Freqebeta
freqle.org
chikou_breakout_strong_f
Strategy League report · cyberjunky/willemstijn_user_data · freqle.org/strategy/f2e87f3f70123b75
Run finished · took 28.3s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 1d
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+948.81%
final wallet10488 USDT
win rate60.3%
max drawdown-8.15%
market change+399.34%
vs market+549.47%
timeframe1d
profit factor7.41
expectancy ratio2.546
sharpe2.113
sortino17.167
CAGR+60.0%
calmar121.847
avg MFE+43.74%
avg MAE-8.53%
avg profit/trade18.57%
avg duration740h 44m
best trade+487.85%
worst trade-37.60%
positive months48/59
consistent (3-mo)98.2%
worst 3-mo-0.77%
trades521
revision1
likely annual return+61%
range (5th–95th)+40% … +89%
chance of profit100.0%
worst-5% outcome+37%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 98% of rolling 3-month windows
- comfortably beat buy-and-hold
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 | +8.42 | 42.16 | 2 | 0 | 100.0 | 0.0 | 1848h 00m |
| Dec 2025 | bearish trending low vol | 9 | +20.97 | 23.54 | 8 | 1 | 88.9 | -0.11 | 1152h 00m |
| Nov 2025 | bearish trending high vol | 1 | -1.69 | -17.05 | 0 | 1 | 0.0 | -0.21 | 288h 00m |
| Oct 2025 | bearish trending low vol | 20 | +19.76 | 10.09 | 9 | 11 | 45.0 | -0.71 | 452h 24m |
| Sep 2025 | bullish choppy low vol | 15 | +6.36 | 4.58 | 5 | 10 | 33.3 | -0.39 | 462h 24m |
| Aug 2025 | bearish choppy low vol | 17 | +6.74 | 3.98 | 8 | 9 | 47.1 | -0.58 | 533h 39m |
| Jul 2025 | bullish choppy low vol | 8 | +2.47 | 2.95 | 5 | 3 | 62.5 | -0.15 | 531h 00m |
| Jun 2025 | bearish choppy low vol | 13 | +3.99 | 3.24 | 9 | 4 | 69.2 | -0.32 | 633h 14m |
| May 2025 | bullish trending low vol | 7 | -0.81 | -1.34 | 3 | 4 | 42.9 | -0.35 | 387h 26m |
| Apr 2025 | bullish choppy low vol | 11 | +37.73 | 34.47 | 10 | 1 | 90.9 | -0.04 | 1752h 00m |
| Mar 2025 | bearish trending high vol | 3 | +7.49 | 28.74 | 3 | 0 | 100.0 | 0.0 | 1352h 00m |
| Feb 2025 | bearish trending low vol | 4 | +6.33 | 15.85 | 3 | 1 | 75.0 | -0.22 | 732h 00m |
| Jan 2025 | bearish choppy low vol | 10 | -1.65 | -1.41 | 3 | 7 | 30.0 | -0.33 | 268h 48m |
| Dec 2024 | bullish trending low vol | 12 | +97.08 | 83.83 | 10 | 2 | 83.3 | -0.3 | 1246h 00m |
| Nov 2024 | bullish trending low vol | 5 | -3.27 | -6.62 | 0 | 5 | 0.0 | -0.7 | 148h 48m |
| Oct 2024 | bullish choppy low vol | 15 | +0.27 | 0.12 | 5 | 10 | 33.3 | -0.34 | 400h 00m |
| Sep 2024 | bearish choppy low vol | 13 | +2.23 | 1.46 | 3 | 10 | 23.1 | -0.6 | 555h 42m |
| Aug 2024 | bearish choppy high vol | 14 | +11.52 | 8.09 | 8 | 6 | 57.1 | -0.21 | 637h 43m |
| Jul 2024 | bearish trending low vol | 9 | +17.94 | 20.19 | 8 | 1 | 88.9 | -0.12 | 1285h 20m |
| Jun 2024 | bearish choppy low vol | 6 | -0.14 | -0.27 | 2 | 4 | 33.3 | -0.1 | 332h 00m |
| May 2024 | bullish choppy high vol | 9 | +15.32 | 17.13 | 8 | 1 | 88.9 | -0.0 | 898h 40m |
| Apr 2024 | bearish choppy high vol | 8 | +26.93 | 34.39 | 5 | 3 | 62.5 | -0.25 | 912h 00m |
| Mar 2024 | bullish trending high vol | 10 | +13.30 | 13.85 | 7 | 3 | 70.0 | -0.45 | 662h 24m |
| Feb 2024 | bullish trending low vol | 7 | +9.87 | 13.82 | 4 | 3 | 57.1 | -0.36 | 685h 43m |
| Jan 2024 | bearish choppy high vol | 16 | +96.78 | 61.23 | 8 | 8 | 50.0 | -0.34 | 802h 30m |
| Dec 2023 | bullish trending low vol | 4 | +12.15 | 32.62 | 4 | 0 | 100.0 | 0.0 | 1374h 00m |
| Nov 2023 | bullish trending low vol | 3 | +9.69 | 32.28 | 2 | 1 | 66.7 | -0.1 | 1144h 00m |
| Oct 2023 | bullish trending low vol | 9 | +4.42 | 5.14 | 3 | 6 | 33.3 | -0.43 | 674h 40m |
| Sep 2023 | bearish choppy low vol | 10 | +15.34 | 15.43 | 9 | 1 | 90.0 | -0.03 | 938h 24m |
| Aug 2023 | bearish choppy low vol | 7 | +1.42 | 2.04 | 4 | 3 | 57.1 | -0.17 | 462h 51m |
| Jul 2023 | bullish trending low vol | 14 | +21.62 | 15.45 | 9 | 5 | 64.3 | -0.13 | 356h 34m |
| Jun 2023 | bullish trending low vol | 10 | +23.61 | 23.81 | 10 | 0 | 100.0 | 0.0 | 1356h 00m |
| May 2023 | bearish choppy low vol | 1 | +0.17 | 1.65 | 1 | 0 | 100.0 | 0.0 | 480h 00m |
| Apr 2023 | bullish trending low vol | 14 | +8.44 | 6.06 | 6 | 8 | 42.9 | -1.76 | 490h 17m |
| Mar 2023 | bullish trending high vol | 13 | -5.68 | -4.40 | 2 | 11 | 15.4 | -1.03 | 254h 46m |
| Feb 2023 | bullish trending low vol | 15 | +25.86 | 17.35 | 12 | 3 | 80.0 | -0.31 | 516h 48m |
| Jan 2023 | bullish trending low vol | 10 | +20.51 | 20.62 | 10 | 0 | 100.0 | 0.0 | 1243h 12m |
| Dec 2022 | bearish trending low vol | 6 | +13.94 | 23.39 | 5 | 1 | 83.3 | -0.15 | 884h 00m |
| Nov 2022 | bearish trending high vol | 5 | -0.12 | -0.23 | 2 | 3 | 40.0 | -0.39 | 777h 36m |
| Oct 2022 | bullish choppy low vol | 13 | +3.19 | 2.62 | 7 | 6 | 53.8 | -0.43 | 611h 05m |
| Sep 2022 | bearish choppy high vol | 7 | -1.25 | -1.98 | 1 | 6 | 14.3 | -0.87 | 606h 51m |
| Aug 2022 | bullish choppy high vol | 5 | +6.17 | 12.50 | 4 | 1 | 80.0 | -0.25 | 571h 12m |
| Jul 2022 | bullish trending high vol | 13 | +34.30 | 28.61 | 9 | 4 | 69.2 | -0.5 | 1142h 46m |
| Jun 2022 | bearish trending high vol | 4 | +19.60 | 49.08 | 4 | 0 | 100.0 | 0.0 | 1698h 00m |
| Apr 2022 | bearish choppy high vol | 7 | -0.49 | -0.70 | 3 | 4 | 42.9 | -0.66 | 366h 51m |
| Mar 2022 | bullish choppy high vol | 13 | +23.10 | 18.31 | 9 | 4 | 69.2 | -0.33 | 1057h 51m |
| Feb 2022 | bearish trending high vol | 6 | +14.17 | 25.45 | 6 | 0 | 100.0 | -0.03 | 1296h 00m |
| Jan 2022 | bearish trending high vol | 5 | +4.04 | 7.97 | 3 | 2 | 60.0 | -0.53 | 667h 12m |
| Dec 2021 | bearish trending high vol | 5 | +5.81 | 12.08 | 4 | 1 | 80.0 | -0.4 | 734h 24m |
| Nov 2021 | bearish trending high vol | 9 | +20.82 | 25.73 | 8 | 1 | 88.9 | -0.26 | 920h 00m |
| Oct 2021 | bullish trending high vol | 7 | +30.29 | 44.34 | 4 | 3 | 57.1 | -0.33 | 740h 34m |
| Sep 2021 | bearish trending high vol | 13 | +29.01 | 22.52 | 9 | 4 | 69.2 | -0.6 | 600h 00m |
| Aug 2021 | bullish trending high vol | 2 | -0.71 | -4.71 | 0 | 2 | 0.0 | -0.23 | 504h 00m |
| Jul 2021 | bullish trending high vol | 12 | +39.49 | 33.83 | 11 | 1 | 91.7 | -0.06 | 1092h 00m |
| Jun 2021 | bearish trending high vol | 2 | +6.49 | 32.62 | 2 | 0 | 100.0 | 0.0 | 912h 00m |
| May 2021 | bearish trending high vol | 15 | +98.07 | 65.18 | 6 | 9 | 40.0 | -8.15 | 593h 36m |
| Apr 2021 | bearish choppy high vol | 11 | +57.84 | 52.51 | 6 | 5 | 54.5 | -2.63 | 615h 16m |
| Mar 2021 | bullish choppy high vol | 6 | +3.82 | 6.42 | 3 | 3 | 50.0 | -2.15 | 708h 00m |
| Feb 2021 | bullish trending high vol | 1 | -0.23 | -2.33 | 0 | 1 | 0.0 | 0.0 | 192h 00m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 2 | +8.42 | 42.16 | 2 | 0 | 100.0 | 0.0 | 1848h 00m |
| 2025 | 118 | +107.69 | 9.36 | 66 | 52 | 55.9 | -0.71 | 676h 41m |
| 2024 | 124 | +287.83 | 23.64 | 68 | 56 | 54.8 | -0.7 | 734h 19m |
| 2023 | 110 | +137.55 | 12.66 | 72 | 38 | 65.5 | -1.76 | 700h 09m |
| 2022 | 84 | +116.65 | 14.47 | 53 | 31 | 63.1 | -0.87 | 872h 51m |
| 2021 | 83 | +290.70 | 35.52 | 53 | 30 | 63.9 | -8.15 | 734h 45m |
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/f2e87f3f70123b75 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.