IAORION

Informe de investigación PAT_LONGLEGGEDDOJI

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

trend/trail

Forward no positivo

{
  "id": "5587cf17b98ca95608cc",
  "engine_version": "3.0.0",
  "entrada": "PAT_LONGLEGGEDDOJI",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "trail",
  "activos": [
    "BTCUSDT-4h",
    "BNBUSDT-4h"
  ],
  "discovery_assets": [
    "BTCUSDT-4h",
    "BNBUSDT-4h"
  ],
  "descubierto": "2026-10-13T08:39:15.136458+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "DEGRADADA",
  "base_passed": true,
  "walk_forward": 0.75,
  "forward": {
    "n": 11,
    "net_R": -4.204339251269087,
    "expectancy_R": -0.38221265920628067,
    "pf": 0.3027884327138187,
    "max_drawdown_R": 4.204339251269088,
    "win_rate": 0.18181818181818182,
    "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
    "funding_approved": false
  },
  "funding_approved": false,
  "p_revienta": null,
  "risk_probability_status": "not_estimated",
  "razon": "Forward no positivo",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_LONGLEGGEDDOJI",
        "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": "bb62a265d9d44bb247d4"
      },
      "train": {
        "n": 164,
        "net_R": 40.03994981058943,
        "expectancy_R": 0.24414603543042335,
        "pf": 1.502155557517105,
        "max_drawdown_R": 11.791577319188768,
        "win_rate": 0.36585365853658536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 6.740706746680763,
        "expectancy_R": 0.13481413493361527,
        "pf": 1.2402564502448228,
        "max_drawdown_R": 6.925661099599148,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 60,
        "net_R": -5.849126503285799,
        "expectancy_R": -0.09748544172142998,
        "pf": 0.8298242189684993,
        "max_drawdown_R": 15.611775919515953,
        "win_rate": 0.2833333333333333,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_LONGLEGGEDDOJI",
        "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": "657072f255f50a834e59"
      },
      "train": {
        "n": 166,
        "net_R": 10.898775397597866,
        "expectancy_R": 0.06565527347950521,
        "pf": 1.1170139121295688,
        "max_drawdown_R": 14.471699556606518,
        "win_rate": 0.3132530120481928,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": 8.120661450752891,
        "expectancy_R": 0.13097841049601439,
        "pf": 1.2439906781338745,
        "max_drawdown_R": 10.364691479521548,
        "win_rate": 0.3548387096774194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": -11.230722670128973,
        "expectancy_R": -0.1754800417207652,
        "pf": 0.6953238381538696,
        "max_drawdown_R": 13.046405974234592,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2236.26,
        "rd": 64.19844235523846,
        "sl": 2172.0615576447617,
        "tp": 2364.6568847104772,
        "highest": 2236.43,
        "lowest": 2213.47,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.14672162056330196
      },
      "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_LONGLEGGEDDOJI",
        "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": "309a9fd4dfbb38d8e99e"
      },
      "train": {
        "n": 187,
        "net_R": -8.396441912067434,
        "expectancy_R": -0.044900758888061144,
        "pf": 0.920010005980255,
        "max_drawdown_R": 22.646746485107805,
        "win_rate": 0.3048128342245989,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -3.9700984740840823,
        "expectancy_R": -0.07218360861971058,
        "pf": 0.8839816560286836,
        "max_drawdown_R": 14.334833183714702,
        "win_rate": 0.34545454545454546,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": -15.62945479223195,
        "expectancy_R": -0.23680992109442348,
        "pf": 0.6027749963133472,
        "max_drawdown_R": 15.629454792231952,
        "win_rate": 0.30303030303030304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 86.95061562614865,
        "tp": 96.45876874770272,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16719335287063208
      },
      "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_LONGLEGGEDDOJI",
        "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": "e97268dbb3045dc7e8b7"
      },
      "train": {
        "n": 159,
        "net_R": 12.306461800759479,
        "expectancy_R": 0.07739913082238666,
        "pf": 1.1546019274031705,
        "max_drawdown_R": 15.696665621817834,
        "win_rate": 0.37735849056603776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 15.91963214837602,
        "expectancy_R": 0.3183926429675204,
        "pf": 1.6231248977475268,
        "max_drawdown_R": 7.034876365590641,
        "win_rate": 0.46,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": -13.265794368303075,
        "expectancy_R": -0.2653158873660615,
        "pf": 0.543337048225383,
        "max_drawdown_R": 13.597312128155307,
        "win_rate": 0.26,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_LONGLEGGEDDOJI",
        "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": "f37c89cab5225b8e63fd"
      },
      "train": {
        "n": 163,
        "net_R": -27.71762869893525,
        "expectancy_R": -0.1700468018339586,
        "pf": 0.7047808455682295,
        "max_drawdown_R": 32.18575303643226,
        "win_rate": 0.294478527607362,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": 0.8826523975928644,
        "expectancy_R": 0.014710873293214407,
        "pf": 1.0272285002731338,
        "max_drawdown_R": 12.354791444542476,
        "win_rate": 0.31666666666666665,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": -10.626586787897972,
        "expectancy_R": -0.1832170135844478,
        "pf": 0.7244419878693925,
        "max_drawdown_R": 15.599832725178043,
        "win_rate": 0.20689655172413793,
        "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_LONGLEGGEDDOJI",
        "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": "b05c4b8d9745a7c994e9"
      },
      "train": {
        "n": 174,
        "net_R": -50.486762858199434,
        "expectancy_R": -0.2901538095298818,
        "pf": 0.525591971373358,
        "max_drawdown_R": 51.678555568871346,
        "win_rate": 0.28735632183908044,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 41,
        "net_R": 35.22895720942519,
        "expectancy_R": 0.859242858766468,
        "pf": 2.7959351878976513,
        "max_drawdown_R": 5.289625560069612,
        "win_rate": 0.36585365853658536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -14.690768682417572,
        "expectancy_R": -0.2671048851348649,
        "pf": 0.605299538701062,
        "max_drawdown_R": 20.07866405523667,
        "win_rate": 0.2909090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 75707.47,
        "rd": 847.6693104350649,
        "sl": 74859.80068956493,
        "tp": 77402.80862087013,
        "highest": 75841.04,
        "lowest": 75304.11,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.179845142584853
      },
      "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_LONGLEGGEDDOJI",
        "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": "724ec3b2c73585864e3e"
      },
      "train": {
        "n": 170,
        "net_R": -43.79400571611061,
        "expectancy_R": -0.2576117983300624,
        "pf": 0.5812713175097725,
        "max_drawdown_R": 49.7988208467532,
        "win_rate": 0.27058823529411763,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": 34.125319666118024,
        "expectancy_R": 0.7109441597107922,
        "pf": 2.5916800688526913,
        "max_drawdown_R": 9.378113910827773,
        "win_rate": 0.4791666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": 5.961967635415158,
        "expectancy_R": 0.11923935270830316,
        "pf": 1.2308136157387806,
        "max_drawdown_R": 11.004800680983646,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2230.29,
        "rd": 38.281423495954414,
        "sl": 2193.426821970041,
        "tp": 2306.852846991909,
        "highest": 2250.03,
        "lowest": 2206.28,
        "bars": 9,
        "open_ts": "2026-11-05 23:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.09003356420025219
      },
      "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_LONGLEGGEDDOJI",
        "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": "735bdc4ada53f5c70d41"
      },
      "train": {
        "n": 157,
        "net_R": -37.35174592633989,
        "expectancy_R": -0.23790920972191013,
        "pf": 0.6119266239067752,
        "max_drawdown_R": 43.316953878627466,
        "win_rate": 0.27388535031847133,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": 19.185888901750875,
        "expectancy_R": 0.41708454134241035,
        "pf": 1.989781353008601,
        "max_drawdown_R": 5.565888474131063,
        "win_rate": 0.41304347826086957,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": -5.686817283881384,
        "expectancy_R": -0.1053114311829886,
        "pf": 0.8296352720451312,
        "max_drawdown_R": 17.808086083001797,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.03,
        "rd": 1.7410264523082413,
        "sl": 88.28897354769175,
        "tp": 93.51205290461648,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 11,
        "open_ts": "2026-11-05 21:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.25264119302543475
      },
      "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_LONGLEGGEDDOJI",
        "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": "80dab16349aeb4affa13"
      },
      "train": {
        "n": 132,
        "net_R": -11.311079363310476,
        "expectancy_R": -0.08568999517659452,
        "pf": 0.8590829434300346,
        "max_drawdown_R": 19.94889342563375,
        "win_rate": 0.2803030303030303,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": 18.847136391337212,
        "expectancy_R": 0.4010029019433449,
        "pf": 1.8590758903521114,
        "max_drawdown_R": 5.041335706000343,
        "win_rate": 0.425531914893617,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -2.2354292292305127,
        "expectancy_R": -0.04657144227563568,
        "pf": 0.918036376357192,
        "max_drawdown_R": 9.610035361123533,
        "win_rate": 0.2708333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 687.85,
        "rd": 7.244992640469868,
        "sl": 685.2109934845375,
        "tp": 702.3399852809398,
        "highest": 696.3,
        "lowest": 683.94,
        "bars": 9,
        "open_ts": "2026-11-05 23:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2705004818159247
      },
      "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_LONGLEGGEDDOJI",
        "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": "a3a9eb9b2de4c97e6e98"
      },
      "train": {
        "n": 161,
        "net_R": -19.625489673033893,
        "expectancy_R": -0.12189745138530368,
        "pf": 0.8185395831003589,
        "max_drawdown_R": 35.66626683404027,
        "win_rate": 0.2422360248447205,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 22.31200209963241,
        "expectancy_R": 0.4958222688807202,
        "pf": 2.0092230408772704,
        "max_drawdown_R": 7.9911045055084315,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": -5.393162997282931,
        "expectancy_R": -0.1225718863018848,
        "pf": 0.7938755282129386,
        "max_drawdown_R": 11.9284606996941,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo