IAORION

Informe de investigación IND_ROCP

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "69c0a1507709bd002fcb",
  "engine_version": "3.0.0",
  "entrada": "IND_ROCP",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "salida": "opp",
  "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_ROCP",
        "exit": "opp",
        "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": "656b93a57e0ea46376a9"
      },
      "train": {
        "n": 259,
        "net_R": 20.536288889410844,
        "expectancy_R": 0.07929069069270596,
        "pf": 1.2171789512510178,
        "max_drawdown_R": 16.36869158788412,
        "win_rate": 0.33976833976833976,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 86,
        "net_R": -11.35808178709317,
        "expectancy_R": -0.13207071845457174,
        "pf": 0.7488521184683994,
        "max_drawdown_R": 14.085212441021245,
        "win_rate": 0.27906976744186046,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": 2.7588267501535384,
        "expectancy_R": 0.02934922074631424,
        "pf": 1.07602668347999,
        "max_drawdown_R": 16.132431835638073,
        "win_rate": 0.32978723404255317,
        "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_ROCP",
        "exit": "opp",
        "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": "4cf1054339d69953b721"
      },
      "train": {
        "n": 246,
        "net_R": -8.46432925442844,
        "expectancy_R": -0.03440784249767659,
        "pf": 0.9114183984607475,
        "max_drawdown_R": 20.451132125383204,
        "win_rate": 0.3699186991869919,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": 5.972042032061714,
        "expectancy_R": 0.07465052540077143,
        "pf": 1.181194254653892,
        "max_drawdown_R": 7.323388174314273,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 89,
        "net_R": 4.161445185444604,
        "expectancy_R": 0.04675781107241128,
        "pf": 1.1367887305341757,
        "max_drawdown_R": 10.637788512303802,
        "win_rate": 0.3146067415730337,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2317.3278406242757,
        "tp": 2123.4443187514485,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3378312239601397
      },
      "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_ROCP",
        "exit": "opp",
        "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": "0d459dc76a38203145b3"
      },
      "train": {
        "n": 283,
        "net_R": -18.070835692767954,
        "expectancy_R": -0.06385454308398571,
        "pf": 0.8383964578769173,
        "max_drawdown_R": 39.22352943834589,
        "win_rate": 0.3215547703180212,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 83,
        "net_R": -12.403702672020493,
        "expectancy_R": -0.14944220086771678,
        "pf": 0.6622992399842309,
        "max_drawdown_R": 15.798219622476708,
        "win_rate": 0.3493975903614458,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": -5.8373690954461095,
        "expectancy_R": -0.06787638483076872,
        "pf": 0.8106697020596796,
        "max_drawdown_R": 17.02400647376298,
        "win_rate": 0.3372093023255814,
        "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_ROCP",
        "exit": "opp",
        "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": "517f43b8ee980f9c05ad"
      },
      "train": {
        "n": 215,
        "net_R": 2.71484978666882,
        "expectancy_R": 0.012627208310087535,
        "pf": 1.0324137243469091,
        "max_drawdown_R": 28.65327134632291,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": 7.242506405656433,
        "expectancy_R": 0.09285264622636454,
        "pf": 1.2603186294621487,
        "max_drawdown_R": 8.974557999086901,
        "win_rate": 0.358974358974359,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": 1.3056995228523758,
        "expectancy_R": 0.013890420455876339,
        "pf": 1.0316385815690279,
        "max_drawdown_R": 17.876962825905697,
        "win_rate": 0.32978723404255317,
        "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_ROCP",
        "exit": "opp",
        "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": "20dac1beae36a544ded7"
      },
      "train": {
        "n": 244,
        "net_R": -32.759642741883944,
        "expectancy_R": -0.13426083090936042,
        "pf": 0.6845595157017542,
        "max_drawdown_R": 56.34254545000329,
        "win_rate": 0.3114754098360656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 83,
        "net_R": -6.251722344064494,
        "expectancy_R": -0.07532195595258427,
        "pf": 0.8134070263666496,
        "max_drawdown_R": 10.652445515283587,
        "win_rate": 0.37349397590361444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 76,
        "net_R": 3.2809298721022233,
        "expectancy_R": 0.043170129896081884,
        "pf": 1.1352570282793328,
        "max_drawdown_R": 5.1507068420529025,
        "win_rate": 0.40789473684210525,
        "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_ROCP",
        "exit": "opp",
        "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": "720850fef5feb3843e63"
      },
      "train": {
        "n": 282,
        "net_R": -56.32099176480786,
        "expectancy_R": -0.19971982895321935,
        "pf": 0.5692851770059996,
        "max_drawdown_R": 59.21795343808315,
        "win_rate": 0.2765957446808511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -14.075140276785605,
        "expectancy_R": -0.18519921416823165,
        "pf": 0.5485481943037684,
        "max_drawdown_R": 17.034162040669383,
        "win_rate": 0.3815789473684211,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": -18.478702169669937,
        "expectancy_R": -0.1965819379752121,
        "pf": 0.5975103191281815,
        "max_drawdown_R": 24.269554002409627,
        "win_rate": 0.2978723404255319,
        "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": "IND_ROCP",
        "exit": "opp",
        "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": "c6f9343b06e303bf2b57"
      },
      "train": {
        "n": 292,
        "net_R": 2.245478289796093,
        "expectancy_R": 0.007689994143137305,
        "pf": 1.017904847911182,
        "max_drawdown_R": 20.003434687946157,
        "win_rate": 0.3184931506849315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 70,
        "net_R": -10.643703226533816,
        "expectancy_R": -0.15205290323619738,
        "pf": 0.6014345270805752,
        "max_drawdown_R": 15.241422869799258,
        "win_rate": 0.34285714285714286,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": 6.944302029431008,
        "expectancy_R": 0.09644863929765289,
        "pf": 1.2607892208163811,
        "max_drawdown_R": 6.838470250834129,
        "win_rate": 0.3611111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2238.01,
        "rd": 38.981852321156666,
        "sl": 2199.0281476788437,
        "tp": 2315.9737046423134,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.28654582414335283
      },
      "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_ROCP",
        "exit": "opp",
        "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": "9ab2706718012c633b31"
      },
      "train": {
        "n": 260,
        "net_R": -21.193305589168276,
        "expectancy_R": -0.08151271380449336,
        "pf": 0.8151320391368064,
        "max_drawdown_R": 26.626922668240532,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 83,
        "net_R": -12.036328902115033,
        "expectancy_R": -0.14501601086885582,
        "pf": 0.6694581536743596,
        "max_drawdown_R": 15.444073867218403,
        "win_rate": 0.30120481927710846,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -4.260615169711734,
        "expectancy_R": -0.05133271288809318,
        "pf": 0.8729004338032619,
        "max_drawdown_R": 12.483305243521086,
        "win_rate": 0.3132530120481928,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.37,
        "rd": 1.7335421143203906,
        "sl": 88.63645788567962,
        "tp": 93.83708422864079,
        "highest": 90.57,
        "lowest": 88.94,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.44996022511157446
      },
      "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_ROCP",
        "exit": "opp",
        "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": "5093ee185bd834750fd8"
      },
      "train": {
        "n": 249,
        "net_R": -47.076005495135206,
        "expectancy_R": -0.1890602630326715,
        "pf": 0.5929387891699897,
        "max_drawdown_R": 47.076005495135234,
        "win_rate": 0.2971887550200803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 79,
        "net_R": -14.125265775283006,
        "expectancy_R": -0.17880083259851906,
        "pf": 0.6049526626417888,
        "max_drawdown_R": 18.882850947502643,
        "win_rate": 0.3291139240506329,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -9.134714028196635,
        "expectancy_R": -0.12687102816939771,
        "pf": 0.6996005329936998,
        "max_drawdown_R": 12.504114889435,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 689.73,
        "rd": 7.348493008446369,
        "sl": 682.3815069915537,
        "tp": 704.4269860168928,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.010740705598986322
      },
      "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_ROCP",
        "exit": "opp",
        "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": "62edc5273c46fd774ef2"
      },
      "train": {
        "n": 253,
        "net_R": -23.732539901622367,
        "expectancy_R": -0.09380450554000935,
        "pf": 0.7854367907278336,
        "max_drawdown_R": 25.108619384402566,
        "win_rate": 0.31225296442687744,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": -5.134118373303384,
        "expectancy_R": -0.07550174078387328,
        "pf": 0.8368024069525651,
        "max_drawdown_R": 13.967855483003959,
        "win_rate": 0.3235294117647059,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": 0.6377533295199189,
        "expectancy_R": 0.007502980347293164,
        "pf": 1.0220587157852876,
        "max_drawdown_R": 7.611286299959988,
        "win_rate": 0.3411764705882353,
        "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