Freqebeta
freqle.org
DS_cha6_5m
Strategy League report · Danson77/Freqtrade_AIO_UI · freqle.org/strategy/f254abd995b3cce1
Run started · finished · took 1304.4s
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+227.03%
final wallet3270 USDT
win rate98.1%
max drawdown-8.59%
market change+451.55%
vs market-224.52%
timeframe5m
profit factor2.31
expectancy ratio0.025
break-even fee0.412%
sharpe6.41
sortino493.446
CAGR+26.7%
calmar36.368
avg MFE+2.14%
avg MAE-2.82%
avg profit/trade0.62%
avg duration5h 27m
best trade+20.02%
worst trade-25.15%
win/loss streak346 / 9
positive months53/60
consistent (3-mo)86.2%
worst 3-mo-19.19%
trades3638
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 →
likely annual return+27%
range (5th–95th)+23% … +31%
chance of profit100.0%
worst-5% outcome+22%
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 86% 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 | 6 | +0.80 | 1.33 | 6 | 0 | 100.0 | -5.81 | 21h 58m |
| Nov 2025 | bearish trending high vol | 21 | -2.58 | -1.23 | 19 | 2 | 90.5 | -5.84 | 13h 34m |
| Oct 2025 | bearish trending low vol | 23 | -17.36 | -7.54 | 14 | 9 | 60.9 | -6.53 | 0h 35m |
| Sep 2025 | bullish choppy low vol | 6 | +0.75 | 1.25 | 6 | 0 | 100.0 | 0.0 | 0h 43m |
| Aug 2025 | bullish choppy low vol | 10 | +0.76 | 0.76 | 10 | 0 | 100.0 | 0.0 | 3h 06m |
| Jul 2025 | bullish choppy low vol | 11 | +1.17 | 1.07 | 11 | 0 | 100.0 | 0.0 | 0h 25m |
| Jun 2025 | bearish choppy low vol | 5 | +0.55 | 1.09 | 5 | 0 | 100.0 | 0.0 | 10h 09m |
| May 2025 | bullish trending low vol | 15 | +1.38 | 0.92 | 15 | 0 | 100.0 | 0.0 | 2h 12m |
| Apr 2025 | bullish choppy low vol | 7 | +0.88 | 1.26 | 7 | 0 | 100.0 | 0.0 | 2h 05m |
| Mar 2025 | bearish trending high vol | 41 | +4.75 | 1.16 | 41 | 0 | 100.0 | -0.69 | 0h 28m |
| Feb 2025 | bearish trending low vol | 61 | +0.32 | 0.05 | 59 | 2 | 96.7 | -1.49 | 0h 32m |
| Jan 2025 | bearish choppy low vol | 36 | +3.28 | 0.91 | 36 | 0 | 100.0 | 0.0 | 9h 21m |
| Dec 2024 | bullish trending low vol | 123 | +10.66 | 0.87 | 123 | 0 | 100.0 | 0.0 | 0h 13m |
| Nov 2024 | bullish trending low vol | 42 | +4.33 | 1.03 | 42 | 0 | 100.0 | 0.0 | 1h 37m |
| Oct 2024 | bullish choppy low vol | 26 | +2.78 | 1.07 | 26 | 0 | 100.0 | -0.17 | 0h 45m |
| Sep 2024 | bearish choppy low vol | 3 | +0.21 | 0.71 | 3 | 0 | 100.0 | -0.23 | 0h 00m |
| Aug 2024 | bearish choppy high vol | 68 | +6.26 | 0.92 | 68 | 0 | 100.0 | -2.18 | 1h 35m |
| Jul 2024 | bearish trending low vol | 26 | -0.04 | -0.02 | 25 | 1 | 96.2 | -2.56 | 17h 33m |
| Jun 2024 | bearish choppy low vol | 35 | +3.43 | 0.98 | 35 | 0 | 100.0 | -3.28 | 2h 18m |
| May 2024 | bullish choppy high vol | 4 | +0.56 | 1.40 | 4 | 0 | 100.0 | -3.44 | 12h 51m |
| Apr 2024 | bearish choppy high vol | 60 | -7.06 | -1.18 | 55 | 5 | 91.7 | -3.49 | 3h 26m |
| Mar 2024 | bullish trending high vol | 84 | +8.04 | 0.96 | 84 | 0 | 100.0 | 0.0 | 1h 07m |
| Feb 2024 | bullish trending low vol | 17 | +1.31 | 0.77 | 17 | 0 | 100.0 | 0.0 | 0h 03m |
| Jan 2024 | bearish choppy high vol | 64 | +3.97 | 0.62 | 63 | 1 | 98.4 | -0.84 | 5h 52m |
| Dec 2023 | bullish trending low vol | 28 | +2.83 | 1.01 | 28 | 0 | 100.0 | 0.0 | 3h 36m |
| Nov 2023 | bullish trending low vol | 26 | +2.35 | 0.90 | 26 | 0 | 100.0 | 0.0 | 1h 24m |
| Oct 2023 | bullish trending low vol | 10 | +1.00 | 1.00 | 10 | 0 | 100.0 | 0.0 | 10h 50m |
| Sep 2023 | bearish choppy low vol | 2 | +0.19 | 0.97 | 2 | 0 | 100.0 | 0.0 | 0h 02m |
| Aug 2023 | bearish choppy low vol | 28 | +3.06 | 1.09 | 28 | 0 | 100.0 | 0.0 | 0h 13m |
| Jul 2023 | bullish trending low vol | 24 | +2.78 | 1.16 | 24 | 0 | 100.0 | 0.0 | 11h 20m |
| Jun 2023 | bullish trending low vol | 53 | +3.14 | 0.59 | 52 | 1 | 98.1 | -0.89 | 22h 12m |
| May 2023 | bearish choppy low vol | 16 | +1.49 | 0.93 | 16 | 0 | 100.0 | 0.0 | 73h 38m |
| Apr 2023 | bullish trending low vol | 23 | +2.88 | 1.25 | 23 | 0 | 100.0 | 0.0 | 0h 55m |
| Mar 2023 | bullish trending high vol | 43 | +4.05 | 0.94 | 42 | 1 | 97.7 | -0.91 | 20h 01m |
| Feb 2023 | bullish trending low vol | 13 | +1.41 | 1.08 | 13 | 0 | 100.0 | 0.0 | 0h 58m |
| Jan 2023 | bullish trending low vol | 46 | +4.93 | 1.07 | 46 | 0 | 100.0 | 0.0 | 4h 25m |
| Dec 2022 | bearish trending low vol | 18 | +1.69 | 0.94 | 18 | 0 | 100.0 | 0.0 | 0h 56m |
| Nov 2022 | bearish trending high vol | 132 | +12.82 | 0.97 | 130 | 2 | 98.5 | -1.84 | 11h 49m |
| Oct 2022 | bullish choppy low vol | 8 | +0.78 | 0.98 | 8 | 0 | 100.0 | -1.25 | 0h 49m |
| Sep 2022 | bearish choppy high vol | 12 | +1.10 | 0.92 | 12 | 0 | 100.0 | -1.68 | 31h 08m |
| Aug 2022 | bullish choppy high vol | 10 | -4.37 | -4.37 | 8 | 2 | 80.0 | -1.76 | 35h 42m |
| Jul 2022 | bearish trending high vol | 32 | +3.35 | 1.05 | 32 | 0 | 100.0 | 0.0 | 1h 30m |
| Jun 2022 | bearish trending high vol | 55 | +6.66 | 1.21 | 55 | 0 | 100.0 | 0.0 | 2h 50m |
| May 2022 | bearish trending high vol | 172 | +15.22 | 0.88 | 170 | 2 | 98.8 | -3.08 | 0h 40m |
| Apr 2022 | bearish choppy high vol | 22 | +2.28 | 1.04 | 22 | 0 | 100.0 | -4.04 | 9h 07m |
| Mar 2022 | bullish choppy high vol | 13 | +1.33 | 1.02 | 13 | 0 | 100.0 | -4.57 | 0h 18m |
| Feb 2022 | bearish trending high vol | 24 | +2.54 | 1.06 | 24 | 0 | 100.0 | -5.65 | 70h 39m |
| Jan 2022 | bearish trending high vol | 49 | -9.93 | -2.03 | 43 | 6 | 87.8 | -5.97 | 28h 43m |
| Dec 2021 | bearish trending high vol | 37 | -1.10 | -0.30 | 35 | 2 | 94.6 | -2.76 | 40h 00m |
| Nov 2021 | bullish trending high vol | 88 | +5.40 | 0.61 | 87 | 1 | 98.9 | -1.06 | 5h 49m |
| Oct 2021 | bullish trending high vol | 27 | +2.42 | 0.90 | 27 | 0 | 100.0 | -1.35 | 6h 34m |
| Sep 2021 | bearish trending high vol | 147 | +3.94 | 0.27 | 142 | 5 | 96.6 | -2.22 | 8h 23m |
| Aug 2021 | bullish trending high vol | 61 | +6.52 | 1.07 | 61 | 0 | 100.0 | -2.55 | 4h 46m |
| Jul 2021 | bearish trending high vol | 15 | +1.88 | 1.25 | 15 | 0 | 100.0 | -3.39 | 1h 30m |
| Jun 2021 | bearish trending high vol | 107 | +1.30 | 0.12 | 103 | 4 | 96.3 | -4.59 | 12h 16m |
| May 2021 | bearish trending high vol | 467 | +15.83 | 0.34 | 450 | 17 | 96.4 | -8.59 | 1h 35m |
| Apr 2021 | bearish choppy high vol | 253 | +17.05 | 0.67 | 249 | 4 | 98.4 | -2.64 | 2h 08m |
| Mar 2021 | bullish choppy high vol | 87 | +9.49 | 1.09 | 87 | 0 | 100.0 | 0.0 | 4h 17m |
| Feb 2021 | bullish trending high vol | 337 | +34.19 | 1.02 | 336 | 1 | 99.7 | -1.5 | 0h 59m |
| Jan 2021 | bullish trending high vol | 359 | +37.36 | 1.04 | 358 | 1 | 99.7 | -1.84 | 1h 20m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 242 | -5.30 | -0.22 | 229 | 13 | 94.6 | -6.53 | 3h 57m |
| 2024 | 552 | +34.45 | 0.62 | 545 | 7 | 98.7 | -3.49 | 2h 42m |
| 2023 | 312 | +30.11 | 0.96 | 310 | 2 | 99.4 | -0.91 | 12h 45m |
| 2022 | 547 | +33.47 | 0.61 | 535 | 12 | 97.8 | -5.97 | 10h 51m |
| 2021 | 1985 | +134.28 | 0.68 | 1950 | 35 | 98.2 | -8.59 | 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/f254abd995b3cce1 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.