IAORION

Informe de investigación IND_ULTOSC

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "2caa5d6be41e41641df3",
  "engine_version": "3.0.0",
  "entrada": "IND_ULTOSC",
  "familia": "Momentum 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_ULTOSC",
        "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": "d9aeb442d041da621c5f"
      },
      "train": {
        "n": 198,
        "net_R": 9.413379533548696,
        "expectancy_R": 0.047542320876508566,
        "pf": 1.088675496645915,
        "max_drawdown_R": 22.634542395892684,
        "win_rate": 0.30808080808080807,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 63,
        "net_R": 3.6997249016527816,
        "expectancy_R": 0.05872579208972669,
        "pf": 1.0970621970106684,
        "max_drawdown_R": 6.749987842506652,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": 0.7222048622792336,
        "expectancy_R": 0.010466737134481647,
        "pf": 1.019709345847346,
        "max_drawdown_R": 11.325000910787695,
        "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_ULTOSC",
        "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": "a4f2d6f88194189d3abd"
      },
      "train": {
        "n": 196,
        "net_R": -4.364349704681169,
        "expectancy_R": -0.022267090330005967,
        "pf": 0.9587637913963752,
        "max_drawdown_R": 22.49158491864257,
        "win_rate": 0.30612244897959184,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 70,
        "net_R": -11.458315711381427,
        "expectancy_R": -0.1636902244483061,
        "pf": 0.7537545017391651,
        "max_drawdown_R": 17.76188259134088,
        "win_rate": 0.22857142857142856,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": -4.467093282333783,
        "expectancy_R": -0.06667303406468333,
        "pf": 0.8597677839810273,
        "max_drawdown_R": 10.5731095905175,
        "win_rate": 0.373134328358209,
        "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": 2310.7975337291277,
        "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": "IND_ULTOSC",
        "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": "71b67fc5c2c85e2930fa"
      },
      "train": {
        "n": 202,
        "net_R": 33.663618013333334,
        "expectancy_R": 0.16665157432343233,
        "pf": 1.3261884666574442,
        "max_drawdown_R": 15.32740529001951,
        "win_rate": 0.3465346534653465,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 63,
        "net_R": -12.699459390300309,
        "expectancy_R": -0.2015787204809573,
        "pf": 0.683260676819726,
        "max_drawdown_R": 18.736675649656142,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": 12.399732613258415,
        "expectancy_R": 0.18507063601878232,
        "pf": 1.3881191610179282,
        "max_drawdown_R": 7.048612743160961,
        "win_rate": 0.40298507462686567,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 94.52,
        "rd": 2.8042302712215568,
        "sl": 93.35853071255134,
        "tp": 88.91153945755688,
        "highest": 97.1,
        "lowest": 88.3,
        "bars": 9,
        "open_ts": "2026-11-04 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.6931205859680512
      },
      "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_ULTOSC",
        "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": "3d507ba23cfc876836e5"
      },
      "train": {
        "n": 190,
        "net_R": -19.88099666713635,
        "expectancy_R": -0.10463682456387553,
        "pf": 0.812813433847538,
        "max_drawdown_R": 37.67633470360064,
        "win_rate": 0.29473684210526313,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": 14.269653071361061,
        "expectancy_R": 0.2068065662516096,
        "pf": 1.4032819036440265,
        "max_drawdown_R": 8.399110200432556,
        "win_rate": 0.37681159420289856,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": -12.752347429086614,
        "expectancy_R": -0.17961052717023399,
        "pf": 0.6585223704160942,
        "max_drawdown_R": 22.46415009018615,
        "win_rate": 0.3380281690140845,
        "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": "IND_ULTOSC",
        "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": "41a9f83e4d232a77ceda"
      },
      "train": {
        "n": 212,
        "net_R": -41.82278356558362,
        "expectancy_R": -0.19727728096973407,
        "pf": 0.6581771316993943,
        "max_drawdown_R": 49.27004724923873,
        "win_rate": 0.30660377358490565,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": -4.997871982158647,
        "expectancy_R": -0.0684639997555979,
        "pf": 0.883277031691577,
        "max_drawdown_R": 14.649767073191379,
        "win_rate": 0.2465753424657534,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": 0.22708442941168094,
        "expectancy_R": 0.0035481942095575147,
        "pf": 1.006752314741835,
        "max_drawdown_R": 17.03189325981507,
        "win_rate": 0.359375,
        "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_ULTOSC",
        "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": "4560e8f0741e5bdd04ea"
      },
      "train": {
        "n": 226,
        "net_R": -60.90719334412569,
        "expectancy_R": -0.26950085550498093,
        "pf": 0.589712468492533,
        "max_drawdown_R": 64.80928976288264,
        "win_rate": 0.2610619469026549,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 14.764694769299611,
        "expectancy_R": 0.2952938953859922,
        "pf": 1.5549582604349281,
        "max_drawdown_R": 8.769088786536196,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": -15.305503346477302,
        "expectancy_R": -0.23914848978870784,
        "pf": 0.6141086235477482,
        "max_drawdown_R": 20.683557697896422,
        "win_rate": 0.265625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80427.65,
        "rd": 820.3845801397172,
        "sl": 76617.67932485552,
        "tp": 78786.88083972056,
        "highest": 80962.0,
        "lowest": 75208.42,
        "bars": 38,
        "open_ts": "2026-11-04 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.789580685671941
      },
      "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_ULTOSC",
        "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": "c31710075d58f215f1dc"
      },
      "train": {
        "n": 223,
        "net_R": -27.16986702367896,
        "expectancy_R": -0.12183796871604916,
        "pf": 0.7998460714308332,
        "max_drawdown_R": 28.813747228615497,
        "win_rate": 0.29596412556053814,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 57,
        "net_R": -10.285464550736359,
        "expectancy_R": -0.18044674650414666,
        "pf": 0.6906746178123405,
        "max_drawdown_R": 11.648090071902967,
        "win_rate": 0.2807017543859649,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": 17.456978075773517,
        "expectancy_R": 0.3293769448259154,
        "pf": 1.6934137230735313,
        "max_drawdown_R": 6.937809174114357,
        "win_rate": 0.4339622641509434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2418.33,
        "rd": 35.06167022910803,
        "sl": 2262.8831780299593,
        "tp": 2348.2066595417837,
        "highest": 2444.75,
        "lowest": 2206.28,
        "bars": 34,
        "open_ts": "2026-11-04 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.344547700537973
      },
      "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_ULTOSC",
        "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": "45bc7888d0e93000609b"
      },
      "train": {
        "n": 174,
        "net_R": 19.881152691646133,
        "expectancy_R": 0.11425949822785134,
        "pf": 1.209086053174657,
        "max_drawdown_R": 18.346222665492505,
        "win_rate": 0.3275862068965517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": -16.973662733981758,
        "expectancy_R": -0.2533382497609218,
        "pf": 0.582912824676369,
        "max_drawdown_R": 19.67756108318893,
        "win_rate": 0.31343283582089554,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": -7.127640094248397,
        "expectancy_R": -0.11313714435314916,
        "pf": 0.8268303309239611,
        "max_drawdown_R": 12.843217628423488,
        "win_rate": 0.30158730158730157,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.97,
        "rd": 1.7274751296928292,
        "sl": 88.24252487030716,
        "tp": 93.42495025938565,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.21987291942520215
      },
      "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_ULTOSC",
        "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": "c0cd7018f9c1b533f7f2"
      },
      "train": {
        "n": 182,
        "net_R": -26.663452404440232,
        "expectancy_R": -0.1465024857386826,
        "pf": 0.7461208228493466,
        "max_drawdown_R": 30.591638290998894,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 63,
        "net_R": -14.11016260980665,
        "expectancy_R": -0.22397083507629603,
        "pf": 0.6171021270571545,
        "max_drawdown_R": 19.847546224958936,
        "win_rate": 0.3492063492063492,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -10.223827001339364,
        "expectancy_R": -0.18588776366071572,
        "pf": 0.6840824917642815,
        "max_drawdown_R": 18.407647617957974,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 688.46,
        "rd": 7.25525541102091,
        "sl": 685.2109934845375,
        "tp": 702.9705108220419,
        "highest": 696.3,
        "lowest": 683.94,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.18600303139569574
      },
      "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_ULTOSC",
        "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": "3699b405ebfc0484de27"
      },
      "train": {
        "n": 190,
        "net_R": 17.146943635815624,
        "expectancy_R": 0.09024707176745066,
        "pf": 1.1590808810943356,
        "max_drawdown_R": 20.8721016105511,
        "win_rate": 0.34210526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -7.838099989176829,
        "expectancy_R": -0.1351396549858074,
        "pf": 0.7800513105892208,
        "max_drawdown_R": 18.95624176678369,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 62,
        "net_R": 2.781134780721772,
        "expectancy_R": 0.044857012592286645,
        "pf": 1.0874067017243552,
        "max_drawdown_R": 11.491396357908393,
        "win_rate": 0.3548387096774194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.307,
        "rd": 0.015393287161197006,
        "sl": 1.209724738229867,
        "tp": 1.2762134256776059,
        "highest": 1.3087,
        "lowest": 1.1776,
        "bars": 18,
        "open_ts": "2026-11-05 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 7.786091998733296
      },
      "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