IAORION

Informe de investigación PAT_HIGHWAVE

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

todo/trail

Forward no positivo

{
  "id": "7af49d9208fe700eb26f",
  "engine_version": "3.0.0",
  "entrada": "PAT_HIGHWAVE",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "trail",
  "activos": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "discovery_assets": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "descubierto": "2026-10-13T08:39:15.136458+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "DEGRADADA",
  "base_passed": true,
  "walk_forward": 0.8333333333333334,
  "forward": {
    "n": 17,
    "net_R": -1.5352582437378337,
    "expectancy_R": -0.09030930845516669,
    "pf": 0.7992696172687147,
    "max_drawdown_R": 4.2358220527695565,
    "win_rate": 0.29411764705882354,
    "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
    "funding_approved": false
  },
  "funding_approved": false,
  "p_revienta": null,
  "risk_probability_status": "not_estimated",
  "razon": "Forward no positivo",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_HIGHWAVE",
        "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": "fe63927d067371d38246"
      },
      "train": {
        "n": 275,
        "net_R": 43.90988437705624,
        "expectancy_R": 0.15967230682565905,
        "pf": 1.3263273394818427,
        "max_drawdown_R": 14.497574453245504,
        "win_rate": 0.3781818181818182,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": 24.70356549072189,
        "expectancy_R": 0.2940900653657368,
        "pf": 1.6056838699614464,
        "max_drawdown_R": 6.739915422269615,
        "win_rate": 0.44047619047619047,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -26.864926751376004,
        "expectancy_R": -0.2583166033786154,
        "pf": 0.5705842515774082,
        "max_drawdown_R": 30.24746391214433,
        "win_rate": 0.25961538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_HIGHWAVE",
        "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": "84c352ac92ba424385b6"
      },
      "train": {
        "n": 281,
        "net_R": 24.422955527407964,
        "expectancy_R": 0.08691443248187887,
        "pf": 1.1632197093967804,
        "max_drawdown_R": 20.393920307242226,
        "win_rate": 0.3309608540925267,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": 24.017918667088857,
        "expectancy_R": 0.26106433333792234,
        "pf": 1.4809484192652913,
        "max_drawdown_R": 9.30274144650857,
        "win_rate": 0.31521739130434784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": 28.53095117025955,
        "expectancy_R": 0.3035207571304207,
        "pf": 1.7471620456171038,
        "max_drawdown_R": 8.638532427688329,
        "win_rate": 0.4574468085106383,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 2424.41,
        "rd": 56.14463624350579,
        "sl": 2310.7975337291277,
        "tp": 2312.120727512988,
        "highest": 2434.91,
        "lowest": 2206.28,
        "bars": 7,
        "open_ts": "2026-11-05 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.4458506803911835
      },
      "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_HIGHWAVE",
        "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": "1eeab3138c20c3f6b350"
      },
      "train": {
        "n": 268,
        "net_R": 14.457092373194342,
        "expectancy_R": 0.053944374526844564,
        "pf": 1.1025454118144327,
        "max_drawdown_R": 26.353136000815603,
        "win_rate": 0.3246268656716418,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": 7.1894579711178075,
        "expectancy_R": 0.07988286634575342,
        "pf": 1.144512298757314,
        "max_drawdown_R": 12.096526557139619,
        "win_rate": 0.34444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 105,
        "net_R": -26.945308175058077,
        "expectancy_R": -0.25662198261960073,
        "pf": 0.5615205859041947,
        "max_drawdown_R": 33.531257936411194,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 93.28938437385136,
        "tp": 83.78123125229729,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1104630927344936
      },
      "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_HIGHWAVE",
        "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": "b7476293b5708882d2e8"
      },
      "train": {
        "n": 273,
        "net_R": -4.777415611420233,
        "expectancy_R": -0.0174996908843232,
        "pf": 0.9684244691607781,
        "max_drawdown_R": 42.40528506863918,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -19.997403303233547,
        "expectancy_R": -0.2197516846509181,
        "pf": 0.6565198237028051,
        "max_drawdown_R": 29.6396710892187,
        "win_rate": 0.27472527472527475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -21.062883098969124,
        "expectancy_R": -0.20252772210547235,
        "pf": 0.6551835089219041,
        "max_drawdown_R": 25.406282152151526,
        "win_rate": 0.3076923076923077,
        "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_HIGHWAVE",
        "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": "0db73ef289dedaadce23"
      },
      "train": {
        "n": 268,
        "net_R": -17.212772871951543,
        "expectancy_R": -0.06422676444758038,
        "pf": 0.878980064267979,
        "max_drawdown_R": 43.98607794140157,
        "win_rate": 0.34328358208955223,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": 7.45979188098192,
        "expectancy_R": 0.08381788630316764,
        "pf": 1.142027600783649,
        "max_drawdown_R": 10.494007570295352,
        "win_rate": 0.30337078651685395,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 91,
        "net_R": -15.942641360572095,
        "expectancy_R": -0.17519386110518786,
        "pf": 0.6888297684774888,
        "max_drawdown_R": 20.002426195050734,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2442,
        "rd": 0.03490432170579359,
        "sl": 1.2388245088708414,
        "tp": 1.1743913565884128,
        "highest": 1.2446,
        "lowest": 1.1776,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.635469397777318
      },
      "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_HIGHWAVE",
        "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": "de03517cfdaaebb16888"
      },
      "train": {
        "n": 267,
        "net_R": -48.17092590321972,
        "expectancy_R": -0.18041545282104762,
        "pf": 0.703381910339044,
        "max_drawdown_R": 49.06809351168004,
        "win_rate": 0.2958801498127341,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -24.35534724777261,
        "expectancy_R": -0.2899446100925311,
        "pf": 0.564365443971931,
        "max_drawdown_R": 30.241222444344285,
        "win_rate": 0.2619047619047619,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": -13.775445523011665,
        "expectancy_R": -0.1583384542874904,
        "pf": 0.7418556659858784,
        "max_drawdown_R": 15.64576148026943,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80520.3,
        "rd": 733.093628290507,
        "sl": 76617.67932485552,
        "tp": 79054.11274341898,
        "highest": 80794.01,
        "lowest": 75208.42,
        "bars": 27,
        "open_ts": "2026-11-05 05:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 6.605289519828042
      },
      "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_HIGHWAVE",
        "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": "d7d666e0b2da3335f781"
      },
      "train": {
        "n": 251,
        "net_R": 20.903805916947007,
        "expectancy_R": 0.08328209528664146,
        "pf": 1.1480892833515932,
        "max_drawdown_R": 31.15358969156305,
        "win_rate": 0.3665338645418327,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 83,
        "net_R": 4.470269397273577,
        "expectancy_R": 0.05385866743703104,
        "pf": 1.0863985604428437,
        "max_drawdown_R": 13.845601176577158,
        "win_rate": 0.24096385542168675,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": -21.886696630583625,
        "expectancy_R": -0.23283719819769813,
        "pf": 0.6262220347194315,
        "max_drawdown_R": 23.360551985288105,
        "win_rate": 0.2978723404255319,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2429.54,
        "rd": 33.25681364300758,
        "sl": 2262.8831780299593,
        "tp": 2363.026372713985,
        "highest": 2437.1,
        "lowest": 2206.28,
        "bars": 29,
        "open_ts": "2026-11-05 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.971519900607057
      },
      "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_HIGHWAVE",
        "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": "871a6e30ee2549a9e3fb"
      },
      "train": {
        "n": 250,
        "net_R": -26.927435869007724,
        "expectancy_R": -0.10770974347603089,
        "pf": 0.8107268883516484,
        "max_drawdown_R": 37.041692327145306,
        "win_rate": 0.332,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": 15.136900549525574,
        "expectancy_R": 0.17398736263822498,
        "pf": 1.3216129040557296,
        "max_drawdown_R": 11.502796937921262,
        "win_rate": 0.3793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -2.401236727074928,
        "expectancy_R": -0.028249843847940333,
        "pf": 0.9498703158031446,
        "max_drawdown_R": 12.327826257039934,
        "win_rate": 0.32941176470588235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.62,
        "rd": 1.5722572613875856,
        "sl": 88.04774273861241,
        "tp": 92.76451452277517,
        "highest": 89.86,
        "lowest": 89.15,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.018858236961698187
      },
      "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_HIGHWAVE",
        "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": "3a5fbc1ee26cb0830208"
      },
      "train": {
        "n": 246,
        "net_R": 31.503522427310013,
        "expectancy_R": 0.1280630992980082,
        "pf": 1.242979547357568,
        "max_drawdown_R": 11.846800404627096,
        "win_rate": 0.3943089430894309,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 95,
        "net_R": -10.329517127962395,
        "expectancy_R": -0.10873175924170943,
        "pf": 0.8098628996401281,
        "max_drawdown_R": 24.209739563558347,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": 1.1410750464365051,
        "expectancy_R": 0.012966761891323923,
        "pf": 1.0229114600993228,
        "max_drawdown_R": 12.364213637046387,
        "win_rate": 0.3409090909090909,
        "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_HIGHWAVE",
        "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": "ca154624616f9fb71297"
      },
      "train": {
        "n": 256,
        "net_R": -8.882956271547272,
        "expectancy_R": -0.03469904793573153,
        "pf": 0.9360729920288918,
        "max_drawdown_R": 28.367464618238238,
        "win_rate": 0.3046875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": 4.750769167422345,
        "expectancy_R": 0.05337942884744208,
        "pf": 1.089421157688853,
        "max_drawdown_R": 16.89947758632708,
        "win_rate": 0.3258426966292135,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": -11.065164552977468,
        "expectancy_R": -0.12866470410438915,
        "pf": 0.7752696120992714,
        "max_drawdown_R": 19.135272103319185,
        "win_rate": 0.313953488372093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3185,
        "rd": 0.015029819569193368,
        "sl": 1.209724738229867,
        "tp": 1.2884403608616133,
        "highest": 1.3185,
        "lowest": 1.1776,
        "bars": 20,
        "open_ts": "2026-11-05 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 8.73914682709989
      },
      "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