Melhor equilíbrio @3%
+302,6%
Mean Reversion trailing + BE
143 trades · PF 1,84 · 39,2% acerto
Final$20,129
DD máx.22,7%
Stress DD>3029,8%
Perdas seguidas8
Strategy Lab
Backtest comparativo em 4h, 23/07/2024 a 13/07/2026, banca base $5,000. Execução realista: sinal no fechamento, entrada no open do candle seguinte, taxa taker Bybit + slippage de 0,0% por round trip.
PAPER ONLY · 8 ativos · 12 setups
Maior retorno @10%
+2.426,5%
Mean Reversion trailing + BE
143 trades · PF 1,84 · 39,2% acerto
Final$126,327
DD máx.59,1%
Stress DD>30100,0%
Perdas seguidas8
Menor drawdown @3%
+191,9%
Mean Reversion 2R + BE
143 trades · PF 1,62 · 37,1% acerto
Final$14,595
DD máx.22,7%
Stress DD>3015,7%
Perdas seguidas8
Leitura rápida
Este relatório não escolhe operação real. Ele mostra quais combinações merecem paper trade por mais tempo. O ranking balanceado penaliza drawdown alto, poucos trades e risco de stress. Retorno alto com drawdown alto aparece, mas não deve virar regra automaticamente.
Ranking balanceado com risco de 3%
| # | Setup | Trades | Retorno | Final | DD máx. | PF | Acerto | Stress | Score |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Mean Reversion trailing + BEmean-reversion · atr-trailing-be | 143 | +302,6% | $20,129 | 22,7% | 1,84 | 39,2% | 29,8% | 301,2 |
| 2 | Mean Reversion 3R + BEmean-reversion · fixed-3r-be | 140 | +265,0% | $18,249 | 22,7% | 1,77 | 27,1% | 24,8% | 264,7 |
| 3 | Mean Reversion 2R + BEmean-reversion · fixed-2r-be | 143 | +191,9% | $14,595 | 22,7% | 1,62 | 37,1% | 15,7% | 193,1 |
| 4 | Mean Reversion atualmean-reversion · native | 143 | +96,8% | $9,840 | 22,7% | 1,39 | 57,3% | 17,8% | 92,9 |
| 5 | Trend Following trailing + BEtrend-following · atr-trailing-be | 502 | +82,7% | $9,136 | 71,2% | 1,17 | 37,1% | 97,5% | -31,4 |
| 6 | Breakout/Momentum trailing + BEbreakout-momentum · atr-trailing-be | 609 | +105,4% | $10,268 | 87,3% | 1,17 | 33,2% | 99,8% | -33,0 |
| 7 | Breakout/Momentum 2R + BEbreakout-momentum · fixed-2r-be | 677 | +89,4% | $9,471 | 87,8% | 1,11 | 28,2% | 99,7% | -50,7 |
| 8 | Trend Following atualtrend-following · native | 481 | +65,0% | $8,251 | 73,3% | 1,15 | 37,0% | 98,3% | -52,9 |
| 9 | Breakout/Momentum 3R + BEbreakout-momentum · fixed-3r-be | 611 | +42,8% | $7,142 | 86,1% | 1,10 | 18,5% | 99,8% | -95,1 |
| 10 | Breakout/Momentum trailingbreakout-momentum · native | 651 | +22,8% | $6,142 | 87,3% | 1,08 | 37,0% | 100,0% | -117,3 |
| 11 | Trend Following 3R + BEtrend-following · fixed-3r-be | 453 | -13,7% | $4,317 | 71,2% | 1,04 | 19,0% | 99,7% | -131,1 |
| 12 | Trend Following 2R + BEtrend-following · fixed-2r-be | 505 | -30,2% | $3,490 | 73,4% | 1,00 | 26,5% | 99,3% | -151,3 |
Retorno por cenário @3%
Comparação agressiva @10%
| # | Setup | Retorno | Final | DD máx. | Risco 50% | Trades | PF | Pior trade |
|---|---|---|---|---|---|---|---|---|
| 1 | Mean Reversion trailing + BErisco 10% por trade | +2.426,5% | $126,327 | 59,1% | 22,8% | 143 | 1,84 | -1,10R |
| 2 | Mean Reversion 3R + BErisco 10% por trade | +2.225,6% | $116,278 | 59,1% | 18,3% | 140 | 1,77 | -1,10R |
| 3 | Mean Reversion 2R + BErisco 10% por trade | +1.411,7% | $75,586 | 59,1% | 16,0% | 143 | 1,62 | -1,10R |
| 4 | Mean Reversion atualrisco 10% por trade | +420,1% | $26,005 | 59,1% | 20,3% | 143 | 1,39 | -1,11R |
| 5 | Trend Following trailing + BErisco 10% por trade | -34,8% | $3,258 | 98,7% | 80,0% | 502 | 1,17 | -1,06R |
| 6 | Trend Following atualrisco 10% por trade | -53,6% | $2,322 | 99,0% | 84,0% | 481 | 1,15 | -1,06R |
| 7 | Breakout/Momentum 2R + BErisco 10% por trade | -74,5% | $1,277 | 99,9% | 87,8% | 677 | 1,11 | -1,09R |
| 8 | Breakout/Momentum trailing + BErisco 10% por trade | -80,6% | $968 | 99,9% | 90,2% | 609 | 1,17 | -1,09R |
| 9 | Breakout/Momentum 3R + BErisco 10% por trade | -93,0% | $351 | 99,9% | 92,0% | 611 | 1,10 | -1,09R |
| 10 | Breakout/Momentum trailingrisco 10% por trade | -93,6% | $321 | 99,9% | 94,2% | 651 | 1,08 | -1,09R |
| 11 | Trend Following 3R + BErisco 10% por trade | -96,5% | $173 | 99,3% | 95,3% | 453 | 1,04 | -1,07R |
| 12 | Trend Following 2R + BErisco 10% por trade | -97,6% | $121 | 99,1% | 96,8% | 505 | 1,00 | -1,07R |
Heatmap por ativo: Total R
Setup
BTC
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LINK
AVAX
DOGE
Mean Reversion trailing + BE
6,9R15 trades
20,1R20 trades
4,2R17 trades
-2,7R13 trades
3,5R20 trades
-3,7R18 trades
13,8R20 trades
11,9R20 trades
Mean Reversion 3R + BE
6,1R13 trades
12,9R20 trades
10,2R17 trades
-3,8R12 trades
5,1R19 trades
-2,8R18 trades
15,1R21 trades
6,1R20 trades
Mean Reversion 2R + BE
6,0R14 trades
9,9R20 trades
6,2R17 trades
-0,9R13 trades
4,0R20 trades
-0,8R18 trades
13,1R21 trades
2,1R20 trades
Mean Reversion atual
3,9R15 trades
7,3R20 trades
2,6R16 trades
3,5R13 trades
3,3R20 trades
2,5R18 trades
5,1R21 trades
-3,0R20 trades
Trend Following trailing + BE
1,3R66 trades
11,7R60 trades
1,1R60 trades
-6,7R68 trades
12,9R65 trades
-2,0R64 trades
4,8R60 trades
10,0R59 trades
Breakout/Momentum trailing + BE
7,0R77 trades
9,0R78 trades
-0,6R77 trades
-6,5R81 trades
14,5R77 trades
-7,7R78 trades
8,3R73 trades
22,7R68 trades
Breakout/Momentum 2R + BE
-3,3R86 trades
12,2R85 trades
5,7R83 trades
-7,2R90 trades
7,6R85 trades
-6,2R85 trades
8,1R80 trades
20,3R83 trades
Trend Following atual
0,1R63 trades
11,3R56 trades
-0,7R60 trades
-7,0R66 trades
14,2R61 trades
-4,6R63 trades
4,5R58 trades
11,8R54 trades
Todos os cenários
| Setup | 3% | 5% | 7% | 10% | Trades | PF | Total R | Max DD R | Loss streak |
|---|---|---|---|---|---|---|---|---|---|
| Trend Following atualtrend-following · native | +65,0%$8,251 | +57,7%$7,883 | +15,7%$5,784 | -53,6%$2,322 | 481 | 1,15 | 29,59R | 43,19R | 28 |
| Trend Following 2R + BEtrend-following · fixed-2r-be | -30,2%$3,490 | -62,0%$1,902 | -84,4%$779 | -97,6%$121 | 505 | 1,00 | -0,65R | 43,01R | 39 |
| Trend Following 3R + BEtrend-following · fixed-3r-be | -13,7%$4,317 | -49,1%$2,546 | -78,2%$1,090 | -96,5%$173 | 453 | 1,04 | 8,76R | 40,68R | 30 |
| Trend Following trailing + BEtrend-following · atr-trailing-be | +82,7%$9,136 | +86,4%$9,322 | +46,2%$7,310 | -34,8%$3,258 | 502 | 1,17 | 33,16R | 40,84R | 28 |
| Mean Reversion atualmean-reversion · native | +96,8%$9,840 | +183,1%$14,157 | +280,1%$19,007 | +420,1%$26,005 | 143 | 1,39 | 25,23R | 8,47R | 8 |
| Mean Reversion 2R + BEmean-reversion · fixed-2r-be | +191,9%$14,595 | +425,7%$26,283 | +759,8%$42,988 | +1.411,7%$75,586 | 143 | 1,62 | 39,63R | 8,47R | 8 |
| Mean Reversion 3R + BEmean-reversion · fixed-3r-be | +265,0%$18,249 | +624,8%$36,239 | +1.164,3%$63,215 | +2.225,6%$116,278 | 140 | 1,77 | 48,85R | 9,08R | 18 |
| Mean Reversion trailing + BEmean-reversion · atr-trailing-be | +302,6%$20,129 | +714,8%$40,740 | +1.316,6%$70,831 | +2.426,5%$126,327 | 143 | 1,84 | 54,09R | 8,47R | 8 |
| Breakout/Momentum trailingbreakout-momentum · native | +22,8%$6,142 | -17,0%$4,148 | -61,5%$1,925 | -93,6%$321 | 651 | 1,08 | 24,49R | 67,61R | 33 |
| Breakout/Momentum 2R + BEbreakout-momentum · fixed-2r-be | +89,4%$9,471 | +74,0%$8,698 | +7,7%$5,383 | -74,5%$1,277 | 677 | 1,11 | 37,08R | 68,20R | 32 |
| Breakout/Momentum 3R + BEbreakout-momentum · fixed-3r-be | +42,8%$7,142 | +1,8%$5,090 | -52,7%$2,363 | -93,0%$351 | 611 | 1,10 | 30,23R | 63,95R | 58 |
| Breakout/Momentum trailing + BEbreakout-momentum · atr-trailing-be | +105,4%$10,268 | +74,4%$8,718 | -3,7%$4,813 | -80,6%$968 | 609 | 1,17 | 46,69R | 67,36R | 30 |