IAORION

Informe de investigación IND_SAR

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "2c3993bddb13b1cb16d4",
  "engine_version": "3.0.0",
  "entrada": "IND_SAR",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "salida": "trail",
  "activos": [
    "ETHUSDT-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_SAR",
        "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": "c2dd6b840a4bf0bcb329"
      },
      "train": {
        "n": 136,
        "net_R": -6.137056365885625,
        "expectancy_R": -0.04512541445504136,
        "pf": 0.919748738144897,
        "max_drawdown_R": 19.38515063281353,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 51,
        "net_R": 2.68179849454708,
        "expectancy_R": 0.052584284206805484,
        "pf": 1.102196352869078,
        "max_drawdown_R": 12.746024184002515,
        "win_rate": 0.39215686274509803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -0.03256214531958168,
        "expectancy_R": -0.0006783780274912851,
        "pf": 0.9987097652412696,
        "max_drawdown_R": 8.110102992095188,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_SAR",
        "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": "fc5b6cd22b53a19a1d9b"
      },
      "train": {
        "n": 126,
        "net_R": 13.895025261921521,
        "expectancy_R": 0.11027797826921842,
        "pf": 1.2209855911681278,
        "max_drawdown_R": 22.25152574120007,
        "win_rate": 0.373015873015873,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": 18.251668628342834,
        "expectancy_R": 0.4803070691669167,
        "pf": 2.287000014932754,
        "max_drawdown_R": 3.745718123169004,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": -11.457773819525197,
        "expectancy_R": -0.2604039504437545,
        "pf": 0.5038693174108025,
        "max_drawdown_R": 15.115120810543537,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_SAR",
        "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": "78605f73f2572b8e2248"
      },
      "train": {
        "n": 163,
        "net_R": 2.1569119758465005,
        "expectancy_R": 0.013232588808874237,
        "pf": 1.0239441507207976,
        "max_drawdown_R": 25.48143491789299,
        "win_rate": 0.3496932515337423,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": -11.30741805371376,
        "expectancy_R": -0.23557120945237,
        "pf": 0.5927530278300212,
        "max_drawdown_R": 17.286152525508697,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -5.600637447555586,
        "expectancy_R": -0.1191624988841614,
        "pf": 0.7950582727979664,
        "max_drawdown_R": 9.18686196767123,
        "win_rate": 0.3191489361702128,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.21,
        "rd": 3.1127730251066943,
        "sl": 87.0972269748933,
        "tp": 96.43554605021339,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.19916164622338228
      },
      "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_SAR",
        "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": "ab4f872f1eded1666e41"
      },
      "train": {
        "n": 121,
        "net_R": -20.20623987648346,
        "expectancy_R": -0.1669937179874666,
        "pf": 0.7205340599914687,
        "max_drawdown_R": 21.355610565986925,
        "win_rate": 0.2809917355371901,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": 8.110108102503254,
        "expectancy_R": 0.1501871870833936,
        "pf": 1.2956613755680628,
        "max_drawdown_R": 8.486246190900742,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": 2.6174575566604217,
        "expectancy_R": 0.0638404282112298,
        "pf": 1.1156979524149602,
        "max_drawdown_R": 8.264893357027493,
        "win_rate": 0.34146341463414637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 716.88,
        "rd": 15.36445729488468,
        "sl": 709.2811504788481,
        "tp": 686.1510854102306,
        "highest": 723.42,
        "lowest": 683.94,
        "bars": 10,
        "open_ts": "2026-11-04 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.680287823026151
      },
      "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_SAR",
        "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": "05f6e9e6692ee16ae33d"
      },
      "train": {
        "n": 122,
        "net_R": -15.26506800605668,
        "expectancy_R": -0.12512350824636623,
        "pf": 0.7508738173763811,
        "max_drawdown_R": 15.88339995318939,
        "win_rate": 0.3442622950819672,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 6.114997447479092,
        "expectancy_R": 0.13588883216620204,
        "pf": 1.2954763077601503,
        "max_drawdown_R": 6.762764939801409,
        "win_rate": 0.35555555555555557,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": 5.736592845668537,
        "expectancy_R": 0.13991689867484236,
        "pf": 1.292246088908658,
        "max_drawdown_R": 11.634524330949729,
        "win_rate": 0.3902439024390244,
        "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_SAR",
        "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": "51eefd901dcb8b9246e5"
      },
      "train": {
        "n": 146,
        "net_R": -24.74949337924844,
        "expectancy_R": -0.16951707794005783,
        "pf": 0.7164270033230548,
        "max_drawdown_R": 30.759746100795038,
        "win_rate": 0.3150684931506849,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 12.410277224309032,
        "expectancy_R": 0.3102569306077258,
        "pf": 1.567945058689567,
        "max_drawdown_R": 5.09338303327873,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -7.664757888200558,
        "expectancy_R": -0.1824942354333466,
        "pf": 0.7057199407092977,
        "max_drawdown_R": 16.460909420099988,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80276.07,
        "rd": 661.5695334731763,
        "sl": 76617.67932485552,
        "tp": 78952.93093305365,
        "highest": 80408.75,
        "lowest": 75208.42,
        "bars": 21,
        "open_ts": "2026-11-05 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 6.950385589644809
      },
      "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_SAR",
        "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": "d78f9efbb9bd88a1aa29"
      },
      "train": {
        "n": 137,
        "net_R": -0.9658561097755952,
        "expectancy_R": -0.0070500445969021545,
        "pf": 0.9859694883350125,
        "max_drawdown_R": 14.523558852179004,
        "win_rate": 0.40875912408759124,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 3.7774089382878815,
        "expectancy_R": 0.09443522345719704,
        "pf": 1.175512771409147,
        "max_drawdown_R": 5.7833536861903685,
        "win_rate": 0.325,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": -5.036450293503781,
        "expectancy_R": -0.1361202782028049,
        "pf": 0.7857501372633985,
        "max_drawdown_R": 8.948930210123478,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2418.48,
        "rd": 28.345694738172163,
        "sl": 2262.8831780299593,
        "tp": 2361.7886105236557,
        "highest": 2423.76,
        "lowest": 2206.28,
        "bars": 21,
        "open_ts": "2026-11-05 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 6.616126478193115
      },
      "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_SAR",
        "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": "18ea5224106c4e5c4e78"
      },
      "train": {
        "n": 132,
        "net_R": -21.106493923699766,
        "expectancy_R": -0.15989768124014975,
        "pf": 0.7435829117045947,
        "max_drawdown_R": 23.99669073088026,
        "win_rate": 0.29545454545454547,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 7.644203861181222,
        "expectancy_R": 0.15288407722362446,
        "pf": 1.334570334395518,
        "max_drawdown_R": 4.1205047654357445,
        "win_rate": 0.42,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": 6.468137299567513,
        "expectancy_R": 0.15400326903732173,
        "pf": 1.2921648936711263,
        "max_drawdown_R": 11.448757055505872,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.12,
        "rd": 1.7671331076928858,
        "sl": 90.87815733053034,
        "tp": 86.58573378461423,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 12,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.19811750369901532
      },
      "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_SAR",
        "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": "b7522dd8c38c093def4c"
      },
      "train": {
        "n": 123,
        "net_R": -8.74023776866923,
        "expectancy_R": -0.07105884364771732,
        "pf": 0.8812419000174022,
        "max_drawdown_R": 19.41268935665836,
        "win_rate": 0.3008130081300813,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": -15.22380308245507,
        "expectancy_R": -0.32391070388202275,
        "pf": 0.52762146828883,
        "max_drawdown_R": 19.109593339634962,
        "win_rate": 0.2765957446808511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 7.84276672692196,
        "expectancy_R": 0.20109658274158873,
        "pf": 1.3988512916618168,
        "max_drawdown_R": 8.324214132522709,
        "win_rate": 0.41025641025641024,
        "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_SAR",
        "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": "c7998a3cb0020fe27982"
      },
      "train": {
        "n": 126,
        "net_R": 2.9043535440839805,
        "expectancy_R": 0.023050424953047464,
        "pf": 1.0411271870907108,
        "max_drawdown_R": 17.91701385019351,
        "win_rate": 0.3412698412698413,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": -4.161027453822478,
        "expectancy_R": -0.10402568634556195,
        "pf": 0.8132607402022771,
        "max_drawdown_R": 12.449466261943357,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 0.22690692118841183,
        "expectancy_R": 0.005818126184318252,
        "pf": 1.0089442769125423,
        "max_drawdown_R": 9.463058039807912,
        "win_rate": 0.28205128205128205,
        "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