IAORION

Informe de investigación IND_ADXR

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "643fb3719c55c409b47f",
  "engine_version": "3.0.0",
  "entrada": "IND_ADXR",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "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": "IND_ADXR",
        "exit": "rr2",
        "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": "caa74c6825c36c808bfb"
      },
      "train": {
        "n": 112,
        "net_R": -17.491554648716964,
        "expectancy_R": -0.15617459507783002,
        "pf": 0.7868552028812542,
        "max_drawdown_R": 23.259237629352917,
        "win_rate": 0.29464285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 37,
        "net_R": -11.735143768078165,
        "expectancy_R": -0.31716604778589635,
        "pf": 0.5991415836651368,
        "max_drawdown_R": 13.685090945514336,
        "win_rate": 0.24324324324324326,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 4.112052387783739,
        "expectancy_R": 0.10543724071240355,
        "pf": 1.1632040553253438,
        "max_drawdown_R": 5.8309094874488805,
        "win_rate": 0.38461538461538464,
        "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": "IND_ADXR",
        "exit": "rr2",
        "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": "a0581a35a61abd28683c"
      },
      "train": {
        "n": 101,
        "net_R": -41.81036649681394,
        "expectancy_R": -0.41396402472093013,
        "pf": 0.4960532407525703,
        "max_drawdown_R": 50.47621305855002,
        "win_rate": 0.2079207920792079,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": -0.9806672633174258,
        "expectancy_R": -0.027240757314372938,
        "pf": 0.9602190455984952,
        "max_drawdown_R": 10.428499699951987,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 0.6760139500275941,
        "expectancy_R": 0.018270647298043084,
        "pf": 1.0271667093474475,
        "max_drawdown_R": 14.996258465129364,
        "win_rate": 0.35135135135135137,
        "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_ADXR",
        "exit": "rr2",
        "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": "4ecd249c33f4505314b8"
      },
      "train": {
        "n": 107,
        "net_R": -7.65507966270185,
        "expectancy_R": -0.0715428005859986,
        "pf": 0.8976487091738273,
        "max_drawdown_R": 25.75386987795771,
        "win_rate": 0.3177570093457944,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 31,
        "net_R": 7.146727540213487,
        "expectancy_R": 0.23053959807140278,
        "pf": 1.3861057165252477,
        "max_drawdown_R": 6.157625194679631,
        "win_rate": 0.41935483870967744,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 0.6333538350880303,
        "expectancy_R": 0.017117671218595414,
        "pf": 1.0254658306120612,
        "max_drawdown_R": 8.386601624405188,
        "win_rate": 0.35135135135135137,
        "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": "IND_ADXR",
        "exit": "rr2",
        "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": "3f5c84f328a4e6b16242"
      },
      "train": {
        "n": 107,
        "net_R": -12.07697697618078,
        "expectancy_R": -0.11286894370262412,
        "pf": 0.842742593258128,
        "max_drawdown_R": 18.85742168896416,
        "win_rate": 0.308411214953271,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 35,
        "net_R": 5.663182114168694,
        "expectancy_R": 0.16180520326196268,
        "pf": 1.2599072999983927,
        "max_drawdown_R": 6.871096165670957,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": -11.911433924232373,
        "expectancy_R": -0.2977858481058093,
        "pf": 0.6214302993267619,
        "max_drawdown_R": 20.046612281464295,
        "win_rate": 0.25,
        "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": "IND_ADXR",
        "exit": "rr2",
        "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": "a906e09faa7836935fcb"
      },
      "train": {
        "n": 103,
        "net_R": -31.24251983722913,
        "expectancy_R": -0.3033254353129042,
        "pf": 0.6118542486892203,
        "max_drawdown_R": 35.01142135665437,
        "win_rate": 0.24271844660194175,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": -1.1315399821927046,
        "expectancy_R": -0.03143166617201957,
        "pf": 0.9542502964350059,
        "max_drawdown_R": 10.547991996638233,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 27,
        "net_R": 10.922207157373904,
        "expectancy_R": 0.4045261910138483,
        "pf": 1.7489469434797007,
        "max_drawdown_R": 3.141992167318808,
        "win_rate": 0.48148148148148145,
        "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": "IND_ADXR",
        "exit": "rr2",
        "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": "c045d480091f4309cfac"
      },
      "train": {
        "n": 121,
        "net_R": 13.049704306131035,
        "expectancy_R": 0.10784879591843831,
        "pf": 1.1649450036340274,
        "max_drawdown_R": 7.456707167831249,
        "win_rate": 0.39669421487603307,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 35,
        "net_R": 0.5135361768325797,
        "expectancy_R": 0.014672462195216562,
        "pf": 1.021275560397364,
        "max_drawdown_R": 6.381071081577697,
        "win_rate": 0.37142857142857144,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": -3.671337471745092,
        "expectancy_R": -0.10198159643736367,
        "pf": 0.8608313031074192,
        "max_drawdown_R": 8.264246682081698,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76195.63,
        "rd": 906.5186860491447,
        "sl": 77102.14868604914,
        "tp": 74382.59262790171,
        "highest": 76280.01,
        "lowest": 75304.11,
        "bars": 5,
        "open_ts": "2026-11-06 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5729121042871104
      },
      "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_ADXR",
        "exit": "rr2",
        "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": "94dcef5f34060cc7f44b"
      },
      "train": {
        "n": 108,
        "net_R": -1.172205169373137,
        "expectancy_R": -0.010853751568269787,
        "pf": 0.9843188269551401,
        "max_drawdown_R": 14.963462836426455,
        "win_rate": 0.35185185185185186,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -9.923653070076261,
        "expectancy_R": -0.2544526428224682,
        "pf": 0.6789647102114351,
        "max_drawdown_R": 12.462991964263512,
        "win_rate": 0.28205128205128205,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": 1.775284086832868,
        "expectancy_R": 0.044382102170821704,
        "pf": 1.0660137013973976,
        "max_drawdown_R": 11.825930983305456,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2243.18,
        "rd": 36.6415212588517,
        "sl": 2279.8215212588516,
        "tp": 2169.8969574822963,
        "highest": 2245.62,
        "lowest": 2213.47,
        "bars": 5,
        "open_ts": "2026-11-06 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3361647136040865
      },
      "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_ADXR",
        "exit": "rr2",
        "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": "673e925ec860e3d014fb"
      },
      "train": {
        "n": 114,
        "net_R": -10.568069945488899,
        "expectancy_R": -0.09270236794288508,
        "pf": 0.8714560317598576,
        "max_drawdown_R": 21.90428145638112,
        "win_rate": 0.32456140350877194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -0.4135784940506415,
        "expectancy_R": -0.01060457677052927,
        "pf": 0.9847900456225841,
        "max_drawdown_R": 12.620722358538568,
        "win_rate": 0.358974358974359,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 32,
        "net_R": -1.4245765019349386,
        "expectancy_R": -0.04451801568546683,
        "pf": 0.9370386839103022,
        "max_drawdown_R": 6.541598527107343,
        "win_rate": 0.34375,
        "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": "IND_ADXR",
        "exit": "rr2",
        "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": "d798af661c3aec319b1f"
      },
      "train": {
        "n": 96,
        "net_R": -26.930441933228792,
        "expectancy_R": -0.28052543680446657,
        "pf": 0.6484005157344389,
        "max_drawdown_R": 34.15860859253078,
        "win_rate": 0.2708333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 3.292767020488089,
        "expectancy_R": 0.08231917551220222,
        "pf": 1.1223330592608765,
        "max_drawdown_R": 4.800738643917974,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 15.824410869802593,
        "expectancy_R": 0.42768678026493495,
        "pf": 1.78947778046267,
        "max_drawdown_R": 4.8161471797554665,
        "win_rate": 0.5135135135135135,
        "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_ADXR",
        "exit": "rr2",
        "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": "b91f34253ffaba2fd6bf"
      },
      "train": {
        "n": 98,
        "net_R": -9.114705236307167,
        "expectancy_R": -0.09300719628884864,
        "pf": 0.8715596340789679,
        "max_drawdown_R": 15.96399490765519,
        "win_rate": 0.32653061224489793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 29,
        "net_R": 4.3346962146891475,
        "expectancy_R": 0.149472283265143,
        "pf": 1.2320879815662586,
        "max_drawdown_R": 10.154013744362182,
        "win_rate": 0.41379310344827586,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 34,
        "net_R": -9.2626210852038,
        "expectancy_R": -0.27243003191775883,
        "pf": 0.6532099366301558,
        "max_drawdown_R": 11.7209313582887,
        "win_rate": 0.2647058823529412,
        "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