IAORION

Informe de investigación PAT_LONGLINE

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "4019a856529cd9534c9f",
  "engine_version": "3.0.0",
  "entrada": "PAT_LONGLINE",
  "familia": "Velas",
  "regimen": "todo",
  "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": "PAT_LONGLINE",
        "exit": "rr2",
        "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": "237953ec8d124ce4264e"
      },
      "train": {
        "n": 243,
        "net_R": 8.342753687146503,
        "expectancy_R": 0.03433231970019137,
        "pf": 1.0514633887672924,
        "max_drawdown_R": 24.23124202064699,
        "win_rate": 0.35802469135802467,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -16.99815143028697,
        "expectancy_R": -0.16188715647892352,
        "pf": 0.7805589324386442,
        "max_drawdown_R": 22.835475667613505,
        "win_rate": 0.29523809523809524,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": -26.903659668069484,
        "expectancy_R": -0.2538081100761272,
        "pf": 0.6702060277894378,
        "max_drawdown_R": 35.39879493126847,
        "win_rate": 0.2641509433962264,
        "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_LONGLINE",
        "exit": "rr2",
        "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": "7124d71f8dad5062f49b"
      },
      "train": {
        "n": 257,
        "net_R": 9.14221715450569,
        "expectancy_R": 0.03557282939496378,
        "pf": 1.0534011880381198,
        "max_drawdown_R": 20.703170062120577,
        "win_rate": 0.35797665369649806,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -3.4986515250388606,
        "expectancy_R": -0.04116060617692777,
        "pf": 0.9403613030086656,
        "max_drawdown_R": 11.179698878268447,
        "win_rate": 0.32941176470588235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": 8.96266119695881,
        "expectancy_R": 0.10669834758284298,
        "pf": 1.166497021647631,
        "max_drawdown_R": 11.584011363362379,
        "win_rate": 0.38095238095238093,
        "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_LONGLINE",
        "exit": "rr2",
        "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": "ccea31e6df805671a147"
      },
      "train": {
        "n": 281,
        "net_R": -38.59045088357978,
        "expectancy_R": -0.1373325654219921,
        "pf": 0.8095688115854704,
        "max_drawdown_R": 64.58410440711397,
        "win_rate": 0.29537366548042704,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 116,
        "net_R": -17.320839786212165,
        "expectancy_R": -0.14931758436389797,
        "pf": 0.7946521934788677,
        "max_drawdown_R": 24.137157025751662,
        "win_rate": 0.29310344827586204,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -9.692324476207363,
        "expectancy_R": -0.09502278898242512,
        "pf": 0.866324707370901,
        "max_drawdown_R": 23.463404198900538,
        "win_rate": 0.3137254901960784,
        "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_LONGLINE",
        "exit": "rr2",
        "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": "6fe99b1df00c7118db34"
      },
      "train": {
        "n": 267,
        "net_R": 10.702807626931264,
        "expectancy_R": 0.0400854218237126,
        "pf": 1.0602677104909823,
        "max_drawdown_R": 24.421155245332766,
        "win_rate": 0.3595505617977528,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -1.8039043876669478,
        "expectancy_R": -0.017180041787304264,
        "pf": 0.974929752536466,
        "max_drawdown_R": 15.672544041920647,
        "win_rate": 0.34285714285714286,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -16.937243985410397,
        "expectancy_R": -0.16605141162167056,
        "pf": 0.7754217893081127,
        "max_drawdown_R": 17.667249757660144,
        "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": "PAT_LONGLINE",
        "exit": "rr2",
        "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": "623fcc411639960cd7bb"
      },
      "train": {
        "n": 245,
        "net_R": 23.05703742072415,
        "expectancy_R": 0.09411035681928225,
        "pf": 1.1460540570586835,
        "max_drawdown_R": 17.408571129095684,
        "win_rate": 0.37551020408163266,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 107,
        "net_R": -17.361509147931603,
        "expectancy_R": -0.16225709484048226,
        "pf": 0.7783079318972483,
        "max_drawdown_R": 19.90409452074641,
        "win_rate": 0.2897196261682243,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 97,
        "net_R": 13.212440983194528,
        "expectancy_R": 0.1362107317855106,
        "pf": 1.2156933986454195,
        "max_drawdown_R": 16.186158869964224,
        "win_rate": 0.3917525773195876,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2073,
        "rd": 0.03650410562050391,
        "sl": 1.243804105620504,
        "tp": 1.1342917887589923,
        "highest": 1.2234,
        "lowest": 1.1776,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5534555540145074
      },
      "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_LONGLINE",
        "exit": "rr2",
        "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": "a09c79d9dff8fce03f80"
      },
      "train": {
        "n": 264,
        "net_R": -21.960049019566377,
        "expectancy_R": -0.08318200386199386,
        "pf": 0.8848632421148728,
        "max_drawdown_R": 36.252936448690356,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": -24.33120163655605,
        "expectancy_R": -0.23622525860734028,
        "pf": 0.7001649946522213,
        "max_drawdown_R": 26.87613287296317,
        "win_rate": 0.2912621359223301,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -21.984480635013774,
        "expectancy_R": -0.25864094864722087,
        "pf": 0.6736704271133025,
        "max_drawdown_R": 24.42735741391159,
        "win_rate": 0.2823529411764706,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75912.71,
        "rd": 898.843501746687,
        "sl": 76811.55350174669,
        "tp": 74115.02299650664,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2631700574575304
      },
      "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_LONGLINE",
        "exit": "rr2",
        "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": "ff70edef27e517c43bc9"
      },
      "train": {
        "n": 259,
        "net_R": 2.1606797997956346,
        "expectancy_R": 0.008342393049403995,
        "pf": 1.0121795729002898,
        "max_drawdown_R": 15.587050956576226,
        "win_rate": 0.3590733590733591,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": -9.173310613373957,
        "expectancy_R": -0.09758841078057401,
        "pf": 0.8662494486937449,
        "max_drawdown_R": 17.233618770925723,
        "win_rate": 0.32978723404255317,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": -10.65248046112925,
        "expectancy_R": -0.12244230415091091,
        "pf": 0.8338732557630819,
        "max_drawdown_R": 15.848266673195322,
        "win_rate": 0.3218390804597701,
        "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_LONGLINE",
        "exit": "rr2",
        "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": "f30382cf99117921a37e"
      },
      "train": {
        "n": 296,
        "net_R": -28.516826526126096,
        "expectancy_R": -0.0963406301558314,
        "pf": 0.866798118610886,
        "max_drawdown_R": 42.77474228784166,
        "win_rate": 0.32432432432432434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -7.329885775380379,
        "expectancy_R": -0.06603500698540882,
        "pf": 0.908167917502312,
        "max_drawdown_R": 15.498828794593082,
        "win_rate": 0.34234234234234234,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 89,
        "net_R": -11.768036109907491,
        "expectancy_R": -0.13222512483042126,
        "pf": 0.8208407919010553,
        "max_drawdown_R": 20.871197262734277,
        "win_rate": 0.3146067415730337,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 89.19,
        "rd": 1.7833607841472419,
        "sl": 90.97336078414725,
        "tp": 85.62327843170551,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.32491182106882555
      },
      "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_LONGLINE",
        "exit": "rr2",
        "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": "1c6b04d2a3ae386d3b56"
      },
      "train": {
        "n": 272,
        "net_R": -28.251674300315464,
        "expectancy_R": -0.10386644963351274,
        "pf": 0.8584289707706706,
        "max_drawdown_R": 44.33226206231265,
        "win_rate": 0.33088235294117646,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 117,
        "net_R": -29.425407188597184,
        "expectancy_R": -0.25149920674014686,
        "pf": 0.6842999965161676,
        "max_drawdown_R": 37.40920250722008,
        "win_rate": 0.2905982905982906,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": -15.865455298354156,
        "expectancy_R": -0.15708371582528868,
        "pf": 0.7918570571565123,
        "max_drawdown_R": 21.53792435212211,
        "win_rate": 0.31683168316831684,
        "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_LONGLINE",
        "exit": "rr2",
        "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": "fa9b88a7ea88fb5c9e56"
      },
      "train": {
        "n": 256,
        "net_R": -42.00511955299104,
        "expectancy_R": -0.16408249825387125,
        "pf": 0.7812268946942262,
        "max_drawdown_R": 47.71312152853258,
        "win_rate": 0.3046875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -9.304472022445735,
        "expectancy_R": -0.0830756430575512,
        "pf": 0.8860390937303905,
        "max_drawdown_R": 21.60701573218389,
        "win_rate": 0.3392857142857143,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": -14.433464334097728,
        "expectancy_R": -0.19244619112130304,
        "pf": 0.746375290244446,
        "max_drawdown_R": 22.534582483414376,
        "win_rate": 0.29333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.1909,
        "rd": 0.019215624145179175,
        "sl": 1.2101156241451791,
        "tp": 1.1524687517096417,
        "highest": 1.1912,
        "lowest": 1.1776,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1983594168579932
      },
      "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