IAORION

Informe de investigación IND_MIDPRICE

Motor 3 · Investigación. No es una cuenta financiada ni una promesa de ganancias.

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "1229660b60824dd124b7",
  "engine_version": "3.0.0",
  "entrada": "IND_MIDPRICE",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "trail",
  "activos": [
    "XRPUSDT-4h"
  ],
  "discovery_assets": [],
  "descubierto": null,
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "DESCARTADA",
  "base_passed": false,
  "walk_forward": 0.6666666666666666,
  "forward": {
    "n": 0,
    "net_R": 0.0,
    "expectancy_R": null,
    "pf": null,
    "max_drawdown_R": 0.0,
    "win_rate": null,
    "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
    "funding_approved": false
  },
  "funding_approved": false,
  "p_revienta": null,
  "risk_probability_status": "not_estimated",
  "razon": "No supera filtros de desarrollo/selección o estabilidad",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "BTCUSDT-4h",
        "cost_bps": 8.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "99b1462ceee0b0ae1358"
      },
      "train": {
        "n": 226,
        "net_R": 24.213720576940133,
        "expectancy_R": 0.10714035653513333,
        "pf": 1.1928072632709747,
        "max_drawdown_R": 15.004891438101835,
        "win_rate": 0.3141592920353982,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -1.8230663795781845,
        "expectancy_R": -0.021447839759743348,
        "pf": 0.9630029686533516,
        "max_drawdown_R": 12.941338331614173,
        "win_rate": 0.3058823529411765,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -11.476970436675552,
        "expectancy_R": -0.13996305410579943,
        "pf": 0.7480769880219785,
        "max_drawdown_R": 24.268653911250805,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76088.01,
        "rd": 1664.7404276186112,
        "sl": 77752.75042761861,
        "tp": 72758.52914476277,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.24735302223003952
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "ETHUSDT-4h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "ee6632b3685f6460d54f"
      },
      "train": {
        "n": 242,
        "net_R": 3.195709540916945,
        "expectancy_R": 0.013205411326103079,
        "pf": 1.0236366984151153,
        "max_drawdown_R": 20.849167226271526,
        "win_rate": 0.30991735537190085,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": 17.542356502850012,
        "expectancy_R": 0.2579758309242649,
        "pf": 1.4968231769775013,
        "max_drawdown_R": 11.951432306102255,
        "win_rate": 0.36764705882352944,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": -6.756038046181675,
        "expectancy_R": -0.07765560972622615,
        "pf": 0.8744430897963161,
        "max_drawdown_R": 18.876945819313136,
        "win_rate": 0.26436781609195403,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2238.01,
        "rd": 65.80967616340885,
        "sl": 2303.819676163409,
        "tp": 2106.3906476731827,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.10864531504830235
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "SOLUSDT-4h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "4f55a9aff75eebfd9445"
      },
      "train": {
        "n": 217,
        "net_R": 10.044552403919754,
        "expectancy_R": 0.04628825992589748,
        "pf": 1.0841678758377362,
        "max_drawdown_R": 19.779399416057863,
        "win_rate": 0.3317972350230415,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -16.89955343569572,
        "expectancy_R": -0.1898826228729856,
        "pf": 0.7065865877551946,
        "max_drawdown_R": 24.13952255308658,
        "win_rate": 0.2696629213483146,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -12.167879725150787,
        "expectancy_R": -0.1466009605439854,
        "pf": 0.7352597479237594,
        "max_drawdown_R": 21.98698177410177,
        "win_rate": 0.3493975903614458,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 93.28938437385136,
        "tp": 83.78123125229729,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1104630927344936
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "BNBUSDT-4h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "a058fa20f485f05ad462"
      },
      "train": {
        "n": 236,
        "net_R": -20.66716353603039,
        "expectancy_R": -0.0875727268475864,
        "pf": 0.8422039942730203,
        "max_drawdown_R": 37.403853703933855,
        "win_rate": 0.3135593220338983,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": -4.916825908982002,
        "expectancy_R": -0.06735377957509592,
        "pf": 0.8821043542973243,
        "max_drawdown_R": 10.478789275170648,
        "win_rate": 0.3013698630136986,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": -12.906064879114227,
        "expectancy_R": -0.14834557332315204,
        "pf": 0.7328621406681259,
        "max_drawdown_R": 13.765440485368227,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "XRPUSDT-4h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "029f57e61bcab7ac05d8"
      },
      "train": {
        "n": 234,
        "net_R": 30.694080670263112,
        "expectancy_R": 0.13117128491565433,
        "pf": 1.2844878194170806,
        "max_drawdown_R": 15.894876274271185,
        "win_rate": 0.37606837606837606,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 70,
        "net_R": 29.259398045300564,
        "expectancy_R": 0.4179914006471509,
        "pf": 1.8962309569965132,
        "max_drawdown_R": 11.492214799718093,
        "win_rate": 0.44285714285714284,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": -9.396293385369813,
        "expectancy_R": -0.10925922541127689,
        "pf": 0.8158560369108873,
        "max_drawdown_R": 16.260336986313547,
        "win_rate": 0.29069767441860467,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 1.2073,
        "rd": 0.03650410562050391,
        "sl": 1.2388245088708414,
        "tp": 1.1342917887589923,
        "highest": 1.2234,
        "lowest": 1.1776,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5534555540145074
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "BTCUSDT-1h",
        "cost_bps": 8.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "457957a89bfda6913062"
      },
      "train": {
        "n": 249,
        "net_R": -8.434192558127908,
        "expectancy_R": -0.03387225926958999,
        "pf": 0.942623834253734,
        "max_drawdown_R": 30.443106086168804,
        "win_rate": 0.285140562248996,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": 3.8225212998839275,
        "expectancy_R": 0.04964313376472633,
        "pf": 1.0867670836210699,
        "max_drawdown_R": 14.424761729935284,
        "win_rate": 0.35064935064935066,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": 0.7915703287208016,
        "expectancy_R": 0.00989462910901002,
        "pf": 1.0186717137308725,
        "max_drawdown_R": 10.772392792240417,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 79662.01,
        "rd": 675.149641459541,
        "sl": 76617.67932485552,
        "tp": 78311.71071708092,
        "highest": 79864.76,
        "lowest": 75208.42,
        "bars": 19,
        "open_ts": "2026-11-05 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.901430929277562
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "ETHUSDT-1h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "2538303339449bb5bba8"
      },
      "train": {
        "n": 226,
        "net_R": -0.006070210223938943,
        "expectancy_R": -2.685933727406612e-05,
        "pf": 0.9999506740976439,
        "max_drawdown_R": 35.869791601410014,
        "win_rate": 0.3407079646017699,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 0.30859015402258727,
        "expectancy_R": 0.003763294561251064,
        "pf": 1.0059349751459374,
        "max_drawdown_R": 16.504907378824306,
        "win_rate": 0.2804878048780488,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -7.86343325588001,
        "expectancy_R": -0.09589552751073183,
        "pf": 0.8331549189859737,
        "max_drawdown_R": 14.299268786819267,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2393.45,
        "rd": 28.6076770012004,
        "sl": 2262.8831780299593,
        "tp": 2336.234645997599,
        "highest": 2408.0,
        "lowest": 2206.28,
        "bars": 19,
        "open_ts": "2026-11-05 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.680991329466578
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "SOLUSDT-1h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "172b7b0e194248caed9b"
      },
      "train": {
        "n": 226,
        "net_R": 15.674737871879215,
        "expectancy_R": 0.0693572472207045,
        "pf": 1.1300687313554352,
        "max_drawdown_R": 17.906391094593367,
        "win_rate": 0.336283185840708,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": -7.183006079567361,
        "expectancy_R": -0.09577341439423148,
        "pf": 0.8511720089334287,
        "max_drawdown_R": 21.924911791837623,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": 10.698966747974358,
        "expectancy_R": 0.1371662403586456,
        "pf": 1.248689274059304,
        "max_drawdown_R": 19.440012544758467,
        "win_rate": 0.3974358974358974,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 93.01,
        "rd": 1.4969902716398793,
        "sl": 90.87815733053034,
        "tp": 90.01601945672024,
        "highest": 93.04,
        "lowest": 88.3,
        "bars": 17,
        "open_ts": "2026-11-05 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.1634442530158937
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "BNBUSDT-1h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "d211b90b9f2800893b98"
      },
      "train": {
        "n": 228,
        "net_R": -16.951722428361187,
        "expectancy_R": -0.07434965977351397,
        "pf": 0.8727857679338384,
        "max_drawdown_R": 28.709267986450907,
        "win_rate": 0.2982456140350877,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": -21.198540452097276,
        "expectancy_R": -0.24366138450686525,
        "pf": 0.6380634864348678,
        "max_drawdown_R": 27.032538371465822,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": 18.14748981005463,
        "expectancy_R": 0.25924985442935183,
        "pf": 1.5293389787254525,
        "max_drawdown_R": 6.7585805335688764,
        "win_rate": 0.44285714285714284,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "XRPUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPRICE",
        "exit": "trail",
        "regime": "todo",
        "market": "XRPUSDT-1h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "7ce397261dea67b5562e"
      },
      "train": {
        "n": 220,
        "net_R": 23.95173900009172,
        "expectancy_R": 0.10887154090950782,
        "pf": 1.206248690439086,
        "max_drawdown_R": 14.678932501648498,
        "win_rate": 0.35909090909090907,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -13.233465659643457,
        "expectancy_R": -0.17412454815320338,
        "pf": 0.7358479447754419,
        "max_drawdown_R": 31.772243276527025,
        "win_rate": 0.2631578947368421,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": 13.195139798990219,
        "expectancy_R": 0.1759351973198696,
        "pf": 1.334982773893278,
        "max_drawdown_R": 11.580741567149374,
        "win_rate": 0.37333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2808,
        "rd": 0.01709862280313715,
        "sl": 1.209724738229867,
        "tp": 1.2466027543937257,
        "highest": 1.2813,
        "lowest": 1.1776,
        "bars": 17,
        "open_ts": "2026-11-05 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.478023059425266
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo