SupertrendFuturesStrategyV2
Strategy League report · jinzheng8115/freqtrade-crypto-system · freqle.org/strategy/fad963458ca816d9
Run started · finished · took 412.6s
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 →
- profit isn't statistically significant (p=1.00) — hard to tell apart from luck
- only 0% of resampled runs were profitable
- profitable in only 0% of rolling 3-month windows
- did not beat simply holding the market
- very deep drawdown (-91%)
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 |
|---|---|---|---|---|---|---|---|---|---|
| Apr 2021 | bearish choppy high vol | 57 | -3.74 | -0.65 | 37 | 20 | 64.9 | -91.39 | 2h 14m |
| Mar 2021 | bullish choppy high vol | 196 | -14.86 | -0.77 | 121 | 75 | 61.7 | -90.79 | 4h 14m |
| Feb 2021 | bullish trending high vol | 872 | -15.72 | -0.17 | 576 | 296 | 66.1 | -75.35 | 1h 39m |
| Jan 2021 | bullish trending high vol | 1428 | -55.69 | -0.40 | 919 | 509 | 64.4 | -68.09 | 1h 38m |
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/fad963458ca816d9 · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.