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Compare strategies on identical data
Compare strategies under the same pairs, timeframe, fees, and wallet.
Goal
Identify candidates for further study without ranking by return alone.
Steps
- Pin historical data, timerange, and trading settings; document each strategy’s parameter differences. [backtest]
- Run
freqtrade backtesting --strategy-list StrategyA StrategyB --timeframe 5m --timerange 20230101-20250101. [backtest] - Compare net profit, max drawdown, trade count, holding time, and exit reasons; retain each full report. [backtest]
How to verify
All strategies used the same range, data, and starting balance, enabling metric-by-metric comparison.
Troubleshooting
If strategy config overrides CLI settings, inspect effective config; do not select by total profit alone.
Permissions
Prerequisites
- Python 3.11+, Freqtrade installed, a pinned strategy, and a local user-data directory.
Permissions
- Use public market data and local history; treat every trading decision as research and never connect a live account.
Limitations
Relative performance in one historical period can still be overfit.
Pinned upstream source
- Repository
- freqtrade/freqtrade
- File path
- docs/backtesting.md
- Pinned commit
82e4c9604c51523f7e05c5a297167cf2b13a2129- Source checked
- 2026-10-14 · Reviewed against the pinned upstream source
Repository metrics
These values describe the upstream repository, not popularity or likes for an individual skill or playbook.
- Stars
- Not collected
- Forks
- Not collected
- Observed at
- Not collected
No metrics snapshot is available yet.
License: GPLv3
Main topic
Build a reproducible crypto research workflow