IAORION

Informe de investigación IND_WMA

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "27035ddcd23b880450db",
  "engine_version": "3.0.0",
  "entrada": "IND_WMA",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "opp",
  "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": 0.8333333333333334,
  "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_WMA",
        "exit": "opp",
        "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": "bf46e5f8bd8b930017bc"
      },
      "train": {
        "n": 125,
        "net_R": 76.96626857813067,
        "expectancy_R": 0.6157301486250454,
        "pf": 2.001414370289865,
        "max_drawdown_R": 10.461573662900246,
        "win_rate": 0.32,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": -10.560511767539046,
        "expectancy_R": -0.20308676476036627,
        "pf": 0.7143811819073926,
        "max_drawdown_R": 12.279543692669863,
        "win_rate": 0.23076923076923078,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": -5.74605465339355,
        "expectancy_R": -0.10640841950728797,
        "pf": 0.8447462844789801,
        "max_drawdown_R": 15.175653699149944,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75912.71,
        "rd": 1629.3714062376812,
        "sl": 77542.08140623769,
        "tp": 72653.96718752464,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14517788583648278
      },
      "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_WMA",
        "exit": "opp",
        "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": "23624d97314fd2a9dcbb"
      },
      "train": {
        "n": 143,
        "net_R": 24.785595814039564,
        "expectancy_R": 0.17332584485342353,
        "pf": 1.2622781578346494,
        "max_drawdown_R": 24.019764119548604,
        "win_rate": 0.27972027972027974,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 0.741478416810434,
        "expectancy_R": 0.016477298151342978,
        "pf": 1.0245018860725215,
        "max_drawdown_R": 15.008846891569856,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": 17.050075550563914,
        "expectancy_R": 0.28898433136549007,
        "pf": 1.4109431472714553,
        "max_drawdown_R": 19.72937238588144,
        "win_rate": 0.23728813559322035,
        "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"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_WMA",
        "exit": "opp",
        "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": "609576ad5e3810353818"
      },
      "train": {
        "n": 120,
        "net_R": 61.6901250696529,
        "expectancy_R": 0.5140843755804408,
        "pf": 1.8362174929749828,
        "max_drawdown_R": 8.115110726376905,
        "win_rate": 0.2916666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": -20.93002148183283,
        "expectancy_R": -0.3737503836041577,
        "pf": 0.4761436263751088,
        "max_drawdown_R": 23.21162158151578,
        "win_rate": 0.17857142857142858,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 19.549837552258634,
        "expectancy_R": 0.3759584144665122,
        "pf": 1.5437950771049442,
        "max_drawdown_R": 25.287766910685527,
        "win_rate": 0.21153846153846154,
        "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_WMA",
        "exit": "opp",
        "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": "783740987e6ff9d3db7a"
      },
      "train": {
        "n": 131,
        "net_R": 33.000537965191626,
        "expectancy_R": 0.25191250355108114,
        "pf": 1.4097326176358769,
        "max_drawdown_R": 13.116470728536019,
        "win_rate": 0.2824427480916031,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": -1.3048741832975197,
        "expectancy_R": -0.02663008537341877,
        "pf": 0.9595662898640543,
        "max_drawdown_R": 11.206886181756078,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": 5.660254363012317,
        "expectancy_R": 0.11551539516351668,
        "pf": 1.1669154779676836,
        "max_drawdown_R": 20.45906781678501,
        "win_rate": 0.24489795918367346,
        "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_WMA",
        "exit": "opp",
        "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": "9ab961b2ed10de38f63d"
      },
      "train": {
        "n": 144,
        "net_R": 90.60835321039244,
        "expectancy_R": 0.6292246750721697,
        "pf": 2.0691637955841995,
        "max_drawdown_R": 18.92278128226844,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 28.362935109440098,
        "expectancy_R": 0.6302874468764467,
        "pf": 2.1317338325777793,
        "max_drawdown_R": 6.579317584635392,
        "win_rate": 0.37777777777777777,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": 5.390128181414333,
        "expectancy_R": 0.11717669959596376,
        "pf": 1.1850418036485595,
        "max_drawdown_R": 11.880008294561469,
        "win_rate": 0.2608695652173913,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 1.2062,
        "rd": 0.036283900339478724,
        "sl": 1.2424839003394788,
        "tp": 1.1336321993210425,
        "highest": 1.2078,
        "lowest": 1.1776,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5265131317543037
      },
      "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_WMA",
        "exit": "opp",
        "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": "e93caf42dc491c58c97a"
      },
      "train": {
        "n": 150,
        "net_R": -28.821758265604426,
        "expectancy_R": -0.19214505510402952,
        "pf": 0.7392475648823817,
        "max_drawdown_R": 32.78160581399258,
        "win_rate": 0.20666666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 20.059516864074407,
        "expectancy_R": 0.4011903372814881,
        "pf": 1.5044343705429855,
        "max_drawdown_R": 28.65296565075864,
        "win_rate": 0.24,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": -20.324940899673166,
        "expectancy_R": -0.3834894509372295,
        "pf": 0.49970943742189033,
        "max_drawdown_R": 23.515615521412574,
        "win_rate": 0.24528301886792453,
        "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": "IND_WMA",
        "exit": "opp",
        "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": "1d3044cb4054373aaa0f"
      },
      "train": {
        "n": 144,
        "net_R": -9.124265514706774,
        "expectancy_R": -0.06336295496324149,
        "pf": 0.91194612276693,
        "max_drawdown_R": 31.093771204074745,
        "win_rate": 0.24305555555555555,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 57,
        "net_R": 23.048948421124457,
        "expectancy_R": 0.4043675161600782,
        "pf": 1.5407246523411833,
        "max_drawdown_R": 24.220428608811478,
        "win_rate": 0.21052631578947367,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": -12.76955277939366,
        "expectancy_R": -0.2606031179468094,
        "pf": 0.631815063689071,
        "max_drawdown_R": 14.057303211401843,
        "win_rate": 0.24489795918367346,
        "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": "IND_WMA",
        "exit": "opp",
        "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": "415456b5349d17f4eb6d"
      },
      "train": {
        "n": 143,
        "net_R": -46.52679163603132,
        "expectancy_R": -0.3253621792729463,
        "pf": 0.5695391873295905,
        "max_drawdown_R": 48.09023377634399,
        "win_rate": 0.1958041958041958,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": -7.471951627275905,
        "expectancy_R": -0.15248880871991644,
        "pf": 0.7931106110236343,
        "max_drawdown_R": 14.81341490131316,
        "win_rate": 0.2653061224489796,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": 7.507424624820701,
        "expectancy_R": 0.15321274744532043,
        "pf": 1.2535930865602118,
        "max_drawdown_R": 10.398675879969673,
        "win_rate": 0.3469387755102041,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.21,
        "rd": 1.7086407580578857,
        "sl": 91.91864075805788,
        "tp": 86.79271848388422,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2575468236519023
      },
      "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_WMA",
        "exit": "opp",
        "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": "8fc9ee08aa27aa4be784"
      },
      "train": {
        "n": 144,
        "net_R": -13.804715813141478,
        "expectancy_R": -0.09586608203570471,
        "pf": 0.8647259022245534,
        "max_drawdown_R": 35.320140026925685,
        "win_rate": 0.2638888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": -13.378024168350317,
        "expectancy_R": -0.2846388120925599,
        "pf": 0.5897336196964045,
        "max_drawdown_R": 15.235145248750438,
        "win_rate": 0.2765957446808511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -6.425628220736315,
        "expectancy_R": -0.13968757001600685,
        "pf": 0.7920711496784336,
        "max_drawdown_R": 11.613832894304078,
        "win_rate": 0.32608695652173914,
        "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_WMA",
        "exit": "opp",
        "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": "91ba1d0d1784ec5d48fe"
      },
      "train": {
        "n": 139,
        "net_R": -10.465504358230032,
        "expectancy_R": -0.07529139826064771,
        "pf": 0.8935856554971169,
        "max_drawdown_R": 31.85327312956212,
        "win_rate": 0.2302158273381295,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 41,
        "net_R": 70.9718583424612,
        "expectancy_R": 1.7310209351819805,
        "pf": 3.6048349655474397,
        "max_drawdown_R": 16.121978610371283,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": -9.951661791959006,
        "expectancy_R": -0.18776720362186805,
        "pf": 0.729028817552092,
        "max_drawdown_R": 12.109851674939218,
        "win_rate": 0.22641509433962265,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2456,
        "rd": 0.019461191662980305,
        "sl": 1.2650611916629804,
        "tp": 1.2066776166740394,
        "highest": 1.2599,
        "lowest": 1.1776,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.005173116466998
      },
      "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