BTC/ETH BBMR Risk Variant Search

Primary ranking uses maker/taker roundtrip margin cost 0.21%. Taker/taker stress uses 0.30%. Funding and slippage remain excluded.

Strict robust survivors with positive full/3y/1y/6m/3m net return and Calmar: single-symbol 0, portfolio 0.

Selection rule: rank candidates with at least 10 trades/month, lower full-period drawdown, and non-collapsing recent 1y results.

Risk-Qualified Single-Symbol Rows: maker/taker

Risk-Qualified Portfolio Rows: maker/taker

Taker/taker stress survivors

Maker/taker near misses

BTC bbmr-l20-m2.5-sl0.008-lrabove-srbelow: total -51.79%, annualized -10.88%, DD 75.56%, Calmar -0.14, trades/month 15.7, positive months 42.86%, worst month -19.58%
BTC bbmr-l20-m2.5-sl0.008-lrbelow-srany-long: total -72.17%, annualized -18.28%, DD 74.22%, Calmar -0.25, trades/month 11.5, positive months 37.66%, worst month -23.24%
BTC bbmr-l20-m2.5-sl0.005-lrbelow-srany-long: total -77.15%, annualized -20.78%, DD 81.00%, Calmar -0.26, trades/month 12.1, positive months 33.77%, worst month -17.28%
ETH bbmr-l30-m2.5-sl0.005-lrany-srabove-short: total -86.52%, annualized -27.12%, DD 90.60%, Calmar -0.30, trades/month 18.1, positive months 38.96%, worst month -32.05%
ETH bbmr-l20-m2.5-sl0.008-lrbelow-srany-long: total -89.64%, annualized -30.08%, DD 94.07%, Calmar -0.32, trades/month 13.6, positive months 36.36%, worst month -25.78%
portfolio bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-tp0.006: total -75.90%, annualized -20.11%, DD 81.20%, Calmar -0.25, trades/month 126.8, positive months 38.96%, worst month -19.58%
portfolio bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-cd32: total -75.89%, annualized -20.11%, DD 81.25%, Calmar -0.25, trades/month 64.0, positive months 41.56%, worst month -21.91%
portfolio bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-cd8: total -75.89%, annualized -20.11%, DD 81.57%, Calmar -0.25, trades/month 87.5, positive months 41.56%, worst month -21.10%
portfolio bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005: total -75.90%, annualized -20.11%, DD 81.75%, Calmar -0.25, trades/month 123.9, positive months 40.26%, worst month -21.33%
portfolio bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-mh96: total -75.90%, annualized -20.11%, DD 81.75%, Calmar -0.25, trades/month 123.9, positive months 40.26%, worst month -21.33%

Selected Configs

BTC bbmr-l20-m2.5-sl0.008-lrabove-srbelow (maker_taker): {"band_length":20,"std_multiplier":2.5,"bandwidth_lookback":50,"stop_loss_pct":0.008,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"above","short_regime":"below","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2.5-sl0.008-lrbelow-srany-long (maker_taker): {"band_length":20,"std_multiplier":2.5,"bandwidth_lookback":50,"stop_loss_pct":0.008,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"below","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"long"}
BTC bbmr-l20-m2.5-sl0.005-lrbelow-srany-long (maker_taker): {"band_length":20,"std_multiplier":2.5,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"below","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"long"}
BTC bbmr-l20-m2-sl0.005-lrbelow-srany-long (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"below","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"long"}
BTC bbmr-l20-m2-sl0.005 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-vc0.006 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":0.006,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-vc0.009 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":0.009,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-cd8 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":8,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-cd32 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":32,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-mh96 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":96,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-mh288 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":288,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
BTC bbmr-l20-m2-sl0.005-tp0.006 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":0.006,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l30-m2.5-sl0.005-lrany-srabove-short (maker_taker): {"band_length":30,"std_multiplier":2.5,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"above","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"short"}
ETH bbmr-l20-m2.5-sl0.008-lrbelow-srany-long (maker_taker): {"band_length":20,"std_multiplier":2.5,"bandwidth_lookback":50,"stop_loss_pct":0.008,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"below","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"long"}
ETH bbmr-l20-m2-sl0.005 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-vc0.006 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":0.006,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-vc0.009 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":0.009,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-cd8 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":8,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-cd32 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":32,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-mh96 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":96,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-mh288 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":288,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-tp0.006 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":0.006,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-tp0.012 (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":0.012,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"all","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}
ETH bbmr-l20-m2-sl0.005-sasia (maker_taker): {"band_length":20,"std_multiplier":2.0,"bandwidth_lookback":50,"stop_loss_pct":0.005,"take_profit_pct":null,"max_hold_bars":null,"cooldown_bars":0,"vol_lookback":96,"vol_cap":null,"trend_sma":480,"long_regime":"any","short_regime":"any","neutral_distance":null,"session":"asia","corr_lookback":192,"corr_min":null,"corr_max":null,"side_mode":"both"}

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