IAORION

Informe de investigación CUSTOM_FIB

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "26653639e6dceac42a3f",
  "engine_version": "3.0.0",
  "entrada": "CUSTOM_FIB",
  "familia": "Fibonacci",
  "regimen": "trend",
  "salida": "rr2",
  "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "a65ba1149c659cbe9715"
      },
      "train": {
        "n": 69,
        "net_R": 9.273118944413616,
        "expectancy_R": 0.13439302817990748,
        "pf": 1.2124374511357032,
        "max_drawdown_R": 8.865736203820092,
        "win_rate": 0.391304347826087,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": -2.7671699043983784,
        "expectancy_R": -0.16277470025872814,
        "pf": 0.7793521804749433,
        "max_drawdown_R": 11.504599855763619,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": -2.9091724771074183,
        "expectancy_R": -0.14545862385537092,
        "pf": 0.8008379525935326,
        "max_drawdown_R": 5.7969095881426576,
        "win_rate": 0.3,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "90e71b0970e81330ed3a"
      },
      "train": {
        "n": 63,
        "net_R": -14.265649635986343,
        "expectancy_R": -0.22643888311089433,
        "pf": 0.7012507943001054,
        "max_drawdown_R": 28.821076152746077,
        "win_rate": 0.2698412698412698,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": 7.4656747106391,
        "expectancy_R": 0.3929302479283737,
        "pf": 1.7260390052264496,
        "max_drawdown_R": 5.13171879084059,
        "win_rate": 0.47368421052631576,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 11,
        "net_R": -2.3965928573871738,
        "expectancy_R": -0.21787207794428853,
        "pf": 0.7096692924575242,
        "max_drawdown_R": 6.178592421134275,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2317.3278406242757,
        "tp": 2123.4443187514485,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3378312239601397
      },
      "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "c4db7275eaa186f40741"
      },
      "train": {
        "n": 60,
        "net_R": -16.47199975809857,
        "expectancy_R": -0.2745333293016428,
        "pf": 0.6427956292054493,
        "max_drawdown_R": 19.333141533050625,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": 4.634723141811054,
        "expectancy_R": 0.3565171647546964,
        "pf": 1.6426310813307243,
        "max_drawdown_R": 2.0640060764805535,
        "win_rate": 0.46153846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": -6.5407372739966085,
        "expectancy_R": -0.4360491515997739,
        "pf": 0.4742119748596339,
        "max_drawdown_R": 8.269941762699661,
        "win_rate": 0.2,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "98038bfda9f7d4ddbf2f"
      },
      "train": {
        "n": 68,
        "net_R": -10.623460989784459,
        "expectancy_R": -0.15622736749683028,
        "pf": 0.7867086045037397,
        "max_drawdown_R": 11.740551229214407,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 18,
        "net_R": -0.7245932862068087,
        "expectancy_R": -0.04025518256704493,
        "pf": 0.9418879869388863,
        "max_drawdown_R": 4.454408058876128,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": -2.7564548697237834,
        "expectancy_R": -0.16214440410139902,
        "pf": 0.779729192701861,
        "max_drawdown_R": 6.648690489737467,
        "win_rate": 0.29411764705882354,
        "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "cbe1ed0857ddc2746a90"
      },
      "train": {
        "n": 66,
        "net_R": 12.931331852554601,
        "expectancy_R": 0.19592927049325154,
        "pf": 1.3215287607882549,
        "max_drawdown_R": 5.274882858776111,
        "win_rate": 0.4090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 20,
        "net_R": 0.38675449153857233,
        "expectancy_R": 0.019337724576928617,
        "pf": 1.028868596528676,
        "max_drawdown_R": 5.44199069644205,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 21,
        "net_R": -0.8087298512762802,
        "expectancy_R": -0.03851094529887048,
        "pf": 0.9444466644878496,
        "max_drawdown_R": 10.544572856721627,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "5f65aadf82908f5e8dfa"
      },
      "train": {
        "n": 57,
        "net_R": -14.275700991425971,
        "expectancy_R": -0.25045089458642056,
        "pf": 0.6811819888596635,
        "max_drawdown_R": 14.275700991425975,
        "win_rate": 0.2807017543859649,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 18,
        "net_R": -4.939922137664581,
        "expectancy_R": -0.2744401187591434,
        "pf": 0.6570716624866315,
        "max_drawdown_R": 6.386701876988332,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 25,
        "net_R": -6.4384580554365956,
        "expectancy_R": -0.2575383222174638,
        "pf": 0.6744207580869962,
        "max_drawdown_R": 12.166556488157415,
        "win_rate": 0.28,
        "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"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "e5277711cb89c3970a6a"
      },
      "train": {
        "n": 55,
        "net_R": 1.1927897148327906,
        "expectancy_R": 0.021687085724232558,
        "pf": 1.0318880812818043,
        "max_drawdown_R": 9.883143677982208,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": -8.06987103494179,
        "expectancy_R": -0.38427957309246624,
        "pf": 0.5377227399474548,
        "max_drawdown_R": 9.926839755901687,
        "win_rate": 0.23809523809523808,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 31,
        "net_R": -1.060718595141981,
        "expectancy_R": -0.034216728875547775,
        "pf": 0.951590863618853,
        "max_drawdown_R": 7.64215521659878,
        "win_rate": 0.3548387096774194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 38.65978519390417,
        "sl": 2291.359785193904,
        "tp": 2175.3804296121916,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5647548839314958
      },
      "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "e8d5d6872ce76e7f298f"
      },
      "train": {
        "n": 47,
        "net_R": -8.462315123260598,
        "expectancy_R": -0.18004925794171486,
        "pf": 0.7616432738532979,
        "max_drawdown_R": 14.533698052433074,
        "win_rate": 0.2978723404255319,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": 3.162564309246801,
        "expectancy_R": 0.1664507531182527,
        "pf": 1.2601575643414713,
        "max_drawdown_R": 8.910758909195007,
        "win_rate": 0.42105263157894735,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": -1.3477621556104418,
        "expectancy_R": -0.0748756753116912,
        "pf": 0.8959752416399005,
        "max_drawdown_R": 6.10327377550278,
        "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": "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "efbf2c47c74b3ab50941"
      },
      "train": {
        "n": 46,
        "net_R": 12.491441357703428,
        "expectancy_R": 0.2715530729935528,
        "pf": 1.4556148962789563,
        "max_drawdown_R": 8.562957566852438,
        "win_rate": 0.45652173913043476,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": -7.032444681364359,
        "expectancy_R": -0.4136732165508446,
        "pf": 0.5170917039654412,
        "max_drawdown_R": 9.560390262361263,
        "win_rate": 0.23529411764705882,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": 1.0840578393883167,
        "expectancy_R": 0.06022543552157315,
        "pf": 1.0884132292075313,
        "max_drawdown_R": 6.997553984091715,
        "win_rate": 0.3888888888888889,
        "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": "CUSTOM_FIB",
        "exit": "rr2",
        "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": "328df10450365f58ae36"
      },
      "train": {
        "n": 65,
        "net_R": -6.649646332415042,
        "expectancy_R": -0.10230225126792372,
        "pf": 0.8581247244584258,
        "max_drawdown_R": 13.581732616681185,
        "win_rate": 0.3230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": -0.6477394260057079,
        "expectancy_R": -0.04626710185755056,
        "pf": 0.9361276880456484,
        "max_drawdown_R": 4.979683689886238,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 24,
        "net_R": -4.684317980239159,
        "expectancy_R": -0.1951799158432983,
        "pf": 0.7432150800694681,
        "max_drawdown_R": 7.560140412313168,
        "win_rate": 0.2916666666666667,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo