IAORION

Informe de investigación IND_EMA

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "5897810b729277221add",
  "engine_version": "3.0.0",
  "entrada": "IND_EMA",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "trail",
  "activos": [
    "XRPUSDT-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": 0.6666666666666666,
  "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_EMA",
        "exit": "trail",
        "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": "49db4a3b1101de078023"
      },
      "train": {
        "n": 171,
        "net_R": 38.53783059064266,
        "expectancy_R": 0.22536743035463547,
        "pf": 1.459591874013912,
        "max_drawdown_R": 8.763069366103924,
        "win_rate": 0.4093567251461988,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": -9.015294278112929,
        "expectancy_R": -0.1345566310166109,
        "pf": 0.7703645221351709,
        "max_drawdown_R": 12.33036430582506,
        "win_rate": 0.29850746268656714,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": -7.698088588218633,
        "expectancy_R": -0.11156650127853092,
        "pf": 0.7976364689307262,
        "max_drawdown_R": 12.011679193742566,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76088.01,
        "rd": 1664.7404276186112,
        "sl": 77752.75042761861,
        "tp": 72758.52914476277,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.24735302223003952
      },
      "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_EMA",
        "exit": "trail",
        "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": "6d387dfa6f908090f80c"
      },
      "train": {
        "n": 192,
        "net_R": 28.87807844756023,
        "expectancy_R": 0.15040665858104288,
        "pf": 1.275987487989787,
        "max_drawdown_R": 12.22033777436112,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": -12.240617564864225,
        "expectancy_R": -0.20401029274773708,
        "pf": 0.682387982806938,
        "max_drawdown_R": 17.52356418589722,
        "win_rate": 0.23333333333333334,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": -0.16847988835722105,
        "expectancy_R": -0.0024776454170179567,
        "pf": 0.9957787578749187,
        "max_drawdown_R": 12.827433798516095,
        "win_rate": 0.2647058823529412,
        "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": 2300.4584423552387,
        "tp": 2107.863115289523,
        "highest": 2236.43,
        "lowest": 2213.47,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.08412510182281117
      },
      "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_EMA",
        "exit": "trail",
        "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": "5a38e449d67bd3453537"
      },
      "train": {
        "n": 160,
        "net_R": -3.8934675794012925,
        "expectancy_R": -0.024334172371258077,
        "pf": 0.9551589843128313,
        "max_drawdown_R": 18.332263878302804,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 66,
        "net_R": 1.0666583390788886,
        "expectancy_R": 0.01616148998604377,
        "pf": 1.0292675093307895,
        "max_drawdown_R": 11.698881057482222,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": -5.9572384674164,
        "expectancy_R": -0.09765964700682624,
        "pf": 0.8224214727460354,
        "max_drawdown_R": 16.775925435005682,
        "win_rate": 0.3442622950819672,
        "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": 93.32277302510668,
        "tp": 83.9844539497866,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14137073164366154
      },
      "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_EMA",
        "exit": "trail",
        "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": "aec7b60fca23e60c13ec"
      },
      "train": {
        "n": 162,
        "net_R": 7.977003135152868,
        "expectancy_R": 0.04924076009353622,
        "pf": 1.0962916740672437,
        "max_drawdown_R": 20.249203680007138,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -10.333811063490169,
        "expectancy_R": -0.17816915626707186,
        "pf": 0.6991639028971414,
        "max_drawdown_R": 15.253892678367833,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": 0.6478520536067509,
        "expectancy_R": 0.009966954670873092,
        "pf": 1.0194839228241133,
        "max_drawdown_R": 8.634034423904087,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 693.39,
        "rd": 15.73592102324983,
        "sl": 709.1259210232498,
        "tp": 661.9181579535003,
        "highest": 696.3,
        "lowest": 683.94,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1485315665061297
      },
      "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_EMA",
        "exit": "trail",
        "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": "6d72c472de68e48c9989"
      },
      "train": {
        "n": 173,
        "net_R": 18.83354566149469,
        "expectancy_R": 0.10886442578898664,
        "pf": 1.2218662198108168,
        "max_drawdown_R": 16.207541682679278,
        "win_rate": 0.3699421965317919,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 64,
        "net_R": 12.531609823061201,
        "expectancy_R": 0.19580640348533127,
        "pf": 1.3499282292922823,
        "max_drawdown_R": 9.63058327396087,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": -4.863984556953127,
        "expectancy_R": -0.07483053164543271,
        "pf": 0.8692682204874762,
        "max_drawdown_R": 15.374986905956424,
        "win_rate": 0.3230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 1.2073,
        "rd": 0.03650410562050391,
        "sl": 1.2388245088708414,
        "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": "IND_EMA",
        "exit": "trail",
        "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": "4b941e415ee865e0c381"
      },
      "train": {
        "n": 177,
        "net_R": -11.929325374625362,
        "expectancy_R": -0.06739731850070826,
        "pf": 0.8854796412117011,
        "max_drawdown_R": 25.791766185529774,
        "win_rate": 0.2937853107344633,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": -11.051416362457074,
        "expectancy_R": -0.17824865100737217,
        "pf": 0.68795456141231,
        "max_drawdown_R": 14.034005217134158,
        "win_rate": 0.3709677419354839,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": -21.955263575476987,
        "expectancy_R": -0.31819222573155054,
        "pf": 0.5105286554985039,
        "max_drawdown_R": 24.594802653035252,
        "win_rate": 0.2463768115942029,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 78288.28,
        "rd": 758.6211514172353,
        "sl": 76617.67932485552,
        "tp": 76771.03769716554,
        "highest": 78288.28,
        "lowest": 75208.42,
        "bars": 17,
        "open_ts": "2026-11-05 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.4419927036332725
      },
      "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_EMA",
        "exit": "trail",
        "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": "37519944e57b1ff6cd20"
      },
      "train": {
        "n": 168,
        "net_R": 1.1926654774994843,
        "expectancy_R": 0.007099199270830263,
        "pf": 1.0128233734804373,
        "max_drawdown_R": 13.63238029582585,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": 6.173417284735764,
        "expectancy_R": 0.09214055648859348,
        "pf": 1.1533113360126706,
        "max_drawdown_R": 16.28565611958911,
        "win_rate": 0.31343283582089554,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": -7.202113466485708,
        "expectancy_R": -0.10749423084307026,
        "pf": 0.8105078737512914,
        "max_drawdown_R": 13.50297592127952,
        "win_rate": 0.2835820895522388,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 38.65978519390417,
        "sl": 2262.8831780299593,
        "tp": 2175.3804296121916,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5647548839314958
      },
      "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_EMA",
        "exit": "trail",
        "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": "49e0ff621c9c2b6d0ae4"
      },
      "train": {
        "n": 176,
        "net_R": 5.585251814651834,
        "expectancy_R": 0.031734385310521786,
        "pf": 1.0603734777642573,
        "max_drawdown_R": 16.579667494071572,
        "win_rate": 0.29545454545454547,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": 1.5289466711819335,
        "expectancy_R": 0.027799030385126065,
        "pf": 1.0533895257252994,
        "max_drawdown_R": 10.051672916547513,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": 3.2554154635787915,
        "expectancy_R": 0.0458509220222365,
        "pf": 1.0835726962342989,
        "max_drawdown_R": 20.29103769348378,
        "win_rate": 0.38028169014084506,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.21,
        "rd": 1.7086407580578857,
        "sl": 90.87815733053034,
        "tp": 86.79271848388422,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2575468236519023
      },
      "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_EMA",
        "exit": "trail",
        "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": "467e2b056641d4147c5c"
      },
      "train": {
        "n": 188,
        "net_R": -14.119683544053942,
        "expectancy_R": -0.07510469970241458,
        "pf": 0.8760021265257728,
        "max_drawdown_R": 31.59230421539643,
        "win_rate": 0.2978723404255319,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": -15.331520164708838,
        "expectancy_R": -0.21293778006540054,
        "pf": 0.6795225784035281,
        "max_drawdown_R": 20.6958194648364,
        "win_rate": 0.3055555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": 0.0387652617324723,
        "expectancy_R": 0.0006057072145698797,
        "pf": 1.0010975759077527,
        "max_drawdown_R": 8.811528069337767,
        "win_rate": 0.390625,
        "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_EMA",
        "exit": "trail",
        "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": "9ba44d964ef55b099256"
      },
      "train": {
        "n": 186,
        "net_R": -8.714118268388706,
        "expectancy_R": -0.04685009821714358,
        "pf": 0.9173684023697476,
        "max_drawdown_R": 26.12033710740841,
        "win_rate": 0.3225806451612903,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -12.544010613055745,
        "expectancy_R": -0.2126103493738262,
        "pf": 0.6822695312010865,
        "max_drawdown_R": 26.23032789188587,
        "win_rate": 0.2711864406779661,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": 3.5305320071169994,
        "expectancy_R": 0.05269450756891044,
        "pf": 1.0839758099950685,
        "max_drawdown_R": 10.94349478615356,
        "win_rate": 0.34328358208955223,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2456,
        "rd": 0.019461191662980305,
        "sl": 1.209724738229867,
        "tp": 1.2066776166740394,
        "highest": 1.2599,
        "lowest": 1.1776,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.005173116466998
      },
      "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