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BB cross-validation — majors+alts × 1d/4h

Gerado em 2026-04-25T21:41:12.028109+00:00 (258s).

Configs vencedoras do [[2026-04-25-bb-majors-sweep]] re-rodadas em mais símbolos e TFs pra checar generalização.

WF settings: 6 windows. 1d=1500d, 4h=720d.

TF = 1d (days=1500)

BTCUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 2/5 +1.35% +0.00% 120 38% [+8 +29 -2 -14 -15]
BB(50,2.1)+2xATR 3/5 +17.85% +16.50% 41 53% [+13 +62 -1 +19 -4]
BB(50,2.1)+3xATR 3/5 +23.23% +21.89% 31 62% [+42 +76 -5 -5 +7]
BB(20,2.0)+3xATR 3/5 +11.62% +10.28% 32 49% [+11 +92 +18 -50 -12]

ETHUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 4/5 +4.99% +0.00% 142 41% [+2 +16 +15 +15 -22]
BB(50,2.1)+2xATR 3/5 +28.67% +23.68% 41 49% [-0 +2 +12 +142 -12]
BB(50,2.1)+3xATR 3/5 +21.20% +16.20% 27 52% [+21 -3 -20 +83 +25]
BB(20,2.0)+3xATR 2/5 +20.47% +15.48% 36 48% [-10 +38 -11 +90 -4]

BNBUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 2/5 +11.49% +0.00% 153 44% [+51 +23 -7 -8 -2]
BB(50,2.1)+2xATR 2/5 +1.81% -9.68% 48 41% [-21 +48 -19 -19 +20]
BB(50,2.1)+3xATR 1/5 +7.33% -4.16% 36 49% [-21 +109 -29 -8 -14]
BB(20,2.0)+3xATR 2/5 +24.42% +12.93% 32 52% [-25 +101 -13 -16 +75]

XRPUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 3/5 -0.23% +0.00% 149 38% [+4 -6 +4 +8 -11]
BB(50,2.1)+2xATR 2/5 +42.32% +42.55% 47 49% [-41 -7 +216 -20 +63]
BB(50,2.1)+3xATR 3/5 +41.47% +41.70% 26 56% [+2 -31 +203 -23 +56]
BB(20,2.0)+3xATR 3/5 +35.71% +35.94% 21 57% [-30 +8 +195 -63 +70]

ADAUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 3/5 -4.79% +0.00% 157 35% [+14 +5 -22 +6 -27]
BB(50,2.1)+2xATR 3/5 +33.98% +38.77% 33 50% [-15 +3 +164 -65 +82]
BB(50,2.1)+3xATR 3/5 +13.84% +18.63% 21 55% [-22 +1 +99 -69 +60]
BB(20,2.0)+3xATR 5/5 +39.82% +44.61% 27 62% [+17 +38 +95 +6 +42]

DOGEUSDT 1d

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 3/5 -3.15% +0.00% 161 35% [-23 +1 +7 +23 -24]
BB(50,2.1)+2xATR 4/5 +46.25% +49.40% 41 53% [-49 +87 +66 +64 +63]
BB(50,2.1)+3xATR 4/5 +28.19% +31.34% 25 60% [-76 +18 +157 +9 +33]
BB(20,2.0)+3xATR 3/5 +5.41% +8.56% 29 44% [-95 +24 +104 -39 +32]

TF = 4h (days=720)

BTCUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 3/6 +2.73% +0.00% 253 39% [-5 -5 +13 -4 +2 +15]
BB(50,2.1)+2xATR 4/6 +10.08% +7.35% 121 48% [+35 -1 -5 +8 +11 +13]
BB(50,2.1)+3xATR 3/6 +10.39% +7.66% 84 46% [+37 +30 -7 -0 +6 -2]
BB(20,2.0)+3xATR 2/6 -2.78% -5.50% 110 38% [-4 +10 -24 -11 -9 +21]

ETHUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 4/6 +10.70% +0.00% 340 42% [+18 +10 -8 +31 +25 -11]
BB(50,2.1)+2xATR 4/6 +21.88% +11.18% 128 48% [+51 +33 -11 +47 -9 +19]
BB(50,2.1)+3xATR 6/6 +32.07% +21.37% 75 51% [+45 +28 +28 +36 +19 +37]
BB(20,2.0)+3xATR 6/6 +30.31% +19.61% 94 51% [+45 +10 +49 +44 +17 +17]

BNBUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 4/6 +3.90% +0.00% 270 40% [+12 -22 +17 +14 -1 +3]
BB(50,2.1)+2xATR 3/6 +5.14% +1.23% 141 45% [+29 -29 -5 -11 +27 +19]
BB(50,2.1)+3xATR 4/6 +10.25% +6.35% 83 51% [+59 -42 -28 +12 +32 +29]
BB(20,2.0)+3xATR 4/6 +2.58% -1.32% 93 45% [+10 -44 +5 +15 -3 +32]

XRPUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 6/6 +30.04% +0.00% 371 47% [+11 +33 +62 +36 +15 +23]
BB(50,2.1)+2xATR 5/6 +42.33% +12.29% 148 50% [+34 +147 +21 +17 -1 +36]
BB(50,2.1)+3xATR 5/6 +36.88% +6.84% 84 54% [+25 +139 +7 +7 +45 -2]
BB(20,2.0)+3xATR 6/6 +50.80% +20.76% 88 54% [+16 +136 +52 +31 +41 +29]

ADAUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 5/6 +15.60% +0.00% 392 42% [+3 +48 +31 +5 -20 +26]
BB(50,2.1)+2xATR 3/6 +3.05% -12.55% 117 39% [+4 +40 -17 -0 +17 -26]
BB(50,2.1)+3xATR 4/6 +12.12% -3.48% 80 38% [-42 +82 +23 +2 +58 -50]
BB(20,2.0)+3xATR 4/6 +33.01% +17.41% 94 45% [+12 +178 +37 -27 +47 -50]

DOGEUSDT 4h

config wins mean_ret Δ vs base trades wr per-window
baseline (base) 5/6 +16.82% +0.00% 410 42% [-5 +14 +47 +20 +7 +18]
BB(50,2.1)+2xATR 6/6 +52.49% +35.67% 133 53% [+36 +90 +75 +40 +66 +9]
BB(50,2.1)+3xATR 5/6 +54.63% +37.81% 81 56% [+47 +147 +50 +9 +84 -9]
BB(20,2.0)+3xATR 6/6 +45.56% +28.74% 102 49% [+34 +75 +44 +50 +60 +11]

Melhor config por (símbolo, TF)

símbolo TF best wins mean_ret Δ vs base
BTCUSDT 1d BB(50,2.1)+3xATR 3/5 +23.23% +21.89%
ETHUSDT 1d BB(50,2.1)+2xATR 3/5 +28.67% +23.68%
BNBUSDT 1d BB(20,2.0)+3xATR 2/5 +24.42% +12.93%
XRPUSDT 1d BB(50,2.1)+3xATR 3/5 +41.47% +41.70%
ADAUSDT 1d BB(20,2.0)+3xATR 5/5 +39.82% +44.61%
DOGEUSDT 1d BB(50,2.1)+2xATR 4/5 +46.25% +49.40%
BTCUSDT 4h BB(50,2.1)+2xATR 4/6 +10.08% +7.35%
ETHUSDT 4h BB(50,2.1)+3xATR 6/6 +32.07% +21.37%
BNBUSDT 4h BB(50,2.1)+3xATR 4/6 +10.25% +6.35%
XRPUSDT 4h BB(20,2.0)+3xATR 6/6 +50.80% +20.76%
ADAUSDT 4h BB(20,2.0)+3xATR 4/6 +33.01% +17.41%
DOGEUSDT 4h BB(50,2.1)+3xATR 5/6 +54.63% +37.81%

Cross-references

Entities: [[../entities/ADAUSDT]], [[../entities/BNBUSDT]], [[../entities/BTCUSDT]], [[../entities/XRPUSDT]] Strategies: [[../strategy/bollinger_breakout]]