | 163 | 33.7 | -25.54 | 18h 10m |
| Mar 2025 | bearish trending high vol | 258 | -4.21 | -0.16 | 99 | 159 | 38.4 | -20.62 | 16h 39m |
| Feb 2025 | bearish trending low vol | 200 | -24.29 | -1.21 | 48 | 152 | 24.0 | -18.13 | 16h 21m |
| Jan 2025 | bearish choppy low vol | 266 | +6.78 | 0.25 | 112 | 154 | 42.1 | -11.72 | 16h 18m |
| Dec 2024 | bullish trending low vol | 300 | -17.88 | -0.60 | 117 | 183 | 39.0 | -11.9 | 14h 10m |
| Nov 2024 | bullish trending low vol | 393 | +52.00 | 1.32 | 260 | 133 | 66.2 | -20.25 | 12h 54m |
| Oct 2024 | bullish choppy low vol | 218 | +2.47 | 0.11 | 82 | 136 | 37.6 | -22.24 | 22h 07m |
| Sep 2024 | bearish choppy low vol | 255 | +9.22 | 0.36 | 107 | 148 | 42.0 | -27.26 | 21h 02m |
| Aug 2024 | bearish choppy high vol | 216 | -0.78 | -0.04 | 83 | 133 | 38.4 | -26.74 | 19h 41m |
| Jul 2024 | bearish trending low vol | 232 | +8.95 | 0.39 | 96 | 136 | 41.4 | -27.99 | 21h 38m |
| Jun 2024 | bearish choppy low vol | 207 | -20.55 | -0.99 | 50 | 157 | 24.2 | -27.13 | 19h 03m |
| May 2024 | bullish choppy high vol | 236 | -0.24 | -0.01 | 82 | 154 | 34.7 | -21.21 | 19h 08m |
| Apr 2024 | bearish choppy high vol | 208 | -21.61 | -1.04 | 67 | 141 | 32.2 | -19.59 | 18h 01m |
| Mar 2024 | bullish trending high vol | 360 | -4.94 | -0.14 | 164 | 196 | 45.6 | -11.31 | 14h 55m |
| Feb 2024 | bullish trending low vol | 276 | +24.68 | 0.89 | 140 | 136 | 50.7 | -18.83 | 20h 34m |
| Jan 2024 | bearish choppy high vol | 276 | -17.01 | -0.62 | 98 | 178 | 35.5 | -19.41 | 15h 43m |
| Dec 2023 | bullish trending low vol | 401 | +28.67 | 0.71 | 220 | 181 | 54.9 | -23.03 | 15h 07m |
| Nov 2023 | bullish trending low vol | 298 | +7.55 | 0.25 | 142 | 156 | 47.7 | -25.98 | 17h 32m |
| Oct 2023 | bullish trending low vol | 235 | +19.84 | 0.84 | 109 | 126 | 46.4 | -34.22 | 21h 31m |
| Sep 2023 | bearish choppy low vol | 192 | +4.16 | 0.22 | 71 | 121 | 37.0 | -36.1 | 23h 12m |
| Aug 2023 | bearish choppy low vol | 223 | -16.07 | -0.72 | 42 | 181 | 18.8 | -34.83 | 18h 35m |
| Jul 2023 | bullish trending low vol | 274 | -7.33 | -0.27 | 94 | 180 | 34.3 | -29.68 | 18h 56m |
| Jun 2023 | bullish trending low vol | 247 | +13.68 | 0.55 | 110 | 137 | 44.5 | -34.93 | 17h 46m |
| May 2023 | bearish choppy low vol | 189 | -9.78 | -0.52 | 40 | 149 | 21.2 | -32.55 | 22h 37m |
| Apr 2023 | bullish trending low vol | 246 | -6.96 | -0.28 | 75 | 171 | 30.5 | -27.6 | 18h 34m |
| Mar 2023 | bullish trending high vol | 240 | -1.86 | -0.08 | 92 | 148 | 38.3 | -29.13 | 15h 14m |
| Feb 2023 | bullish trending low vol | 236 | +4.01 | 0.17 | 95 | 141 | 40.3 | -27.84 | 16h 14m |
| Jan 2023 | bullish trending low vol | 336 | +36.04 | 1.07 | 172 | 164 | 51.2 | -39.51 | 18h 14m |
| Dec 2022 | bearish trending low vol | 193 | -14.07 | -0.73 | 44 | 149 | 22.8 | -39.35 | 21h 50m |
| Nov 2022 | bearish trending high vol | 230 | -19.67 | -0.85 | 78 | 152 | 33.9 | -36.98 | 16h 14m |
| Oct 2022 | bullish choppy low vol | 219 | +2.45 | 0.11 | 86 | 133 | 39.3 | -30.45 | 19h 22m |
| Sep 2022 | bearish choppy high vol | 263 | -20.38 | -0.77 | 81 | 182 | 30.8 | -27.48 | 15h 19m |
| Aug 2022 | bullish choppy high vol | 246 | -22.22 | -0.90 | 75 | 171 | 30.5 | -19.83 | 16h 34m |
| Jul 2022 | bearish trending high vol | 327 | +35.83 | 1.10 | 179 | 148 | 54.7 | -27.53 | 14h 45m |
| Jun 2022 | bearish trending high vol | 213 | -8.80 | -0.41 | 96 | 117 | 45.1 | -28.04 | 13h 48m |
| May 2022 | bearish trending high vol | 223 | -14.86 | -0.67 | 92 | 131 | 41.3 | -26.33 | 12h 58m |
| Apr 2022 | bearish choppy high vol | 201 | -27.61 | -1.37 | 50 | 151 | 24.9 | -16.01 | 14h 32m |
| Mar 2022 | bullish choppy high vol | 263 | +19.26 | 0.73 | 135 | 128 | 51.3 | -15.42 | 18h 00m |
| Feb 2022 | bearish trending high vol | 215 | -1.88 | -0.09 | 87 | 128 | 40.5 | -13.8 | 15h 14m |
| Jan 2022 | bearish trending high vol | 235 | +3.04 | 0.13 | 112 | 123 | 47.7 | -14.64 | 15h 06m |
| Dec 2021 | bearish trending high vol | 264 | -10.04 | -0.38 | 106 | 158 | 40.2 | -16.44 | 15h 44m |
| Nov 2021 | bullish trending high vol | 254 | -6.42 | -0.25 | 103 | 151 | 40.6 | -10.97 | 16h 24m |
| Oct 2021 | bullish trending high vol | 320 | -2.07 | -0.07 | 140 | 180 | 43.8 | -7.35 | 16h 36m |
| Sep 2021 | bearish trending high vol | 304 | +3.78 | 0.12 | 166 | 138 | 54.6 | -6.5 | 13h 00m |
| Aug 2021 | bullish trending high vol | 365 | +26.20 | 0.72 | 204 | 161 | 55.9 | -11.84 | 14h 20m |
| Jul 2021 | bearish trending high vol | 294 | +5.50 | 0.19 | 144 | 150 | 49.0 | -18.01 | 13h 21m |
| Jun 2021 | bearish trending high vol | 231 | -2.67 | -0.12 | 111 | 120 | 48.1 | -15.68 | 14h 17m |
| May 2021 | bearish trending high vol | 452 | -6.00 | -0.14 | 265 | 187 | 58.6 | -19.59 | 8h 53m |
| Apr 2021 | bearish choppy high vol | 515 | +29.59 | 0.57 | 321 | 194 | 62.3 | -10.91 | 9h 42m |
| Mar 2021 | bullish choppy high vol | 361 | +13.74 | 0.38 | 192 | 169 | 53.2 | -14.3 | 13h 53m |
| Feb 2021 | bullish trending high vol | 494 | +22.01 | 0.44 | 317 | 177 | 64.2 | -14.54 | 9h 24m |
| Jan 2021 | bullish trending high vol | 591 | +56.52 | 0.96 | 399 | 192 | 67.5 | -10.69 | 8h 27m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 2 | -0.12 | -0.61 | 0 | 2 | 0.0 | -28.14 | 23h 00m |
| 2025 | 2809 | -45.52 | -0.16 | 998 | 1811 | 35.5 | -28.1 | 17h 10m |
| 2024 | 3177 | +14.31 | 0.04 | 1346 | 1831 | 42.4 | -27.99 | 17h 45m |
| 2023 | 3117 | +71.95 | 0.23 | 1262 | 1855 | 40.5 | -39.51 | 18h 17m |
| 2022 | 2828 | -68.91 | -0.24 | 1115 | 1713 | 39.4 | -39.35 | 16h 04m |
| 2021 | 4445 | +130.14 | 0.29 | 2468 | 1977 | 55.5 | -19.59 | 12h 05m |
Trade charts — best 2 and worst 2 performing pairs (full OHLC candles are expensive to render for every pair)
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
no lookahead patterns · 1 thing(s) worth reviewing before trusting the numbers
| Line | Pattern | Detail | |
|---|---|---|---|
| 5 | review | missing_startup_candles | uses recursive indicators (ATR) but startup_candle_count is not set (default 0). Their value at a bar depends on all bars before it, so freqtrade trims no warmup and the backtest opens with unwarmed values that can't occur live. The longest lookback visible here is SMA(timeperiod=50), so it needs at least that many. Set it to a few times the longest period and confirm with `freqtrade recursive-analysis` |
ran by Ron · took s
Lookahead analysis
freqtrade lookahead-analysis: detects strategies peeking at future candles.