IAORION

Informe de investigación PAT_CLOSINGMARUBOZU

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "50384fd593a6df880595",
  "engine_version": "3.0.0",
  "entrada": "PAT_CLOSINGMARUBOZU",
  "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_CLOSINGMARUBOZU",
        "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": "d9d67096a29d4c0bedc2"
      },
      "train": {
        "n": 116,
        "net_R": -14.554840854833056,
        "expectancy_R": -0.12547276598994014,
        "pf": 0.785160554929892,
        "max_drawdown_R": 24.41665911941379,
        "win_rate": 0.2672413793103448,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 63,
        "net_R": -20.925670614256298,
        "expectancy_R": -0.33215350181359204,
        "pf": 0.5163715499245813,
        "max_drawdown_R": 22.969281996891283,
        "win_rate": 0.25396825396825395,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": -7.347155947665673,
        "expectancy_R": -0.17086409180617845,
        "pf": 0.7263925656510902,
        "max_drawdown_R": 11.239899556060655,
        "win_rate": 0.3023255813953488,
        "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_CLOSINGMARUBOZU",
        "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": "c79fdb93cd11e12bed66"
      },
      "train": {
        "n": 113,
        "net_R": -0.7967629974568939,
        "expectancy_R": -0.007050999977494637,
        "pf": 0.9865967807767553,
        "max_drawdown_R": 14.469530914198707,
        "win_rate": 0.336283185840708,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": -5.888971479963333,
        "expectancy_R": -0.13695282511542634,
        "pf": 0.7423875405277343,
        "max_drawdown_R": 6.804432493284016,
        "win_rate": 0.32558139534883723,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 33,
        "net_R": -10.374244512374938,
        "expectancy_R": -0.31437104582954356,
        "pf": 0.5088349555661614,
        "max_drawdown_R": 10.374244512374936,
        "win_rate": 0.2727272727272727,
        "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_CLOSINGMARUBOZU",
        "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": "9b59faa3b7a4afa7a458"
      },
      "train": {
        "n": 124,
        "net_R": 43.81846238682606,
        "expectancy_R": 0.3533746966679521,
        "pf": 1.73385732455415,
        "max_drawdown_R": 11.304913683868781,
        "win_rate": 0.4112903225806452,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 1.8647086524039551,
        "expectancy_R": 0.04143797005342122,
        "pf": 1.0830177056682893,
        "max_drawdown_R": 8.396711590997118,
        "win_rate": 0.4444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -9.316383467972901,
        "expectancy_R": -0.19409132224943546,
        "pf": 0.6983370320314107,
        "max_drawdown_R": 15.19949296350729,
        "win_rate": 0.3125,
        "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": "PAT_CLOSINGMARUBOZU",
        "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": "c3dbc98ebd808e414516"
      },
      "train": {
        "n": 122,
        "net_R": -7.088122637824415,
        "expectancy_R": -0.05809936588380668,
        "pf": 0.9027980459486692,
        "max_drawdown_R": 17.647690585438653,
        "win_rate": 0.27049180327868855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 12.835679843921508,
        "expectancy_R": 0.29850418241677923,
        "pf": 1.5417034611789016,
        "max_drawdown_R": 6.251297197780878,
        "win_rate": 0.4186046511627907,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": -14.84332731973254,
        "expectancy_R": -0.29686654639465077,
        "pf": 0.49449291068661944,
        "max_drawdown_R": 15.691664956288466,
        "win_rate": 0.26,
        "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_CLOSINGMARUBOZU",
        "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": "aebc09811902f4351ef3"
      },
      "train": {
        "n": 123,
        "net_R": -13.145008341729532,
        "expectancy_R": -0.10686998651812628,
        "pf": 0.7900337565396356,
        "max_drawdown_R": 20.50561909879202,
        "win_rate": 0.3170731707317073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": 9.003381177094093,
        "expectancy_R": 0.16369783958352896,
        "pf": 1.2808522684740642,
        "max_drawdown_R": 8.804769737159303,
        "win_rate": 0.3090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 38,
        "net_R": 2.204840626120721,
        "expectancy_R": 0.05802212174001897,
        "pf": 1.110652570414618,
        "max_drawdown_R": 5.2767019171024465,
        "win_rate": 0.2894736842105263,
        "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_CLOSINGMARUBOZU",
        "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": "eef36b5663755d6bff29"
      },
      "train": {
        "n": 129,
        "net_R": -18.93203481056013,
        "expectancy_R": -0.14675995977178394,
        "pf": 0.7608067126142288,
        "max_drawdown_R": 23.362322709409177,
        "win_rate": 0.2558139534883721,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": -15.077628960164184,
        "expectancy_R": -0.28995440308008047,
        "pf": 0.5760384445985516,
        "max_drawdown_R": 16.389616270328666,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -12.175979779882988,
        "expectancy_R": -0.2590633995719785,
        "pf": 0.6153598247294637,
        "max_drawdown_R": 16.31892903151452,
        "win_rate": 0.2765957446808511,
        "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": "PAT_CLOSINGMARUBOZU",
        "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": "bf4acb7575dfe3264380"
      },
      "train": {
        "n": 105,
        "net_R": -5.9358394387316125,
        "expectancy_R": -0.05653180417839631,
        "pf": 0.9031639519050725,
        "max_drawdown_R": 13.05516215056112,
        "win_rate": 0.3047619047619048,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 30,
        "net_R": 0.9770405823917834,
        "expectancy_R": 0.032568019413059444,
        "pf": 1.0859240152282266,
        "max_drawdown_R": 5.579178416388661,
        "win_rate": 0.4666666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 33,
        "net_R": 0.4351307825139987,
        "expectancy_R": 0.013185781288302991,
        "pf": 1.0218128730691303,
        "max_drawdown_R": 7.550042074416442,
        "win_rate": 0.30303030303030304,
        "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_CLOSINGMARUBOZU",
        "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": "28219f7903f18023c77a"
      },
      "train": {
        "n": 114,
        "net_R": -11.446562702516218,
        "expectancy_R": -0.1004084447589142,
        "pf": 0.836387224383258,
        "max_drawdown_R": 32.03457619464927,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": 11.228742911479317,
        "expectancy_R": 0.2879164849097261,
        "pf": 1.733204202828634,
        "max_drawdown_R": 8.357022952554845,
        "win_rate": 0.48717948717948717,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -5.139121354936114,
        "expectancy_R": -0.12534442329112472,
        "pf": 0.8017339324662398,
        "max_drawdown_R": 12.374657730800996,
        "win_rate": 0.3170731707317073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.37,
        "rd": 1.7335421143203906,
        "sl": 88.63645788567962,
        "tp": 93.83708422864079,
        "highest": 90.57,
        "lowest": 88.94,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.44996022511157446
      },
      "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_CLOSINGMARUBOZU",
        "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": "a8fa89449b3c1a8ef0d5"
      },
      "train": {
        "n": 116,
        "net_R": 10.518571722810538,
        "expectancy_R": 0.09067734243802188,
        "pf": 1.1641958164069428,
        "max_drawdown_R": 19.47713356222165,
        "win_rate": 0.35344827586206895,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": -12.490158589234579,
        "expectancy_R": -0.28386724066442226,
        "pf": 0.5743553969417042,
        "max_drawdown_R": 15.963676281975037,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": -4.68580826857953,
        "expectancy_R": -0.10649564246771659,
        "pf": 0.81980476305045,
        "max_drawdown_R": 15.644254810747668,
        "win_rate": 0.29545454545454547,
        "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_CLOSINGMARUBOZU",
        "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": "8256dc305ccdc25b1559"
      },
      "train": {
        "n": 123,
        "net_R": 5.067789906541433,
        "expectancy_R": 0.04120154395562141,
        "pf": 1.070690985512182,
        "max_drawdown_R": 20.994172850611076,
        "win_rate": 0.2764227642276423,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -9.526056922037796,
        "expectancy_R": -0.2442578697958409,
        "pf": 0.6269556735550813,
        "max_drawdown_R": 18.112323748658994,
        "win_rate": 0.2564102564102564,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 30,
        "net_R": -1.1096814647268511,
        "expectancy_R": -0.03698938215756171,
        "pf": 0.9264332612131166,
        "max_drawdown_R": 6.635000805308266,
        "win_rate": 0.36666666666666664,
        "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