Gerado em 2026-04-26T15:39:06.201714+00:00 (1015s).
Default Trap (os=20, lb=10, MA ON) passou WF em XRP/ADA/DOGE/BTC mas falhou em ETH/SOL/BNB. Sweep tenta achar variação que rode nos 3 ativos restantes.
Grid: oversold ∈ [15.0, 20.0, 25.0], lookback ∈ [5, 10, 20], ma_filter ∈ on/off, interval ∈ 4h/1d. 6 WF windows por combo.
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 4h os=25 lb=5 MA | 3/6 | +0.53% | +0.40% | 9 | 36% | [+0 +2 +0 +2 -1 +0] |
| 2 | 4h os=25 lb=5 noMA | 3/6 | +2.17% | +0.15% | 91 | 34% | [-6 +5 -20 +37 -7 +4] |
| 3 | 4h os=25 lb=20 noMA | 3/6 | +0.88% | +0.10% | 88 | 33% | [-6 +4 -20 +37 -10 +0] |
| 4 | 4h os=15 lb=20 noMA | 2/6 | +2.01% | +0.40% | 34 | 30% | [-2 -0 -5 +23 -14 +10] |
| 5 | 4h os=15 lb=5 noMA | 2/6 | +2.30% | +0.38% | 36 | 30% | [-2 -0 -5 +23 -14 +12] |
| 6 | 4h os=15 lb=10 noMA | 2/6 | +1.80% | +0.35% | 35 | 29% | [-2 -0 -5 +23 -14 +9] |
| 7 | 4h os=20 lb=5 MA | 2/6 | +0.31% | +0.28% | 4 | 22% | [+0 +2 +0 +0 +0 +0] |
| 8 | 4h os=25 lb=10 MA | 2/6 | +0.03% | +0.16% | 8 | 31% | [+0 +2 +0 +2 -1 -3] |
| 9 | 4h os=20 lb=20 noMA | 2/6 | -0.29% | +0.11% | 69 | 34% | [-10 -3 -16 +28 -6 +5] |
| 10 | 4h os=20 lb=5 noMA | 2/6 | -0.17% | +0.11% | 72 | 34% | [-10 -4 -16 +28 -6 +7] |
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 4h os=25 lb=20 MA | 3/6 | +2.00% | +1.78% | 4 | 42% | [+0 +0 +3 +4 +0 +5] |
| 2 | 4h os=25 lb=5 MA | 3/6 | +1.56% | +1.16% | 9 | 36% | [+0 +5 +1 -0 +0 +4] |
| 3 | 4h os=25 lb=10 MA | 3/6 | +1.56% | +1.16% | 9 | 36% | [+0 +5 +1 -0 +0 +4] |
| 4 | 1d os=25 lb=5 noMA | 2/5 | -0.40% | +2.95% | 19 | 36% | [+0 +16 -38 +35 -15] |
| 5 | 1d os=25 lb=10 noMA | 2/5 | -0.40% | +2.95% | 19 | 36% | [+0 +16 -38 +35 -15] |
| 6 | 1d os=25 lb=20 noMA | 2/5 | +0.26% | +2.82% | 20 | 38% | [+0 +16 -38 +39 -15] |
| 7 | 1d os=20 lb=5 noMA | 2/5 | -3.83% | +2.74% | 17 | 38% | [+0 +16 -38 +18 -15] |
| 8 | 1d os=20 lb=10 noMA | 2/5 | -3.83% | +2.74% | 17 | 38% | [+0 +16 -38 +18 -15] |
| 9 | 1d os=20 lb=20 noMA | 2/5 | -3.83% | +2.74% | 17 | 38% | [+0 +16 -38 +18 -15] |
| 10 | 4h os=15 lb=20 noMA | 2/6 | -9.70% | -0.15% | 58 | 37% | [-26 -7 -48 +15 -3 +10] |
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 4h os=25 lb=10 noMA | 5/6 | +4.90% | +0.35% | 64 | 38% | [+11 +3 +9 +7 +12 -12] |
| 2 | 4h os=25 lb=5 noMA | 5/6 | +4.84% | +0.33% | 66 | 38% | [+11 +3 +6 +7 +14 -12] |
| 3 | 4h os=25 lb=20 noMA | 4/6 | +3.98% | +0.30% | 61 | 35% | [+13 -1 +7 +6 +12 -12] |
| 4 | 4h os=15 lb=5 MA | 3/6 | +1.49% | +1.49% | 3 | 50% | [+0 +3 +2 +0 +4 +0] |
| 5 | 4h os=15 lb=10 MA | 3/6 | +1.49% | +1.49% | 3 | 50% | [+0 +3 +2 +0 +4 +0] |
| 6 | 4h os=20 lb=10 MA | 3/6 | +2.23% | +1.38% | 5 | 50% | [+0 +8 +2 +0 +4 +0] |
| 7 | 4h os=25 lb=10 MA | 3/6 | +2.02% | +1.13% | 6 | 42% | [+0 +8 +0 +0 +4 +0] |
| 8 | 4h os=15 lb=5 noMA | 3/6 | +2.33% | +0.45% | 32 | 41% | [+19 -3 -4 +4 +6 -8] |
| 9 | 4h os=15 lb=10 noMA | 3/6 | +2.33% | +0.45% | 32 | 41% | [+19 -3 -4 +4 +6 -8] |
| 10 | 4h os=15 lb=20 noMA | 3/6 | +2.06% | +0.35% | 31 | 38% | [+19 -3 -5 +4 +6 -8] |
| símbolo | best combo | wins | mean_ret | expectancy | promovível? |
|---|---|---|---|---|---|
| ETHUSDT | 4h os=25 lb=5 MA | 3/6 | +0.53% | +0.40% | 🔴 não |
| SOLUSDT | 4h os=25 lb=20 MA | 3/6 | +2.00% | +1.78% | 🔴 não |
| BNBUSDT | 4h os=25 lb=10 noMA | 5/6 | +4.90% | +0.35% | 🟢 sim |
Critério promoção: wins≥4/6 AND expectancy_mean>0 AND trades≥6.
Entities: [[../entities/BNBUSDT]] Strategies: [[../strategy/stochastic_trap]]