IAORION

Informe de investigación IND_HT_SINE

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "25d30360858012ddb85a",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_SINE",
  "familia": "Cycle Indicators",
  "regimen": "trend",
  "salida": "trail",
  "activos": [],
  "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": null,
  "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "ff56aa22e867dca9079d"
      },
      "train": {
        "n": 163,
        "net_R": 5.976070190074079,
        "expectancy_R": 0.036663007301067974,
        "pf": 1.0670697097055895,
        "max_drawdown_R": 25.63312218983768,
        "win_rate": 0.3128834355828221,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -15.575797935858205,
        "expectancy_R": -0.28844070251589266,
        "pf": 0.5574765665068333,
        "max_drawdown_R": 19.736792919372267,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": 20.52732526650464,
        "expectancy_R": 0.38730802389631397,
        "pf": 1.8128997033391674,
        "max_drawdown_R": 7.027755138332584,
        "win_rate": 0.41509433962264153,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76368.26,
        "rd": 1658.2862395985383,
        "sl": 77865.24555987632,
        "tp": 73051.68752080292,
        "highest": 76416.24,
        "lowest": 75208.42,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.41724791503275144
      },
      "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "6f62d5e5ab5020419f94"
      },
      "train": {
        "n": 159,
        "net_R": -5.699994565660088,
        "expectancy_R": -0.03584902242553514,
        "pf": 0.9314435765860464,
        "max_drawdown_R": 20.414135271242092,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": 4.53803469465642,
        "expectancy_R": 0.08562329612559283,
        "pf": 1.1575292428852308,
        "max_drawdown_R": 7.763199984171347,
        "win_rate": 0.37735849056603776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -2.60124613428566,
        "expectancy_R": -0.054192627797617916,
        "pf": 0.8894415480999681,
        "max_drawdown_R": 8.92528945148758,
        "win_rate": 0.4166666666666667,
        "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "88671d0fa84dd7f720dd"
      },
      "train": {
        "n": 176,
        "net_R": 6.626760130487835,
        "expectancy_R": 0.03765204619595361,
        "pf": 1.0667992267627568,
        "max_drawdown_R": 25.06433984389892,
        "win_rate": 0.32954545454545453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": -3.1826351879376027,
        "expectancy_R": -0.06918772147690441,
        "pf": 0.8798613327824187,
        "max_drawdown_R": 8.980137918006866,
        "win_rate": 0.34782608695652173,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": 4.452550358924634,
        "expectancy_R": 0.08245463627638211,
        "pf": 1.1901895979645076,
        "max_drawdown_R": 7.999032949674069,
        "win_rate": 0.4074074074074074,
        "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "bb652bda3c640e58860a"
      },
      "train": {
        "n": 151,
        "net_R": -7.34194882569124,
        "expectancy_R": -0.04862217765358437,
        "pf": 0.9145542692227413,
        "max_drawdown_R": 29.3846209659277,
        "win_rate": 0.31788079470198677,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": 6.924025073550995,
        "expectancy_R": 0.12822268654724064,
        "pf": 1.2716715555770217,
        "max_drawdown_R": 7.902858332593309,
        "win_rate": 0.42592592592592593,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": -18.54144645026389,
        "expectancy_R": -0.2897101007853733,
        "pf": 0.5154043378092005,
        "max_drawdown_R": 21.392373304169528,
        "win_rate": 0.28125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 689.73,
        "rd": 15.696124972087333,
        "sl": 705.4261249720873,
        "tp": 658.3377500558254,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.0841654868541895
      },
      "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "098a7c32110c50b9e71a"
      },
      "train": {
        "n": 165,
        "net_R": -40.10057964608248,
        "expectancy_R": -0.24303381603686353,
        "pf": 0.6137187142705548,
        "max_drawdown_R": 50.01534480723729,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -4.2990381262923565,
        "expectancy_R": -0.08111392691117654,
        "pf": 0.8533469565447305,
        "max_drawdown_R": 9.317782723880239,
        "win_rate": 0.33962264150943394,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -7.135076533991677,
        "expectancy_R": -0.1551103594346017,
        "pf": 0.7282464941332523,
        "max_drawdown_R": 11.80654761909694,
        "win_rate": 0.30434782608695654,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "da43fdd64c9bc29b5228"
      },
      "train": {
        "n": 151,
        "net_R": -12.071144073686872,
        "expectancy_R": -0.07994135148137001,
        "pf": 0.8634331823319998,
        "max_drawdown_R": 21.013255853786458,
        "win_rate": 0.304635761589404,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": 15.321831074276009,
        "expectancy_R": 0.32599640583565975,
        "pf": 1.5259306304850577,
        "max_drawdown_R": 10.209580967381928,
        "win_rate": 0.2978723404255319,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 51,
        "net_R": -4.844510179845104,
        "expectancy_R": -0.09499039568323733,
        "pf": 0.824049264630713,
        "max_drawdown_R": 12.798343388791546,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80351.49,
        "rd": 810.6066011327316,
        "sl": 76617.67932485552,
        "tp": 78730.27679773454,
        "highest": 80962.0,
        "lowest": 75208.42,
        "bars": 37,
        "open_ts": "2026-11-04 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.765501017965111
      },
      "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "975d609e0e9ccad8d15f"
      },
      "train": {
        "n": 168,
        "net_R": -6.2421926088345945,
        "expectancy_R": -0.03715590838592021,
        "pf": 0.9350125095993459,
        "max_drawdown_R": 27.123854798301014,
        "win_rate": 0.30357142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 51,
        "net_R": -9.721806855697338,
        "expectancy_R": -0.1906236638372027,
        "pf": 0.6858388677376566,
        "max_drawdown_R": 9.721806855697336,
        "win_rate": 0.27450980392156865,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": 4.280343864509544,
        "expectancy_R": 0.09305095357629443,
        "pf": 1.1751552600117217,
        "max_drawdown_R": 6.544343956611847,
        "win_rate": 0.3695652173913043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2423.09,
        "rd": 36.44678405494454,
        "sl": 2262.8831780299593,
        "tp": 2350.196431890111,
        "highest": 2444.75,
        "lowest": 2206.28,
        "bars": 37,
        "open_ts": "2026-11-04 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.271977541566736
      },
      "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "e296b8717736e6ef5a77"
      },
      "train": {
        "n": 134,
        "net_R": 0.3173396019760002,
        "expectancy_R": 0.002368205984895524,
        "pf": 1.0042625692959972,
        "max_drawdown_R": 19.7934928555928,
        "win_rate": 0.3358208955223881,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 57,
        "net_R": -10.332104611889893,
        "expectancy_R": -0.18126499319105074,
        "pf": 0.7115674736731589,
        "max_drawdown_R": 22.477068685331684,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": -5.93700937164001,
        "expectancy_R": -0.12116345656408184,
        "pf": 0.8003526865571703,
        "max_drawdown_R": 10.595217449956149,
        "win_rate": 0.24489795918367346,
        "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"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "899f0158082aa7f12d94"
      },
      "train": {
        "n": 144,
        "net_R": 2.6711571071830456,
        "expectancy_R": 0.018549702133215593,
        "pf": 1.0330107143147043,
        "max_drawdown_R": 18.682522576763496,
        "win_rate": 0.3263888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": -10.386987650249878,
        "expectancy_R": -0.19974976250480536,
        "pf": 0.6880261984045883,
        "max_drawdown_R": 11.591778271861791,
        "win_rate": 0.28846153846153844,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": -14.581931555896182,
        "expectancy_R": -0.3314075353612769,
        "pf": 0.5300344007311794,
        "max_drawdown_R": 18.20916405789744,
        "win_rate": 0.20454545454545456,
        "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_HT_SINE",
        "exit": "trail",
        "regime": "trend",
        "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": "969a8127faf1ba64163a"
      },
      "train": {
        "n": 142,
        "net_R": 17.34699014075055,
        "expectancy_R": 0.12216190239965176,
        "pf": 1.2096745622713339,
        "max_drawdown_R": 20.61936177411848,
        "win_rate": 0.352112676056338,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 2.5607518863185623,
        "expectancy_R": 0.059552369449268894,
        "pf": 1.1145683584070545,
        "max_drawdown_R": 6.470966370070316,
        "win_rate": 0.37209302325581395,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": 2.511614412579489,
        "expectancy_R": 0.04566571659235435,
        "pf": 1.0894840137512587,
        "max_drawdown_R": 5.546520795744877,
        "win_rate": 0.38181818181818183,
        "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