BB walk-forward round 2 — INJ / AAVE / NEAR / LINK / AVAX
Gerado em 2026-04-26T18:12:15.390659+00:00 (250s).
Top 5 do alt-universe screener. WF 720d / 6 windows.
Configs testadas:
- BB(20,2.0) stop=2%fix
- BB(50,2.1) stop=3×ATR
- BB(50,2.1) stop=2×ATR
INJUSDT
| config |
wins |
mean_ret |
expectancy |
trades |
wr |
per-window |
| BB(20,2.0) stop=2%fix |
1/6 |
-10.62% |
-0.11% |
489 |
36% |
[+10 -21 -6 -12 -26 -10] |
| BB(50,2.1) stop=3×ATR |
4/6 |
+12.12% |
+1.52% |
73 |
45% |
[+7 +53 +94 -69 +9 -21] |
| BB(50,2.1) stop=2×ATR |
4/6 |
+12.16% |
+1.12% |
101 |
44% |
[+20 +4 +19 -44 +78 -4] |
AAVEUSDT
| config |
wins |
mean_ret |
expectancy |
trades |
wr |
per-window |
| BB(20,2.0) stop=2%fix |
2/6 |
-6.62% |
-0.07% |
445 |
37% |
[+20 -12 -10 +13 -39 -11] |
| BB(50,2.1) stop=3×ATR |
4/6 |
+1.19% |
+0.36% |
80 |
39% |
[-13 +27 -71 +38 +23 +3] |
| BB(50,2.1) stop=2×ATR |
2/6 |
-1.60% |
-0.10% |
122 |
37% |
[-8 -15 -2 +24 +6 -13] |
NEARUSDT
| config |
wins |
mean_ret |
expectancy |
trades |
wr |
per-window |
| BB(20,2.0) stop=2%fix |
3/6 |
+7.83% |
+0.12% |
487 |
40% |
[+25 -12 +12 +45 -23 -0] |
| BB(50,2.1) stop=3×ATR |
4/6 |
+14.08% |
+1.18% |
77 |
43% |
[-4 +77 +8 -32 +30 +5] |
| BB(50,2.1) stop=2×ATR |
4/6 |
+6.60% |
+0.35% |
124 |
41% |
[+38 -15 +29 -49 +11 +26] |
LINKUSDT
| config |
wins |
mean_ret |
expectancy |
trades |
wr |
per-window |
| BB(20,2.0) stop=2%fix |
4/6 |
+2.23% |
+0.05% |
401 |
39% |
[+15 -31 +24 +36 -33 +2] |
| BB(50,2.1) stop=3×ATR |
2/6 |
-12.87% |
-0.64% |
91 |
38% |
[+29 -30 -53 +9 -11 -20] |
| BB(50,2.1) stop=2×ATR |
2/6 |
-16.45% |
-0.83% |
121 |
35% |
[+10 -64 -49 +39 -26 -9] |
AVAXUSDT
| config |
wins |
mean_ret |
expectancy |
trades |
wr |
per-window |
| BB(20,2.0) stop=2%fix |
1/6 |
-11.40% |
-0.15% |
441 |
36% |
[+15 -16 -5 -9 -18 -36] |
| BB(50,2.1) stop=3×ATR |
4/6 |
+11.97% |
+1.94% |
79 |
43% |
[+16 +25 +15 -37 +69 -16] |
| BB(50,2.1) stop=2×ATR |
4/6 |
+7.79% |
+0.52% |
121 |
39% |
[+10 -1 +21 -25 +30 +11] |
Resumo cross-symbol
| símbolo |
best config |
wins |
mean_ret |
expectancy |
trades |
promovível? |
| INJUSDT |
BB(50,2.1) stop=3×ATR |
4/6 |
+12.12% |
+1.52% |
73 |
🟢 sim |
| AAVEUSDT |
BB(50,2.1) stop=3×ATR |
4/6 |
+1.19% |
+0.36% |
80 |
🟢 sim |
| NEARUSDT |
BB(50,2.1) stop=3×ATR |
4/6 |
+14.08% |
+1.18% |
77 |
🟢 sim |
| LINKUSDT |
BB(20,2.0) stop=2%fix |
4/6 |
+2.23% |
+0.05% |
401 |
🟢 sim |
| AVAXUSDT |
BB(50,2.1) stop=3×ATR |
4/6 |
+11.97% |
+1.94% |
79 |
🟢 sim |
Critério promoção: wins≥4/6 AND expectancy_mean>0 AND trades≥6.
Cross-references
Entities: [[../entities/AAVEUSDT]]
Strategies: [[../strategy/bollinger_breakout]]