IAORION

Informe de investigación PAT_HAMMER

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "5d43e189ba83c1bf84f9",
  "engine_version": "3.0.0",
  "entrada": "PAT_HAMMER",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "trail",
  "activos": [
    "XRPUSDT-1h"
  ],
  "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": 0.8333333333333334,
  "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_HAMMER",
        "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": "5b93f9d939aa24a13e1f"
      },
      "train": {
        "n": 71,
        "net_R": 10.591907469881097,
        "expectancy_R": 0.149181795350438,
        "pf": 1.2906267882117497,
        "max_drawdown_R": 7.8637363417805375,
        "win_rate": 0.3380281690140845,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 23,
        "net_R": -5.144631202398101,
        "expectancy_R": -0.2236796174955696,
        "pf": 0.6363485040676468,
        "max_drawdown_R": 6.695111630246742,
        "win_rate": 0.34782608695652173,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": 3.9223206882059802,
        "expectancy_R": 0.23072474636505766,
        "pf": 1.3920311925623376,
        "max_drawdown_R": 5.338518500968403,
        "win_rate": 0.23529411764705882,
        "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_HAMMER",
        "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": "a192dab36b0b6f3dd56f"
      },
      "train": {
        "n": 67,
        "net_R": -8.812561540990318,
        "expectancy_R": -0.1315307692685122,
        "pf": 0.7751713551029381,
        "max_drawdown_R": 18.36521149410961,
        "win_rate": 0.31343283582089554,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": -0.8618801143513106,
        "expectancy_R": -0.04104191020720527,
        "pf": 0.9129798401060729,
        "max_drawdown_R": 4.100259541305587,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 28,
        "net_R": -0.936929720698774,
        "expectancy_R": -0.03346177573924193,
        "pf": 0.9340532459317437,
        "max_drawdown_R": 5.085233579072397,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2238.01,
        "rd": 65.80967616340885,
        "sl": 2172.2003238365915,
        "tp": 2369.6293523268178,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16973320112173781
      },
      "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_HAMMER",
        "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": "846bee354b976fb0200f"
      },
      "train": {
        "n": 72,
        "net_R": -0.2053110726355385,
        "expectancy_R": -0.00285154267549359,
        "pf": 0.9950733363116254,
        "max_drawdown_R": 11.90397249685202,
        "win_rate": 0.3055555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 2.313616044052617,
        "expectancy_R": 0.14460100275328855,
        "pf": 1.2838839137178797,
        "max_drawdown_R": 3.2500145907774467,
        "win_rate": 0.4375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 22,
        "net_R": -5.503737674656088,
        "expectancy_R": -0.2501698943025495,
        "pf": 0.570643919538522,
        "max_drawdown_R": 6.819977392562321,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_HAMMER",
        "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": "731a67adba439a873375"
      },
      "train": {
        "n": 48,
        "net_R": 4.996555786042705,
        "expectancy_R": 0.10409491220922301,
        "pf": 1.1950808428905246,
        "max_drawdown_R": 10.876050199091438,
        "win_rate": 0.3958333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": -0.40942424749914974,
        "expectancy_R": -0.01949639273805475,
        "pf": 0.9667680778996394,
        "max_drawdown_R": 5.0987908929570835,
        "win_rate": 0.38095238095238093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": -6.97930329858288,
        "expectancy_R": -0.41054725285781646,
        "pf": 0.3550063663125271,
        "max_drawdown_R": 7.025130343640071,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 689.73,
        "rd": 15.696124972087333,
        "sl": 674.0338750279127,
        "tp": 721.1222499441747,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.005028502266660767
      },
      "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_HAMMER",
        "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": "a394e5d6a6b849476ae9"
      },
      "train": {
        "n": 76,
        "net_R": 14.298204378856028,
        "expectancy_R": 0.18813426814284248,
        "pf": 1.4159875322787912,
        "max_drawdown_R": 8.763783996901033,
        "win_rate": 0.4342105263157895,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": -7.473656547469475,
        "expectancy_R": -0.35588840702235597,
        "pf": 0.3724896172377038,
        "max_drawdown_R": 8.636550846282297,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": 0.27766607944713506,
        "expectancy_R": 0.01735412996544594,
        "pf": 1.022691617881495,
        "max_drawdown_R": 4.349515571682953,
        "win_rate": 0.1875,
        "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_HAMMER",
        "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": "bff65afa0e8ebfde222a"
      },
      "train": {
        "n": 61,
        "net_R": -5.596315648941733,
        "expectancy_R": -0.09174287949084808,
        "pf": 0.8345043026902708,
        "max_drawdown_R": 12.714018985450528,
        "win_rate": 0.3114754098360656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": 20.43000126554579,
        "expectancy_R": 1.201764780326223,
        "pf": 4.914990733168912,
        "max_drawdown_R": 1.960234085545351,
        "win_rate": 0.5882352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": -2.7306292836486787,
        "expectancy_R": -0.13653146418243395,
        "pf": 0.7953009272517921,
        "max_drawdown_R": 10.108806809134666,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 76130.01,
        "rd": 929.4817747885738,
        "sl": 75200.52822521143,
        "tp": 77988.97354957715,
        "highest": 76300.0,
        "lowest": 75304.11,
        "bars": 6,
        "open_ts": "2026-11-06 02:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.6187945149659564
      },
      "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_HAMMER",
        "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": "099a1d18c5957a294ff0"
      },
      "train": {
        "n": 80,
        "net_R": -14.337815881542443,
        "expectancy_R": -0.17922269851928055,
        "pf": 0.6929967338625709,
        "max_drawdown_R": 16.779671599172296,
        "win_rate": 0.3375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 30,
        "net_R": 7.131009777529233,
        "expectancy_R": 0.2377003259176411,
        "pf": 1.4298448488445732,
        "max_drawdown_R": 5.080050223781495,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": 13.7157810557129,
        "expectancy_R": 0.7619878364284944,
        "pf": 2.564658425861324,
        "max_drawdown_R": 6.358412454805411,
        "win_rate": 0.4444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2241.05,
        "rd": 37.58475921984389,
        "sl": 2203.4652407801564,
        "tp": 2316.219518439688,
        "highest": 2246.91,
        "lowest": 2213.47,
        "bars": 6,
        "open_ts": "2026-11-06 02:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.3781174948301106
      },
      "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_HAMMER",
        "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": "f815e423dab82d7d3713"
      },
      "train": {
        "n": 55,
        "net_R": -20.25056711450693,
        "expectancy_R": -0.36819212935467144,
        "pf": 0.4117761859362959,
        "max_drawdown_R": 21.660584001966534,
        "win_rate": 0.2545454545454545,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": 15.109716004849789,
        "expectancy_R": 0.719510285945228,
        "pf": 5.076157794263029,
        "max_drawdown_R": 1.5413447347437286,
        "win_rate": 0.6190476190476191,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": 3.6889093447198547,
        "expectancy_R": 0.23055683404499092,
        "pf": 1.411341643123771,
        "max_drawdown_R": 3.9582725168440756,
        "win_rate": 0.4375,
        "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"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_HAMMER",
        "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": "5ab0c6686b1c0cba9263"
      },
      "train": {
        "n": 62,
        "net_R": -7.661495059272661,
        "expectancy_R": -0.12357250095601066,
        "pf": 0.8031583793470962,
        "max_drawdown_R": 22.588661650825692,
        "win_rate": 0.3064516129032258,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 25,
        "net_R": -0.016339984697318677,
        "expectancy_R": -0.000653599387892747,
        "pf": 0.9987029546492341,
        "max_drawdown_R": 6.697135677847845,
        "win_rate": 0.32,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": -11.075249350161053,
        "expectancy_R": -0.615291630564503,
        "pf": 0.2401584436394922,
        "max_drawdown_R": 11.210644770362975,
        "win_rate": 0.2222222222222222,
        "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_HAMMER",
        "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": "c304414214f18323efc0"
      },
      "train": {
        "n": 57,
        "net_R": 16.681735644158397,
        "expectancy_R": 0.2926620288448842,
        "pf": 1.4611429416431767,
        "max_drawdown_R": 9.05502596282161,
        "win_rate": 0.2982456140350877,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 20,
        "net_R": 8.564064980361811,
        "expectancy_R": 0.4282032490180906,
        "pf": 1.716640714776516,
        "max_drawdown_R": 7.741241560790689,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": 2.00139063840342,
        "expectancy_R": 0.11772886108255412,
        "pf": 1.184688805782174,
        "max_drawdown_R": 7.08740408559464,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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