VolatilitySystem
Tested with protocol v1: 2025-11-01 → 2026-11-01, 0.15% fee, 8 slots.
80-pair list (Futures) ca39dbebf351 · How we test
All runs
All protocol runs are published, including failed ones and runs of older versions.
| Date | Version | Market | Window | Status | Profit | MTM drawdown | Profit / drawdown | Trades | Code SHA | Config SHA | Data SHA | Freqtrade |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-11-01 | 10a32ea1 |
Futures | 12m | done | −75.2% | 83.6% | −0.90 | 205 | 10a32ea131fb | 371767515cb3 | 92fd10da3670 |
2026.8 |
Futures: details
- Long trades
- 109
- Days all slots busy
- 199
- Open at window end
- 2
- Liquidations
- 2
- Funding
- +0.9%
- Long share
- 47.8%
Exit reasons
| Exit type | Entry mode | Trades | Average profit | Contribution |
|---|---|---|---|---|
| indicator exit signal | — | 200 | −4.7% | −52.7% |
| liquidation | — | 2 | −92.8% | −17.4% |
| closed at window end | — | 2 | +4.6% | +1.0% |
| stop | — | 1 | −97.7% | −6.1% |
The detailed reason of every exit is on the Trades tab and in the CSV.
When it made money
Market regime is based on BTC daily movement.
| Regime | Days | Trades | Profit |
|---|---|---|---|
| up | 86 | 51 | −36.2% |
| down | 105 | 62 | +18.6% |
| flat | 174 | 92 | −57.6% |
Long trades
| Pair | Opened | Closed | Days | Profit |
|---|---|---|---|---|
| FARTCOIN/USDT:USDT | 2026-08-22 | 2026-10-08 | 47.6 | +39.2% |
| DOGE/USDT:USDT | 2026-05-11 | 2026-06-23 | 43.4 | −82.7% |
| XRP/USDT:USDT | 2026-05-14 | 2026-06-25 | 42.0 | −82.4% |
| XAUT/USDT:USDT | 2025-11-03 | 2025-12-12 | 39.6 | +18.9% |
| DOGE/USDT:USDT | 2026-03-23 | 2026-04-29 | 37.1 | +34.6% |
| XAUT/USDT:USDT | 2026-03-03 | 2026-04-08 | 35.5 | +18.0% |
| XRP/USDT:USDT | 2026-03-23 | 2026-04-27 | 34.8 | +3.8% |
| ETH/USDT:USDT | 2026-03-23 | 2026-04-27 | 34.8 | +18.2% |
| ZEN/USDT:USDT | 2026-08-29 | 2026-10-02 | 34.2 | +15.2% |
| BTC/USDT:USDT | 2026-01-29 | 2026-03-04 | 33.6 | +43.6% |