IAORION

Informe de investigación PAT_3LINESTRIKE

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "28e54e79edd6e30ce696",
  "engine_version": "3.0.0",
  "entrada": "PAT_3LINESTRIKE",
  "familia": "Velas",
  "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": "PAT_3LINESTRIKE",
        "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": "9f3bf8e160a8c53ab6e5"
      },
      "train": {
        "n": 10,
        "net_R": 12.942931355610922,
        "expectancy_R": 1.2942931355610923,
        "pf": 4.10103296478821,
        "max_drawdown_R": 2.063622183346805,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -0.5336544649309405,
        "expectancy_R": -0.26682723246547024,
        "pf": 0.49237413260662805,
        "max_drawdown_R": 1.0512751599346657,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 1,
        "net_R": 1.9070642569094098,
        "expectancy_R": 1.9070642569094098,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "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": "PAT_3LINESTRIKE",
        "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": "883f9a9c371538b3a3be"
      },
      "train": {
        "n": 9,
        "net_R": 3.0607574196527256,
        "expectancy_R": 0.34008415773919176,
        "pf": 1.6905402253006847,
        "max_drawdown_R": 4.369152864581642,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.02805478036803,
        "expectancy_R": -1.02805478036803,
        "pf": 0.0,
        "max_drawdown_R": 1.02805478036803,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -2.8217452563743723,
        "expectancy_R": -0.5643490512748744,
        "pf": 0.10869374162550399,
        "max_drawdown_R": 2.8217452563743723,
        "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"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_3LINESTRIKE",
        "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": "370d7b745aa582b80e64"
      },
      "train": {
        "n": 11,
        "net_R": 0.3920816861698795,
        "expectancy_R": 0.03564378965180723,
        "pf": 1.0700425139651677,
        "max_drawdown_R": 4.572129439698109,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "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
      },
      "last_20_percent": {
        "n": 1,
        "net_R": -1.0257666885244816,
        "expectancy_R": -1.0257666885244816,
        "pf": 0.0,
        "max_drawdown_R": 1.0257666885244816,
        "win_rate": 0.0,
        "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": "PAT_3LINESTRIKE",
        "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": "4b8d022bb7d80abb00ec"
      },
      "train": {
        "n": 4,
        "net_R": 5.631830467622597,
        "expectancy_R": 1.4079576169056494,
        "pf": 10.584159489809757,
        "max_drawdown_R": 0.5876186089777171,
        "win_rate": 0.75,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": 3.3726734871652178,
        "expectancy_R": 1.6863367435826089,
        "pf": 4.306121818947444,
        "max_drawdown_R": 1.0201298294080892,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 3,
        "net_R": -1.67410549364404,
        "expectancy_R": -0.5580351645480134,
        "pf": 0.0,
        "max_drawdown_R": 1.67410549364404,
        "win_rate": 0.0,
        "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": "PAT_3LINESTRIKE",
        "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": "c6adaff70c581a2ddfdc"
      },
      "train": {
        "n": 5,
        "net_R": -3.692308501805385,
        "expectancy_R": -0.738461700361077,
        "pf": 0.0,
        "max_drawdown_R": 3.692308501805385,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -1.2991324429130884,
        "expectancy_R": -0.6495662214565442,
        "pf": 0.0,
        "max_drawdown_R": 1.2991324429130884,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 3.643992453151526,
        "expectancy_R": 1.821996226575763,
        "pf": 7.2064005507302555,
        "max_drawdown_R": 0.5871345916793542,
        "win_rate": 0.5,
        "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": "PAT_3LINESTRIKE",
        "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": "5f798c7f1f30275a7f71"
      },
      "train": {
        "n": 10,
        "net_R": -2.3926941179135417,
        "expectancy_R": -0.23926941179135416,
        "pf": 0.6596887283798468,
        "max_drawdown_R": 4.370342903662728,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": 1.5319610380842232,
        "expectancy_R": 0.7659805190421116,
        "pf": 2.425004713393008,
        "max_drawdown_R": 1.0750568216974852,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 1,
        "net_R": 1.9475155400478905,
        "expectancy_R": 1.9475155400478905,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80649.36,
        "rd": 702.3606745321824,
        "sl": 76617.67932485552,
        "tp": 79244.63865093564,
        "highest": 80794.01,
        "lowest": 75208.42,
        "bars": 25,
        "open_ts": "2026-11-05 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 7.077993139794176
      },
      "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": "PAT_3LINESTRIKE",
        "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": "6ccd7679008873212f67"
      },
      "train": {
        "n": 12,
        "net_R": 6.029515387395745,
        "expectancy_R": 0.502459615616312,
        "pf": 1.874338382019625,
        "max_drawdown_R": 2.8397621224275813,
        "win_rate": 0.4166666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -1.8628416352826471,
        "expectancy_R": -0.9314208176413236,
        "pf": 0.0,
        "max_drawdown_R": 1.8628416352826471,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "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
      },
      "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"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_3LINESTRIKE",
        "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": "d6beb7f417f8cb0231d5"
      },
      "train": {
        "n": 6,
        "net_R": -0.5190532608596982,
        "expectancy_R": -0.08650887680994969,
        "pf": 0.7264706673476609,
        "max_drawdown_R": 1.1107646411146614,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.0893820891786796,
        "expectancy_R": -1.0893820891786796,
        "pf": 0.0,
        "max_drawdown_R": 1.0893820891786796,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": -0.44101413230020126,
        "expectancy_R": -0.22050706615010063,
        "pf": 0.581310778680974,
        "max_drawdown_R": 1.0533209594238981,
        "win_rate": 0.5,
        "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": "PAT_3LINESTRIKE",
        "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": "a27e1781b9fe022c6f43"
      },
      "train": {
        "n": 6,
        "net_R": -0.9886074414860258,
        "expectancy_R": -0.16476790691433763,
        "pf": 0.6773869620356884,
        "max_drawdown_R": 2.2933444126243527,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 3,
        "net_R": 0.4889990480795139,
        "expectancy_R": 0.1629996826931713,
        "pf": 1.2203105866559851,
        "max_drawdown_R": 2.219589423739703,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 1,
        "net_R": -1.1526974596766575,
        "expectancy_R": -1.1526974596766575,
        "pf": 0.0,
        "max_drawdown_R": 1.1526974596766575,
        "win_rate": 0.0,
        "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": "PAT_3LINESTRIKE",
        "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": "44c9978d9be9d4c750bb"
      },
      "train": {
        "n": 5,
        "net_R": 2.872269771158485,
        "expectancy_R": 0.574453954231697,
        "pf": 2.283397281600902,
        "max_drawdown_R": 1.3719458193055765,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.0934251831204993,
        "expectancy_R": -1.0934251831204993,
        "pf": 0.0,
        "max_drawdown_R": 1.0934251831204993,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 3,
        "net_R": -2.4005048016820436,
        "expectancy_R": -0.8001682672273479,
        "pf": 0.0,
        "max_drawdown_R": 2.4005048016820436,
        "win_rate": 0.0,
        "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