Beyond built-in Hyperopt
Freqtrade's built-in hyperopt runs locally. HyperOptimizer runs in managed infrastructure with Bayesian optimization, so you avoid long sessions tying up your machine.
Build a Docker image of your Freqtrade backtest, configure parameter ranges in the dashboard, and let managed Bayesian optimization find the best settings.
Why HyperOptimizer for Freqtrade?
Freqtrade's built-in hyperopt runs locally. HyperOptimizer runs in managed infrastructure with Bayesian optimization, so you avoid long sessions tying up your machine.
Run multiple Freqtrade backtests in parallel on our infrastructure. Each trial is an isolated container; no local compute, no resource contention.
Your strategy code, config, and trade data never leave the container. We only see the metric lines you print to stdout. Full isolation, zero access.
Compare profit, Sharpe, Sortino, and drawdown across all trials. Leaderboard, convergence plots, and Pareto frontiers, not just a log file.
Comparison
How it works
Package Freqtrade, your strategy, data, and a small wrapper in a Docker image. The wrapper reads CLI args and runs one backtest per invocation.
Read --hpo-* flags, run freqtrade backtesting, parse the result, and print metrics to stdout.
We run parallel trials with Bayesian optimization, surface the best timeframes, stoploss values, and strategy parameters in the dashboard.
More integrations
Follow the Freqtrade integration guide for a step-by-step walkthrough with full code examples.