IAORION

Informe de investigación PAT_MORNINGSTAR

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "697745c910cefeb8cab8",
  "engine_version": "3.0.0",
  "entrada": "PAT_MORNINGSTAR",
  "familia": "Velas",
  "regimen": "todo",
  "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": "PAT_MORNINGSTAR",
        "exit": "rr2",
        "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": "9d4a3fcebc593cf5ad23"
      },
      "train": {
        "n": 8,
        "net_R": 0.689352261304905,
        "expectancy_R": 0.08616903266311313,
        "pf": 1.1325959768869114,
        "max_drawdown_R": 3.2437163080241294,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -3.2937380800060474,
        "expectancy_R": -0.5489563466676746,
        "pf": 0.36988032775683294,
        "max_drawdown_R": 3.2937380800060474,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": 3.741244835745766,
        "expectancy_R": 0.7482489671491532,
        "pf": 2.7774062976958587,
        "max_drawdown_R": 1.0529289003700057,
        "win_rate": 0.6,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "f0e84315430e5d37fe43"
      },
      "train": {
        "n": 6,
        "net_R": 5.772845803314087,
        "expectancy_R": 0.9621409672190144,
        "pf": 3.790560865076703,
        "max_drawdown_R": 1.0347191325075071,
        "win_rate": 0.6666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": 6.845783710112535,
        "expectancy_R": 1.369156742022507,
        "pf": 7.641506538251905,
        "max_drawdown_R": 1.0307576557644103,
        "win_rate": 0.8,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 0.9391391981511323,
        "expectancy_R": 0.46956959907556617,
        "pf": 1.905354083323799,
        "max_drawdown_R": 1.0373170182248463,
        "win_rate": 0.5,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "a43bcbc104f7d17a7dee"
      },
      "train": {
        "n": 5,
        "net_R": 3.8656484587806457,
        "expectancy_R": 0.7731296917561291,
        "pf": 2.897678959888884,
        "max_drawdown_R": 1.021207705953678,
        "win_rate": 0.6,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": -2.1432082816492217,
        "expectancy_R": -0.42864165632984436,
        "pf": 0.4798141987161897,
        "max_drawdown_R": 2.1432082816492217,
        "win_rate": 0.2,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -1.1440392996054813,
        "expectancy_R": -0.28600982490137034,
        "pf": 0.6346257412865928,
        "max_drawdown_R": 2.0957225783977806,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MORNINGSTAR",
        "exit": "rr2",
        "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": "59259b13062b3ba23445"
      },
      "train": {
        "n": 6,
        "net_R": -0.2398831407109503,
        "expectancy_R": -0.03998052345182505,
        "pf": 0.9422903211441829,
        "max_drawdown_R": 2.067262218861903,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": -1.3920325252291963,
        "expectancy_R": -0.1988617893184566,
        "pf": 0.7361765633214582,
        "max_drawdown_R": 3.195328268818859,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 3,
        "net_R": 2.8897985538209747,
        "expectancy_R": 0.9632661846069915,
        "pf": 3.770030047825408,
        "max_drawdown_R": 1.0432372587761602,
        "win_rate": 0.6666666666666666,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "23109fa7549d05ae62db"
      },
      "train": {
        "n": 10,
        "net_R": 1.6252264044704308,
        "expectancy_R": 0.16252264044704307,
        "pf": 1.2615241438122557,
        "max_drawdown_R": 4.267792811303804,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": 0.9527679488946885,
        "expectancy_R": 0.47638397444734426,
        "pf": 1.9307037217623384,
        "max_drawdown_R": 1.0237070365320666,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -3.1743837654064992,
        "expectancy_R": -0.5290639609010832,
        "pf": 0.38332369953843914,
        "max_drawdown_R": 4.126067485443694,
        "win_rate": 0.16666666666666666,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "23384b19fbd442f05eac"
      },
      "train": {
        "n": 12,
        "net_R": -7.231357486199196,
        "expectancy_R": -0.6026131238499329,
        "pf": 0.34340879192628315,
        "max_drawdown_R": 7.231357486199196,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 3,
        "net_R": 5.514943566514615,
        "expectancy_R": 1.8383145221715385,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -0.785194809652914,
        "expectancy_R": -0.130865801608819,
        "pf": 0.8237999303347499,
        "max_drawdown_R": 3.331823943649274,
        "win_rate": 0.3333333333333333,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "79f191242c1af74297f2"
      },
      "train": {
        "n": 18,
        "net_R": -4.084474078467464,
        "expectancy_R": -0.22691522658152577,
        "pf": 0.7041865984452593,
        "max_drawdown_R": 5.315406632003954,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.0482905808468892,
        "expectancy_R": -1.0482905808468892,
        "pf": 0.0,
        "max_drawdown_R": 1.0482905808468892,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -1.344305620851774,
        "expectancy_R": -0.3360764052129435,
        "pf": 0.5858993384091499,
        "max_drawdown_R": 3.2463257017927876,
        "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": "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "87f33ef00cfa7bada028"
      },
      "train": {
        "n": 10,
        "net_R": 1.3783782786191308,
        "expectancy_R": 0.13783782786191306,
        "pf": 1.2160782085062307,
        "max_drawdown_R": 3.24874076873781,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": -5.4086070494517315,
        "expectancy_R": -1.0817214098903463,
        "pf": 0.0,
        "max_drawdown_R": 5.4086070494517315,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -2.4277041689695444,
        "expectancy_R": -0.4855408337939089,
        "pf": 0.43820325229929263,
        "max_drawdown_R": 4.321321152010094,
        "win_rate": 0.2,
        "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "55fb2cb51dc139da11bd"
      },
      "train": {
        "n": 6,
        "net_R": -3.38544860420461,
        "expectancy_R": -0.5642414340341017,
        "pf": 0.3636951895577202,
        "max_drawdown_R": 5.320482493054654,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.129941905343156,
        "expectancy_R": -1.129941905343156,
        "pf": 0.0,
        "max_drawdown_R": 1.129941905343156,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "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
      },
      "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_MORNINGSTAR",
        "exit": "rr2",
        "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": "e3fdc95d2d78c9308aa7"
      },
      "train": {
        "n": 10,
        "net_R": -1.8157233990843782,
        "expectancy_R": -0.18157233990843782,
        "pf": 0.7600704391733861,
        "max_drawdown_R": 5.623095395894271,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": -4.638356611957715,
        "expectancy_R": -1.1595891529894287,
        "pf": 0.0,
        "max_drawdown_R": 4.638356611957715,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": 0.6438085511071046,
        "expectancy_R": 0.1287617102214209,
        "pf": 1.2039467598647695,
        "max_drawdown_R": 3.15674812158817,
        "win_rate": 0.4,
        "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