BB walk-forward Tier 2 — ALGO / XLM / LTC

Gerado em 2026-04-26T19:27:25.116659+00:00 (1162s).

Tier 2 do alt-universe screener (rank 6-8). 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

ALGOUSDT

config wins mean_ret expectancy trades wr per-window
BB(20,2.0) stop=2%fix err Command '['/home/capile/capile-bot/venv/bin/python', '/home/
BB(50,2.1) stop=3×ATR 5/6 +21.64% +1.57% 80 44% [+21 +97 +30 -41 +14 +9]
BB(50,2.1) stop=2×ATR 4/6 +13.20% +0.79% 119 41% [+7 +37 +4 -2 +37 -5]

XLMUSDT

config wins mean_ret expectancy trades wr per-window
BB(20,2.0) stop=2%fix err Command '['/home/capile/capile-bot/venv/bin/python', '/home/
BB(50,2.1) stop=3×ATR 3/6 +23.15% +1.25% 81 42% [+2 +152 -7 +53 -41 -20]
BB(50,2.1) stop=2×ATR 4/6 +26.47% +0.97% 123 42% [-7 +136 -11 +34 +4 +2]

LTCUSDT

config wins mean_ret expectancy trades wr per-window
BB(20,2.0) stop=2%fix err Command '['/home/capile/capile-bot/venv/bin/python', '/home/
BB(50,2.1) stop=3×ATR 0/6 -17.77% -1.35% 80 30% [-27 -28 -17 -13 -14 -9]
BB(50,2.1) stop=2×ATR 0/6 -14.58% -0.74% 117 33% [-19 -1 -24 -35 -6 -2]

Resumo cross-symbol

símbolo best config wins mean_ret expectancy trades promovível?
ALGOUSDT BB(50,2.1) stop=3×ATR 5/6 +21.64% +1.57% 80 🟢 sim
XLMUSDT BB(50,2.1) stop=2×ATR 4/6 +26.47% +0.97% 123 🟢 sim
LTCUSDT BB(50,2.1) stop=2×ATR 0/6 -14.58% -0.74% 117 🔴 não

Critério promoção: wins≥4/6 AND expectancy_mean>0 AND trades≥6.

Cross-references

Strategies: [[../strategy/bollinger_breakout]]