Freqebeta
freqle.org
DS_Green_5mv2
Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/f9cadf32ae33d61b
Run started · finished · took 613.7s
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+393.14%
final wallet4931 USDT
win rate86.0%
max drawdown-6.44%
market change+451.55%
vs market-58.41%
timeframe5m
profit factor1.59
expectancy ratio0.083
sharpe13.416
sortino12.67
CAGR+37.6%
calmar63.825
avg MFE+1.89%
avg MAE-2.80%
avg profit/trade0.52%
avg duration2h 39m
best trade+25.04%
worst trade-29.21%
positive months41/60
consistent (3-mo)79.3%
worst 3-mo-14.50%
trades7596
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+38%
range (5th–95th)+34% … +42%
chance of profit100.0%
worst-5% outcome+33%
significance (p)0.0
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 79% 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 | 31 | -3.72 | -1.20 | 17 | 14 | 54.8 | -1.1 | 11h 57m |
| Nov 2025 | bearish trending high vol | 105 | +6.20 | 0.59 | 88 | 17 | 83.8 | -0.74 | 2h 32m |
| Oct 2025 | bearish trending low vol | 60 | +6.53 | 1.09 | 55 | 5 | 91.7 | -0.79 | 2h 06m |
| Sep 2025 | bullish choppy low vol | 10 | +1.93 | 1.93 | 10 | 0 | 100.0 | -1.1 | 2h 04m |
| Aug 2025 | bullish choppy low vol | 8 | -0.65 | -0.82 | 6 | 2 | 75.0 | -1.19 | 6h 16m |
| Jul 2025 | bullish choppy low vol | 37 | +3.16 | 0.85 | 33 | 4 | 89.2 | -1.6 | 2h 36m |
| Jun 2025 | bearish choppy low vol | 21 | -0.60 | -0.28 | 15 | 6 | 71.4 | -1.8 | 4h 05m |
| May 2025 | bullish trending low vol | 46 | -0.22 | -0.05 | 33 | 13 | 71.7 | -1.51 | 5h 23m |
| Apr 2025 | bullish choppy low vol | 47 | +3.79 | 0.81 | 41 | 6 | 87.2 | -2.36 | 4h 18m |
| Mar 2025 | bearish trending high vol | 71 | -5.73 | -0.81 | 50 | 21 | 70.4 | -2.78 | 3h 01m |
| Feb 2025 | bearish trending low vol | 105 | +6.85 | 0.65 | 86 | 19 | 81.9 | -1.07 | 3h 47m |
| Jan 2025 | bearish choppy low vol | 71 | +5.09 | 0.72 | 63 | 8 | 88.7 | -0.92 | 2h 08m |
| Dec 2024 | bullish trending low vol | 194 | +6.59 | 0.34 | 161 | 33 | 83.0 | -1.38 | 2h 48m |
| Nov 2024 | bullish trending low vol | 291 | +26.34 | 0.91 | 267 | 24 | 91.8 | -1.28 | 2h 06m |
| Oct 2024 | bullish choppy low vol | 29 | +3.61 | 1.24 | 27 | 2 | 93.1 | -2.14 | 1h 54m |
| Sep 2024 | bearish choppy low vol | 2 | +0.30 | 1.48 | 2 | 0 | 100.0 | -2.17 | 0h 42m |
| Aug 2024 | bearish choppy high vol | 58 | -0.37 | -0.06 | 41 | 17 | 70.7 | -2.98 | 6h 23m |
| Jul 2024 | bearish trending low vol | 24 | +2.03 | 0.85 | 21 | 3 | 87.5 | -2.64 | 4h 06m |
| Jun 2024 | bearish choppy low vol | 15 | -2.06 | -1.37 | 10 | 5 | 66.7 | -2.58 | 3h 31m |
| May 2024 | bullish choppy high vol | 10 | -1.33 | -1.33 | 5 | 5 | 50.0 | -2.11 | 13h 43m |
| Apr 2024 | bearish choppy high vol | 81 | +1.61 | 0.20 | 65 | 16 | 80.2 | -2.95 | 2h 55m |
| Mar 2024 | bullish trending high vol | 147 | -6.50 | -0.44 | 113 | 34 | 76.9 | -3.07 | 2h 28m |
| Feb 2024 | bullish trending low vol | 51 | +6.48 | 1.27 | 49 | 2 | 96.1 | -0.26 | 2h 34m |
| Jan 2024 | bearish choppy high vol | 100 | +4.24 | 0.42 | 83 | 17 | 83.0 | -0.5 | 3h 51m |
| Dec 2023 | bullish trending low vol | 90 | +7.97 | 0.89 | 80 | 10 | 88.9 | -0.21 | 3h 15m |
| Nov 2023 | bullish trending low vol | 89 | +4.01 | 0.45 | 75 | 14 | 84.3 | -0.64 | 3h 15m |
| Oct 2023 | bullish trending low vol | 30 | +4.40 | 1.47 | 30 | 0 | 100.0 | -0.33 | 3h 40m |
| Sep 2023 | bearish choppy low vol | 6 | -1.53 | -2.54 | 2 | 4 | 33.3 | -0.37 | 5h 32m |
| Aug 2023 | bearish choppy low vol | 26 | +1.47 | 0.56 | 22 | 4 | 84.6 | -0.27 | 5h 09m |
| Jul 2023 | bullish trending low vol | 28 | +1.74 | 0.62 | 23 | 5 | 82.1 | -0.32 | 9h 06m |
| Jun 2023 | bullish trending low vol | 58 | +6.82 | 1.17 | 55 | 3 | 94.8 | -0.25 | 3h 04m |
| May 2023 | bearish choppy low vol | 5 | +0.92 | 1.84 | 5 | 0 | 100.0 | -0.19 | 0h 55m |
| Apr 2023 | bullish trending low vol | 28 | +1.59 | 0.57 | 23 | 5 | 82.1 | -0.3 | 7h 28m |
| Mar 2023 | bullish trending high vol | 101 | +7.48 | 0.74 | 88 | 13 | 87.1 | -1.75 | 4h 23m |
| Feb 2023 | bullish trending low vol | 41 | +2.71 | 0.66 | 34 | 7 | 82.9 | -1.9 | 4h 58m |
| Jan 2023 | bullish trending low vol | 124 | +11.76 | 0.95 | 113 | 11 | 91.1 | -4.83 | 3h 45m |
| Dec 2022 | bearish trending low vol | 5 | +0.77 | 1.53 | 5 | 0 | 100.0 | -5.02 | 3h 18m |
| Nov 2022 | bearish trending high vol | 148 | -11.45 | -0.77 | 108 | 40 | 73.0 | -6.44 | 3h 44m |
| Oct 2022 | bullish choppy low vol | 32 | +1.65 | 0.51 | 27 | 5 | 84.4 | -2.75 | 2h 28m |
| Sep 2022 | bearish choppy high vol | 70 | -4.70 | -0.67 | 49 | 21 | 70.0 | -3.12 | 6h 51m |
| Aug 2022 | bullish choppy high vol | 89 | -0.72 | -0.08 | 65 | 24 | 73.0 | -1.57 | 4h 15m |
| Jul 2022 | bearish trending high vol | 117 | +5.18 | 0.44 | 95 | 22 | 81.2 | -1.73 | 3h 14m |
| Jun 2022 | bearish trending high vol | 206 | -5.12 | -0.25 | 153 | 53 | 74.3 | -2.0 | 3h 37m |
| May 2022 | bearish trending high vol | 314 | +9.51 | 0.30 | 266 | 48 | 84.7 | -4.61 | 2h 31m |
| Apr 2022 | bearish choppy high vol | 17 | +2.03 | 1.20 | 16 | 1 | 94.1 | -0.87 | 4h 06m |
| Mar 2022 | bullish choppy high vol | 59 | +7.13 | 1.21 | 57 | 2 | 96.6 | -2.71 | 1h 20m |
| Feb 2022 | bearish trending high vol | 78 | +4.22 | 0.54 | 65 | 13 | 83.3 | -4.08 | 3h 04m |
| Jan 2022 | bearish trending high vol | 124 | -12.31 | -0.99 | 81 | 43 | 65.3 | -4.26 | 4h 21m |
| Dec 2021 | bearish trending high vol | 109 | +8.22 | 0.76 | 92 | 17 | 84.4 | -1.1 | 2h 38m |
| Nov 2021 | bullish trending high vol | 54 | -2.63 | -0.49 | 38 | 16 | 70.4 | -1.43 | 4h 10m |
| Oct 2021 | bullish trending high vol | 80 | +5.66 | 0.71 | 73 | 7 | 91.2 | -1.44 | 2h 06m |
| Sep 2021 | bearish trending high vol | 215 | -1.98 | -0.09 | 176 | 39 | 81.9 | -2.78 | 2h 29m |
| Aug 2021 | bullish trending high vol | 160 | +15.01 | 0.94 | 143 | 17 | 89.4 | -2.86 | 2h 33m |
| Jul 2021 | bearish trending high vol | 140 | -3.33 | -0.24 | 103 | 37 | 73.6 | -3.89 | 4h 43m |
| Jun 2021 | bearish trending high vol | 251 | -3.85 | -0.15 | 206 | 45 | 82.1 | -4.51 | 2h 55m |
| May 2021 | bearish trending high vol | 902 | +54.14 | 0.60 | 805 | 97 | 89.2 | -6.0 | 1h 46m |
| Apr 2021 | bearish choppy high vol | 462 | +42.16 | 0.91 | 423 | 39 | 91.6 | -1.84 | 1h 30m |
| Mar 2021 | bullish choppy high vol | 227 | +23.19 | 1.02 | 211 | 16 | 93.0 | -1.81 | 2h 23m |
| Feb 2021 | bullish trending high vol | 735 | +64.19 | 0.87 | 673 | 62 | 91.6 | -3.77 | 1h 27m |
| Jan 2021 | bullish trending high vol | 762 | +83.23 | 1.09 | 709 | 53 | 93.0 | -3.55 | 1h 23m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2025 | 612 | +22.63 | 0.37 | 497 | 115 | 81.2 | -2.78 | 3h 38m |
| 2024 | 1002 | +40.94 | 0.41 | 844 | 158 | 84.2 | -3.07 | 2h 59m |
| 2023 | 626 | +49.34 | 0.79 | 550 | 76 | 87.9 | -4.83 | 4h 11m |
| 2022 | 1259 | -3.81 | -0.03 | 987 | 272 | 78.4 | -6.44 | 3h 27m |
| 2021 | 4097 | +284.01 | 0.69 | 3652 | 445 | 89.1 | -6.0 | 1h 57m |
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/f9cadf32ae33d61b · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.