Stop floor + exit policy sweep — 2026-05-20

Disparado após incidente BR XRPUSDT 4h (stop 0.33%). Sweep cobre 39 pares × 3 floors × 2 stop policies × até 2 exit policies × 3 WF windows.

Metodologia

Histórico: últimos 730 dias por (symbol, interval).
Walk-forward: 3 janelas sequenciais não-sobrepostas.
Floors testados (% sobre entry): 1.00, 2.00, 3.00.
Stop policies: discard (vira flat) ou expand (move stop, preserva R-mult).
Exit policies: full (atual) ou scale_out_50 (50% no target + 50% trailing 1%). Só aplicado em BB / Sprint9 vw_tsmom.
Métrica seletor: Profit Factor com n_trades ≥ 10 sobre as 5 janelas agregadas. Empate: net_pnl_usd.

Melhor combo por (strategy, symbol)

Strategy	Symbol	TF	Floor %	Stop policy	Exit policy	n	Win%	PF	Net PnL $
bb_breakout	AAVEUSDT	4h	1.00%	discard	full	64	39.1%	1.12	+42.93
bb_breakout	ADAUSDT	4h	1.00%	discard	scale_out_50	73	31.5%	0.90	-43.36
bb_breakout	ALGOUSDT	4h	1.00%	discard	scale_out_50	60	46.7%	1.54	+158.96
bb_breakout	AVAXUSDT	4h	1.00%	discard	scale_out_50	63	39.7%	1.17	+58.16
bb_breakout	BNBUSDT	4h	1.00%	discard	scale_out_50	64	42.2%	1.14	+33.64
bb_breakout	DOTUSDT	4h	1.00%	expand	scale_out_50	68	48.5%	1.70	+223.12
bb_breakout	ETHUSDT	4h	3.00%	expand	scale_out_50	79	43.0%	1.26	+89.61
bb_breakout	NEARUSDT	4h	1.00%	discard	scale_out_50	68	42.6%	1.24	+92.78
bb_breakout	SOLUSDT	4h	3.00%	discard	full	107	42.1%	1.14	+53.77
bb_breakout	XLMUSDT	4h	1.00%	discard	scale_out_50	103	45.6%	1.72	+263.26
bb_breakout	XRPUSDT	4h	3.00%	discard	scale_out_50	76	46.1%	1.54	+181.94
bollinger_reversion	AAVEUSDT	4h	3.00%	discard	full	136	39.0%	1.16	+86.35
bollinger_reversion	ADAUSDT	4h	3.00%	discard	full	106	38.7%	1.22	+91.49
bollinger_reversion	ALGOUSDT	4h	2.00%	discard	full	170	33.5%	0.92	-44.41
bollinger_reversion	AVAXUSDT	4h	3.00%	expand	full	147	29.9%	1.15	+72.56
bollinger_reversion	BNBUSDT	4h	3.00%	expand	full	85	31.8%	1.10	+25.38
bollinger_reversion	DOTUSDT	4h	2.00%	expand	full	165	30.9%	1.01	+6.12
bollinger_reversion	ETHUSDT	4h	1.00%	expand	full	202	33.7%	1.01	+2.26
bollinger_reversion	LINKUSDT	4h	1.00%	expand	full	219	32.9%	1.08	+41.63
bollinger_reversion	NEARUSDT	4h	3.00%	discard	full	136	38.2%	1.21	+106.99
bollinger_reversion	SOLUSDT	4h	3.00%	discard	full	73	34.2%	0.96	-11.10
bollinger_reversion	XLMUSDT	4h	3.00%	discard	full	72	34.7%	0.95	-16.76
bollinger_reversion	XRPUSDT	4h	3.00%	discard	full	96	40.6%	1.24	+85.24
sprint9_vw_tsmom	BTCUSDT	4h	3.00%	discard	scale_out_50	49	40.8%	1.34	+57.61
stochastic_trap	ADAUSDT	4h	3.00%	discard	full	19	52.6%	2.62	+79.01
stochastic_trap	BNBUSDT	4h	2.00%	discard	full	17	41.2%	1.60	+24.48
stochastic_trap	BTCUSDT	4h	2.00%	discard	full	13	53.8%	2.58	+40.75
stochastic_trap	DOGEUSDT	4h	2.00%	discard	full	31	45.2%	1.53	+45.63
stochastic_trap	INJUSDT	4h	2.00%	expand	full	92	40.2%	1.30	+65.76
stochastic_trap	LINKUSDT	4h	3.00%	discard	full	15	66.7%	4.53	+102.52
stochastic_trap	LTCUSDT	4h	3.00%	expand	full	58	46.6%	1.55	+74.23
stochastic_trap	XRPUSDT	4h	3.00%	discard	full	19	42.1%	1.63	+41.72

Pares sem combo válido (n_trades < 10)

bb_breakout LINKUSDT 4h
stochastic_trap AVAXUSDT 1d
stochastic_trap ALGOUSDT 1d
stochastic_trap XLMUSDT 1d
sprint9_vw_tsmom ETHUSDT 1d
sprint9_vw_tsmom BNBUSDT 1d
sprint9_vw_tsmom DOGEUSDT 1d

Próximo passo

Apresentar tabela ao Boss. Não mexer em core/config.py sem aprovação explícita. Quando aprovado: implementar stop_floor_for(strategy, symbol) e exit_policy_for(strategy, symbol) em core/config.py + integrar nos runners.

Run dir: /home/capile/capile-vault/sources/backtests/stop_floor_sweep/20260520T164520Z