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Strategy League report · remiotore/ccxt-freqtrade · freqle.org/strategy/fd27cfd3071cfb5f
Run started · finished · took 1202.7s
pairs 33 pairs
timerange 20210101-20260101
mode futures
timeframe 5m
stake 100 USDT
wallet 1000 USDT
max open trades 10
fee exchange lowest tier
total profit+15132.75%
final wallet152328 USDT
win rate79.0%
max drawdown-39.64%
market change+447.44%
vs market+14685.31%
timeframe5m
profit factor1.13
expectancy ratio0.027
sharpe141.054
sortino151.23
CAGR+173.1%
calmar6099.547
avg leverage10.0x
avg MFE+0.75%
avg MAE-0.92%
avg profit/trade0.49%
avg duration0h 37m
best trade+136.10%
worst trade-32.84%
positive months53/61
consistent (3-mo)96.6%
worst 3-mo-97.21%
trades311636
revision1
ℹ️ This strategy uses a trailing stop — 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+175%
range (5th–95th)+130% … +227%
chance of profit100.0%
worst-5% outcome+120%
significance (p)0.0
risk of ruin0.0%
- statistically significant edge (p=0.00)
- 100% of resampled runs stayed profitable
- profitable across 97% 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 | 4 | -2.00 | -5.01 | 0 | 4 | 0.0 | -0.08 | 2h 00m |
| Dec 2025 | bearish trending low vol | 2583 | +29.41 | 0.11 | 2106 | 477 | 81.5 | -0.72 | 1h 07m |
| Nov 2025 | bearish trending high vol | 4743 | +304.88 | 0.64 | 3801 | 942 | 80.1 | -0.75 | 0h 40m |
| Oct 2025 | bearish trending low vol | 3534 | +278.16 | 0.79 | 2834 | 700 | 80.2 | -0.72 | 0h 58m |
| Sep 2025 | bullish choppy low vol | 2103 | +20.65 | 0.10 | 1639 | 464 | 77.9 | -0.38 | 1h 22m |
| Aug 2025 | bearish choppy low vol | 3086 | +78.15 | 0.25 | 2518 | 568 | 81.6 | -1.21 | 1h 05m |
| Jul 2025 | bullish choppy low vol | 4254 | +58.33 | 0.14 | 3416 | 838 | 80.3 | -2.14 | 0h 51m |
| Jun 2025 | bearish choppy low vol | 2872 | +2.63 | 0.01 | 2330 | 542 | 81.1 | -1.72 | 1h 09m |
| May 2025 | bullish trending low vol | 3568 | +72.40 | 0.20 | 2909 | 659 | 81.5 | -2.59 | 0h 50m |
| Apr 2025 | bullish choppy low vol | 3797 | -116.66 | -0.31 | 3008 | 789 | 79.2 | -2.38 | 0h 56m |
| Mar 2025 | bearish trending high vol | 4345 | +44.93 | 0.10 | 3477 | 868 | 80.0 | -1.36 | 0h 49m |
| Feb 2025 | bearish trending low vol | 4330 | +227.36 | 0.53 | 3512 | 818 | 81.1 | -0.91 | 0h 42m |
| Jan 2025 | bearish choppy low vol | 4691 | +18.05 | 0.04 | 3738 | 953 | 79.7 | -1.6 | 0h 45m |
| Dec 2024 | bullish trending low vol | 7472 | +396.16 | 0.53 | 5921 | 1551 | 79.2 | -1.1 | 0h 28m |
| Nov 2024 | bullish trending low vol | 9800 | +533.33 | 0.55 | 7611 | 2189 | 77.7 | -2.01 | 0h 26m |
| Oct 2024 | bullish choppy low vol | 2800 | +60.72 | 0.22 | 2284 | 516 | 81.6 | -1.48 | 1h 15m |
| Sep 2024 | bearish choppy low vol | 3020 | -67.52 | -0.23 | 2422 | 598 | 80.2 | -1.32 | 1h 10m |
| Aug 2024 | bearish choppy high vol | 4095 | +64.20 | 0.16 | 3275 | 820 | 80.0 | -1.4 | 0h 50m |
| Jul 2024 | bearish trending low vol | 3191 | -93.89 | -0.30 | 2579 | 612 | 80.8 | -1.53 | 1h 11m |
| Jun 2024 | bearish choppy low vol | 2472 | +109.12 | 0.44 | 2026 | 446 | 82.0 | -0.44 | 1h 07m |
| May 2024 | bullish choppy high vol | 3307 | +94.72 | 0.29 | 2721 | 586 | 82.3 | -0.92 | 0h 57m |
| Apr 2024 | bearish choppy high vol | 4005 | +267.15 | 0.67 | 3272 | 733 | 81.7 | -0.45 | 0h 48m |
| Mar 2024 | bullish trending high vol | 7907 | +478.89 | 0.61 | 6283 | 1624 | 79.5 | -0.65 | 0h 31m |
| Feb 2024 | bullish trending low vol | 4358 | -2.81 | -0.01 | 3450 | 908 | 79.2 | -1.25 | 0h 51m |
| Jan 2024 | bearish choppy high vol | 5024 | +182.84 | 0.36 | 4007 | 1017 | 79.8 | -1.28 | 0h 43m |
| Dec 2023 | bullish trending low vol | 7555 | -98.06 | -0.13 | 5809 | 1746 | 76.9 | -1.53 | 0h 34m |
| Nov 2023 | bullish trending low vol | 5408 | +162.44 | 0.30 | 4329 | 1079 | 80.0 | -0.85 | 0h 41m |
| Oct 2023 | bullish trending low vol | 2609 | +25.28 | 0.10 | 2095 | 514 | 80.3 | -1.14 | 1h 01m |
| Sep 2023 | bearish choppy low vol | 1916 | +99.03 | 0.52 | 1563 | 353 | 81.6 | -0.37 | 1h 07m |
| Aug 2023 | bearish choppy low vol | 1908 | +67.52 | 0.35 | 1545 | 363 | 81.0 | -0.57 | 1h 04m |
| Jul 2023 | bullish trending low vol | 3801 | +142.76 | 0.38 | 3043 | 758 | 80.1 | -1.08 | 0h 44m |
| Jun 2023 | bullish trending low vol | 3334 | +46.10 | 0.14 | 2658 | 676 | 79.7 | -1.06 | 0h 51m |
| May 2023 | bearish choppy low vol | 1451 | +59.98 | 0.41 | 1186 | 265 | 81.7 | -0.69 | 1h 35m |
| Apr 2023 | bullish trending low vol | 2557 | -28.62 | -0.11 | 2040 | 517 | 79.8 | -1.0 | 1h 08m |
| Mar 2023 | bullish trending high vol | 3641 | +50.08 | 0.14 | 2899 | 742 | 79.6 | -1.55 | 0h 49m |
| Feb 2023 | bullish trending low vol | 4077 | +162.19 | 0.40 | 3260 | 817 | 80.0 | -0.94 | 0h 39m |
| Jan 2023 | bullish trending low vol | 5396 | +225.21 | 0.42 | 4218 | 1178 | 78.2 | -2.1 | 0h 40m |
| Dec 2022 | bearish trending low vol | 1742 | +134.33 | 0.77 | 1447 | 295 | 83.1 | -0.46 | 1h 16m |
| Nov 2022 | bearish trending high vol | 5636 | +485.88 | 0.86 | 4488 | 1148 | 79.6 | -0.94 | 0h 32m |
| Oct 2022 | bullish choppy low vol | 2753 | +54.73 | 0.20 | 2223 | 530 | 80.7 | -1.08 | 0h 54m |
| Sep 2022 | bearish choppy high vol | 3977 | +275.29 | 0.69 | 3277 | 700 | 82.4 | -0.82 | 0h 45m |
| Aug 2022 | bullish choppy high vol | 3954 | +354.49 | 0.90 | 3247 | 707 | 82.1 | -0.83 | 0h 43m |
| Jul 2022 | bullish trending high vol | 5893 | +65.23 | 0.11 | 4677 | 1216 | 79.4 | -2.33 | 0h 35m |
| Jun 2022 | bearish trending high vol | 7144 | +324.57 | 0.46 | 5599 | 1545 | 78.4 | -2.19 | 0h 23m |
| May 2022 | bearish trending high vol | 7367 | +679.24 | 0.93 | 5846 | 1521 | 79.4 | -2.18 | 0h 25m |
| Apr 2022 | bearish choppy high vol | 2978 | +250.00 | 0.84 | 2474 | 504 | 83.1 | -0.46 | 0h 49m |
| Mar 2022 | bullish choppy high vol | 4508 | +303.19 | 0.67 | 3666 | 842 | 81.3 | -2.72 | 0h 45m |
| Feb 2022 | bearish trending high vol | 4068 | -158.63 | -0.39 | 3217 | 851 | 79.1 | -2.6 | 0h 44m |
| Jan 2022 | bearish trending high vol | 5322 | +350.06 | 0.66 | 4322 | 1000 | 81.2 | -1.34 | 0h 37m |
| Dec 2021 | bearish trending high vol | 5648 | +270.36 | 0.48 | 4549 | 1099 | 80.5 | -1.51 | 0h 34m |
| Nov 2021 | bearish trending high vol | 4952 | +317.56 | 0.64 | 4035 | 917 | 81.5 | -0.8 | 0h 39m |
| Oct 2021 | bullish trending high vol | 5403 | +239.45 | 0.45 | 4325 | 1078 | 80.0 | -1.79 | 0h 37m |
| Sep 2021 | bearish trending high vol | 8019 | +617.89 | 0.78 | 6293 | 1726 | 78.5 | -1.1 | 0h 26m |
| Aug 2021 | bullish trending high vol | 7195 | +328.66 | 0.46 | 5669 | 1526 | 78.8 | -1.79 | 0h 30m |
| Jul 2021 | bullish trending high vol | 5293 | +170.73 | 0.32 | 4277 | 1016 | 80.8 | -3.02 | 0h 35m |
| Jun 2021 | bearish trending high vol | 7062 | +385.18 | 0.55 | 5627 | 1435 | 79.7 | -2.17 | 0h 26m |
| May 2021 | bearish trending high vol | 15493 | +1669.23 | 1.08 | 11512 | 3981 | 74.3 | -5.0 | 0h 15m |
| Apr 2021 | bearish choppy high vol | 13181 | +1155.94 | 0.88 | 10118 | 3063 | 76.8 | -2.72 | 0h 19m |
| Mar 2021 | bullish choppy high vol | 8014 | +400.49 | 0.50 | 6315 | 1699 | 78.8 | -3.61 | 0h 28m |
| Feb 2021 | bullish trending high vol | 14826 | +1192.83 | 0.81 | 11051 | 3775 | 74.5 | -6.83 | 0h 15m |
| Jan 2021 | bullish trending high vol | 16194 | +1312.96 | 0.81 | 12023 | 4171 | 74.2 | -39.64 | 0h 15m |
Yearly breakdown
| Year | Trades | Profit % | Avg % | Win | Loss | Win % | DD % | Avg dur |
|---|---|---|---|---|---|---|---|---|
| 2026 | 4 | -2.00 | -5.01 | 0 | 4 | 0.0 | -0.08 | 2h 00m |
| 2025 | 43906 | +1018.29 | 0.23 | 35288 | 8618 | 80.4 | -2.59 | 0h 54m |
| 2024 | 57451 | +2022.91 | 0.35 | 45851 | 11600 | 79.8 | -2.01 | 0h 44m |
| 2023 | 43653 | +913.91 | 0.21 | 34645 | 9008 | 79.4 | -2.1 | 0h 48m |
| 2022 | 55342 | +3118.38 | 0.57 | 44483 | 10859 | 80.4 | -2.72 | 0h 38m |
| 2021 | 111280 | +8061.28 | 0.73 | 85794 | 25486 | 77.1 | -39.64 | 0h 23m |
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/fd27cfd3071cfb5f · Strategy League ranking at freqle.org/ranking
Past performance is not indicative of future results. Not investment advice.