BB params + ATR-stop sweep — BTC/ETH/BNB 1d

Gerado em 2026-04-25T21:30:16.918201+00:00 (62s).

Hipótese: em majors (vol baixa), BB(20, 2.0) com stop fixo -2% é calibrado pra alts retail e falha. BB(50, 2.1) + stop ATR×2 deveria reduzir whipsaw. Diagnóstico em [[2026-04-25-btc-eth-profile]].

720d, 6 windows. bb_breakout strategy.

BTCUSDT

config	wins	mean_ret	trades	wr	per-window
BB(20,2.0) stop=2%fix (default)	0/4	-7.24%	38	25%	[-7 -9 -10 -3]
BB(20,2.0) stop=2×ATR	2/4	-1.69%	18	37%	[-8 +8 -8 +2]
BB(20,2.0) stop=3×ATR	1/4	-4.54%	11	40%	[-7 +12 -3 -20]
BB(30,2.0) stop=2%fix	2/4	-1.96%	49	34%	[-9 -12 +6 +7]
BB(30,2.0) stop=2×ATR	3/4	+2.24%	18	43%	[-16 +8 +1 +16]
BB(30,2.0) stop=3×ATR	2/4	-0.64%	10	29%	[-14 +12 -3 +2]
BB(50,2.1) stop=2%fix	2/4	-2.34%	45	34%	[-6 -6 +0 +2]
BB(50,2.1) stop=2×ATR	4/4	+7.07%	15	50%	[+5 +19 +1 +3]
BB(50,2.1) stop=3×ATR	1/4	-3.34%	11	33%	[-19 +15 -3 -6]

ETHUSDT

config	wins	mean_ret	trades	wr	per-window
BB(20,2.0) stop=2%fix (default)	2/4	-1.66%	63	34%	[+3 +11 -8 -12]
BB(20,2.0) stop=2×ATR	3/4	+26.87%	24	52%	[+61 +55 -10 +1]
BB(20,2.0) stop=3×ATR	2/4	+18.30%	14	60%	[+49 +41 -11 -7]
BB(30,2.0) stop=2%fix	2/4	-0.80%	64	34%	[-9 +9 -9 +6]
BB(30,2.0) stop=2×ATR	4/4	+33.40%	16	56%	[+41 +72 +13 +8]
BB(30,2.0) stop=3×ATR	4/4	+27.30%	13	62%	[+42 +52 +7 +8]
BB(50,2.1) stop=2%fix	2/4	+4.36%	57	38%	[-1 +23 -12 +7]
BB(50,2.1) stop=2×ATR	3/4	+31.51%	15	60%	[+56 +73 -4 +1]
BB(50,2.1) stop=3×ATR	4/4	+33.82%	11	71%	[+42 +77 +7 +8]

BNBUSDT

config	wins	mean_ret	trades	wr	per-window
BB(20,2.0) stop=2%fix (default)	2/4	-1.99%	61	34%	[-15 +7 +7 -8]
BB(20,2.0) stop=2×ATR	4/4	+17.22%	22	53%	[+1 +10 +40 +18]
BB(20,2.0) stop=3×ATR	4/4	+18.73%	14	57%	[+3 +36 +27 +9]
BB(30,2.0) stop=2%fix	3/4	+5.76%	57	44%	[-7 +5 +16 +9]
BB(30,2.0) stop=2×ATR	3/4	+12.46%	24	52%	[-8 +11 +30 +18]
BB(30,2.0) stop=3×ATR	3/4	+16.24%	15	58%	[-3 +36 +23 +9]
BB(50,2.1) stop=2%fix	3/4	+6.30%	56	45%	[-0 +5 +5 +16]
BB(50,2.1) stop=2×ATR	3/4	+5.61%	20	51%	[-9 +11 +2 +18]
BB(50,2.1) stop=3×ATR	2/4	-0.53%	16	44%	[-13 +25 -23 +9]

Melhor config por símbolo

símbolo	best	mean_ret	wins	Δ vs default
BTCUSDT	BB(50,2.1) stop=2×ATR	+7.07%	4/4	+14.31%
ETHUSDT	BB(50,2.1) stop=3×ATR	+33.82%	4/4	+35.48%
BNBUSDT	BB(20,2.0) stop=3×ATR	+18.73%	4/4	+20.72%

Cross-references

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