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SupertrendFuturesStrategyV3

Strategy League report · jinzheng8115/freqtrade-crypto-system · freqle.org/strategy/f577d4aa02de191d

Run started · finished · took 410.6s

pairs 33 pairs timerange 20210101-20260101 mode futures timeframe 15m stake 100 USDT wallet 1000 USDT max open trades 10 fee exchange lowest tier
total profit-89.93%
final wallet101 USDT
win rate55.8%
max drawdown-90.57%
market change+452.71%
vs market-542.64%
timeframe15m
profit factor0.8
expectancy ratio-0.089
break-even fee-0.0155%
sharpe-2.127
sortino-19.52
CAGR-36.8%
calmar-1.039
avg leverage2.0x
avg MFE+2.08%
avg MAE-2.07%
avg profit/trade-0.46%
avg duration1h 19m
best trade+8.04%
worst trade-5.97%
win/loss streak18 / 21
positive months0/2
trades1987
revision1

ℹ️ This strategy uses a trailing stop — freqtrade only re-checks these once per 15m 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 →

Unreliable Robustness verdict what's this?
likely annual return-100%
range (5th–95th)-100% … -100%
chance of profit0.0%
worst-5% outcome-100%
significance (p)1.0
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
Feb 2021 bullish trending high vol 454 -12.96 -0.30 266 188 58.6 -90.57 1h 24m
Jan 2021 bullish trending high vol 1533 -76.97 -0.51 843 690 55.0 -80.01 1h 18m

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/f577d4aa02de191d · Strategy League ranking at freqle.org/ranking

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