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DS_NASOSv4_5m

Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/f012f173e2b6d8a8

Run started · finished · took 272.6s

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+12.74%
final wallet1127 USDT
win rate98.7%
max drawdown-2.29%
market change+451.55%
vs market-438.81%
timeframe5m
profit factor3.53
expectancy ratio0.034
break-even fee0.522%
sharpe0.43
sortino163.827
CAGR+2.4%
calmar5.815
avg MFE+2.23%
avg MAE-2.60%
avg profit/trade0.84%
avg duration8h 00m
best trade+5.20%
worst trade-25.15%
win/loss streak77 / 1
positive months32/34
consistent (3-mo)87.5%
worst 3-mo-2.14%
trades151
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+3%
range (5th–95th)+1% … +4%
chance of profit99.8%
worst-5% outcome+1%
significance (p)0.0005
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 7 +1.11 1.59 7 0 100.0 0.0 5h 34m
Oct 2025 bearish trending low vol 3 +0.21 0.71 3 0 100.0 0.0 0h 00m
Sep 2025 bullish choppy low vol 3 +0.44 1.47 3 0 100.0 0.0 225h 25m
Jul 2025 bullish choppy low vol 1 +0.19 1.94 1 0 100.0 0.0 0h 25m
May 2025 bullish trending low vol 5 +0.35 0.69 5 0 100.0 0.0 0h 00m
Apr 2025 bullish choppy low vol 1 +0.13 1.29 1 0 100.0 0.0 1h 55m
Dec 2024 bullish trending low vol 5 +0.80 1.60 5 0 100.0 -0.46 0h 21m
Nov 2024 bullish trending low vol 10 +0.93 0.93 10 0 100.0 -1.33 0h 14m
Aug 2024 bearish choppy high vol 1 +0.09 0.95 1 0 100.0 -1.4 0h 10m
Apr 2024 bearish choppy high vol 1 +0.23 2.32 1 0 100.0 -1.48 0h 05m
Mar 2024 bullish trending high vol 2 +0.20 1.02 2 0 100.0 -1.78 0h 08m
Feb 2024 bullish trending low vol 1 +0.07 0.70 1 0 100.0 -1.88 0h 00m
Jan 2024 bearish choppy high vol 1 +0.18 1.76 1 0 100.0 -1.94 0h 30m
Nov 2023 bullish trending low vol 2 +0.20 1.00 2 0 100.0 -2.17 0h 05m
Sep 2023 bearish choppy low vol 1 -2.52 -25.13 0 1 0.0 -2.28 134h 20m
Jul 2023 bullish trending low vol 4 +0.31 0.78 4 0 100.0 0.0 0h 01m
Jun 2023 bullish trending low vol 1 +0.10 0.97 1 0 100.0 -0.02 0h 20m
Jan 2023 bullish trending low vol 2 +0.16 0.81 2 0 100.0 -0.19 0h 20m
Nov 2022 bearish trending high vol 1 +0.23 2.30 1 0 100.0 -0.25 0h 05m
Oct 2022 bullish choppy low vol 1 +0.10 1.04 1 0 100.0 -0.46 11h 35m
Jul 2022 bearish trending high vol 2 +0.19 0.96 2 0 100.0 -0.67 0h 02m
Jun 2022 bearish trending high vol 2 +0.24 1.20 2 0 100.0 -0.79 0h 52m
Apr 2022 bearish choppy high vol 1 +0.10 1.00 1 0 100.0 -0.95 0h 05m
Feb 2022 bearish trending high vol 3 +0.25 0.83 3 0 100.0 -1.21 0h 02m
Jan 2022 bearish trending high vol 1 +0.12 1.19 1 0 100.0 -1.27 0h 30m
Sep 2021 bearish trending high vol 5 +0.45 0.89 5 0 100.0 -1.72 0h 06m
Aug 2021 bullish trending high vol 2 +0.28 1.39 2 0 100.0 -1.88 0h 58m
Jul 2021 bearish trending high vol 1 +0.07 0.70 1 0 100.0 -2.04 0h 00m
Jun 2021 bearish trending high vol 2 +0.14 0.70 2 0 100.0 -2.17 0h 00m
May 2021 bearish trending high vol 8 -1.81 -2.25 7 1 87.5 -2.29 5h 48m
Apr 2021 bearish choppy high vol 20 +2.48 1.24 20 0 100.0 0.0 5h 23m
Mar 2021 bullish choppy high vol 2 +0.39 1.93 2 0 100.0 0.0 81h 20m
Feb 2021 bullish trending high vol 13 +1.57 1.21 13 0 100.0 0.0 0h 30m
Jan 2021 bullish trending high vol 36 +4.74 1.32 36 0 100.0 0.0 0h 17m

Yearly breakdown

YearTradesProfit %Avg % WinLossWin %DD %Avg dur
2025 20 +2.43 1.22 20 0 100.0 0.0 35h 53m
2024 21 +2.50 1.19 21 0 100.0 -1.94 0h 15m
2023 10 -1.75 -1.74 9 1 90.0 -2.28 13h 33m
2022 11 +1.23 1.12 11 0 100.0 -1.27 1h 17m
2021 89 +8.31 0.94 88 1 98.9 -2.29 3h 46m

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/f012f173e2b6d8a8 · Strategy League ranking at freqle.org/ranking

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